Evaluation of various high-order-accuracy schemes with and without flux limiters

Conventional high-order schemes with reduced levels of numerical diffusion produce results with spurious oscillations in areas where steep velocity gradients exist. To prevent the development of non-physical oscillations in the solution, several monotonic schemes have been proposed. In this work, three monotonic schemes, namely Van Leer's scheme, Roe's flux limiter and the third-order SHARP scheme, are compared and evaluated against schemes without flux limiters. The latter schemes include the standard first-order upwind scheme, the second-order upwind scheme and the QUICK scheme. All the above schemes are applied to four two-dimensional problems: (i) rotation of a scalar ‘cone’ field, (ii) transport of a scalar ‘square’ field, (iii) mixing of a cold with a hot front and (iv) deformation of a scalar ‘cone’ field. These problems test the ability of the selected schemes to produce oscillation-free and accurate results in critical convective situations. The evaluation of the schemes is based on several aspects, such as accuracy, economy and complexity. The tests performed in this work reveal the merits and demerits of each scheme. It is concluded that high-order schemes with flux limiters can significantly improve the accuracy of the results.     

Compact high‐resolution algorithms for time‐dependent advection on unstructured grids

A technique for constructing monotone, high resolution, multi‐dimensional upwind fluctuation distribution schemes for the scalar advection equation is presented. The method combines the second‐order Lax–Wendroff scheme with the upwind positive streamwise invariant (PSI) scheme via a fluctuation redistribution step, which ensures monotonicity (and which is a generalization of the flux‐corrected transport approach for fluctuation distribution schemes). Furthermore, the concept of a distribution point is introduced, which, when related to the equivalent equation for the scheme, leads to a ‘preferred direction’ for the limiting procedure, and hence to a new distribution of the fluctuation, which retains second‐order accuracy from the Lax–Wendroff scheme, even when the solution contains turning points. Experimental comparisons show that the new method compares favourably in terms of speed, accuracy and robustness with other, similar, techniques. Copyright © 2000 John Wiley & Sons, Ltd.     

Upstream monotonic interpolation for scalar transport with application to complex turbulent flows

A new monotonic scheme for the approximation of steady scalar transport is formulated and implemented within a collocated finite-volume/pressure-correction algorithm for general turbulent flows in complex geometries. The scheme is essentially a monotonic implementation of the quadratic QUICK interpolation and uses a continuous and compact limiter to secure monotonicity. The principal purpose is to allow an accurate and fully bounded, hence stable, approximation of turbulence convection in the context of two-equation eddy viscosity and Reynolds stress transport modelling of two- and three-dimensional flows, both subsonic and transonic. Among other benefits, this capability permits an assessment to be made of the adequacy of approximating turbulence convection with first-order upwind schemes in conjunction with higher-order formulations for mean-flow properties—a widespread practice. The performance characteristics of the bounded scheme are illustrated by reference to computations for scalar transport, for a transonic flow in a Laval nozzle, for one separated laminar flow and for two separated turbulent flows computed with a non-linear RNG model and full Reynolds stress closure.     

The Lagrangian approach of advective term treatment and its application to the solution of Navier—Stokes equations

A one-dimensional transport test applied to some conventional advective Eulerian schemes shows that linear stability analyses do not guarantee the actual performances of these schemes. When adopting the Lagrangian approach, the main problem raised in the numerical treatment of advective terms is a problem of interpolation or restitution of the transported function shape from discrete data. Several interpolation methods are tested. Some of them give excellent results and these methods are then extended to multi-dimensional cases. The Lagrangian formulation of the advection term permits an easy solution to the Navier-Stokes equations in primitive variables V, p, by a finite difference scheme, explicit in advection and implicit in diffusion. As an illustration steady state laminar flow behind a sudden enlargement is analysed using an upwind differencing scheme and a Lagrangian scheme. The importance of the choice of the advective scheme in computer programs for industrial application is clearly apparent in this example.     

Fifth‐order Hermitian schemes for computational linear aeroacoustics

We develop a class of fifth‐order methods to solve linear acoustics and/or aeroacoustics. Based on local Hermite polynomials, we investigate three competing strategies for solving hyperbolic linear problems with a fifth‐order accuracy. A one‐dimensional (1D) analysis in the Fourier series makes it possible to classify these possibilities. Then, numerical computations based on the 1D scalar advection equation support two possibilities in order to update the discrete variable and its first and second derivatives: the first one uses a procedure similar to that of Cauchy–Kovaleskaya (the ‘Δ‐P5 scheme’); the second one relies on a semi‐discrete form and evolves in time the discrete unknowns by using a five‐stage Runge–Kutta method (the ‘RGK‐P5 scheme’). Although the RGK‐P5 scheme shares the same local spatial interpolator with the Δ‐P5 scheme, it is algebraically simpler. However, it is shown numerically that its loss of compactness reduces its domain of stability. Both schemes are then extended to bi‐dimensional acoustics and aeroacoustics. Following the methodology validated in (J. Comput. Phys. 2005; 210 :133–170; J. Comput. Phys. 2006; 217 :530–562), we build an algorithm in three stages in order to optimize the procedure of discretization. In the ‘reconstruction stage’, we define a fifth‐order local spatial interpolator based on an upwind stencil. In the ‘decomposition stage’, we decompose the time derivatives into simple wave contributions. In the ‘evolution stage’, we use these fluctuations to update either by a Cauchy–Kovaleskaya procedure or by a five‐stage Runge–Kutta algorithm, the discrete variable and its derivatives. In this way, depending on the configuration of the ‘evolution stage’, two fifth‐order upwind Hermitian schemes are constructed. The effectiveness and the exactitude of both schemes are checked by their applications to several 2D problems in acoustics and aeroacoustics. In this aim, we compare the computational cost and the computation memory requirement for each solution. The RGK‐P5 appears as the best compromise between simplicity and accuracy, while the Δ‐P5 scheme is more accurate and less CPU time consuming, despite a greater algebraic complexity. Copyright © 2007 John Wiley & Sons, Ltd.     

Reducing numerical diffusion in interfacial gravity wave simulations

We demonstrate how the background potential energy is an excellent measure of the effective numerical diffusion or antidiffusion of an advection scheme by applying several advection schemes to a standing interfacial gravity wave. All existing advection schemes do not maintain the background potential energy because they are either diffusive, antidiffusive, or oscillatory. By taking advantage of the compressive nature of some schemes, which causes a decrease in the background potential energy, and the diffusive nature of others, which causes an increase in the background potential energy, we develop two background potential energy preserving advection schemes that are well‐suited to study interfacial gravity waves at a density interface between two miscible fluids in closed domains such as lakes. The schemes employ total variation diminishing limiters and universal limiters in which the limiter is a function of both the upwind and local gradients as well as the background potential energy. The effectiveness of the schemes is validated by computing a sloshing interfacial gravity wave with a nonstaggered‐grid Boussinesq solver, in which QUICK is employed for momentum and the pressure correction method is used, which is second‐order accurate in time. For scalar advection, the present background potential energy preserving schemes are employed and compared to other TVD and non‐TVD schemes, and we demonstrate that the schemes can control the change in the background potential energy due to numerical effects. Copyright © 2005 John Wiley & Sons, Ltd.     

A numerical study of flow over a confined backward-facing step

Numerical solutions using the SIMPLE algorithms for laminar flow over a backward-facing step are presented. Five differencing schemes were used: hybrid; quadratic upwind (QUICK); second-order upwind (SOUD); central-differencing and a novel scheme named second-order upwind biased (SOUBD). The SOUBD scheme is shown to be part of a family of schemes which include the central-differencing, SOUD and QUICK schemes for uniform grids. The results of the backward-facing step problem are presented and are compared with other numerical solutions and experimental data to evaluate the accuracy of the differencing schemes. The accuracy of the differencing schemes was ascertained by using uniform grids of various grid densities. The QUICK, SOUBD and SOUD schemes gave very similar accurate results. The hybrid scheme suffered from excessive diffusion except for the finest grids and the central-differencing scheme only converged for the finest grids.     

MOSQUITO: An efficient finite difference scheme for numerical simulation of 2D advection

An explicit finite difference method for the treatment of the advective terms in the 2D equation of unsteady scalar transport is presented. The scheme is a conditionally stable extension to two dimensions of the popular QUICKEST scheme. It is deduced imposing the vanishing of selected components of the truncation error for the case of steady uniform flow. The method is then extended to solve the conservative form of the depth‐averaged transport equation. Details of the accuracy and stability analysis of the numerical scheme with test case results are given, together with a comparison with other existing schemes suitable for the long‐term computations needed in environmental modelling. Although with a truncation error of formal order 0(ΔxΔt, ΔyΔt, Δt²), the present scheme is shown actually to be of an accuracy comparable with schemes of third‐order in space, while requiring a smaller computational effort and/or having better stability properties. In principle, the method can be easily extended to the 3D case. Copyright © 1999 John Wiley & Sons, Ltd.     

Preserving bounded and conservative solutions of transport in one‐dimensional shallow‐water flow with upwind numerical schemes: Application to fertigation and solute transport in rivers

This work intends to show that conservative upwind schemes based on a separate discretization of the scalar solute transport from the shallow‐water equations are unable to preserve uniform solute profiles in situations of one‐dimensional unsteady subcritical flow. However, the coupled discretization of the system is proved to lead to the correct solution in first‐order approximations. This work is also devoted to show that, when using a coupled discretization, a careful definition of the flux limiter function in second‐order TVD schemes is required in order to preserve uniform solute profiles. The work shows that, in cases of subcritical irregular flow, the coupled discretization is necessary but nevertheless not sufficient to ensure concentration distributions free from oscillations and a method to avoid these oscillations is proposed. Examples of steady and unsteady flows in test cases, river and irrigation are presented. Copyright © 2007 John Wiley & Sons, Ltd.     

A Boltzmann based model for open channel flows

A finite volume, Boltzmann Bhatnagar–Gross–Krook (BGK) numerical model for one‐ and two‐dimensional unsteady open channel flows is formulated and applied. The BGK scheme satisfies the entropy condition and thus prevents unphysical shocks. In addition, the van Leer limiter and the collision term ensure that the BGK scheme admits oscillation‐free solutions only. The accuracy and efficiency of the BGK scheme are demonstrated through the following examples: (i) strong shock waves, (ii) extreme expansion waves, (iii) a combination of strong shock waves and extreme expansion waves, and (iv) one‐ and two‐dimensional dam break problems. These test cases are performed for a variety of Courant numbers (C_r), with the only condition being C_r≤1. All the computational results are free of spurious oscillations and unphysical shocks (i.e., expansion shocks). In addition, comparisons of numerical tests with measured data from dam break laboratory experiments show good agreement for C_r≤0.6. This reduction in the stability domain is due to the explicit integration of the friction term. Furthermore, BGK schemes are easily extended to multidimensional problems and do not require characteristic decomposition. The proposed scheme is second‐order in both space and time when the external forces are zero and second‐order in space but first‐order in time when the external forces are non‐zero. However, since all the test cases presented are either for zero or small values of external forces, the results tend to maintain second‐order accuracy. In problems where the external forces become significant, it is possible to improve the order of accuracy of the scheme in time by, for example, applying the Runge–Kutta method in the integration of the external forces. Copyright © 2001 John Wiley & Sons, Ltd.     

New numerical schemes based on a criterion for constructing essentially stable and accurate numerical schemes for convection-dominated equations

In order to obtain stable and accurate numerical solutions for the convection-dominated steady transport equations, we propose a criterion for constructing numerical schemes for the convection term that the roots of the characteristic equation of the resulting difference equation have poles. By imposing this criterion on the difference coefficients of the convection term, we construct two numerical schemes for the convection-dominated equations. One is based on polynomial differencing and the other on locally exact differencing. The former scheme coincides with the QUICK scheme when the mesh Reynolds number (Rm) is $\mathop \[{\textstyle{{\rm 8} \over {\rm 3}}}\] $, which is the critical value for its stability, while it approaches the second-order upwind scheme as Rm goes to infinity. Hence the former scheme interpolates a stable scheme between the QUICK scheme at Rm = $\mathop \[{\textstyle{{\rm 8} \over {\rm 3}}}\] $ and the second-order upwind scheme at Rm = ∞. Numerical solutions with the present new schemes for the one-dimensional, linear, steady convection-diffusion equations showed good results.     

A monotone finite volume scheme for advection–diffusion equations on distorted meshes

A new monotone finite volume method with second‐order accuracy is presented for the steady‐state advection–diffusion equation. The method uses a nonlinear approximation for both diffusive and advective fluxes that guarantee the positivity of the numerical solution. The approximation of the diffusive flux is based on nonlinear two‐point approximation, and the approximation of the advective flux is based on the second‐order upwind method with proper slope limiter. The second‐order convergence rate for concentration and the monotonicity of the nonlinear finite volume method are verified with numerical experiments. Copyright © 2011 John Wiley & Sons, Ltd.     

Managing false diffusion during second‐order upwind simulations of liquid micromixing

Liquid mixing is an important component of many microfluidic concepts and devices, and computational fluid dynamics (CFD) is playing a key role in their development and optimization. Because liquid mass diffusivities can be quite small, CFD simulation of liquid micromixing can over predict the degree of mixing unless numerical (or false) diffusion is properly controlled. Unfortunately, the false diffusion behavior of higher‐order finite volume schemes, which are often used for such simulations, is not well understood, especially on unstructured meshes. To examine and quantify the amount of false diffusion associated with the often recommended and versatile second‐order upwind method, a series of numerical simulations was conducted using a standardized two‐dimensional test problem on both structured and unstructured meshes. This enabled quantification of an ‘effective’ false diffusion coefficient (D_false) for the method as a function of mesh spacing. Based on the results of these simulations, expressions were developed for estimating the spacing required to reduce D_false to some desired (low) level. These expressions, together with additional insights from the standardized test problem and findings from other researchers, were then incorporated into a procedure for managing false diffusion when simulating steady, liquid micromixing. To demonstrate its utility, the procedure was applied to simulate flow and mixing within a representative micromixer geometry using both unstructured (triangular) and structured meshes. Copyright © 2016 John Wiley & Sons, Ltd.     

Implementation of some higher-order convection schemes on non-uniform grids

A generalized formulation is applied to implement the quadratic upstream interpolation (QUICK) scheme, the second-order upwind (SOU) scheme and the second-order hybrid scheme (SHYBRID) on non-uniform grids. The implementation method is simple. The accuracy and efficiency of these higher-order schemes on non-uniform grids are assessed. Three well-known bench mark convection-diffusion problems and a fluid flow problem are revisited using non-uniform grids. These are: (1) transport of a scalar tracer by a uniform velocity field; (2) heat transport in a recirculating flow; (3) two-dimensional non-linear Burgers equations; and (4) a two-dimensional incompressible Navier-Stokes flow which is similar to the classical lid-driven cavity flow. The known exact solutions of the last three problems make it possible to thoroughly evaluate accuracies of various uniform and non-uniform grids. Higher accuracy is obtained for fewer grid points on non-uniform grids. The order of accuracy of the examined schemes is maintained for some tested problems if the distribution of non-uniform grid points is properly chosen.     

A multigrid method with higher‐order discretization schemes

The implementation of the multigrid method into the SIMPLE algorithm presents interesting aspects concerning the mass fluxes conservation on coarser grids, the k–ε turbulence model and the higher‐order discretization schemes. Higher‐order discretization schemes for the convection terms are increasingly used in order to guarantee accuracy in demanding engineering applications. However, when used in single‐grid algorithms, their convergence is considerably slower compared with the first‐order schemes. Unbounded higher‐order schemes offer maximum accuracy, but quite often they do not converge due to their oscillatory behaviour. This paper demonstrates the dual function of the multigrid method: reduction of CPU time and stabilization of the iterating procedure, making it possible to perform computations with the third‐order accurate QUICK scheme in all cases. The method is applied to the calculation of two‐ and three‐dimensional flows with or without turbulence modelling. The results show that the convergence rate of the present algorithm does not deteriorate when QUICK is used and that, if applied on complex engineering cases, large gains in computational time can be achieved. Copyright © 2001 John Wiley & Sons, Ltd.     

Performance of very‐high‐order upwind schemes for DNS of compressible wall‐turbulence

The purpose of the present paper is to evaluate very‐high‐order upwind schemes for the direct numerical simulation (DNS ) of compressible wall‐turbulence. We study upwind‐biased (UW ) and weighted essentially nonoscillatory (WENO ) schemes of increasingly higher order‐of‐accuracy (J. Comp. Phys. 2000; 160 :405–452), extended up to WENO 17 (AIAA Paper 2009‐1612, 2009). Analysis of the advection–diffusion equation, both as Δx→0 (consistency), and for fixed finite cell‐Reynolds‐number Re_Δx (grid‐resolution), indicates that the very‐high‐order upwind schemes have satisfactory resolution in terms of points‐per‐wavelength (PPW ). Computational results for compressible channel flow (Re∈[180, 230]; M?_CL ∈[0.35, 1.5]) are examined to assess the influence of the spatial order of accuracy and the computational grid‐resolution on predicted turbulence statistics, by comparison with existing compressible and incompressible DNS databases. Despite the use of baseline O(Δt²) time‐integration and O(Δx²) discretization of the viscous terms, comparative studies of various orders‐of‐accuracy for the convective terms demonstrate that very‐high‐order upwind schemes can reproduce all the DNS details obtained by pseudospectral schemes, on computational grids of only slightly higher density. Copyright © 2009 John Wiley & Sons, Ltd.     

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.     

Comparisons of numerical methods with respect to convectively dominated problems

A series of numerical schemes: first‐order upstream, Lax–Friedrichs; second‐order upstream, central difference, Lax–Wendroff, Beam–Warming, Fromm; third‐order QUICK, QUICKEST and high resolution flux‐corrected transport and total variation diminishing (TVD) methods are compared for one‐dimensional convection–diffusion problems. Numerical results show that the modified TVD Lax–Friedrichs method is the most competent method for convectively dominated problems with a steep spatial gradient of the variables. Copyright © 2001 John Wiley & Sons, Ltd.     

A nonlocal convective flux limiter for upwind‐biased finite volume simulations

Finite volume methods on structured and unstructured meshes commonly use second‐order, upwind‐biased linear reconstruction schemes to approximate the convective terms. Limiters are employed to reduce the inherent variable overshoot and undershoot of these schemes in discontinuous regions; however, they also can significantly increase the numerical dissipation of a solution in smooth regions. This paper presents a novel nonlocal, nonmonotonic (NLNM) limiter developed by enforcing cell minima and maxima on dependent variable values projected to cell faces. The minimum and maximum values for a cell are determined primarily through recursive reference to the minimum and maximum values of its upwind neighbors. The new limiter has been implemented into an existing flow solver. Various test cases are presented, which highlight the ability of the NLNM limiter to eliminate nonphysical oscillations while maintaining negligible levels of limiter‐induced dissipation into the solution. Results from the new limiter are compared with those from other limited and unlimited second‐order upwind and first‐order upwind schemes. For the cases examined in the study, the NLNM limiter was found to improve accuracy without significantly decreasing overall simulation efficiency and robustness.Copyright © 2011 John Wiley & Sons, Ltd.     

Fourier analysis of several finite difference schemes for the one‐dimensional unsteady convection–diffusion equation

This paper reports a comparative study on the stability limits of nine finite difference schemes to discretize the one‐dimensional unsteady convection–diffusion equation. The tested schemes are: (i) fourth‐order compact; (ii) fifth‐order upwind; (iii) fourth‐order central differences; (iv) third‐order upwind; (v) second‐order central differences; and (vi) first‐order upwind. These schemes were used together with Runge–Kutta temporal discretizations up to order six. The remaining schemes are the (vii) Adams–Bashforth central differences, (viii) the Quickest and (ix) the Leapfrog central differences. In addition, the dispersive and dissipative characteristics of the schemes were compared with the exact solution for the pure advection equation, or simple first or second derivatives, and numerical experiments confirm the Fourier analysis. The results show that fourth‐order Runge–Kutta, together with central schemes, show good conditional stability limits and good dispersive and dissipative spectral resolution. Overall the fourth‐order compact is the recommended scheme. Copyright © 2001 John Wiley & Sons, Ltd.