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.     

Novel local smoothness indicators for improving the third‐order WENO scheme

The local smoothness indicators play an important role in the performance of a weighted essentially nonoscillatory (WENO) scheme. Due to having only 2 points available on each substencil, the local smoothness indicators calculated by conventional methods make the third‐order WENO scheme too dissipative. In this paper, we propose a different method to calculate the indicators by using all the 3 points on the global stencil of the third‐order WENO scheme. The numerical results demonstrate that the WENO scheme with the new indicators has less dissipation and better resolution than the conventional third‐order WENO scheme of Jiang and Shu for both smooth and discontinuous solutions.     

The partition‐of‐unity method for linear diffusion and convection problems: accuracy,stabilization and multiscale interpretation

We investigate the effectiveness of the partition‐of‐unity method (PUM) for convection–diffusion problems. We show that for the linear diffusion equation, an exponential enrichment function based on an approximation of the analytic solution leads to improved accuracy compared to the standard finite‐element method. It is illustrated that this approach can be more efficient than using polynomial enrichment to increase the order of the scheme. We argue that the PUM enrichment, can be interpreted as a subgrid‐scale model in a multiscale framework, and that the choice of enrichment function has consequences for the stabilization properties of the method. The exponential enrichment is shown to function as a near optimal subgrid‐scale model for linear convection. Copyright © 2003 John Wiley & Sons, Ltd.     

A class of higher order compact schemes for the unsteady two‐dimensional convection–diffusion equation with variable convection coefficients

A class of higher order compact (HOC) schemes has been developed with weighted time discretization for the two‐dimensional unsteady convection–diffusion equation with variable convection coefficients. The schemes are second or lower order accurate in time depending on the choice of the weighted average parameter μ and fourth order accurate in space. For 0.5?μ?1, the schemes are unconditionally stable. Unlike usual HOC schemes, these schemes are capable of using a grid aspect ratio other than unity. They efficiently capture both transient and steady solutions of linear and nonlinear convection–diffusion equations with Dirichlet as well as Neumann boundary condition. They are applied to one linear convection–diffusion problem and three flows of varying complexities governed by the two‐dimensional incompressible Navier–Stokes equations. Results obtained are in excellent agreement with analytical and established numerical results. Overall the schemes are found to be robust, efficient and accurate. Copyright © 2002 John Wiley & Sons, Ltd.     

Variable viscosity effects on the peristaltic motion of a third‐order fluid

The effect of variable viscosity on the peristaltic motion of MHD third‐order fluid in a channel is studied using slip condition. The series solution for stream function, longitudinal velocity and pressure gradient are first derived and then discussed in detail. The pressure rise and frictional forces are monitored through numerical integration. Copyright © 2010 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.     

A first‐order volume of fluid convection model in three‐dimensional space

To improve the numerical analysis of free surface convections and reconstruction in a three‐dimensional space, a first‐order algorithm is developed based on the volume of fluid (VOF) theory. The methodology applied to the first‐order method (FOM) is to define a first‐order surface as near to the horizontal as possible while satisfying the defined volume fraction of a cell. The developed method is compared against the donor cell method of zeroth‐order through simulation of the transitional and rotational convection of liquid spheres. Although the donor cell method shows relatively good predictions for the sphere of a large diameter, it shows poor performance of large distortions for a sphere of a relatively small diameter. However, the FOM developed in this study always shows quite satisfactory prediction results for free surface convection. Copyright © 2001 John Wiley & Sons, Ltd.     

Implicit preconditioned high‐order compact scheme for the simulation of the three‐dimensional incompressible Navier–Stokes equations with pseudo‐compressibility method

This paper combines the pseudo‐compressibility procedure, the preconditioning technique for accelerating the time marching for stiff hyperbolic equations, and high‐order accurate central compact scheme to establish the code for efficiently and accurately solving incompressible flows numerically based on the finite difference discretization. The spatial scheme consists of the sixth‐order compact scheme and 10th‐order numerical filter operator for guaranteeing computational stability. The preconditioned pseudo‐compressible Navier–Stokes equations are marched temporally using the implicit lower–upper symmetric Gauss–Seidel time integration method, and the time accuracy is improved by the dual‐time step method for the unsteady problems. The efficiency and reliability of the present procedure are demonstrated by applications to Taylor decaying vortices phenomena, double periodic shear layer rolling‐up problem, laminar flow over a flat plate, low Reynolds number unsteady flow around a circular cylinder at Re = 200, high Reynolds number turbulence flow past the S809 airfoil, and the three‐dimensional flows through two 90°curved ducts of square and circular cross sections, respectively. It is found that the numerical results of the present algorithm are in good agreement with theoretical solutions or experimental data. Copyright © 2011 John Wiley & Sons, Ltd.     

The Multidimensional Optimal Order Detection method in the three‐dimensional case: very high‐order finite volume method for hyperbolic systems

The Multidimensional Optimal Order Detection (MOOD) method for two‐dimensional geometries has been introduced by the authors in two recent papers. We present here the extension to 3D mixed meshes composed of tetrahedra, hexahedra, pyramids, and prisms. In addition, we simplify the u2 detection process previously developed and show on a relevant set of numerical tests for both the convection equation and the Euler system that the optimal high order of accuracy is reached on smooth solutions, whereas spurious oscillations near singularities are prevented. At last, the intrinsic positivity‐preserving property of the MOOD method is confirmed in 3D, and we provide simple optimizations to reduce the computational cost such that the MOOD method is very competitive compared with existing high‐order Finite Volume methods.Copyright © 2013 John Wiley & Sons, Ltd.     

A pressure‐based unstructured grid method for all‐speed flows

An all‐speed algorithm based on the SIMPLE pressure‐correction scheme and the ‘retarded‐density’ approach has been formulated and implemented within an unstructured grid, finite volume (FV) scheme for both incompressible and compressible flows, the latter involving interaction of shock waves. The collocated storage arrangement for all variables is adopted, and the checkerboard oscillations are eliminated by using a pressure‐weighted interpolation method, similar to that of Rhie and Chow [Numerical study of the turbulent flow past an airfoil with trailing edge separation. AIAA Journal 1983; 21 : 1525]. The solution accuracy is greatly enhanced when a higher‐order convection scheme combined with adaptive mesh refinement (AMR) are used. Copyright © 2000 John Wiley & Sons, Ltd.     

Numerical methods for conjunctive two‐dimensional surface and three‐dimensional sub‐surface flows

Sophisticated catchment runoff problems necessitate conjunctive modeling of overland flow and sub‐surface flow. In this paper, finite difference numerical methods are studied for simulation of catchment runoff of two‐dimensional surface flow interacting with three‐dimensional unsaturated and saturated sub‐surface flows. The equations representing the flows are mathematically classified as a type of heat diffusion equation. Therefore, two‐ and three‐dimensional numerical methods for heat diffusion equations were investigated for applications to the surface and sub‐surface flow sub‐models in terms of accuracy, stability, and calculation time. The methods are the purely explicit method, Saul'yev's methods, the alternating direction explicit (ADE) methods, and the alternating direction implicit (ADI) methods. The methods are first examined on surface and sub‐surface flows separately; subsequently, 12 selected combinations of methods were investigated for modeling the conjunctive flows. Saul'yev's downstream (S‐d) method was found to be the preferred method for two‐dimensional surface flow modeling, whereas the ADE method of Barakat and Clark is a less accurate, stable alternative. For the three‐dimensional sub‐surface flow model, the ADE method of Larkin (ADE‐L) and Brian's ADI method are unconditionally stable and more accurate than the other methods. The calculations of the conjunctive models utilizing the S‐d surface flow sub‐model give excellent results and confirm the expectation that the errors of the surface and sub‐surface sub‐models interact. The surface sub‐model dominates the accuracy and stability of the conjunctive model, whereas the sub‐surface sub‐model dominates the calculation time, suggesting the desirability of using a smaller time increment for the surface sub‐model. Copyright © 2000 John Wiley & Sons, Ltd.     

Evaluation of some high‐order shock capturing schemes for direct numerical simulation of unsteady two‐dimensional free flows

The present study addresses the capability of a large set of shock‐capturing schemes to recover the basic interactions between acoustic, vorticity and entropy in a direct numerical simulation (DNS) framework. The basic dispersive and dissipative errors are first evaluated by considering the advection of a Taylor vortex in a uniform flow. Two transonic cases are also considered. The first one consists of the interaction between a temperature spot and a weak shock. This test emphasizes the capability of the schemes to recover the production of vorticity through the baroclinic process. The second one consists of the interaction of a Taylor vortex with a weak shock, corresponding to the framework of the linear theory of Ribner. The main process in play here is the production of an acoustic wave. The results obtained by using essentially non‐oscillatory (ENO), total variation diminishing (TVD), compact‐TVD and MUSCL schemes are compared with those obtained by means of a sixth‐order accurate Hermitian scheme, considered as reference. The results are as follows; the ENO schemes agree pretty well with the reference scheme. The second‐order accurate Upwind‐TVD scheme exhibits a strong numerical diffusion, while the MUSCL scheme behavior is very sensitive to the value on the parameter β in the limiter function minmod. The compact‐TVD schemes do not yield improvement over the standard TVD schemes. Copyright © 2000 John Wiley & Sons, Ltd.     

Robust design in aerodynamics using third‐order sensitivity analysis based on discrete adjoint. Application to quasi‐1D flows

In this paper, the second‐order second moment approach, coupled with an adjoint‐based steepest descent algorithm, for the solution of the so‐called robust design problem in aerodynamics is proposed. Because the objective function for the robust design problem comprises first‐order and second‐order sensitivity derivatives with respect to the environmental parameters, the application of a gradient‐based method , which requires the sensitivities of this function with respect to the design variables, calls for the computation of third‐order mixed derivatives. To compute these derivatives with the minimum CPU cost, a combination of the direct differentiation and the discrete adjoint variable method is proposed. This is presented for the first time in the relevant literature and is the most efficient among other possible schemes on condition that the design variables are much more than the environmental ones; this is definitely true in most engineering design problems. The proposed approach was used for the robust design of a duct, assuming a quasi‐1D flow model; the coordinates of the Bézier control points parameterizing the duct shape are used as design variables, whereas the outlet Mach number and the Darcy–Weisbach friction coefficient are used as environmental ones. The extension to 2D and 3D flow problems, after developing the corresponding direct differentiation and adjoint variable methods and software, is straightforward. Copyright © 2011 John Wiley & Sons, Ltd.     

A high‐order accurate method for two‐dimensional incompressible viscous flows

A high‐order accurate solution method for complex geometries is developed for two‐dimensional flows using the stream function–vorticity formulation. High‐order accurate spectrally optimized compact schemes along with appropriate boundary schemes are used for spatial discretization while a two‐level backward Euler implicit scheme is used for the time integration. The linear system of equations for stream function and vorticity are solved by an inner iteration while contravariant velocities constitute outer iterations. The effect of curvilinear grids on the solution accuracy is studied. The method is used to compute Cartesian and inclined driven cavity, flow in a triangular cavity and viscous flow in constricted channel. Benchmark‐like accuracy is obtained in all the problems with fewer grid points compared to reported studies. Copyright © 2006 John Wiley & Sons, Ltd.     

三维对流扩散方程的高精度全隐式多重网格方法

提出了数值求解三维非定常变系数对流扩散方程的一种高精度全隐紧致差分格式,该格式在空间上具有四阶精度,时间具有二阶精度。为了克服传统迭代法在每一个时间步上迭代求解隐格式时收敛速度慢的缺点,采用多重网格加速技术,建立了适用于本文高精度全隐紧致格式的多重网格算法,从而大大加快了迭代收敛速度。数值实验结果验证了本文方法的精确性、稳定性和对高网格雷诺数问题的强适应性。     

A semi‐Lagrangian multi‐moment finite volume method with fourth‐order WENO projection

Numerical oscillation has been an open problem for high‐order numerical methods with increased local degrees of freedom (DOFs). Current strategies mainly follow the limiting projections derived originally for conventional finite volume methods and thus are not able to make full use of the sub‐cell information available in the local high‐order reconstructions. This paper presents a novel algorithm that introduces a nodal value‐based weighted essentially non‐oscillatory limiter for constrained interpolation profile/multi‐moment finite volume method (CIP/MM FVM) (Ii and Xiao, J. Comput. Phys., 222 (2007), 849–871) as an effort to pursue a better suited formulation to implement the limiting projection in schemes with local DOFs. The new scheme, CIP‐CSL‐WENO4 scheme, extends the CIP/MM FVM method by limiting the slope constraint in the interpolation function using the weighted essentially non‐oscillatory (WENO) reconstruction that makes use of the sub‐cell information available from the local DOFs and is built from the point values at the solution points within three neighboring cells, thus resulting a more compact WENO stencil. The proposed WENO limiter matches well the original CIP/MM FVM, which leads to a new scheme of high accuracy, algorithmic simplicity, and computational efficiency. We present the numerical results of benchmark tests for both scalar and Euler conservation laws to manifest the fourth‐order accuracy and oscillation‐suppressing property of the proposed scheme. Copyright © 2016 John Wiley & Sons, Ltd.     

Development of temporal and spatial high‐order schemes for two‐fluid seven‐equation two‐pressure model and its applications in two‐phase flow benchmark problems

Current existing main nuclear thermal‐hydraulics (T‐H) system analysis codes, such as RALAP5, TRACE, and CATHARE, play a crucial role in the nuclear engineering field for the design and safety analysis of nuclear reactor systems. However, two‐fluid model used in these T‐H system analysis codes is ill posed, easily leading to numerical oscillations, and the classical first‐order methods for temporal and special discretization are widely employed for numerical simulations, yielding excessive numerical diffusion. Two‐fluid seven‐equation two‐pressure model is of particular interest due to the inherent well‐posed advantage. Moreover, high‐order accuracy schemes have also attracted great attention to overcome the challenge of serious numerical diffusion induced by low‐order time and space schemes for accurately simulating nuclear T‐H problems. In this paper, the semi‐implicit solution algorithm with high‐order accuracy in space and time is developed for this well‐posed two‐fluid model and the robustness and accuracy are verified and assessed against several important two‐phase flow benchmark tests in the nuclear engineering T‐H field, which include two linear advection problems, the oscillation problem of the liquid column, the Ransom water faucet problem, the reversed water faucet problem, and the two‐phase shock tube problem. The following conclusions are achieved. (1) The proposed semi‐implicit solution algorithm is robust in solving two‐phase flows, even for fast transients and discontinuous solutions. (2) High‐order schemes in both time and space could prevent excessive numerical diffusion effectively and the numerical simulation results are more accurate than those of first‐order time and space schemes, which demonstrates the advantage of using high‐order schemes.     

A finite element method for two‐dimensional water‐wave problems

In this paper, the authors treat the free‐surface waves generated by a moving disturbance with a constant speed in water of finite and constant depth. Specifically, the case when the disturbance is moving with the critical speed is investigated. The water is assumed inviscid and its motion irrotational. The surface tension is neglected. It is well‐known that the linear theory breaks down when a disturbance is moving with the critical speed. As a remedy to overcome the invalid linear theory, approximate non‐linear theories have been applied with success in the past, i.e. Boussinesq and Korteweg de Vries equations, for example. In the present paper, the authors describe a finite element method applied to the non‐linear water‐wave problems in two dimensions. The present numerical method solves the exact non‐linear formulation in the scope of potential theory without any additional assumptions on the magnitude of the disturbances. The present numerical results are compared with those obtained by other approximate non‐linear theories. Also presented are the discussions on the validity of the existing approximate theories applied to two types of the disturbances, i.e. the bottom bump and the pressure patch on the free‐surface at the critical speed. Copyright © 1999 John Wiley & Sons, Ltd.