Continuum models of rarefied gas flows in problems of hypersonic aerothermodynamics

The limits of applicability of continuum flow models in the problem of the hypersonic rarefied gas flow over blunt bodies are determined by an asymptotic analysis of the Navier–Stokes equations, the numerical solution of the viscous shock layer equations and the numerical and asymptotic solution of the thin viscous shock layer equations for low Reynolds numbers. It is shown that the thin viscous shock layer model gives correct values of the skin friction coefficient and the heat transfer coefficient in the transitional to free-molecule flow regime. The asymptotic solutions, the numerical solutions obtained within the framework of different continuum models, and the results of a calculation by Direct Simulation Monte Carlo method are compared.     

On flux-extrapolation at supersonic outflow boundaries

One way of imposing boundary conditions for the Navier–Stokes equations at artificial supersonic outflow boundaries is to use flux-extrapolation. This procedure is analyzed and compared with variable-extrapolation both for the semi-discrete and continuous problem using the Laplace transform technique. It is shown that flux-extrapolation leads to a loss of accuracy and an extra time growth. The numerical experiments support the analytical results.     

Two grid discretizations with backtracking of the stream function form of the Navier-Stokes equations

We analyze a two grid finite element method with backtracking for the stream function formulation of the stationary Navier—Stokes equations. This two grid method involves solving one small, nonlinear coarse mesh system, one linearized system on the fine mesh and one linear correction problem on the coarse mesh. The algorithm and error analysis are presented.     

A posteriori error estimations for mixed finite-element approximations to the Navier-Stokes equations

A posteriori estimates for mixed finite element discretizations of the Navier-Stokes equations are derived. We show that the task of estimating the error in the evolutionary Navier-Stokes equations can be reduced to the estimation of the error in a steady Stokes problem. As a consequence, any available procedure to estimate the error in a Stokes problem can be used to estimate the error in the nonlinear evolutionary problem. A practical procedure to estimate the error based on the so-called postprocessed approximation is also considered. Both the semidiscrete (in space) and the fully discrete cases are analyzed. Some numerical experiments are provided.     

Semidiscretization and error estimates for distributed control of the instationary Navier-Stokes equations

Summary. Optimal control problems governed by the two-dimensional instationary Navier–Stokes equations and their spatial discretizations with finite elements are investigated. A concept of semi–discrete solutions to the control problem is introduced which is utilized to prove existence and uniqueness of discrete controls in neighborhoods of regular continuous solutions. Furthermore, an optimal error estimate in terms of the spatial discretization parameter is given.Correspondence to: M. Hinze     

Modeling incompressible flows using a finite particle method

This paper describes the applications of a finite particle method (FPM) to modeling incompressible flow problems. FPM is a meshfree particle method in which the approximation of a field variable and its derivatives can be simultaneously obtained through solving a pointwise matrix equation. A set of basis functions is employed to obtain the coefficient matrix through a sequence of transformations. The finite particle method can be used to discretize the Navier–Stokes equation that governs fluid flows. The incompressible flows are modeled as slightly compressible via specially selected equations of state. Four numerical examples including the classic Poiseuille flow, Couette flow, shear driven cavity and a dam collapsing problem are presented with comparisons to other sources. The numerical examples demonstrate that FPM is a very attractive alternative for simulating incompressible flows, especially those with free surfaces, moving interfaces or deformable boundaries.     

A posteriori error estimators for the Stokes equations

Summary We present two a posteriori error estimators for the mini-element discretization of the Stokes equations. One is based on a suitable evaluation of the residual of the finite element solution. The other one is based on the solution of suitable local Stokes problems involving the residual of the finite element solution. Both estimators are globally upper and locally lower bounds for the error of the finite element discretization. Numerical examples show their efficiency both in estimating the error and in controlling an automatic, self-adaptive mesh-refinement process. The methods presented here can easily be generalized to the Navier-Stokes equations and to other discretization schemes.This work was accomplished at the Universität Heidelberg with the support of the Deutsche Forschungsgemeinschaft     

Singular behavior of vacuum states for compressible fluids

In this survey paper, we will present the recent work on the study of the compressible fluids with vacuum states by illustrating its interesting and singular behavior through some systems of fluid dynamics, that is, Euler equations, Euler–Poisson equations and Navier–Stokes equations. The main concern is the well-posedness of the problem when vacuum presents and the singular behavior of the solution near the interface separating the vacuum and the gas. Furthermore, the relation of the solutions for the gas dynamics with vacuum to those of the Boltzmann equation will also be discussed. In fact, the results obtained so far for vacuum states are far from being complete and satisfactory. Therefore, this paper can only be served as an introduction to this interesting field which has many open and challenging mathematical problems. Moreover, the problems considered here are limited to the author's interest and knowledge in this area.     

Doubly periodic and multiple pole solutions of the sinh-Poisson equation: Application of reciprocal transformations in subsonic gas dynamics

Vortex patterns associated with the sinh-Poisson equation arise in a remarkable manner as relaxation states of the Navier–Stokes equations. Here, doubly periodic and multiple-pole solutions of the sinh-Poisson equation are generated via the Hirota bilinear operator formalism and exploitation of the phenomenon of coalescence of wave numbers. It is then shown how the multi-parameter reciprocal transformations of gas dynamics may be applied to a seed doubly periodic solution of the sinh-Poisson equation to generate associated periodic vortex structures valid in the subsonic flow of a generalized Kármán–Tsien gas.     

A remark on the Kazhikhov–Smagulov type model: The vanishing initial density

This work deals with the global existence of weak solutions for a Kazhikhov–Smagulov type system with a density which may or not vanish. Our model is formally equivalent to the physical compressible model with Fick’s law, in contrast to those in previous works. This model may be used for addressing environmental problems such as propagation of pollutants and avalanche modelling. We also explain why this system may be seen as a physical regularization of the standard nonhomogeneous incompressible Navier–Stokes equations and we give an existence result with an initial density less regular but away from the vacuum.     

Pricing and hedging of financial derivatives using a posteriori error estimates and adaptive methods for stochastic differential equations

The efficient and accurate calculation of sensitivities of the price of financial derivatives with respect to perturbations of the parameters in the underlying model, the so-called ‘Greeks’, remains a great practical challenge in the derivative industry. This is true regardless of whether methods for partial differential equations or stochastic differential equations (Monte Carlo techniques) are being used. The computation of the ‘Greeks’ is essential to risk management and to the hedging of financial derivatives and typically requires substantially more computing time as compared to simply pricing the derivatives. Any numerical algorithm (Monte Carlo algorithm) for stochastic differential equations produces a time-discretization error and a statistical error in the process of pricing financial derivatives and calculating the associated ‘Greeks’. In this article we show how a posteriori error estimates and adaptive methods for stochastic differential equations can be used to control both these errors in the context of pricing and hedging of financial derivatives. In particular, we derive expansions, with leading order terms which are computable in a posteriori form, of the time-discretization errors for the price and the associated ‘Greeks’. These expansions allow the user to simultaneously first control the time-discretization errors in an adaptive fashion, when calculating the price, sensitivities and hedging parameters with respect to a large number of parameters, and then subsequently to ensure that the total errors are, with prescribed probability, within tolerance.     

Approximate solutions and error estimates for a Stokes boundary value problem

The aim of this paper is the numerical treatment of a boundary value problem for the system of Stokes’ equations. For this we extend the method of approximate approximations to boundary value problems. This method was introduced by Maz’ya (DFG-Kolloquium des DFG-Forschungsschwerpunktes Randelementmethoden, 1991) and has been used until now for the approximation of smooth functions defined on the whole space and for the approximation of volume potentials. In the present paper we develop an approximation procedure for the solution of the interior Dirichlet problem for the system of Stokes’ equations in two dimensions. The procedure is based on potential theoretical considerations in connection with a boundary integral equations method and consists of three approximation steps as follows. In a first step the unknown source density in the potential representation of the solution is replaced by approximate approximations. In a second step the decay behavior of the generating functions is used to gain a suitable approximation for the potential kernel, and in a third step Nyström’s method leads to a linear algebraic system for the approximate source density. For every step a convergence analysis is established and corresponding error estimates are given.     

A stochastic approach to global error estimation in ODE multistep numerical integration

In order to assess the quality of approximate solutions obtained in the numerical integration of ordinary differential equations related to initial-value problems, there are available procedures which lead to deterministic estimates of global errors. The aim of this paper is to propose a stochastic approach to estimate the global errors, especially in the situations of integration which are often met in flight mechanics and control problems. Treating the global errors in terms of their orders of magnitude, the proposed procedure models the errors through the distribution of zero-mean random variables belonging to stochastic sequences, which take into account the influence of both local truncation and round-off errors. The dispersions of these random variables, in terms of their variances, are assumed to give an estimation of the errors. The error estimation procedure is developed for Adams-Bashforth-Moulton type of multistep methods. The computational effort in integrating the variational equations to propagate the error covariance matrix associated with error magnitudes and correlations is minimized by employing a low-order (first or second) Euler method. The diagonal variances of the covariance matrix, derived using the stochastic approach developed in this paper, are found to furnish reasonably precise measures of the orders of magnitude of accumulated global errors in short-term as well as long-term orbit propagations.     

Some applications of a galerkin-collocation method for boundary integral equations of the first kind

Here we apply the boundary integral method to several plane interior and exterior boundary value problems from conformal mapping, elasticity and fluid dynamics. These are reduced to equivalent boundary integral equations on the boundary curve which are Fredholm integral equations of the first kind having kernels with logarithmic singularities and defining strongly elliptic pseudodifferential operators of order - 1 which provide certain coercivity properties. The boundary integral equations are approximated by Galerkin's method using B-splines on the boundary curve in connection with an appropriate numerical quadrature, which yields a modified collocation scheme. We present a complete asymptotic error analysis for the fully discretized numerical equations which is based on superapproximation results for Galerkin's method, on consistency estimates and stability properties in connection with the illposedness of the first kind equations in L₂. We also present computational results of several numerical experiments revealing accuracy, efficiency and an amazing asymptotical agreement of the numerical with the theoretical errors. The method is used for computations of conformal mappings, exterior Stokes flows and slow viscous flows past elliptic obstacles.     

Iterative methods in penalty finite element discretizations for the Steady Navier–Stokes equations

Three penalty finite element methods are designed to solve numerically the steady Navier–Stokes equations, where the Stokes, Newton, and Oseen iteration methods are used, respectively. Moreover, the stability analysis and error estimate for these nine algorithms are provided. Finally, the numerical tests confirm the theoretical results of the presented algorithms. Meanwhile, the numerical investigations are provided to show that the proposed methods are efficient for solving the steady Navier–Stokes equations with the different viscosity. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 74‐94, 2014     

An object-oriented hybrid symbolic/numerical approach for the development of finite element codes

The association of object-oriented programming and symbolic computation techniques introduces certain changes in finite element code organization. The purpose of this approach is to speed up the design of new formulations. Previous papers have described the basic concepts of the method. In this paper, the focus is placed on functional aspects of symbolic tools for the development of finite element formulations. Two practical examples are used to illustrate this point. The first is a space-time formulation for an incompressible flow driven by the Navier–Stokes equations, and the second is a finite element derivation of the total potential energy for linear elasticity.     

A posteriori error analysis of round-off errors in the numerical solution of ordinary differential equations

We prove sharp, computable error estimates for the propagation of errors in the numerical solution of ordinary differential equations. The new estimates extend previous estimates of the influence of data errors and discretization errors with a new term accounting for the propagation of numerical round-off errors, showing that the accumulated round-off error is inversely proportional to the square root of the step size. As a consequence, the numeric precision eventually sets the limit for the pointwise computability of accurate solutions of any ODE. The theoretical results are supported by numerically computed solutions and error estimates for the Lorenz system and the van der Pol oscillator.     

Adaptive FEM and a posteriori error control for stationary coupled bulk-surface PDEs

We consider a system of two coupled elliptic equations, one defined on a bulk domain and the other one on the boundary surface. The numerical error of the finite element solution can be controlled by a residual a posteriori error estimator which takes into account the approximation errors due to the discretisation in space as well as the polyhedral approximation of the surface. The estimators naturally lead to refinement indicators for an adaptive algorithm to control the overall error. Numerical experiments illustrate the performance of the a posteriori error estimator and the adaptive algorithm. (© 2016 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Computation of flow-induced motion of floating bodies

A computational procedure for the prediction of motion of rigid bodies floating in viscous fluids and subjected to currents and waves is presented. The procedure is based on a coupled iterative solution of equations of motion of a rigid body with up to six degrees of freedom and the Reynolds-averaged Navier–Stokes equations describing the two- or three-dimensional fluid flow. The fluid flow is predicted using a commercial CFD package which can use moving grids made of arbitrary polyhedral cells and allows sliding interfaces between fixed and moving grid blocks. The computation of body motion is coupled to the CFD code via user-coding interfaces. The method is used to compute the 2D motion of floating bodies subjected to large waves and the results are compared to available experimental data, showing favorable agreement.     

Guaranteed velocity error control for the pseudostress approximation of the Stokes equations

The pseudostress approximation of the Stokes equations rewrites the stationary Stokes equations with pure (but possibly inhomogeneous) Dirichlet boundary conditions as another (equivalent) mixed scheme based on a stress in H(div) and the velocity in L². Any standard mixed finite element function space can be utilized for this mixed formulation, e.g., the Raviart‐Thomas discretization which is related to the Crouzeix‐Raviart nonconforming finite element scheme in the lowest‐order case. The effective and guaranteed a posteriori error control for this nonconforming velocity‐oriented discretization can be generalized to the error control of some piecewise quadratic velocity approximation that is related to the discrete pseudostress. The analysis allows for local inf‐sup constants which can be chosen in a global partition to improve the estimation. Numerical examples provide strong evidence for an effective and guaranteed error control with very small overestimation factors even for domains with large anisotropy.© 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 1411–1432, 2016