A locally conservative,discontinuous least‐squares finite element method for the Stokes equations

Conventional least‐squares finite element methods (LSFEMs) for incompressible flows conserve mass only approximately. For some problems, mass loss levels are large and result in unphysical solutions. In this paper we formulate a new, locally conservative LSFEM for the Stokes equations wherein a discrete velocity field is computed that is point‐wise divergence free on each element. The central idea is to allow discontinuous velocity approximations and then to define the velocity field on each element using a local stream‐function. The effect of the new LSFEM approach on improved local and global mass conservation is compared with a conventional LSFEM for the Stokes equations employing standard C⁰ Lagrangian elements. Copyright © 2011 John Wiley & Sons, Ltd.     

Least-squares finite element methods for compressible Euler equations

A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L²-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L²-method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H¹-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.     

The Acoustic Limit for the Boltzmann Equation

The acoustic equations are the linearization of the compressible Euler equations about a spatially homogeneous fluid state. We first derive them directly from the Boltzmann equation as the formal limit of moment equations for an appropriately scaled family of Boltzmann solutions. We then establish this limit for the Boltzmann equation considered over a periodic spatial domain for bounded collision kernels. Appropriately scaled families of DiPerna-Lions renormalized solutions are shown to have fluctuations that converge entropically (and hence strongly in L ¹) to a unique limit governed by a solution of the acoustic equations for all time, provided that its initial fluctuations converge entropically to an appropriate limit associated to any given L ² initial data of the acoustic equations. The associated local conservation laws are recovered in the limit. Accepted: October 22, 1999     

High‐order ADER‐WENO ALE schemes on unstructured triangular meshes—application of several node solvers to hydrodynamics and magnetohydrodynamics

In this paper, we present a class of high‐order accurate cell‐centered arbitrary Lagrangian–Eulerian (ALE) one‐step ADER weighted essentially non‐oscillatory (WENO) finite volume schemes for the solution of nonlinear hyperbolic conservation laws on two‐dimensional unstructured triangular meshes. High order of accuracy in space is achieved by a WENO reconstruction algorithm, while a local space–time Galerkin predictor allows the schemes to be high order accurate also in time by using an element‐local weak formulation of the governing PDE on moving meshes. The mesh motion can be computed by choosing among three different node solvers, which are for the first time compared with each other in this article: the node velocity may be obtained either (i) as an arithmetic average among the states surrounding the node, as suggested by Cheng and Shu, or (ii) as a solution of multiple one‐dimensional half‐Riemann problems around a vertex, as suggested by Maire, or (iii) by solving approximately a multidimensional Riemann problem around each vertex of the mesh using the genuinely multidimensional Harten–Lax–van Leer Riemann solver recently proposed by Balsara et al. Once the vertex velocity and thus the new node location have been determined by the node solver, the local mesh motion is then constructed by straight edges connecting the vertex positions at the old time level tⁿ with the new ones at the next time level t^{n + 1}. If necessary, a rezoning step can be introduced here to overcome mesh tangling or highly deformed elements. The final ALE finite volume scheme is based directly on a space–time conservation formulation of the governing PDE system, which therefore makes an additional remapping stage unnecessary, as the ALE fluxes already properly take into account the rezoned geometry. In this sense, our scheme falls into the category of direct ALE methods. Furthermore, the geometric conservation law is satisfied by the scheme by construction. We apply the high‐order algorithm presented in this paper to the Euler equations of compressible gas dynamics as well as to the ideal classical and relativistic magnetohydrodynamic equations. We show numerical convergence results up to fifth order of accuracy in space and time together with some classical numerical test problems for each hyperbolic system under consideration. Copyright © 2014 John Wiley & Sons, Ltd.     

L1-type smoothness indicators based weighted essentially nonoscillatory scheme for Hamilton-Jacobi equations

This article presents an improved fifth-order finite difference weighted essentially nonoscillatory (WENO) scheme to solve Hamilton-Jacobi equations. A new type of nonlinear weights is introduced with the construction of local smoothness indicators on each local stencil that are measured with the help of generalized undivided differences in L¹-norm. A novel global smoothness measurement is also constructed with the help of local measurements from its linear combination. Numerical experiments are conducted in one- and two-dimensions to demonstrate the performance enhancement, resolution power, numerical accuracy for the proposed scheme, and compared it with the classical WENO scheme.     

A stabilized finite element method for the Stokes problem based on polynomial pressure projections

A new stabilized finite element method for the Stokes problem is presented. The method is obtained by modification of the mixed variational equation by using local L² polynomial pressure projections. Our stabilization approach is motivated by the inherent inconsistency of equal‐order approximations for the Stokes equations, which leads to an unstable mixed finite element method. Application of pressure projections in conjunction with minimization of the pressure–velocity mismatch eliminates this inconsistency and leads to a stable variational formulation. Unlike other stabilization methods, the present approach does not require specification of a stabilization parameter or calculation of higher‐order derivatives, and always leads to a symmetric linear system. The new method can be implemented at the element level and for affine families of finite elements on simplicial grids it reduces to a simple modification of the weak continuity equation. Numerical results are presented for a variety of equal‐order continuous velocity and pressure elements in two and three dimensions. Copyright © 2004 John Wiley & Sons, Ltd.     

A stress‐based least‐squares finite‐element model for incompressible Navier–Stokes equations

In this paper we present a stress‐based least‐squares finite‐element formulation for the solution of the Navier–Stokes equations governing flows of viscous incompressible fluids. Stress components are introduced as independent variables to make the system first order. Continuity equation becomes an algebraic equation and is eliminated from the system with suitable modifications. The h and p convergence are verified using the exact solution of Kovasznay flow. Steady flow past a large circular cylinder in a channel is solved to test mass conservation. Transient flow over a backward‐facing step problem is solved on several meshes. Results are compared with that obtained using vorticity‐based first‐order formulation for both benchmark problems. Copyright © 2007 John Wiley & Sons, Ltd.     

p-version least squares finite element formulation for two-dimensional,incompressible fluid flow

A p-version least squares finite element formulation for non-linear problems is applied to the problem of steady, two-dimensional, incompressible fluid flow. The Navier-Stokes equations are cast as a set of first-order equations involving viscous stresses as auxiliary variables. Both the primary and auxiliary variables are interpolated using equal-order C⁰ continuity, p-version hierarchical approximation functions. The least squares functional (or error functional) is constructed using the system of coupled first-order non-linear partial differential equations without linearization, approximations or assumptions. The minimization of this least squares error functional results in finding a solution vector {δ} for which the partial derivative of the error functional (integrated sum of squares of the errors resulting from individual equations for the entire discretization) with respect to the nodal degrees of freedom {δ} becomes zero. This is accomplished by using Newton's method with a line search. Numerical examples are presented to demonstrate the convergence characteristics and accuracy of the method.     

High-Field Limit for the Vlasov-Poisson-Fokker-Planck System

This paper is concerned with the analysis of the stability of the Vlasov-Poisson-Fokker-Planck system with respect to the physical constants. If the scaled thermal mean free path converges to zero and the scaled thermal velocity remains constant, then a hyperbolic limit or equivalently a high-field limit equation is obtained for the mass density. The passage to the limit as well as the existence and uniqueness of solutions of the limit equation in L ¹, global or local in time, are analyzed according to the electrostatic or gravitational character of the field and to the space dimension. In the one-dimensional case a new concept of global solution is introduced. For the gravitational field this concept is shown to be equivalent to the concept of entropy solutions of hyperbolic systems of conservation laws. Accepted December 1, 2000?Published online April 23, 2001     

Existence and Uniqueness of Solutions¶of an Asymptotic Equation¶Arising from a Variational Wave Equation¶with General Data

We establish here the global existence and uniqueness of admissible (both dissipative and conservative) weak solutions to a canonical asymptotic equation () for weakly nonlinear solutions of a class of nonlinear variational wave equations with any L ²(ℝ) initial datum. We use the method of Young measures and mollification techniques. Accepted April 25, 2000?Published online November 16, 2000     

Stability of Degenerate Stationary Waves for Viscous Gases

This paper is concerned with the asymptotic stability of degenerate stationary waves for viscous gases in the half space. We discuss the following two cases: (1) viscous conservation laws and (2) damped wave equations with nonlinear convection. In each case, we prove that the solution converges to the corresponding degenerate stationary wave at the rate t ^−α/4 as t → ∞, provided that the initial perturbation is in the weighted space L²_a=L²(\mathbb R₊; (1+x)^a dx){L^2_\alpha=L^2({\mathbb R}_+;\,(1+x)^\alpha dx)} . This convergence rate t ^−α/4 is weaker than the one for the non-degenerate case and requires the restriction α < α_*(q), where α_*(q) is the critical value depending only on the degeneracy exponent q. Such a restriction is reasonable because the corresponding linearized operator for viscous conservation laws cannot be dissipative in L²_a{L^2_\alpha} for α > α^*(q) with another critical value α^*(q). Our stability analysis is based on the space–time weighted energy method in which the spatial weight is chosen as a function of the degenerate stationary wave.     

Third‐order‐accurate semi‐implicit Runge–Kutta scheme for incompressible Navier–Stokes equations

A semi‐implicit three‐step Runge–Kutta scheme for the unsteady incompressible Navier–Stokes equations with third‐order accuracy in time is presented. The higher order of accuracy as compared to the existing semi‐implicit Runge–Kutta schemes is achieved due to one additional inversion of the implicit operator I‐τγL, which requires inversion of tridiagonal matrices when using approximate factorization method. No additional solution of the pressure‐Poisson equation or evaluation of Navier–Stokes operator is needed. The scheme is supplied with a local error estimation and time‐step control algorithm. The temporal third‐order accuracy of the scheme is proved analytically and ascertained by analysing both local and global errors in a numerical example. Copyright © 2005 John Wiley & Sons, Ltd.     

A non‐conforming least‐squares finite element method for incompressible fluid flow problems

In this paper, we develop least‐squares finite element methods (LSFEMs) for incompressible fluid flows with improved mass conservation. Specifically, we formulate a new locally conservative LSFEM for the velocity–vorticity–pressure Stokes system, which uses a piecewise divergence‐free basis for the velocity and standard C⁰ elements for the vorticity and the pressure. The new method, which we term dV‐VP improves upon our previous discontinuous stream‐function formulation in several ways. The use of a velocity basis, instead of a stream function, simplifies the imposition and implementation of the velocity boundary condition, and eliminates second‐order terms from the least‐squares functional. Moreover, the size of the resulting discrete problem is reduced because the piecewise solenoidal velocity element is approximately one‐half of the dimension of a stream‐function element of equal accuracy. In two dimensions, the discontinuous stream‐function LSFEM [1] motivates modification of our functional, which further improves the conservation of mass. We briefly discuss the extension of this modification to three dimensions. Computational studies demonstrate that the new formulation achieves optimal convergence rates and yields high conservation of mass. We also propose a simple diagonal preconditioner for the dV‐VP formulation, which significantly reduces the condition number of the LSFEM problem. Published 2012. This article is a US Government work and is in the public domain in the USA.     

A second‐order time accurate finite element method for quasi‐incompressible viscous flows

A finite element method for quasi‐incompressible viscous flows is presented. An equation for pressure is derived from a second‐order time accurate Taylor–Galerkin procedure that combines the mass and the momentum conservation laws. At each time step, once the pressure has been determined, the velocity field is computed solving discretized equations obtained from another second‐order time accurate scheme and a least‐squares minimization of spatial momentum residuals. The terms that stabilize the finite element method (controlling wiggles and circumventing the Babuska–Brezzi condition) arise naturally from the process, rather than being introduced a priori in the variational formulation. A comparison between the present second‐order accurate method and our previous first‐order accurate formulation is shown. The method is also demonstrated in the computation of the leaky‐lid driven cavity flow and in the simulation of a crossflow past a circular cylinder. In both cases, good agreement with previously published experimental and computational results has been obtained. Copyright © 2010 John Wiley & Sons, Ltd.     

An h4 accurate vorticity-velocity formulation for calculating flow past a cylinder

A method of solution for the two-dimensional Navier-Stokes equations for incompressible flow past a cylinder is given in which the euquation of continuity is solved by a step-by-step integration procedure at each stage of an interative process. Thus the formulation involves the solution of one first-order and one second-order equation for the velocity components, together with the vorticity transport equation. the equations are solved numerically by h⁴-accurate methods in the case of steady flow past a circular cylinder in the Reynolds number range 10–100. Results are in satisfactory agreement with recent h⁴-accurate calculations. An improved approximation to the boundary conditions at large distance is also considered.     

Nonlinear stability of discrete shocks for systems of conservation laws

In this paper we study the asymptotic nonlinear stability of discrete shocks for the Lax-Friedrichs scheme for approximating general m×m systems of nonlinear hyperbolic conservation laws. It is shown that weak single discrete shocks for such a scheme are nonlinearly stable in the L ^p-norm for all p 1, provided that the sums of the initial perturbations equal zero. These results should shed light on the convergence of the numerical solution constructed by the Lax-Friedrichs scheme for the single-shock solution of system of hyperbolic conservation laws. If the Riemann solution corresponding to the given far-field states is a superposition of m single shocks from each characteristic family, we show that the corresponding multiple discrete shocks are nonlinearly stable in L ^p (P 2). These results are proved by using both a weighted estimate and a characteristic energy method based on the internal structures of the discrete shocks and the essential monotonicity of the Lax-Friedrichs scheme.     

Improved third‐order weighted essentially nonoscillatory schemes with new smoothness indicators

In this article, we present two improved third‐order weighted essentially nonoscillatory (WENO) schemes for recovering their design‐order near first‐order critical points. The schemes are constructed in the framework of third‐order WENO‐Z scheme. Two new global smoothness indicators, τ_L3 and τ_L4, are devised by a nonlinear combination of local smoothness indicators (IS_k) and reference values (IS_G) based on Lagrangian interpolation polynomial. The performances of the proposed schemes are evaluated on several numerical tests governed by one‐dimensional linear advection equation or one‐ and two‐dimensional Euler equations. Numerical results indicate that the presented schemes provide less dissipation and higher resolution than the original WENO3‐JS and subsequent WENO3‐N scheme.     

Kinetic meshless method for compressible flows

We present a grid‐free or meshless approximation called the kinetic meshless method (KMM), for the numerical solution of hyperbolic conservation laws that can be obtained by taking moments of a Boltzmann‐type transport equation. The meshless formulation requires the domain discretization to have very little topological information; a distribution of points in the domain together with local connectivity information is sufficient. For each node, the connectivity consists of a set of nearby nodes which are used to evaluate the spatial derivatives appearing in the conservation law. The derivatives are obtained using a modified form of the least‐squares approximation. The method is applied to the Euler equations for inviscid flow and results are presented for some 2‐D problems. The ability of the new scheme to accurately compute inviscid flows is clearly demonstrated, including good shock capturing ability. Comparisons with other grid‐free methods are made showing some advantages of the current approach. Copyright © 2007 John Wiley & Sons, Ltd.     

L 2-Stability Theory of the Boltzmann Equation near a Global Maxwellian

We present three a priori L ²-stability estimates for classical solutions to the Boltzmann equation with a cut-off inverse power law potential, when initial datum is a perturbation of a global Maxwellian. We show that L ²-stability estimates of classical solutions depend on Strichartz type estimates of perturbations and the non-positive definiteness of the linearized collision operator. Several well known classical solutions to the Boltzmann equation fit our L ²-stability framework.     

A three-level time-split MacCormack method for two-dimensional nonlinear reaction-diffusion equations

A three-level explicit time-split MacCormack method is proposed for solving the two-dimensional nonlinear reaction-diffusion equations. The computational cost is reduced thank to the splitting and the explicit MacCormack scheme. Under the well-known condition of Courant-Friedrich-Lewy (CFL) for stability of explicit numerical schemes applied to linear parabolic partial differential equations, we prove the stability and convergence of the method in L^∞(0,T;L²)-norm. A wide set of numerical evidences which provide the convergence rate of the new algorithm are presented and critically discussed.