A new combined finite element‐upwind finite volume method for convection‐dominated diffusion problems

In this article, we develop a combined finite element‐weighted upwind finite volume method for convection‐dominated diffusion problems in two dimensions, which discretizes the diffusion term with the standard finite element scheme, and the convection and source terms with the weighted upwind finite volume scheme. The developed method leads to a totally new scheme for convection‐dominated problems, which overcomes numerical oscillation, avoids numerical dispersion, and has high‐order accuracy. Stability analyses of the scheme are given for the problems with constant coefficients. Numerical experiments are presented to illustrate the stability and optimal convergence of our proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 799–818, 2016     

Block‐centered upwind multistep difference method and convergence analysis for numerical simulation of oil reservoir

The three‐dimensional displacement of two‐phase flow in porous media is a preliminary problem of numerical simulation of energy science and mathematics. The mathematical model is formulated by a nonlinear system of partial differential equations to describe incompressible miscible case. The pressure is defined by an elliptic equation, and the concentration is defined by a convection‐dominated diffusion equation. The pressure generates Darcy velocity and controls the dynamic change of concentration. We adopt a conservative block‐centered scheme to approximate the pressure and Darcy velocity, and the accuracy of Darcy velocity is improved one order. We use a block‐centered upwind multistep method to solve the concentration, where the time derivative is approximated by multistep method, and the diffusion term and convection term are treated by a block‐centered scheme and an upwind scheme, respectively. The composite algorithm is effective to solve such a convection‐dominated problem, since numerical oscillation and dispersion are avoided and computational accuracy is improved. Block‐centered method is conservative, and the concentration and the adjoint function are computed simultaneously. This physical nature is important in numerical simulation of seepage fluid. Using the convergence theory and techniques of priori estimates, we derive optimal estimate error. Numerical experiments and data show the support and consistency of theoretical result. The argument in the present paper shows a powerful tool to solve the well‐known model problem.     

Uniform methods for semilinear problems with attractive boundary turning points

An upwind finite‐difference scheme for the numerical solution of semilinear convection‐diffusion problems with attractive boundary turning points is considered. We show that the maximum nodal error is bounded by a special weighted ℓ₁‐type norm of the truncation error. This result is used to establish uniform convergence with respect to the perturbation parameter on Shishkin meshes.     

Modification of upwind finite difference fractional step methods by the transient state of the semiconductor device

The mathematical model of the three‐dimensional semiconductor devices of heat conduction is described by a system of four quasi‐linear partial differential equations for initial boundary value problem. One equation of elliptic form is for the electric potential; two equations of convection‐dominated diffusion type are for the electron and hole concentration; and one heat conduction equation is for temperature. Upwind finite difference fractional step methods are put forward. 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 and techniques are adopted. Optimal order estimates in L² norm are derived to determine the error in the approximate solution.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2008     

三维两相渗流驱动问题迎风区域分裂显隐差分法

对三维两相渗流驱动问题提出了两种迎风区域分裂显隐差分格式．压力方程采用了七点差分格式,为了能达到实际并行计算的要求,对饱和度方程采用了迎风区域分裂差分法,内边界处和各子区域分别对应显隐格式．得到了离散l2模收敛性分析,最后给出数值试验,支撑了理论分析结果．     

Accuracy,robustness and efficiency comparison in iterative computation of convection diffusion equation with boundary layers

Nine‐point fourth‐order compact finite difference scheme, central difference scheme, and upwind difference scheme are compared for solving the two‐dimensional convection diffusion equations with boundary layers. The domain is discretized with a stretched nonuniform grid. A grid transformation technique maps the nonuniform grid to a uniform one, on which the difference schemes are applied. A multigrid method and a multilevel preconditioning technique are used to solve the resulting sparse linear systems. We compare the accuracy of the computed solutions from different discretization schemes, and demonstrate the relative efficiency of each scheme. Comparisons of maximum absolute errors, iteration counts, CPU timings, and memory cost are made with respect to the two solution strategies. © 2000 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 16: 379–394, 2000     

Pullback attractors for nonautonomous 2D Bénard problem in some unbounded domains

In this paper, we study the 2D Bénard problem, a system with the Navier–Stokes equations for the velocity field coupled with a convection–diffusion equation for the temperature, in an arbitrary domain (bounded or unbounded) satisfying the Poincaré inequality with nonhomogeneous boundary conditions and nonautonomous external force and heat source. The existence of a weak solution to the problem is proved by using the Galerkin method. We then show the existence of a unique minimal finite‐dimensional pullback D_σ‐attractor for the process associated to the problem. Copyright © 2013 John Wiley & Sons, Ltd.     

Stability of a combined finite element ‐ finite volume discretization of convection‐diffusion equations

We consider a time‐dependent and a stationary convection‐diffusion equation. These equations are approximated by a combined finite element – finite volume method: the diffusion term is discretized by Crouzeix‐Raviart piecewise linear finite elements on a triangular grid, and the convection term by upwind barycentric finite volumes. In the nonstationary case, we use an implicit Euler approach for time discretization. This scheme is shown to be L²‐stable uniformly with respect to the diffusion coefficient. In addition, it turns out that stability is unconditional in the time‐dependent case. These results hold if the underlying grid satisfies a condition that is fulfilled, for example, by some structured meshes. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 402–424, 2012     

Interactive computing methods for aeroelastic analysis of turbomachinery

An interaction viscous‐inviscid method for efficiently computing steady and unsteady viscous flows is presented. The inviscid domain is modeled using a finite element discretization of the full potential equation. The viscous region is modeled using a finite difference boundary layer technique. The two regions are simultaneously coupled using the transpiration approach. A time linearization technique is applied to this interactive method. For unsteady flows, the fluid is assumed to be composed of a mean or steady flow plus a harmonically varying small unsteady disturbance. Numerically exact nonreflecting boundary conditions are used for the far field conditions. Results for some steady and unsteady, laminar and turbulent flow problems are compared to linearized Navier‐Stokes or time‐marching boundary layer methods. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical simulations of water–gas flow in heterogeneous porous media with discontinuous capillary pressures by the concept of global pressure

We present an approach and numerical results for a new formulation modeling immiscible compressible two-phase flow in heterogeneous porous media with discontinuous capillary pressures. The main feature of this model is the introduction of a new global pressure, and it is fully equivalent to the original equations. The resulting equations are written in a fractional flow formulation and lead to a coupled degenerate system which consists of a nonlinear parabolic (the global pressure) equation and a nonlinear diffusion–convection one (the saturation equation) with nonlinear transmission conditions at the interfaces that separate different media. The resulting system is discretized using a vertex-centred finite volume method combined with pressure and flux interface conditions for the treatment of heterogeneities. An implicit Euler approach is used for time discretization. A Godunov-type method is used to treat the convection terms, and the diffusion terms are discretized by piecewise linear conforming finite elements. We present numerical simulations for three one-dimensional benchmark tests to demonstrate the ability of the method to approximate solutions of water–gas equations efficiently and accurately in nuclear underground waste disposal situations.     

The second‐order upwind finite difference fractional steps method for moving boundary value problem of oil‐water percolation

The research of the three‐dimensional (3D) compressible miscible (oil and water) displacement problem with moving boundary values is of great value to the history of oil‐gas transport and accumulation in basin evolution, as well as to the rational evaluation in prospecting and exploiting oil‐gas resources, and numerical simulation of seawater intrusion. The mathematical model can be described as a 3D‐coupled system of nonlinear partial differential equations with moving boundary values. For a generic case of 3D‐bounded region, a kind of second‐order upwind finite difference fractional steps schemes applicable to parallel arithmetic is put forward. Some techniques, such as the change of variables, calculus of variations, and the theory of a priori estimates, are adopted. Optimal order estimates in l² norm are derived for the errors in approximate solutions. The research is important both theoretically and practically for model analysis in the field, for model numerical method and for software development. Thus, the well‐known problem has been solved.Copyright © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 1103–1129, 2014     

Examination of a new finite element method applied to convection heat transfer

A new finite element formulation for two-dimensional viscous flow and convection heat transfer is presented. The current method was designed in particular to be competitive with finite difference methods in terms of storage requirements, solution times, and range of applicability. Novel features of the formulation include the use of a streamline upwind approximation for the advection terms and an equal order velocity and pressure approximation.The current paper focuses on the features of the method which allow the formulation to be competitive with available finite difference methods. The method is illustrated by application to two examples including a natural convection example and a forced convection example.     

An Asymptotic-Numerical Method for a Class of Weakly Coupled System of Singularly Perturbed Convection-Diffusion Equations

A weakly coupled convection dominated system of m-equations is analyzed. A higher order accurate asymptotic-numerical method is presented. The solutions of convection dominated problem are known to exhibit multi-scale character. There exist narrow region across the boundary of the domain where the solution exhibit steep gradient. This region is termed as boundary layer region and the solution of problem is said to have a boundary layer. Outside of this region, the solution of system behaves smoothly. To capture this multi-scale nature given system is factorized into two explicit systems. The degenerate system of initial value problems (IVPs), obtained by setting ??=?0, corresponds to the smooth solution, which lies outside of boundary layers. For solution inside boundary layers, a system of boundary value problems (BVPs) is obtained using stretching transformation. Regardless of this simple factorization, solutions of these systems preserve the key features of the given coupled system. Runge–Kutta method is used to solve the degenerate system of IVPs, whereas the system of BVPs is solved analytically. Stability and consistency of the proposed method is established. A uniform convergence of higher order is obtained. Possible extension to differential difference equations are also brought to attention. A comparative study of the present method with some state of art existing numerical schemes is carried out by means of several test problems. The results so obtained demonstrate the effectiveness and potential of present approach.     

对流扩散方程的四阶紧凑迎风差分格式

§1.引言 流动和传热传质的基本方程均是对流扩散型的.对流扩散方程的高阶紧凑差分格式,作为提高计算可靠性和节省计算量的一条有效途径,已引起相当的重视.作为该领域的一大进展,新近由Dennis推出的对流扩散方程四阶紧凑格式,在二维情形下呈九点式且勿须引入中间变量,只涉及对流扩散量本身,能在较粗网格下获取较为准确的数值结果.从本质上说,该格式系指数型四阶紧凑格式的多项式型翻版.它与指数型紧凑格     

A new residual posteriori error estimates of mixed finite element methods for convection‐diffusion‐reaction equations

We propose and analyze a new technique for developing residual‐based a posteriori error estimates over the stress and scalar displacement error for the lowest‐order Raviart–Thomas mixed finite element discretizations of convection‐diffusion‐reaction equations in two‐dimension space. The new technique is based on the abstract error estimates, the postprocessed approximation of the scalar displacement, and on the construction of an auxiliary problem. We consider the centered and upwind‐weighted mixed schemes, and concentrate the attention on the presence of an inhomogeneous and an anisotropic diffusion‐dispersion tensor and on a possible convection dominance. Global upper bounds can be directly computed on the base of the solution of the mixed schemes without any additional cost. Local lower bounds without any saturation assumption, hold from the case where convection or reaction are not present to convection‐ or reaction‐dominated equations, and their local efficiency depends on local or global variations in coefficients similar to Péclect number. Numerical experiments are reported to show the competitive behavior of the proposed posteriori error estimates, and to confirm the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 593–624, 2014     

The upwind finite difference fractional steps method for nonlinear coupled systems

For nonlinear coupled system of multilayer dynamics of fluids in porous media, a second‐order upwind finite‐difference fractional‐steps scheme applicable to parallel arithmetic are put forward, and two‐ and three‐dimensional schemes are used to form a complete set. Some techniques, such as calculus of variations, multiplicative commutation rule of difference operators, decomposition of high‐order difference operators, and prior estimates are adopted. Optimal order estimates in l² norm are derived to determine the error in the approximate solution. This method has already been applied to the numerical simulation of migration‐accumulation of oil resources. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

多孔介质驱动问题的混合元最小二乘特征有限元方法及其收敛分析

１．引言多孔介质二相驱动问题的数学模型是偶合的非线性偏微分方程组的初边值问题．该问题可转化为压力方程和浓度方程［１－４］．浓度方程一般是对流占优的对流扩散方程,它的对流速度依赖于比浓度方程的扩散系数大得多的Ｆａｒｃｙ速度．因此Ｄａｒｃｙ速度的求解精度直接影响着浓度的求解精度．为了提高速度的求解精度,７０年代Ｐ．Ａ．Ｒａｖｉａｔ和Ｊ．Ｍ．Ｔｈｏｍａｓ提出混合有限元方法［５］．Ｊ．ＤｏｕｇｌａｓＪｒ,Ｔ．Ｆ．Ｒｕｓｓｅｌｌ,Ｒ．Ｅ．Ｅｗｉｎｇ,Ｍ．Ｆ．Ｗｈｅｅｌｅｒ［１］－［４］,［９］,［１２］袁…     

三维渗流耦合系统动边值问题迎风差分方法的理论和应用

对多层渗流方程耦合系统动边值问题,提出适合并行计算的两类迎风差分格式,利用区域变换、变分形式、能量方法、隐显格式的相互结合、差分算子乘积交换性、高阶差分算子的分解、先验估计的理论和技巧,得到收敛性的l~2误差估计.该方法已成功地应用到多层油资源运移聚集的资源评估生产实际中,得到了很好的数值模拟结果.     

A mixed-finite volume element coupled with the method of characteristic fractional step difference for simulating transient behavior of semiconductor device of heat conductor and its numerical analysis

The mathematical system is formulated by four partial differential equations combined with initialboundary value conditions to describe transient behavior of three-dimensional semiconductor device with heat conduction. The first equation of an elliptic type is defined with respect to the electric potential, the successive two equations of convection dominated diffusion type are given to define the electron concentration and the hole concentration, and the fourth equation of heat conductor is for the temperature. The electric potential appears in the equations of electron concentration, hole concentration and the temperature in the formation of the intensity. A mass conservative numerical approximation of the electric potential is presented by using the mixed finite volume element, and the accuracy of computation of the electric intensity is improved one order. The method of characteristic fractional step difference is applied to discretize the other three equations, where the hyperbolic terms are approximated by a difference quotient in the characteristics and the diffusion terms are discretized by the method of fractional step difference. The computation of three-dimensional problem works efficiently by dividing it into three one-dimensional subproblems and every subproblem is solved by the method of speedup in parallel. Using a pair of different grids (coarse partition and refined partition), piecewise threefold quadratic interpolation, variation theory, multiplicative commutation rule of differential operators, mathematical induction and priori estimates theory and special technique of differential equations, we derive an optimal second order estimate in L²-norm. This numerical method is valuable in the simulation of semiconductor device theoretically and actually, and gives a powerful tool to solve the international problem presented by J. Douglas, Jr.     

Implicit–explicit multistep characteristic finite element methods for nonlinear convection–diffusion equations

Implicit–explicit multistep characteristic methods are given for convection‐dominated diffusion equations. Multistep difference along characteristics of the one‐order hyperbolic part of the equation is used for discretization in time, and finite element method is used to discrete the space variables. The resulting schemes are consistent, stable and very efficient. Optimal‐rate of convergence is proved. Also, a note is given for a paper published earlier© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007