Statistical mechanics of Arakawa’s discretizations

The results of statistical analysis of simulation data obtained from long time integrations of geophysical fluid models greatly depend on the conservation properties of the numerical discretization used. This is illustrated for quasi-geostrophic flow with topographic forcing, for which a well established statistical mechanics exists. Statistical mechanical theories are constructed for the discrete dynamical systems arising from three discretizations due to Arakawa [Arakawa, Computational design for long-term numerical integration of the equations of fluid motion: two-dimensional incompressible flow. Part I. J. Comput. Phys. 1 (1966) 119–143] which conserve energy, enstrophy or both. Numerical experiments with conservative and projected time integrators show that the statistical theories accurately explain the differences observed in statistics derived from the discretizations.     

Geometric, variational discretization of continuum theories

This study derives geometric, variational discretization of continuum theories arising in fluid dynamics, magnetohydrodynamics (MHD), and the dynamics of complex fluids. A central role in these discretizations is played by the geometric formulation of fluid dynamics, which views solutions to the governing equations for perfect fluid flow as geodesics on the group of volume-preserving diffeomorphisms of the fluid domain. Inspired by this framework, we construct a finite-dimensional approximation to the diffeomorphism group and its Lie algebra, thereby permitting a variational temporal discretization of geodesics on the spatially discretized diffeomorphism group. The extension to MHD and complex fluid flow is then made through an appeal to the theory of Euler-Poincaré systems with advection, which provides a generalization of the variational formulation of ideal fluid flow to fluids with one or more advected parameters. Upon deriving a family of structured integrators for these systems, we test their performance via a numerical implementation of the update schemes on a cartesian grid. Among the hallmarks of these new numerical methods are exact preservation of momenta arising from symmetries, automatic satisfaction of solenoidal constraints on vector fields, good long-term energy behavior, robustness with respect to the spatial and temporal resolution of the discretization, and applicability to irregular meshes.     

Sub-iteration leads to accuracy and stability enhancements of semi-implicit schemes for the Navier–Stokes equations

We present an iterative semi-implicit scheme for the incompressible Navier–Stokes equations, which is stable at CFL numbers well above the nominal limit. We have implemented this scheme in conjunction with spectral discretizations, which suffer from serious time step limitations at very high resolution. However, the approach we present is general and can be adopted with finite element and finite difference discretizations as well. Specifically, at each time level, the nonlinear convective term and the pressure boundary condition – both of which are treated explicitly in time – are updated using fixed-point iteration and Aitken relaxation. Eigenvalue analysis shows that this scheme is unconditionally stable for Stokes flows while numerical results suggest that the same is true for steady Navier–Stokes flows as well. This finding is also supported by error analysis that leads to the proper value of the relaxation parameter as a function of the flow parameters. In unsteady flows, second- and third-order temporal accuracy is obtained for the velocity field at CFL number 5–14 using analytical solutions. Systematic accuracy, stability, and cost comparisons are presented against the standard semi-implicit method and a recently proposed fully-implicit scheme that does not require Newton’s iterations. In addition to its enhanced accuracy and stability, the proposed method requires the solution of symmetric only linear systems for which very effective preconditioners exist unlike the fully-implicit schemes.     

LWDG Method for a Multi-Class Traffic Flow Model on an Inhomogeneous Highway

In this paper, we apply the discontinuous Galerkin method with Lax-Wendroff type time discretizations (LWDG) using the weighted essentially non-oscillatory (WENO) limiter to solve a multi-class traffic flow model for an inhomogeneous highway, which is a kind of hyperbolic conservation law with spatially varying fluxes. The numerical scheme is based on a modified equivalent system which is written as a "standard" hyperbolic conservation form. Numerical experiments for both the Riemann problem and the traffic signal control problem are presented to show the effectiveness of these methods.     

A high-order low-Mach number AMR construction for chemically reacting flows

A high-order projection scheme was developed for the study of chemically reacting flows in the low-Mach number limit. The numerical approach for the momentum transport uses a combination of cell-centered/cell-averaged discretizations to achieve a fourth order formulation for the pressure projection algorithm. This scheme is coupled with a second order in time operator-split stiff approach for the species and energy equations. The code employs a fourth order, block-structured, adaptive mesh refinement approach to address the challenges posed by the large spectrum of spatial scales encountered in reacting flow computations. Results for advection–diffusion-reaction configurations are used to illustrate the performance of the numerical construction.     

Conservative, unconditionally stable discretization methods for Hamiltonian equations, applied to wave motion in lattice equations modeling protein molecules

A new approach is described for generating exactly energy-momentum conserving time discretizations for a wide class of Hamiltonian systems of DEs with quadratic momenta, including mechanical systems with central forces; it is well-suited in particular to the large systems that arise in both spatial discretizations of nonlinear wave equations and lattice equations such as the Davydov System modeling energetic pulse propagation in protein molecules. The method is unconditionally stable, making it well-suited to equations of broadly “Discrete NLS form”, including many arising in nonlinear optics.Key features of the resulting discretizations are exact conservation of both the Hamiltonian and quadratic conserved quantities related to continuous linear symmetries, preservation of time reversal symmetry, unconditional stability, and respecting the linearity of certain terms. The last feature allows a simple, efficient iterative solution of the resulting nonlinear algebraic systems that retain unconditional stability, avoiding the need for full Newton-type solvers. One distinction from earlier work on conservative discretizations is a new and more straightforward nearly canonical procedure for constructing the discretizations, based on a “discrete gradient calculus with product rule” that mimics the essential properties of partial derivatives.This numerical method is then used to study the Davydov system, revealing that previously conjectured continuum limit approximations by NLS do not hold, but that sech-like pulses related to NLS solitons can nevertheless sometimes arise.     

Conformal boundary state for the rectangular geometry

We discuss conformal field theories (CFTs) in rectangular geometries, and develop a formalism that involves a conformal boundary state for the 1+1d$1+1\mathrm{d}$ open system. We focus on the case of homogeneous boundary conditions (no insertion of a boundary condition changing operator), for which we derive an explicit expression of the associated boundary state, valid for any arbitrary CFT. We check the validity of our solution, comparing it with known results for partition functions, numerical simulations of lattice discretizations, and coherent state expressions for free theories.     

Statistical relevance of vorticity conservation in the Hamiltonian particle-mesh method

We conduct long-time simulations with a Hamiltonian particle-mesh method for ideal fluid flow, to determine the statistical mean vorticity field of the discretization. Lagrangian and Eulerian statistical models are proposed for the discrete dynamics, and these are compared against numerical experiments. The observed results are in excellent agreement with the theoretical models, as well as with the continuum statistical mechanical theory for ideal fluid flow developed by Ellis et al. (2002) [10]. In particular the results verify that the apparently trivial conservation of potential vorticity along particle paths within the HPM method significantly influences the mean state. As a side note, the numerical experiments show that a nonzero fourth moment of potential vorticity can influence the statistical mean.     

Variational methods, multisymplectic geometry and continuum mechanics

This paper presents a variational and multisymplectic formulation of both compressible and incompressible models of continuum mechanics on general Riemannian manifolds. A general formalism is developed for non-relativistic first-order multisymplectic field theories with constraints, such as the incompressibility constraint. The results obtained in this paper set the stage for multisymplectic reduction and for the further development of Veselov-type multisymplectic discretizations and numerical algorithms. The latter will be the subject of a companion paper.     

Conservative form of interpolated differential operator scheme for compressible and incompressible fluid dynamics

The proposed scheme, which is a conservative form of the interpolated differential operator scheme (IDO-CF), can provide high accurate solutions for both compressible and incompressible fluid equations. Spatial discretizations with fourth-order accuracy are derived from interpolation functions locally constructed by both cell-integrated values and point values. These values are coupled and time-integrated by solving fluid equations in the flux forms for the cell-integrated values and in the derivative forms for the point values. The IDO-CF scheme exactly conserves mass, momentum, and energy, retaining the high resolution more than the non-conservative form of the IDO scheme. A direct numerical simulation of turbulence is carried out with comparable accuracy to that of spectral methods. Benchmark tests of Riemann problems and lid-driven cavity flows show that the IDO-CF scheme is immensely promising in compressible and incompressible fluid dynamics studies.     

Lagrangian dynamics and statistical geometric structure of turbulence

The local statistical and geometric structure of three-dimensional turbulent flow can be described by the properties of the velocity gradient tensor. A stochastic model is developed for the Lagrangian time evolution of this tensor, in which the exact nonlinear self-stretching term accounts for the development of well-known non-Gaussian statistics and geometric alignment trends. The nonlocal pressure and viscous effects are accounted for by a closure that models the material deformation history of fluid elements. The resulting stochastic system reproduces many statistical and geometric trends observed in numerical and experimental 3D turbulent flows, including anomalous relative scaling.     

Solution of linearized rotating shallow water equations by compact schemes with different grid-staggering strategies

High accuracy solution of PDEs requires proper error analysis. Previous analysis for a non-dispersive system [T.K. Sengupta, A. Dipankar, P. Sagaut, Error dynamics: beyond von Neumann analysis, J. Comput. Phys. 226 (2007) 1211–1218] identified sources of error correctly. Here, the aim is to extend the spectral analysis for the model linearized rotating shallow water equations (LRSWE), as an example of dispersive system. We perform the analysis when high accuracy compact schemes are used to solve the LRSWE relevant to geophysical fluid dynamics, using different grid arrangements proposed in Mesinger and Arakawa [F. Mesinger, A. Arakawa, Numerical Methods Used in Atmospheric Models, GARP Publ. Ser. No. 17, vol. 1, WMO, Geneva, 1976, pp. 43–64] and Randall [D.A. Randall, Geostrophic adjustment and the finite-difference shallow-water equations, Mon. Wea. Rev. 122 (1994) 1371–1377]. Compact schemes are used for fluid dynamical problem, as these afford near-spectral accuracy in solving non-periodic problems. However, higher accuracy methods also suffer from errors, those are often filtered by low order methods. For example, dispersion error is present in all numerical methods and extreme form of it leads to q-waves, which appear at higher wavenumbers for compact schemes as compared to lower order method. We also evaluate a compact scheme specifically designed for use with staggered grids. Here, two and four time-level temporal discretization methods have been compared for solving LRSWE by considering classical fourth-order, four-stage Runge–Kutta (RK₄), two time-level forward–backward (FB) and four time-level generalized FB temporal integration schemes.     

A mass-conservative switching algorithm for modeling fluid flow in variably saturated porous media

Numerical solutions of flow equation in fluid content-based form or in fluid pressure head-based form are often tradeoffs between speed, accuracy, and convenience. The fluid-content based form can be solved quite rapidly with low CPU time and perfect mass balance. However, it cannot be used in saturated regions (as diffusivity function becomes infinite) and strictly becomes invalid in composite, layered, and real heterogeneous porous materials, due to singularity and discontinuity in fluid content profile. This formulation also gives misleading impression that gradient in fluid content causes the flow of fluid in porous materials, where in reality gravity and fluid pressure potential gradient produce the motion. The pressure head-based form, on the other hand, is more flexible but due to its highly nonlinear nature is much more time-consuming and produces poor global mass balance for dry initial conditions. Very fine spatial and temporal discretizations are needed to maintain mass balance property for these scenarios. The mixed form of the flow equation partially solves these issues as it maintains acceptable mass balance and is applicable to layered, heterogeneous, and composite fractured foundations. However, it is only applicable in unsaturated zones. In this study, a switching algorithm was proposed and implemented in which the mass conservative mixed form and the pressure head-based form were, respectively, used in the unsaturated and saturated zones of an initial-boundary value flow problem involving a variably saturated porous medium. The algorithm showed excellent agreement with a reference solution, obtained on a very fine spatiotemporal mesh. The simulator was then calibrated with several real-world large-scale experimental datasets. In all cases, the proposed algorithm exhibited close agreements with the experimental time–space series. The algorithm poses excellent mass balance property and can easily be used in both saturated and unsaturated regions without special treatment of fluid content discontinuities in heterogeneous and layered porous media. The proposed algorithm can also be extended to simulate multiphase and multidimensional flow problems.     

A high-order cell-centered Lagrangian scheme for compressible fluid flows in two-dimensional cylindrical geometry

The goal of this paper is to present high-order cell-centered schemes for solving the equations of Lagrangian gas dynamics written in cylindrical geometry. A node-based discretization of the numerical fluxes is obtained through the computation of the time rate of change of the cell volume. It allows to derive finite volume numerical schemes that are compatible with the geometric conservation law (GCL). Two discretizations of the momentum equations are proposed depending on the form of the discrete gradient operator. The first one corresponds to the control volume scheme while the second one corresponds to the so-called area-weighted scheme. Both formulations share the same discretization for the total energy equation. In both schemes, fluxes are computed using the same nodal solver which can be viewed as a two-dimensional extension of an approximate Riemann solver. The control volume scheme is conservative for momentum, total energy and satisfies a local entropy inequality in its first-order semi-discrete form. However, it does not preserve spherical symmetry. On the other hand, the area-weighted scheme is conservative for total energy and preserves spherical symmetry for one-dimensional spherical flow on equi-angular polar grid. The two-dimensional high-order extensions of these two schemes are constructed employing the generalized Riemann problem (GRP) in the acoustic approximation. Many numerical tests are presented in order to assess these new schemes. The results obtained for various representative configurations of one and two-dimensional compressible fluid flows show the robustness and the accuracy of our new schemes.     

Explicit Runge–Kutta residual distribution schemes for time dependent problems: Second order case

In this paper, we construct spatially consistent explicit second order discretizations for time dependent hyperbolic problems, starting from a given residual distribution (RD) discrete approximation of the steady operator. We review the existing knowledge on consistent RD mass matrices and highlight the relations between different definitions. We then introduce our explicit approach which is based on three main ingredients: first recast the RD discretization as a stabilized Galerkin scheme, then use a shifted time discretization in the stabilization operator, and lastly apply high order mass lumping on the Galerkin component of the discretization. The discussion is particularly relevant for schemes of the residual distribution type 18 and 3 which we will use for all our numerical experiments. However, similar ideas can be used in the context of residual-based finite volume discretizations such as the ones proposed in 14 and 12. The schemes are tested on a wide variety of classical problems confirming the theoretical expectations.     

Higher-order adaptive finite-element methods for orbital-free density functional theory

In the present work, we study various numerical aspects of higher-order finite-element discretizations of the non-linear saddle-point formulation of orbital-free density-functional theory. We first investigate the robustness of viable solution schemes by analyzing the solvability conditions of the discrete problem. We find that a staggered solution procedure where the potential fields are computed consistently for every trial electron-density is a robust solution procedure for higher-order finite-element discretizations. We next study the convergence properties of higher-order finite-element discretizations of orbital-free density functional theory by considering benchmark problems that include calculations involving both pseudopotential as well as Coulomb singular potential fields. Our numerical studies suggest close to optimal rates of convergence on all benchmark problems for various orders of finite-element approximations considered in the present study. We finally investigate the computational efficiency afforded by various higher-order finite-element discretizations, which constitutes the main aspect of the present work, by measuring the CPU time for the solution of discrete equations on benchmark problems that include large Aluminum clusters. In these studies, we use mesh coarse-graining rates that are derived from error estimates and an a priori knowledge of the asymptotic solution of the far-field electronic fields. Our studies reveal a significant 100–1000 fold computational savings afforded by the use of higher-order finite-element discretization, alongside providing the desired chemical accuracy. We consider this study as a step towards developing a robust and computationally efficient discretization of electronic structure calculations using the finite-element basis.     

Explicit multi-symplectic extended leap-frog methods for Hamiltonian wave equations

In this paper, we study the integration of Hamiltonian wave equations whose solutions have oscillatory behaviors in time and/or space. We are mainly concerned with the research for multi-symplectic extended Runge–Kutta–Nyström (ERKN) discretizations and the corresponding discrete conservation laws. We first show that the discretizations to the Hamiltonian wave equations using two symplectic ERKN methods in space and time respectively lead to an explicit multi-symplectic integrator (Eleap-frogI). Then we derive another multi-symplectic discretization using a symplectic ERKN method in time and a symplectic partitioned Runge–Kutta method, which is equivalent to the well-known Störmer–Verlet method in space (Eleap-frogII). These two new multi-symplectic schemes are extensions of the leap-frog method. The numerical stability and dispersive properties of the new schemes are analyzed. Numerical experiments with comparisons are presented, where the two new explicit multi-symplectic methods and the leap-frog method are applied to the linear wave equation and the Sine–Gordon equation. The numerical results confirm the superior performance and some significant advantages of our new integrators in the sense of structure preservation.     

A volume penalization method for incompressible flows and scalar advection–diffusion with moving obstacles

A volume penalization method for imposing homogeneous Neumann boundary conditions in advection–diffusion equations is presented. Thus complex geometries which even may vary in time can be treated efficiently using discretizations on a Cartesian grid. A mathematical analysis of the method is conducted first for the one-dimensional heat equation which yields estimates of the penalization error. The results are then confirmed numerically in one and two space dimensions. Simulations of two-dimensional incompressible flows with passive scalars using a classical Fourier pseudo-spectral method validate the approach for moving obstacles. The potential of the method for real world applications is illustrated by simulating a simplified dynamical mixer where for the fluid flow and the scalar transport no-slip and no-flux boundary conditions are imposed, respectively.     

Open and traction boundary conditions for the incompressible Navier–Stokes equations

We present numerical schemes for the incompressible Navier–Stokes equations (NSE) with open and traction boundary conditions. We use pressure Poisson equation (PPE) formulation and propose new boundary conditions for the pressure on the open or traction boundaries. After replacing the divergence free constraint by this pressure Poisson equation, we obtain an unconstrained NSE. For Stokes equation with open boundary condition on a simple domain, we prove unconditional stability of a first order semi-implicit scheme where the pressure is treated explicitly and hence is decoupled from the computation of velocity. Using either boundary condition, the schemes for the full NSE that treat both convection and pressure terms explicitly work well with various spatial discretizations including spectral collocation and C⁰ finite elements. Moreover, when Reynolds number is of O(1) and when the first order semi-implicit time stepping is used, time step size of O(1) is allowed in benchmark computations for the full NSE. Besides standard stability and accuracy check, various numerical results including flow over a backward facing step, flow past a cylinder and flow in a bifurcated tube are reported. Numerically we have observed that using PPE formulation enables us to use the velocity/pressure pairs that do not satisfy the standard inf–sup compatibility condition. Our results extend that of Johnston and Liu [H. Johnston, J.-G. Liu, Accurate, stable and efficient Navier–Stokes solvers based on explicit treatment of the pressure term. J. Comp. Phys. 199 (1) (2004) 221–259] which deals with no-slip boundary conditions only.