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.     

A matrix‐free preconditioned Newton/GMRES method for unsteady Navier–Stokes solutions

The unsteady compressible Reynolds‐averaged Navier–Stokes equations are discretized using the Osher approximate Riemann solver with fully implicit time stepping. The resulting non‐linear system at each time step is solved iteratively using a Newton/GMRES method. In the solution process, the Jacobian matrix–vector products are replaced by directional derivatives so that the evaluation and storage of the Jacobian matrix is removed from the procedure. An effective matrix‐free preconditioner is proposed to fully avoid matrix storage. Convergence rates, computational costs and computer memory requirements of the present method are compared with those of a matrix Newton/GMRES method, a four stage Runge–Kutta explicit method, and an approximate factorization sub‐iteration method. Effects of convergence tolerances for the GMRES linear solver on the convergence and the efficiency of the Newton iteration for the non‐linear system at each time step are analysed for both matrix‐free and matrix methods. Differences in the performance of the matrix‐free method for laminar and turbulent flows are highlighted and analysed. Unsteady turbulent Navier–Stokes solutions of pitching and combined translation–pitching aerofoil oscillations are presented for unsteady shock‐induced separation problems associated with the rotor blade flows of forward flying helicopters. Copyright © 2000 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.     

A Newton–Krylov finite volume algorithm for the power-law non-Newtonian fluid flow using pseudo-compressibility technique

An implicit Newton–Krylov finite volume algorithm has been developed for efficient steady-state computation of the power-law non-Newtonian fluid flows. The pseudo-compressibility technique is used for the coupling of continuity and momentum equations. The spatial discretization is central (second-order) for both convective and diffusive terms and the accuracy of the solution is verified. The nine block diagonal Jacobian matrix (needed for implicit formulation) is computed directly through the flux differentiation. Five-diagonal and three-diagonal block matrices (the simplified versions of the main Jacobian matrix) are used with the ILU(0 & 1) and the Thomas linear solvers for preconditioning, respectively. The performance of the Newton-GMRES solver is examined in detail for different preconditioning strategies. The effects of the power-law behavior index and Re number on the convergence rate are also studied. The performance of the Newton-BiCGSTAB and the Newton-GMRES solvers are compared with each other. The results show, the ILU(1)/Newton-GMRES is the most efficient combination that is robust even in high Reynolds number shear-thinning fluid flow cases.     

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.     

Flux‐difference splitting‐based upwind compact schemes for the incompressible Navier–Stokes equations

Third‐order and fifth‐order upwind compact finite difference schemes based on flux‐difference splitting are proposed for solving the incompressible Navier–Stokes equations in conjunction with the artificial compressibility (AC) method. Since the governing equations in the AC method are hyperbolic, flux‐difference splitting (FDS) originally developed for the compressible Euler equations can be used. In the present upwind compact schemes, the split derivatives for the convective terms at grid points are linked to the differences of split fluxes between neighboring grid points, and these differences are computed by using FDS. The viscous terms are approximated with a sixth‐order central compact scheme. Comparisons with 2D benchmark solutions demonstrate that the present compact schemes are simple, efficient, and high‐order accurate. Copyright © 2008 John Wiley & Sons, Ltd.     

Comparison of implicit and explicit AUSM‐family schemes for compressible multiphase flows

This paper makes the first attempt of extending implicit AUSM‐family schemes to multiphase flow simulations. Water faucet, air–water shock tube and oscillating manometer problems are used as benchmark tests with the generic four‐equation two‐fluid model. For solving the equations implicitly, Newton's method along with a sparse matrix solver (UMFPACK solver) is employed, and the numerical Jacobian matrix is calculated. Comparison between implicit and explicit AUSM‐family schemes is presented, indicating that similarly accurate results are obtained with both schemes. Furthermore, the water faucet problem is solved using both staggered and collocated grids. This investigation helps integrate high‐resolution schemes into staggered‐grid‐based computational algorithms. The influence of the interface pressure correction on the simulation results is also examined. Results show that the interfacial pressure correction introduces numerical dissipation. However, this dissipation cannot eliminate the overshoots because of the incompatibility of numerical discretization of the conservative and non‐conservative terms in the governing equations. The comparison of CPU time between implicit and explicit schemes is also studied, indicating that the implicit scheme is capable of improving the computational efficiency over its explicit counterpart. Copyright © 2014 John Wiley & Sons, Ltd.     

Effects of the Jacobian evaluation on Newton's solution of the Euler equations

Newton's method is developed for solving the 2‐D Euler equations. The Euler equations are discretized using a finite‐volume method with upwind flux splitting schemes. Both analytical and numerical methods are used for Jacobian calculations. Although the numerical method has the advantage of keeping the Jacobian consistent with the numerical residual vector and avoiding extremely complex analytical differentiations, it may have accuracy problems and need longer execution time. In order to improve the accuracy of numerical Jacobians, detailed error analyses are performed. Results show that the finite‐difference perturbation magnitude and computer precision are the most important parameters that affect the accuracy of numerical Jacobians. A method is developed for calculating an optimal perturbation magnitude that can minimize the error in numerical Jacobians. The accuracy of the numerical Jacobians is improved significantly by using the optimal perturbation magnitude. The effects of the accuracy of numerical Jacobians on the convergence of the flow solver are also investigated. In order to reduce the execution time for numerical Jacobian evaluation, flux vectors with perturbed flow variables are calculated only for neighbouring cells. A sparse matrix solver that is based on LU factorization is used. Effects of different flux splitting methods and higher‐order discretizations on the performance of the solver are analysed. Copyright © 2005 John Wiley & Sons, Ltd.     

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.     

Efficient high‐resolution relaxation schemes for hyperbolic systems of conservation laws

In this work, we present a total variation diminishing (TVD) scheme in the zero relaxation limit for nonlinear hyperbolic conservation law using flux limiters within the framework of a relaxation system that converts a nonlinear conservation law into a system of linear convection equations with nonlinear source terms. We construct a numerical flux for space discretization of the obtained relaxation system and modify the definition of the smoothness parameter depending on the direction of the flow so that the scheme obeys the physical property of hyperbolicity. The advantages of the proposed scheme are that it can give second‐order accuracy everywhere without introducing oscillations for 1‐D problems (at least with) smooth initial condition. Also, the proposed scheme is more efficient as it works for any non‐zero constant value of the flux limiter ? ? [0, 1], where other TVD schemes fail. The resulting scheme is shown to be TVD in the zero relaxation limit for 1‐D scalar equations. Bound for the limiter function is obtained. Numerical results support the theoretical results. Copyright © 2007 John Wiley & Sons, Ltd.     

Efficient discretization of pressure‐correction equations on non‐orthogonal grids

An alternative discretization of pressure‐correction equations within pressure‐correction schemes for the solution of the incompressible Navier–Stokes equations is introduced, which improves the convergence and robustness properties of such schemes for non‐orthogonal grids. As against standard approaches, where the non‐orthogonal terms usually are just neglected, the approach allows for a simplification of the pressure‐correction equation to correspond to 5‐point or 7‐point computational molecules in two or three dimensions, respectively, but still incorporates the effects of non‐orthogonality. As a result a wide range (including rather high values) of underrelaxation factors can be used, resulting in an increased overall performance of the underlying pressure‐correction schemes. Within this context, a second issue of the paper is the investigation of the accuracy to which the pressure‐correction equation should be solved in each pressure‐correction iteration. The scheme is investigated for standard test cases and, in order to show its applicability to practical flow problems, for a more complex configuration of a micro heat exchanger. Copyright © 2003 John Wiley & Sons, Ltd.     

A Jacobian‐free Newton–Krylov method for thermalhydraulics simulations

The current paper is focused on investigating a Jacobian‐free Newton–Krylov (JFNK) method to obtain a fully implicit solution for two‐phase flows. In the JFNK formulation, the Jacobian matrix is not directly evaluated, potentially leading to major computational savings compared with a simple Newton's solver. The objectives of the present paper are as follows: (i) application of the JFNK method to two‐fluid models; (ii) investigation of the advantages and disadvantages of the fully implicit JFNK method compared with commonly used explicit formulations and implicit Newton–Krylov calculations using the determination of the Jacobian matrix; and (iii) comparison of the numerical predictions with those obtained by the Canadian Algorithm for Thermaulhydraulics Network Analysis 4. Two well‐known benchmarks are considered, the water faucet and the oscillating manometer. An isentropic two‐fluid model is selected. Time discretization is performed using a backward Euler scheme. A Crank–Nicolson scheme is also implemented to check the effect of temporal discretization on the predictions. Advection Upstream Splitting Method+ is applied to the convective fluxes. The source terms are discretized using a central differencing scheme. One explicit and two implicit formulations, one with Newton's solver with the Jacobian matrix and one with JFNK, are implemented. A detailed grid and model parameter sensitivity analysis is performed. For both cases, the JFNK predictions are in good agreement with the analytical solutions and explicit profiles. Further, stable results can be achieved using high CFL numbers up to 200 with a suitable choice of JFNK parameters. The computational time is significantly reduced by JFNK compared with the calculations requiring the determination of the Jacobian matrix. Copyright © 2015 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.     

On nonlinear preconditioners in Newton–Krylov methods for unsteady flows

The application of nonlinear schemes like dual time stepping as preconditioners in matrix‐free Newton–Krylov‐solvers is considered and analyzed, with a special emphasis on unsteady viscous flows. We provide a novel formulation of the left preconditioned operator that says it is in fact linear in the matrix‐free sense, but changes the Newton scheme. This allows to get some insight in the convergence properties of these schemes, which is demonstrated through numerical results. Copyright © 2009 John Wiley & Sons, Ltd.     

高阶谱元区域分解算法求解定常方腔驱动流

主要利用Jacobian-free的Newton-Krylov方法求解定常不可压缩Navier-Stokes方程,将基于高阶谱元法的区域分解Stokes算法的非定常时间推进步作为Newton迭代的预处理,回避了传统Newton方法Jacobian矩阵的显式装配,节省了程序内存,同时降低了Newton迭代线性系统的条件数,且没有非线性对流项的隐式求解,大大加快了收敛速度。对有分析解的Kovasznay流动的计算结果表明,本高阶谱元法在空间上有指数收敛的谱精度,且对定常解的Newton迭代是二次收敛的。本文模拟了二维方腔顶盖一致速度驱动流,同基准解符合得很好,表明本文方法是准确可靠的。本文还考虑了Re=800时方腔顶盖正弦速度驱动流,除得到已知的一个稳定对称解和一对稳定非对称解外,还获得了一对新的不稳定的非对称解。     

Analysis of efficient preconditioned defect correction methods for nonlinear water waves

Robust computational procedures for the solution of non‐hydrostatic, free surface, irrotational and inviscid free‐surface water waves in three space dimensions can be based on iterative preconditioned defect correction (PDC) methods. Such methods can be made efficient and scalable to enable prediction of free‐surface wave transformation and accurate wave kinematics in both deep and shallow waters in large marine areas or for predicting the outcome of experiments in large numerical wave tanks. We revisit the classical governing equations are fully nonlinear and dispersive potential flow equations. We present new detailed fundamental analysis using finite‐amplitude wave solutions for iterative solvers. We demonstrate that the PDC method in combination with a high‐order discretization method enables efficient and scalable solution of the linear system of equations arising in potential flow models. Our study is particularly relevant for fast and efficient simulation of non‐breaking fully nonlinear water waves over varying bottom topography that may be limited by computational resources or requirements. To gain insight into algorithmic properties and proper choices of discretization parameters for different PDC strategies, we study systematically limits of accuracy, convergence rate, algorithmic and numerical efficiency and scalability of the most efficient known PDC methods. These strategies are of interest, because they enable generalization of geometric multigrid methods to high‐order accurate discretizations and enable significant improvement in numerical efficiency while incuring minimal storage requirements. We demonstrate robustness using such PDC methods for practical ranges of interest for coastal and maritime engineering, that is, from shallow to deep water, and report details of numerical experiments that can be used for benchmarking purposes. Copyright © 2014 John Wiley & Sons, Ltd.     

An implicit meshless method for application in computational fluid dynamics

An implicit meshless scheme is developed for solving the Euler equations, as well as the laminar and Reynolds‐averaged Navier–Stokes equations. Spatial derivatives are approximated using a least squares method on clouds of points. The system of equations is linearised, and solved implicitly using approximate, analytical Jacobian matrices and a preconditioned Krylov subspace iterative method. The details of the spatial discretisation, linear solver and construction of the Jacobian matrix are discussed; and results that demonstrate the performance of the scheme are presented for steady and unsteady two dimensional fluid flows. Copyright © 2012 John Wiley & Sons, Ltd.     

Two‐level consistent splitting methods based on three corrections for the time‐dependent Navier–Stokes equations

Three kinds of two‐level consistent splitting algorithms for the time‐dependent Navier–Stokes equations are discussed. The basic technique of two‐level type methods for solving the nonlinear problem is first to solve a nonlinear problem in a coarse‐level subspace, then to solve a linear equation in a fine‐level subspace. Hence, the two‐level methods can save a lot of work compared with the one‐level methods. The approaches to linearization are considered based on Stokes, Newton, and Oseen corrections. The stability and convergence demonstrate that the two‐level methods can acquire the optimal accuracy with the proper choice of the coarse and fine mesh scales. Numerical examples show that Stokes correction is the simplest, Newton correction has the best accuracy, while Oseen correction is preferable for the large Reynolds number problems and the long‐time simulations among the three methods. Copyright © 2015 John Wiley & Sons, Ltd.     

Newton linearization of the incompressible Navier–Stokes equations

The present study aims to accelerate the convergence to incompressible Navier–Stokes solution. For the sake of computational efficiency, Newton linearization of equations is invoked on non‐staggered grids to shorten the sequence to the final solution of the non‐linear differential system of equations. For the sake of accuracy, the resulting convection–diffusion–reaction finite‐difference equation is solved line‐by‐line using the proposed nodally exact one‐dimensional scheme. The matrix size is reduced and, at the same time, the CPU time is considerably saved due to the decrease of stencil points. The effectiveness of the implemented Newton linearization is demonstrated through computational exercises. Copyright © 2004 John Wiley & Sons, Ltd.     

A component framework for the parallel solution of the incompressible Navier–Stokes equations with Radau‐IIA methods

An efficient solution strategy for the simulation of incompressible fluids needs adequate and accurate space and time discretization schemes. In this paper, for the space discretization, we use an inf–sup stable finite element method and for the time discretization, Radau‐IIA methods of higher order, which have the advantage that the pressure component has convergence order s in time, where s is the number of internal stages. The disadvantage of this approach is that we have a high computational amount of work, because large nonlinear systems of equations have to solved. In this paper, we use a transformation of the coefficient matrix and the simplified Newton method. This approach has the effect that our large nonlinear systems split into smaller ones, which can now also be solved in parallel. For the parallelization of the code we use the software component technology and the Component Template Library. Numerical examples show that high order in the pressure component can be achieved and that the proposed solution technique is very effective. Copyright © 2015 John Wiley & Sons, Ltd.