Development of a class of multiple time‐stepping schemes for convection–diffusion equations in two dimensions

In this paper we present a class of semi‐discretization finite difference schemes for solving the transient convection–diffusion equation in two dimensions. The distinct feature of these scheme developments is to transform the unsteady convection–diffusion (CD) equation to the inhomogeneous steady convection–diffusion‐reaction (CDR) equation after using different time‐stepping schemes for the time derivative term. For the sake of saving memory, the alternating direction implicit scheme of Peaceman and Rachford is employed so that all calculations can be carried out within the one‐dimensional framework. For the sake of increasing accuracy, the exact solution for the one‐dimensional CDR equation is employed in the development of each scheme. Therefore, the numerical error is attributed primarily to the temporal approximation for the one‐dimensional problem. Development of the proposed time‐stepping schemes is rooted in the Taylor series expansion. All higher‐order time derivatives are replaced with spatial derivatives through use of the model differential equation under investigation. Spatial derivatives with orders higher than two are not taken into account for retaining the linear production term in the convection–diffusion‐reaction differential system. The proposed schemes with second, third and fourth temporal accuracy orders have been theoretically explored by conducting Fourier and dispersion analyses and numerically validated by solving three test problems with analytic solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

A hybrid Padé ADI scheme of higher‐order for convection–diffusion problems

A high‐order Padé alternating direction implicit (ADI) scheme is proposed for solving unsteady convection–diffusion problems. The scheme employs standard high‐order Padé approximations for spatial first and second derivatives in the convection‐diffusion equation. Linear multistep (LM) methods combined with the approximate factorization introduced by Beam and Warming (J. Comput. Phys. 1976; 22 : 87–110) are applied for the time integration. The approximate factorization imposes a second‐order temporal accuracy limitation on the ADI scheme independent of the accuracy of the LM method chosen for the time integration. To achieve a higher‐order temporal accuracy, we introduce a correction term that reduces the splitting error. The resulting scheme is carried out by repeatedly solving a series of pentadiagonal linear systems producing a computationally cost effective solver. The effects of the approximate factorization and the correction term on the stability of the scheme are examined. A modified wave number analysis is performed to examine the dispersive and dissipative properties of the scheme. In contrast to the HOC‐based schemes in which the phase and amplitude characteristics of a solution are altered by the variation of cell Reynolds number, the present scheme retains the characteristics of the modified wave numbers for spatial derivatives regardless of the magnitude of cell Reynolds number. The superiority of the proposed scheme compared with other high‐order ADI schemes for solving unsteady convection‐diffusion problems is discussed. A comparison of different time discretizations based on LM methods is given. Copyright © 2009 John Wiley & Sons, Ltd.     

A finite volume scheme preserving extremum principle for convection–diffusion equations on polygonal meshes

We propose a nonlinear finite volume scheme for convection–diffusion equation on polygonal meshes and prove that the discrete solution of the scheme satisfies the discrete extremum principle. The approximation of diffusive flux is based on an adaptive approach of choosing stencil in the construction of discrete normal flux, and the approximation of convection flux is based on the second‐order upwind method with proper slope limiter. Our scheme is locally conservative and has only cell‐centered unknowns. Numerical results show that our scheme can preserve discrete extremum principle and has almost second‐order accuracy. Copyright © 2017 John Wiley & Sons, Ltd.     

Multi‐dimensional wave‐oriented upwind schemes with reduced cross‐wind diffusion for flow in porous media

Single‐point upstream weighting schemes remain the reservoir simulation standard for integrating the convective components of the subsurface flow equations. While single‐point upstream weighting is attractive due to simplicity and small stencil, the accompanying first‐order error can contribute to a large amount of grid‐dependent numerical diffusion which smooths the numerical solution. New upwind schemes are introduced for reservoir simulation that significantly reduce cross‐wind diffusion, retain a local flux approximation with local conservation, and are free of spurious oscillations. Copyright © 2010 John Wiley & Sons, Ltd.     

The partition‐of‐unity method for linear diffusion and convection problems: accuracy,stabilization and multiscale interpretation

We investigate the effectiveness of the partition‐of‐unity method (PUM) for convection–diffusion problems. We show that for the linear diffusion equation, an exponential enrichment function based on an approximation of the analytic solution leads to improved accuracy compared to the standard finite‐element method. It is illustrated that this approach can be more efficient than using polynomial enrichment to increase the order of the scheme. We argue that the PUM enrichment, can be interpreted as a subgrid‐scale model in a multiscale framework, and that the choice of enrichment function has consequences for the stabilization properties of the method. The exponential enrichment is shown to function as a near optimal subgrid‐scale model for linear convection. Copyright © 2003 John Wiley & Sons, Ltd.     

A high‐order alternating direction implicit method for the unsteady convection‐dominated diffusion problem

A high‐order alternating direction implicit (ADI) method for solving the unsteady convection‐dominated diffusion equation is developed. The fourth‐order Padé scheme is used for the discretization of the convection terms, while the second‐order Padé scheme is used for the diffusion terms. The Crank–Nicolson scheme and ADI factorization are applied for time integration. After ADI factorization, the two‐dimensional problem becomes a sequence of one‐dimensional problems. The solution procedure consists of multiple use of a one‐dimensional tridiagonal matrix algorithm that produces a computationally cost‐effective solver. Von Neumann stability analysis is performed to show that the method is unconditionally stable. An unsteady two‐dimensional problem concerning convection‐dominated propagation of a Gaussian pulse is studied to test its numerical accuracy and compare it to other high‐order ADI methods. The results show that the overall numerical accuracy can reach third or fourth order for the convection‐dominated diffusion equation depending on the magnitude of diffusivity, while the computational cost is much lower than other high‐order numerical methods. Copyright © 2011 John Wiley & Sons, Ltd.     

A high‐order upwind control‐volume method based on integrated RBFs for fluid‐flow problems

This paper is concerned with the development of a high‐order upwind conservative discretization method for the simulation of flows of a Newtonian fluid in two dimensions. The fluid‐flow domain is discretized using a Cartesian grid from which non‐overlapping rectangular control volumes are formed. Line integrals arising from the integration of the diffusion and convection terms over control volumes are evaluated using the middle‐point rule. One‐dimensional integrated radial basis function schemes using the multiquadric basis function are employed to represent the variations of the field variables along the grid lines. The convection term is effectively treated using an upwind scheme with the deferred‐correction strategy. Several highly non‐linear test problems governed by the Burgers and the Navier–Stokes equations are simulated, which show that the proposed technique is stable, accurate and converges well. Copyright © 2010 John Wiley & Sons, Ltd.     

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.     

Connections between the discontinuous Galerkin method and high‐order flux reconstruction schemes

With high‐order methods becoming more widely adopted throughout the field of computational fluid dynamics, the development of new computationally efficient algorithms has increased tremendously in recent years. One of the most recent methods to be developed is the flux reconstruction approach, which allows various well‐known high‐order schemes to be cast within a single unifying framework. Whilst a connection between flux reconstruction and the more widely adopted discontinuous Galerkin method has been established elsewhere, it still remains to fully investigate the explicit connections between the many popular variants of the discontinuous Galerkin method and the flux reconstruction approach. In this work, we closely examine the connections between three nodal versions of tensor‐product discontinuous Galerkin spectral element approximations and two types of flux reconstruction schemes for solving systems of conservation laws on quadrilateral meshes. The different types of discontinuous Galerkin approximations arise from the choice of the solution nodes of the Lagrange basis representing the solution and from the quadrature approximation used to integrate the mass matrix and the other terms of the discretization. By considering both linear and nonlinear advection equations on a regular grid, we examine the mathematical properties that connect these discretizations. These arguments are further confirmed by the results of an empirical numerical study. Copyright © 2014 John Wiley & Sons, Ltd.     

A nonlinear ALE‐FCT scheme for non‐equilibrium reactive solute transport in moving domains

In this paper, we present a conservative, positivity‐preserving, high‐resolution nonlinear ALE‐flux‐corrected transport (FCT) scheme for reactive transport models in moving domains. The mathematical model is a convection–diffusion equation with a nonlinear flux equation on the moving channel wall. The reactive transport is assumed to have dominant Péclet and Damköhler numbers, a phenomenon that often results in non‐physical negative solutions. The scheme presented here is proven to be mass conservative in time and positive at all times for a small enough Δt. Reactive transport examples are simulated using this scheme for its validation, to show its convergence, and to compare it against the linear ALE‐FCT scheme. The nonlinear ALE‐FCT is shown to perform better than the linear ALE‐FCT schemes for large time steps. Copyright © 2014 John Wiley & Sons, Ltd.     

A class of higher order compact schemes for the unsteady two‐dimensional convection–diffusion equation with variable convection coefficients

A class of higher order compact (HOC) schemes has been developed with weighted time discretization for the two‐dimensional unsteady convection–diffusion equation with variable convection coefficients. The schemes are second or lower order accurate in time depending on the choice of the weighted average parameter μ and fourth order accurate in space. For 0.5?μ?1, the schemes are unconditionally stable. Unlike usual HOC schemes, these schemes are capable of using a grid aspect ratio other than unity. They efficiently capture both transient and steady solutions of linear and nonlinear convection–diffusion equations with Dirichlet as well as Neumann boundary condition. They are applied to one linear convection–diffusion problem and three flows of varying complexities governed by the two‐dimensional incompressible Navier–Stokes equations. Results obtained are in excellent agreement with analytical and established numerical results. Overall the schemes are found to be robust, efficient and accurate. Copyright © 2002 John Wiley & Sons, Ltd.     

A finite volume scheme for solving anisotropic diffusion on ALE‐AMR grids

In the context of High Energy Density Physics and more precisely in the field of laser plasma interaction, Lagrangian schemes are commonly used. The lack of robustness due to strong grid deformations requires the regularization of the mesh through the use of Arbitrary Lagrangian Eulerian methods. Theses methods usually add some diffusion and a loss of precision is observed. We propose to use Adaptive Mesh Refinement (AMR) techniques to reduce this loss of accuracy. This work focuses on the resolution of the anisotropic diffusion operator on Arbitrary Lagrangian Eulerian‐AMR grids. In this paper, we describe a second‐order accurate cell‐centered finite volume method for solving anisotropic diffusion on AMR type grids. The scheme described here is based on local flux approximation which can be derived through the use of a finite difference approximation, leading to the CCLADNS scheme. We present here the 2D and 3D extension of the CCLADNS scheme to AMR meshes. Copyright © 2017 John Wiley & Sons, Ltd.     

A multigrid method with higher‐order discretization schemes

The implementation of the multigrid method into the SIMPLE algorithm presents interesting aspects concerning the mass fluxes conservation on coarser grids, the k–ε turbulence model and the higher‐order discretization schemes. Higher‐order discretization schemes for the convection terms are increasingly used in order to guarantee accuracy in demanding engineering applications. However, when used in single‐grid algorithms, their convergence is considerably slower compared with the first‐order schemes. Unbounded higher‐order schemes offer maximum accuracy, but quite often they do not converge due to their oscillatory behaviour. This paper demonstrates the dual function of the multigrid method: reduction of CPU time and stabilization of the iterating procedure, making it possible to perform computations with the third‐order accurate QUICK scheme in all cases. The method is applied to the calculation of two‐ and three‐dimensional flows with or without turbulence modelling. The results show that the convergence rate of the present algorithm does not deteriorate when QUICK is used and that, if applied on complex engineering cases, large gains in computational time can be achieved. Copyright © 2001 John Wiley & Sons, Ltd.     

Positive‐definite q‐families of continuous subcell Darcy‐flux CVD(MPFA) finite‐volume schemes and the mixed finite element method

A new family of locally conservative cell‐centred flux‐continuous schemes is presented for solving the porous media general‐tensor pressure equation. A general geometry‐permeability tensor approximation is introduced that is piecewise constant over the subcells of the control volumes and ensures that the local discrete general tensor is elliptic. A family of control‐volume distributed subcell flux‐continuous schemes are defined in terms of the quadrature parametrization q (Multigrid Methods. Birkhauser: Basel, 1993; Proceedings of the 4th European Conference on the Mathematics of Oil Recovery, Norway, June 1994; Comput. Geosci. 1998; 2 :259–290), where the local position of flux continuity defines the quadrature point and each particular scheme. The subcell tensor approximation ensures that a symmetric positive‐definite (SPD) discretization matrix is obtained for the base member (q=1) of the formulation. The physical‐space schemes are shown to be non‐symmetric for general quadrilateral cells. Conditions for discrete ellipticity of the non‐symmetric schemes are derived with respect to the local symmetric part of the tensor. The relationship with the mixed finite element method is given for both the physical‐space and subcell‐space q‐families of schemes. M‐matrix monotonicity conditions for these schemes are summarized. A numerical convergence study of the schemes shows that while the physical‐space schemes are the most accurate, the subcell tensor approximation reduces solution errors when compared with earlier cell‐wise constant tensor schemes and that subcell tensor approximation using the control‐volume face geometry yields the best SPD scheme results. A particular quadrature point is found to improve numerical convergence of the subcell schemes for the cases tested. Copyright © 2007 John Wiley & Sons, Ltd.     

Implicit FEM‐FCT algorithms and discrete Newton methods for transient convection problems

A new generalization of the flux‐corrected transport (FCT) methodology to implicit finite element discretizations is proposed. The underlying high‐order scheme is supposed to be unconditionally stable and produce time‐accurate solutions to evolutionary convection problems. Its nonoscillatory low‐order counterpart is constructed by means of mass lumping followed by elimination of negative off‐diagonal entries from the discrete transport operator. The raw antidiffusive fluxes, which represent the difference between the high‐ and low‐order schemes, are updated and limited within an outer fixed‐point iteration. The upper bound for the magnitude of each antidiffusive flux is evaluated using a single sweep of the multidimensional FCT limiter at the first outer iteration. This semi‐implicit limiting strategy makes it possible to enforce the positivity constraint in a very robust and efficient manner. Moreover, the computation of an intermediate low‐order solution can be avoided. The nonlinear algebraic systems are solved either by a standard defect correction scheme or by means of a discrete Newton approach, whereby the approximate Jacobian matrix is assembled edge by edge. Numerical examples are presented for two‐dimensional benchmark problems discretized by the standard Galerkin finite element method combined with the Crank–Nicolson time stepping. Copyright © 2007 John Wiley & Sons, Ltd.     

An upstream flux‐splitting finite‐volume scheme for 2D shallow water equations

An upstream flux‐splitting finite‐volume (UFF) scheme is proposed for the solutions of the 2D shallow water equations. In the framework of the finite‐volume method, the artificially upstream flux vector splitting method is employed to establish the numerical flux function for the local Riemann problem. Based on this algorithm, an UFF scheme without Jacobian matrix operation is developed. The proposed scheme satisfying entropy condition is extended to be second‐order‐accurate using the MUSCL approach. The proposed UFF scheme and its second‐order extension are verified through the simulations of four shallow water problems, including the 1D idealized dam breaking, the oblique hydraulic jump, the circular dam breaking, and the dam‐break experiment with 45° bend channel. Meanwhile, the numerical performance of the UFF scheme is compared with those of three well‐known upwind schemes, namely the Osher, Roe, and HLL schemes. It is demonstrated that the proposed scheme performs remarkably well for shallow water flows. The simulated results also show that the UFF scheme has superior overall numerical performances among the schemes tested. Copyright © 2005 John Wiley & Sons, Ltd.     

A stable second‐order mass‐weighted upwind scheme for unstructured meshes

In this paper, an original second‐order upwind scheme for convection terms is described and implemented in the context of a Control‐Volume Finite‐Element Method (CVFEM). The proposed scheme is a second‐order extension of the first‐order MAss‐Weighted upwind (MAW) scheme proposed by Saabas and Baliga (Numer. Heat Transfer 1994; 26B :381–407). The proposed second‐order scheme inherits the well‐known stability characteristics of the MAW scheme, but exhibits less artificial viscosity and ensures much higher accuracy. Consequently, and in contrast with nearly all second‐order upwind schemes available in the literature, the proposed second‐order MAW scheme does not need limiters. Some test cases including two pure convection problems, the driven cavity and steady and unsteady flows over a circular cylinder, have been undertaken successfully to validate the new scheme. The verification tests show that the proposed scheme exhibits a low level of artificial viscosity in the pure convection problems; exhibits second‐order accuracy for the driven cavity; gives accurate reattachment lengths for low‐Reynolds steady flow over a circular cylinder; and gives constant‐amplitude vortex shedding for the case of high‐Reynolds unsteady flow over a circular cylinder. Copyright © 2005 John Wiley & Sons, Ltd.     

The effects of control‐volume distributed multi‐point flux approximation (CVD‐MPFA) on upscaling—A study using the CVD‐MPFA schemes

A family of flux‐continuous, locally conservative, finite‐volume schemes has been developed for solving the general geometry‐permeability tensor (petroleum reservoir‐simulation) pressure equation on structured and unstructured grids and are control‐volume distributed (textit Comput. Geo. 1998; 2 :259–290; Comput. Geo. 2002; 6 :433–452). The schemes are applicable to diagonal and full tensor pressure equation with generally discontinuous coefficients and remove the O(1) errors introduced by standard reservoir‐simulation schemes (two‐point flux approximation) when applied to full tensor flow approximation. The family of flux‐continuous schemes is quantified by a quadrature parameterization (Int. J. Numer. Meth. Fluids 2006; 51 :1177–1203). Improved convergence (for two‐ and three‐dimensional formulation) using the quadrature parameterization has been observed for the family of flux‐continuous control‐volume distributed multi‐point flux approximation (CVD‐MPFA) schemes (Ph.D. Thesis, University of Wales, Swansea, U.K., 2007). In this paper family of flux‐continuous (CVD‐MPFA) schemes are used as a part of numerical upscaling procedure for upscaling the fine‐scale grid information (permeability) onto a coarse grid scale. A series of data‐sets (SPE, 2001) are tested where the upscaled permeability tensor is computed on a sequence of grid levels using the same fixed range of quadrature points in each case. The refinement studies presented involve:

• (i) Refinement comparison study: In this study, permeability distribution for cells at each grid level is obtained by upscaling directly from the fine‐scale permeability field as in standard simulation practice.
• (ii) Refinement study with renormalized permeability: In this refinement comparison, the local permeability is upscaled to the next grid level hierarchically, so that permeability values are renormalized to each coarser level. Hence, showing only the effect of increased grid resolution on upscaled permeability, compared with that obtained directly from the fine‐scale solution.
• (iii) Refinement study with invariant permeability distribution: In this study, a classical mathematical convergence test is performed. The same coarse‐scale underlying permeability map is preserved on all grid levels including the fine‐scale reference solution.

The study is carried out for the discretization of the scheme in physical space. The benefit of using specific quadrature points is demonstrated for upscaling in this study and superconvergence is observed. Copyright © 2010 John Wiley & Sons, Ltd.     

Monotone nonlinear finite‐volume method for nonisothermal two‐phase two‐component flow in porous media

This article presents a new nonlinear finite‐volume scheme for the nonisothermal two‐phase two‐component flow equations in porous media. The face fluxes are approximated by a nonlinear two‐point flux approximation, where transmissibilities nonlinearly depend on primary variables. Thereby, we mainly follow the ideas proposed by Le Potier combined with a harmonic averaging point interpolation strategy for the approximation of arbitrary heterogeneous permeability fields on polygonal grids. The behavior of this interpolation strategy is analyzed, and its limitation for highly anisotropic permeability tensors is demonstrated. Moreover, the condition numbers of occurring matrices are compared with linear finite‐volume schemes. Additionally, the convergence behavior of iterative solvers is investigated. Finally, it is shown that the nonlinear scheme is more efficient than its linear counterpart. Copyright © 2016 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.