Generalized Fourier analyses of the advection–diffusion equation—Part I: one‐dimensional domains

This paper presents a detailed multi‐methods comparison of the spatial errors associated with finite difference, finite element and finite volume semi‐discretizations of the scalar advection–diffusion equation. The errors are reported in terms of non‐dimensional phase and group speed, discrete diffusivity, artificial diffusivity, and grid‐induced anisotropy. It is demonstrated that Fourier analysis provides an automatic process for separating the discrete advective operator into its symmetric and skew‐symmetric components and characterizing the spectral behaviour of each operator. For each of the numerical methods considered, asymptotic truncation error and resolution estimates are presented for the limiting cases of pure advection and pure diffusion. It is demonstrated that streamline upwind Petrov–Galerkin and its control‐volume finite element analogue, the streamline upwind control‐volume method, produce both an artificial diffusivity and a concomitant phase speed adjustment in addition to the usual semi‐discrete artifacts observed in the phase speed, group speed and diffusivity. The Galerkin finite element method and its streamline upwind derivatives are shown to exhibit super‐convergent behaviour in terms of phase and group speed when a consistent mass matrix is used in the formulation. In contrast, the CVFEM method and its streamline upwind derivatives yield strictly second‐order behaviour. In Part II of this paper, we consider two‐dimensional semi‐discretizations of the advection–diffusion equation and also assess the affects of grid‐induced anisotropy observed in the non‐dimensional phase speed, and the discrete and artificial diffusivities. Although this work can only be considered a first step in a comprehensive multi‐methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common analysis framework. Published in 2004 by John Wiley & Sons, Ltd.     

On streamline diffusion arising in Galerkin FEM with predictor/multi‐corrector time integration

In the present paper, the author shows that the predictor/multi‐corrector (PMC) time integration for the advection–diffusion equations induces numerical diffusivity acting only in the streamline direction, even though the equations are spatially discretized by the conventional Galerkin finite element method (GFEM). The transient 2‐D and 3‐D advection problems are solved with the PMC scheme using both the GFEM and the streamline upwind/Petrov Galerkin (SUPG) as the spatial discretization methods for comparison. The solutions of the SUPG‐PMC turned out to be overly diffusive due to the additional PMC streamline diffusion, while the solutions of the GFEM‐PMC were comparatively accurate without significant damping and phase error. A similar tendency was seen also in the quasi‐steady solutions to the incompressible viscous flow problems: 2‐D driven cavity flow and natural convection in a square cavity. Copyright © 2002 John Wiley & Sons, Ltd.     

A two‐phase flow interface capturing finite element method

A new interface capturing algorithm is proposed for the finite element simulation of two‐phase flows. It relies on the solution of an advection equation for the interface between the two phases by a streamline upwind Petrov–Galerkin (SUPG) scheme combined with an adaptive mesh refinement procedure and a filtering technique. This method is illustrated in the case of a Rayleigh–Taylor two‐phase flow problem governed by the Stokes equations. Copyright © 2006 John Wiley & Sons, Ltd.     

A multi‐dimensional monotonic finite element model for solving the convection–diffusion‐reaction equation

In this paper, we develop a finite element model for solving the convection–diffusion‐reaction equation in two dimensions with an aim to enhance the scheme stability without compromising consistency. Reducing errors of false diffusion type is achieved by adding an artificial term to get rid of three leading mixed derivative terms in the Petrov–Galerkin formulation. The finite element model of the Petrov–Galerkin type, while maintaining convective stability, is modified to suppress oscillations about the sharp layer by employing the M‐matrix theory. To validate this monotonic model, we consider test problems which are amenable to analytic solutions. Good agreement is obtained with both one‐ and two‐dimensional problems, thus validating the method. Other problems suitable for benchmarking the proposed model are also investigated. Copyright © 2002 John Wiley & Sons, Ltd.     

An improvement of classical slope limiters for high‐order discontinuous Galerkin method

In this paper, we describe some existing slope limiters (Cockburn and Shu's slope limiter and Hoteit's slope limiter) for the two‐dimensional Runge–Kutta discontinuous Galerkin (RKDG) method on arbitrary unstructured triangular grids. We describe the strategies for detecting discontinuities and for limiting spurious oscillations near such discontinuities, when solving hyperbolic systems of conservation laws by high‐order discontinuous Galerkin methods. The disadvantage of these slope limiters is that they depend on a positive constant, which is, for specific hydraulic problems, difficult to estimate in order to eliminate oscillations near discontinuities without decreasing the high‐order accuracy of the scheme in the smooth regions. We introduce the idea of a simple modification of Cockburn and Shu's slope limiter to avoid the use of this constant number. This modification consists in: slopes are limited so that the solution at the integration points is in the range spanned by the neighboring solution averages. Numerical results are presented for a nonlinear system: the shallow water equations. Four hydraulic problems of discontinuous solutions of two‐dimensional shallow water are presented. The idealized dam break problem, the oblique hydraulic jump problem, flow in a channel with concave bed and the dam break problem in a converging–diverging channel are solved by using the different slope limiters. Numerical comparisons on unstructured meshes show a superior accuracy with the modified slope limiter. Moreover, it does not require the choice of any constant number for the limiter condition. Copyright © 2008 John Wiley & Sons, Ltd.     

Comparison of Galerkin and control volume finite element for advection–diffusion problems

The control volume finite element method (CVFEM) was developed to combine the local numerical conservation property of control volume methods with the unstructured grid and generality of finite element methods (FEMs). Most implementations of CVFEM include mass‐lumping and upwinding techniques typical of control volume schemes. In this work we compare, via numerical error analysis, CVFEM and FEM utilizing consistent and lumped mass implementations, and stabilized Petrov–Galerkin streamline upwind schemes in the context of advection–diffusion processes. For this type of problem, we find no apparent advantage to the local numerical conservation aspect of CVFEM as compared to FEM. The stabilized schemes improve accuracy and degree of positivity on coarse grids, and also reduce iteration counts for advection‐dominated problems. Published in 2005 by John Wiley & Sons, Ltd.     

Time‐accurate stabilized finite‐element model for weakly nonlinear and weakly dispersive water waves

Introduction of a time‐accurate stabilized finite‐element approximation for the numerical investigation of weakly nonlinear and weakly dispersive water waves is presented in this paper. To make the time approximation match the order of accuracy of the spatial representation of the linear triangular elements by the Galerkin finite‐element method, the fourth‐order time integration of implicit multistage Padé method is used for the development of the numerical scheme. The streamline‐upwind Petrov–Galerkin (SUPG) method with crosswind diffusion is employed to stabilize the scheme and suppress the spurious oscillations, usually common in the numerical computation of convection‐dominated flow problems. The performance of numerical stabilization and accuracy is addressed. Treatments of various boundary conditions, including the open boundary conditions, the perfect reflecting boundary conditions along boundaries with irregular geometry, are also described. Numerical results showing the comparisons with analytical solutions, experimental measurements, and other published numerical results are presented and discussed. Copyright © 2007 John Wiley & Sons, Ltd.     

Large‐eddy simulation with complex 2‐D geometries using a parallel finite‐element/spectral algorithm

A parallel stabilized finite‐element/spectral formulation is presented for incompressible large‐eddy simulation with complex 2‐D geometries. A unique discretization scheme is developed consisting of a streamline‐upwind Petrov–Galerkin/Pressure‐Stabilized Petrov–Galerkin (SUPG/PSPG) finite‐element discretization in the 2‐D plane with a collocated spectral/pseudospectral discretization in the out‐of‐plane direction. This formulation provides an efficient approach for solving 3‐D flows over arbitrary 2‐D geometries. Utilizing this discretization and through explicit temporal treatment of the non‐linear terms, the system of equations for each Fourier mode is decoupled within each time step. A novel parallelization approach is then taken, where the computational work is partitioned in Fourier space. A validation of the algorithm is presented via comparison of results for flow past a circular cylinder with published values for Re=195, 300, and 3900. Copyright © 2003 John Wiley & Sons, Ltd.     

The two‐dimensional streamline upwind scheme for the convection–reaction equation

This paper is concerned with the development of the finite element method in simulating scalar transport, governed by the convection–reaction (CR) equation. A feature of the proposed finite element model is its ability to provide nodally exact solutions in the one‐dimensional case. Details of the derivation of the upwind scheme on quadratic elements are given. Extension of the one‐dimensional nodally exact scheme to the two‐dimensional model equation involves the use of a streamline upwind operator. As the modified equations show in the four types of element, physically relevant discretization error terms are added to the flow direction and help stabilize the discrete system. The proposed method is referred to as the streamline upwind Petrov–Galerkin finite element model. This model has been validated against test problems that are amenable to analytical solutions. In addition to a fundamental study of the scheme, numerical results that demonstrate the validity of the method are presented. Copyright © 2001 John Wiley & Sons, Ltd.     

An adaptive discretization of shallow‐water equations based on discontinuous Galerkin methods

In this paper, we present a discontinuous Galerkin formulation of the shallow‐water equations. An orthogonal basis is used for the spatial discretization and an explicit Runge–Kutta scheme is used for time discretization. Some results of second‐order anisotropic adaptive calculations are presented for dam breaking problems. The adaptive procedure uses an error indicator that concentrates the computational effort near discontinuities like hydraulic jumps. Copyright © 2006 John Wiley & Sons, Ltd.     

Monotonicity in high‐order curvilinear finite element arbitrary Lagrangian–Eulerian remap

The remap phase in arbitrary Lagrangian–Eulerian (ALE) hydrodynamics involves the transfer of field quantities defined on a post‐Lagrangian mesh to some new mesh, usually generated by a mesh optimization algorithm. This problem is often posed in terms of transporting (or advecting) some state variable from the old mesh to the new mesh over a fictitious time interval. It is imperative that this remap process be monotonic, that is, not generate any new extrema in the field variables. It is well known that the only linear methods that are guaranteed to be monotonic for such problems are first‐order accurate; however, much work has been performed in developing non‐linear methods, which blend both high and low (first) order solutions to achieve monotonicity and preserve high‐order accuracy when the field is sufficiently smooth. In this paper, we present a set of methods for enforcing monotonicity targeting high‐order discontinuous Galerkin methods for advection equations in the context of high‐order curvilinear ALE hydrodynamics. Published 2014. This article is a U.S. Government work and is in the public domain in the USA.     

Viscoelastic simulations of stick‐slip and die‐swell flows

Numerical solutions of viscoelastic flows are demonstrated for a time marching, semi‐implicit Taylor–Galerkin/pressure‐correction algorithm. Steady solutions are sought for free boundary problems involving combinations of die‐swell and stick‐slip conditions. Flows with and without drag flow are investigated comparatively, so that the influence of the additional component of the drag flow may be analysed effectively. The influence of die‐swell is considered that has application to various industrial processes, such as wire coating. Solutions for two‐dimensional axisymmetric flows with an Oldroyd‐B model are presented that compare favourably with the literature. The study advances our prior fixed domain formulation with this algorithm, into the realm of free‐surface viscoelastic flows. The work involves streamline‐upwind/Petrov–Galerkin weighting and velocity gradient recovery techniques that are applied upon the constitutive equation. Free surface solution reprojection and a new pressure‐drop/mass balance scheme are proposed. Copyright © 2001 John Wiley & Sons, Ltd.     

An optimizing reduced PLSMFE formulation for non‐stationary conduction–convection problems

In this paper, proper orthogonal decomposition (POD) is combined with the Petrov–Galerkin least squares mixed finite element (PLSMFE) method to derive an optimizing reduced PLSMFE formulation for the non‐stationary conduction–convection problems. Error estimates between the optimizing reduced PLSMFE solutions based on POD and classical PLSMFE solutions are presented. The optimizing reduced PLSMFE formulation can circumvent the constraint of Babu?ka–Brezzi condition so that the combination of finite element subspaces can be chosen freely and allow optimal‐order error estimates to be obtained. Numerical simulation examples have shown that the errors between the optimizing reduced PLSMFE solutions and the classical PLSMFE solutions are consistent with theoretical results. Moreover, they have also shown the feasibility and efficiency of the POD method. Copyright © 2008 John Wiley & Sons, Ltd.     

High resolution Godunov‐type schemes with small stencils

Higher‐order Godunov‐type schemes have to cope with the following two problems: (i) the increase in the size of the stencil that make the scheme computationally expensive, and (ii) the monotony‐preserving treatments (limiters) that must be implemented to avoid oscillations, leading to strong damping of the solution, in particular linear waves (e.g. acoustic waves). When too compressive, limiting procedures may also trigger the instability of oscillatory numerical solutions (e.g. in advection–dispersion phenomena) via the artificial amplification of the shorter modes. The present paper proposes a new approach to carry out the reconstruction. In this approach, the values of the flow variable at the edges of the computational cells are obtained directly from the reconstruction within these cells. This method is applied to the MUSCL and DPM schemes for the solution of the linear advection equation. The modified DPM scheme can capture contact discontinuities within one computational cell, even after millions of time steps at Courant numbers ranging from 1 to values as low as 10^‐4. Linear waves are subject to negligible damping. Application of the method to the DPM for one‐dimensional advection–dispersion problems shows that the numerical instability of oscillatory solutions caused by the over compressive, original DPM limiter is eliminated. One‐ and two‐dimensional shallow water simulations show an improvement over classical methods, in particular for two‐dimensional problems with strongly distorted meshes. The quality of the computational solution in the two‐dimensional case remains acceptable even for mesh aspect ratios Δx/Δy as large as 10. The method can be extend to the discretization of higher‐order PDEs, allowing third‐order space derivatives to be discretized using only two cells in space. Copyright © 2004 John Wiley & Sons, Ltd.     

A Petrov–Galerkin finite element model for one‐dimensional fully non‐linear and weakly dispersive wave propagation

A new finite element method is presented to solve one‐dimensional depth‐integrated equations for fully non‐linear and weakly dispersive waves. For spatial integration, the Petrov–Galerkin weighted residual method is used. The weak forms of the governing equations are arranged in such a way that the shape functions can be piecewise linear, while the weighting functions are piecewise cubic with C²‐continuity. For the time integration an implicit predictor–corrector iterative scheme is employed. Within the framework of linear theory, the accuracy of the scheme is discussed by considering the truncation error at a node. The leading truncation error is fourth‐order in terms of element size. Numerical stability of the scheme is also investigated. If the Courant number is less than 0.5, the scheme is unconditionally stable. By increasing the number of iterations and/or decreasing the element size, the stability characteristics are improved significantly. Both Dirichlet boundary condition (for incident waves) and Neumann boundary condition (for a reflecting wall) are implemented. Several examples are presented to demonstrate the range of applicabilities and the accuracy of the model. Copyright © 2001 John Wiley & Sons, Ltd.     

Entropy dissipation scheme and minimums‐increase‐and‐maximums‐decrease slope limiter

In this paper, we continue to study the entropy dissipation scheme developed in former. We start with a numerical study of the scheme without the entropy dissipation term on the linear advection equation, which shows that the scheme is stable and numerical dissipation and numerical dispersion free for smooth solutions. However, the numerical results for discontinuous solutions show nonlinear instabilities near jump discontinuities. This is because the scheme enforces two related conservation properties in the computation. With this study, we design a so‐called ‘minimums‐increase‐and‐maximums‐decrease’ slope limiter in the reconstruction step of the scheme and delete the entropy dissipation in the linear fields and reduce the entropy dissipation terms in the nonlinear fields. Numerical experiments show improvements of the designed scheme compared with the results presented in former. However, the minimums‐increase‐and‐maximums‐decrease limiter is still not perfect yet, and better slope limiters are still sought. Copyright © 2011 John Wiley & Sons, Ltd.     

A discontinuous Galerkin method for the Navier–Stokes equations

The foundations of a new discontinuous Galerkin method for simulating compressible viscous flows with shocks on standard unstructured grids are presented in this paper. The new method is based on a discontinuous Galerkin formulation both for the advective and the diffusive contributions. High‐order accuracy is achieved by using a recently developed hierarchical spectral basis. This basis is formed by combining Jacobi polynomials of high‐order weights written in a new co‐ordinate system. It retains a tensor‐product property, and provides accurate numerical quadrature. The formulation is conservative, and monotonicity is enforced by appropriately lowering the basis order and performing h‐refinement around discontinuities. Convergence results are shown for analytical two‐ and three‐dimensional solutions of diffusion and Navier–Stokes equations that demonstrate exponential convergence of the new method, even for highly distorted elements. Flow simulations for subsonic, transonic and supersonic flows are also presented that demonstrate discretization flexibility using hp‐type refinement. Unlike other high‐order methods, the new method uses standard finite volume grids consisting of arbitrary triangulizations and tetrahedrizations. Copyright © 1999 John Wiley & Sons, Ltd.     

Shock‐capturing with natural high‐frequency oscillations

This paper explores the potential of a newly developed conjugate filter oscillation reduction (CFOR) scheme for shock‐capturing under the influence of natural high‐frequency oscillations. The conjugate low‐ and high‐pass filters are constructed based on the principle of the discrete singular convolution (DSC), a local spectral method. The accuracy and resolution of the DSC basic algorithm are accessed with a one‐dimensional advection equation. Two Euler systems, the advection of an isotropic vortex flow and the interaction of shock–entropy wave are utilized to demonstrate the utility of the CFOR scheme. Computational accuracy and order of approximation are examined and compared with the literature. Some of the best numerical results are obtained for the shock–entropy wave interaction. Numerical experiments indicate that the CFOR scheme is stable, conservative and reliable for the numerical simulation of hyperbolic conservation laws. Copyright © 2003 John Wiley & Sons, Ltd.     

The Lagrange–Galerkin method for the two‐dimensional shallow water equations on adaptive grids

The weak Lagrange–Galerkin finite element method for the two‐dimensional shallow water equations on adaptive unstructured grids is presented. The equations are written in conservation form and the domains are discretized using triangular elements. Lagrangian methods integrate the governing equations along the characteristic curves, thus being well suited for resolving the non‐linearities introduced by the advection operator of the fluid dynamics equations. An additional fortuitous consequence of using Lagrangian methods is that the resulting spatial operator is self‐adjoint, thereby justifying the use of a Galerkin formulation; this formulation has been proven to be optimal for such differential operators. The weak Lagrange–Galerkin method automatically takes into account the dilation of the control volume, thereby resulting in a conservative scheme. The use of linear triangular elements permits the construction of accurate (by virtue of the second‐order spatial and temporal accuracies of the scheme) and efficient (by virtue of the less stringent Courant–Friedrich–Lewy (CFL) condition of Lagrangian methods) schemes on adaptive unstructured triangular grids. Lagrangian methods are natural candidates for use with adaptive unstructured grids because the resolution of the grid can be increased without having to decrease the time step in order to satisfy stability. An advancing front adaptive unstructured triangular mesh generator is presented. The highlight of this algorithm is that the weak Lagrange–Galerkin method is used to project the conservation variables from the old mesh onto the newly adapted mesh. In addition, two new schemes for computing the characteristic curves are presented: a composite mid‐point rule and a general family of Runge–Kutta schemes. Results for the two‐dimensional advection equation with and without time‐dependent velocity fields are illustrated to confirm the accuracy of the particle trajectories. Results for the two‐dimensional shallow water equations on a non‐linear soliton wave are presented to illustrate the power and flexibility of this strategy. Copyright © 2000 John Wiley & Sons, Ltd.