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.     

Study of a staggered fourth‐order compact scheme for unsteady incompressible viscous flows

The objective of this paper is the development and assessment of a fourth‐order compact scheme for unsteady incompressible viscous flows. A brief review of the main developments of compact and high‐order schemes for incompressible flows is given. A numerical method is then presented for the simulation of unsteady incompressible flows based on fourth‐order compact discretization with physical boundary conditions implemented directly into the scheme. The equations are discretized on a staggered Cartesian non‐uniform grid and preserve a form of kinetic energy in the inviscid limit when a skew‐symmetric form of the convective terms is used. The accuracy and efficiency of the method are demonstrated in several inviscid and viscous flow problems. Results obtained with different combinations of second‐ and fourth‐order spatial discretizations and together with either the skew‐symmetric or divergence form of the convective term are compared. The performance of these schemes is further demonstrated by two challenging flow problems, linear instability in plane channel flow and a two‐dimensional dipole–wall interaction. Results show that the compact scheme is efficient and that the divergence and skew‐symmetric forms of the convective terms produce very similar results. In some but not all cases, a gain in accuracy and computational time is obtained with a high‐order discretization of only the convective and diffusive terms. Finally, the benefits of compact schemes with respect to second‐order schemes is discussed in the case of the fully developed turbulent channel flow. Copyright © 2008 John Wiley & Sons, Ltd.     

Verification of a mixed high‐order accurate DNS code for laminar turbulent transition by the method of manufactured solutions

This paper presents results on a verification test of a Direct Numerical Simulation code of mixed high‐order of accuracy using the method of manufactured solutions (MMS). This test is based on the formulation of an analytical solution for the Navier–Stokes equations modified by the addition of a source term. The present numerical code was aimed at simulating the temporal evolution of instability waves in a plane Poiseuille flow. The governing equations were solved in a vorticity–velocity formulation for a two‐dimensional incompressible flow. The code employed two different numerical schemes. One used mixed high‐order compact and non‐compact finite‐differences from fourth‐order to sixth‐order of accuracy. The other scheme used spectral methods instead of finite‐difference methods for the streamwise direction, which was periodic. In the present test, particular attention was paid to the boundary conditions of the physical problem of interest. Indeed, the verification procedure using MMS can be more demanding than the often used comparison with Linear Stability Theory. That is particularly because in the latter test no attention is paid to the nonlinear terms. For the present verification test, it was possible to manufacture an analytical solution that reproduced some aspects of an instability wave in a nonlinear stage. Although the results of the verification by MMS for this mixed‐order numerical scheme had to be interpreted with care, the test was very useful as it gave confidence that the code was free of programming errors. Copyright © 2009 John Wiley & Sons, Ltd.     

Implementing a high‐order accurate implicit operator scheme for solving steady incompressible viscous flows using artificial compressibility method

This paper uses a fourth‐order compact finite‐difference scheme for solving steady incompressible flows. The high‐order compact method applied is an alternating direction implicit operator scheme, which has been used by Ekaterinaris for computing two‐dimensional compressible flows. Herein, this numerical scheme is efficiently implemented to solve the incompressible Navier–Stokes equations in the primitive variables formulation using the artificial compressibility method. For space discretizing the convective fluxes, fourth‐order centered spatial accuracy of the implicit operators is efficiently obtained by performing compact space differentiation in which the method uses block‐tridiagonal matrix inversions. To stabilize the numerical solution, numerical dissipation terms and/or filters are used. In this study, the high‐order compact implicit operator scheme is also extended for computing three‐dimensional incompressible flows. The accuracy and efficiency of this high‐order compact method are demonstrated for different incompressible flow problems. A sensitivity study is also conducted to evaluate the effects of grid resolution and pseudocompressibility parameter on accuracy and convergence rate of the solution. The effects of filtering and numerical dissipation on the solution are also investigated. Test cases considered herein for validating the results are incompressible flows in a 2‐D backward facing step, a 2‐D cavity and a 3‐D cavity at different flow conditions. Results obtained for these cases are in good agreement with the available numerical and experimental results. The study shows that the scheme is robust, efficient and accurate for solving incompressible flow problems. Copyright © 2010 John Wiley & Sons, Ltd.     

Implementation of high‐order compact finite‐difference method to parabolized Navier–Stokes schemes

The numerical solution to the parabolized Navier–Stokes (PNS) and globally iterated PNS (IPNS) equations for accurate computation of hypersonic axisymmetric flowfields is obtained by using the fourth‐order compact finite‐difference method. The PNS and IPNS equations in the general curvilinear coordinates are solved by using the implicit finite‐difference algorithm of Beam and Warming type with a high‐order compact accuracy. A shock‐fitting procedure is utilized in both compact PNS and IPNS schemes to obtain accurate solutions in the vicinity of the shock. The main advantage of the present formulation is that the basic flow variables and their first and second derivatives are simultaneously computed with the fourth‐order accuracy. The computations are carried out for a benchmark case: hypersonic axisymmetric flow over a blunt cone at Mach 8. A sensitivity study is performed for the basic flowfield, including profiles and their derivatives obtained from the fourth‐order compact PNS and IPNS solutions, and the effects of grid size and numerical dissipation term used are discussed. The present results for the flowfield variables and also their derivatives are compared with those of other basic flow models to demonstrate the accuracy and efficiency of the proposed method. The present work represents the first known application of a high‐order compact finite‐difference method to the PNS schemes, which are computationally more efficient than Navier–Stokes solutions. Copyright © 2008 John Wiley & Sons, Ltd.     

High‐order shock capturing schemes for turbulence calculations

This work investigates high‐order central compact methods for simulating turbulent supersonic flows that include shock waves. Several different types of previously proposed characteristic filters, including total variation diminishing, monotone upstream‐centered scheme for conservation laws, and weighted essentially non‐oscillatory filters, are investigated in this study. Similar to the traditional shock capturing schemes, these filters can eliminate the numerical instability caused by large gradients in flow fields, but they also improve efficiency compared with classical shock‐capturing schemes. Adding the nonlinear dissipation part of a classical shock‐capturing scheme to a central scheme makes the method suitable for incorporation into any existing central‐based high‐order subsonic code. The amount of numerical dissipation to add is sensed by means of the artificial compression method switch. In order to improve the performance of the characteristic filters, we propose a hybrid approach to minimize the dissipation added by the characteristic filter. Through several numerical experiments (including a shock/density wave interaction, a shock/vortex interaction, and a shock/mixing layer interaction) we show that our hybrid approach works better than the original method, and can be used for future turbulent flow simulations that include shocks. Copyright © 2009 John Wiley & Sons, Ltd.     

Combined compact difference method for solving the incompressible Navier–Stokes equations

This paper presents a numerical method for solving the two‐dimensional unsteady incompressible Navier–Stokes equations in a vorticity–velocity formulation. The method is applicable for simulating the nonlinear wave interaction in a two‐dimensional boundary layer flow. It is based on combined compact difference schemes of up to 12th order for discretization of the spatial derivatives on equidistant grids and a fourth‐order five‐ to six‐alternating‐stage Runge–Kutta method for temporal integration. The spatial and temporal schemes are optimized together for the first derivative in a downstream direction to achieve a better spectral resolution. In this method, the dispersion and dissipation errors have been minimized to simulate physical waves accurately. At the same time, the schemes can efficiently suppress numerical grid‐mesh oscillations. The results of test calculations on coarse grids are in good agreement with the linear stability theory and comparable with other works. The accuracy and the efficiency of the current code indicate its potential to be extended to three‐dimensional cases in which full boundary layer transition happens. Copyright © 2011 John Wiley & Sons, Ltd.     

An attempt to improve accuracy of higher‐order statistics and spectra in direct numerical simulation of incompressible wall turbulence by using the compact schemes for viscous terms

We attempt to improve accuracy in the high‐wavenumber region in DNS of incompressible wall turbulence such as found in fully developed turbulent channel flow. In particular, it is shown that the improvement of accuracy of viscous terms in the Navier–Stokes equations leads to the improvement of accuracy of higher‐order statistics and various spectra. It is emphasized that increase in required computational cost will not be crucial when incompressible flow is simulated, because the introduction of a higher‐order scheme into the viscous terms does not increase computational cost for solving the Poisson equation. We introduced fourth‐order and eighth‐order central compact schemes for discretizing the viscous terms in DNS of a fully developed turbulent channel flow. The results are compared with those using second‐order and fourth‐order central‐difference schemes applied to the viscous terms and those obtained by the spectral method. The results show that accuracy improvement of the viscous terms improve accuracy of higher‐order statistics (i.e., skewness and flatness factors of streamwise velocity fluctuation) and various spectra of velocity and pressure fluctuations in the high‐wavenumber region. Copyright © 2013 John Wiley & Sons, Ltd.     

A high‐resolution scheme for compressible multicomponent flows with shock waves

A simple methodology for a high‐resolution scheme to be applied to compressible multicomponent flows with shock waves is investigated. The method is intended for use with direct numerical simulation or large eddy simulation of compressible multicomponent flows. The method dynamically adds non‐linear artificial diffusivity locally in space to capture different types of discontinuities such as a shock wave, contact surface or material interface while a high‐order compact differencing scheme resolves a broad range of scales in flows. The method is successfully applied to several one‐dimensional and two‐dimensional compressible multicomponent flow problems with shock waves. The results are in good agreement with experiments and earlier computations qualitatively and quantitatively. The method captures unsteady shock and material discontinuities without significant spurious oscillations if initial start‐up errors are properly avoided. Comparisons between the present numerical scheme and high‐order weighted essentially non‐oscillatory (WENO) schemes illustrate the advantage of the present method for resolving a broad range of scales of turbulence while capturing shock waves and material interfaces. Also the present method is expected to require less computational cost than popular high‐order upwind‐biased schemes such as WENO schemes. The mass conservation for each species is satisfied due to the strong conservation form of governing equations employed in the method. Copyright © 2010 John Wiley & Sons, Ltd.     

Numerical assessment of a shock‐detecting sensor for low dissipative high‐order simulation of shock–vortex interactions

Considering the importance of high‐order schemes implementation for the simulation of shock‐containing turbulent flows, the present work involves the assessment of a shock‐detecting sensor for filtering of high‐order compact finite‐difference schemes for simulation of this type of flows. To accomplish this, a sensor that controls the amount of numerical dissipation is applied to a sixth‐order compact scheme as well as a fourth‐order two‐register Runge–Kutta method for numerical simulation of various cases including inviscid and viscous shock–vortex and shock–mixing‐layer interactions. Detailed study is performed to investigate the performance of the sensor, that is, the effect of control parameters employed in the sensor are investigated in the long‐time integration. In addition, the effects of nonlinear weighting factors controlling the value of the second‐order and high‐order filters in fine and coarse non‐uniform grids are investigated. The results indicate the accuracy of the nonlinear filter along with the promising performance of the shock‐detecting sensor, which would pave the way for future simulations of turbulent flows containing shocks. Copyright © 2014 John Wiley & Sons, Ltd.     

A comparative study of high‐order variable‐property segregated algorithms for unsteady low Mach number flows

In this paper, five different algorithms are presented for the simulation of low Mach flows with large temperature variations, based on second‐order central‐difference or fourth‐order compact spatial discretization and a pressure projection‐type method. A semi‐implicit three‐step Runge–Kutta/Crank–Nicolson or second‐order iterative scheme is used for time integration. The different algorithms solve the coupled set of governing scalar equations in a decoupled segregate manner. In the first algorithm, a temperature equation is solved and density is calculated from the equation of state, while the second algorithm advances the density using the differential form of the equation of state. The third algorithm solves the continuity equation and the fourth algorithm solves both the continuity and enthalpy equation in conservative form. An iterative decoupled algorithm is also proposed, which allows the computation of the fully coupled solution. All five algorithms solve the momentum equation in conservative form and use a constant‐ or variable‐coefficient Poisson equation for the pressure. The efficiency of the fourth‐order compact scheme and the performances of the decoupling algorithms are demonstrated in three flow problems with large temperature variations: non‐Boussinesq natural convection, channel flow instability, flame–vortex interaction. Copyright © 2010 John Wiley & Sons, Ltd.     

Flux‐difference splitting‐based upwind compact schemes for the incompressible Navier–Stokes equations

Third‐order and fifth‐order upwind compact finite difference schemes based on flux‐difference splitting are proposed for solving the incompressible Navier–Stokes equations in conjunction with the artificial compressibility (AC) method. Since the governing equations in the AC method are hyperbolic, flux‐difference splitting (FDS) originally developed for the compressible Euler equations can be used. In the present upwind compact schemes, the split derivatives for the convective terms at grid points are linked to the differences of split fluxes between neighboring grid points, and these differences are computed by using FDS. The viscous terms are approximated with a sixth‐order central compact scheme. Comparisons with 2D benchmark solutions demonstrate that the present compact schemes are simple, efficient, and high‐order accurate. Copyright © 2008 John Wiley & Sons, Ltd.     

A high‐order compact finite‐difference lattice Boltzmann method for simulation of steady and unsteady incompressible flows

A high‐order compact finite‐difference lattice Boltzmann method (CFDLBM) is proposed and applied to accurately compute steady and unsteady incompressible flows. Herein, the spatial derivatives in the lattice Boltzmann equation are discretized by using the fourth‐order compact FD scheme, and the temporal term is discretized with the fourth‐order Runge–Kutta scheme to provide an accurate and efficient incompressible flow solver. A high‐order spectral‐type low‐pass compact filter is used to stabilize the numerical solution. An iterative initialization procedure is presented and applied to generate consistent initial conditions for the simulation of unsteady flows. A sensitivity study is also conducted to evaluate the effects of grid size, filtering, and procedure of boundary conditions implementation on accuracy and convergence rate of the solution. The accuracy and efficiency of the proposed solution procedure based on the CFDLBM method are also examined by comparison with the classical LBM for different flow conditions. Two test cases considered herein for validating the results of the incompressible steady flows are a two‐dimensional (2‐D) backward‐facing step and a 2‐D cavity at different Reynolds numbers. Results of these steady solutions computed by the CFDLBM are thoroughly compared with those of a compact FD Navier–Stokes flow solver. Three other test cases, namely, a 2‐D Couette flow, the Taylor's vortex problem, and the doubly periodic shear layers, are simulated to investigate the accuracy of the proposed scheme in solving unsteady incompressible flows. Results obtained for these test cases are in good agreement with the analytical solutions and also with the available numerical and experimental results. The study shows that the present solution methodology is robust, efficient, and accurate for solving steady and unsteady incompressible flow problems even at high Reynolds numbers. Copyright © 2014 John Wiley & Sons, Ltd.     

High‐order compact finite difference schemes for the vorticity–divergence representation of the spherical shallow water equations

This work is devoted to the application of the super compact finite difference method (SCFDM) and the combined compact finite difference method (CCFDM) for spatial differencing of the spherical shallow water equations in terms of vorticity, divergence, and height. The fourth‐order compact, the sixth‐order and eighth‐order SCFDM, and the sixth‐order and eighth‐order CCFDM schemes are used for the spatial differencing. To advance the solution in time, a semi‐implicit Runge–Kutta method is used. In addition, to control the nonlinear instability, an eighth‐order compact spatial filter is employed. For the numerical solution of the elliptic equations in the problem, a direct hybrid method, which consists of a high‐order compact scheme for spatial differencing in the latitude coordinate and a fast Fourier transform in longitude coordinate, is utilized. The accuracy and convergence rate for all methods are verified against exact analytical solutions. Qualitative and quantitative assessments of the results for an unstable barotropic mid‐latitude zonal jet employed as an initial condition are addressed. It is revealed that the sixth‐order and eighth‐order CCFDMs and SCFDMs lead to a remarkable improvement of the solution over the fourth‐order compact method. Copyright © 2015 John Wiley & Sons, Ltd.     

Numerical study of the atmospheric flow over a coastal cliff

This work presents a numerical method suitable for the study of the development of internal boundary layers (IBL) and their characteristics for flows over various types of coastal cliffs. The IBL is an important meteorological occurrence for flows with surface roughness and topographical step changes. A two‐dimensional flow program was used for this study. The governing equations were written using the vorticity–velocity formulation. The spatial derivatives were discretized by high‐order compact finite differences schemes. The time integration was performed with a low storage fourth‐order Runge–Kutta scheme. The coastal cliff (step) was specified through an immersed boundary method. The validation of the code was done by comparison of the results with experimental and observational data. The numerical simulations were carried out for different coastal cliff heights and inclinations. The results show that the predominant factors for the height of the IBL and its characteristics are the upstream velocity, and the height and form (inclination) of the coastal cliff. Copyright © 2010 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.     

Compact finite difference schemes on non‐uniform meshes. Application to direct numerical simulations of compressible flows

In this paper, the development of a fourth‐ (respectively third‐) order compact scheme for the approximation of first (respectively second) derivatives on non‐uniform meshes is studied. A full inclusion of metrics in the coefficients of the compact scheme is proposed, instead of methods using Jacobian transformation. In the second part, an analysis of the numerical scheme is presented. A numerical analysis of truncation errors, a Fourier analysis completed by stability calculations in terms of both semi‐ and fully discrete eigenvalue problems are presented. In those eigenvalue problems, the pure convection equation for the first derivative, and the pure diffusion equation for the second derivative are considered. The last part of this paper is dedicated to an application of the numerical method to the simulation of a compressible flow requiring variable mesh size: the direct numerical simulation of compressible turbulent channel flow. Present results are compared with both experimental and other numerical (DNS) data in the literature. The effects of compressibility and acoustic waves on the turbulent flow structure are discussed. Copyright © 1999 John Wiley & Sons, Ltd.     

High‐order compact scheme for Boussinesq equations: implementation and numerical boundary condition issue

Application of the three‐point fourth‐order compact scheme to spatial differencing of the vorticity‐stream function‐density formulation of the two‐dimensional incompressible Boussinesq equations is presented. The details for the derivation of difference relations at boundaries to generate accurate and stable solutions are also given. To assess the numerical accuracy, two linear prototype test problems with known exact solution are used. The two‐dimensional planar and cylindrical lock‐exchange flow configurations are used to conduct the numerical experiments for the Boussinesq equations. Quantitative measures for the two linear prototype test problems and comparison of the results of this work with the published results for the planar lock‐exchange flow indicates the validity and accuracy of the three‐point fourth‐order compact scheme for numerical solution of two‐dimensional incompressible Boussinesq equations. In addition, the study of using different high‐order numerical boundary conditions for the implementation of the no‐penetration boundary condition for the density at no‐slip walls is considered. It is shown that the numerical solution is sensitive to the choice of difference relation for the density at boundaries and using an inappropriate difference relation leads to spurious numerical solution. Copyright © 2011 John Wiley & Sons, Ltd.     

Simulation of non‐hydrostatic,density‐stratified flow in irregular domains

A numerical model has been developed for simulating density‐stratified flow in domains with irregular but simple topography. The model was designed for simulating strong interactions between internal gravity waves and topography, e.g. exchange flows in contracting channels, tidally or convectively driven flow over two‐dimensional sills or waves propagating onto a shoaling bed. The model is based on the non‐hydrostatic, Boussinesq equations of motion for a continuously stratified fluid in a rotating frame, subject to user‐configurable boundary conditions. An orthogonal boundary fitting co‐ordinate system is used for the numerical computations, which rely on a fourth‐order compact differentiation scheme, a third‐order explicit time stepping and a multi‐grid based pressure projection algorithm. The numerical techniques are described and a suite of validation studies are presented. The validation studies include a pointwise comparison of numerical simulations with both analytical solutions and laboratory measurements of non‐linear solitary wave propagation. Simulation results for flows lacking analytical or laboratory data are analysed a posteriori to demonstrate satisfaction of the potential energy balance. Computational results are compared with two‐layer hydraulic predictions in the case of exchange flow through a contracting channel. Finally, a simulation of circulation driven by spatially non‐uniform surface buoyancy flux in an irregular basin is discussed. Copyright © 2000 John Wiley & Sons, Ltd.     

Central schemes for open‐channel flow

The resolution of the Saint‐Venant equations for modelling shock phenomena in open‐channel flow by using the second‐order central schemes of Nessyahu and Tadmor (NT) and Kurganov and Tadmor (KT) is presented. The performances of the two schemes that we have extended to the non‐homogeneous case and that of the classical first‐order Lax–Friedrichs (LF) scheme in predicting dam‐break and hydraulic jumps in rectangular open channels are investigated on the basis of different numerical and physical conditions. The efficiency and robustness of the schemes are tested by comparing model results with analytical or experimental solutions. Copyright © 2003 John Wiley & Sons, Ltd.