Characteristic fractional step finite difference method for nonlinear section coupled system

For the section coupled system of multilayer dynamics of fluids in porous media, a parallel scheme modified by the characteristic finite difference fractional steps is proposed for a complete point set consisting of coarse and fine partitions. Some tech- niques, such as calculus of variations, energy method, twofold-quadratic interpolation of product type, multiplicative commutation law of difference operators, decomposition of high order difference operators, and prior estimates, are used in theoretical analysis. Optimal order estimates in 12 norm are derived to show accuracy of the second order approximation solutions. These methods have been used to simulate the problems of migration-accumulation of oil resources.     

NUMERICAL METHOD FOR THREE-DIMENSIONAL NONLINEAR CONVECTION-DOMINATED PROBLEM OF DYNAMICS OF FLUIDS IN POROUS MEDIA

For the three-dimensional convection-dominated problem of dynamics of fluids in porous media, the second order upwind finite difference fractional steps schemes applicable to parallel arithmetic are put forward. Fractional steps techniques are needed to convert a multi-dimensional problem into a series of successive one-dimensional problems. Some techniques, such as calculus of variations, energy method, multiplicative commutation rule of difference operators, decomposition of high order difference operators, and the theory of prior estimates are adopted. Optimal order estimates are derived to determine the error in the second order approximate solution. These methods have already been applied to the numerical simulation of migration-accumulation of oil resources and predicting the consequences of seawater intrusion and protection projects.     

Modified characteristic finite difference fractional step method for moving boundary value problem of percolation coupled system

For the coupled system with moving boundary values of multilayer dynamicsof fluids in porous media,a characteristic finite difference fractional step scheme appli-cable to the parallel arithmetic is put forward.Some techniques,such as the change ofregions,the calculus of variations,the piecewise threefold quadratic interpolation,themultiplicative commutation rule of difference operators,the decomposition of high orderdifference operators,and the prior estimates,are adopted.The optimal order estimatesin the l2norm are derived to determine the error in the approximate solution.This nu-merical method has been successfully used to simulate the flow of migration-accumulationof the multilayer percolation coupled system.Some numerical results are well illustratedin this paper.     

Modified characteristic finite difference fractional step method for moving boundary value problem of nonlinear percolation system

A fractional step scheme with modified characteristic finite differences running in a parallel arithmetic is presented to simulate a nonlinear percolation system of multilayer dynamics of fluids in a porous medium with moving boundary values. With the help of theoretical techniques including the change of regions, piecewise threefold quadratic interpolation, calculus of variations, multiplicative commutation rule of difference operators, multiplicative commutation rule of difference operators, decomposition of high order difference operators, induction hypothesis, and prior estimates, an optimal order in l ² norm is displayed to complete the convergence analysis of the numerical algorithm. Some numerical results arising in the actual simulation of migration-accumulation of oil resources by this method are listed in the last section.     

Numerical method for nonlinear two-phase displacement problem and its application

For the three-dimensional nonlinear two-phase displacement problem, the modified upwind finite difference fractional steps schenles were put forward. Some techniques, such as calculus of variations, induction hypothesis, decomposition of high order difference operators, the theory of prior estimates and techniques were used. Optimal order estimates were derived for the error in the approximation solution. These methods have been successfully used to predict the consequences of seawater intrusion and protection projects.     

Operator-splitting methods for the incompressible Navier-Stokes equations on non-staggered grids. Part 1: First-order schemes

New implicit finite difference schemes for solving the time-dependent incompressible Navier-Stokes equations using primitive variables and non-staggered grids are presented in this paper. A priori estimates for the discrete solution of the methods are obtained. Employing the operator approach, some requirements on the difference operators of the scheme are formulated in order to derive a scheme which is essentially consistent with the initial differential equations. The operators of the scheme inherit the fundamental properties of the corresponding differential operators and this allows a priori estimates for the discrete solution to be obtained. The estimate is similar to the corresponding one for the solution of the differential problem and guarantees boundedness of the solution. To derive the consistent scheme, special approximations for convective terms and div and grad operators are employed. Two variants of time discretization by the operator-splitting technique are considered and compared. It is shown that the derived scheme has a very weak restriction on the time step size. A lid-driven cavity flow has been predicted to examine the stability and accuracy of the schemes for Reynolds number up to 3200 on the sequence of grids with 21 × 21, 41 × 41, 81 × 81 and 161 × 161 grid points.     

Algebraic multigrid and incompressible fluid flow

This paper is concerned with the development of algebraic multigrid (AMG) solution methods for the coupled vector–scalar fields of incompressible fluid flow. It addresses in particular the problems of unstable smoothing and of maintaining good vector–scalar coupling in the AMG coarse‐grid approximations. Two different approaches have been adopted. The first is a direct approach based on a second‐order discrete‐difference formulation in primitive variables. Here smoothing is stabilized using a minimum residual control harness and velocity–pressure coupling is maintained by employing a special interpolation during the construction of the inter‐grid transfer operators. The second is an indirect approach that avoids the coupling problem altogether by using a fourth‐order discrete‐difference formulation in a single scalar‐field variable, primitive variables being recovered in post‐processing steps. In both approaches the discrete‐difference equations are for the steady‐state limit (infinite time step) with a fully implicit treatment of advection based on central differencing using uniform and non‐uniform unstructured meshes. They are solved by Picard iteration, the AMG solvers being used repeatedly for each linear approximation. Both classical AMG (C‐AMG) and smoothed‐aggregation AMG (SA‐AMG) are used. In the direct approach, the SA‐AMG solver (with inter‐grid transfer operators based on mixed‐order interpolation) provides an almost mesh‐independent convergence. In the indirect approach for uniform meshes, the C‐AMG solver (based on a Jacobi‐relaxed interpolation) provides solutions with an optimum scaling of the convergence rates. For non‐uniform meshes this convergence becomes mesh dependent but the overall solution cost increases relatively slowly with increasing mesh bandwidth. Copyright © 2006 John Wiley & Sons, Ltd.     

Self adjoint extensions of differential operators in application to shape optimizationExtensions autoadjointes d'opérateurs différentiels et application à l'optimisation de forme

Two approaches are proposed for the modelling of problems with small geometrical defects. The first approach is based on the theory of self adjoint extensions of differential operators. In the second approach function spaces with separated asymptotics and point asymptotic conditions are introduced, and the variational formulation is established. For both approaches the accuracy estimates are derived. Finally, the spectral problems are considered and the error estimates for eigenvalues are given. To cite this article: S.A. Nazarov, J. Sokolowski, C. R. Mecanique 331 (2003).     

The design of improved smoothing operators for finite volume flow solvers on unstructured meshes

Spatial operators used in unstructured finite volume flow solvers are analysed for accuracy using Taylor series expansion and Fourier analysis. While approaching second‐order accuracy on very regular grids, operators in common use are shown to have errors resulting in accuracy of only first‐, zeroth‐ or even negative‐order on three‐dimensional tetrahedral meshes. A technique using least‐squares optimization is developed to design improved operators on arbitrary meshes. This is applied to the fourth‐order edge sum smoothing operator. The improved numerical dissipation leads to a much more accurate prediction of the Strouhal number for two‐dimensional flow around a cylinder and a reduction of a factor of three in the loss coefficient for inviscid flow over a three‐dimensional hump. Copyright © 2001 John Wiley & Sons, Ltd.     

Theory and application of numerical simulation method of capillary force enhanced oil production

A kind of second-order implicit upwind fractional step finite difference methods are presented for the numerical simulation of coupled systems for enhanced(chemical)oil production with capillary force in the porous media.Some techniques,e.g.,the calculus of variations,the energy analysis method,the commutativity of the products of difference operators,the decomposition of high-order difference operators,and the theory of a priori estimate,are introduced.An optimal order error estimate in the l~2 norm is derived.The method is successfully used in the numerical simulation of the enhanced oil production in actual oilfields.The simulation results are satisfactory and interesting.     

An upwind finite‐volume element scheme and its maximum‐principle‐preserving property for nonlinear convection–diffusion problem

For a class of nonlinear convection–diffusion equation in multiple space dimensions, a kind of upwind finite‐volume element (UFVE) scheme is put forward. Some techniques, such as calculus of variations, commutating operators and prior estimates, are adopted. It is proved that the UFVE scheme is unconditionally stable and satisfies maximum principle. Optimal‐order estimates in H¹‐norm are derived to determine the error in the approximate solution. Numerical results are presented to observe the performance of the scheme. Copyright © 2007 John Wiley & Sons, Ltd.     

Derivation of anisotropic matrix for bi-dimensional strain-gradient elasticity behavior

The different forms of second order elasticity operators, in Mindlin’s strain-gradient elasticity, are given for a bi-dimensional physical space. These different forms are obtained according to the different symmetry classes of a material media. Dimensional aspects are discussed together with observations made on the physical behavior of such a media.     

Stabilisation of AMG solvers for saddle‐point stokes problems

When a block factorisation is used to precondition the saddle‐point equations of the discrete Stokes problem, the stability that this gives for the relaxation of residual errors may not be conserved in the coarse‐grid approximations (CGA) of algebraic multi‐grid (AMG) solvers. If the same first‐order interpolation is used in the inter‐grid transfer operators for the scalar and the vector fields, the conditioning degrades with each coarsening step until eventually a critical coarsening is reached beyond which residual errors are no longer damped and will become divergent with any further coarsening. It is shown that by introducing the same block pre‐conditioner as an integral part of the coarsening algorithm, stable smoothing can be maintained at all levels of the CGA. The pre‐conditioning need only be applied at preselected grid levels, one immediately before the critical threshold and others beyond that level if required. Excessive complexity in the CGA is thereby avoided. The method is purely algebraic and may be used for both classical AMG solvers and for smoothed‐aggregation AMG solvers. It should be applicable to other coupled vector and scalar fields in science and engineering that involve second‐order (block‐diagonal) and first‐order (block‐off‐diagonal) discrete difference operators. Copyright © 2015 John Wiley & Sons, Ltd.     

Positive solutions to a singular second order three-point boundary value problem

1　ＩｎｔｒｏｄｕｃｔｉｏｎａｎｄＭａｉｎＲｅｓｕｌｔｓＴｈｅｅｘｉｓｔｅｎｃｅｏｆｐｏｓｉｔｉｖｅｓｏｌｕｔｉｏｎｓｈａｓｂｅｅｎｅｓｔａｂｌｉｓｈｅｄｆｏｒａｎｏｎｌｉｎｅａｒｓｅｃｏｎｄｏｒｄｅｒｔｈｒｅｅ＿ｐｏｉｎｔｂｏｕｎｄａｒｙｖａｌｕｅｐｒｏｂｌｅｍｏｆｔｈｅｆｏｒｍ-ｙ″ =Ｑ(ｘ)ｆ(ｙ)　　 ( 0 <ｘ<1 ) ,ｙ( 0 ) =0 ,ｙ( 1 ) =αｙ( η) ( 1 )ｏｎｌｙｖｅｒｙｒｅｃｅｎｔｌｙｉｎ [1 ] .Ｉｔｗａｓａｓｓｕｍｅｄｔｈｅｒｅｔｈａｔ 0 <η <1 ,0 <αη <1 ,Ｑ(ｘ) ∈Ｃ( [0 ,1 ] ;Ｒ+) ,ｆ(ｙ)∈Ｃ…     

Implicit Difference Methods for First-Order Partial Differential Functional Equations

We present a new class of numerical methods for quasilinear first-order partial differential functional equations. The numerical methods are difference schemes implicit with respect to time variable. We give a complete convergence analysis for the methods and show by an example that the new methods are considerably better than explicit schemes. The proof of stability is based on a comparison technique with nonlinear estimates of the Perron type for given operators with respect to the functional variable. __________ Published in Neliniini Kolyvannya, Vol. 8, No. 2, pp. 201–215, April–June, 2005.     

High-order ghost-point immersed boundary method for viscous compressible flows based on summation-by-parts operators

A high-order immersed boundary method is devised for the compressible Navier-Stokes equations by employing high-order summation-by-parts difference operators. The immersed boundaries are treated as sharp interfaces by enforcing the solid wall boundary conditions via flow variables at ghost points. Two different interpolation schemes are tested to compute values at the ghost points and a hybrid treatment is used. The first method provides the bilinearly interpolated flow variables at the image points of the corresponding ghost points and the second method applies the boundary condition at the immersed boundary by using the weighted least squares method with high-order polynomials. The approach is verified and validated for compressible flow past a circular cylinder at moderate Reynolds numbers. The tonal sound generated by vortex shedding from a circular cylinder is also investigated. In order to demonstrate the capability of the solver to handle complex geometries in practical cases, flow in a cross-section of a human upper airway is simulated.     

Subsonic Flow for the Multidimensional Euler–Poisson System

We establish the existence and stability of subsonic potential flow for the steady Euler–Poisson system in a multidimensional nozzle of a finite length when prescribing the electric potential difference on a non-insulated boundary from a fixed point at the exit, and prescribing the pressure at the exit of the nozzle. The Euler–Poisson system for subsonic potential flow can be reduced to a nonlinear elliptic system of second order. In this paper, we develop a technique to achieve a priori \({C^{1,\alpha}}\) estimates of solutions to a quasi-linear second order elliptic system with mixed boundary conditions in a multidimensional domain enclosed by a Lipschitz continuous boundary. In particular, we discovered a special structure of the Euler–Poisson system which enables us to obtain \({C^{1,\alpha}}\) estimates of the velocity potential and the electric potential functions, and this leads us to establish structural stability of subsonic flows for the Euler–Poisson system under perturbations of various data.     

Improved error and work estimates for high‐order elements

Work estimates for high‐order elements are derived. The comparison of error and work estimates shows that even for relative accuracy in the 0.1% range, which is one order below the typical accuracy of engineering interest (1% range), linear elements may outperform all higher‐order elements. As expected, the estimates also show that the optimal order of element in terms of work and storage demands depends on the desired relative accuracy. The comparison of work estimates for high‐order elements and their finite difference counterparts reveals a work‐ratio of several orders of magnitude. It thus becomes questionable if general geometric flexibility via micro‐unstructured grids is worth such a high cost. Copyright © 2013 John Wiley & Sons, Ltd.     

Nielsen's and Euler's operators of higher order in analytical mechanics

In this paper, the definitions of Nielsen’s and Euler’s operators of higher order are presented. These operators are concerned in analysis for systems with holonomic constraints and non-holonomic constraints of higher order. Some theorems that indicating relation between the two operators are established. Moreover, using the theorems, the new equations of mechanical systems with constraints of higher order are derived. Finally, an example is given.     

High‐order upwind compact scheme and simulation of turbulent premixed V‐flame

A high‐order accurate upwind compact difference scheme with an optimal control coefficient is developed to track the flame front of a premixed V‐flame. In multi‐dimensional problems, dispersion effect appears in the form of anisotropy. By means of Fourier analysis of the operators, anisotropic effects of the upwind compact difference schemes are analysed. Based on a level set algorithm with the effect of exothermicity and baroclinicity, the flame front is tracked. The high‐order accurate upwind compact scheme is employed to approximate the level set equation. In order to suppress numerical oscillations, the group velocity control technique is used and the upwind compact difference scheme is combined with the random vortex method to simulate the turbulent premixed V‐flame. Distributions of velocities and flame brush thickness are obtained by this technique and found to be comparable with experimental measurement. Copyright © 2005 John Wiley & Sons, Ltd.