Minimization of the Truncation Error by Grid Adaptation

A new grid adaptation strategy, which minimizes the truncation error of a pth-order finite difference approximation, is proposed. The main idea of the method is based on the observation that the global truncation error associated with discretization on nonuniform meshes can be minimized if the interior grid points are redistributed in an optimal sequence. The method does not explicitly require the truncation error estimate, and at the same time, it allows one to increase the design order of approximation globally by one, so that the same finite difference operator reveals superconvergence properties on the optimal grid. Another very important characteristic of the method is that if the differential operator and the metric coefficients are evaluated identically by some hybrid approximation, then the single optimal grid generator can be employed in the entire computational domain independently of points where the hybrid discretization switches from one approximation to another. Generalization of the present method to multiple dimensions is presented. Numerical calculations of several one-dimensional and one two-dimensional test examples demonstrate the performance of the method and corroborate the theoretical results.     

Moving Mesh Methods in Multiple Dimensions Based on Harmonic Maps

In practice, there are three types of adaptive methods using the finite element approach, namely the h-method, p-method, and r-method. In the h-method, the overall method contains two parts, a solution algorithm and a mesh selection algorithm. These two parts are independent of each other in the sense that the change of the PDEs will affect the first part only. However, in some of the existing versions of the r-method (also known as the moving mesh method), these two parts are strongly associated with each other and as a result any change of the PDEs will result in the rewriting of the whole code. In this work, we will propose a moving mesh method which also contains two parts, a solution algorithm and a mesh-redistribution algorithm. Our efforts are to keep the advantages of the r-method (e.g., keep the number of nodes unchanged) and of the h-method (e.g., the two parts in the code are independent). A framework for adaptive meshes based on the Hamilton–Schoen–Yau theory was proposed by Dvinsky. In this work, we will extend Dvinsky's method to provide an efficient solver for the mesh-redistribution algorithm. The key idea is to construct the harmonic map between the physical space and a parameter space by an iteration procedure. Each iteration step is to move the mesh closer to the harmonic map. This procedure is simple and easy to program and also enables us to keep the map harmonic even after long times of numerical integration. The numerical schemes are applied to a number of test problems in two dimensions. It is observed that the mesh-redistribution strategy based on the harmonic maps adapts the mesh extremely well to the solution without producing skew elements for multi-dimensional computations.     

Physics-Based Preconditioning and the Newton–Krylov Method for Non-equilibrium Radiation Diffusion

An algorithm is presented for the solution of the time dependent reaction-diffusion systems which arise in non-equilibrium radiation diffusion applications. This system of nonlinear equations is solved by coupling three numerical methods, Jacobian-free Newton–Krylov, operator splitting, and multigrid linear solvers. An inexact Newton's method is used to solve the system of nonlinear equations. Since building the Jacobian matrix for problems of interest can be challenging, we employ a Jacobian–free implementation of Newton's method, where the action of the Jacobian matrix on a vector is approximated by a first order Taylor series expansion. Preconditioned generalized minimal residual (PGMRES) is the Krylov method used to solve the linear systems that come from the iterations of Newton's method. The preconditioner in this solution method is constructed using a physics-based divide and conquer approach, often referred to as operator splitting. This solution procedure inverts the scalar elliptic systems that make up the preconditioner using simple multigrid methods. The preconditioner also addresses the strong coupling between equations with local 2×2 block solves. The intra-cell coupling is applied after the inter-cell coupling has already been addressed by the elliptic solves. Results are presented using this solution procedure that demonstrate its efficiency while incurring minimal memory requirements.     

A Finite Volume Method for the Approximation of Diffusion Operators on Distorted Meshes

A new finite volume method is presented for discretizing general linear or nonlinear elliptic second-order partial-differential equations with mixed boundary conditions. The advantage of this method is that arbitrary distorted meshes can be used without the numerical results being altered. The resulting algorithm has more unknowns than standard methods like finite difference or finite element methods. However, the matrices that need to be inverted are positive definite, so the most powerful linear solvers can be applied. The method has been tested on a few elliptic and parabolic equations, either linear, as in the case of the standard heat diffusion equation, or nonlinear, as in the case of the radiation diffusion equation and the resistive diffusion equation with Hall term.     

New High-Resolution Semi-discrete Central Schemes for Hamilton–Jacobi Equations

We introduce a new high-resolution central scheme for multidimensional Hamilton–Jacobi equations. The scheme retains the simplicity of the non-oscillatory central schemes developed by C.-T. Lin and E. Tadmor (in press, SIAM J. Sci. Comput.), yet it enjoys a smaller amount of numerical viscosity, independent of 1/Δt. By letting Δt↓0 we obtain a new second-order central scheme in the particularly simple semi-discrete form, along the lines of the new semi-discrete central schemes recently introduced by the authors in the context of hyperbolic conservation laws. Fully discrete versions are obtained with appropriate Runge–Kutta solvers. The smaller amount of dissipation enables efficient integration of convection-diffusion equations, where the accumulated error is independent of a small time step dictated by the CFL limitation. The scheme is non-oscillatory thanks to the use of nonlinear limiters. Here we advocate the use of such limiters on second discrete derivatives, which is shown to yield an improved high resolution when compared to the usual limitation of first derivatives. Numerical experiments demonstrate the remarkable resolution obtained by the proposed new central scheme.     

Unconditionally Stable Methods for Hamilton–Jacobi Equations

We present new numerical methods for constructing approximate solutions to the Cauchy problem for Hamilton–Jacobi equations of the form u_t+H(D_xu)=0. The methods are based on dimensional splitting and front tracking for solving the associated (non-strictly hyperbolic) system of conservation laws p_t+D_xH(p)=0, where p=D_xu. In particular, our methods depend heavily on a front tracking method for one-dimensional scalar conservation laws with discontinuous coefficients. The proposed methods are unconditionally stable in the sense that the time step is not limited by the space discretization and they can be viewed as “large-time-step” Godunov-type (or front tracking) methods. We present several numerical examples illustrating the main features of the proposed methods. We also compare our methods with several methods from the literature.     

Implementation Aspects of 3D Lattice-BGK: Boundaries, Accuracy, and a New Fast Relaxation Method

In many realistic fluid-dynamical simulations the specification of the boundary conditions, the error sources, and the number of time steps to reach a steady state are important practical considerations. In this paper we study these issues in the case of the lattice-BGK model. The objective is to present a comprehensive overview of some pitfalls and shortcomings of the lattice-BGK method and to introduce some new ideas useful in practical simulations. We begin with an evaluation of the widely used bounce-back boundary condition in staircase geometries by simulating flow in an inclined tube. It is shown that the bounce-back scheme is first-order accurate in space when the location of the non-slip wall is assumed to be at the boundary nodes. Moreover, for a specific inclination angle of 45 degrees, the scheme is found to be second-order accurate when the location of the non-slip velocity is fitted halfway between the last fluid nodes and the first solid nodes. The error as a function of the relaxation parameter is in that case qualitatively similar to that of flat walls. Next, a comparison of simulations of fluid flow by means of pressure boundaries and by means of body force is presented. A good agreement between these two boundary conditions has been found in the creeping-flow regime. For higher Reynolds numbers differences have been found that are probably caused by problems associated with the pressure boundaries. Furthermore, two widely used 3D models, namelyD₃Q₁₅andD₃Q₁₉, are analysed. It is shown that theD₃Q₁₅model may induce artificial checkerboard invariants due to the connectivity of the lattice. Finally, a new iterative method, which significantly reduces the saturation time, is presented and validated on different benchmark problems.     

Solution of Time-Dependent Diffusion Equations with Variable Coefficients Using Multiwavelets

A new numerical algorithm is developed for the solution of time-dependent differential equations of diffusion type. It allows for an accurate and efficient treatment of multidimensional problems with variable coefficients, nonlinearities, and general boundary conditions. For space discretization we use the multiwavelet bases introduced by Alpert (1993,SIAM J. Math. Anal.24, 246–262), and then applied to the representation of differential operators and functions of operators presented by Alpert, Beylkin, and Vozovoi (Representation of operators in the multiwavelet basis, in preparation). An important advantage of multiwavelet basis functions is the fact that they are supported only on non-overlapping subdomains. Thus multiwavelet bases are attractive for solving problems in finite (non periodic) domains. Boundary conditions are imposed with a penalty technique of Hesthaven and Gottlieb (1996,SIAM J. Sci. Comput., 579–612) which can be used to impose rather general boundary conditions. The penalty approach was extended to a procedure for ensuring the continuity of the solution and its first derivative across interior boundaries between neighboring subdomains while time stepping the solution of a time dependent problem. This penalty procedure on the interfaces allows for a simplification and sparsification of the representation of differential operators by discarding the elements responsible for interactions between neighboring subdomains. Consequently the matrices representing the differential operators (on the finest scale) have block-diagonal structure. For a fixed order of multiwavelets (i.e., a fixed number of vanishing moments) the computational complexity of the present algorithm is proportional to the number of subdomains. The time discretization method of Beylkin, Keiser, and Vozovoi (1998, PAM Report 347) is used in view of its favorable stability properties. Numerical results are presented for evolution equations with variable coefficients in one and two dimensions.     

Two-Level Hierarchical FEM Method for Modeling Passive Microwave Devices

In recent years multigrid methods have been proven to be very efficient for solving large systems of linear equations resulting from the discretization of positive definite differential equations by either the finite difference method or theh-version of the finite element method. In this paper an iterative method of the multiple level type is proposed for solving systems of algebraic equations which arise from thep-version of the finite element analysis applied to indefinite problems. A two-levelV-cycle algorithm has been implemented and studied with a Gauss–Seidel iterative scheme used as a smoother. The convergence of the method has been investigated, and numerical results for a number of numerical examples are presented.     

A High-Order Discontinuous Galerkin Method for 2D Incompressible Flows

In this paper we introduce a high-order discontinuous Galerkin method for two-dimensional incompressible flow in the vorticity stream-function formulation. The momentum equation is treated explicitly, utilizing the efficiency of the discontinuous Galerkin method. The stream function is obtained by a standard Poisson solver using continuous finite elements. There is a natural matching between these two finite element spaces, since the normal component of the velocity field is continuous across element boundaries. This allows for a correct upwinding gluing in the discontinuous Galerkin framework, while still maintaining total energy conservation with no numerical dissipation and total enstrophy stability. The method is efficient for inviscid or high Reynolds number flows. Optimal error estimates are proved and verified by numerical experiments.     

A Particle-Mesh Method for the Shallow Water Equations Near Geostrophic Balance

In this paper we outline a new particle-mesh method for rapidly rotating shallow water flows based on a set of regularized equations of motion. The time-stepping method uses an operator splitting of the equations into an Eulerian gravity wave part and a Lagrangian advection part. An essential ingredient is the advection of absolute vorticity by means of translated radial basis functions. We show that this implies exact conservation of enstrophy. The method is tested on two model problems based on the qualitative features of the solutions obtained (i.e., dispersion or smoothness of potential vorticity contours) as well as on the increase in mean divergence level.     

Wave Simulation in Frozen Porous Media

We propose a numerical algorithm for simulation of wave propagation in frozen porous media, where the pore space is filled with ice and water. The model, based on a Biot-type three-phase theory, predicts three compressional waves and two shear waves and models the attenuation level observed in rocks. Attenuation is modeled with exponential relaxation functions which allow a differential formulation based on memory variables. The wavefield is obtained using a grid method based on the Fourier differential operator and a Runge–Kutta time-integration algorithm. Since the presence of slow quasistatic modes makes the differential equations stiff, a time-splitting integration algorithm is used to solve the stiff part analytically. The modeling is second-order accurate in the time discretization and has spectral accuracy in the calculation of the spatial derivatives.     

A Multiphase Godunov Method for Compressible Multifluid and Multiphase Flows

We propose a new model and a solution method for two-phase compressible flows. The model involves six equations obtained from conservation principles applied to each phase, completed by a seventh equation for the evolution of the volume fraction. This equation is necessary to close the overall system. The model is valid for fluid mixtures, as well as for pure fluids. The system of partial differential equations is hyperbolic. Hyperbolicity is obtained because each phase is considered to be compressible. Two difficulties arise for the solution: one of the equations is written in non-conservative form; non-conservative terms exist in the momentum and energy equations. We propose robust and accurate discretisation of these terms. The method solves the same system at each mesh point with the same algorithm. It allows the simulation of interface problems between pure fluids as well as multiphase mixtures. Several test cases where fluids have compressible behavior are shown as well as some other test problems where one of the phases is incompressible. The method provides reliable results, is able to compute strong shock waves, and deals with complex equations of state.     

A General-Purpose Finite-Volume Advection Scheme for Continuous and Discontinuous Fields on Unstructured Grids

We present a new general-purpose advection scheme for unstructured meshes based on the use of a variation of the interface-tracking flux formulation recently put forward by O. Ubbink and R. I. Issa (J. Comput. Phys.153, 26 (1999)), in combination with an extended version of the flux-limited advection scheme of J. Thuburn (J. Comput. Phys.123, 74 (1996)), for continuous fields. Thus, along with a high-order mode for continuous fields, the new scheme presented here includes optional integrated interface-tracking modes for discontinuous fields. In all modes, the method is conservative, monotonic, and compatible. It is also highly shape preserving. The scheme works on unstructured meshes composed of any kind of connectivity element, including triangular and quadrilateral elements in two dimensions and tetrahedral and hexahedral elements in three dimensions. The scheme is finite-volume based and is applicable to control-volume finite-element and edge-based node-centered computations. An explicit–implicit extension to the continuous-field scheme is provided only to allow for computations in which the local Courant number exceeds unity. The transition from the explicit mode to the implicit mode is performed locally and in a continuous fashion, providing a smooth hybrid explicit–implicit calculation. Results for a variety of test problems utilizing the continuous and discontinuous advection schemes are presented.     

A New Version of the Fast Multipole Method for Screened Coulomb Interactions in Three Dimensions

We present a new version of the fast multipole method (FMM) for screened Coulomb interactions in three dimensions. Existing schemes can compute such interactions in O(N) time, where N denotes the number of particles. The constant implicit in the O(N) notation, however, is dominated by the expense of translating far-field spherical harmonic expansions to local ones. For each box in the FMM data structure, this requires 189p⁴ operations per box, where p is the order of the expansions used. The new formulation relies on an expansion in evanescent plane waves, with which the amount of work can be reduced to 40p²+6p³ operations per box.     

A Roe Scheme for Ideal MHD Equations on 2D Adaptively Refined Triangular Grids

In this paper we present a second order finite volume method for the resolution of the bidimensional ideal MHD equations on adaptively refined triangular meshes. Our numerical flux function is based on a multidimensional extension of the Roe scheme proposed by Cargo and Gallice for the 1D MHD system. If the mesh is only composed of triangles, our scheme is proved to be weakly consistent with the condition …B=0. This property fails on a cartesian grid. The efficiency of our refinement procedure is shown on 2D MHD shock capturing simulations. Numerical results are compared in case of the interaction of a supersonic plasma with a cylinder on the adapted grid and several non-refined grids. We also present a mass loading simulation which corresponds to a 2D version of the interaction between the solar wind and a comet.     

Half-Moment Closure for Radiative Transfer Equations

In this paper a moment method for radiative transfer equations is considered which has been developed and investigated using different approaches. Problems appearing for this moment system for boundary value problems using Maxwell-type boundary conditions are described. A new method based on the consideration of positive and negative half fluxes is developed and shown to overcome the above problems. Moreover, a numerical scheme and numerical results for the new moment system are presented.     

A Residual-Based Compact Scheme for the Compressible Navier–Stokes Equations

A simple and efficient time-dependent method is presented for solving the steady compressible Euler and Navier–Stokes equations with third-order accuracy. Owing to its residual-based structure, the numerical scheme is compact without requiring any linear algebra, and it uses a simple numerical dissipation built on the residual. The method contains no tuning parameter. Accuracy and efficiency are demonstrated for 2-D inviscid and viscous model problems. Navier–Stokes calculations are presented for a shock/boundary layer interaction, a separated laminar flow, and a transonic turbulent flow over an airfoil.     

Angular Flow in Toroid Cavity Probes

NMR signals from samples that rotate uniformly about the central conductor of a TCD (toroid cavity detector) exhibit frequency shifts that are directly proportional to the sample's angular velocity. This newly observed effect is based on the unique radiofrequency field inside TCDs, which is variable in direction. If a liquid sample is pumped through a capillary tube wound about the central conductor, the frequency shift is proportional to the flow rate. A mathematical relationship between a volumetric flow rate and the frequency shift is established and experimentally verified to high precision. Additionally, two-dimensional flow-resolved NMR spectroscopy for discrimination between components with different flow velocities yet retaining chemical shift information for structural analysis is presented. The application of the two-dimensional method in chromatographic NMR is suggested. Furthermore, utilization of the frequency-shift effect for rheologic studies if combined with toroid-cavity rotating-frame imaging is proposed.     

The Three Dimensional Non-conforming Finite Element Solution of the Chapman–Ferraro Problem

We demonstrate the feasibility of using a non-conforming, piecewise harmonic finite element method on an unstructured grid in solving a magnetospheric physics problem. We use this approach to construct a global discrete model of the magnetic field of the magnetosphere that includes the effects of shielding currents at the outer boundary (the magnetopause). As in the approach of F. R. Toffolettoet al.(1994,Geophys. Res. Lett.21, 7) the internal magnetospheric field model is that of R. V. Hilmer and G.-H. Voigt (1995,J. Geophys. Res.) while the magnetopause shape is based on an empirically determined approximation (1997, J. Shueet al.,J. Geophys. Res.102, 9497). The results is a magnetic field model whose field lines are completely confined within the magnetosphere. The presented numerical results indicate that the discrete non-conforming finite element model is well-suited for magnetospheric field modeling.