Finite volume evolution Galerkin method for hyperbolic conservation laws with spatially varying flux functions

We present a generalization of the finite volume evolution Galerkin scheme [M. Luká?ová-Medvid’ová, J. Saibertov’a, G. Warnecke, Finite volume evolution Galerkin methods for nonlinear hyperbolic systems, J. Comp. Phys. (2002) 183 533– 562; M. Luká?ová-Medvid’ová, K.W. Morton, G. Warnecke, Finite volume evolution Galerkin (FVEG) methods for hyperbolic problems, SIAM J. Sci. Comput. (2004) 26 1–30] for hyperbolic systems with spatially varying flux functions. Our goal is to develop a genuinely multi-dimensional numerical scheme for wave propagation problems in a heterogeneous media. We illustrate our methodology for acoustic waves in a heterogeneous medium but the results can be generalized to more complex systems. The finite volume evolution Galerkin (FVEG) method is a predictor–corrector method combining the finite volume corrector step with the evolutionary predictor step. In order to evolve fluxes along the cell interfaces we use multi-dimensional approximate evolution operator. The latter is constructed using the theory of bicharacteristics under the assumption of spatially dependent wave speeds. To approximate heterogeneous medium a staggered grid approach is used. Several numerical experiments for wave propagation with continuous as well as discontinuous wave speeds confirm the robustness and reliability of the new FVEG scheme.     

An efficient and accurate reconstruction algorithm for the formulation of cell-centered diffusion schemes

A new reconstruction algorithm is proposed for constructing cell-centered diffusion schemes on distorted meshes. Its main feature is that edge unknowns are defined at certain balance points, the locations of which depend on the diffusion coefficient and the skewness of grid cells, so as to obtain a two-point reconstruction stencil. Implementing the new algorithm for the approximation of gradients, we extend the IDC (improved deferred correction) scheme, which was proposed by Traoré et al. [P. Traoré, Y. Ahipo, C. Louste, A robust and efficient finite volume scheme for the discretization of diffusive flux on extremely skewed meshes in complex geometries, J. Comput. Phys. 228 (2009) 5148–5159], to handle diffusion problems with discontinuous coefficients. Numerical results demonstrate the accuracy and efficiency of the extended scheme.     

A Fifth-Order Low-Dissipative Conservative Upwind Compact Scheme Using Centered Stencil

In this paper, a conservative fifth-order upwind compact scheme using centered stencil is introduced. This scheme uses asymmetric coefficients to achieve the upwind property since the stencil is symmetric. Theoretical analysis shows that the proposed scheme is low-dissipative and has a relatively large stability range. To maintain the convergence rate of the whole spatial discretization, a proper non-periodic boundary scheme is also proposed. A detailed analysis shows that the spatial discretization implemented with the boundary scheme proposed by Pirozzoli [J. Comput. Phys., 178 (2001), pp. 81-117] is approximately fourth-order. Furthermore, a hybrid methodology, coupling the compact scheme with WENO scheme, is adopted for problems with discontinuities. Numerical results demonstrate the effectiveness of the proposed scheme.     

The constrained reinitialization equation for level set methods

Based on the constrained reinitialization scheme [D. Hartmann, M. Meinke, W. Schröder, Differential equation based constrained reinitialization for level set methods, J. Comput. Phys. 227 (2008) 6821–6845] a new constrained reinitialization equation incorporating a forcing term is introduced. Two formulations for high-order constrained reinitialization (HCR) are presented combining the simplicity and generality of the original reinitialization equation [M. Sussman, P. Smereka, S. Osher, A level set approach for computing solutions to incompressible two-phase flow, J. Comput. Phys. 114 (1994) 146–159] in terms of high-order standard discretization and the accuracy of the constrained reinitialization scheme in terms of interface displacement. The novel HCR schemes represent simple extensions of standard implementations of the original reinitialization equation. The results evidence the significantly increased accuracy and robustness of the novel schemes.     

An adaptive multiresolution scheme with local time stepping for evolutionary PDEs

We present a fully adaptive numerical scheme for evolutionary PDEs in Cartesian geometry based on a second-order finite volume discretization. A multiresolution strategy allows local grid refinement while controlling the approximation error in space. For time discretization we use an explicit Runge–Kutta scheme of second-order with a scale-dependent time step. On the finest scale the size of the time step is imposed by the stability condition of the explicit scheme. On larger scales, the time step can be increased without violating the stability requirement of the explicit scheme. The implementation uses a dynamic tree data structure. Numerical validations for test problems in one space dimension demonstrate the efficiency and accuracy of the local time-stepping scheme with respect to both multiresolution scheme with global time stepping and finite volume scheme on a regular grid. Fully adaptive three-dimensional computations for reaction–diffusion equations illustrate the additional speed-up of the local time stepping for a thermo-diffusive flame instability.     

A grid based particle method for solving partial differential equations on evolving surfaces and modeling high order geometrical motion

We develop numerical methods for solving partial differential equations (PDE) defined on an evolving interface represented by the grid based particle method (GBPM) recently proposed in [S. Leung, H.K. Zhao, A grid based particle method for moving interface problems, J. Comput. Phys. 228 (2009) 7706–7728]. In particular, we develop implicit time discretization methods for the advection–diffusion equation where the time step is restricted solely by the advection part of the equation. We also generalize the GBPM to solve high order geometrical flows including surface diffusion and Willmore-type flows. The resulting algorithm can be easily implemented since the method is based on meshless particles quasi-uniformly sampled on the interface. Furthermore, without any computational mesh or triangulation defined on the interface, we do not require remeshing or reparametrization in the case of highly distorted motion or when there are topological changes. As an interesting application, we study locally inextensible flows governed by energy minimization. We introduce tension force via a Lagrange multiplier determined by the solution to a Helmholtz equation defined on the evolving interface. Extensive numerical examples are also given to demonstrate the efficiency of the proposed approach.     

A high-order cell-centered Lagrangian scheme for compressible fluid flows in two-dimensional cylindrical geometry

The goal of this paper is to present high-order cell-centered schemes for solving the equations of Lagrangian gas dynamics written in cylindrical geometry. A node-based discretization of the numerical fluxes is obtained through the computation of the time rate of change of the cell volume. It allows to derive finite volume numerical schemes that are compatible with the geometric conservation law (GCL). Two discretizations of the momentum equations are proposed depending on the form of the discrete gradient operator. The first one corresponds to the control volume scheme while the second one corresponds to the so-called area-weighted scheme. Both formulations share the same discretization for the total energy equation. In both schemes, fluxes are computed using the same nodal solver which can be viewed as a two-dimensional extension of an approximate Riemann solver. The control volume scheme is conservative for momentum, total energy and satisfies a local entropy inequality in its first-order semi-discrete form. However, it does not preserve spherical symmetry. On the other hand, the area-weighted scheme is conservative for total energy and preserves spherical symmetry for one-dimensional spherical flow on equi-angular polar grid. The two-dimensional high-order extensions of these two schemes are constructed employing the generalized Riemann problem (GRP) in the acoustic approximation. Many numerical tests are presented in order to assess these new schemes. The results obtained for various representative configurations of one and two-dimensional compressible fluid flows show the robustness and the accuracy of our new schemes.     

Finite volume schemes of very high order of accuracy for stiff hyperbolic balance laws

In this article, we propose a new class of finite volume schemes of arbitrary accuracy in space and time for systems of hyperbolic balance laws with stiff source terms. The new class of schemes is based on a three stage procedure. First a high-order WENO reconstruction procedure is applied to the cell averages at the current time level. Second, the temporal evolution of the reconstruction polynomials is computed locally inside each cell using the governing equations. In the original ENO scheme of Harten et al. and in the ADER schemes of Titarev and Toro, this time evolution is achieved via a Taylor series expansion where the time derivatives are computed by repeated differentiation of the governing PDE with respect to space and time, i.e. by applying the so-called Cauchy–Kovalewski procedure. However, this approach is not able to handle stiff source terms. Therefore, we present a new strategy that only replaces the Cauchy–Kovalewski procedure compared to the previously mentioned schemes. For the time-evolution part of the algorithm, we introduce a local space–time discontinuous Galerkin (DG) finite element scheme that is able to handle also stiff source terms. This step is the only part of the algorithm which is locally implicit. The third and last step of the proposed ADER finite volume schemes consists of the standard explicit space–time integration over each control volume, using the local space–time DG solutions at the Gaussian integration points for the intercell fluxes and for the space–time integral over the source term. We will show numerical convergence studies for nonlinear systems in one space dimension with both non-stiff and with very stiff source terms up to sixth order of accuracy in space and time. The application of the new method to a large set of different test cases is shown, in particular the stiff scalar model problem of LeVeque and Yee [R.J. LeVeque, H.C. Yee, A study of numerical methods for hyperbolic conservation laws with stiff source terms, Journal of Computational Physics 86 (1) (1990) 187–210], the relaxation system of Jin and Xin [S. Jin, Z. Xin, The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications on Pure and Applied Mathematics 48 (1995) 235–277] and the full compressible Euler equations with stiff friction source terms.     

A first-order system approach for diffusion equation. II: Unification of advection and diffusion

In this paper, we unify advection and diffusion into a single hyperbolic system by extending the first-order system approach introduced for the diffusion equation [J. Comput. Phys., 227 (2007) 315–352] to the advection–diffusion equation. Specifically, we construct a unified hyperbolic advection–diffusion system by expressing the diffusion term as a first-order hyperbolic system and simply adding the advection term to it. Naturally then, we develop upwind schemes for this entire   system; there is thus no need to develop two different schemes, i.e., advection and diffusion schemes. We show that numerical schemes constructed in this way can be automatically uniformly accurate, allow O(h)$O(h)$ time step, and compute the solution gradients (viscous stresses/heat fluxes for the Navier–Stokes equations) simultaneously to the same order of accuracy as the main variable, for all Reynolds numbers. We present numerical results for boundary-layer type problems on non-uniform grids in one dimension and irregular triangular grids in two dimensions to demonstrate various remarkable advantages of the proposed approach. In particular, we show that the schemes solving the first-order advection–diffusion system give a tremendous speed-up in CPU time over traditional scalar schemes despite the additional cost of carrying extra variables and solving equations for them. We conclude the paper with discussions on further developments to come.     

Eulerian–Lagrangian multiscale methods for solving scalar equations – Application to incompressible two-phase flows

The present article proposes a new hybrid Eulerian–Lagrangian numerical method, based on a volume particle meshing of the Eulerian grid, for solving transport equations. The approach, called Volume Of Fluid Sub-Mesh method (VOF-SM), has the advantage of being able to deal with interface tracking as well as advection–diffusion transport equations of scalar quantities. The Eulerian evolutions of a scalar field could be obtained on any orthogonal curvilinear grid thanks to the Lagrangian advection and a redistribution of particles on the Eulerian grid. The Eulerian concentrations result from the projection of the volume and scalar informations handled by the particles. The particle velocities are interpolated from the Eulerian velocity field. The VOF-SM method is validated on several scalar interface tracking and transport problems and is compared to existing schemes within the literature. It is finally coupled to a Navier–Stokes solver and applied to the simulation of two free-surface flows, i.e. the two-dimensional buckling of a viscous jet during the filling of a square mold and the three-dimensional dam-break flow in a tank.     

A conservative coupling algorithm between a compressible flow and a rigid body using an Embedded Boundary method

This paper deals with a new solid–fluid coupling algorithm between a rigid body and an unsteady compressible fluid flow, using an Embedded Boundary method. The coupling with a rigid body is a first step towards the coupling with a Discrete Element method. The flow is computed using a finite volume approach on a Cartesian grid. The expression of numerical fluxes does not affect the general coupling algorithm and we use a one-step high-order scheme proposed by Daru and Tenaud [V. Daru, C. Tenaud, J. Comput. Phys. (2004)]. The Embedded Boundary method is used to integrate the presence of a solid boundary in the fluid. The coupling algorithm is totally explicit and ensures exact mass conservation and a balance of momentum and energy between the fluid and the solid. It is shown that the scheme preserves uniform movement of both fluid and solid and introduces no numerical boundary roughness. The efficiency of the method is demonstrated on challenging one- and two-dimensional benchmarks.     

An efficient flexible-order model for 3D nonlinear water waves

The flexible-order, finite difference based fully nonlinear potential flow model described in [H.B. Bingham, H. Zhang, On the accuracy of finite difference solutions for nonlinear water waves, J. Eng. Math. 58 (2007) 211–228] is extended to three dimensions (3D). In order to obtain an optimal scaling of the solution effort multigrid is employed to precondition a GMRES iterative solution of the discretized Laplace problem. A robust multigrid method based on Gauss–Seidel smoothing is found to require special treatment of the boundary conditions along solid boundaries, and in particular on the sea bottom. A new discretization scheme using one layer of grid points outside the fluid domain is presented and shown to provide convergent solutions over the full physical and discrete parameter space of interest. Linear analysis of the fundamental properties of the scheme with respect to accuracy, robustness and energy conservation are presented together with demonstrations of grid independent iteration count and optimal scaling of the solution effort. Calculations are made for 3D nonlinear wave problems for steep nonlinear waves and a shoaling problem which show good agreement with experimental measurements and other calculations from the literature.     

Remapping-free ALE-type kinetic method for flow computations

Based on the integral form of the fluid dynamic equations, a finite volume kinetic scheme with arbitrary control volume and mesh velocity is developed. Different from the earlier unified moving mesh gas-kinetic method [C.Q. Jin, K. Xu, An unified moving grid gas-kinetic method in Eulerian space for viscous flow computation, J. Comput. Phys. 222 (2007) 155–175], the coupling of the fluid equations and geometrical conservation laws has been removed in order to make the scheme applicable for any quadrilateral or unstructured mesh rather than parallelogram in 2D case. Since a purely Lagrangian method is always associated with mesh entangling, in order to avoid computational collapsing in multidimensional flow simulation, the mesh velocity is constructed by considering both fluid velocity (Lagrangian methodology) and diffusive velocity (Regenerating Eulerian mesh function). Therefore, we obtain a generalized Arbitrary-Lagrangian–Eulerian (ALE) method by properly designing a mesh velocity instead of re-generating a new mesh after distortion. As a result, the remapping step to interpolate flow variables from old mesh to new mesh is avoided. The current method provides a general framework, which can be considered as a remapping-free ALE-type method. Since there is great freedom in choosing mesh velocity, in order to improve the accuracy and robustness of the method, the adaptive moving mesh method [H.Z. Tang, T. Tang, Adaptive mesh methods for one-and two-dimensional hyperbolic conservation laws, SIAM J. Numer. Anal. 41 (2003) 487–515] can be also used to construct a mesh velocity to concentrate mesh to regions with high flow gradients.     

On the characteristics-based ACM for incompressible flows

In this paper, the revised characteristics-based (CB) method for incompressible flows recently derived by Neofytou [P. Neofytou, Revision of the characteristic-based scheme for incompressible flows, J. Comput. Phys. 222 (2007) 475–484] has been further investigated. We have derived all the formulas for pressure and velocities from this revised CB method, which is based on the artificial compressibility method (ACM) [A.J. Chorin, A numerical solution for solving incompressible viscous flow problems, J. Comput. Phys. 2 (1967) 12]. Then we analyze the formulations of the original CB method [D. Drikakis, P.A. Govatsos, D.E. Papatonis, A characteristic based method for incompressible flows, Int. J. Numer. Meth. Fluids 19 (1994) 667–685; E. Shapiro, D. Drikakis, Non-conservative and conservative formulations of characteristics numerical reconstructions for incompressible flows, Int. J. Numer. Meth. Eng. 66 (2006) 1466–1482; D. Drikakis, P.K. Smolarkiewicz, On spurious vortical structures, J. Comput. Phys. 172 (2001) 309–325; F. Mallinger, D. Drikakis, Instability in three-dimensional, unsteady stenotic flows, Int. J. Heat Fluid Flow 23 (2002) 657–663; E. Shapiro, D. Drikakis, Artificial compressibility, characteristics-based schemes for variable density, incompressible, multi-species flows. Parts I. Derivation of different formulations and constant density limit, J. Comput. Phys. 210 (2005) 584–607; Y. Zhao, B. Zhang, A high-order characteristics upwind FV method for incompressible flow and heat transfer simulation on unstructured grids, Comput. Meth. Appl. Mech. Eng. 190 (5–7) (2000) 733–756] to investigate their consistency with the governing flow equations after convergence has been achieved. Furthermore we have implemented both formulations in an unstructured-grid finite volume solver [Y. Zhao, B. Zhang, A high-order characteristics upwind FV method for incompressible flow and heat transfer simulation on unstructured grids, Comput. Meth. Appl. Mech. Eng. 190 (5–7) (2000) 733–756]. Detailed numerical experiments show that both methods give almost identical solutions and convergence rates. Both can generate solutions which agree well with published results and experimental measurements. We thus conclude that both methods, being upwind schemes designed for the ACM, have the same performances in terms of accuracy and convergence speed, even though the revised method is more complex with less stringent assumptions made, while the original CB method is simpler due to the use of extra simplifying assumptions.     

On accuracy and performance of high-order finite volume methods in local mean energy model of non-thermal plasmas

In this paper, a high-order finite volume method is employed to solve the local energy approximation model equations for a radio-frequency plasma discharge in a one-dimensional geometry. The so called deferred correction technique, along with high-order Lagrange polynomials, is used to calculate the convection and diffusion fluxes. Temporal discretization is performed using backward difference schemes of first and second orders. Extensive numerical experiments are carried out to evaluate the order and level of accuracy as well as computational efficiency of the various methods implemented in the work. These tests exhibit global convergence rate of up to fourth order for the spatial error, and of up to second order for the temporal error.     

A proof that a discrete delta function is second-order accurate

It is proved that a discrete delta function introduced by Smereka [P. Smereka, The numerical approximation of a delta function with application to level set methods, J. Comput. Phys. 211 (2006) 77–90] gives a second-order accurate quadrature rule for surface integrals using values on a regular background grid. The delta function is found using a technique of Mayo [A. Mayo, The fast solution of Poisson’s and the biharmonic equations on irregular regions, SIAM J. Numer. Anal. 21 (1984) 285–299]. It can be expressed naturally using a level set function.     

Discretization correction of general integral PSE Operators for particle methods

The general integral particle strength exchange (PSE) operators [J.D. Eldredge, A. Leonard, T. Colonius, J. Comput. Phys. 180 (2002) 686–709] approximate derivatives on scattered particle locations to any desired order of accuracy. Convergence is, however, limited to a certain range of resolutions. For high-resolution discretizations, the constant discretization error dominates and prevents further convergence. We discuss a consistent discretization correction framework for PSE operators that yields the desired rate of convergence for any resolution, both on uniform Cartesian and irregular particle distributions, as well as near boundaries. These discretization-corrected (DC) PSE operators also have no overlap condition, enabling the kernel width to become arbitrarily small for constant interparticle spacing. We show that, on uniform Cartesian particle distributions, this leads to a seamless transition between DC PSE operators and classical finite difference stencils. We further identify relationships between DC PSE operators and operators used in corrected smoothed particle hydrodynamics and reproducing kernel particle methods. We analyze the presented DC PSE operators with respect to accuracy, rate of convergence, computational efficiency, numerical dispersion, numerical diffusion, and stability.     

An improved gas-kinetic BGK finite-volume method for three-dimensional transonic flow

During the past decade gas-kinetic methods based on the BGK simplification of the Boltzmann equation have been employed to compute fluid flow in a finite-difference or finite-volume context. Among the most successful formulations is the finite-volume scheme proposed by Xu [K. Xu, A gas-kinetic BGK scheme for the Navier–Stokes equations and its connection with artificial dissipation and Godunov method, J. Comput. Phys. 171 (48) (2001) 289–335]. In this paper we build on this theoretical framework mainly with the aim to improve the efficiency and convergence of the scheme, and extend the range of application to three-dimensional complex geometries using general unstructured meshes. To that end we propose a modified BGK finite-volume scheme, which significantly reduces the computational cost, and improves the behavior on stretched unstructured meshes. Furthermore, a modified data reconstruction procedure is presented to remove the known problem that the Chapman–Enskog expansion of the BGK equation fixes the Prandtl number at unity. The new Prandtl number correction operates at the level of the partial differential equations and is also significantly cheaper for general formulations than previously published methods. We address the issue of convergence acceleration by applying multigrid techniques to the kinetic discretization. The proposed modifications and convergence acceleration help make large-scale computations feasible at a cost competitive with conventional discretization techniques, while still exploiting the advantages of the gas-kinetic discretization, such as computing full viscous fluxes for finite volume schemes on a simple two-point stencil.     

A volume penalization method for incompressible flows and scalar advection–diffusion with moving obstacles

A volume penalization method for imposing homogeneous Neumann boundary conditions in advection–diffusion equations is presented. Thus complex geometries which even may vary in time can be treated efficiently using discretizations on a Cartesian grid. A mathematical analysis of the method is conducted first for the one-dimensional heat equation which yields estimates of the penalization error. The results are then confirmed numerically in one and two space dimensions. Simulations of two-dimensional incompressible flows with passive scalars using a classical Fourier pseudo-spectral method validate the approach for moving obstacles. The potential of the method for real world applications is illustrated by simulating a simplified dynamical mixer where for the fluid flow and the scalar transport no-slip and no-flux boundary conditions are imposed, respectively.