A variational multiscale Newton–Schur approach for the incompressible Navier–Stokes equations

In the following paper, we present a consistent Newton–Schur (NS) solution approach for variational multiscale formulations of the time‐dependent Navier–Stokes equations in three dimensions. The main contributions of this work are a systematic study of the variational multiscale method for three‐dimensional problems and an implementation of a consistent formulation suitable for large problems with high nonlinearity, unstructured meshes, and non‐symmetric matrices. In addition to the quadratic convergence characteristics of a Newton–Raphson‐based scheme, the NS approach increases computational efficiency and parallel scalability by implementing the tangent stiffness matrix in Schur complement form. As a result, more computations are performed at the element level. Using a variational multiscale framework, we construct a two‐level approach to stabilizing the incompressible Navier–Stokes equations based on a coarse and fine‐scale subproblem. We then derive the Schur complement form of the consistent tangent matrix. We demonstrate the performance of the method for a number of three‐dimensional problems for Reynolds number up to 1000 including steady and time‐dependent flows. Copyright © 2009 John Wiley & Sons, Ltd.     

Treatment of non-linearities in the numerical solution of the incompressible Navier–Stokes equations

The solution of the full non-linear set of discrete fluid flow equations is usually obtained by solving a sequence of linear equations. The type of linearization used can significantly affect the rate of convergence of the sequence to the final solution. The first objective of the present study was to determine the extent to which a full Newton–Raphson linearization of all non-linear terms enhances convergence relative to that obtained using the ‘standard’ incompressible flow linearization. A direct solution procedure was employed in this evaluation. It was found that the full linearization enhances convergence, especially when grid curvature effects are important. The direct solution of the linear set is uneconomical. The second objective of the paper was to show how the equations can be effectively solved by an iterative scheme, based on a coupled-equation line solver, which implicitly retains all the inter-equation couplings. This solution method was found to be competitive with the highly refined segregated solution methods that represent the current state-of-the-art.     

A design of residual error estimates for a high order BDF‐DGFE method applied to compressible flows

We deal with the numerical solution of the non‐stationary compressible Navier–Stokes equations with the aid of the backward difference formula – discontinuous Galerkin finite element method. This scheme is sufficiently stable, efficient and accurate with respect to the space as well as time coordinates. The nonlinear algebraic systems arising from the backward difference formula – discontinuous Galerkin finite element discretization are solved by an iterative Newton‐like method. The main benefit of this paper are residual error estimates that are able to identify the computational errors following from the space and time discretizations and from the inexact solution of the nonlinear algebraic systems. Thus, we propose an efficient algorithm where the algebraic, spatial and temporal errors are balanced. The computational performance of the proposed method is demonstrated by a list of numerical experiments. Copyright © 2013 John Wiley & Sons, Ltd.     

A 3D incompressible Navier–Stokes velocity–vorticity weak form finite element algorithm

The velocity–vorticity formulation is selected to develop a time‐accurate CFD finite element algorithm for the incompressible Navier–Stokes equations in three dimensions.The finite element implementation uses equal order trilinear finite elements on a non‐staggered hexahedral mesh. A second order vorticity kinematic boundary condition is derived for the no slip wall boundary condition which also enforces the incompressibility constraint. A biconjugate gradient stabilized (BiCGSTAB) sparse iterative solver is utilized to solve the fully coupled system of equations as a Newton algorithm. The solver yields an efficient parallel solution algorithm on distributed‐memory machines, such as the IBM SP2. Three dimensional laminar flow solutions for a square channel, a lid‐driven cavity, and a thermal cavity are established and compared with available benchmark solutions. Copyright © 2002 John Wiley & Sons, Ltd.     

Spectral p‐multigrid discontinuous Galerkin solution of the Navier–Stokes equations

Discontinuous Galerkin (DG) methods are very well suited for the construction of very high‐order approximations of the Euler and Navier–Stokes equations on unstructured and possibly nonconforming grids, but are rather demanding in terms of computational resources. In order to improve the computational efficiency of this class of methods, a high‐order spectral element DG approximation of the Navier–Stokes equations coupled with a p‐multigrid solution strategy based on a semi‐implicit Runge–Kutta smoother is considered here. The effectiveness of the proposed approach in the solution of compressible shockless flow problems is demonstrated on 2D inviscid and viscous test cases by comparison with both a p‐multigrid scheme with non‐spectral elements and a spectral element DG approach with an implicit time integration scheme. Copyright © 2010 John Wiley & Sons, Ltd.     

Asymptotic–Newton method for solving incompressible flows

In this paper we present a comparative study of three non-linear schemes for solving finite element systems of Navier–Stokes incompressible flows. The first scheme is the classical Newton–Raphson linearization, the second one is the modified Newton–Raphson linearization and the last one is a new scheme called the asymptotic–Newton method. The relative efficiency of these approaches is evaluated over a large number of examples. © 1997 John Wiley & Sons, Ltd.     

Two‐level consistent splitting methods based on three corrections for the time‐dependent Navier–Stokes equations

Three kinds of two‐level consistent splitting algorithms for the time‐dependent Navier–Stokes equations are discussed. The basic technique of two‐level type methods for solving the nonlinear problem is first to solve a nonlinear problem in a coarse‐level subspace, then to solve a linear equation in a fine‐level subspace. Hence, the two‐level methods can save a lot of work compared with the one‐level methods. The approaches to linearization are considered based on Stokes, Newton, and Oseen corrections. The stability and convergence demonstrate that the two‐level methods can acquire the optimal accuracy with the proper choice of the coarse and fine mesh scales. Numerical examples show that Stokes correction is the simplest, Newton correction has the best accuracy, while Oseen correction is preferable for the large Reynolds number problems and the long‐time simulations among the three methods. Copyright © 2015 John Wiley & Sons, Ltd.     

Adapting simulation codes to compute unstable solutions and bifurcation behaviour

Simulation codes for solving large systems of ordinary differential equations suffer from the disadvantage that bifurcation‐theoretic results about the underlying dynamical system cannot be obtained from them easily, if at all. Bifurcation behaviour typically can be inferred only after significant computational effort, and even then the exact location and nature of the bifurcation cannot always be determined definitively. By incorporating relatively minor changes to an existing simulation code for the Taylor–Couette problem, specifically, by implementing the Newton–Picard method, we have developed a computational structure that enables us to overcome some of the inherent limitations of the simulation code and begin to perform bifurcation‐theoretic tasks. While a complete bifurcation picture was not developed, three distinct solution branches of the Taylor–Couette problem were analysed. These branches exhibit a wide variety of behaviours, including Hopf bifurcation points, symmetry‐breaking bifurcation points, turning points and bifurcation to motion on a torus. Unstable equilibrium and time‐periodic solutions were also computed. Copyright © 2007 John Wiley & Sons, Ltd.     

A numerical investigation of a spectral‐type nodal collocation discontinuous Galerkin approximation of the Euler and Navier–Stokes equations

In this paper, we focus on the applicability of spectral‐type collocation discontinuous Galerkin methods to the steady state numerical solution of the inviscid and viscous Navier–Stokes equations on meshes consisting of curved quadrilateral elements. The solution is approximated with piecewise Lagrange polynomials based on both Legendre–Gauss and Legendre–Gauss–Lobatto interpolation nodes. For the sake of computational efficiency, the interpolation nodes can be used also as quadrature points. In this case, however, the effect of the nonlinearities in the equations and/or curved elements leads to aliasing and/or commutation errors that may result in inaccurate or unstable computations. By a thorough numerical testing on a set of well known test cases available in the literature, it is here shown that the two sets of nodes behave very differently, with a clear advantage of the Legendre–Gauss nodes, which always displayed an accurate and robust behaviour in all the test cases considered.Copyright © 2012 John Wiley & Sons, Ltd.     

A transformation‐free HOC scheme for steady convection–diffusion on non‐uniform grids

A higher order compact (HOC) finite difference solution procedure has been proposed for the steady two‐dimensional (2D) convection–diffusion equation on non‐uniform orthogonal Cartesian grids involving no transformation from the physical space to the computational space. Effectiveness of the method is seen from the fact that for the first time, an HOC algorithm on non‐uniform grid has been extended to the Navier–Stokes (N–S) equations. Apart from avoiding usual computational complexities associated with conventional transformation techniques, the method produces very accurate solutions for difficult test cases. Besides including the good features of ordinary HOC schemes, the method has the advantage of better scale resolution with smaller number of grid points, with resultant saving of memory and CPU time. Gain in time however may not be proportional to the decrease in the number of grid points as grid non‐uniformity imparts asymmetry to some of the associated matrices which otherwise would have been symmetric. The solution procedure is also highly robust as it computes complex flows such as that in the lid‐driven square cavity at high Reynolds numbers (Re), for which no HOC results have so far been seen. Copyright © 2004 John Wiley & Sons, Ltd.     

Coupled lubrication and Stokes flow finite elements

A method is developed for performing a local reduction of the governing physics for fluid problems with domains that contain a combination of narrow and non‐narrow regions, and the computational accuracy and performance of the method are measured. In the narrow regions of the domain, where the fluid is assumed to have no inertia and the domain height and curvature are assumed small, lubrication, or Reynolds, theory is used locally to reduce the two‐dimensional Navier–Stokes equations to the one‐dimensional Reynolds equation while retaining a high degree of accuracy in the overall solution. The Reynolds equation is coupled to the governing momentum and mass equations of the non‐narrow region with boundary conditions on the mass and momentum flux. The localized reduction technique, termed ‘stitching,’ is demonstrated on Stokes flow for various geometries of the hydrodynamic journal bearing—a non‐trivial test problem for which a known analytical solution is available. The computational advantage of the coupled Stokes–Reynolds method is illustrated on an industrially applicable fully‐flooded deformable‐roll coating example. The examples in this paper are limited to two‐dimensional Stokes flow, but extension to three‐dimensional and Navier–Stokes flow is possible. Copyright © 2003 John Wiley & Sons, Ltd.     

A matrix‐free preconditioned Newton/GMRES method for unsteady Navier–Stokes solutions

The unsteady compressible Reynolds‐averaged Navier–Stokes equations are discretized using the Osher approximate Riemann solver with fully implicit time stepping. The resulting non‐linear system at each time step is solved iteratively using a Newton/GMRES method. In the solution process, the Jacobian matrix–vector products are replaced by directional derivatives so that the evaluation and storage of the Jacobian matrix is removed from the procedure. An effective matrix‐free preconditioner is proposed to fully avoid matrix storage. Convergence rates, computational costs and computer memory requirements of the present method are compared with those of a matrix Newton/GMRES method, a four stage Runge–Kutta explicit method, and an approximate factorization sub‐iteration method. Effects of convergence tolerances for the GMRES linear solver on the convergence and the efficiency of the Newton iteration for the non‐linear system at each time step are analysed for both matrix‐free and matrix methods. Differences in the performance of the matrix‐free method for laminar and turbulent flows are highlighted and analysed. Unsteady turbulent Navier–Stokes solutions of pitching and combined translation–pitching aerofoil oscillations are presented for unsteady shock‐induced separation problems associated with the rotor blade flows of forward flying helicopters. Copyright © 2000 John Wiley & Sons, Ltd.     

Finite element and implicit Runge–Kutta implementation of an acoustics–convection upstream resolution algorithm for the time‐dependent two‐dimensional Euler equations

The second of a two‐paper series, this paper details a solver for the characteristics‐bias system from the acoustics–convection upstream resolution algorithm for the Euler and Navier–Stokes equations. An integral formulation leads to several surface integrals that allow effective enforcement of boundary conditions. Also presented is a new multi‐dimensional procedure to enforce a pressure boundary condition at a subsonic outlet, a procedure that remains accurate and stable. A classical finite element Galerkin discretization of the integral formulation on any prescribed grid directly yields an optimal discretely conservative upstream approximation for the Euler and Navier–Stokes equations, an approximation that remains multi‐dimensional independently of the orientation of the reference axes and computational cells. The time‐dependent discrete equations are then integrated in time via an implicit Runge–Kutta procedure that in this paper is proven to remain absolutely non‐linearly stable for the spatially‐discrete Euler and Navier–Stokes equations and shown to converge rapidly to steady states, with maximum Courant number exceeding 100 for the linearized version. Even on relatively coarse grids, the acoustics–convection upstream resolution algorithm generates essentially non‐oscillatory solutions for subsonic, transonic and supersonic flows, encompassing oblique‐ and interacting‐shock fields that converge within 40 time steps and reflect reference exact solutions. Copyright © 2005 John Wiley & Sons, Ltd.     

Development of a class of multiple time‐stepping schemes for convection–diffusion equations in two dimensions

In this paper we present a class of semi‐discretization finite difference schemes for solving the transient convection–diffusion equation in two dimensions. The distinct feature of these scheme developments is to transform the unsteady convection–diffusion (CD) equation to the inhomogeneous steady convection–diffusion‐reaction (CDR) equation after using different time‐stepping schemes for the time derivative term. For the sake of saving memory, the alternating direction implicit scheme of Peaceman and Rachford is employed so that all calculations can be carried out within the one‐dimensional framework. For the sake of increasing accuracy, the exact solution for the one‐dimensional CDR equation is employed in the development of each scheme. Therefore, the numerical error is attributed primarily to the temporal approximation for the one‐dimensional problem. Development of the proposed time‐stepping schemes is rooted in the Taylor series expansion. All higher‐order time derivatives are replaced with spatial derivatives through use of the model differential equation under investigation. Spatial derivatives with orders higher than two are not taken into account for retaining the linear production term in the convection–diffusion‐reaction differential system. The proposed schemes with second, third and fourth temporal accuracy orders have been theoretically explored by conducting Fourier and dispersion analyses and numerically validated by solving three test problems with analytic solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Parallel domain decomposition method for finite element approximation of 3D steady state non‐Newtonian fluids

We introduce a stabilized finite element method for the 3D non‐Newtonian Navier–Stokes equations and a parallel domain decomposition method for solving the sparse system of nonlinear equations arising from the discretization. Non‐Newtonian flow problems are, generally speaking, more challenging than Newtonian flows because the nonlinearities are not only in the convection term but also in the viscosity term, which depends on the shear rate. Many good iterative methods and preconditioning techniques that work well for the Newtonian flows do not work well for the non‐Newtonian flows. We employ a Galerkin/least squares finite element method, with stabilization parameters adjusted to count the non‐Newtonian effect, to discretize the equations, and the resulting highly nonlinear system of equations is solved by a Newton–Krylov–Schwarz algorithm. In this study, we apply the proposed method to some inelastic power‐law fluid flows through the eccentric annuli with inner cylinder rotation and investigate the robustness of the method with respect to some physical parameters, including the power‐law index and the Reynolds number ratios. We then report the superlinear speedup achieved by the domain decomposition algorithm on a computer with up to 512 processors. Copyright © 2015 John Wiley & Sons, Ltd.     

A component framework for the parallel solution of the incompressible Navier–Stokes equations with Radau‐IIA methods

An efficient solution strategy for the simulation of incompressible fluids needs adequate and accurate space and time discretization schemes. In this paper, for the space discretization, we use an inf–sup stable finite element method and for the time discretization, Radau‐IIA methods of higher order, which have the advantage that the pressure component has convergence order s in time, where s is the number of internal stages. The disadvantage of this approach is that we have a high computational amount of work, because large nonlinear systems of equations have to solved. In this paper, we use a transformation of the coefficient matrix and the simplified Newton method. This approach has the effect that our large nonlinear systems split into smaller ones, which can now also be solved in parallel. For the parallelization of the code we use the software component technology and the Component Template Library. Numerical examples show that high order in the pressure component can be achieved and that the proposed solution technique is very effective. Copyright © 2015 John Wiley & Sons, Ltd.     

Temporal accuracy analysis of phase change convection simulations using the JFNK‐SIMPLE algorithm

The incompressible Navier–Stokes and energy conservation equations with phase change effects are applied to two benchmark problems: (1) non‐dimensional freezing with convection; and (2) pure gallium melting. Using a Jacobian‐free Newton–Krylov (JFNK) fully implicit solution method preconditioned with the SIMPLE (Numerical Heat Transfer and Fluid Flow. Hemisphere: New York, 1980) algorithm using centred discretization in space and three‐level discretization in time converges with second‐order accuracy for these problems. In the case of non‐dimensional freezing, the temporal accuracy is sensitive to the choice of velocity attenuation parameter. By comparing to solutions with first‐order backward Euler discretization in time, it is shown that the second‐order accuracy in time is required to resolve the fine‐scale convection structure during early gallium melting. Qualitative discrepancies develop over time for both the first‐order temporal discretized simulation using the JFNK‐SIMPLE algorithm that converges the nonlinearities and a SIMPLE‐based algorithm that converges to a more common mass balance condition. The discrepancies in the JFNK‐SIMPLE simulations using only first‐order rather than second‐order accurate temporal discretization for a given time step size appear to be offset in time. Copyright © 2007 John Wiley & Sons, Ltd.     

Vorticity–velocity formulation of the 3D Navier–Stokes equations in cylindrical co‐ordinates

A finite difference method is presented for solving the 3D Navier–Stokes equations in vorticity–velocity form. The method involves solving the vorticity transport equations in ‘curl‐form’ along with a set of Cauchy–Riemann type equations for the velocity. The equations are formulated in cylindrical co‐ordinates and discretized using a staggered grid arrangement. The discretized Cauchy–Riemann type equations are overdetermined and their solution is accomplished by employing a conjugate gradient method on the normal equations. The vorticity transport equations are solved in time using a semi‐implicit Crank–Nicolson/Adams–Bashforth scheme combined with a second‐order accurate spatial discretization scheme. Special emphasis is put on the treatment of the polar singularity. Numerical results of axisymmetric as well as non‐axisymmetric flows in a pipe and in a closed cylinder are presented. Comparison with measurements are carried out for the axisymmetric flow cases. Copyright © 2003 John Wiley & Sons, Ltd.     

A parallel finite element sliding mesh technique for the simulation of viscous flows in agitated tanks

A parallel sliding mesh algorithm for the finite element simulation of viscous fluid flows in agitated tanks is presented. Lagrange multipliers are used at the sliding interfaces to enforce the continuity between the fixed and moving subdomains. The novelty of the method consists of the coupled solution of the resulting velocity–pressure‐Lagrange multipliers system of equations by an ILU(0)‐QMR solver. A penalty parameter is introduced for both the interface and the incompressibility constraints to avoid pivoting problems in the ILU(0) algorithm. To handle the convective term, both the Newton–Raphson scheme and the semi‐implicit linearization are tested. A penalty parameter is introduced for both the interface and the incompressibility constraints to avoid the failure of the ILU(0) algorithm due to the lack of pivoting. Furthermore, this approach is versatile enough so that it allows partitioning of sliding and fixed subdomains if parallelization is required. Although the sliding mesh technique is fairly common in CFD, the main advantage of the proposed approach is its low computational cost due to the inexpensive and parallelizable calculations that involve preconditioned sparse iterative solvers. The method is validated for Couette and coaxial stirred tanks. Copyright © 2011 John Wiley & Sons, Ltd.     

Efficient preconditioning techniques for finite‐element quadratic discretization arising from linearized incompressible Navier–Stokes equations

We develop an efficient preconditioning techniques for the solution of large linearized stationary and non‐stationary incompressible Navier–Stokes equations. These equations are linearized by the Picard and Newton methods, and linear extrapolation schemes in the non‐stationary case. The time discretization procedure uses the Gear scheme and the second‐order Taylor–Hood element P₂?P₁ is used for the approximation of the velocity and the pressure. Our purpose is to develop an efficient preconditioner for saddle point systems. Our tools are the addition of stabilization (penalization) term r?(div(·)), and the use of triangular block matrix as global preconditioner. This preconditioner involves the solution of two subsystems associated, respectively, with the velocity and the pressure and have to be solved efficiently. Furthermore, we use the P₁?P₂ hierarchical preconditioner recently proposed by the authors, for the block matrix associated with the velocity and an additive approach for the Schur complement approximation. Finally, several numerical examples illustrating the good performance of the preconditioning techniques are presented. Copyright © 2009 John Wiley & Sons, Ltd.