A monotone finite volume scheme for advection–diffusion equations on distorted meshes

A new monotone finite volume method with second‐order accuracy is presented for the steady‐state advection–diffusion equation. The method uses a nonlinear approximation for both diffusive and advective fluxes that guarantee the positivity of the numerical solution. The approximation of the diffusive flux is based on nonlinear two‐point approximation, and the approximation of the advective flux is based on the second‐order upwind method with proper slope limiter. The second‐order convergence rate for concentration and the monotonicity of the nonlinear finite volume method are verified with numerical experiments. Copyright © 2011 John Wiley & Sons, Ltd.     

Simulation of multiple shock–shock interference using implicit anti‐diffusive WENO schemes

Accurate computations of two‐dimensional turbulent hypersonic shock–shock interactions that arise when single and dual shocks impinge on the bow shock in front of a cylinder are presented. The simulation methods used are a class of lower–upper symmetric‐Gauss–Seidel implicit anti‐diffusive weighted essentially non‐oscillatory (WENO) schemes for solving the compressible Navier–Stokes equations with Spalart–Allmaras one‐equation turbulence model. A numerical flux of WENO scheme with anti‐diffusive flux correction is adopted, which consists of first‐order and high‐order fluxes and allows for a more flexible choice of first‐order dissipative methods. Experimental flow fields of type IV shock–shock interactions with single and dual incident shocks by Wieting are computed. By using the WENO scheme with anti‐diffusive flux corrections, the present solution indicates that good accuracy is maintained and contact discontinuities are sharpened markedly as compared with the original WENO schemes on the same meshes. Computed surface pressure distribution and heat transfer rate are also compared with experimental data and other computational results and good agreement is found. Copyright © 2009 John Wiley & Sons, Ltd.     

Preventing numerical oscillations in the flux‐split based finite difference method for compressible flows with discontinuities,II

Problems in the characteristic‐wise flux‐split based finite difference method when compressible flows with contact discontinuities or material interfaces are computed were presented and analyzed. The current analysis showed the following: (i) Even with the local characteristic decomposition technique, numerical errors could be caused by point‐wise flux vector splitting (FVS) methods, such as the Steger–Warming FVS or the van Leer FVS. Therefore, the Lax–Friedrichs type FVS method is required. (ii) If the isobars of a material are vertical lines, the combination of using the local characteristic decomposition and the global Lax–Friedrichs FVS can avoid velocity and pressure oscillations of contact discontinuities in this material for weighted essentially non‐oscillatory (WENO) schemes. (iii) For problems with material interfaces, the quasi‐conservative approach can be realized using characteristic‐wise flux‐split based finite difference WENO schemes if nonlinear WENO schemes in genuinely nonlinear characteristic fields can be guaranteed to be the same and the decomposition equation representing material interfaces is discretized properly. Copyright © 2015 John Wiley & Sons, Ltd.     

Pressure‐stabilized maximum‐entropy methods for incompressible Stokes

We present a parameter‐free stable maximum‐entropy method for incompressible Stokes flow. Derived from a least‐biased optimization inspired by information theory, the meshfree maximum‐entropy method appears as an interesting alternative to classical approximation schemes like the finite element method. Especially compared with other meshfree methods, e.g. the moving least‐squares method, it allows for a straightforward imposition of boundary conditions. However, no Eulerian approach has yet been presented for real incompressible flow, encountering the convective and pressure instabilities. In this paper, we exclusively address the pressure instabilities caused by the mixed velocity‐pressure formulation of incompressible Stokes flow. In a preparatory discussion, existing stable and stabilized methods are investigated and evaluated. This is used to develop different approaches towards a stable maximum‐entropy formulation. We show results for two analytical tests, including a presentation of the convergence behavior. As a typical benchmark problem, results are also shown for the leaky lid‐driven cavity. The already presented information‐flux method for convection‐dominated problems in mind, we see this as the last step towards a maximum‐entropy method capable of simulating full incompressible flow problems. Copyright © 2015 John Wiley & Sons, Ltd.     

A high‐order fully explicit flux‐form semi‐Lagrangian shallow‐water model

A new approach is proposed for constructing a fully explicit third‐order mass‐conservative semi‐Lagrangian scheme for simulating the shallow‐water equations on an equiangular cubed‐sphere grid. State variables are staggered with velocity components stored pointwise at nodal points and mass variables stored as element averages. In order to advance the state variables in time, we first apply an explicit multi‐step time‐stepping scheme to update the velocity components and then use a semi‐Lagrangian advection scheme to update the height field and tracer variables. This procedure is chosen to ensure consistency between dry air mass and tracers, which is particularly important in many atmospheric chemistry applications. The resulting scheme is shown to be competitive with many existing numerical methods on a suite of standard test cases and demonstrates slightly improved performance over other high‐order finite‐volume models. Copyright © 2014 John Wiley & Sons, Ltd.     

A finite volume scheme preserving extremum principle for convection–diffusion equations on polygonal meshes

We propose a nonlinear finite volume scheme for convection–diffusion equation on polygonal meshes and prove that the discrete solution of the scheme satisfies the discrete extremum principle. The approximation of diffusive flux is based on an adaptive approach of choosing stencil in the construction of discrete normal flux, and the approximation of convection flux is based on the second‐order upwind method with proper slope limiter. Our scheme is locally conservative and has only cell‐centered unknowns. Numerical results show that our scheme can preserve discrete extremum principle and has almost second‐order accuracy. Copyright © 2017 John Wiley & Sons, Ltd.     

Reduced‐order modeling for nonlocal diffusion problems

In several settings, diffusive behavior is observed to not follow the rate of spread predicted by parabolic partial differential equations (PDEs) such as the heat equation. Such behaviors, often referred to as anomalous diffusion, can be modeled using nonlocal equations for which points at a finite distance apart can interact. An example of such models is provided by fractional derivative equations. Because of the nonlocal interactions, discretized nonlocal systems have less sparsity, often significantly less, compared with corresponding discretized PDE systems. As such, the need for reduced‐order surrogates that can be used to cheaply determine approximate solutions is much more acute for nonlocal models compared with that for PDEs. In this paper, we consider the construction, application, and testing of proper orthogonal decomposition (POD) reduced models for an integral equation model for nonlocal diffusion. For certain modeling parameters, the model we consider allows for discontinuous solutions and includes fractional Laplacian kernels as a special case. Preliminary computational results illustrate the potential of using POD to obtain accurate approximations of solutions of nonlocal diffusion equations at much lower costs compared with, for example, standard finite element methods. Copyright © 2016 John Wiley & Sons, Ltd.     

BOUNDARY CONDITIONS IN SHALLOW WATER MODELS—AN ALTERNATIVE IMPLEMENTATION FOR FINITE ELEMENT CODES

Finite element solution of the shallow water wave equations has found increasing use by researchers and practitioners in the modelling of oceans and coastal areas. Wave equation models, most of which use equal-orderC⁰ interpolants for both the velocity and the surface elevation, do not introduce spurious oscillation modes, hence avoiding the need for artificial or numerical damping. An important question for both primitive equation and wave equation models is the interpretation of boundary conditions. Analysis of the characteristics of the governing equations shows that for most geophysical flows a single condition at each boundary is sufficient, yet there is not a consensus in the literature as to what that boundary condition must be or how it should be implemented in a finite element code. Traditionally (partly because of limited data), surface elevation is specified at open ocean boundaries while the normal flux is specified as zero at land boundaries. In most finite element wave equation models both of these boundary conditions are implemented as essential conditions. Our recent work focuses on alternative ways to numerically implement normal flow boundary conditions with an eye towards improving the mass-conserving properties of wave equation models. A unique finite element formulation using generalized functions demonstrates that boundary conditions should be implemented by treating normal fluxes as natural conditions with the flux interpreted as external to the computational domain. Results from extensive numerical experiments show that the scheme does conserve mass for all parameter values. Furthermore, convergence studies demonstrate that the algorithm is consistent, as residual errors at the boundary diminish as the grid is refined.     

Multidimensional FEM‐FCT schemes for arbitrary time stepping

The flux‐corrected‐transport paradigm is generalized to finite‐element schemes based on arbitrary time stepping. A conservative flux decomposition procedure is proposed for both convective and diffusive terms. Mathematical properties of positivity‐preserving schemes are reviewed. A nonoscillatory low‐order method is constructed by elimination of negative off‐diagonal entries of the discrete transport operator. The linearization of source terms and extension to hyperbolic systems are discussed. Zalesak's multidimensional limiter is employed to switch between linear discretizations of high and low order. A rigorous proof of positivity is provided. The treatment of non‐linearities and iterative solution of linear systems are addressed. The performance of the new algorithm is illustrated by numerical examples for the shock tube problem in one dimension and scalar transport equations in two dimensions. Copyright © 2003 John Wiley & Sons, Ltd.     

A spectral/hp least‐squares finite element analysis of the Carreau–Yasuda fluids

A least‐squares finite element model with spectral/hp approximations was developed for steady, two‐dimensional flows of non‐Newtonian fluids obeying the Carreau–Yasuda constitutive model. The finite element model consists of velocity, pressure, and stress fields as independent variables (hence, called a mixed model). Least‐squares models offer an alternative variational setting to the conventional weak‐form Galerkin models for the Navier–Stokes equations, and no compatibility conditions on the approximation spaces used for the velocity, pressure, and stress fields are necessary when the polynomial order (p) used is sufficiently high (say, p > 3, as determined numerically). Also, the use of the spectral/hp elements in conjunction with the least‐squares formulation with high p alleviates various forms of locking, which often appear in low‐order least‐squares finite element models for incompressible viscous fluids, and accurate results can be obtained with exponential convergence. To verify and validate, benchmark problems of Kovasznay flow, backward‐facing step flow, and lid‐driven square cavity flow are used. Then the effect of different parameters of the Carreau–Yasuda constitutive model on the flow characteristics is studied parametrically. Copyright © 2016 John Wiley & Sons, Ltd.     

A residual‐based Allen–Cahn phase field model for the mixture of incompressible fluid flows

The hydrodynamics of fluid mixtures is receiving more and more attention in many science and engineering applications. Within the techniques for dealing with front displacements and moving boundaries between different density and/or viscosity fluids, phase fields are a class of models in which a diffusive transition region is taken into account instead of a steep interface. Although these models have a physical motivation, they require the definition of extra parameters. In order to make it less parameter dependent, the classic Allen–Cahn phase field model is modified, exploring its similarities with residual‐based discontinuity‐capturing schemes, making the phase field equation dependent on its own residual. We solve the coupling between incompressible viscous fluid flow and the phase field advective–diffusive–reactive transport to simulate the main processes in interface tension and/or buoyancy driven problems. For the solution of the Navier–Stokes and transport equations, we use a stabilized finite element formulation. The implementation has been performed using the libMesh finite element library, written in C++ , which provides support for adaptive mesh refinement and coarsening. A chemical convection benchmark problem is used to validate the proposed model, and then we solve two bubble interaction problems. Copyright © 2014 John Wiley & Sons, Ltd.     

Comparison of spectral and finite element methods applied to the study of the core‐annular flow in an undulating tube

A Galerkin/finite element and a pseudo‐spectral method, in conjunction with the primitive (velocity‐pressure) and streamfunction‐vorticity formulations, are tested for solving the two‐phase flow in a tube, which has a periodically varying, circular cross section. Two immiscible, incompressible, Newtonian fluids are arranged so that one of them is around the axis of the tube (core fluid) and the other one surrounds it (annular fluid). The physical and flow parameters are such that the interface between the two fluids remains continuous and single‐valued. This arrangement is usually referred to as Core‐Annular flow. A non‐orthogonal mapping is used to transform the uneven tube shape and the unknown, time dependent interface to fixed, cylindrical surfaces. With both methods and formulations, steady states are calculated first using the Newton–Raphson method. The most dangerous eigenvalues of the related linear stability problem are calculated using the Arnoldi method, and dynamic simulations are carried out using the implicit Euler method. It is shown that with a smooth tube shape the pseudo‐spectral method exhibits exponential convergence, whereas the finite element method exhibits algebraic convergence, albeit of higher order than expected from the relevant theory. Thus the former method, especially when coupled with the streamfunction‐vorticity formulation, is much more efficient. The finite element method becomes more advantageous when the tube shape contains a cusp, in which case the convergence rate of the pseudo‐spectral method deteriorates exhibiting algebraic convergence with the number of the axial spectral modes, whereas the convergence rate of the finite element method remains unaffected. Copyright © 2002 John Wiley & Sons, Ltd.     

Augmented mixed finite element methods for a vorticity‐based velocity–pressure–stress formulation of the Stokes problem in 2D

In this paper, we consider an augmented velocity–pressure–stress formulation of the 2D Stokes problem, in which the stress is defined in terms of the vorticity and the pressure, and then we introduce and analyze stable mixed finite element methods to solve the associated Galerkin scheme. In this way, we further extend similar procedures applied recently to linear elasticity and to other mixed formulations for incompressible fluid flows. Indeed, our approach is based on the introduction of the Galerkin least‐squares‐type terms arising from the corresponding constitutive and equilibrium equations, and from the Dirichlet boundary condition for the velocity, all of them multiplied by stabilization parameters. Then, we show that these parameters can be suitably chosen so that the resulting operator equation induces a strongly coercive bilinear form, whence the associated Galerkin scheme becomes well posed for any choice of finite element subspaces. In particular, we can use continuous piecewise linear velocities, piecewise constant pressures, and rotated Raviart–Thomas elements for the stresses. Next, we derive reliable and efficient residual‐based a posteriori error estimators for the augmented mixed finite element schemes. In addition, several numerical experiments illustrating the performance of the augmented mixed finite element methods, confirming the properties of the a posteriori estimators, and showing the behavior of the associated adaptive algorithms are reported. The present work should be considered as a first step aiming finally to derive augmented mixed finite element methods for vorticity‐based formulations of the 3D Stokes problem. Copyright © 2010 John Wiley & Sons, Ltd.     

A depth‐integrated non‐hydrostatic finite element model for wave propagation

This paper presents a two‐dimensional finite element model for simulating dynamic propagation of weakly dispersive waves. Shallow water equations including extra non‐hydrostatic pressure terms and a depth‐integrated vertical momentum equation are solved with linear distributions assumed in the vertical direction for the non‐hydrostatic pressure and the vertical velocity. The model is developed based on the platform of a finite element model, CCHE2D. A physically bounded upwind scheme for the advection term discretization is developed, and the quasi second‐order differential operators of this scheme result in no oscillation and little numerical diffusion. The depth‐integrated non‐hydrostatic wave model is solved semi‐implicitly: the provisional flow velocity is first implicitly solved using the shallow water equations; the non‐hydrostatic pressure, which is implicitly obtained by ensuring a divergence‐free velocity field, is used to correct the provisional velocity, and finally the depth‐integrated continuity equation is explicitly solved to satisfy global mass conservation. The developed wave model is verified by an analytical solution and validated by laboratory experiments, and the computed results show that the wave model can properly handle linear and nonlinear dispersive waves, wave shoaling, diffraction, refraction and focusing. Copyright © 2013 John Wiley & Sons, Ltd.     

Finite volume solution of the Navier–Stokes equations in velocity–vorticity formulation

For the incompressible Navier–Stokes equations, vorticity‐based formulations have many attractive features over primitive‐variable velocity–pressure formulations. However, some features interfere with the use of the numerical methods based on the vorticity formulations, one of them being the lack of a boundary conditions on vorticity. In this paper, a novel approach is presented to solve the velocity–vorticity integro‐differential formulations. The general numerical method is based on standard finite volume scheme. The velocities needed at the vertexes of each control volume are calculated by a so‐called generalized Biot–Savart formula combined with a fast summation algorithm, which makes the velocity boundary conditions implicitly satisfied by maintaining the kinematic compatibility of the velocity and vorticity fields. The well‐known fractional step approaches are used to solve the vorticity transport equation. The paper describes in detail how we accurately impose no normal‐flow and no tangential‐flow boundary conditions. We impose a no‐flux boundary condition on solid objects by the introduction of a proper amount of vorticity at wall. The diffusion term in the transport equation is treated implicitly using a conservative finite update. The diffusive fluxes of vorticity into flow domain from solid boundaries are determined by an iterative process in order to satisfy the no tangential‐flow boundary condition. As application examples, the impulsively started flows through a flat plate and a circular cylinder are computed using the method. The present results are compared with the analytical solution and other numerical results and show good agreement. Copyright © 2005 John Wiley & Sons, Ltd.     

On the construction of manufactured solutions for one and two‐equation eddy‐viscosity models

This paper presents manufactured solutions (MSs) for some well‐known eddy‐viscosity turbulence models, viz. the Spalart & Allmaras one‐equation model and the TNT and BSL versions of the two‐equation k–ω model. The manufactured flow solutions apply to two‐dimensional, steady, wall‐bounded, incompressible, turbulent flows. The two velocity components and the pressure are identical for all MSs, but various alternatives are considered for specifying the eddy‐viscosity and other turbulence quantities in the turbulence models. The results obtained for the proposed MSs with a second‐order accurate numerical method show that the MSs for turbulence quantities must be constructed carefully to avoid instabilities in the numerical solutions. This behaviour is model dependent: the performance of the Spalart & Allmaras and k–ω models is significantly affected by the type of MS. In one of the MSs tested, even the two versions of the k–ω model exhibit significant differences in the convergence properties. Copyright © 2006 John Wiley & Sons, Ltd.     

Positivity‐preserving,flux‐limited finite‐difference and finite‐element methods for reactive transport

A new class of positivity‐preserving, flux‐limited finite‐difference and Petrov–Galerkin (PG) finite‐element methods are devised for reactive transport problems.The methods are similar to classical TVD flux‐limited schemes with the main difference being that the flux‐limiter constraint is designed to preserve positivity for problems involving diffusion and reaction. In the finite‐element formulation, we also consider the effect of numerical quadrature in the lumped and consistent mass matrix forms on the positivity‐preserving property. Analysis of the latter scheme shows that positivity‐preserving solutions of the resulting difference equations can only be guaranteed if the flux‐limited scheme is both implicit and satisfies an additional lower‐bound condition on time‐step size. We show that this condition also applies to standard Galerkin linear finite‐element approximations to the linear diffusion equation. Numerical experiments are provided to demonstrate the behavior of the methods and confirm the theoretical conditions on time‐step size, mesh spacing, and flux limiting for transport problems with and without nonlinear reaction. Copyright © 2003 John Wiley & Sons, Ltd.     

An adaptive least‐squares method for the compressible Euler equations

An adaptive least‐squares finite element method is used to solve the compressible Euler equations in two dimensions. Since the method is naturally diffusive, no explicit artificial viscosity is added to the formulation. The inherent artificial viscosity, however, is usually large and hence does not allow sharp resolution of discontinuities unless extremely fine grids are used. To remedy this, while retaining the advantages of the least‐squares method, a moving‐node grid adaptation technique is used. The outstanding feature of the adaptive method is its sensitivity to directional features like shock waves, leading to the automatic construction of adapted grids where the element edge(s) are strongly aligned with such flow phenomena. Using well‐known transonic and supersonic test cases, it has been demonstrated that by coupling the least‐squares method with a robust adaptive method shocks can be captured with high resolution despite using relatively coarse grids. Copyright © 1999 John Wiley & Sons, Ltd.     

Multi‐material closure model for high‐order finite element Lagrangian hydrodynamics

We present a new closure model for single fluid, multi‐material Lagrangian hydrodynamics and its application to high‐order finite element discretizations of these equations 1 . The model is general with respect to the number of materials, dimension and space and time discretizations. Knowledge about exact material interfaces is not required. Material indicator functions are evolved by a closure computation at each quadrature point of mixed cells, which can be viewed as a high‐order variational generalization of the method of Tipton 2 . This computation is defined by the notion of partial non‐instantaneous pressure equilibration, while the full pressure equilibration is achieved by both the closure model and the hydrodynamic motion. Exchange of internal energy between materials is derived through entropy considerations, that is, every material produces positive entropy, and the total entropy production is maximized in compression and minimized in expansion. Results are presented for standard one‐dimensional two‐material problems, followed by two‐dimensional and three‐dimensional multi‐material high‐velocity impact arbitrary Lagrangian–Eulerian calculations. Published 2016. This article is a U.S. Government work and is in the public domain in the USA.