Fourth‐order exponential finite difference methods for boundary value problems of convective diffusion type

Methods based on exponential finite difference approximations of h⁴ accuracy are developed to solve one and two‐dimensional convection–diffusion type differential equations with constant and variable convection coefficients. In the one‐dimensional case, the numerical scheme developed uses three points. For the two‐dimensional case, even though nine points are used, the successive line overrelaxation approach with alternating direction implicit procedure enables us to deal with tri‐diagonal systems. The methods are applied on a number of linear and non‐linear problems, mostly with large first derivative terms, in particular, fluid flow problems with boundary layers. Better accuracy is obtained in all the problems, compared with the available results in the literature. Application of an exponential scheme with a non‐uniform mesh is also illustrated. The h⁴ accuracy of the schemes is also computationally demonstrated. Copyright © 2001 John Wiley & Sons, Ltd.     

Discharge estimation under uncertainty using variational methods with application to the full Saint‐Venant hydraulic network model

Estimating river discharge from in situ and/or remote sensing data is a key issue for evaluation of water balance at local and global scales and for water management. Variational data assimilation (DA) is a powerful approach used in operational weather and ocean forecasting, which can also be used in this context. A distinctive feature of the river discharge estimation problem is the likely presence of significant uncertainty in principal parameters of a hydraulic model, such as bathymetry and friction, which have to be included into the control vector alongside the discharge. However, the conventional variational DA method being used for solving such extended problems often fails. This happens because the control vector iterates (i.e., approximations arising in the course of minimization) result into hydraulic states not supported by the model. In this paper, we suggest a novel version of the variational DA method specially designed for solving estimation‐under‐uncertainty problems, which is based on the ideas of iterative regularization. The method is implemented with SIC², which is a full Saint‐Venant based 1D‐network model. The SIC² software is widely used by research, consultant and industrial communities for modeling river, irrigation canal, and drainage network behavior. The adjoint model required for variational DA is obtained by means of automatic differentiation. This is likely to be the first stable consistent adjoint of the 1D‐network model of a commercial status in existence. The DA problems considered in this paper are offtake/tributary estimation under uncertainty in the cross‐device parameters and inflow discharge estimation under uncertainty in the bathymetry defining parameters and the friction coefficient. Numerical tests have been designed to understand identifiability of discharge given uncertainty in bathymetry and friction. The developed methodology, and software seems useful in the context of the future Surface Water and Ocean Topography satellite mission. Copyright © 2016 John Wiley & Sons, Ltd.     

Assessment of the finite volume method applied to the v2 − f model

The objective of this paper is to assess the accuracy of low‐order finite volume (FV) methods applied to the v² ? f turbulence model of Durbin (Theoret. Comput. Fluid Dyn. 1991; 3 :1–13) in the near vicinity of solid walls. We are not (like many others) concerned with the stability of solvers ‐ the topic at hand is simply whether the mathematical properties of the v² ? f model can be captured by the given, widespread, numerical method. The v² ? f model is integrated all the way up to solid walls, where steep gradients in turbulence parameters are observed. The full resolution of wall gradients imposes quite high demands on the numerical schemes and it is not evident that common (second order) FV codes can fully cope with such demands. The v² ? f model is studied in a statistically one‐dimensional, fully developed channel flow where we compare FV schemes with a highly accurate spectral element reference implementation. For the FV method a higher‐order face interpolation scheme, using Lagrange interpolation polynomials up to arbitrary order, is described. It is concluded that a regular second‐order FV scheme cannot give an accurate representation of all model parameters, independent of mesh density. To match the spectral element solution an extended source treatment (we use three‐point Gauss–Lobatto quadrature), as well as a higher‐order discretization of diffusion is required. Furthermore, it is found that the location of the first internal node need to be well within y⁺=1. Copyright © 2009 John Wiley & Sons, Ltd.     

A sensitivity analysis on the parameter of the GLS method for a second‐gradient theory of incompressible flow

Using a non‐conforming C⁰‐interior penalty method and the Galerkin least‐square approach, we develop a continuous–discontinuous Galerkin finite element method for discretizing fourth‐order incompressible flow problems. The formulation is weakly coercive for spaces that fail to satisfy the inf‐sup condition and consider discontinuous basis functions for the pressure field. We consider the results of a stability analysis through a lemma which indicates that there exists an optimal or quasi‐optimal least‐square stability parameter that depends on the polynomial degree used to interpolate the velocity and pressure fields, and on the geometry of the finite element in the mesh. We provide several numerical experiments illustrating such dependence, as well as the robustness of the method to deal with arbitrary basis functions for velocity and pressure, and the ability to stabilize large pressure gradients. We believe the results provided in this paper contribute for establishing a paradigm for future studies of the parameter of the Galerkin least square method for second‐gradient theory of incompressible flow problems. Copyright © 2015 John Wiley & Sons, Ltd.     

Dilation‐based shock capturing for high‐order methods

In this paper, we introduce a shock‐capturing artificial viscosity technique for high‐order unstructured mesh methods. This artificial viscosity model is based on a non‐dimensional form of the divergence of the velocity. The technique is an extension and improvement of the dilation‐based artificial viscosity methods introduced in Premasuthan et al., 15 and further extended in Nguyen and Peraire 27 . The approach presented has a number attractive properties including non‐dimensional analytical form, sub‐cell resolution, and robustness for complex shock flows on anisotropic meshes. We present extensive numerical results to demonstrate the performance of the proposed approach. Copyright © 2016 John Wiley & Sons, Ltd.     

High‐order ADER‐WENO ALE schemes on unstructured triangular meshes—application of several node solvers to hydrodynamics and magnetohydrodynamics

In this paper, we present a class of high‐order accurate cell‐centered arbitrary Lagrangian–Eulerian (ALE) one‐step ADER weighted essentially non‐oscillatory (WENO) finite volume schemes for the solution of nonlinear hyperbolic conservation laws on two‐dimensional unstructured triangular meshes. High order of accuracy in space is achieved by a WENO reconstruction algorithm, while a local space–time Galerkin predictor allows the schemes to be high order accurate also in time by using an element‐local weak formulation of the governing PDE on moving meshes. The mesh motion can be computed by choosing among three different node solvers, which are for the first time compared with each other in this article: the node velocity may be obtained either (i) as an arithmetic average among the states surrounding the node, as suggested by Cheng and Shu, or (ii) as a solution of multiple one‐dimensional half‐Riemann problems around a vertex, as suggested by Maire, or (iii) by solving approximately a multidimensional Riemann problem around each vertex of the mesh using the genuinely multidimensional Harten–Lax–van Leer Riemann solver recently proposed by Balsara et al. Once the vertex velocity and thus the new node location have been determined by the node solver, the local mesh motion is then constructed by straight edges connecting the vertex positions at the old time level tⁿ with the new ones at the next time level t^{n + 1}. If necessary, a rezoning step can be introduced here to overcome mesh tangling or highly deformed elements. The final ALE finite volume scheme is based directly on a space–time conservation formulation of the governing PDE system, which therefore makes an additional remapping stage unnecessary, as the ALE fluxes already properly take into account the rezoned geometry. In this sense, our scheme falls into the category of direct ALE methods. Furthermore, the geometric conservation law is satisfied by the scheme by construction. We apply the high‐order algorithm presented in this paper to the Euler equations of compressible gas dynamics as well as to the ideal classical and relativistic magnetohydrodynamic equations. We show numerical convergence results up to fifth order of accuracy in space and time together with some classical numerical test problems for each hyperbolic system under consideration. Copyright © 2014 John Wiley & Sons, Ltd.     

An application of the finite difference‐based lattice Boltzmann model to simulating flow‐induced noise

This paper presents a novel approach to simulate aerodynamically generated sounds by modifying the finite difference‐based lattice BGK compressible fluid model for the purpose of speeding up the calculation and also stabilizing the numerical scheme. With the model, aerodynamic sounds generated by a uniform flow around a two‐dimensional circular cylinder at Re = 150 are simulated. The third‐order‐accurate up‐wind scheme is used for the spatial derivatives, and the second‐order‐accurate Runge–Kutta method is applied for the time marching. The results show that we successively capture very small acoustic pressure fluctuations, with the same frequency of the Karman vortex street, much smaller than the whole pressure fluctuation around a circular cylinder. The propagation velocity of the acoustic waves shows that the points of peak pressure are biased upstream owing to the Doppler effect in the uniform flow. For the downstream, on the other hand, it is faster. It is also apparent that the amplitude of sound pressure is proportional to r^?1/2, r being the distance from the centre of the circular cylinder. Moreover, the edgetone generated by a two‐dimensional jet impinging on a wedge to predict the frequency characteristics of the discrete oscillations of a jet‐edge feedback cycle is investigated. The jet is chosen long enough to guarantee the parabolic velocity profile of the jet at the outlet, and the edge is of an angle of α = 23°. At a stand‐off distance w, the edge is inserted along the centreline of the jet, and a sinuous instability wave with real frequency is assumed to be created in the vicinity of the nozzle exit and to propagate towards the downstream. We have succeeded in capturing small pressure fluctuations resulting from periodic oscillation of jet around the edge. Copyright © 2006 John Wiley & Sons, Ltd.     

A stabilized Nitsche‐type extended embedding mesh approach for 3D low‐ and high‐Reynolds‐number flows

This paper presents a stabilized extended finite element method (XFEM) based fluid formulation to embed arbitrary fluid patches into a fixed background fluid mesh. The new approach is highly beneficial when it comes to computational grid generation for complex domains, as it allows locally increased resolutions independent from size and structure of the background mesh. Motivating applications for such a domain decomposition technique are complex fluid‐structure interaction problems, where an additional boundary layer mesh is used to accurately capture the flow around the structure. The objective of this work is to provide an accurate and robust XFEM‐based coupling for low‐ as well as high‐Reynolds‐number flows. Our formulation is built from the following essential ingredients: Coupling conditions on the embedded interface are imposed weakly using Nitsche's method supported by extra terms to guarantee mass conservation and to control the convective mass transport across the interface for transient viscous‐dominated and convection‐dominated flows. Residual‐based fluid stabilizations in the interior of the fluid subdomains and accompanying face‐oriented fluid and ghost‐penalty stabilizations in the interface zone stabilize the formulation in the entire fluid domain. A detailed numerical study of our stabilized embedded fluid formulation, including an investigation of variants of Nitsche's method for viscous flows, shows optimal error convergence for viscous‐dominated and convection‐dominated flow problems independent of the interface position. Challenging two‐dimensional and three‐dimensional numerical examples highlight the robustness of our approach in all flow regimes: benchmark computations for laminar flow around a cylinder, a turbulent driven cavity flow at Re = 10000 and the flow interacting with a three‐dimensional flexible wall. Copyright © 2016 John Wiley & Sons, Ltd.     

Flux Norm Approach to Finite Dimensional Homogenization Approximations with Non-Separated Scales and High Contrast

We consider linear divergence-form scalar elliptic equations and vectorial equations for elasticity with rough (L ^∞(Ω), W ì \mathbb R^d{\Omega \subset \mathbb R^d}) coefficients a(x) that, in particular, model media with non-separated scales and high contrast in material properties. While the homogenization of PDEs with periodic or ergodic coefficients and well separated scales is now well understood, we consider here the most general case of arbitrary bounded coefficients. For such problems, we introduce explicit and optimal finite dimensional approximations of solutions that can be viewed as a theoretical Galerkin method with controlled error estimates, analogous to classical homogenization approximations. In particular, this approach allows one to analyze a given medium directly without introducing the mathematical concept of an e{\epsilon} family of media as in classical homogenization. We define the flux norm as the L ² norm of the potential part of the fluxes of solutions, which is equivalent to the usual H ¹-norm. We show that in the flux norm, the error associated with approximating, in a properly defined finite-dimensional space, the set of solutions of the aforementioned PDEs with rough coefficients is equal to the error associated with approximating the set of solutions of the same type of PDEs with smooth coefficients in a standard space (for example, piecewise polynomial). We refer to this property as the transfer property. A simple application of this property is the construction of finite dimensional approximation spaces with errors independent of the regularity and contrast of the coefficients and with optimal and explicit convergence rates. This transfer property also provides an alternative to the global harmonic change of coordinates for the homogenization of elliptic operators that can be extended to elasticity equations. The proofs of these homogenization results are based on a new class of elliptic inequalities. These inequalities play the same role in our approach as the div-curl lemma in classical homogenization.     

A convergence accelerator of a linear system of equations based upon the power method

This paper considers the convergence rate of an iterative numerical scheme as a method for accelerating at the post‐processor stage. The methodology adapted here is: (1) residual eigenmodes included in the origin of the convex hull are eliminated; (2) remaining residual terms are smoothed away by the main convergence algorithm. For this purpose, the polynomial matrix approach is employed for deriving the characteristic equation by two different methods. The first method is based on vector scaling and the second is based on the normal equations approach. The input for both methods is the solution difference between two consecutive iteration/cycle levels obtained from the main program. The singular value decomposition was employed for both methods due to the ill‐conditioned structure of the matrices. The use of the explicit form of the Richardson extrapolation in the present work overrules the need to employ the Richardson iteration with a Leja ordering. The performance of these methods was compared with the GMRES algorithm for three representative problems: two‐dimensional boundary value problem using the Laplace equation, three‐dimensional multi‐grid, potential solution over a sphere and the one‐dimensional steady state Burger equation. In all three examples both methods have the same rate of convergence, or better, as that of the GMRES method in terms of computer operational count. However, in terms of storage requirements, the method based upon vector scaling has a significant advantage over the normal equations approach as well as the GMRES method, in which only one vector of the N grid‐points is required. Copyright © 2001 John Wiley & Sons, Ltd.     

Analysis of preconditioned iterative solvers for incompressible flow problems

Solving efficiently the incompressible Navier–Stokes equations is a major challenge, especially in the three‐dimensional case. The approach investigated by Elman et al. (Finite Elements and Fast Iterative Solvers. Oxford University Press: Oxford, 2005) consists in applying a preconditioned GMRES method to the linearized problem at each iteration of a nonlinear scheme. The preconditioner is built as an approximation of an ideal block‐preconditioner that guarantees convergence in 2 or 3 iterations. In this paper, we investigate the numerical behavior for the three‐dimensional lid‐driven cavity problem with wedge elements; the ultimate motivation of this analysis is indeed the development of a preconditioned Krylov solver for stratified oceanic flows which can be efficiently tackled using such meshes. Numerical results for steady‐state solutions of both the Stokes and the Navier–Stokes problems are presented. Theoretical bounds on the spectrum and the rate of convergence appear to be in agreement with the numerical experiments. Sensitivity analysis on different aspects of the structure of the preconditioner and the block decomposition strategies are also discussed. Copyright © 2011 John Wiley & Sons, Ltd.     

A finite element method for the two‐dimensional extended Boussinesq equations

A new numerical method for Nwogu's (ASCE Journal of Waterway, Port, Coastal and Ocean Engineering 1993; 119 :618)two‐dimensional extended Boussinesq equations is presented using a linear triangular finite element spatial discretization coupled with a sophisticated adaptive time integration package. The authors have previously presented a finite element method for the one‐dimensional form of these equations (M. Walkley and M. Berzins (International Journal for Numerical Methods in Fluids 1999; 29 (2):143)) and this paper describes the extension of these ideas to the two‐dimensional equations and the application of the method to complex geometries using unstructured triangular grids. Computational results are presented for two standard test problems and a realistic harbour model. Copyright © 2002 John Wiley & Sons, Ltd.     

A spectral‐element discontinuous Galerkin thermal lattice Boltzmann method for conjugate heat transfer applications

We present a spectral‐element discontinuous Galerkin thermal lattice Boltzmann method for fluid–solid conjugate heat transfer applications. Using the discrete Boltzmann equation, we propose a numerical scheme for conjugate heat transfer applications on unstructured, non‐uniform grids. We employ a double‐distribution thermal lattice Boltzmann model to resolve flows with variable Prandtl (Pr) number. Based upon its finite element heritage, the spectral‐element discontinuous Galerkin discretization provides an effective means to model and investigate thermal transport in applications with complex geometries. Our solutions are represented by the tensor product basis of the one‐dimensional Legendre–Lagrange interpolation polynomials. A high‐order discretization is employed on body‐conforming hexahedral elements with Gauss–Lobatto–Legendre quadrature nodes. Thermal and hydrodynamic bounce‐back boundary conditions are imposed via the numerical flux formulation that arises because of the discontinuous Galerkin approach. As a result, our scheme does not require tedious extrapolation at the boundaries, which may cause loss of mass conservation. We compare solutions of the proposed scheme with an analytical solution for a solid–solid conjugate heat transfer problem in a 2D annulus and illustrate the capture of temperature continuities across interfaces for conductivity ratio γ > 1. We also investigate the effect of Reynolds (Re) and Grashof (Gr) number on the conjugate heat transfer between a heat‐generating solid and a surrounding fluid. Steady‐state results are presented for Re = 5?40 and Gr = 10⁵?10⁶. In each case, we discuss the effect of Re and Gr on the heat flux (i.e. Nusselt number Nu) at the fluid–solid interface. Our results are validated against previous studies that employ finite‐difference and continuous spectral‐element methods to solve the Navier–Stokes equations. Copyright © 2016 John Wiley & Sons, Ltd.     

A nodal Godunov method for Lagrangian shock hydrodynamics on unstructured tetrahedral grids

We present a nodal Godunov method for Lagrangian shock hydrodynamics. The method is designed to operate on three‐dimensional unstructured grids composed of tetrahedral cells. A node‐centered finite element formulation avoids mesh stiffness, and an approximate Riemann solver in the fluid reference frame ensures a stable, upwind formulation. This choice leads to a non‐zero mass flux between control volumes, even though the mesh moves at the fluid velocity, but eliminates volume errors that arise due to the difference between the fluid velocity and the contact wave speed. A monotone piecewise linear reconstruction of primitive variables is used to compute interface unknowns and recover second‐order accuracy. The scheme has been tested on a variety of standard test problems and exhibits first‐order accuracy on shock problems and second‐order accuracy on smooth flows using meshes of up to O(10⁶) tetrahedra. Copyright © 2014 John Wiley & Sons, Ltd.     

A physically based flux limiter for QUICK calculations of advective scalar transport

Transient, advective transport of a contaminant into a clean domain will exhibit a moving sharp front that separates contaminated and clean regions. Due to ‘numerical diffusion’—the combined effects of ‘cross‐wind diffusion’ and ‘artificial dispersion’—a numerical solution based on a first‐order (upwind) treatment will smear out the sharp front. The use of higher‐order schemes, e.g. QUICK (quadratic upwinding) reduces the smearing but can introduce non‐physical oscillations in the solution. A common approach to reduce numerical diffusion without oscillations is to use a scheme that blends low‐order and high‐order approximations of the advective transport. Typically, the blending is based on a parameter that measures the local monotonicity in the predicted scalar field. In this paper, an alternative approach is proposed for use in scalar transport problems where physical bounds C_Low?C?C_High on the scalar are known a priori. For this class of problems, the proposed scheme switches from a QUICK approximation to an upwind approximation whenever the predicted upwind nodal value falls outside of the physical range [C_Low, C_High]. On two‐dimensional steady‐state and one‐dimensional transient test problems predictions obtained with the proposed scheme are essentially indistinguishable from those obtained with monotonic flux‐limiter schemes. An analysis of the modified equation explains the observed performance of first‐ and second‐order time‐stepping schemes in predicting the advective transport of a step. In application to the transient two‐dimensional problem of contaminate transport into a streambed, predictions obtained with the proposed flux‐limiter scheme agree with those obtained with a scheme from the literature. Copyright © 2007 John Wiley & Sons, Ltd.     

A fluid solver based on vorticity–helical density equations with application to a natural convection in a cubic cavity

We study numerically a recently introduced formulation of incompressible Newtonian fluid equations in vorticity–helical density and velocity–Bernoulli pressure variables. Unlike most numerical methods based on vorticity equations, the current approach provides discrete solutions with mass conservation, divergence‐free vorticity, and accurate kinetic energy balance in a simple and natural way. The method is applied to compute buoyancy‐driven flows in a differentially heated cubic enclosure in the Boussinesq approximation for Ra ∈ {10⁴,10⁵,10⁶}. The numerical solutions on a finer grid are of benchmark quality. The computed helical density allows quantification of the three‐dimensional nature of the flow. Copyright © 2011 John Wiley & Sons, Ltd.     

2D Burgers equation with large Reynolds number using POD/DEIM and calibration

Model order reduction of the two‐dimensional Burgers equation is investigated. The mathematical formulation of POD/discrete empirical interpolation method (DEIM)‐reduced order model (ROM) is derived based on the Galerkin projection and DEIM from the existing high fidelity‐implicit finite‐difference full model. For validation, we numerically compared the POD ROM, POD/DEIM, and the full model in two cases of Re = 100 and Re = 1000, respectively. We found that the POD/DEIM ROM leads to a speed‐up of CPU time by a factor of O(10). The computational stability of POD/DEIM ROM is maintained by means of a careful selection of POD modes and the DEIM interpolation points. The solution of POD/DEIM in the case of Re = 1000 has an accuracy with error O(10^?3) versus O(10^?4) in the case of Re = 100 when compared with the high fidelity model. For this turbulent flow, a closure model consisting of a Tikhonov regularization is carried out in order to recover the missing information and is developed to account for the small‐scale dissipation effect of the truncated POD modes. It is shown that the computational results of this calibrated ROM exhibit considerable agreement with the high fidelity model, which implies the efficiency of the closure model used. Copyright © 2016 John Wiley & Sons, Ltd.     

Shoreline tracking and implicit source terms for a well balanced inundation model

The HyFlux2 model has been developed to simulate severe inundation scenario due to dam break, flash flood and tsunami‐wave run‐up. The model solves the conservative form of the two‐dimensional shallow water equations using the finite volume method. The interface flux is computed by a Flux Vector Splitting method for shallow water equations based on a Godunov‐type approach. A second‐order scheme is applied to the water surface level and velocity, providing results with high accuracy and assuring the balance between fluxes and sources also for complex bathymetry and topography. Physical models are included to deal with bottom steps and shorelines. The second‐order scheme together with the shoreline‐tracking method and the implicit source term treatment makes the model well balanced in respect to mass and momentum conservation laws, providing reliable and robust results. The developed model is validated in this paper with a 2D numerical test case and with the Okushiri tsunami run up problem. It is shown that the HyFlux2 model is able to model inundation problems, with a satisfactory prediction of the major flow characteristics such as water depth, water velocity, flood extent, and flood‐wave arrival time. The results provided by the model are of great importance for the risk assessment and management. Copyright © 2009 John Wiley & Sons, Ltd.     

A multi‐dimensional monotonic finite element model for solving the convection–diffusion‐reaction equation

In this paper, we develop a finite element model for solving the convection–diffusion‐reaction equation in two dimensions with an aim to enhance the scheme stability without compromising consistency. Reducing errors of false diffusion type is achieved by adding an artificial term to get rid of three leading mixed derivative terms in the Petrov–Galerkin formulation. The finite element model of the Petrov–Galerkin type, while maintaining convective stability, is modified to suppress oscillations about the sharp layer by employing the M‐matrix theory. To validate this monotonic model, we consider test problems which are amenable to analytic solutions. Good agreement is obtained with both one‐ and two‐dimensional problems, thus validating the method. Other problems suitable for benchmarking the proposed model are also investigated. Copyright © 2002 John Wiley & Sons, Ltd.