Optimized prefactored compact schemes

The numerical simulation of aeroacoustic phenomena requires high-order accurate numerical schemes with low dispersion and dissipation errors. In this paper we describe a strategy for developing high-order accurate prefactored compact schemes, requiring very small stencil support. These schemes require fewer boundary stencils and offer simpler boundary condition implementation than existing compact schemes. The prefactorization strategy splits the central implicit schemes into forward and backward biased operators. Using Fourier analysis, we show it is possible to select the coefficients of the biased operators such that their dispersion characteristics match those of the original central compact scheme and their numerical wavenumbers have equal and opposite imaginary components. This ensures that when the forward and backward stencils are added, the original central compact scheme is recovered. To extend the resolution characteristic of the schemes, an optimization strategy is employed in which formal order of accuracy is sacrificed in preference to enhanced resolution characteristics across the range of wavenumbers realizable on a given mesh. The resulting optimized schemes yield improved dispersion characteristics compared to the standard sixth- and eighth-order compact schemes making them more suitable for high-resolution numerical simulations in gas dynamics and computational aeroacoustics. The efficiency, accuracy and convergence characteristics of the new optimized prefactored compact schemes are demonstrated by their application to several test problems.     

High-order compact schemes for incompressible flows: A simple and efficient method with quasi-spectral accuracy

In this paper, a finite difference code for Direct and Large Eddy Simulation (DNS/LES) of incompressible flows is presented. This code is an intermediate tool between fully spectral Navier–Stokes solvers (limited to academic geometry through Fourier or Chebyshev representation) and more versatile codes based on standard numerical schemes (typically only second-order accurate). The interest of high-order schemes is discussed in terms of implementation easiness, computational efficiency and accuracy improvement considered through simplified benchmark problems and practical calculations. The equivalence rules between operations in physical and spectral spaces are efficiently used to solve the Poisson equation introduced by the projection method. It is shown that for the pressure treatment, an accurate Fourier representation can be used for more flexible boundary conditions than periodicity or free-slip. Using the concept of the modified wave number, the incompressibility can be enforced up to the machine accuracy. The benefit offered by this alternative method is found to be very satisfactory, even when a formal second-order error is introduced locally by boundary conditions that are neither periodic nor symmetric. The usefulness of high-order schemes combined with an immersed boundary method (IBM) is also demonstrated despite the second-order accuracy introduced by this wall modelling strategy. In particular, the interest of a partially staggered mesh is exhibited in this specific context. Three-dimensional calculations of transitional and turbulent channel flows emphasize the ability of present high-order schemes to reduce the computational cost for a given accuracy. The main conclusion of this paper is that finite difference schemes with quasi-spectral accuracy can be very efficient for DNS/LES of incompressible flows, while allowing flexibility for the boundary conditions and easiness in the code development. Therefore, this compromise fits particularly well for very high-resolution simulations of turbulent flows with relatively complex geometries without requiring heavy numerical developments.     

High-order non-uniform grid schemes for numerical simulation of hypersonic boundary-layer stability and transition

The direct numerical simulation of receptivity, instability and transition of hypersonic boundary layers requires high-order accurate schemes because lower-order schemes do not have an adequate accuracy level to compute the large range of time and length scales in such flow fields. The main limiting factor in the application of high-order schemes to practical boundary-layer flow problems is the numerical instability of high-order boundary closure schemes on the wall. This paper presents a family of high-order non-uniform grid finite difference schemes with stable boundary closures for the direct numerical simulation of hypersonic boundary-layer transition. By using an appropriate grid stretching, and clustering grid points near the boundary, high-order schemes with stable boundary closures can be obtained. The order of the schemes ranges from first-order at the lowest, to the global spectral collocation method at the highest. The accuracy and stability of the new high-order numerical schemes is tested by numerical simulations of the linear wave equation and two-dimensional incompressible flat plate boundary layer flows. The high-order non-uniform-grid schemes (up to the 11th-order) are subsequently applied for the simulation of the receptivity of a hypersonic boundary layer to free stream disturbances over a blunt leading edge. The steady and unsteady results show that the new high-order schemes are stable and are able to produce high accuracy for computations of the nonlinear two-dimensional Navier–Stokes equations for the wall bounded supersonic flow.     

A boundary integral method for simulating the dynamics of inextensible vesicles suspended in a viscous fluid in 2D

We present a new method for the evolution of inextensible vesicles immersed in a Stokesian fluid. We use a boundary integral formulation for the fluid that results in a set of nonlinear integro-differential equations for the vesicle dynamics. The motion of the vesicles is determined by balancing the non-local hydrodynamic forces with the elastic forces due to bending and tension. Numerical simulations of such vesicle motions are quite challenging. On one hand, explicit time-stepping schemes suffer from a severe stability constraint due to the stiffness related to high-order spatial derivatives and a milder constraint due to a transport-like stability condition. On the other hand, an implicit scheme can be expensive because it requires the solution of a set of nonlinear equations at each time step. We present two semi-implicit schemes that circumvent the severe stability constraints on the time step and whose computational cost per time step is comparable to that of an explicit scheme. We discretize the equations by using a spectral method in space, and a multistep third-order accurate scheme in time. We use the fast multipole method (FMM) to efficiently compute vesicle–vesicle interaction forces in a suspension with a large number of vesicles. We report results from numerical experiments that demonstrate the convergence and algorithmic complexity properties of our scheme.     

A new family of high-order compact upwind difference schemes with good spectral resolution

This paper presents a new family of high-order compact upwind difference schemes. Unknowns included in the proposed schemes are not only the values of the function but also those of its first and higher derivatives. Derivative terms in the schemes appear only on the upwind side of the stencil. One can calculate all the first derivatives exactly as one solves explicit schemes when the boundary conditions of the problem are non-periodic. When the proposed schemes are applied to periodic problems, only periodic bi-diagonal matrix inversions or periodic block-bi-diagonal matrix inversions are required. Resolution optimization is used to enhance the spectral representation of the first derivative, and this produces a scheme with the highest spectral accuracy among all known compact schemes. For non-periodic boundary conditions, boundary schemes constructed in virtue of the assistant scheme make the schemes not only possess stability for any selective length scale on every point in the computational domain but also satisfy the principle of optimal resolution. Also, an improved shock-capturing method is developed. Finally, both the effectiveness of the new hybrid method and the accuracy of the proposed schemes are verified by executing four benchmark test cases.     

A new family of high-order compact upwind difference schemes with good spectral resolution

This paper presents a new family of high-order compact upwind difference schemes. Unknowns included in the proposed schemes are not only the values of the function but also those of its first and higher derivatives. Derivative terms in the schemes appear only on the upwind side of the stencil. One can calculate all the first derivatives exactly as one solves explicit schemes when the boundary conditions of the problem are non-periodic. When the proposed schemes are applied to periodic problems, only periodic bi-diagonal matrix inversions or periodic block-bi-diagonal matrix inversions are required. Resolution optimization is used to enhance the spectral representation of the first derivative, and this produces a scheme with the highest spectral accuracy among all known compact schemes. For non-periodic boundary conditions, boundary schemes constructed in virtue of the assistant scheme make the schemes not only possess stability for any selective length scale on every point in the computational domain but also satisfy the principle of optimal resolution. Also, an improved shock-capturing method is developed. Finally, both the effectiveness of the new hybrid method and the accuracy of the proposed schemes are verified by executing four benchmark test cases.     

Dynamic simulation of locally inextensible vesicles suspended in an arbitrary two-dimensional domain,a boundary integral method

We consider numerical algorithms for the simulation of hydrodynamics of two-dimensional vesicles suspended in a viscous Stokesian fluid. The motion of vesicles is governed by the interplay between hydrodynamic and elastic forces. Continuum models of vesicles use a two-phase fluid system with interfacial forces that include tension (to maintain local “surface” inextensibility) and bending. Vesicle flows are challenging to simulate. On the one hand, explicit time-stepping schemes suffer from a severe stability constraint due to the stiffness related to high-order spatial derivatives in the bending term. On the other hand, implicit time-stepping schemes can be expensive because they require the solution of a set of nonlinear equations at each time step.     

An Eulerian–Lagrangian WENO finite volume scheme for advection problems

We develop a locally conservative Eulerian–Lagrangian finite volume scheme with the weighted essentially non-oscillatory property (EL–WENO) in one-space dimension. This method has the advantages of both WENO and Eulerian–Lagrangian schemes. It is formally high-order accurate in space (we present the fifth order version) and essentially non-oscillatory. Moreover, it is free of a CFL time step stability restriction and has small time truncation error. The scheme requires a new integral-based WENO reconstruction to handle trace-back integration. A Strang splitting algorithm is presented for higher-dimensional problems, using both the new integral-based and pointwise-based WENO reconstructions. We show formally that it maintains the fifth order accuracy. It is also locally mass conservative. Numerical results are provided to illustrate the performance of the scheme and verify its formal accuracy.     

The momentum interpolation method based on the time-marching algorithm for All-Speed flows

The time-marching approach has clear physical meaning and strict mathematical nature and has been applied in computation of compressible flows widely and extended to many uniform algorithms for All-Speed flows. Remedy for its weakness in the problem of checkerboard decoupling of pressure field for incompressible flows is envisaged with the time-marching momentum interpolation method (MIM) taken into account in this paper. Existing preconditioning methods for suppressing decoupling and time-marching MIM are analyzed for this purpose, and algorithms of time-marching MIM are proposed for steady and unsteady flows and for All-Speed flows. Asymptotic analysis shows that the supposed time-marching MIM has at least a third-order accuracy, better than the existing time-marching coupling methods, which only have an accuracy of the same order as the adopted scheme has. Effects of the time step sizes on the ability of the time-marching MIM to suppress the checkerboard pressure decoupling are particularly discussed in terms of the dual-time stepping approach, and it is revealed how the decreased sizes of either the pseudo- or physical-time step increases the possibility of decoupling and how Choi’s modification, in which the history of the interface velocity is decided by itself instead of the arithmetic average of the velocities on its adjacent nodes, removes the unphysical pressure oscillation with small size of the physical time step but leads to divergence with the pseudo-time step as well. As a remedy for the pseudo-time step, such methods are recommended as implicit methods and the local-time step method with a proposed modification of the time-marching MIM preventing accuracy loss due to very large time step size. Numerical experiments support the theoretical analyses and show the validity of the time-marching MIM proposed.     

基于局部加密纯无网格法非线性Cahn-Hilliard方程的模拟

为数值求解描述不同物质间相位分离现象的高阶非线性Cahn-Hilliard(C-H)方程,发展了一种基于局部加密纯无网格有限点集法(local refinement finite pointset method,LR-FPM).其构造过程为:1)将C-H方程中四阶导数降阶为两个二阶导数,连续应用基于Taylor展开和加权最小二乘法的FPM离散空间导数;2)对区域进行局部加密和采用五次样条核函数以提高数值精度;3)局部线性方程组求解中准确施加含高阶导数Neumann边值条件.随后,运用LR-FPM求解有解析解的一维/二维C-H方程,分析粒子均匀分布/非均匀分布以及局部粒子加密情况的误差和收敛阶,展示了LR-FPM较网格类算法在非均匀布点情况下的优点.最后,采用LR-FPM对无解析解的一维/二维C-H方程进行了数值预测,并与有限差分结果相比较.数值结果表明,LR-FPM方法具有较高的数值精度和收敛阶,比有限差分法更易数值实现,能够准确展现不同类型材料间相位分离非线性扩散现象随时间的演化过程.     

A deep learning method for solving high-order nonlinear soliton equations

We propose an effective scheme of the deep learning method for high-order nonlinear soliton equations and explore the influence of activation functions on the calculation results for higher-order nonlinear soliton equations. The physics-informed neural networks approximate the solution of the equation under the conditions of differential operator, initial condition and boundary condition. We apply this method to high-order nonlinear soliton equations, and verify its efficiency by solving the fourth-order Boussinesq equation and the fifth-order Korteweg–de Vries equation. The results show that the deep learning method can be used to solve high-order nonlinear soliton equations and reveal the interaction between solitons.     

高精度有限差分法模拟Kelvin-Helmholtz不稳定性

 WENO有限差分格式有较高的分辨精度,适合复杂流场的计算,在国际上被广泛采用。本文利用WENO有限差分格式求解2维守恒型欧拉方程,实现了对无粘流体中Kelvin-Helmholtz不稳定性的数值模拟。速度剪切方向采用周期边界条件;扰动增长方向采用嵌边出流边界条件,一个不稳定波长分布64个网格。数值模拟给出的扰动幅值线性增长率与线性稳定性分析给出的结果很好符合,显示了该格式的有效性和精度。数值模拟给出了清晰的密度等值线,表明该方法还具有较好的界面变形捕捉能力。     

平面光波导器件时域有限差分束传输法分析中边界和初始条件的处理

从慢变包络（SVEA）时域光传输方程出发,对比了综合道格拉斯（GD）和传统的中心差分（CN）两种离散化格式,指出GD法比CN法精度有了很大提高.重点讨论了GD法的TD-BPM边界处理问题,给出了吸收边界和透明边界离散的显式和隐式表达式,分析并确定了交替方向隐式法（ADIM）的边界处理方式;同时,对激励源加入的连接边界进行了仔细讨论.结果表明对于隐式GD-TD-BPM法边界处理应采用隐式,中间激励更能反映光波导反射场的情况.     

A discontinuous Galerkin method for inviscid low Mach number flows

In this work we extend the high-order discontinuous Galerkin (DG) finite element method to inviscid low Mach number flows. The method here presented is designed to improve the accuracy and efficiency of the solution at low Mach numbers using both explicit and implicit schemes for the temporal discretization of the compressible Euler equations. The algorithm is based on a classical preconditioning technique that in general entails modifying both the instationary term of the governing equations and the dissipative term of the numerical flux function (full preconditioning approach). In the paper we show that full preconditioning is beneficial for explicit time integration while the implicit scheme turns out to be efficient and accurate using just the modified numerical flux function. Thus the implicit scheme could also be used for time accurate computations. The performance of the method is demonstrated by solving an inviscid flow past a NACA0012 airfoil at different low Mach numbers using various degrees of polynomial approximations. Computations with and without preconditioning are performed on different grid topologies to analyze the influence of the spatial discretization on the accuracy of the DG solutions at low Mach numbers.     

Geometric conservation law and applications to high-order finite difference schemes with stationary grids

The geometric conservation law (GCL) includes the volume conservation law (VCL) and the surface conservation law (SCL). Though the VCL is widely discussed for time-depending grids, in the cases of stationary grids the SCL also works as a very important role for high-order accurate numerical simulations. The SCL is usually not satisfied on discretized grid meshes because of discretization errors, and the violation of the SCL can lead to numerical instabilities especially when high-order schemes are applied. In order to fulfill the SCL in high-order finite difference schemes, a conservative metric method (CMM) is presented. This method is achieved by computing grid metric derivatives through a conservative form with the same scheme applied for fluxes. The CMM is proven to be a sufficient condition for the SCL, and can ensure the SCL for interior schemes as well as boundary and near boundary schemes. Though the first-level difference operators δ₃ have no effects on the SCL, no extra errors can be introduced as δ₃ = δ₂. The generally used high-order finite difference schemes are categorized as central schemes (CS) and upwind schemes (UPW) based on the difference operator δ₁ which are used to solve the governing equations. The CMM can be applied to CS and is difficult to be satisfied by UPW. Thus, it is critical to select the difference operator δ₁ to reduce the SCL-related errors. Numerical tests based on WCNS-E-5 show that the SCL plays a very important role in ensuring free-stream conservation, suppressing numerical oscillations, and enhancing the robustness of the high-order scheme in complex grids.     

A new class of exponential propagation iterative methods of Runge–Kutta type (EPIRK)

We propose a new class of the exponential propagation iterative methods of Runge–Kutta-type (EPIRK). The EPIRK schemes are exponential integrators that can be competitive with explicit and implicit methods for integration of large stiff systems of ODEs. Introducing the new, more general than previously proposed, ansatz for EPIRK schemes allows for more flexibility in deriving computationally efficient high-order integrators. Recent extension of the theory of B-series to exponential integrators [1] is used to derive classical order conditions for schemes up to order five. An algorithm to systematically solve these conditions is presented and several new fifth order schemes are constructed. Several numerical examples are used to verify the order of the methods and to illustrate the performance of the new schemes.     

An improved penalty immersed boundary method for fluid–flexible body interaction

An improved penalty immersed boundary (pIB) method has been proposed for simulation of fluid–flexible body interaction problems. In the proposed method, the fluid motion is defined on the Eulerian domain, while the solid motion is described by the Lagrangian variables. To account for the interaction, the flexible body is assumed to be composed of two parts: massive material points and massless material points, which are assumed to be linked closely by a stiff spring with damping. The massive material points are subjected to the elastic force of solid deformation but do not interact with the fluid directly, while the massless material points interact with the fluid by moving with the local fluid velocity. The flow solver and the solid solver are coupled in this framework and are developed separately by different methods. The fractional step method is adopted to solve the incompressible fluid motion on a staggered Cartesian grid, while the finite element method is developed to simulate the solid motion using an unstructured triangular mesh. The interaction force is just the restoring force of the stiff spring with damping, and is spread from the Lagrangian coordinates to the Eulerian grids by a smoothed approximation of the Dirac delta function. In the numerical simulations, we first validate the solid solver by using a vibrating circular ring in vacuum, and a second-order spatial accuracy is observed. Then both two- and three-dimensional simulations of fluid–flexible body interaction are carried out, including a circular disk in a linear shear flow, an elastic circular disk moving through a constricted channel, a spherical capsule in a linear shear flow, and a windsock in a uniform flow. The spatial accuracy is shown to be between first-order and second-order for both the fluid velocities and the solid positions. Comparisons between the numerical results and the theoretical solutions are also presented.     

Numerically stable fluid–structure interactions between compressible flow and solid structures

We propose a novel method to implicitly two-way couple Eulerian compressible flow to volumetric Lagrangian solids. The method works for both deformable and rigid solids and for arbitrary equations of state. The method exploits the formulation of [11] which solves compressible fluid in a semi-implicit manner, solving for the advection part explicitly and then correcting the intermediate state to time tⁿ⁺¹ using an implicit pressure, obtained by solving a modified Poisson system. Similar to previous fluid–structure interaction methods, we apply pressure forces to the solid and enforce a velocity boundary condition on the fluid in order to satisfy a no-slip constraint. Unlike previous methods, however, we apply these coupled interactions implicitly by adding the constraint to the pressure system and combining it with any implicit solid forces in order to obtain a strongly coupled, symmetric indefinite system (similar to [17], which only handles incompressible flow). We also show that, under a few reasonable assumptions, this system can be made symmetric positive-definite by following the methodology of [16]. Because our method handles the fluid–structure interactions implicitly, we avoid introducing any new time step restrictions and obtain stable results even for high density-to-mass ratios, where explicit methods struggle or fail. We exactly conserve momentum and kinetic energy (thermal fluid–structure interactions are not considered) at the fluid–structure interface, and hence naturally handle highly non-linear phenomenon such as shocks, contacts and rarefactions.