Improvement of multistep WENO scheme and its extension to higher orders of accuracy

This paper presents an efficient procedure for overcoming the deficiency of weighted essentially non‐oscillatory schemes near discontinuities. Through a thorough incorporation of smoothness indicators into the weights definition, up to ninth‐order accurate multistep methods are devised, providing weighted essentially non‐oscillatory schemes with enhanced order of convergence at transition points from smooth regions to a discontinuity, while maintaining stability and the essentially non‐oscillatory behavior. We also provide a detailed analysis of the resolution power and show that the solution enhancements of the new method at smooth regions come from their ability to render smoothness indicators closer to uniformity. The new scheme exhibits similar fidelity as other multistep schemes; however, with superior characteristics in terms of robustness and efficiency, as no logical statements or mapping function is needed. Extensions to higher orders of accuracy present no extra complexity. Numerical solutions of linear advection problems and nonlinear hyperbolic conservation laws are used to demonstrate the scheme's improved behavior for shock‐capturing problems. Copyright © 2016 John Wiley & Sons, Ltd.     

A simple high‐resolution advection scheme

A simple, robust, mass‐conserving numerical scheme for solving the linear advection equation is described. The scheme can estimate peak solution values accurately even in regions where spatial gradients are high. Such situations present a severe challenge to classical numerical algorithms. Attention is restricted to the case of pure advection in one and two dimensions since this is where past numerical problems have arisen. The authors' scheme is of the Godunov type and is second‐order in space and time. The required cell interface fluxes are obtained by MUSCL interpolation and the exact solution of a degenerate Riemann problem. Second‐order accuracy in time is achieved via a Runge–Kutta predictor–corrector sequence. The scheme is explicit and expressed in finite volume form for ease of implementation on a boundary‐conforming grid. Benchmark test problems in one and two dimensions are used to illustrate the high‐spatial accuracy of the method and its applicability to non‐uniform grids. Copyright © 2007 John Wiley & Sons, Ltd.     

Reducing numerical diffusion in interfacial gravity wave simulations

We demonstrate how the background potential energy is an excellent measure of the effective numerical diffusion or antidiffusion of an advection scheme by applying several advection schemes to a standing interfacial gravity wave. All existing advection schemes do not maintain the background potential energy because they are either diffusive, antidiffusive, or oscillatory. By taking advantage of the compressive nature of some schemes, which causes a decrease in the background potential energy, and the diffusive nature of others, which causes an increase in the background potential energy, we develop two background potential energy preserving advection schemes that are well‐suited to study interfacial gravity waves at a density interface between two miscible fluids in closed domains such as lakes. The schemes employ total variation diminishing limiters and universal limiters in which the limiter is a function of both the upwind and local gradients as well as the background potential energy. The effectiveness of the schemes is validated by computing a sloshing interfacial gravity wave with a nonstaggered‐grid Boussinesq solver, in which QUICK is employed for momentum and the pressure correction method is used, which is second‐order accurate in time. For scalar advection, the present background potential energy preserving schemes are employed and compared to other TVD and non‐TVD schemes, and we demonstrate that the schemes can control the change in the background potential energy due to numerical effects. Copyright © 2005 John Wiley & Sons, Ltd.     

A numerical scheme for strong blast wave driven by explosion

After the detonation of a solid high explosive, the material has extremely high pressure keeping the solid density and expands rapidly driving strong shock wave. In order to simulate this blast wave, a stable and accurate numerical scheme is required due to large density and pressure changes in time and space. The compressible fluid equations are solved by a fractional step procedure which consists of the advection phase and non‐advection phase. The former employs the Rational function CIP scheme in order to preserve monotone signals, and the latter is solved by interpolated differential operator scheme for achieving the accurate calculation. The procedure is categorized into the fractionally stepped semi‐Lagrangian. The accuracy of our scheme is confirmed by checking the one‐dimensional plane shock tube problem with 10³ times initial density and pressure jump in comparison with the analytic solution. The Sedov–Taylor blast wave problem is also examined in the two‐dimensional cylindrical coordinate in order to check the spherical symmetry and the convergence rates. Two‐ and three‐dimensional simulations for the blast waves from the explosion in the underground magazine are carried out. It is found that the numerical results show quantitatively good agreement with the experimental data. Copyright © 2006 John Wiley & Sons, Ltd.     

Generalized Fourier analyses of the advection–diffusion equation—Part I: one‐dimensional domains

This paper presents a detailed multi‐methods comparison of the spatial errors associated with finite difference, finite element and finite volume semi‐discretizations of the scalar advection–diffusion equation. The errors are reported in terms of non‐dimensional phase and group speed, discrete diffusivity, artificial diffusivity, and grid‐induced anisotropy. It is demonstrated that Fourier analysis provides an automatic process for separating the discrete advective operator into its symmetric and skew‐symmetric components and characterizing the spectral behaviour of each operator. For each of the numerical methods considered, asymptotic truncation error and resolution estimates are presented for the limiting cases of pure advection and pure diffusion. It is demonstrated that streamline upwind Petrov–Galerkin and its control‐volume finite element analogue, the streamline upwind control‐volume method, produce both an artificial diffusivity and a concomitant phase speed adjustment in addition to the usual semi‐discrete artifacts observed in the phase speed, group speed and diffusivity. The Galerkin finite element method and its streamline upwind derivatives are shown to exhibit super‐convergent behaviour in terms of phase and group speed when a consistent mass matrix is used in the formulation. In contrast, the CVFEM method and its streamline upwind derivatives yield strictly second‐order behaviour. In Part II of this paper, we consider two‐dimensional semi‐discretizations of the advection–diffusion equation and also assess the affects of grid‐induced anisotropy observed in the non‐dimensional phase speed, and the discrete and artificial diffusivities. Although this work can only be considered a first step in a comprehensive multi‐methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common analysis framework. Published in 2004 by 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.     

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

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

A horizontally curvilinear non‐hydrostatic model for simulating nonlinear wave motion in curved boundaries

A horizontally curvilinear non‐hydrostatic free surface model that embeds the second‐order projection method, the so‐called θ scheme, in fractional time stepping is developed to simulate nonlinear wave motion in curved boundaries. The model solves the unsteady, Navier–Stokes equations in a three‐dimensional curvilinear domain by incorporating the kinematic free surface boundary condition with a top‐layer boundary condition, which has been developed to improve the numerical accuracy and efficiency of the non‐hydrostatic model in the standard staggered grid layout. The second‐order Adams–Bashforth scheme with the third‐order spatial upwind method is implemented in discretizing advection terms. Numerical accuracy in terms of nonlinear phase speed and amplitude is verified against the nonlinear Stokes wave theory over varying wave steepness in a two‐dimensional numerical wave tank. The model is then applied to investigate the nonlinear wave characteristics in the presence of dispersion caused by reflection and diffraction in a semicircular channel. The model results agree quantitatively with superimposed analytical solutions. Finally, the model is applied to simulate nonlinear wave run‐ups caused by wave‐body interaction around a bottom‐mounted cylinder. The numerical results exhibit good agreement with experimental data and the second‐order diffraction theory. Overall, it is shown that the developed model, with only three vertical layers, is capable of accurately simulating nonlinear waves interacting within curved boundaries. Copyright © 2011 John Wiley & Sons, Ltd.     

Particle trajectory calculations with a two‐step three‐time level semi‐Lagrangian scheme well suited for curved flows

This study proposes a new two‐step three‐time level semi‐Lagrangian scheme for calculation of particle trajectories. The scheme is intended to yield accurate determination of the particle departure position, particularly in the presence of significant flow curvature. Experiments were performed both for linear and non‐linear idealized advection problems, with different flow curvatures. Results for simulations with the proposed scheme, and with three other semi‐Lagrangian schemes, and with an Eulerian method are presented. In the linear advection problem the two‐step three‐time level scheme produced smaller root mean square errors and more accurate replication of the angular displacement of a Gaussian hill than the other schemes. In the non‐linear advection experiments the proposed scheme produced, in general, equal or better conservation of domain‐averaged quantities than the other semi‐Lagrangian schemes, especially at large Courant numbers. In idealized frontogenesis simulations the scheme performed equally or better than the other schemes in the representation of sharp gradients in a scalar field. The two‐step three‐time level scheme has some computational overhead as compared with the other three semi‐Lagrangian schemes. Nevertheless, the additional computational effort was shown to be worthwhile, due to the accuracy obtained by the scheme in the experiments with large time steps. The most remarkable feature of the scheme is its robustness, since it performs well both for small and large Courant numbers, in the presence of weak as well strong flow curvatures. Copyright © 2009 John Wiley & Sons, Ltd.     

The Lagrange–Galerkin method for the two‐dimensional shallow water equations on adaptive grids

The weak Lagrange–Galerkin finite element method for the two‐dimensional shallow water equations on adaptive unstructured grids is presented. The equations are written in conservation form and the domains are discretized using triangular elements. Lagrangian methods integrate the governing equations along the characteristic curves, thus being well suited for resolving the non‐linearities introduced by the advection operator of the fluid dynamics equations. An additional fortuitous consequence of using Lagrangian methods is that the resulting spatial operator is self‐adjoint, thereby justifying the use of a Galerkin formulation; this formulation has been proven to be optimal for such differential operators. The weak Lagrange–Galerkin method automatically takes into account the dilation of the control volume, thereby resulting in a conservative scheme. The use of linear triangular elements permits the construction of accurate (by virtue of the second‐order spatial and temporal accuracies of the scheme) and efficient (by virtue of the less stringent Courant–Friedrich–Lewy (CFL) condition of Lagrangian methods) schemes on adaptive unstructured triangular grids. Lagrangian methods are natural candidates for use with adaptive unstructured grids because the resolution of the grid can be increased without having to decrease the time step in order to satisfy stability. An advancing front adaptive unstructured triangular mesh generator is presented. The highlight of this algorithm is that the weak Lagrange–Galerkin method is used to project the conservation variables from the old mesh onto the newly adapted mesh. In addition, two new schemes for computing the characteristic curves are presented: a composite mid‐point rule and a general family of Runge–Kutta schemes. Results for the two‐dimensional advection equation with and without time‐dependent velocity fields are illustrated to confirm the accuracy of the particle trajectories. Results for the two‐dimensional shallow water equations on a non‐linear soliton wave are presented to illustrate the power and flexibility of this strategy. Copyright © 2000 John Wiley & Sons, Ltd.     

From h to p efficiently: optimal implementation strategies for explicit time‐dependent problems using the spectral/hp element method

We investigate the relative performance of a second‐order Adams–Bashforth scheme and second‐order and fourth‐order Runge–Kutta schemes when time stepping a 2D linear advection problem discretised using a spectral/hp element technique for a range of different mesh sizes and polynomial orders. Numerical experiments explore the effects of short (two wavelengths) and long (32 wavelengths) time integration for sets of uniform and non‐uniform meshes. The choice of time‐integration scheme and discretisation together fixes a CFL limit that imposes a restriction on the maximum time step, which can be taken to ensure numerical stability. The number of steps, together with the order of the scheme, affects not only the runtime but also the accuracy of the solution. Through numerical experiments, we systematically highlight the relative effects of spatial resolution and choice of time integration on performance and provide general guidelines on how best to achieve the minimal execution time in order to obtain a prescribed solution accuracy. The significant role played by higher polynomial orders in reducing CPU time while preserving accuracy becomes more evident, especially for uniform meshes, compared with what has been typically considered when studying this type of problem.© 2014. The Authors. International Journal for Numerical Methods in Fluids published by John Wiley & Sons, Ltd.     

High‐order 𝒞1 finite‐element interpolating schemes—Part I: Semi‐Lagrangian linear advection

This paper is devoted to the development of accurate high‐order interpolating schemes for semi‐Lagrangian advection. The characteristic‐Galerkin formulation is obtained by using a semi‐Lagrangian temporal discretization of the total derivative. The semi‐Lagrangian method requires high‐order interpolators for accuracy. A class of ??¹ finite‐element interpolating schemes is developed and two semi‐Lagrangian methods are considered by tracking the feet of the characteristic lines either from the interpolation or from the integration nodes. Numerical stability and analytical results quantifying the amount of artificial viscosity induced by the two methods are presented in the case of the one‐dimensional linear advection equation, based on the modified equation approach. Results of test problems to simulate the linear advection of a cosine hill illustrate the performance of the proposed approach. Copyright © 2007 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.     

Development of level set method with good area preservation to predict interface in two‐phase flows

A two‐step conservative level set method is proposed in this study to simulate the gas/water two‐phase flow. For the sake of accuracy, the spatial derivative terms in the equations of motion for an incompressible fluid flow are approximated by the coupled compact scheme. For accurately predicting the modified level set function, the dispersion‐relation‐preserving advection scheme is developed to preserve the theoretical dispersion relation for the first‐order derivative terms shown in the pure advection equation cast in conservative form. For the purpose of retaining its long‐time accurate Casimir functionals and Hamiltonian in the transport equation for the level set function, the time derivative term is discretized by the sixth‐order accurate symplectic Runge–Kutta scheme. To resolve contact discontinuity oscillations near interface, nonlinear compression flux term and artificial damping term are properly added to the second‐step equation of the modified level set method. For the verification of the proposed dispersion‐relation‐preserving scheme applied in non‐staggered grids for solving the incompressible flow equations, three benchmark problems have been chosen in this study. The conservative level set method with area‐preserving property proposed for capturing the interface in incompressible fluid flows is also verified by solving the dam‐break, Rayleigh–Taylor instability, bubble rising in water, and droplet falling in water problems. Good agreements with the referenced solutions are demonstrated in all the investigated problems. Copyright © 2010 John Wiley & Sons, Ltd.     

Monotonicity in high‐order curvilinear finite element arbitrary Lagrangian–Eulerian remap

The remap phase in arbitrary Lagrangian–Eulerian (ALE) hydrodynamics involves the transfer of field quantities defined on a post‐Lagrangian mesh to some new mesh, usually generated by a mesh optimization algorithm. This problem is often posed in terms of transporting (or advecting) some state variable from the old mesh to the new mesh over a fictitious time interval. It is imperative that this remap process be monotonic, that is, not generate any new extrema in the field variables. It is well known that the only linear methods that are guaranteed to be monotonic for such problems are first‐order accurate; however, much work has been performed in developing non‐linear methods, which blend both high and low (first) order solutions to achieve monotonicity and preserve high‐order accuracy when the field is sufficiently smooth. In this paper, we present a set of methods for enforcing monotonicity targeting high‐order discontinuous Galerkin methods for advection equations in the context of high‐order curvilinear ALE hydrodynamics. Published 2014. This article is a U.S. Government work and is in the public domain in the USA.     

Numerical simulation of unsteady multidimensional free surface motions by level set method

This paper presents a numerical method that couples the incompressible Navier–Stokes equations with the level set method in a curvilinear co‐ordinate system for study of free surface flows. The finite volume method is used to discretize the governing equations on a non‐staggered grid with a four‐step fractional step method. The free surface flow problem is converted into a two‐phase flow system on a fixed grid in which the free surface is implicitly captured by the zero level set. We compare different numerical schemes for advection of the level set function in a generalized curvilinear format, including the third order quadratic upwind interpolation for convective kinematics (QUICK) scheme, and the second and third order essentially non‐oscillatory (ENO) schemes. The level set equations of evolution and reinitialization are validated with benchmark cases, e.g. a stationary circle, a rotating slotted disk and stretching of a circular fluid element. The coupled system is then applied to a travelling solitary wave, and two‐ and three‐dimensional dam breaking problems. Some interesting free surface phenomena are revealed by the computational results, such as, the large free surface vortices, air entrapment and splashing of the water surge front. The computational results are in excellent agreement with theoretical predictions and experimental data, where they are available. Copyright © 2003 John Wiley & Sons, Ltd.     

Tracking accuracy of a semi‐Lagrangian method for advection–dispersion modelling in rivers

There is an increasing need to improve the computational efficiency of river water quality models because: (1) Monte‐Carlo‐type multi‐simulation methods, that return solutions with statistical distributions or confidence intervals, are becoming the norm, and (2) the systems modelled are increasingly large and complex. So far, most models are based on Eulerian numerical schemes for advection, but these do not meet the requirement of efficiency, being restricted to Courant numbers below unity. The alternative of using semi‐Lagrangian methods, consisting of modelling advection by the method of characteristics, is free from any inherent Courant number restriction. However, it is subject to errors of tracking that result in potential phase errors in the solutions. The aim of this article is primarily to understand and estimate these tracking errors, assuming the use of a cell‐based backward method of characteristics, and considering conditions that would prevail in practical applications in rivers. This is achieved separately for non‐uniform flows and unsteady flows, either via theoretical considerations or using numerical experiments. The main conclusion is that, tracking errors are expected to be negligible in practical applications in both unsteady flows and non‐uniform flows. Also, a very significant computational time saving compared to Eulerian schemes is achievable. Copyright © 2006 John Wiley & Sons, Ltd.     

High resolution Godunov‐type schemes with small stencils

Higher‐order Godunov‐type schemes have to cope with the following two problems: (i) the increase in the size of the stencil that make the scheme computationally expensive, and (ii) the monotony‐preserving treatments (limiters) that must be implemented to avoid oscillations, leading to strong damping of the solution, in particular linear waves (e.g. acoustic waves). When too compressive, limiting procedures may also trigger the instability of oscillatory numerical solutions (e.g. in advection–dispersion phenomena) via the artificial amplification of the shorter modes. The present paper proposes a new approach to carry out the reconstruction. In this approach, the values of the flow variable at the edges of the computational cells are obtained directly from the reconstruction within these cells. This method is applied to the MUSCL and DPM schemes for the solution of the linear advection equation. The modified DPM scheme can capture contact discontinuities within one computational cell, even after millions of time steps at Courant numbers ranging from 1 to values as low as 10^‐4. Linear waves are subject to negligible damping. Application of the method to the DPM for one‐dimensional advection–dispersion problems shows that the numerical instability of oscillatory solutions caused by the over compressive, original DPM limiter is eliminated. One‐ and two‐dimensional shallow water simulations show an improvement over classical methods, in particular for two‐dimensional problems with strongly distorted meshes. The quality of the computational solution in the two‐dimensional case remains acceptable even for mesh aspect ratios Δx/Δy as large as 10. The method can be extend to the discretization of higher‐order PDEs, allowing third‐order space derivatives to be discretized using only two cells in space. Copyright © 2004 John Wiley & Sons, Ltd.     

An unconditionally stable,explicit Godunov scheme for systems of conservation laws

Common explicit, Godunov‐type schemes are subject to a stability constraint. The time‐line interpolation technique allows this constraint to be eliminated without having to make the scheme implicit or to linearize the equations. For 2×2 systems of conservation laws, a system of non‐linear equations has to be solved in the general case to determine the left and right states of the Riemann problems at the cell interfaces. However, if one cell in the domain is wide enough for the Courant number to be locally lower than unity, it is not necessary to solve a system anymore and the values at the next time step can be computed directly. The method is detailed for linear and non‐linear scalar advection, as well as for 2×2 systems of hyperbolic conservation laws. It is illustrated by an application to a simplified model for two‐phase flow in pipes, which is described using a 2×2 system of non‐linear hyperbolic equations. Copyright © 2002 John Wiley & Sons, Ltd.     

Algebraic multigrid and incompressible fluid flow

This paper is concerned with the development of algebraic multigrid (AMG) solution methods for the coupled vector–scalar fields of incompressible fluid flow. It addresses in particular the problems of unstable smoothing and of maintaining good vector–scalar coupling in the AMG coarse‐grid approximations. Two different approaches have been adopted. The first is a direct approach based on a second‐order discrete‐difference formulation in primitive variables. Here smoothing is stabilized using a minimum residual control harness and velocity–pressure coupling is maintained by employing a special interpolation during the construction of the inter‐grid transfer operators. The second is an indirect approach that avoids the coupling problem altogether by using a fourth‐order discrete‐difference formulation in a single scalar‐field variable, primitive variables being recovered in post‐processing steps. In both approaches the discrete‐difference equations are for the steady‐state limit (infinite time step) with a fully implicit treatment of advection based on central differencing using uniform and non‐uniform unstructured meshes. They are solved by Picard iteration, the AMG solvers being used repeatedly for each linear approximation. Both classical AMG (C‐AMG) and smoothed‐aggregation AMG (SA‐AMG) are used. In the direct approach, the SA‐AMG solver (with inter‐grid transfer operators based on mixed‐order interpolation) provides an almost mesh‐independent convergence. In the indirect approach for uniform meshes, the C‐AMG solver (based on a Jacobi‐relaxed interpolation) provides solutions with an optimum scaling of the convergence rates. For non‐uniform meshes this convergence becomes mesh dependent but the overall solution cost increases relatively slowly with increasing mesh bandwidth. Copyright © 2006 John Wiley & Sons, Ltd.