Differential-equation-based representation of truncation errors for accurate numerical simulation

High-order compact finite difference schemes for two-dimensional convection-diffusion-type differential equations with constant and variable convection coefficients are derived. The governing equations are employed to represent leading truncation terms, including cross-derivatives, making the overall O(h⁴) schemes conform to a 3 × 3 stencil. We show that the two-dimensional constant coefficient scheme collapses to the optimal scheme for the one-dimensional case wherein the finite difference equation yields nodally exact results. The two-dimensional schemes are tested against standard model problems, including a Navier-Stokes application. Results show that the two schemes are generally more accurate, on comparable grids, than O(h²) centred differencing and commonly used O(h) and O(h³) upwinding schemes.     

Provably stable and time‐accurate extensions of Runge–Kutta schemes for CFD computations on moving grids

Extending fixed‐grid time integration schemes for unsteady CFD applications to moving grids, while formally preserving their numerical stability and time accuracy properties, is a nontrivial task. A general computational framework for constructing stability‐preserving ALE extensions of Eulerian multistep time integration schemes can be found in the literature. A complementary framework for designing accuracy‐preserving ALE extensions of such schemes is also available. However, the application of neither of these two computational frameworks to a multistage method such as a Runge–Kutta (RK) scheme is straightforward. Yet, the RK methods are an important family of explicit and implicit schemes for the approximation of solutions of ordinary differential equations in general and a popular one in CFD applications. This paper presents a methodology for filling this gap. It also applies it to the design of ALE extensions of fixed‐grid explicit and implicit second‐order time‐accurate RK (RK2) methods. To this end, it presents the discrete geometric conservation law associated with ALE RK2 schemes and a method for enforcing it. It also proves, in the context of the nonlinear scalar conservation law, that satisfying this discrete geometric conservation law is a necessary and sufficient condition for a proposed ALE extension of an RK2 scheme to preserve on moving grids the nonlinear stability properties of its fixed‐grid counterpart. All theoretical findings reported in this paper are illustrated with the ALE solution of inviscid and viscous unsteady, nonlinear flow problems associated with vibrations of the AGARD Wing 445.6. Copyright © 2011 John Wiley & Sons, Ltd.     

The Lagrange–Galerkin method for the two‐dimensional shallow water equations on adaptive grids

The weak Lagrange–Galerkin finite element method for the two‐dimensional shallow water equations on adaptive unstructured grids is presented. The equations are written in conservation form and the domains are discretized using triangular elements. Lagrangian methods integrate the governing equations along the characteristic curves, thus being well suited for resolving the non‐linearities introduced by the advection operator of the fluid dynamics equations. An additional fortuitous consequence of using Lagrangian methods is that the resulting spatial operator is self‐adjoint, thereby justifying the use of a Galerkin formulation; this formulation has been proven to be optimal for such differential operators. The weak Lagrange–Galerkin method automatically takes into account the dilation of the control volume, thereby resulting in a conservative scheme. The use of linear triangular elements permits the construction of accurate (by virtue of the second‐order spatial and temporal accuracies of the scheme) and efficient (by virtue of the less stringent Courant–Friedrich–Lewy (CFL) condition of Lagrangian methods) schemes on adaptive unstructured triangular grids. Lagrangian methods are natural candidates for use with adaptive unstructured grids because the resolution of the grid can be increased without having to decrease the time step in order to satisfy stability. An advancing front adaptive unstructured triangular mesh generator is presented. The highlight of this algorithm is that the weak Lagrange–Galerkin method is used to project the conservation variables from the old mesh onto the newly adapted mesh. In addition, two new schemes for computing the characteristic curves are presented: a composite mid‐point rule and a general family of Runge–Kutta schemes. Results for the two‐dimensional advection equation with and without time‐dependent velocity fields are illustrated to confirm the accuracy of the particle trajectories. Results for the two‐dimensional shallow water equations on a non‐linear soliton wave are presented to illustrate the power and flexibility of this strategy. Copyright © 2000 John Wiley & Sons, Ltd.     

Remarks on the links between low‐order DG methods and some finite‐difference schemes for the Stokes problem

In this paper we demonstrate that some well‐known finite‐difference schemes can be interpreted within the framework of the local discontinuous Galerkin (LDG) methods using the low‐order piecewise solenoidal discrete spaces introduced in (SIAM J. Numer. Anal. 1990; 27 (6): 1466–1485). In particular, it appears that it is possible to derive the well‐known MAC scheme using a first‐order Nédélec approximation on rectangular cells. It has been recently interpreted within the framework of the Raviart–Thomas approximation by Kanschat (Int. J. Numer. Meth. Fluids 2007; published online). The two approximations are algebraically equivalent to the MAC scheme, however, they have to be applied on grids that are staggered on a distance h/2 in each direction. This paper also demonstrates that both discretizations allow for the construction of a divergence‐free basis, which yields a linear system with a ‘biharmonic’ conditioning. Both this paper and Kanschat (Int. J. Numer. Meth. Fluids 2007; published online) demonstrate that the LDG framework can be used to generalize some popular finite‐difference schemes to grids that are not parallel to the coordinate axes or that are unstructured. Copyright © 2008 John Wiley & Sons, Ltd.     

Implicit Difference Methods for First-Order Partial Differential Functional Equations

We present a new class of numerical methods for quasilinear first-order partial differential functional equations. The numerical methods are difference schemes implicit with respect to time variable. We give a complete convergence analysis for the methods and show by an example that the new methods are considerably better than explicit schemes. The proof of stability is based on a comparison technique with nonlinear estimates of the Perron type for given operators with respect to the functional variable. __________ Published in Neliniini Kolyvannya, Vol. 8, No. 2, pp. 201–215, April–June, 2005.     

A COMPARATIVE STUDY OF TIME-STEPPING TECHNIQUES FOR THE INCOMPRESSIBLE NAVIER-STOKES EQUATIONS: FROM FULLY IMPLICIT NON-LINEAR SCHEMES TO SEMI-IMPLICIT PROJECTION METHODS

We present a numerical comparison of some time-stepping schemes for the discretization and solution of the non-stationary incompressible Navier– Stokes equations. The spatial discretization is by non-conforming quadrilateral finite elements which satisfy the LBB condition. The major focus is on the differences in accuracy and efficiency between the backward Euler, Crank–Nicolson and fractional-step Θ schemes used in discretizing the momentum equations. Further, the differences between fully coupled solvers and operator-splitting techniques (projection methods) and the influence of the treatment of the nonlinear advection term are considered. The combination of both discrete projection schemesand non-conforming finite elementsallows the comparison of schemes which are representative for many methods used in practice. On Cartesian grids this approach encompasses some well-known staggered grid finite difference discretizations too. The results which are obtained for several typical flow problems are thought to be representative and should be helpful for a fair rating of solution schemes, particularly in long-time simulations.     

Steady‐state solution of incompressible Navier–Stokes equations using discrete least‐squares meshless method

A fractional step method for the solution of the steady state incompressible Navier–Stokes equations is proposed in this paper in conjunction with a meshless method, named discrete least‐squares meshless (DLSM). The proposed fractional step method is a first‐order accurate scheme, named semi‐incremental fractional step method, which is a general form of the previous first‐order fractional step methods, i.e. non‐incremental and incremental schemes. One of the most important advantages of the proposed scheme is its capability to use large time step sizes for the solution of incompressible Navier–Stokes equations. DLSM method uses moving least‐squares shape functions for function approximation and discrete least‐squares technique for discretization of the governing differential equations and their boundary conditions. As there is no need for a background mesh, the DLSM method can be called a truly meshless method and enjoys symmetric and positive‐definite properties. Several numerical examples are used to demonstrate the ability and the efficiency of the proposed scheme and the discrete least‐squares meshless method. The results are shown to compare favorably with those of the previously published works. Copyright © 2010 John Wiley & Sons, Ltd.     

Colocated schemes for the incompressible Navier–Stokes equations on non‐smooth grids for two‐dimensional problems

The accuracy of colocated finite volume schemes for the incompressible Navier–Stokes equations on non‐smooth curvilinear grids is investigated. A frequently used scheme is found to be quite inaccurate on non‐smooth grids. In an attempt to improve the accuracy on such grids, three other schemes are described and tested. Two of these are found to give satisfactory results. Copyright © 2000 John Wiley & Sons, Ltd.     

Three-dimensional analysis of the flow in a curved hydraulic turbine draft tube

The three-dimensional turbulent flow in a curved hydraulic turbine draft tube is studied numerically. The analysis is based on the steady Reynolds-averaged Navier–Stokes equations closed with the κ-ε model. The governing equations are discretized by a conservative finite volume formulation on a non-orthogonal body-fitted co-ordinate system. Two grid systems, one with 34 × 16 × 12 nodes and another with 50 × 30 × 22 nodes, have been used and the results from them are compared. In terms of computing effort, the number of iterations needed to yield the same degree of convergence is found to be proportional to the square root of the total number of nodes employed, which is consistent with an earlier study made for two-dimensional flows using the same algorithm. Calculations have been performed over a wide range of inlet swirl, using both the hybrid and second-order upwind schemes on coarse and fine grids. The addition of inlet swirl is found to eliminate the stalling characteristics in the downstream region and modify the behaviour of the flow markedly in the elbow region, thereby affecting the overall pressure recovery noticeably. The recovery factor increases up to a swirl ratio of about 0˙75, and then drops off. Although the general trends obtained with both finite difference operators are in agreement, the quantitative values as well as some of the fine flow structures can differ. Many of the detailed features observed on the fine grid system are smeared out on the coarse grid system, pointing out the necessity of both a good finite difference operator and a good grid distribution for an accurate result.     

Footbridge between finite volumes and finite elements with applications to CFD

The aim of this paper is to introduce a new algorithm for the discretization of second‐order elliptic operators in the context of finite volume schemes on unstructured meshes. We are strongly motivated by partial differential equations (PDEs) arising in computational fluid dynamics (CFD), like the compressible Navier–Stokes equations. Our technique consists of matching up a finite volume discretization based on a given mesh with a finite element representation on the same mesh. An inverse operator is also built, which has the desirable property that in the absence of diffusion, one recovers exactly the finite volume solution. Numerical results are also provided. Copyright © 2001 John Wiley & Sons, Ltd.     

A novel non‐upwind,interconnected, multi‐grid,overlapping numerical procedure for problems involving fluid flow

A novel numerical procedure for heat, mass and momentum transfer in fluid flow is presented. The new scheme is passed on a non‐upwind, interconnected, multi‐grid, overlapping (NIMO) finite‐difference algorithm. In 2D flows, the NIMO algorithm solves finite‐difference equations for each dependent variable on four overlapping grids. The finite‐difference equations are formulated using the control‐volume approach, such that no interpolations are needed for computing the convective fluxes. For a particular dependent variable, four fields of values are produced. The NIMO numerical procedure is tested against the exact solution of two test problems. The first test problem is an oblique laminar 2D flow with a double step abrupt change in a passive scalar variable for infinite Peclet number. The second test problem is a rotating radial flow in an annular sector with a single step abrupt change in a passive scalar variable for infinite Peclet number. The NIMO scheme produced essentially the exact solution using different uniform and non‐uniform square and rectangular grids for 45 and 30° angle of inclination. All other schemes were unable to capture the exact solution, especially for the rectangular and non‐uniform grids. The NIMO scheme was also successful in predicting the exact solution for the rotating radial flow, using a uniform cylindrical‐polar coordinate grid. Copyright © 2008 John Wiley & Sons, Ltd.     

Efficient algebraic multigrid solvers with elementary restriction and prolongation

An algebraic multigrid (AMG) scheme is presented for the efficient solution of large systems of coupled algebraic equations involving second-order discrete differentials. It is based on elementary (zero-order) intergrid transfer operators but exhibits convergence rates that are independent of the system bandwidth. Inconsistencies in the coarse-grid approximation are minimised using a global scaling approximation which requires no explicit geometrical information. Residual components of the error spectrum that remain poorly represented in the coarse-grid approximations are reduced by exploiting Krylof subspace methods. The scheme represents a robust, simple and cost-effective approach to the problem of slowly converging eigenmodes when low-order prolongation and restriction operators are used in multigrid algorithms. The algorithm investigated here uses a generalised conjugate residual (GCR) accelerator; it might also be described as an AMG preconditioned GCR method. It is applied to two test problems, one based on a solution of a discrete Poisson-type equation for nodal pressures in a pipe network, the other based on coupled solutions to the discrete Navier–Stokes equations for flows and pressures in a driven cavity. © 1998 John Wiley & Sons, Ltd.     

Numerical approximation of generalized Newtonian fluids using Powell–Sabin–Heindl elements: I. theoretical estimates

In this paper we consider the numerical approximation of steady and unsteady generalized Newtonian fluid flows using divergence free finite elements generated by the Powell–Sabin–Heindl elements. We derive a priori and a posteriori finite element error estimates and prove convergence of the method of successive approximations for the steady flow case. A priori error estimates of unsteady flows are also considered. These results provide a theoretical foundation and supporting numerical studies are to be provided in Part II. Copyright © 2003 John Wiley & Sons, Ltd.     

HIGH-ORDER-ACCURATE SCHEMES FOR INCOMPRESSIBLE VISCOUS FLOW

We present new finite difference schemes for the incompressible Navier–Stokes equations. The schemes are based on two spatial differencing methods; one is fourth-order-accurate and the other is sixth-order accurate. The temporal differencing is based on backward differencing formulae. The schemes use non-staggered grids and satisfy regularity estimates, guaranteeing smoothness of the solutions. The schemes are computationally efficient. Computational results demonstrating the accuracy are presented. © 1997 by John Wiley & Sons, Ltd.     

用物理黏性构建高阶不振荡对流扩散差分格式

利用数值摄动算法, 通过扩散格式数值摄动重构把对流扩散方程的2阶中心差分格式(2-CDS)重构为高精度高分辨率格式, 解析分析和模型方程计算证实了新格式的高精度不振荡性质. 新格式是把物理黏性使流动光滑化的扩散运动规律引入2-CDS 中的结果. 该法显然与构建高级离散格式的常见方法不同. 证实: 数值摄动重构中引入扩散运动规律的结果格式与引入对流运动规律(下游不影响上游的规律)的结果格式一致, 说明对离散方程的数值摄动运算, 在维持原格式结构形式不动的条件下, 不仅能提高格式精度和稳健性, 且可揭示对流离散运动规律与扩散离散运动规律之间的内在关联;同时证实, 文中提出和使用的上、下游分裂方法是构建高精度不振荡离散格式的一个有效方法.     

Large-scale computational fluid dynamics by the finite element method

Solution methods are presented for the large systems of linear equations resulting from the implicit, coupled solution of the Navier-Stokes equations in three dimensions. Two classes of methods for such solution have been studied: direct and iterative methods. For direct methods, sparse matrix algorithms have been investigated and a Gauss elimination, optimized for vector-parallel processing, has been developed. Sparse matrix results indicate that reordering algorithms deteriorate for rectangular, i.e. M × M × N, grids in three dimensions as N gets larger than M. A new local nested dissection reordering scheme that does not suffer from these difficulties, at least in two dimensions, is presented. The vector-parallel Gauss elimination is very efficient for processing on today's supercomputers, achieving execution rates exceeding 2.3 Gflops the Cray YMP-8 and 9.2 Gflops on the NEC on SX3. For iterative methods, two approaches are developed. First, conjugate-gradient-like methods are studied and good results are achieved with a preconditioned conjugate gradient squared algorithm. Convergence of such a method being sensitive to the preconditioning, a hybrid viscosity method is adopted whereby the preconditioner has an artificial viscosity that is gradually lowered, but frozen at a level higher than the dissipation introduced in the physical equations. The second approach is a domain decomposition one in which overlapping domain and side-by-side methods are tested. For the latter, a Lagrange multiplier technique achieves reasonable rates of convergence.     

Dispersion and stability analyses of the linearized two‐dimensional shallow water equations in boundary‐fitted co‐ordinates

In the present investigation, a Fourier analysis is used to study the phase and group speeds of a linearized, two‐dimensional shallow water equations, in a non‐orthogonal boundary‐fitted co‐ordinate system. The phase and group speeds for the spatially discretized equations, using the second‐order scheme in an Arakawa C grid, are calculated for grids with varying degrees of non‐orthogonality and compared with those obtained from the continuous case. The spatially discrete system is seen to be slightly dispersive, with the degree of dispersivity increasing with an decrease in the grid non‐orthogonality angle or decrease in grid resolution and this is in agreement with the conclusions reached by Sankaranarayanan and Spaulding (J. Comput. Phys., 2003; 184 : 299–320). The stability condition for the non‐orthogonal case is satisfied even when the grid non‐orthogonality angle, is as low as 30° for the Crank Nicolson and three‐time level schemes. A two‐dimensional wave deformation analysis, based on complex propagation factor developed by Leendertse (Report RM‐5294‐PR, The Rand Corp., Santa Monica, CA, 1967), is used to estimate the amplitude and phase errors of the two‐time level Crank–Nicolson scheme. There is no dissipation in the amplitude of the solution. However, the phase error is found to increase, as the grid angle decreases for a constant Courant number, and increases as Courant number increases. Copyright © 2003 John Wiley & Sons, Ltd.     

Two-grid methods for semi-linear elliptic interface problems by immersed finite element methods

In this paper, two-grid immersed finite element(IFE) algorithms are proposed and analyzed for semi-linear interface problems with discontinuous diffusion coefficients in two dimension. Because of the advantages of finite element(FE) formulation and the simple structure of Cartesian grids, the IFE discretization is used in this paper. Two-grid schemes are formulated to linearize the FE equations. It is theoretically and numerically illustrated that the coarse space can be selected as coarse asH= O(h~(1/4))(orH=O(h~(1/8))), and the asymptotically optimal approximation can be achieved as the nonlinear schemes. As a result, we can settle a great majority of nonlinear equations as easy as linearized problems. In order to estimate the present two-grid algorithms, we derive the optimal error estimates of the IFE solution in theL pnorm. Numerical experiments are given to verify the theorems and indicate that the present two-grid algorithms can greatly improve the computing efficiency.     

A staggered conservative scheme for every Froude number in rapidly varied shallow water flows

This paper proposes a numerical technique that in essence is based upon the classical staggered grids and implicit numerical integration schemes, but that can be applied to problems that include rapidly varied flows as well. Rapidly varied flows occur, for instance, in hydraulic jumps and bores. Inundation of dry land implies sudden flow transitions due to obstacles such as road banks. Near such transitions the grid resolution is often low compared to the gradients of the bathymetry. In combination with the local invalidity of the hydrostatic pressure assumption, conservation properties become crucial. The scheme described here, combines the efficiency of staggered grids with conservation properties so as to ensure accurate results for rapidly varied flows, as well as in expansions as in contractions. In flow expansions, a numerical approximation is applied that is consistent with the momentum principle. In flow contractions, a numerical approximation is applied that is consistent with the Bernoulli equation. Both approximations are consistent with the shallow water equations, so under sufficiently smooth conditions they converge to the same solution. The resulting method is very efficient for the simulation of large‐scale inundations. Copyright © 2003 John Wiley & Sons, Ltd.     

Efficient solution techniques for implicit finite element schemes with flux limiters

The algebraic flux correction (AFC) paradigm is equipped with efficient solution strategies for implicit time‐stepping schemes. It is shown that Newton‐like techniques can be applied to the nonlinear systems of equations resulting from the application of high‐resolution flux limiting schemes. To this end, the Jacobian matrix is approximated by means of first‐ or second‐order finite differences. The edge‐based formulation of AFC schemes can be exploited to devise an efficient assembly procedure for the Jacobian. Each matrix entry is constructed from a differential and an average contribution edge by edge. The perturbation of solution values affects the nodal correction factors at neighbouring vertices so that the stencil for each individual node needs to be extended. Two alternative strategies for constructing the corresponding sparsity pattern of the resulting Jacobian are proposed. For nonlinear governing equations, the contribution to the Newton matrix which is associated with the discrete transport operator is approximated by means of divided differences and assembled edge by edge. Numerical examples for both linear and nonlinear benchmark problems are presented to illustrate the superiority of Newton methods as compared to the standard defect correction approach. Copyright © 2007 John Wiley & Sons, Ltd.