On the relationship between finite volume and finite element methods applied to the Stokes equations

We investigate the relationship between finite volume and finite element approximations for the lower‐order elements, both conforming and nonconforming for the Stokes equations. These elements include conforming, linear velocity‐constant pressure on triangles, conforming bilinear velocity‐constant pressure on rectangles and their macro‐element versions, and nonconforming linear velocity‐constant pressure on triangles and nonconforming rotated bilinear velocity‐constant pressure on rectangles. By applying the relationship between the two methods, we obtain the convergence finite volume solutions for the Stokes equations. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17: 440–453, 2001.     

A multigrid compact finite difference method for solving the one‐dimensional nonlinear sine‐Gordon equation

The aim of this paper is to propose a multigrid method to obtain the numerical solution of the one‐dimensional nonlinear sine‐Gordon equation. The finite difference equations at all interior grid points form a large sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a compact finite difference scheme of fourth‐order for discretizing the spatial derivative and the standard second‐order central finite difference method for the time derivative. The proposed method uses the Richardson extrapolation method in time variable. The obtained system has been solved by V‐cycle multigrid (VMG) method, where the VMG method is used for solving the large sparse linear systems. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional sine‐Gordon equation. Copyright © 2014 John Wiley & Sons, Ltd.     

Non‐Gaussian invariant measures for the Majda model of decaying turbulent transport

The problem of turbulent transport of a scalar field by a random velocity field is considered. The scalar field amplitude exhibits rare but very large fluctuations whose typical signature are fatter than Gaussian tails for the probability distribution of the scalar. The existence of such large fluctuations is related to clustering phenomena of the Lagrangian paths within the flow. This suggests an approach to turn the large deviation problem for the scalar field into a small deviation, or small ball, problem for some appropriately defined process measuring the spreading with time of the Lagrangian paths. Here, such a methodology is applied to a model proposed by Majda consisting of a white‐in‐time linear shear flow and some generalizations of it where the velocity field has finite, or even infinite, correlation time. The non‐Gaussian invariant measure for the (reduced) scalar field is derived and, in particular, it is shown that the one‐point distribution of the scalar has stretched exponential tails, with a stretching exponent depending of the parameters in the model. Different universality classes for the scalar behavior are identified which, all other parameters being kept fixed, display a one‐to‐one correspondence with a exponent measuring time persistence effects in the velocity field. © 2001 John Wiley & Sons, Inc.     

Orthogonal spline collocation methods for the stream function‐vorticity formulation of the Navier–Stokes equations

An orthogonal spline collocation (OSC) spatial discretization is proposed for the solution of the fully coupled stream function‐vorticity formulation of the Navier–Stokes equations in two dimensions. For the time‐stepping, a three‐level leapfrog scheme is employed. This method is algebraically linear, and, at each time step, gives rise to a system of linear equations of the form arising in the OSC approximation of the biharmonic Dirichlet problem and can be solved by a fast direct method. Error estimates in the H^l–norm in space, l = 1,2, are derived for the semi‐discrete method and the fully‐discrete leapfrog scheme which is also shown to be second order accurate in time. Numerical results are presented which confirm the theoretical analysis and exhibit superconvergence phenomena, which provide superconvergent approximations to the components of the velocity. © John Wiley & Sons, Inc. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2008     

Mixed two‐grid finite difference methods for solving one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations

The aim of this paper is to propose mixed two‐grid finite difference methods to obtain the numerical solution of the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. The finite difference equations at all interior grid points form a large‐sparse linear system, which needs to be solved efficiently. The solution cost of this sparse linear system usually dominates the total cost of solving the discretized partial differential equation. The proposed method is based on applying a family of finite difference methods for discretizing the spatial and time derivatives. The obtained system has been solved by two‐grid method, where the two‐grid method is used for solving the large‐sparse linear systems. Also, in the proposed method, the spectral radius with local Fourier analysis is calculated for different values of h and Δt. The numerical examples show the efficiency of this algorithm for solving the one‐dimensional and two‐dimensional Fitzhugh–Nagumo equations. Copyright © 2016 John Wiley & Sons, Ltd.     

A linear,decoupled fractional time‐stepping method for the nonlinear fluid–fluid interaction

In this paper, a linear decoupled fractional time stepping method is proposed and developed for the nonlinear fluid–fluid interaction governed by the two Navier–Stokes equations. Partitioned time stepping method is applied to two‐physics problems with stiffness of the coupling terms being treated explicitly and is also unconditionally stable. As for each fluid, the velocity and pressure are respectively determined by just solving one vector‐valued quasi‐elliptic equation and the Possion equation with homogeneous Neumann boundary condition per time step. Therefore, the cost of the fluid–fluid interaction is dominant to solve four simple linear equations, which greatly reduces the computational cost of the whole system. The method exploits properties of the fluid–fluid system to establish its stability and convergence with the same results as the standard scheme. Finally, numerical experiments are presented to show the performance of the proposed method.     

Schwarz preconditioners for the spectral element discretization of the steady Stokes and Navier-Stokes equations

Summary. The - spectral element discretization of the Stokes equation gives rise to an ill-conditioned, indefinite, symmetric linear system for the velocity and pressure degrees of freedom. We propose a domain decomposition method which involves the solution of a low-order global, and several local problems, related to the vertices, edges, and interiors of the subdomains. The original system is reduced to a symmetric equation for the velocity, which can be solved with the conjugate gradient method. We prove that the condition number of the iteration operator is bounded from above by , where C is a positive constant independent of the degree N and the number of subdomains, and is the inf-sup condition of the pair -. We also consider the stationary Navier-Stokes equations; in each Newton step, a non-symmetric indefinite problem is solved using a Schwarz preconditioner. By using an especially designed low-order global space, and the solution of local problems analogous to those decribed above for the Stokes equation, we are able to present a complete theory for the method. We prove that the number of iterations of the GMRES method, at each Newton step, is bounded from above by . The constant C does not depend on the number of subdomains or N, and it does not deteriorate as the Newton iteration proceeds. Received March 2, 1998 / Revised version received October 12, 1999 / Published online March 20, 2001     

The second order projection method in time for the time-dependent natural convection problem

We consider the second-order projection schemes for the time-dependent natural convection problem. By the projection method, the natural convection problem is decoupled into two linear subproblems, and each subproblem is solved more easily than the original one. The error analysis is accomplished by interpreting the second-order time discretization of a perturbed system which approximates the time-dependent natural convection problem, and the rigorous error analysis of the projection schemes is presented. Our main results of the second order projection schemes for the time-dependent natural convection problem are that the convergence for the velocity and temperature are strongly second order in time while that for the pressure is strongly first order in time.     

Strang‐type preconditioners applied to ordinary and neutral differential‐algebraic equations

This paper deals with boundary‐value methods (BVMs) for ordinary and neutral differential‐algebraic equations. Different from what has been done in Lei and Jin (Lecture Notes in Computer Science, vol. 1988. Springer: Berlin, 2001; 505–512), here, we directly use BVMs to discretize the equations. The discretization will lead to a nonsymmetric large‐sparse linear system, which can be solved by the GMRES method. In order to accelerate the convergence rate of GMRES method, two Strang‐type block‐circulant preconditioners are suggested: one is for ordinary differential‐algebraic equations (ODAEs), and the other is for neutral differential‐algebraic equations (NDAEs). Under some suitable conditions, it is shown that the preconditioners are invertible, the spectra of the preconditioned systems are clustered, and the solution of iteration converges very rapidly. The numerical experiments further illustrate the effectiveness of the methods. Copyright © 2011 John Wiley & Sons, Ltd.     

One‐level and two‐level finite element methods for the Boussinesq problem

Previous works on the convergence of numerical methods for the Boussinesq problem were conducted, while the optimal L²‐norm error estimates for the velocity and temperature are still lacked. In this paper, the backward Euler scheme is used to discrete the time terms, standard Galerkin finite element method is adopted to approximate the variables. The MINI element is used to approximate the velocity and pressure, the temperature field is simulated by the linear polynomial. Under some restriction on the time step, we firstly present the optimal L² error estimates of approximate solutions. Secondly, two‐level method based on Stokes iteration for the Boussinesq problem is developed and the corresponding convergence results are presented. By this method, the original problem is decoupled into two small linear subproblems. Compared with the standard Galerkin method, the two‐level method not only keeps good accuracy but also saves a lot of computational cost. Finally, some numerical examples are provided to support the established theoretical analysis.     

The method of fundamental solutions for the Oseen steady‐state viscous flow past obstacles of known or unknown shapes

In this paper, the steady‐state Oseen viscous flow equations past a known or unknown obstacle are solved numerically using the method of fundamental solutions (MFS), which is free of meshes, singularities, and numerical integrations. The direct problem is linear and well‐posed, whereas the inverse problem is nonlinear and ill‐posed. For the direct problem, the MFS computations of the fluid flow characteristics (velocity, pressure, drag, and lift coefficients) are in very good agreement with the previously published results obtained using other methods for the Oseen flow past circular and elliptic cylinders, as well as past two circular cylinders. In the inverse obstacle problem the boundary data and the internal measurement of the fluid velocity are minimized using the MATLAB^© optimization toolbox lsqnonlin routine. Regularization was found necessary in the case the measured data are contaminated with noise. Numerical results show accurate and stable reconstructions of various star‐shaped obstacles of circular, bean, or peanut cross‐section.     

Efficient numerical methods for pricing American options under stochastic volatility

Five numerical methods for pricing American put options under Heston's stochastic volatility model are described and compared. The option prices are obtained as the solution of a two‐dimensional parabolic partial differential inequality. A finite difference discretization on nonuniform grids leading to linear complementarity problems with M‐matrices is proposed. The projected SOR, a projected multigrid method, an operator splitting method, a penalty method, and a componentwise splitting method are considered. The last one is a direct method while all other methods are iterative. The resulting systems of linear equations in the operator splitting method and in the penalty method are solved using a multigrid method. The projected multigrid method and the componentwise splitting method lead to a sequence of linear complementarity problems with one‐dimensional differential operators that are solved using the Brennan and Schwartz algorithm. The numerical experiments compare the accuracy and speed of the considered methods. The accuracies of all methods appear to be similar. Thus, the additional approximations made in the operator splitting method, in the penalty method, and in the componentwise splitting method do not increase the error essentially. The componentwise splitting method is the fastest one. All multigrid‐based methods have similar rapid grid independent convergence rates. They are about two or three times slower that the componentwise splitting method. On the coarsest grid the speed of the projected SOR is comparable with the multigrid methods while on finer grids it is several times slower. ©John Wiley & Sons, Inc. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A critical look at the kinematic‐wave theory for sedimentation–consolidation processes in closed vessels

The two‐phase flow of a flocculated suspension in a closed settling vessel with inclined walls is investigated within a consistent extension of the kinematic wave theory to sedimentation processes with compression. Wall boundary conditions are used to spatially derive one‐dimensional field equations for planar flows and flows which are symmetric with respect to the vertical axis. We analyse the special cases of a conical vessel and a roof‐shaped vessel. The case of a small initial time and a large time for the final consolidation state leads to explicit expressions for the flow fields, which constitute an important test of the theory. The resulting initial‐boundary value problems are well posed and can be solved numerically by a simple adaptation of one of the newly developed numerical schemes for strongly degenerate convection‐diffusion problems. However, from a physical point of view, both the analytical and numerical results reveal a deficiency of the general field equations. In particular, the strongly reduced form of the linear momentum balance turns out to be an oversimplification. Included in our discussion as a special case are the Kynch theory and the well‐known analyses of sedimentation in vessels with inclined walls within the framework of kinematic waves, which exhibit the same shortcomings. In order to formulate consistent boundary conditions for both phases in a closed vessel and in order to predict boundary layers in the presence of inclined walls, viscosity terms should be taken into account. Copyright © 2001 John Wiley & Sons, Ltd.     

A finite-element coarse-grid projection method for incompressible flow simulations

Coarse grid projection (CGP) methodology is a novel multigrid method for systems involving decoupled nonlinear evolution equations and linear elliptic Poisson equations. The nonlinear equations are solved on a fine grid and the linear equations are solved on a corresponding coarsened grid. Mapping operators execute data transfer between the grids. The CGP framework is constructed upon spatial and temporal discretization schemes. This framework has been established for finite volume/difference discretizations as well as explicit time integration methods. In this article we present for the first time a version of CGP for finite element discretizations, which uses a semi-implicit time integration scheme. The mapping functions correspond to the finite-element shape functions. With the novel data structure introduced, the mapping computational cost becomes insignificant. We apply CGP to pressure-correction schemes used for the incompressible Navier-Stokes flow computations. This version is validated on standard test cases with realistic boundary conditions using unstructured triangular meshes. We also pioneer investigations of the effects of CGP on the accuracy of the pressure field. It is found that although CGP reduces the pressure field accuracy, it preserves the accuracy of the pressure gradient and thus the velocity field, while achieving speedup factors ranging from approximately 2 to 30. The minimum speedup occurs for velocity Dirichlet boundary conditions, while the maximum speedup occurs for open boundary conditions.     

Numerical simulation of generalized newtonian blood flow past a couple of irregular arterial stenoses

This paper looked at the numerical investigations of the generalized Newtonian blood flow through a couple of irregular arterial stenoses. The flow is treated to be axisymmetric, with an outline of the stenoses obtained from a three dimensional casting of a mild stenosed artery, so that the flow effectively becomes two‐dimensional. The Marker and Cell (MAC) method is developed for the governing unsteady generalized Newtonian equations in staggered grid for viscous incompressible flow in the cylindrical polar co‐ordinates system. The derived pressure‐Poisson equation was solved using Successive‐Over‐Relaxation (S.O.R.) method and the pressure‐velocity correction formulae have been derived. Computations are performed for the pressure drop, the wall shear stress distribution and the separation region. The presented computations show that in comparison to the corresponding Newtonian model the generalized Newtonian fluid experiences higher pressure drop, lower peak wall shear stress and smaller separation region. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 960–981, 2011     

Mesh‐independent convergence of the modified inexact Newton method for a second order non‐linear problem

In this paper, we consider an inexact Newton method applied to a second order non‐linear problem with higher order non‐linearities. We provide conditions under which the method has a mesh‐independent rate of convergence. To do this, we are required, first, to set up the problem on a scale of Hilbert spaces and second, to devise a special iterative technique which converges in a higher than first order Sobolev norm. We show that the linear (Jacobian) system solved in Newton's method can be replaced with one iterative step provided that the initial non‐linear iterate is accurate enough. The closeness criteria can be taken independent of the mesh size. Finally, the results of numerical experiments are given to support the theory. Published in 2005 by John Wiley & Sons, Ltd.     

A new symmetry approach to solve space–time‐dependent KdV systems

In this paper, a new method to solve space–time‐dependent non‐linear equations is proposed. After considering the variable coefficient of a non‐linear equation as a new dependent variable, some special types of space–time‐dependent equations can be solved from corresponding space–time‐independent equations by using the general classical Lie approach. The rich soliton solutions of space–time‐dependent KdV equation and mKdV equation are given with the help of the approach. Copyright © 2004 John Wiley & Sons, Ltd.     

A parallel balance scheme for banded linear systems

A parallel algorithm is proposed for the solution of narrow banded non‐symmetric linear systems. The linear system is partitioned into blocks of rows with a small number of unknowns common to multiple blocks. Our technique yields a reduced system defined only on these common unknowns which can then be solved by a direct or iterative method. A projection based extension to this approach is also proposed for computing the reduced system implicitly, which gives rise to an inner–outer iteration method. In addition, the product of a vector with the reduced system matrix can be computed efficiently on a multiprocessor by concurrent projections onto subspaces of block rows. Scalable implementations of the algorithm can be devized for hierarchical parallel architectures by exploiting the two‐level parallelism inherent in the method. Our experiments indicate that the proposed algorithm is a robust and competitive alternative to existing methods, particularly for difficult problems with strong indefinite symmetric part. Copyright © 2001 John Wiley & Sons, Ltd.     

Block‐centered upwind multistep difference method and convergence analysis for numerical simulation of oil reservoir

The three‐dimensional displacement of two‐phase flow in porous media is a preliminary problem of numerical simulation of energy science and mathematics. The mathematical model is formulated by a nonlinear system of partial differential equations to describe incompressible miscible case. The pressure is defined by an elliptic equation, and the concentration is defined by a convection‐dominated diffusion equation. The pressure generates Darcy velocity and controls the dynamic change of concentration. We adopt a conservative block‐centered scheme to approximate the pressure and Darcy velocity, and the accuracy of Darcy velocity is improved one order. We use a block‐centered upwind multistep method to solve the concentration, where the time derivative is approximated by multistep method, and the diffusion term and convection term are treated by a block‐centered scheme and an upwind scheme, respectively. The composite algorithm is effective to solve such a convection‐dominated problem, since numerical oscillation and dispersion are avoided and computational accuracy is improved. Block‐centered method is conservative, and the concentration and the adjoint function are computed simultaneously. This physical nature is important in numerical simulation of seepage fluid. Using the convergence theory and techniques of priori estimates, we derive optimal estimate error. Numerical experiments and data show the support and consistency of theoretical result. The argument in the present paper shows a powerful tool to solve the well‐known model problem.     

Coupling of compressible and incompressible flow regions using the multiple pressure variables approach

In many cases, multiphase flows are simulated on the basis of the incompressible Navier–Stokes equations. This assumption is valid as long as the density changes in the gas phase can be neglected. Yet, for certain technical applications such as fuel injection, this is no longer the case, and at least the gaseous phase has to be treated as a compressible fluid. In this paper, we consider the coupling of a compressible flow region to an incompressible one based on a splitting of the pressure into a thermodynamic and a hydrodynamic part. The compressible Euler equations are then connected to the Mach number zero limit equations in the other region. These limit equations can be solved analytically in one space dimension that allows to couple them to the solution of a half‐Riemann problem on the compressible side with the help of velocity and pressure jump conditions across the interface. At the interface location, the flux terms for the compressible flow solver are provided by the coupling algorithms. The coupling is demonstrated in a one‐dimensional framework by use of a discontinuous Galerkin scheme for compressible two‐phase flow with a sharp interface tracking via a ghost‐fluid type method. The coupling schemes are applied to two generic test cases. The computational results are compared with those obtained with the fully compressible two‐phase flow solver, where the Mach number zero limit is approached by a weakly compressible fluid. For all cases, we obtain a very good agreement between the coupling approaches and the fully compressible solver. Copyright © 2014 John Wiley & Sons, Ltd.