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.     

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.     

A comparative study of high‐order variable‐property segregated algorithms for unsteady low Mach number flows

In this paper, five different algorithms are presented for the simulation of low Mach flows with large temperature variations, based on second‐order central‐difference or fourth‐order compact spatial discretization and a pressure projection‐type method. A semi‐implicit three‐step Runge–Kutta/Crank–Nicolson or second‐order iterative scheme is used for time integration. The different algorithms solve the coupled set of governing scalar equations in a decoupled segregate manner. In the first algorithm, a temperature equation is solved and density is calculated from the equation of state, while the second algorithm advances the density using the differential form of the equation of state. The third algorithm solves the continuity equation and the fourth algorithm solves both the continuity and enthalpy equation in conservative form. An iterative decoupled algorithm is also proposed, which allows the computation of the fully coupled solution. All five algorithms solve the momentum equation in conservative form and use a constant‐ or variable‐coefficient Poisson equation for the pressure. The efficiency of the fourth‐order compact scheme and the performances of the decoupling algorithms are demonstrated in three flow problems with large temperature variations: non‐Boussinesq natural convection, channel flow instability, flame–vortex interaction. Copyright © 2010 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.     

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.     

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.     

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.     

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.     

Dispersion and stability analyses of the linearized two‐dimensional shallow water equations in boundary‐fitted co‐ordinates

In the present investigation, a Fourier analysis is used to study the phase and group speeds of a linearized, two‐dimensional shallow water equations, in a non‐orthogonal boundary‐fitted co‐ordinate system. The phase and group speeds for the spatially discretized equations, using the second‐order scheme in an Arakawa C grid, are calculated for grids with varying degrees of non‐orthogonality and compared with those obtained from the continuous case. The spatially discrete system is seen to be slightly dispersive, with the degree of dispersivity increasing with an decrease in the grid non‐orthogonality angle or decrease in grid resolution and this is in agreement with the conclusions reached by Sankaranarayanan and Spaulding (J. Comput. Phys., 2003; 184 : 299–320). The stability condition for the non‐orthogonal case is satisfied even when the grid non‐orthogonality angle, is as low as 30° for the Crank Nicolson and three‐time level schemes. A two‐dimensional wave deformation analysis, based on complex propagation factor developed by Leendertse (Report RM‐5294‐PR, The Rand Corp., Santa Monica, CA, 1967), is used to estimate the amplitude and phase errors of the two‐time level Crank–Nicolson scheme. There is no dissipation in the amplitude of the solution. However, the phase error is found to increase, as the grid angle decreases for a constant Courant number, and increases as Courant number increases. Copyright © 2003 John Wiley & Sons, Ltd.     

Stability of a Crank–Nicolson pressure correction scheme based on staggered discretizations

In the context of LES of turbulent flows, the control of kinetic energy seems to be an essential requirement for a numerical scheme. Designing such an algorithm, that is, as less dissipative as possible while being simple, for the resolution of variable density Navier–Stokes equations is the aim of the present work. The developed numerical scheme, based on a pressure correction technique, uses a Crank–Nicolson time discretization and a staggered space discretization relying on the Rannacher–Turek finite element. For the inertia term in the momentum balance equation, we propose a finite volume discretization, for which we derive a discrete analogue of the continuous kinetic energy local conservation identity. Contrary to what was obtained for the backward Euler discretization, the dissipation defect term associated to the Crank–Nicolson scheme is second order in time. This behavior is evidenced by numerical simulations. Copyright © 2013 John Wiley & Sons, Ltd.     

Comparison of SIMPLE- and PISO-type algorithms for transient flows

Various pressure-based schemes are proposed for transient flows based on well-established SIMPLE and PISO algorithms. The schemes are applied to the solution of unsteady laminar flow around a square cylinder and steady laminar flow over a backward-facing step. The implicit treatment and the performance of the various schemes are evaluated by using benchmark solutions with a small time step. Three different second-order-accurate time derivatives based on different time levels are presented. The different time derivatives are applied to the various schemes under consideration. Overall the PISO scheme was found to predict accurate results and was robust. However, for small time step values, alternative schemes can predict accurate results for approximately half the computational cost. The choice of time derivative proved to be very significant in terms of the accuracy and robustness of a scheme. Significantly, the one-sided forward differencing scheme was the most successful used in conjunction with a strongly implicit-based algorithm. However, a greater degree of accuracy was achieved using the standard PISO algorithm with the Crank–Nicolson time derivative. Recommendations for future work are discussed. © 1998 John Wiley & Sons, Ltd.     

A Jacobian‐free Newton–Krylov method for thermalhydraulics simulations

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

Free convection effects on a vertical cone with variable viscosity and thermal conductivity

The present paper deals with a flow of a viscous incompressible fluid along a heated vertical cone, with due allowance for variations of viscosity and thermal diffusivity with temperature. The fluid viscosity is assumed to be an exponential function of temperature, and the thermal diffusivity is assumed to be a linear function of temperature. The governing equations for laminar free convection of the fluid are transformed into dimensionless partial differential equations, which are solved by a finite difference method with the Crank–Nicolson implicit scheme. Dependences of the flow parameters on the fluid viscosity and thermal conductivity are obtained.     

Third‐order‐accurate semi‐implicit Runge–Kutta scheme for incompressible Navier–Stokes equations

A semi‐implicit three‐step Runge–Kutta scheme for the unsteady incompressible Navier–Stokes equations with third‐order accuracy in time is presented. The higher order of accuracy as compared to the existing semi‐implicit Runge–Kutta schemes is achieved due to one additional inversion of the implicit operator I‐τγL, which requires inversion of tridiagonal matrices when using approximate factorization method. No additional solution of the pressure‐Poisson equation or evaluation of Navier–Stokes operator is needed. The scheme is supplied with a local error estimation and time‐step control algorithm. The temporal third‐order accuracy of the scheme is proved analytically and ascertained by analysing both local and global errors in a numerical example. Copyright © 2005 John Wiley & Sons, Ltd.     

Multi‐scale time integration for transient conjugate heat transfer

The quasi‐steady assumption is commonly adopted in existing transient fluid–solid‐coupled convection–conduction (conjugate) heat transfer simulations, which may cause non‐negligible errors in certain cases of practical interest. In the present work, we adopt a new multi‐scale framework for the fluid domain formulated in a triple‐timing form. The slow‐varying temporal gradient corresponding to the time scales in the solid domain has been effectively included in the fluid equations as a source term, whilst short‐scale unsteadiness of the fluid domain is captured by a local time integration at a given ‘frozen’ large scale time instant. For concept proof, validation and demonstration purposes, the proposed methodology has been implemented in a loosely coupled procedure in conjunction with a hybrid interfacing treatment for coupling efficiency and accuracy. The present results indicate that a much enhanced applicability can be achieved with relatively small modifications of existing transient conjugate heat transfer methods at little extra cost. Copyright © 2016 John Wiley & Sons, Ltd.     

Free convection of a dusty‐gas flow along a semi‐infinite vertical cylinder

An analysis is performed to study the free convection of a dusty‐gas flow along a semi‐infinite isothermal vertical cylinder. The governing equations of the flow problem are transformed into non‐dimensional form and the resulting nonlinear, coupled parabolic partial differential equations have been solved numerically using an implicit finite difference scheme of Crank–Nicholson type. The flow variables such as gas–velocity, dust‐particle velocity and temperature, shearing stress and heat transfer coefficients are calculated numerically for various parameters occurring in the problem. It is observed that due to the presence of dust particles, the gas velocity is found to decrease. Copyright © 2009 John Wiley & Sons, Ltd.     

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.     

An implicit velocity decoupling procedure for the incompressible Navier–Stokes equations

An efficient numerical method to solve the unsteady incompressible Navier–Stokes equations is developed. A fully implicit time advancement is employed to avoid the Courant–Friedrichs–Lewy restriction, where the Crank–Nicolson discretization is used for both the diffusion and convection terms. Based on a block LU decomposition, velocity–pressure decoupling is achieved in conjunction with the approximate factorization. The main emphasis is placed on the additional decoupling of the intermediate velocity components with only nth time step velocity. The temporal second‐order accuracy is preserved with the approximate factorization without any modification of boundary conditions. Since the decoupled momentum equations are solved without iteration, the computational time is reduced significantly. The present decoupling method is validated by solving several test cases, in particular, the turbulent minimal channel flow unit. Copyright © 2002 John Wiley & Sons, Ltd.     

Implicit FEM‐FCT algorithms and discrete Newton methods for transient convection problems

A new generalization of the flux‐corrected transport (FCT) methodology to implicit finite element discretizations is proposed. The underlying high‐order scheme is supposed to be unconditionally stable and produce time‐accurate solutions to evolutionary convection problems. Its nonoscillatory low‐order counterpart is constructed by means of mass lumping followed by elimination of negative off‐diagonal entries from the discrete transport operator. The raw antidiffusive fluxes, which represent the difference between the high‐ and low‐order schemes, are updated and limited within an outer fixed‐point iteration. The upper bound for the magnitude of each antidiffusive flux is evaluated using a single sweep of the multidimensional FCT limiter at the first outer iteration. This semi‐implicit limiting strategy makes it possible to enforce the positivity constraint in a very robust and efficient manner. Moreover, the computation of an intermediate low‐order solution can be avoided. The nonlinear algebraic systems are solved either by a standard defect correction scheme or by means of a discrete Newton approach, whereby the approximate Jacobian matrix is assembled edge by edge. Numerical examples are presented for two‐dimensional benchmark problems discretized by the standard Galerkin finite element method combined with the Crank–Nicolson time stepping. Copyright © 2007 John Wiley & Sons, Ltd.     

Numerical stabilities of loosely coupled methods for robust modeling of lightweight and flexible structures in incompressible and viscous flows

The growing interest to examine the hydroelastic dynamics and stabilities of lightweight and flexible materials requires robust and accurate fluid–structure interaction(FSI)models. Classically, partitioned fluid and structure solvers are easier to implement compared to monolithic methods;however, partitioned FSI models are vulnerable to numerical("virtual added mass") instabilities for cases when the solid to fluid density ratio is low and if the flow is incompressible.As a partitioned method, the loosely hybrid coupled(LHC)method, which was introduced and validated in Young et al.(Acta Mech. Sin. 28:1030–1041, 2012), has been successfully used to efficiently and stably model lightweight and flexible structures. The LHC method achieves its numerical stability by, in addition to the viscous fluid forces, embedding potential flow approximations of the fluid induced forces to transform the partitioned FSI model into a semi-implicit scheme. The objective of this work is to derive and validate the numerical stability boundary of the LHC. The results show that the stability boundary of the LHC is much wider than traditional loosely coupled methods for a variety of numerical integration schemes. The results also show that inclusion of an estimate of the fluid inertial forces is the most critical to ensure the numerical stability when solving for fluid–structure interaction problems involving cases with a solid to fluid-added mass ratio less than one.