A finite volume element formulation and error analysis for the non-stationary conduction–convection problem

The non-stationary conduction–convection problem including the velocity vector field and the pressure field as well as the temperature field is studied with a finite volume element (FVE) method. A fully discrete FVE formulation and the error estimates between the fully discrete FVE solutions and the accuracy solution are provided. It is shown by numerical examples that the results of numerical computation are consistent with theoretical conclusions. Moreover, it is shown that the FVE method is feasible and efficient for finding the numerical solutions of the non-stationary conduction–convection problem and is one of the most effective numerical methods by comparing the results of the numerical simulations of the FVE formulation with those of the numerical simulations of the finite element method and the finite difference scheme for the non-stationary conduction–convection problem.     

Convergence and nonlinear stability of the Lagrange-Galerkin method for the Navier-Stokes equations

Summary The Lagrange-Galerkin method is a numerical technique for solving convection — dominated diffusion problems, based on combining a special discretisation of the Lagrangian material derivative along particle trajectories with a Galerkin finite element method. We present optimal error estimates for the Lagrange-Galerkin mixed finite element approximation of the Navier-Stokes equations in a velocity/pressure formulation. The method is shown to be nonlinearly stable.     

对流扩散方程一类改进的特征线修正有限元方法

１引言在地下水污染,地下渗流驱动,核污染,半导体等问题的数值模拟中,均涉及抛物型对流扩散方程（或方程组）的数值求解问题．这些对流扩散型偏微分方程（或方程组）具有共同的特点：对流的影响远大于扩散的影响,即对流占优性,对流占优性给问题的数值求解带来许多困难,因此对流占优问题的有效数值解法一直是计算数学中重要的研究内容．用通常的差分法或有限元法进行数值求解将出现数值振荡．为了克服数值振荡,提出各种迎风方法和修正的特征方法并在这些问题上得到成功的实际应用、８０年代,Ｄｏｕｇｌａｓ和Ｒｕｓｓｅｌｌ［２］等…     

Compact mixed methods for convection/diffusion type problems

This paper presents a class of fourth-order compact finite difference technique for solving two-dimensional convection diffusion equation. The equation is recasted as a first-order mixed system, introducing a conservation and flux equations. Since flux appears explicitly in the mixed formulation, we search a fourth-order compact approximation of the primary solution field and flux. Based on Taylor series expansion, the proposed compact mixed formulation generalizes the work of Carey and Spotz [G.F. Carey, W.F. Spotz, Higher-order compact mixed methods, Commun. Numer. Meth. Eng. 13 (1997)]. We show that their fourth-order formulation corresponds to a particular case of our presented scheme, and we extend their work to variable diffusion and convection coefficients. Some numerical experiments are performed to demonstrate the fourth-order effective convergence rate.     

非定常对流扩散问题的非协调局部投影有限元方法

本文将近年来基于协调有限元逼近提出的涡旋粘性法推广应用到非协调有限元逼近,对非定常的对流占优扩散问题,空间采用非协调Crouzeix-Raviart元逼近,时间用Crank-Nicolson差分离散格式,提出了Crank-Nicolson差分-局部投影法稳定化有限元格式,我们对稳定性和误差估计给出了详细的分析,得出了最...     

AN EXPANDED CHARACTERISTIC-MIXED FINITE ELEMENT METHOD FOR A CONVECTION-DOMINATED TRANSPORT PROBLEM

In this paper, we propose an Expanded Characteristic-mixed Finite Element Method for approximating the solution to a convection dominated transport problem. The method is a combination of characteristic approximation to handle the convection part in time and an expanded mixed finite element spatial approximation to deal with the diffusion part. The scheme is stable since fluid is transported along the approximate characteristics on the discrete level. At the same time it expands the standard mixed finite element method in the sense that three variables are explicitly treated： the scalar unknown, its gradient, and its flux. Our analysis shows the method approximates the scalar unknown, its gradient, and its flux optimally and simultaneously. We also show this scheme has much smaller time-truncation errors than those of standard methods. A numerical example is presented to show that the scheme is of high performance.     

Numerical methods for a fixed domain formulation of the glacier profile problem with alternative boundary conditions

In this paper we develop a set of numerical techniques for the simulation of the profile evolution of a valley glacier in the framework of isothermal shallow ice approximation models. The different mathematical formulations are given in terms of a highly nonlinear parabolic equation. A first nonlinearity comes from the free boundary problem associated with the unknown basal extension of the glacier region. This feature is treated using a fixed domain complementarity formulation which is solved numerically by a duality method. The nonlinear diffusive term is explicitly treated in the time marching scheme. A convection dominated problem arises, so a characteristic scheme is proposed for the time discretization, while piecewise linear finite elements are used for the spatial discretization. The presence of infinite slopes in polar regimes motivates an alternative formulation based on a prescribed flux boundary condition at the head of the glacier instead a homogeneous Dirichlet one. Finally, several numerical examples illustrate the performance of the proposed methods.     

自然对流换热问题基于混合元法的差分格式及其数值模拟

研究自然对流换热问题,通过对于空间变量采用有限元离散而对于时间变量用差分离散,导出一种基于混合有限元法的最低阶的差分格式,这种格式可以同时求出流体的速度、温度和压力的数值解,并给出了模拟方腔流的自然换热的数值例子。     

Explicit-implicit schemes for convection-diffusion-reaction problems

Boundary value problems for time-dependent convection-diffusion-reaction equations are basic models of problems in continuum mechanics. To study these problems, various numerical methods are used. With a finite difference, finite element, or finite volume approximation in space, we arrive at a Cauchy problem for systems of ordinary differential equations whose operator is asymmetric and indefinite. Explicit-implicit approximations in time are conventionally used to construct splitting schemes in terms of physical processes with separation of convection, diffusion, and reaction processes. In this paper, unconditionally stable schemes for unsteady convection-diffusion-reaction equations are constructed with explicit-implicit approximations used in splitting the operator reaction. The schemes are illustrated by a model 2D problem in a rectangle.     

IIM-based ADI finite difference scheme for nonlinear convection–diffusion equations with interfaces

Based on Li’s immersed interface method (IIM), an ADI-type finite difference scheme is proposed for solving two-dimensional nonlinear convection–diffusion interface problems on a fixed cartesian grid, which is unconditionally stable and converges with two-order accuracy in both time and space in maximum norm. Correction terms are added to the right-hand side of standard ADI scheme at irregular points. The nonlinear convection terms are treated by Adams–Bashforth method, without affecting the stability of difference schemes. A new method for computing the correction terms is developed, in which the Adams–Bashforth method is employed. Thus we can get an explicit approximation for the computation of corrections, when the jump condition is solution-dependent. Three numerical experiments are displayed and analyzed. The numerical results show good agreement with the exact solutions and confirm the convergence order.     

Method of reducing false-diffusion errors in convection—diffusion problems

False-diffusion errors in numerical solutions of convection-diffusion problems, in two- and three-dimensions, arise from the numerical approximations of the convection term in the conservation equations. For finite difference-based methods, one way to overcome these errors is to use an upwind approximation which essentially follows the streamlines. This approach, originally derived by Raithby is formally called the skew-upwind differencing scheme. Although this scheme shows promise and has proved to be more accurate than most others on a limited number of test problems, it does have some shortcomings. The method outlined in this paper retains the general objectives of the Raithby approach, but uses an entirely different formulation that eliminates the shortcomings of the original scheme. The paper describes the formulation of the proposed method, and demonstrates its performance on a standard test problem. A comparison with other schemes is also given. The results indicate that the new scheme has potential for minimizing false-diffusion in finite-difference based approaches for convection-diffusion problems.     

High accuracy cubic spline finite difference approximation for the solution of one-space dimensional non-linear wave equations

In this paper, we propose a new three-level implicit nine point compact cubic spline finite difference formulation of order two in time and four in space directions, based on cubic spline approximation in x-direction and finite difference approximation in t-direction for the numerical solution of one-space dimensional second order non-linear hyperbolic partial differential equations. We describe the mathematical formulation procedure in details and also discuss how our formulation is able to handle wave equation in polar coordinates. The proposed method when applied to a linear hyperbolic equation is also shown to be unconditionally stable. Numerical results are provided to justify the usefulness of the proposed method.     

A posteriori error estimation and adaptive computation of conduction convection problems

In this paper, an adaptive finite element method is developed for stationary conduction convection problems. Using a mixed finite element formulation, residual type a posteriori error estimates are derived by means of the general framework of R. Verfürth. The effectiveness of the adaptive method is further demonstrated through two numerical examples. The first example is problem with known solution and the second example is a physical model of square cavity stationary flow.     

Numerical simulations of water–gas flow in heterogeneous porous media with discontinuous capillary pressures by the concept of global pressure

We present an approach and numerical results for a new formulation modeling immiscible compressible two-phase flow in heterogeneous porous media with discontinuous capillary pressures. The main feature of this model is the introduction of a new global pressure, and it is fully equivalent to the original equations. The resulting equations are written in a fractional flow formulation and lead to a coupled degenerate system which consists of a nonlinear parabolic (the global pressure) equation and a nonlinear diffusion–convection one (the saturation equation) with nonlinear transmission conditions at the interfaces that separate different media. The resulting system is discretized using a vertex-centred finite volume method combined with pressure and flux interface conditions for the treatment of heterogeneities. An implicit Euler approach is used for time discretization. A Godunov-type method is used to treat the convection terms, and the diffusion terms are discretized by piecewise linear conforming finite elements. We present numerical simulations for three one-dimensional benchmark tests to demonstrate the ability of the method to approximate solutions of water–gas equations efficiently and accurately in nuclear underground waste disposal situations.     

A finite volume approach for contingent claims valuation

This paper presents a finite volume approach for solving two-dimensionalcontingent claims valuation problems. The contingent claimsPDEs are in non-divergence form. The finite volume method ismore flexible than finite difference schemes which are oftendescribed in the finance literature and frequently used in practice.Moreover, the finite volume method naturally handles cases wherethe underlying partial differential equation becomes convectiondominated or degenerate. A compact method is developed whichuses a high-order flux limiter for the convection terms. Thispaper will demonstrate how a variety of two-dimensional valuationproblems can all be solved using the same approach. The generalityof the approach is in part due to the fact that changes causedby different model specifications are localized. Constraintson the solution are treated in a uniform manner using a penaltymethod. A variety of illustrative example computations are presented.     

土壤水流与溶质耦合运移问题的混合元-迎风广义差分法研究

本文研究了一维非饱和土壤水流与溶质耦合运移问题的数学模型, 建立了求其数值解的守恒混合元-迎风广义差分格式. 对非线性土壤水分入渗方程, 采用守恒混合元法进行离散模拟, 同时得到了土壤含水量和水分通量; 而对对流-扩散形式的溶质运移方程, 利用迎风的广义差分法离散求解. 且分析了解的存在唯一性, 并讨论了误差估计. 最后给出数值算例, 模拟结果表明利用本文格式来求解非饱和土壤水流与溶质耦合运移问题是可靠的, 且该格式具有稳定性和可实用性.     

Preconditioning techniques for the iterative solution of scattering problems

We consider a time-harmonic electromagnetic scattering problem for an inhomogeneous medium. Some symmetry hypotheses on the refractive index of the medium and on the electromagnetic fields allow to reduce this problem to a two-dimensional scattering problem. This boundary value problem is defined on an unbounded domain, so its numerical solution cannot be obtained by a straightforward application of usual methods, such as for example finite difference methods, and finite element methods. A possible way to overcome this difficulty is given by an equivalent integral formulation of this problem, where the scattered field can be computed from the solution of a Fredholm integral equation of second kind. The numerical approximation of this problem usually produces large dense linear systems. We consider usual iterative methods for the solution of such linear systems, and we study some preconditioning techniques to improve the efficiency of these methods. We show some numerical results obtained with two well known Krylov subspace methods, i.e., Bi-CGSTAB and GMRES.     

A discrete maximum principle for the weak Galerkin finite element method on nonuniform rectangular partitions

This article establishes a discrete maximum principle (DMP) for the approximate solution of convection–diffusion–reaction problems obtained from the weak Galerkin (WG) finite element method on nonuniform rectangular partitions. The DMP analysis is based on a simplified formulation of the WG involving only the approximating functions defined on the boundary of each element. The simplified weak Galerkin (SWG) method has a reduced computational complexity over the usual WG, and indeed provides a discretization scheme different from the WG when the reaction terms are present. An application of the SWG on uniform rectangular partitions yields some 5- and 7-point finite difference schemes for the second order elliptic equation. Numerical experiments are presented to verify the DMP and the accuracy of the scheme, particularly the finite difference scheme.     

Finite Element Analysis of Free Material Optimization Problem

Free material optimization solves an important problem of structural engineering, i.e. to find the stiffest structure for given loads and boundary conditions. Its mathematical formulation leads to a saddle-point problem. It can be solved numerically by the finite element method. The convergence of the finite element method can be proved if the spaces involved satisfy suitable approximation assumptions. An example of a finite-element discretization is included.     

A method of continuous time approximation of delayed dynamical systems

This paper presents a new method to analyze response of linear and nonlinear dynamical systems with time delay. The method proposes a continuous time approximation of the delayed portion of the response. This leads to a high and finite dimensional state space formulation of the time-delayed system. The advantage of the current method lies in that the resulting finite dimensional state equations are in the standard state space form, making all the existing analysis methods and control design tools for linear and nonlinear dynamical systems amenable to the current approach. The method can also handle multiple independent time delays in a natural way. One- and two-dimensional dynamical systems with time delay are used to demonstrate the effectiveness of the method.