High‐order 𝒞1 finite‐element interpolating schemes—Part I: Semi‐Lagrangian linear advection

This paper is devoted to the development of accurate high‐order interpolating schemes for semi‐Lagrangian advection. The characteristic‐Galerkin formulation is obtained by using a semi‐Lagrangian temporal discretization of the total derivative. The semi‐Lagrangian method requires high‐order interpolators for accuracy. A class of ??¹ finite‐element interpolating schemes is developed and two semi‐Lagrangian methods are considered by tracking the feet of the characteristic lines either from the interpolation or from the integration nodes. Numerical stability and analytical results quantifying the amount of artificial viscosity induced by the two methods are presented in the case of the one‐dimensional linear advection equation, based on the modified equation approach. Results of test problems to simulate the linear advection of a cosine hill illustrate the performance of the proposed approach. Copyright © 2007 John Wiley & Sons, Ltd.     

A high‐order backward forward sweep interpolating algorithm for semi‐Lagrangian method

Conventional semi‐Lagrangian methods often suffer from poor accuracy and imbalance problems of advected properties because of low‐order interpolation schemes used and/or inability to reduce both dissipation and dispersion errors even with high‐order schemes. In the current work, we propose a fourth‐order semi‐Lagrangian method to solve the advection terms at a computing cost of third‐order interpolation scheme by applying backward and forward interpolations in an alternating sweep manner. The method was demonstrated for solving 1‐D and 2‐D advection problems, and 2‐D and 3‐D lid‐driven cavity flows with a multi‐level V‐cycle multigrid solver. It shows that the proposed method can reduce both dissipation and dispersion errors in all regions, especially near sharp gradients, at a same accuracy as but less computing cost than the typical fourth‐order interpolation because of fewer grids used. The proposed method is also shown able to achieve more accurate results on coarser grids than conventional linear and other high‐order interpolation schemes in the literature. Copyright © 2017 John Wiley & Sons, Ltd.     

Improved third‐order weighted essentially nonoscillatory schemes with new smoothness indicators

In this article, we present two improved third‐order weighted essentially nonoscillatory (WENO) schemes for recovering their design‐order near first‐order critical points. The schemes are constructed in the framework of third‐order WENO‐Z scheme. Two new global smoothness indicators, τ_L3 and τ_L4, are devised by a nonlinear combination of local smoothness indicators (IS_k) and reference values (IS_G) based on Lagrangian interpolation polynomial. The performances of the proposed schemes are evaluated on several numerical tests governed by one‐dimensional linear advection equation or one‐ and two‐dimensional Euler equations. Numerical results indicate that the presented schemes provide less dissipation and higher resolution than the original WENO3‐JS and subsequent WENO3‐N scheme.     

Efficient higher-order backward characteristics schemes for transient advection

The use of the highest-order ((N – 1)th-order) Lagrangian interpolation Polynomial for the approximation of the exact solution in the backward characteristics scheme with N nodes is inefficient owing to the excessive number of terms in the polynomial. New schemes based on a combination of lower-order polynomials to approximate the exact solution are developed, with the relative weighting of the polynomials determined by Fourier mode analysis. With the addition of a flux limiter and a modified discriminator, the resulting schemes are oscillation-free, highly accurate, efficient and more cost-effective as compared with those schemes using the highest-order Lagrangian polynomial.     

Particle trajectory calculations with a two‐step three‐time level semi‐Lagrangian scheme well suited for curved flows

This study proposes a new two‐step three‐time level semi‐Lagrangian scheme for calculation of particle trajectories. The scheme is intended to yield accurate determination of the particle departure position, particularly in the presence of significant flow curvature. Experiments were performed both for linear and non‐linear idealized advection problems, with different flow curvatures. Results for simulations with the proposed scheme, and with three other semi‐Lagrangian schemes, and with an Eulerian method are presented. In the linear advection problem the two‐step three‐time level scheme produced smaller root mean square errors and more accurate replication of the angular displacement of a Gaussian hill than the other schemes. In the non‐linear advection experiments the proposed scheme produced, in general, equal or better conservation of domain‐averaged quantities than the other semi‐Lagrangian schemes, especially at large Courant numbers. In idealized frontogenesis simulations the scheme performed equally or better than the other schemes in the representation of sharp gradients in a scalar field. The two‐step three‐time level scheme has some computational overhead as compared with the other three semi‐Lagrangian schemes. Nevertheless, the additional computational effort was shown to be worthwhile, due to the accuracy obtained by the scheme in the experiments with large time steps. The most remarkable feature of the scheme is its robustness, since it performs well both for small and large Courant numbers, in the presence of weak as well strong flow curvatures. Copyright © 2009 John Wiley & Sons, Ltd.     

A physically based flux limiter for QUICK calculations of advective scalar transport

Transient, advective transport of a contaminant into a clean domain will exhibit a moving sharp front that separates contaminated and clean regions. Due to ‘numerical diffusion’—the combined effects of ‘cross‐wind diffusion’ and ‘artificial dispersion’—a numerical solution based on a first‐order (upwind) treatment will smear out the sharp front. The use of higher‐order schemes, e.g. QUICK (quadratic upwinding) reduces the smearing but can introduce non‐physical oscillations in the solution. A common approach to reduce numerical diffusion without oscillations is to use a scheme that blends low‐order and high‐order approximations of the advective transport. Typically, the blending is based on a parameter that measures the local monotonicity in the predicted scalar field. In this paper, an alternative approach is proposed for use in scalar transport problems where physical bounds C_Low?C?C_High on the scalar are known a priori. For this class of problems, the proposed scheme switches from a QUICK approximation to an upwind approximation whenever the predicted upwind nodal value falls outside of the physical range [C_Low, C_High]. On two‐dimensional steady‐state and one‐dimensional transient test problems predictions obtained with the proposed scheme are essentially indistinguishable from those obtained with monotonic flux‐limiter schemes. An analysis of the modified equation explains the observed performance of first‐ and second‐order time‐stepping schemes in predicting the advective transport of a step. In application to the transient two‐dimensional problem of contaminate transport into a streambed, predictions obtained with the proposed flux‐limiter scheme agree with those obtained with a scheme from the literature. Copyright © 2007 John Wiley & Sons, Ltd.     

High‐order 𝒞1 finite‐element interpolating schemes—Part II: Nonlinear semi‐Lagrangian shallow‐water models

The finite‐element, semi‐implicit, and semi‐Lagrangian methods are used on unstructured meshes to solve the nonlinear shallow‐water system. Several ??¹ approximation schemes are developed for an accurate treatment of the advection terms. The employed finite‐element discretization schemes are the P–P₁ and P₂–P₁ pairs. Triangular finite elements are attractive because of their flexibility for representing irregular boundaries and for local mesh refinement. By tracking the characteristics backward from both the interpolation and quadrature nodes and using ??¹ interpolating schemes, an accurate treatment of the nonlinear terms and, hence, of Rossby waves is obtained. Results of test problems to simulate slowly propagating Rossby modes illustrate the promise of the proposed approach in ocean modelling. Copyright © 2007 John Wiley & Sons, Ltd.     

An Optimal control least-squares method for the solution of advection dispersion problems

This paper discusses the numerical solution of advection dispersion equations using an Optimal control,H ¹, least-squares formulation, associated with a quasi-Newton conjugate gradient algorithm. The suggested algorithm represents an extension of the method proposed by Bristeauxet al., for the solution of nonlinear fluid flow problems.At each time step, the discretized differential equation is transformed into an optimal control problem. This problem is then stated as an equivalent minimization one, whose objective function allows the capture of the advective behavior of the equation for high values of the P_e number.A general presentation is made of the optimization algorithm. Validation runs, for a one-dimensional example, show fairly accurate results for a wide range of Péclet and Courant numbers. Comparisons with several numerical schemes are also presented.     

Analysis of high-order-accurate fluctuation splitting schemes for steady advection

This article provides an analysis of high-order-accurate two-dimensional fluctuation splitting schemes for steady advection. Using Lagrangian elements, a residual distribution scheme is formulated and its properties are assessed. Distributing the residuals over the sub-triangles of each element allows one to obtain a well-posed scheme. It is also shown that the standard elemental approach is ill-posed, insofar as it produces an undetermined linear system. A steady scalar-advection problem is used to verify that the numerical schemes do obey the analysis.     

A conservative local interface sharpening scheme for the constrained interpolation profile method

A conservative local interface sharpening scheme has been developed for the constrained interpolation profile method with the conservative semi‐Lagrangian scheme, because the conservative semi‐Lagrangian scheme does not feature a mechanism to control the interface thickness, thus causing an increase of numerical error with the advance of the time step. The proposed sharpening scheme is based on the conservative level set method proposed by Olsson and Kreiss. However, because their method can cause excessive deformation of the free‐surface in certain circumstances, we propose an improvement of the method by developing a local sharpening technique. Several advection tests are presented to assess the correctness of the advection and the improved interface sharpening scheme. This is followed by the validations of dam‐breaking flow and the rising bubble flows. The mass of the fluid is exactly conserved and the computed terminal velocity of the rising bubble agrees well with the experiments compared with other numerical methods such as the volume of fluid method (VOF), the front tracking method, and the level set method. Copyright © 2011 John Wiley & Sons, Ltd.     

A refined r‐factor algorithm for TVD schemes on arbitrary unstructured meshes

A refined r‐factor algorithm for implementing total variation diminishing (TVD) schemes on arbitrary unstructured meshes, referred to henceforth as a face‐perpendicular far‐upwind interpolation scheme for arbitrary meshes (FFISAM), is proposed based on an extensive review of the existing r‐factor algorithms available in the literature. The design principles, as well as the respective advantages and disadvantages, of the existing algorithms are first systematically analyzed before presenting the FFISAM. The FFISAM is designed to combine the merits of various existing r‐factor algorithms. The performance of the FFISAM, implemented in 10 classical TVD schemes, is evaluated against four two‐dimensional pure‐advection benchmark test cases where analytical solutions are available. The numerical results clearly show that the FFISAM leads to a better overall performance than the existing algorithms in terms of accuracy and convergence on arbitrary unstructured meshes for the 10 classical TVD schemes. Copyright © 2015 John Wiley & Sons, Ltd.     

Properties of the Eulerian–Lagrangian method using linear interpolators in a three-dimensional shallow water model using z-level coordinates

We investigate the impact of the inexact interpolation on the Eulerian–Lagrangian solution of the advection equation by combining numerical experiments and formal analysis. The simulations, respectively, using the Eulerian–Lagrangian method (ELM) and the upwind scheme are compared. The artificial resistance of the ELM is observed which is characterised by the higher free-surface elevation and the distorted turbulent properties at a smaller time step. Through analysis, we find that the abnormalities are caused by the fact the conventional linear interpolation does not adapt well to the nonlinear velocity distribution, which produces an advection computation error that increases with a decreasing time step. The phenomena are explained and an improved method ELM is proposed based on the illustrations and analysis. The new method combines the face-controlled interpolation and the adjustable sub time steps to skip the large computation error domain in the backtracking, and it is validated by the original test case.     

On a relation between the volume of fluid,level-set and phase field interface models

This paper discusses a relation between the re-initialization equation of the level-set functions derived by Wacławczyk [J. Comput. Phys., 299 (2015)] and the condition for the phase equilibrium provided by the stationary solution to the modified Allen-Cahn equation [Acta Metall., 27 (1979)]. As a consequence, the statistical model of the non-flat interface in the state of phase equilibrium is postulated. This new physical model of the non-flat interface is introduced based on the statistical picture of the sharp interface disturbed by the field of stochastic forces, it yields the relation between the sharp and diffusive interface models. Furthermore, the new techniques required for the accurate solution of the model equations are proposed. First it is shown, the constrained interpolation improves re-initialization of the level-set functions as it avoids oscillatory numerical errors typical for the second-order accurate interpolation schemes. Next, the new semi-analytical, second order accurate Lagrangian scheme is put forward to integrate the advection equation in time avoiding interface curvature oscillations introduced by the second-order accurate flux limiters. These techniques provide means to obtain complete, second-order convergence during advection and re-initialization of the interface in the state of phase equilibrium.     

A simple high‐resolution advection scheme

A simple, robust, mass‐conserving numerical scheme for solving the linear advection equation is described. The scheme can estimate peak solution values accurately even in regions where spatial gradients are high. Such situations present a severe challenge to classical numerical algorithms. Attention is restricted to the case of pure advection in one and two dimensions since this is where past numerical problems have arisen. The authors' scheme is of the Godunov type and is second‐order in space and time. The required cell interface fluxes are obtained by MUSCL interpolation and the exact solution of a degenerate Riemann problem. Second‐order accuracy in time is achieved via a Runge–Kutta predictor–corrector sequence. The scheme is explicit and expressed in finite volume form for ease of implementation on a boundary‐conforming grid. Benchmark test problems in one and two dimensions are used to illustrate the high‐spatial accuracy of the method and its applicability to non‐uniform grids. Copyright © 2007 John Wiley & Sons, Ltd.     

Semi‐analytical method for departure point determination

A new method for departure point determination on Cartesian grids, the semi‐analytical upwind path line tracing (SUT) method, is presented and compared to two typical departure point determination methods used in semi‐Lagrangian advection schemes, the Euler method and the four‐step Runge–Kutta method. Rigorous comparisons of the three methods were conducted for a severely curving hypothetical flow field and for advective transport in the rotation of a Gaussian concentration hill. The SUT method was shown to have equivalent accuracy to the Runge–Kutta method but with significantly improved computational efficiency. Depending on the case being simulated, the SUT method provides either far greater or equivalent computational efficiency and more certain accuracy than the Euler method. Copyright © 2004 John Wiley & Sons, Ltd.     

Some considerations for high‐order ‘incremental remap’‐based transport schemes: edges,reconstructions, and area integration

The problem of two‐dimensional tracer advection on the sphere is extremely important in modeling of geophysical fluids and has been tackled using a variety of approaches. A class of popular approaches for tracer advection include ‘incremental remap’ or cell‐integrated semi‐Lagrangian‐type schemes. These schemes achieve high‐order accuracy without the need for multistage integration in time, are capable of large time steps, and tend to be more efficient than other high‐order transport schemes when applied to a large number of tracers over a single velocity field. In this paper, the simplified flux‐form implementation of the Conservative Semi‐LAgrangian Multi‐tracer scheme (CSLAM) is reformulated using quadratic curves to approximate the upstream flux volumes and Gaussian quadrature for integrating the edge flux. The high‐order treatment of edge fluxes is motivated because of poor accuracy of the CSLAM scheme in the presence of strong nonlinear shear, such as one might observe in the midlatitudes near an atmospheric jet. Without the quadratic treatment of upstream edges, we observe at most second‐order accuracy under convergence of grid resolution, which is returned to third‐order accuracy under the improved treatment. A shallow‐water barotropic instability also reveals clear evidence of grid imprinting without the quadratic correction. Consequently, these tests reveal a problem that might arise in tracer transport near nonlinearly sheared regions of the real atmosphere, particularly near cubed‐sphere panel edges. Although CSLAM is used as the foundation for this analysis, the conclusions of this paper are applicable to the general class of incremental remap schemes. Copyright © 2012 John Wiley & Sons, Ltd.     

Interface reconstruction with least‐square fit and split Eulerian–Lagrangian advection

Two new volume‐of‐fluid (VOF) reconstruction algorithms, which are based on a least‐square fit technique, are presented. Their performance is tested for several standard shapes and is compared to a few other VOF/PLIC reconstruction techniques, showing in general a better convergence rate. The geometric nature of Lagrangian and Eulerian split advection algorithms is investigated in detail and a new mixed split Eulerian implicit–Lagrangian explicit (EI–LE) scheme is presented. This method conserves the mass to machine error, performs better than split Eulerian and Lagrangian algorithms, and it is only slightly worse than unsplit schemes. However, the combination of the interface reconstruction with the least‐square fit and its advection with the EI–LE scheme appears superior to other existing approaches. Copyright © 2003 John Wiley & Sons, Ltd.     

A least-squares procedure for the solution of transport problems

In this paper a least-squares formulation associated with a conjugate gradient algorithm is proposed for the solution of transport problems. In this procedure the advection–diffusion equation is first discretized in time using an implicit scheme. At each time step the resulting partial differential equation is replaced by an optimal control problem. This minimization problem involves the minimization of a functional defined via a state equation. This functional is chosen in order to force the numerical solution of the advection–diffusion equation to be equal to the hyperbolic advective part of this equation. The effectiveness of the method is shown through a one-dimensional example involving advective and diffusive transport. No oscillation and high accuracy have been obtained for the entire range of Peclet numbers with a Courant number well in excess of unity.     

Augmented upwind numerical schemes for the groundwater transport advection‐dispersion equation with local operators

When solute transport is advection‐dominated, the advection‐dispersion equation approximates to a hyperbolic‐type partial differential equation, and finite difference and finite element numerical approximation methods become prone to artificial oscillations. The upwind scheme serves to correct these responses to produce a more realistic solution. The upwind scheme is reviewed and then applied to the advection‐dispersion equation with local operators for the first‐order upwinding numerical approximation scheme. The traditional explicit and implicit schemes, as well as the Crank‐Nicolson scheme, are developed and analyzed for numerical stability to form a comparison base. Two new numerical approximation schemes are then proposed, namely, upwind–Crank‐Nicolson scheme, where only for the advection term is applied, and weighted upwind‐downwind scheme. These newly developed schemes are analyzed for numerical stability and compared to the traditional schemes. It was found that an upwind–Crank‐Nicolson scheme is appropriate if the Crank‐Nicolson scheme is only applied to the advection term of the advection‐dispersion equation. Furthermore, the proposed explicit weighted upwind‐downwind finite difference numerical scheme is an improvement on the traditional explicit first‐order upwind scheme, whereas the implicit weighted first‐order upwind‐downwind finite difference numerical scheme is stable under all assumptions when the appropriate weighting factor (θ) is assigned.