The independent set perturbation adjoint method: A new method of differentiating mesh‐based fluids models

A new scheme for differentiating complex mesh‐based numerical models (e.g. finite element models), the Independent Set Perturbation Adjoint method (ISP‐Adjoint), is presented. Differentiation of the matrices and source terms making up the discrete forward model is realized by a graph coloring approach (forming independent sets of variables) combined with a perturbation method to obtain gradients in numerical discretizations. This information is then convolved with the ‘mathematical adjoint’, which uses the transpose matrix of the discrete forward model. The adjoint code is simple to implement even with complex governing equations, discretization methods and non‐linear parameterizations. Importantly, the adjoint code is independent of the implementation of the forward code. This greatly reduces the effort required to implement the adjoint model and maintain it as the forward model continues to be developed; as compared with more traditional approaches such as applying automatic differentiation tools. The approach can be readily extended to reduced‐order models. The method is applied to a one‐dimensional Burgers' equation problem, with a highly non‐linear high‐resolution discretization method, and to a two‐dimensional, non‐linear, reduced‐order model of an idealized ocean gyre. Copyright © 2010 John Wiley & Sons, Ltd.     

Shock‐capturing with natural high‐frequency oscillations

This paper explores the potential of a newly developed conjugate filter oscillation reduction (CFOR) scheme for shock‐capturing under the influence of natural high‐frequency oscillations. The conjugate low‐ and high‐pass filters are constructed based on the principle of the discrete singular convolution (DSC), a local spectral method. The accuracy and resolution of the DSC basic algorithm are accessed with a one‐dimensional advection equation. Two Euler systems, the advection of an isotropic vortex flow and the interaction of shock–entropy wave are utilized to demonstrate the utility of the CFOR scheme. Computational accuracy and order of approximation are examined and compared with the literature. Some of the best numerical results are obtained for the shock–entropy wave interaction. Numerical experiments indicate that the CFOR scheme is stable, conservative and reliable for the numerical simulation of hyperbolic conservation laws. Copyright © 2003 John Wiley & Sons, Ltd.     

Finite analytic boundary condition for a higher‐order finite analytic scheme

A higher‐order finite analytic scheme based on one‐dimensional finite analytic solutions is used to discretize three‐dimensional equations governing turbulent incompressible free surface flow. In order to preserve the accuracy of the numerical scheme, a new, finite analytic boundary condition is proposed for an accurate numerical solution of the partial differential equation. This condition has higher‐order accuracy. Thus, the same order of accuracy is used for the boundary. Boundary conditions were formulated and derived for fluid inflow, outflow, impermeable surfaces and symmetry planes. The derived boundary conditions are treated implicitly and updated with the solution of the problem. The basic idea for the derivation of boundary conditions was to use the discretized form of the governing equations for the fluid flow simplified on the boundaries and flow information. To illustrate the influence of the higher‐order effects at the boundaries, another, lower‐order finite analytic boundary condition, is suggested. The simulations are performed to demonstrate the validity of the present scheme and boundary conditions for a Wigley hull advancing in calm water. Copyright © 2005 John Wiley & Sons, Ltd.     

The two‐dimensional streamline upwind scheme for the convection–reaction equation

This paper is concerned with the development of the finite element method in simulating scalar transport, governed by the convection–reaction (CR) equation. A feature of the proposed finite element model is its ability to provide nodally exact solutions in the one‐dimensional case. Details of the derivation of the upwind scheme on quadratic elements are given. Extension of the one‐dimensional nodally exact scheme to the two‐dimensional model equation involves the use of a streamline upwind operator. As the modified equations show in the four types of element, physically relevant discretization error terms are added to the flow direction and help stabilize the discrete system. The proposed method is referred to as the streamline upwind Petrov–Galerkin finite element model. This model has been validated against test problems that are amenable to analytical solutions. In addition to a fundamental study of the scheme, numerical results that demonstrate the validity of the method are presented. Copyright © 2001 John Wiley & Sons, Ltd.     

An hp‐adaptive unstructured finite volume solver for compressible flows

The idea of hp‐adaptation, which has originally been developed for compact schemes (such as finite element methods), suggests an adaptation scheme using a mixture of mesh refinement and order enrichment based on the smoothness of the solution to obtain an accurate solution efficiently. In this paper, we develop an hp‐adaptation framework for unstructured finite volume methods using residual‐based and adjoint‐based error indicators. For the residual‐based error indicator, we use a higher‐order discrete operator to estimate the truncation error, whereas this estimate is weighted by the solution of the discrete adjoint problem for an output of interest to form the adaptation indicator for adjoint‐based adaptations. We perform our adaptation by local subdivision of cells with nonconforming interfaces allowed and local reconstruction of higher‐order polynomials for solution approximations. We present our results for two‐dimensional compressible flow problems including subsonic inviscid, transonic inviscid, and subsonic laminar flow around the NACA 0012 airfoil and also turbulent flow over a flat plate. Our numerical results suggest the efficiency and accuracy advantages of adjoint‐based hp‐adaptations over uniform refinement and also over residual‐based adaptation for flows with and without singularities.     

A local domain‐free discretization method to simulate three‐dimensional compressible inviscid flows

In this paper, the domain‐free discretization method (DFD) is extended to simulate the three‐dimensional compressible inviscid flows governed by Euler equations. The discretization strategy of DFD is that the discrete form of governing equations at an interior point may involve some points outside the solution domain. The functional values at the exterior‐dependent points are updated at each time step by extrapolation along the wall normal direction in conjunction with the wall boundary conditions and the simplified momentum equation in the vicinity of the wall. Spatial discretization is achieved with the help of the finite element Galerkin approximation. The concept of ‘osculating plane’ is adopted, with which the local DFD can be easily implemented for the three‐dimensional case. Geometry‐adaptive tetrahedral mesh is employed for three‐dimensional calculations. Finally, we validate the DFD method for three‐dimensional compressible inviscid flow simulations by computing transonic flows over the ONERA M6 wing. Comparison with the reference experimental data and numerical results on boundary‐conforming grid was displayed and the results show that the present DFD results compare very well with the reference data. Copyright © 2009 John Wiley & Sons, Ltd.     

High‐resolution,monotone solution of the adjoint shallow‐water equations

A monotone, second‐order accurate numerical scheme is presented for solving the differential form of the adjoint shallow‐water equations in generalized two‐dimensional coordinates. Fluctuation‐splitting is utilized to achieve a high‐resolution solution of the equations in primitive form. One‐step and two‐step schemes are presented and shown to achieve solutions of similarly high accuracy in one dimension. However, the two‐step method is shown to yield more accurate solutions to problems in which unsteady wave speeds are present. In two dimensions, the two‐step scheme is tested in the context of two parameter identification problems, and it is shown to accurately transmit the information needed to identify unknown forcing parameters based on measurements of the system response. The first problem involves the identification of an upstream flood hydrograph based on downstream depth measurements. The second problem involves the identification of a long wave state in the far‐field based on near‐field depth measurements. Copyright © 2002 John Wiley & Sons, Ltd.     

Numerical solution of three‐dimensional velocity–vorticity Navier–Stokes equations by finite difference method

This paper describes the finite difference numerical procedure for solving velocity–vorticity form of the Navier–Stokes equations in three dimensions. The velocity Poisson equations are made parabolic using the false‐transient technique and are solved along with the vorticity transport equations. The parabolic velocity Poisson equations are advanced in time using the alternating direction implicit (ADI) procedure and are solved along with the continuity equation for velocities, thus ensuring a divergence‐free velocity field. The vorticity transport equations in conservative form are solved using the second‐order accurate Adams–Bashforth central difference scheme in order to assure divergence‐free vorticity field in three dimensions. The velocity and vorticity Cartesian components are discretized using a central difference scheme on a staggered grid for accuracy reasons. The application of the ADI procedure for the parabolic velocity Poisson equations along with the continuity equation results in diagonally dominant tri‐diagonal matrix equations. Thus the explicit method for the vorticity equations and the tri‐diagonal matrix algorithm for the Poisson equations combine to give a simplified numerical scheme for solving three‐dimensional problems, which otherwise requires enormous computational effort. For three‐dimensional‐driven cavity flow predictions, the present method is found to be efficient and accurate for the Reynolds number range 100?Re?2000. Copyright © 2004 John Wiley & Sons, Ltd.     

Extension of a high‐resolution scheme to 1D liquid–gas flow

This paper presents the extension of a high‐resolution conservative scheme to the one‐dimensional one‐pressure six‐equation two‐fluid flow model. Only mixtures of water and air have been considered in this study, both fluids have been characterized using simple equations of state, namely stiffened gas for the liquid phase and perfect gas for the gas phase. The resulting scheme is explicit and first‐order accurate in space and time. A second‐order version of the scheme has also been derived using the MUSCL strategy and slope limiters. Some numerical results show the good capabilities of this type of schemes in the solution of discontinuities in two‐fluid flow problems, all of them are based on water/air numerical benchmarks widely used in the two‐phase flow literature. Copyright © 2005 John Wiley & Sons, Ltd.     

Further experiences with computing non‐hydrostatic free‐surface flows involving water waves

A semi‐implicit, staggered finite volume technique for non‐hydrostatic, free‐surface flow governed by the incompressible Euler equations is presented that has a proper balance between accuracy, robustness and computing time. The procedure is intended to be used for predicting wave propagation in coastal areas. The splitting of the pressure into hydrostatic and non‐hydrostatic components is utilized. To ease the task of discretization and to enhance the accuracy of the scheme, a vertical boundary‐fitted co‐ordinate system is employed, permitting more resolution near the bottom as well as near the free surface. The issue of the implementation of boundary conditions is addressed. As recently proposed by the present authors, the Keller‐box scheme for accurate approximation of frequency wave dispersion requiring a limited vertical resolution is incorporated. The both locally and globally mass conserved solution is achieved with the aid of a projection method in the discrete sense. An efficient preconditioned Krylov subspace technique to solve the discretized Poisson equation for pressure correction with an unsymmetric matrix is treated. Some numerical experiments to show the accuracy, robustness and efficiency of the proposed method are presented. Copyright © 2004 John Wiley & Sons, Ltd.     

Similarities between the quasi‐bubble and the generalized wave continuity equation solutions to the shallow water equations

Two common strategies for solving the shallow water equations in the finite element community are the generalized wave continuity equation (GWCE) reformulation and the quasi‐bubble velocity approximation. The GWCE approach has been widely analysed in the literature. In this work, the quasi‐bubble equations are analysed and comparisons are made between the quasi‐bubble approximation of the primitive form of the shallow water equations and a linear finite element approximation of the GWCE reformulation of the shallow water equations. The discrete condensed quasi‐bubble continuity equation is shown to be identical to a discrete wave equation for a specific GWCE weighting parameter value. The discrete momentum equations are slightly different due to the bubble function. In addition, the dispersion relationships are shown to be almost identical and numerical experiments confirm that the two schemes compute almost identical results. Analysis of the quasi‐bubble formulation suggests a relationship that may guide selection of the optimal GWCE weighting parameter. Copyright © 2004 John Wiley & Sons, Ltd.     

A front‐capture scheme for the simulation of homogeneous and particle‐laden gravity currents

This paper presents a new finite volume scheme to efficiently simulate gravity currents flowing over complex surfaces. The two‐dimensional shallow‐water equations, with terms to account for friction and particle transport, are solved using a non‐oscillatory technique. By applying a form drag at the front or head of the dense current, the scheme also implicitly captures the correct Froude number condition at the moving front as it intrudes into the less dense ambient fluid. The Froude number of the head region predicted by the numerical simulation is in good agreement with experimental results for a homogeneous current over a horizontal surface if a realistic profile drag coefficient is chosen. This new scheme avoids the development complexities of a general front‐tracking scheme (e.g., handling merging fronts and multiple currents) and the computational cost of solving the full three‐dimensional Euler equations while providing a fast, accurate simulation of gravity currents. Copyright © 2001 John Wiley & Sons, Ltd.     

A non‐iterative implicit algorithm for the solution of advection–diffusion equation on a sphere

A numerical algorithm for the solution of advection–diffusion equation on the surface of a sphere is suggested. The velocity field on a sphere is assumed to be known and non‐divergent. The discretization of advection–diffusion equation in space is carried out with the help of the finite volume method, and the Gauss theorem is applied to each grid cell. For the discretization in time, the symmetrized double‐cycle componentwise splitting method and the Crank–Nicolson scheme are used. The numerical scheme is of second order approximation in space and time, correctly describes the balance of mass of substance in the forced and dissipative discrete system and is unconditionally stable. In the absence of external forcing and dissipation, the total mass and L₂‐norm of solution of discrete system is conserved in time. The one‐dimensional periodic problems arising at splitting in the longitudinal direction are solved with Sherman–Morrison's formula and Thomas's algorithm. The one‐dimensional problems arising at splitting in the latitudinal direction are solved by the bordering method that requires a prior determination of the solution at the poles. The resulting linear systems have tridiagonal matrices and are solved by Thomas's algorithm. The suggested method is direct (without iterations) and rapid in realization. It can also be applied to linear and nonlinear diffusion problems, some elliptic problems and adjoint advection–diffusion problems on a sphere. Copyright © 2015 John Wiley & Sons, Ltd.     

HLLC scheme with novel wave‐speed estimators appropriate for two‐dimensional shallow‐water flow on erodible bed

This paper presents a first‐order HLLC (Harten‐Lax‐Van Leer with contact discontinuities) scheme to solve the Saint‐Venant shallow‐water equations, including morphological evolution of the bed by erosion and deposition of sediments. The Exner equation is used to model the morphological evolution of the bed, while a closure equation is needed to evaluate the rate of sediment transport. The system of Saint‐Venant–Exner equations is solved in a fully coupled way using a finite‐volume technique and a HLLC solver for the fluxes, with a novel wave‐speed estimator adapted to the Exner equation. Wave speeds are usually derived by computing the eigenvalues of the full system, which is highly time‐consuming when no analytical expression is available. In this paper, an eigenvalue analysis of the full system is conducted, leading to simple but still accurate wave‐speed estimators. The new numerical scheme is then tested in three different situations: (1) a circular dam‐break flow over movable bed, (2) an one‐dimensional bed aggradation problem simulated on a 2D unstructured mesh and (3) the case of a dam‐break flow in an erodible channel with a sudden enlargement, for which experimental measurements are available. Copyright © 2010 John Wiley & Sons, Ltd.     

Solution to Euler equations by high‐resolution upwind compact scheme based on flux splitting

A high‐resolution upwind compact method based on flux splitting is developed for solving the compressive Euler equations. The convective flux terms are discretized by using the modified advection upstream splitting method (AUSM). The developed scheme is used to compute the one‐dimensional Burgers equation and four different example problems of supersonic compressible flows, respectively. The results show that the high‐resolution upwind compact scheme based on modified AUSM+ flux splitting can capture shock wave and other discontinuities, obtain higher resolution and restrain numerical oscillation. Copyright © 2007 John Wiley & Sons, Ltd.     

A mass‐fraction‐based interface‐capturing method for multi‐component flow

An interface‐capturing method based on mass fraction is developed to solve the Riemann problem in multi‐component compressible flow. Equations of mass fraction with modified form, which is derived from conservative equations of mass, are employed here to capture the interface. By introducing mass fraction into Euler equations system, as well as other conservative coefficients, a quasi‐conservative numerical model is created. Numerical examples show that the mass fraction model performs well not only in multi‐component fluids modeled by simple stiffened gas equation of state (EOS) but also in that modeled by complex Mie–Grüneisen EOS. Moreover, the mass fraction model is applied to Riemann problem with piecewise EOS; the expression of which depends on density. It is found that the mass fraction model can well adapt to the analytic change in piecewise EOS and produce accuracy solutions with fewer unknown quantities, and the model can be easily extended to m‐component fluid mixture by using only m + 4 equations with no additional conditions. Copyright © 2013 John Wiley & Sons, Ltd.     

Solution of the incompressible Navier–Stokes equations by the method of lines

The numerical method of lines (NUMOL) is a numerical technique used to solve efficiently partial differential equations. In this paper, the NUMOL is applied to the solution of the two‐dimensional unsteady Navier–Stokes equations for incompressible laminar flows in Cartesian coordinates. The Navier–Stokes equations are first discretized (in space) on a staggered grid as in the Marker and Cell scheme. The discretized Navier–Stokes equations form an index 2 system of differential algebraic equations, which are afterwards reduced to a system of ordinary differential equations (ODEs), using the discretized form of the continuity equation. The pressure field is computed solving a discrete pressure Poisson equation. Finally, the resulting ODEs are solved using the backward differentiation formulas. The proposed method is illustrated with Dirichlet boundary conditions through applications to the driven cavity flow and to the backward facing step flow. Copyright © 2015 John Wiley & Sons, Ltd.     

Edge‐based reconstruction schemes for unstructured tetrahedral meshes

In this paper, we consider edge‐based reconstruction (EBR) schemes for solving the Euler equations on unstructured tetrahedral meshes. These schemes are based on a high‐accuracy quasi‐1D reconstruction of variables on an extended stencil along the edge‐based direction. For an arbitrary tetrahedral mesh, the EBR schemes provide higher accuracy in comparison with most second‐order schemes at rather low computational costs. The EBR schemes are built in the framework of vertex‐centered formulation for the point‐wise values of variables. Here, we prove the high accuracy of EBR schemes for uniform grid‐like meshes, introduce an economical implementation of quasi‐one‐dimensional reconstruction and the resulting new scheme of EBR family, estimate the computational costs, and give new verification results. Copyright © 2015 John Wiley & Sons, Ltd.     

Finite element solution of three‐dimensional turbulent flows applied to mold‐filling problems

This paper presents a finite element solution algorithm for three‐dimensional isothermal turbulent flows for mold‐filling applications. The problems of interest present unusual challenges for both the physical modelling and the solution algorithm. High‐Reynolds number transient turbulent flows with free surfaces have to be computed on complex three‐dimensional geometries. In this work, a segregated algorithm is used to solve the Navier–Stokes, turbulence and front‐tracking equations. The streamline–upwind/Petrov–Galerkin method is used to obtain stable solutions to convection‐dominated problems. Turbulence is modelled using either a one‐equation turbulence model or the κ–ε two‐equation model with wall functions. Turbulence equations are solved for the natural logarithm of the turbulence variables. The change of dependent variables allows for a robust solution algorithm and good predictions even on coarse meshes. This is very important in the case of large three‐dimensional applications for which highly refined meshes result in untreatable large numbers of elements. The position of the flow front in the mold cavity is computed using a level set approach. Finally, equations are integrated in time using an implicit Euler scheme. The methodology presents the robustness and cost effectiveness needed to tackle complex industrial applications. Copyright © 2000 John Wiley & Sons, Ltd.