Numerical implementation of the Crank–Nicolson/Adams–Bashforth scheme for the time‐dependent Navier–Stokes equations

This article considers numerical implementation of the Crank–Nicolson/Adams–Bashforth scheme for the two‐dimensional non‐stationary Navier–Stokes equations. A finite element method is applied for the spatial approximation of the velocity and pressure. The time discretization is based on the Crank–Nicolson scheme for the linear term and the explicit Adams–Bashforth scheme for the nonlinear term. Comparison with other methods, through a series of numerical experiments, shows that this method is almost unconditionally stable and convergent, i.e. stable and convergent when the time step is smaller than a given constant. Copyright © 2009 John Wiley & Sons, Ltd.     

Augmented upwind numerical schemes for the groundwater transport advection‐dispersion equation with local operators

When solute transport is advection‐dominated, the advection‐dispersion equation approximates to a hyperbolic‐type partial differential equation, and finite difference and finite element numerical approximation methods become prone to artificial oscillations. The upwind scheme serves to correct these responses to produce a more realistic solution. The upwind scheme is reviewed and then applied to the advection‐dispersion equation with local operators for the first‐order upwinding numerical approximation scheme. The traditional explicit and implicit schemes, as well as the Crank‐Nicolson scheme, are developed and analyzed for numerical stability to form a comparison base. Two new numerical approximation schemes are then proposed, namely, upwind–Crank‐Nicolson scheme, where only for the advection term is applied, and weighted upwind‐downwind scheme. These newly developed schemes are analyzed for numerical stability and compared to the traditional schemes. It was found that an upwind–Crank‐Nicolson scheme is appropriate if the Crank‐Nicolson scheme is only applied to the advection term of the advection‐dispersion equation. Furthermore, the proposed explicit weighted upwind‐downwind finite difference numerical scheme is an improvement on the traditional explicit first‐order upwind scheme, whereas the implicit weighted first‐order upwind‐downwind finite difference numerical scheme is stable under all assumptions when the appropriate weighting factor (θ) is assigned.     

Decoupled second-order transient schemes for the flow of viscoelastic fluids without a viscous solvent contribution

The simulation of transient flows is relevant in several applications involving viscoelastic fluids. In the last decades, much effort has been spent on deriving time-marching schemes able to efficiently solve the governing equations at low computational cost. In this direction, decoupling schemes, where the global system is split into smaller subsystems, have been particularly successful. However, most of these techniques only work if inertia and/or a large Newtonian solvent contribution is included in the modeling. This is not the case for polymer melts or concentrated polymer solutions.In this work, we propose two second-order time-integration schemes for discretizing the momentum balance as well as the constitutive equation, based on a Gear and a Crank–Nicolson scheme. The solution of the momentum and continuity equations is decoupled from the constitutive one. The stress tensor term in the momentum balance is replaced by its space-continuous but time-discretized form of the constitutive equation through an Euler scheme implicit in the velocity. This adds velocity unknowns in the momentum equation thus an updating of the velocity field is possible even if inertia and solvent viscosity are not included in the model. To further reduce computational costs, the non-linear relaxation term in the constitutive equation is taken explicitly leading to a linear system of equations for each stress component.Four benchmark problems are considered to test the numerical schemes. The results show that a Crank–Nicolson based discretization for the momentum equation produces oscillations when combined with a Crank–Nicolson based scheme for the constitutive equation whereas, if a Gear based scheme is implemented for the constitutive equation, the stability is found to be dependent on the specific problem. However, the Gear based scheme applied to the momentum balance combined with both second-order methods used for the constitutive equation is stable and accurate and performs much better than a first-order Euler scheme. Finally, a numerical proof of the second-order convergence is also carried out.     

Adaptive finite elements with large aspect ratio for mass transport in electroosmosis and pressure‐driven microflows

A space–time adaptive method is presented for the numerical simulation of mass transport in electroosmotic and pressure‐driven microflows in two space dimensions. The method uses finite elements with large aspect ratio, which allows the electroosmotic flow and the mass transport to be solved accurately despite the presence of strong boundary layers. The unknowns are the external electric potential, the electrical double layer potential, the velocity field and the sample concentration. Continuous piecewise linear stabilized finite elements with large aspect ratio and the Crank–Nicolson scheme are used for the space and time discretization of the concentration equation. Numerical results are presented showing the efficiency of this approach, first in a straight channel, then in crossing and multiple T‐form configuration channels. Copyright © 2009 John Wiley & Sons, Ltd.     

Arnoldi and Crank–Nicolson methods for integration in time of the transport equation

A comparison is made between the Arnoldi reduction method and the Crank–Nicolson method for the integration in time of the advection–diffusion equation. This equation is first discretized in space by the classic finite element (FE) approach, leading to an unsymmetric first‐order differential system, which is then solved by the aforementioned methods. Arnoldi reduces the native FE equations to a much smaller set to be efficiently integrated in the Arnoldi vector space by the Crank–Nicolson scheme, with the solution recovered back by a standard Rayleigh–Ritz procedure. Crank–Nicolson implements a time marching scheme directly on the original first‐order differential system. The computational performance of both methods is investigated in two‐ and three‐dimensional sample problems with a size up 30 000. The results show that in advection‐dominated problems less then 100 Arnoldi vectors generally suffice to give results with a 10⁻³–10⁻⁴ difference relative to the direct Crank–Nicolson solution. However, while the CPU time with the Crank–Nicolson starts from zero and increases linearly with the number of time steps used in the simulation, the Arnoldi requires a large initial cost to generate the Arnoldi vectors with subsequently much less expensive dynamics for the time integration. The break‐even point is problem‐dependent at a number of time steps which may be for some problems up to one order of magnitude larger than the number of Arnoldi vectors. A serious limitation of Arnoldi is the requirement of linearity and time independence of the flow field. It is concluded that Arnoldi can be cheaper than Crank–Nicolson in very few instances, i.e. when the solution is needed for a large number of time values, say several hundreds or even 1000, depending on the problem. Copyright © 2001 John Wiley & Sons, Ltd.     

Accuracy and stability analysis of a second‐order time‐accurate loosely coupled partitioned algorithm for transient conjugate heat transfer problems

In this paper, a second‐order time‐accurate loosely coupled partitioned algorithm is presented for solving transient thermal coupling of solids and fluids, also referred to by conjugate heat transfer. The Crank–Nicolson scheme is used for time integration. The accuracy and stability of the loosely coupled solution algorithm are analyzed analytically. Based on the accuracy analysis, the design order of the time integration scheme is preserved by following a predictor (implicit)–corrector (explicit) approach. Hence, the need to perform an additional implicit solve (a subiteration) at each time step is avoided. The analytical stability analysis shows that by using the Crank–Nicolson scheme for time integration, the partitioned algorithm is unstable for large Fourier numbers, unlike the monolithic approach. Accordingly, using the stability analysis, a stability criterion is obtained for the Crank–Nicolson scheme that imposes restriction on Δt given the material properties and mesh spacings of the coupled domains. As the ratio of the thermal effusivities of the coupled domains reaches unity, the stability of the algorithm reduces. To demonstrate the applicability of the algorithm, a numerical example is considered (an unsteady conjugate natural convection in an enclosure). Copyright © 2013 John Wiley & Sons, Ltd.     

Optimal control of material concentration using Fourier series

This paper presents an optimal control of the material concentration using Fourier series and finite element method. It is assumed that the optimal control value can be expanded into a Fourier series. The Fourier coefficient is identified to minimize the performance function and the optimal control value is determined. The Sakawa–Shindo algorithm is used for the minimization algorithm. The advection–diffusion equation and shallow water equation are used for the analysis of material concentration and water flow. The Crank–Nicolson scheme and finite element method using bubble function element with stabilized control parameter are employed as temporal and special discretization. Copyright © 2004 John Wiley & Sons, Ltd.     

An efficient and accurate fully discrete finite element method for unsteady incompressible Oldroyd fluids with large time step

This paper proposes a second‐order accuracy in time fully discrete finite element method for the Oldroyd fluids of order one. This new approach is based on a finite element approximation for the space discretization, the Crank–Nicolson/Adams–Bashforth scheme for the time discretization and the trapezoid rule for the integral term discretization. It reduces the nonlinear equations to almost unconditionally stable and convergent systems of linear equations that can be solved efficiently and accurately. Here, the numerical simulations for L², H¹ error estimates of the velocity and L² error estimates of the pressure at different values of viscoelastic viscosities α, different values of relaxation time λ₁, different values of null viscosity coefficient μ₀ are shown. In addition, two benchmark problems of Oldroyd fluids with different solvent viscosity μ and different relaxation time λ₁ are simulated. All numerical results perfectly match with the theoretical analysis and show that the developed approach gives a high accuracy to simulate the Oldroyd fluids under a large time step. Furthermore, the difference and the connection between the Newton fluids and the viscoelastic Oldroyd fluids are displayed. Copyright © 2015 John Wiley & Sons, Ltd.     

Simulations of 2D and 3D thermocapillary flows by a least-squares finite element method

Numerical results for time-dependent 2D and 3D thermocapillary flows are presented in this work. The numerical algorithm is based on the Crank–Nicolson scheme for time integration, Newton's method for linearization, and a least-squares finite element method, together with a matrix-free Jacobi conjugate gradient technique. The main objective in this work is to demonstrate how the least-squares finite element method, together with an iterative procedure, deals with the capillary-traction boundary conditions at the free surface, which involves the coupling of velocity and temperature gradients. Mesh refinement studies were also carried out to validate the numerical results. © 1998 John Wiley & Sons, Ltd.     

A COMPARATIVE STUDY OF TIME-STEPPING TECHNIQUES FOR THE INCOMPRESSIBLE NAVIER-STOKES EQUATIONS: FROM FULLY IMPLICIT NON-LINEAR SCHEMES TO SEMI-IMPLICIT PROJECTION METHODS

We present a numerical comparison of some time-stepping schemes for the discretization and solution of the non-stationary incompressible Navier– Stokes equations. The spatial discretization is by non-conforming quadrilateral finite elements which satisfy the LBB condition. The major focus is on the differences in accuracy and efficiency between the backward Euler, Crank–Nicolson and fractional-step Θ schemes used in discretizing the momentum equations. Further, the differences between fully coupled solvers and operator-splitting techniques (projection methods) and the influence of the treatment of the nonlinear advection term are considered. The combination of both discrete projection schemesand non-conforming finite elementsallows the comparison of schemes which are representative for many methods used in practice. On Cartesian grids this approach encompasses some well-known staggered grid finite difference discretizations too. The results which are obtained for several typical flow problems are thought to be representative and should be helpful for a fair rating of solution schemes, particularly in long-time simulations.     

Vorticity–velocity formulation of the 3D Navier–Stokes equations in cylindrical co‐ordinates

A finite difference method is presented for solving the 3D Navier–Stokes equations in vorticity–velocity form. The method involves solving the vorticity transport equations in ‘curl‐form’ along with a set of Cauchy–Riemann type equations for the velocity. The equations are formulated in cylindrical co‐ordinates and discretized using a staggered grid arrangement. The discretized Cauchy–Riemann type equations are overdetermined and their solution is accomplished by employing a conjugate gradient method on the normal equations. The vorticity transport equations are solved in time using a semi‐implicit Crank–Nicolson/Adams–Bashforth scheme combined with a second‐order accurate spatial discretization scheme. Special emphasis is put on the treatment of the polar singularity. Numerical results of axisymmetric as well as non‐axisymmetric flows in a pipe and in a closed cylinder are presented. Comparison with measurements are carried out for the axisymmetric flow cases. Copyright © 2003 John Wiley & Sons, Ltd.     

A non‐iterative implicit algorithm for the solution of advection–diffusion equation on a sphere

A numerical algorithm for the solution of advection–diffusion equation on the surface of a sphere is suggested. The velocity field on a sphere is assumed to be known and non‐divergent. The discretization of advection–diffusion equation in space is carried out with the help of the finite volume method, and the Gauss theorem is applied to each grid cell. For the discretization in time, the symmetrized double‐cycle componentwise splitting method and the Crank–Nicolson scheme are used. The numerical scheme is of second order approximation in space and time, correctly describes the balance of mass of substance in the forced and dissipative discrete system and is unconditionally stable. In the absence of external forcing and dissipation, the total mass and L₂‐norm of solution of discrete system is conserved in time. The one‐dimensional periodic problems arising at splitting in the longitudinal direction are solved with Sherman–Morrison's formula and Thomas's algorithm. The one‐dimensional problems arising at splitting in the latitudinal direction are solved by the bordering method that requires a prior determination of the solution at the poles. The resulting linear systems have tridiagonal matrices and are solved by Thomas's algorithm. The suggested method is direct (without iterations) and rapid in realization. It can also be applied to linear and nonlinear diffusion problems, some elliptic problems and adjoint advection–diffusion problems on a sphere. Copyright © 2015 John Wiley & Sons, Ltd.     

Implicit time accurate simulation of unsteady flow

Implicit time integration was studied in the context of unsteady shock‐boundary layer interaction flow. With an explicit second‐order Runge–Kutta scheme, a reference solution to compare with the implicit second‐order Crank–Nicolson scheme was determined. The time step in the explicit scheme is restricted by both temporal accuracy as well as stability requirements, whereas in the A‐stable implicit scheme, the time step has to obey temporal resolution requirements and numerical convergence conditions. The non‐linear discrete equations for each time step are solved iteratively by adding a pseudo‐time derivative. The quasi‐Newton approach is adopted and the linear systems that arise are approximately solved with a symmetric block Gauss–Seidel solver. As a guiding principle for properly setting numerical time integration parameters that yield an efficient time accurate capturing of the solution, the global error caused by the temporal integration is compared with the error resulting from the spatial discretization. Focus is on the sensitivity of properties of the solution in relation to the time step. Numerical simulations show that the time step needed for acceptable accuracy can be considerably larger than the explicit stability time step; typical ratios range from 20 to 80. At large time steps, convergence problems that are closely related to a highly complex structure of the basins of attraction of the iterative method may occur. Copyright © 2001 John Wiley & Sons, Ltd.     

Finite‐difference 4th‐order compact scheme for the direct numerical simulation of instabilities of shear layers

An algorithm based on the 4th‐order finite‐difference compact scheme is developed and applied in the direct numerical simulations of instabilities of channel flow. The algorithm is illustrated in the context of stream function formulation that leads to field equation involving 4th‐order spatial derivatives. The finite‐difference discretization in the wall‐normal direction uses five arbitrarily spaced points. The discretization coefficients are determined numerically, providing a large degree of flexibility for grid selection. The Fourier expansions are used in the streamwise direction. A hybrid Runge–Kutta/Crank–Nicholson low‐storage scheme is applied for the time discretization. Accuracy tests demonstrate that the algorithm does deliver the 4th‐order accuracy. The algorithm has been used to simulate the natural instability processes in channel flow as well as processes occurring when the flow is spatially modulated using wall transpiration. Extensions to three‐dimensional situations are suggested. Copyright © 2005 John Wiley & Sons, Ltd.     

Internal wave reflections and transmissions arising from a non-uniform mesh. Part III: The occurrence of evanescent waves in the Crank-Nicolson linear finite element scheme

The numerical scheme upon which this paper is based is the 1D Crank–Nicolson linear finite element scheme. In Part I of this series it was shown that for a certain range of incident wavelengths impinging on the interface of an expansion in nodal spacing, an evanescent (or spatially damped) wave results in the downstream region. Here in Part III an analysis is carried out to predict the wavelength and the spatial rate of damping for this wave. The results of the analysis are verified quantitatively with seven ‘hot-start’ numerical experiments and qualitatively with seven ‘cold-start’ experiments. Weare has shown that evanescent waves occur whenever the frequency of a disturbance at a boundary exceeds the maximum frequency given by the dispersion relation. In these circumstances the ‘extended dispersion’ relation can be used to determine the rate of spatial decay. In the context of a domain consisting of two regions with different nodal spacings, the use of the group velocity concept shows that evanescent waves have no energy flux associated with them when energy is conserved.     

Second‐order entropy diminishing scheme for the Euler equations

This paper presents a method of controlling the water levels in a conduit system by employing optimal control theory and the finite element method. A shallow‐water equation is employed for the analysis of flow behaviour. Optimal control theory is utilized to obtain a control value for the target state value. The Sakawa–Shindo method is employed as a minimization technique. For the computational storage requirements, the time domain decomposition method is applied. The Crank–Nicolson method is used for temporal discretization. In addition to a method for optimally controlling water level, a method is presented for determining transversality conditions, the terminal condition of the Lagrange multiplier. Copyright © 2006 John Wiley & Sons, Ltd.     

Water quality control by bank placement based on optimal control and finite element method

This paper presents a method for quality control by bank placement based on an optimal control theory and the finite element method. The shallow water equation is employed for the analysis of the flow condition and the advection‐diffusion equation is used for the analysis of pollutant concentration. The optimal control theory is utilized to obtain a control value for the objective state value. The shear‐slip mesh update method which is suitable for the rotational problem of body is employed. To solve the optimization problem, the time domain decomposition method is applied as a technique of storage requirements reduction. The Sakawa–Shindo method is employed as a minimization technique. The Crank–Nicolson method is applied to the temporal discretization. A method for optimal control of bank placement has been presented. Copyright © 2003 John Wiley & Sons, Ltd.     

An efficient and stable finite element solver of higher order in space and time for nonstationary incompressible flow

In this paper, we present fully implicit continuous Galerkin–Petrov (cGP) and discontinuous Galerkin (dG) time‐stepping schemes for incompressible flow problems which are, in contrast to standard approaches like for instance the Crank–Nicolson scheme, of higher order in time. In particular, we analyze numerically the higher order dG(1) and cGP(2) methods, which are super convergent of third, resp., fourth order in time, whereas for the space discretization, the well‐known LBB‐stable finite element pair of third‐order accuracy is used. The discretized systems of nonlinear equations are treated by using the Newton method, and the associated linear subproblems are solved by means of a monolithic (geometrical) multigrid method with a blockwise Vanka‐like smoother treating all components simultaneously. We perform nonstationary simulations (in 2D) for two benchmarking configurations to analyze the temporal accuracy and efficiency of the presented time discretization schemes w.r.t. CPU and numerical costs. As a first test problem, we consider a classical ‘flow around cylinder’ benchmark. Here, we concentrate on the nonstationary behavior of the flow patterns with periodic oscillations and examine the ability of the different time discretization schemes to capture the dynamics of the flow. As a second test case, we consider the nonstationary ‘flow through a Venturi pipe’. The objective of this simulation is to control the instantaneous and mean flux through this device. Copyright © 2013 John Wiley & Sons, Ltd.     

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

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

An efficient and energy stable scheme for a phase‐field model for the moving contact line problem

In this paper, we propose for the first time a linearly coupled, energy stable scheme for the Navier–Stokes–Cahn–Hilliard system with generalized Navier boundary condition. We rigorously prove the unconditional energy stability for the proposed time discretization as well as for a fully discrete finite element scheme. Using numerical tests, we verify the accuracy, confirm the decreasing property of the discrete energy, and demonstrate the effectiveness of our method through numerical simulations in both 2‐D and 3‐D. Copyright © 2015 John Wiley & Sons, Ltd.