Alternating triangular schemes for convection–diffusion problems

Explicit–implicit approximations are used to approximate nonstationary convection–diffusion equations in time. In unconditionally stable two-level schemes, diffusion is taken from the upper time level, while convection, from the lower layer. In the case of three time levels, the resulting explicit–implicit schemes are second-order accurate in time. Explicit alternating triangular (asymmetric) schemes are used for parabolic problems with a self-adjoint elliptic operator. These schemes are unconditionally stable, but conditionally convergent. Three-level modifications of alternating triangular schemes with better approximating properties were proposed earlier. In this work, two- and three-level alternating triangular schemes for solving boundary value problems for nonstationary convection–diffusion equations are constructed. Numerical results are presented for a two-dimensional test problem on triangular meshes, such as Delaunay triangulations and Voronoi diagrams.     

Low dissipative entropy stable schemes using third order WENO and TVD reconstructions

A low dissipative framework is given to construct high order entropy stable flux by addition of suitable numerical diffusion operator into entropy conservative flux. The framework is robust in the sense that it allows the use of high order reconstructions which satisfy the sign property only across the discontinuities. The third order weighted essentially non-oscillatory (WENO) interpolations and high order total variation diminishing (TVD) reconstructions are shown to satisfy the sign property across discontinuities. Third order accurate entropy stable schemes are constructed by using third order WENO and high order TVD reconstructions procedures in the diffusion operator. These schemes are efficient and less diffusive since the diffusion is actuated only in the sign stability region of the used reconstruction which includes discontinuities. Numerical results with constructed schemes for various test problems are given which show the third order accuracy and less dissipative nature of the schemes.     

Nonstandard finite difference schemes for a class of generalized convection–diffusion–reaction equations

In this work, a class of nonstandard finite difference (NSFD) schemes are proposed to approximate the solutions of a class of generalized convection–diffusion–reaction equations. First, in the case of no diffusion, two exact finite difference schemes are presented using the method of characteristics. Based on these two exact schemes, a class of exact schemes are presented by introducing a parameter α. Second, since the forms of these exact schemes are so complicated that they are not convenient to use, a class of NSFD schemes are derived from the exact schemes using numerical approximations. It follows that, under certain conditions about denominator function of time‐step sizes, these NSFD schemes are elementary stable and the solutions are positive and bounded. Third, by means of the Mickens' technique of subequations, a new class of implicit NSFD schemes are constructed for the full convection–diffusion–reaction equations. It is shown that, under certain parameters set, these NSFD schemes are capable of preserving the non‐negativity and boundedness of the analytical solutions. Finally, some numerical simulations are provided to verify the validity of our analytical results. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1288–1309, 2015     

双曲型守恒律方程的熵稳定格式的一些讨论

本文讨论双曲型守恒律方程的熵稳定格式.对于给定的熵对,格式所满足的熵条件中的数值熵通量是不唯一的.Tadmor的充分条件可以唯一地确定标量方程的熵守恒通量,但不能唯一确定方程组的熵守恒通量,却可以给出方程组的空间一阶精度的熵守恒格式.也讨论了在熵守恒通量上添加数值粘性得到的显式熵稳定格式需要满足的条件及常见的时间离散对熵守恒和熵稳定的影响.     

A non-overlapping DDM combined with the characteristic method for optimal control problems governed by convection–diffusion equations

In this paper, we consider a non-overlapping domain decomposition method combined with the characteristic method for solving optimal control problems governed by linear convection–diffusion equations. The whole domain is divided into non-overlapping subdomains, and the global optimal control problem is decomposed into the local problems in these subdomains. The integral mean method is utilized for the diffusion term to present an explicit flux calculation on the inter-domain boundary in order to communicate the local problems on the interfaces between subdomains. The convection term is discretized along the characteristic direction. We establish the fully parallel and discrete schemes for solving these local problems. A priori error estimates in \(L^2\)-norm are derived for the state, co-state and control variables. Finally, we present numerical experiments to show the validity of the schemes and verify the derived theoretical results.     

A robust algebraic multilevel preconditioner for non‐symmetric M‐matrices

Stable finite difference approximations of convection‐diffusion equations lead to large sparse linear systems of equations whose coefficient matrix is an M‐matrix, which is highly non‐symmetric when the convection dominates. For an efficient iterative solution of such systems, it is proposed to consider in the non‐symmetric case an algebraic multilevel preconditioning method formerly proposed for pure diffusion problems, and for which theoretical results prove grid independent convergence in this context. These results are supplemented here by a Fourier analysis that applies to constant coefficient problems with periodic boundary conditions whenever using an ‘idealized’ version of the two‐level preconditioner. Within this setting, it is proved that any eigenvalue λ of the preconditioned system satisfies for some real constant c such that . This result holds independently of the grid size and uniformly with respect to the ratio between convection and diffusion. Extensive numerical experiments are conducted to assess the convergence of practical two‐ and multi‐level schemes. These experiments, which include problems with highly variable and rotating convective flow, indicate that the convergence is grid independent. It deteriorates moderately as the convection becomes increasingly dominating, but the convergence factor remains uniformly bounded. This conclusion is supported for both uniform and some non‐uniform (stretched) grids. Copyright © 2000 John Wiley & Sons, Ltd.     

Polynomial spectral collocation method for space fractional advection–diffusion equation

This article discusses the spectral collocation method for numerically solving nonlocal problems: one‐dimensional space fractional advection–diffusion equation; and two‐dimensional linear/nonlinear space fractional advection–diffusion equation. The differentiation matrixes of the left and right Riemann–Liouville and Caputo fractional derivatives are derived for any collocation points within any given bounded interval. Several numerical examples with different boundary conditions are computed to verify the efficiency of the numerical schemes and confirm the exponential convergence; the physical simulations for Lévy–Feller advection–diffusion equation and space fractional Fokker–Planck equation with initial δ‐peak and reflecting boundary conditions are performed; and the eigenvalue distributions of the iterative matrix for a variety of systems are displayed to illustrate the stabilities of the numerical schemes in more general cases. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 514–535, 2014     

An iterative solver for the Oseen problem and numerical solution of incompressible Navier–Stokes equations

Incompressible unsteady Navier–Stokes equations in pressure–velocity variables are considered. By use of the implicit and semi‐implicit schemes presented the resulting system of linear equations can be solved by a robust and efficient iterative method. This iterative solver is constructed for the system of linearized Navier–Stokes equations. The Schur complement technique is used. We present a new approach of building a non‐symmetric preconditioner to solve a non‐symmetric problem of convection–diffusion and saddle‐point type. It is shown that handling the differential equations properly results in constructing efficient solvers for the corresponding finite linear algebra systems. The method has good performance for various ranges of viscosity and can be used both for 2D and 3D problems. The analysis of the method is still partly heuristic, however, the mathematically rigorous results are proved for certain cases. The proof is based on energy estimates and basic properties of the underlying partial differential equations. Numerical results are provided. Additionally, a multigrid method for the auxiliary convection–diffusion problem is briefly discussed. Copyright © 1999 John Wiley & Sons, Ltd.     

A local hermitian RBF meshless numerical method for the solution of multi‐zone problems

The local Hermitian interpolation (LHI) method is a strong‐form meshless numerical technique in which the solution domain is covered by a series of small and heavily overlapping radial basis function (RBF) interpolation systems. Aside from its meshless nature and the ability to work on very large scattered datasets, the main strength of the LHI method lies in the formation of local interpolations, which themselves satisfy both boundary and governing PDE operators, leading to an accurate and stable reconstruction of partial derivatives without the need for artificial upwinding or adaptive stencil selection. In this work, an extension is proposed to the LHI formulation which allows the accurate capture of solution profiles across discontinuities in governing equation parameters. Continuity of solution value and mass flux is enforced between otherwise disconnected interpolation systems, at the location of the discontinuity. In contrast to other local meshless methods, due to the robustness of the Hermite RBF formulation, it is possible to impose both matching conditions simultaneously at the interface nodes. The procedure is demonstrated for 1D and 3D convection–diffusion problems, both steady and unsteady, with discontinuities in various PDE properties. The analytical solution profiles for these problems, which experience discontinuities in their first derivatives, are replicated to a high degree of accuracy. The technique has been developed as a tool for solving flow and transport problems around geological layers, as experienced in groundwater flow problems. The accuracy of the captured solution profiles, in scenarios where the local convective velocities exceed those typically encountered in such Darcy flow problems, suggests that the technique is indeed suitable for modeling discontinuities in porous media properties. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1201–1230, 2011     

Adequacy of finite difference schemes for convection‐diffusion equations

Finite difference schemes for the numerical solution of singularly perturbed convection problems on uniform grids are studied in the limit case where the viscosity and the meshsize approach zero at the same time. The present error estimates are given in terms of order of magnitude in the above limit process and are useful in a priori choosing adequate schemes and meshsizes for boundary‐layer problems and problems with closed characteristics. Published 2002 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 18: 280–295, 2002; Published online in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.10007     

Analytical solution of a spatially variable coefficient advection–diffusion equation in up to three dimensions

Analytical solutions are provided for the two- and three-dimensional advection–diffusion equation with spatially variable velocity and diffusion coefficients. We assume that the velocity component is proportional to the distance and that the diffusion coefficient is proportional to the square of the corresponding velocity component. There is a simple transformation which reduces the spatially variable equation to a constant coefficient problem for which there are available a large number of known analytical solutions for general initial and boundary conditions. These solutions are also solutions to the spatially variable advection–diffusion equation. The special form of the spatial coefficients has practical relevance and for divergent free flow represent corner or straining flow. Unlike many other analytical solutions, we use the transformation to obtain solutions of the spatially variable coefficient advection–diffusion equation in two and three dimensions. The analytical solutions, which are simple to evaluate, can be used to validate numerical models for solving the advection–diffusion equation with spatially variable coefficients. For numerical schemes which cannot handle flow stagnation points, we provide analytical solution to the spatially variable coefficient advection–diffusion equation for two-dimensional corner flow which contains an impermeable flow boundary. The impermeable flow boundary coincides with a streamline along which the fluid velocity is finite but the concentration vanishes. This example is useful for validating numerical schemes designed to predict transport around a curved boundary.     

Implicit–explicit schemes for nonlinear nonlocal equations with a gradient flow structure in one space dimension

Nonlinear convection–diffusion equations with nonlocal flux and possibly degenerate diffusion arise in various contexts including interacting gases, porous media flows, and collective behavior in biology. Their numerical solution by an explicit finite difference method is costly due to the necessity of discretizing a local spatial convolution for each evaluation of the convective numerical flux, and due to the disadvantageous Courant–Friedrichs–Lewy (CFL) condition incurred by the diffusion term. Based on explicit schemes for such models devised in the study of Carrillo et al. a second‐order implicit–explicit Runge–Kutta (IMEX‐RK) method can be formulated. This method avoids the restrictive time step limitation of explicit schemes since the diffusion term is handled implicitly, but entails the necessity to solve nonlinear algebraic systems in every time step. It is proven that this method is well defined. Numerical experiments illustrate that for fine discretizations it is more efficient in terms of reduction of error versus central processing unit time than the original explicit method. One of the test cases is given by a strongly degenerate parabolic, nonlocal equation modeling aggregation in study of Betancourt et al. This model can be transformed to a local partial differential equation that can be solved numerically easily to generate a reference solution for the IMEX‐RK method, but is limited to one space dimension.     

Construction of locally conservative fluxes for the SUPG method

We consider the construction of locally conservative fluxes by means of a simple postprocessing technique obtained from the finite element solutions of advection diffusion equations. It is known that a naive calculation of fluxes from these solutions yields nonconservative fluxes. We consider two finite element methods: the usual continuous Galerkin finite element method for solving nondominating advection diffusion equations and the streamline upwind/Petrov‐Galerkin method for solving advection dominated problems. We then describe the postprocessing technique for constructing conservative fluxes from the numerical solutions of the general variational formulation. The postprocessing technique requires solving an auxiliary Neumann boundary value problem on each element independently and it produces a locally conservative flux on a vertex centered dual mesh relative to the finite element mesh. We provide a convergence analysis for the postprocessing technique. Performance of the technique and the convergence behavior are demonstrated through numerical examples including a set of test problems for advection diffusion equations, advection dominated equations, and drift‐diffusion equations. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1971–1994, 2015     

Flux-splitting schemes for parabolic equations with mixed derivatives

Difference schemes of required quality are often difficult to construct as applied to boundary value problems for parabolic equations with mixed derivatives. Specifically, difficulties arise in the design of monotone difference schemes and unconditionally stable locally one-dimensional splitting schemes. In parabolic problems, certain opportunities are offered by restating the problem in question so that the quantities to be determined are fluxes (directional derivatives). The original problem is then rewritten as a boundary value one for a system of equations in flux variables. Weighted schemes for parabolic equations in flux coordinates are examined. Unconditionally stable locally one-dimensional flux schemes that are first- and second-order accurate in time are constructed for a parabolic equation without mixed derivatives. A feature of systems in flux variables for equations with mixed derivatives is that the terms with time derivatives are coupled with each other.     

A critical look at the kinematic‐wave theory for sedimentation–consolidation processes in closed vessels

The two‐phase flow of a flocculated suspension in a closed settling vessel with inclined walls is investigated within a consistent extension of the kinematic wave theory to sedimentation processes with compression. Wall boundary conditions are used to spatially derive one‐dimensional field equations for planar flows and flows which are symmetric with respect to the vertical axis. We analyse the special cases of a conical vessel and a roof‐shaped vessel. The case of a small initial time and a large time for the final consolidation state leads to explicit expressions for the flow fields, which constitute an important test of the theory. The resulting initial‐boundary value problems are well posed and can be solved numerically by a simple adaptation of one of the newly developed numerical schemes for strongly degenerate convection‐diffusion problems. However, from a physical point of view, both the analytical and numerical results reveal a deficiency of the general field equations. In particular, the strongly reduced form of the linear momentum balance turns out to be an oversimplification. Included in our discussion as a special case are the Kynch theory and the well‐known analyses of sedimentation in vessels with inclined walls within the framework of kinematic waves, which exhibit the same shortcomings. In order to formulate consistent boundary conditions for both phases in a closed vessel and in order to predict boundary layers in the presence of inclined walls, viscosity terms should be taken into account. Copyright © 2001 John Wiley & Sons, Ltd.     

Multidimensional upwind convection schemes for flow in porous media on structured and unstructured quadrilateral grids

Standard reservoir simulation schemes employ first order upwind schemes for approximation of the convective fluxes when multiple phases or components are present. These convective flux schemes rely upon upwind information that is determined according to grid geometry. As a consequence directional diffusion is introduced into the solution that is grid dependent. The effect can be particularly important for cases where the flow is across grid coordinate lines and is known as cross-wind diffusion.Truly higher dimensional upwind schemes that minimize cross-wind diffusion are presented for convective flow approximation on quadrilateral unstructured grids. The schemes are locally conservative and yield improved results that are essentially free of spurious oscillations. The higher dimensional schemes are coupled with full tensor Darcy flux approximations.The benefits of the resulting schemes are demonstrated for classical test problems in reservoir simulation including cases with full tensor permeability fields. The test cases involve a range of structured and unstructured grids with variations in orientation and permeability that lead to flow fields that are poorly resolved by standard simulation methods. The higher dimensional formulations are shown to effectively reduce the numerical cross-wind diffusion effect, leading to improved resolution of concentration and saturation fronts.     

Interaction of elementary waves on a boundary for a hyperbolic system of conservation laws

In this paper, we study the interaction of elementary waves including delta‐shock waves on a boundary for a hyperbolic system of conservation laws. A boundary entropy condition is derived, thanks to the results of Dubois and Le Floch (J. Differ. Equations 1988; 71 :93–122) by taking a suitable entropy–flux pair. We obtain the solutions of the initial‐boundary value problem for the system constructively, in which initial‐boundary data are piecewise constant states. Copyright © 2008 John Wiley & Sons, Ltd.     

Entropy stable shock capturing space–time discontinuous Galerkin schemes for systems of conservation laws

We present a streamline diffusion shock capturing spacetime discontinuous Galerkin (DG) method to approximate nonlinear systems of conservation laws in several space dimensions. The degrees of freedom are in terms of the entropy variables and the numerical flux functions are the entropy stable finite volume fluxes. We show entropy stability of the (formally) arbitrarily high order accurate method for a general system of conservation laws. Furthermore, we prove that the approximate solutions converge to the entropy measure valued solutions for nonlinear systems of conservation laws. Convergence to entropy solutions for scalar conservation laws and for linear symmetrizable systems is also shown. Numerical experiments are presented to illustrate the robustness of the proposed schemes.     

Estimates for the difference between exact and approximate solutions of parabolic equations on the basis of Poincaré inequalities for traces of functions on the boundary

We study a method for the derivation of majorants for the distance between the exact solution of an initial–boundary value reaction–convection–diffusion problem of the parabolic type and an arbitrary function in the corresponding energy class. We obtain an estimate (for the deviation from the exact solution) of a new type with the use of a maximally broad set of admissible fluxes. In the definition of this set, the requirement of pointwise continuity of normal components of the dual variable (which was a necessary condition in earlier-obtained estimates) is replaced by the requirement of continuity in the weak (integral) sense. This result can be achieved with the use of the domain decomposition and special embedding inequalities for functions with zero mean on part of the boundary or for functions with the zero mean over the entire domain.