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.     

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 Petrov–Galerkin finite element model for one‐dimensional fully non‐linear and weakly dispersive wave propagation

A new finite element method is presented to solve one‐dimensional depth‐integrated equations for fully non‐linear and weakly dispersive waves. For spatial integration, the Petrov–Galerkin weighted residual method is used. The weak forms of the governing equations are arranged in such a way that the shape functions can be piecewise linear, while the weighting functions are piecewise cubic with C²‐continuity. For the time integration an implicit predictor–corrector iterative scheme is employed. Within the framework of linear theory, the accuracy of the scheme is discussed by considering the truncation error at a node. The leading truncation error is fourth‐order in terms of element size. Numerical stability of the scheme is also investigated. If the Courant number is less than 0.5, the scheme is unconditionally stable. By increasing the number of iterations and/or decreasing the element size, the stability characteristics are improved significantly. Both Dirichlet boundary condition (for incident waves) and Neumann boundary condition (for a reflecting wall) are implemented. Several examples are presented to demonstrate the range of applicabilities and the accuracy of the model. Copyright © 2001 John Wiley & Sons, Ltd.     

Solution to Euler equations by high‐resolution upwind compact scheme based on flux splitting

A high‐resolution upwind compact method based on flux splitting is developed for solving the compressive Euler equations. The convective flux terms are discretized by using the modified advection upstream splitting method (AUSM). The developed scheme is used to compute the one‐dimensional Burgers equation and four different example problems of supersonic compressible flows, respectively. The results show that the high‐resolution upwind compact scheme based on modified AUSM+ flux splitting can capture shock wave and other discontinuities, obtain higher resolution and restrain numerical oscillation. Copyright © 2007 John Wiley & Sons, Ltd.     

A high‐order Petrov–Galerkin finite element method for the classical Boussinesq wave model

A high‐order Petrov–Galerkin finite element scheme is presented to solve the one‐dimensional depth‐integrated classical Boussinesq equations for weakly non‐linear and weakly dispersive waves. Finite elements are used both in the space and the time domains. The shape functions are bilinear in space–time, whereas the weighting functions are linear in space and quadratic in time, with C⁰‐continuity. Dispersion correction and a highly selective dissipation mechanism are introduced through additional streamline upwind terms in the weighting functions. An implicit, conditionally stable, one‐step predictor–corrector time integration scheme results. The accuracy and stability of the non‐linear discrete equations are investigated by means of a local Taylor series expansion. A linear spectral analysis is used for the full characterization of the predictor–corrector inner iterations. Based on the order of the analytical terms of the Boussinesq model and on the order of the numerical discretization, it is concluded that the scheme is fourth‐order accurate in terms of phase velocity. The dissipation term is third order only affecting the shortest wavelengths. A numerical convergence analysis showed a second‐order convergence rate in terms of both element size and time step. Four numerical experiments are addressed and their results are compared with analytical solutions or experimental data available in the literature: the propagation of a solitary wave, the oscillation of a flat bottom closed basin, the oscillation of a non‐flat bottom closed basin, and the propagation of a periodic wave over a submerged bar. Copyright © 2008 John Wiley & Sons, Ltd.     

A robust low‐dissipation AUSM‐family scheme for numerical shock stability on unstructured grids

The simple low‐dissipation advection upwind splitting method (SLAU) scheme is a parameter‐free, low‐dissipation upwind scheme that has been applied in a wide range of aerodynamic numerical simulations. In spite of its successful applications, the SLAU scheme could be showing shock instabilities on unstructured grids, as many other contact resolved upwind schemes. Therefore, a hybrid upwind flux scheme is devised for improving the shock stability of SLAU scheme, without compromising on accuracy and low Mach number performance. Numerical flux function of the hybrid scheme is written in a general form, in which only the scalar dissipation term is different from that of the SLAU scheme. The hybrid dissipation term is defined by using a differentiable multidimensional‐shock‐detection pressure weight function, and the dissipation term of SLAU scheme is combined with that of the Van Leer scheme. Furthermore, the hybrid dissipation term is only applied for the solution of momentum fluxes in numerical flux function. Based on the numerical test results, the hybrid scheme is deemed to be a successful improvement on the shock stability of SLAU scheme, without compromising on the efficiency and accuracy. Copyright © 2016 John Wiley & Sons, Ltd.     

Fourier analysis of several finite difference schemes for the one‐dimensional unsteady convection–diffusion equation

This paper reports a comparative study on the stability limits of nine finite difference schemes to discretize the one‐dimensional unsteady convection–diffusion equation. The tested schemes are: (i) fourth‐order compact; (ii) fifth‐order upwind; (iii) fourth‐order central differences; (iv) third‐order upwind; (v) second‐order central differences; and (vi) first‐order upwind. These schemes were used together with Runge–Kutta temporal discretizations up to order six. The remaining schemes are the (vii) Adams–Bashforth central differences, (viii) the Quickest and (ix) the Leapfrog central differences. In addition, the dispersive and dissipative characteristics of the schemes were compared with the exact solution for the pure advection equation, or simple first or second derivatives, and numerical experiments confirm the Fourier analysis. The results show that fourth‐order Runge–Kutta, together with central schemes, show good conditional stability limits and good dispersive and dissipative spectral resolution. Overall the fourth‐order compact is the recommended scheme. Copyright © 2001 John Wiley & Sons, Ltd.     

Compact high‐resolution algorithms for time‐dependent advection on unstructured grids

A technique for constructing monotone, high resolution, multi‐dimensional upwind fluctuation distribution schemes for the scalar advection equation is presented. The method combines the second‐order Lax–Wendroff scheme with the upwind positive streamwise invariant (PSI) scheme via a fluctuation redistribution step, which ensures monotonicity (and which is a generalization of the flux‐corrected transport approach for fluctuation distribution schemes). Furthermore, the concept of a distribution point is introduced, which, when related to the equivalent equation for the scheme, leads to a ‘preferred direction’ for the limiting procedure, and hence to a new distribution of the fluctuation, which retains second‐order accuracy from the Lax–Wendroff scheme, even when the solution contains turning points. Experimental comparisons show that the new method compares favourably in terms of speed, accuracy and robustness with other, similar, techniques. Copyright © 2000 John Wiley & Sons, Ltd.     

Verification of Euler/Navier–Stokes codes using the method of manufactured solutions

The method of manufactured solutions is used to verify the order of accuracy of two finite‐volume Euler and Navier–Stokes codes. The Premo code employs a node‐centred approach using unstructured meshes, while the Wind code employs a similar scheme on structured meshes. Both codes use Roe's upwind method with MUSCL extrapolation for the convective terms and central differences for the diffusion terms, thus yielding a numerical scheme that is formally second‐order accurate. The method of manufactured solutions is employed to generate exact solutions to the governing Euler and Navier–Stokes equations in two dimensions along with additional source terms. These exact solutions are then used to accurately evaluate the discretization error in the numerical solutions. Through global discretization error analyses, the spatial order of accuracy is observed to be second order for both codes, thus giving a high degree of confidence that the two codes are free from coding mistakes in the options exercised. Examples of coding mistakes discovered using the method are also given. Copyright © 2004 John Wiley & Sons, Ltd.     

Accurate multi‐level schemes for advection

The upwind leapfrog method for the advection equation, which is non‐dissipative and very accurate, is extended to higher‐order and multiple dimensions. The higher‐order version is developed by extending the stencil into space and time, and an analysis of the phase error is given. The schemes are then successfully applied to the classical test cases of rotating flow, and to a more realistic problem of non‐uniform advection. Copyright © 2003 John Wiley & Sons, Ltd.     

An operator splitting scheme for the stream‐function formulation of unsteady Navier–Stokes equations

A fictitious time is introduced into the unsteady equation of the stream function rendering it into a higher‐order ultra‐parabolic equation. The convergence with respect to the fictitious time (we call the latter ‘internal iterations’) allows one to obtain fully implicit nonlinear scheme in full time steps for the physical‐time variable. For particular choice of the artificial time increment, the scheme in full time steps is of second‐order of approximation. For the solution of the internal iteration, a fractional‐step scheme is proposed based on the splitting of the combination of the Laplace, bi‐harmonic and advection operators. A judicious choice for the time staggering of the different parts of the nonlinear advective terms allows us to prove that the internal iterations are unconditionally stable and convergent. We assess the number of operations needed per time step and show computational effectiveness of the proposed scheme. We prove that when the internal iterations converge, the scheme is second‐order in physical time and space, nonlinear, implicit and absolutely stable. The performance of the scheme is demonstrated for the flow created by oscillatory motion of the lid of a square cavity. All theoretical findings are demonstrated practically. Copyright © 2006 John Wiley & Sons, Ltd.     

On streamline diffusion arising in Galerkin FEM with predictor/multi‐corrector time integration

In the present paper, the author shows that the predictor/multi‐corrector (PMC) time integration for the advection–diffusion equations induces numerical diffusivity acting only in the streamline direction, even though the equations are spatially discretized by the conventional Galerkin finite element method (GFEM). The transient 2‐D and 3‐D advection problems are solved with the PMC scheme using both the GFEM and the streamline upwind/Petrov Galerkin (SUPG) as the spatial discretization methods for comparison. The solutions of the SUPG‐PMC turned out to be overly diffusive due to the additional PMC streamline diffusion, while the solutions of the GFEM‐PMC were comparatively accurate without significant damping and phase error. A similar tendency was seen also in the quasi‐steady solutions to the incompressible viscous flow problems: 2‐D driven cavity flow and natural convection in a square cavity. Copyright © 2002 John Wiley & Sons, Ltd.     

A new weighted upwind finite volume element method based on non‐standard covolume for time‐dependent convection–diffusion problems

In modern numerical simulation of problems in energy resources and environmental science, it is important to develop efficient numerical methods for time‐dependent convection–diffusion problems. On the basis of nonstandard covolume grids, we propose a new kind of high‐order upwind finite volume element method for the problems. We first prove the stability and mass conservation in the discrete forms of the scheme. Optimal second‐order error estimate in L₂‐norm in spatial step is then proved strictly. The scheme is effective for avoiding numerical diffusion and nonphysical oscillations and has second‐order accuracy. Numerical experiments are given to verify the performance of the scheme. Copyright © 2013 John Wiley & Sons, Ltd.     

A pressure correction‐volume of fluid method for simulation of two‐phase flows

A pressure correction method coupled with the volume of fluid (VOF) method is developed to simulate two‐phase flows. A volume fraction function is introduced in the VOF method and is governed by an advection equation. A modified monotone upwind scheme for a conservation law (modified MUSCL) is used to solve the solution of the advection equation. To keep the initial sharpness of an interface, a slope modification scheme is introduced. The continuum surface tension (CST) model is used to calculate the surface tension force. Three schemes, central‐upwind, Parker–Youngs, and mixed schemes, are introduced to compute the interface normal vector and the gradient of the volume fraction function. Moreover, a height function technique is applied to compute the local curvature of the interface. Several basic test problems are performed to check the order of accuracy of the present numerical schemes for computing the interface normal vector and the gradient of the volume fraction function. Three physical problems, two‐dimensional broken dam problem, static drop, and spurious currents, and three‐dimensional rising bubble, are performed to demonstrate the efficiency and accuracy of the pressure correction method. Copyright © 2010 John Wiley & Sons, Ltd.     

The two‐dimensional streamline upwind scheme for the convection–reaction equation

This paper is concerned with the development of the finite element method in simulating scalar transport, governed by the convection–reaction (CR) equation. A feature of the proposed finite element model is its ability to provide nodally exact solutions in the one‐dimensional case. Details of the derivation of the upwind scheme on quadratic elements are given. Extension of the one‐dimensional nodally exact scheme to the two‐dimensional model equation involves the use of a streamline upwind operator. As the modified equations show in the four types of element, physically relevant discretization error terms are added to the flow direction and help stabilize the discrete system. The proposed method is referred to as the streamline upwind Petrov–Galerkin finite element model. This model has been validated against test problems that are amenable to analytical solutions. In addition to a fundamental study of the scheme, numerical results that demonstrate the validity of the method are presented. Copyright © 2001 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.     

A stable second‐order mass‐weighted upwind scheme for unstructured meshes

In this paper, an original second‐order upwind scheme for convection terms is described and implemented in the context of a Control‐Volume Finite‐Element Method (CVFEM). The proposed scheme is a second‐order extension of the first‐order MAss‐Weighted upwind (MAW) scheme proposed by Saabas and Baliga (Numer. Heat Transfer 1994; 26B :381–407). The proposed second‐order scheme inherits the well‐known stability characteristics of the MAW scheme, but exhibits less artificial viscosity and ensures much higher accuracy. Consequently, and in contrast with nearly all second‐order upwind schemes available in the literature, the proposed second‐order MAW scheme does not need limiters. Some test cases including two pure convection problems, the driven cavity and steady and unsteady flows over a circular cylinder, have been undertaken successfully to validate the new scheme. The verification tests show that the proposed scheme exhibits a low level of artificial viscosity in the pure convection problems; exhibits second‐order accuracy for the driven cavity; gives accurate reattachment lengths for low‐Reynolds steady flow over a circular cylinder; and gives constant‐amplitude vortex shedding for the case of high‐Reynolds unsteady flow over a circular cylinder. Copyright © 2005 John Wiley & Sons, Ltd.     

Fictitious domain approach for numerical modelling of Navier–Stokes equations

This study investigates a fictitious domain model for the numerical solution of various incompressible viscous flows. It is based on the so‐called Navier–Stokes/Brinkman and energy equations with discontinuous coefficients all over an auxiliary embedding domain. The solid obstacles or walls are taken into account by a penalty technique. Some volumic control terms are directly introduced in the governing equations in order to prescribe immersed boundary conditions. The implicit numerical scheme, which uses an upwind finite volume method on staggered Cartesian grids, is of second‐order accuracy in time and space. A multigrid local mesh refinement is also implemented, using the multi‐level Zoom Flux Interface Correction (FIC) method, in order to increase the precision where it is needed in the domain. At each time step, some iterations of the augmented Lagrangian method combined with a preconditioned Krylov algorithm allow the divergence‐free velocity and pressure fields be solved for. The tested cases concern external steady or unsteady flows around a circular cylinder, heated or not, and the channel flow behind a backward‐facing step. The numerical results are shown in good agreement with other published numerical or experimental data. Copyright © 2000 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.