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 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 hybrid Padé ADI scheme of higher‐order for convection–diffusion problems

A high‐order Padé alternating direction implicit (ADI) scheme is proposed for solving unsteady convection–diffusion problems. The scheme employs standard high‐order Padé approximations for spatial first and second derivatives in the convection‐diffusion equation. Linear multistep (LM) methods combined with the approximate factorization introduced by Beam and Warming (J. Comput. Phys. 1976; 22 : 87–110) are applied for the time integration. The approximate factorization imposes a second‐order temporal accuracy limitation on the ADI scheme independent of the accuracy of the LM method chosen for the time integration. To achieve a higher‐order temporal accuracy, we introduce a correction term that reduces the splitting error. The resulting scheme is carried out by repeatedly solving a series of pentadiagonal linear systems producing a computationally cost effective solver. The effects of the approximate factorization and the correction term on the stability of the scheme are examined. A modified wave number analysis is performed to examine the dispersive and dissipative properties of the scheme. In contrast to the HOC‐based schemes in which the phase and amplitude characteristics of a solution are altered by the variation of cell Reynolds number, the present scheme retains the characteristics of the modified wave numbers for spatial derivatives regardless of the magnitude of cell Reynolds number. The superiority of the proposed scheme compared with other high‐order ADI schemes for solving unsteady convection‐diffusion problems is discussed. A comparison of different time discretizations based on LM methods is given. Copyright © 2009 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.     

Bubble‐based stabilized finite element methods for time‐dependent convection–diffusion–reaction problems

In this paper, we propose a numerical algorithm for time‐dependent convection–diffusion–reaction problems and compare its performance with the well‐known numerical methods in the literature. Time discretization is performed by using fractional‐step θ‐scheme, while an economical form of the residual‐free bubble method is used for the space discretization. We compare the proposed algorithm with the classical stabilized finite element methods over several benchmark problems for a wide range of problem configurations. The effect of the order in the sequence of discretization (in time and in space) to the quality of the approximation is also investigated. Numerical experiments show the improvement through the proposed algorithm over the classical methods in either cases. Copyright © 2016 John Wiley & Sons, Ltd.     

A locally DIV‐free projection scheme for incompressible flows based on non‐conforming finite elements

We present a projection scheme whose end‐of‐step velocity is locally pointwise divergence free, using a continuous ?₁ approximation for the velocity in the momentum equation, a first‐order Crouzeix–Raviart approximation at the projection step, and a ?₀ approximation for the pressure in both steps. The analysis of the scheme is done only for grids that guarantee the existence of a divergence free conforming ?₁ interpolant for the velocity. Optimal estimates for the velocity error in L²‐ and H¹‐norms are deduced. The numerical results demonstrate that these estimates should also hold on grids on which the continuous ?₁ approximation for the velocity locks. Since the end‐of‐step velocity is locally solenoidal, the scheme is recommendable for problems requiring good mass conservation. Copyright © 2005 John Wiley & Sons, Ltd.     

A high‐order alternating direction implicit method for the unsteady convection‐dominated diffusion problem

A high‐order alternating direction implicit (ADI) method for solving the unsteady convection‐dominated diffusion equation is developed. The fourth‐order Padé scheme is used for the discretization of the convection terms, while the second‐order Padé scheme is used for the diffusion terms. The Crank–Nicolson scheme and ADI factorization are applied for time integration. After ADI factorization, the two‐dimensional problem becomes a sequence of one‐dimensional problems. The solution procedure consists of multiple use of a one‐dimensional tridiagonal matrix algorithm that produces a computationally cost‐effective solver. Von Neumann stability analysis is performed to show that the method is unconditionally stable. An unsteady two‐dimensional problem concerning convection‐dominated propagation of a Gaussian pulse is studied to test its numerical accuracy and compare it to other high‐order ADI methods. The results show that the overall numerical accuracy can reach third or fourth order for the convection‐dominated diffusion equation depending on the magnitude of diffusivity, while the computational cost is much lower than other high‐order numerical methods. Copyright © 2011 John Wiley & Sons, Ltd.     

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.     

A transformation‐free HOC scheme for incompressible viscous flows on nonuniform polar grids

We recently proposed a transformation‐free higher‐order compact (HOC) scheme for two‐dimensional (2‐D) steady convection–diffusion equations on nonuniform Cartesian grids (Int. J. Numer. Meth. Fluids 2004; 44 :33–53). As the scheme was equipped to handle only constant coefficients for the second‐order derivatives, it could not be extended directly to curvilinear coordinates, where they invariably occur as variables. In this paper, we extend the scheme to cylindrical polar coordinates for the 2‐D convection–diffusion equations and more specifically to the 2‐D incompressible viscous flows governed by the Navier–Stokes (N–S) equations. We first apply the formulation to a problem having analytical solution and demonstrate its fourth‐order spatial accuracy. We then apply it to the flow past an impulsively started circular cylinder problem and finally to the driven polar cavity problem. We present our numerical results and compare them with established numerical and analytical and experimental results whenever available. This new approach is seen to produce excellent comparison in all the cases. Copyright © 2009 John Wiley & Sons, Ltd.     

Managing false diffusion during second‐order upwind simulations of liquid micromixing

Liquid mixing is an important component of many microfluidic concepts and devices, and computational fluid dynamics (CFD) is playing a key role in their development and optimization. Because liquid mass diffusivities can be quite small, CFD simulation of liquid micromixing can over predict the degree of mixing unless numerical (or false) diffusion is properly controlled. Unfortunately, the false diffusion behavior of higher‐order finite volume schemes, which are often used for such simulations, is not well understood, especially on unstructured meshes. To examine and quantify the amount of false diffusion associated with the often recommended and versatile second‐order upwind method, a series of numerical simulations was conducted using a standardized two‐dimensional test problem on both structured and unstructured meshes. This enabled quantification of an ‘effective’ false diffusion coefficient (D_false) for the method as a function of mesh spacing. Based on the results of these simulations, expressions were developed for estimating the spacing required to reduce D_false to some desired (low) level. These expressions, together with additional insights from the standardized test problem and findings from other researchers, were then incorporated into a procedure for managing false diffusion when simulating steady, liquid micromixing. To demonstrate its utility, the procedure was applied to simulate flow and mixing within a representative micromixer geometry using both unstructured (triangular) and structured meshes. Copyright © 2016 John Wiley & Sons, Ltd.     

Discrete filter operators for large‐eddy simulation using high‐order spectral difference methods

The combination of a high‐order unstructured spectral difference (SD) spatial discretization scheme with sub‐grid scale (SGS) modeling for large‐eddy simulation is investigated with particular focus on the consistent implementation of a structural mixed model based on the scale similarity hypothesis. The difficult task of deriving a consistent formulation for the discrete filter within the SD element of arbitrary order led to the development of a new class of three‐dimensional constrained discrete filters. The discrete filters satisfy a set of selected criteria and are completely local within the SD element. Their weights can be automatically computed at run time from the number of solution points within each element and the expected filter cutoff length scale. The novel discrete filters can be applied to any SGS model involving explicit filtering and to a broad class of high‐order discontinuous finite element numerical schemes. The code is applied to the computation of turbulent channel flows at three Reynolds numbers, namely Re_τ = 180, 395, and 590 (based on the friction velocity u_τ and channel half‐width δ). Results from computations with and without the SGS model are compared against results from direct numerical simulation. The numerical experiments suggest that the results are sensitive to the use of the SGS model, even when a high‐order numerical scheme is used, especially when the grid resolution is kept relatively low and mostly in terms of resolved Reynolds stresses. Results obtained using existing filters based on the projection of the solution over lower‐order polynomial bases are also shown and demonstrate that these filters are inadequate for SGS modeling purposes, mostly because of their inability to enforce the selected cutoff length scale with sufficient accuracy. The use of the similarity mixed formulation proved to be particularly accurate in reproducing SGS interactions, confirming that its well‐known potential can be realized in conjunction with state‐of‐the‐art high‐order numerical schemes.Copyright © 2012 John Wiley & Sons, Ltd.     

A Boltzmann based model for open channel flows

A finite volume, Boltzmann Bhatnagar–Gross–Krook (BGK) numerical model for one‐ and two‐dimensional unsteady open channel flows is formulated and applied. The BGK scheme satisfies the entropy condition and thus prevents unphysical shocks. In addition, the van Leer limiter and the collision term ensure that the BGK scheme admits oscillation‐free solutions only. The accuracy and efficiency of the BGK scheme are demonstrated through the following examples: (i) strong shock waves, (ii) extreme expansion waves, (iii) a combination of strong shock waves and extreme expansion waves, and (iv) one‐ and two‐dimensional dam break problems. These test cases are performed for a variety of Courant numbers (C_r), with the only condition being C_r≤1. All the computational results are free of spurious oscillations and unphysical shocks (i.e., expansion shocks). In addition, comparisons of numerical tests with measured data from dam break laboratory experiments show good agreement for C_r≤0.6. This reduction in the stability domain is due to the explicit integration of the friction term. Furthermore, BGK schemes are easily extended to multidimensional problems and do not require characteristic decomposition. The proposed scheme is second‐order in both space and time when the external forces are zero and second‐order in space but first‐order in time when the external forces are non‐zero. However, since all the test cases presented are either for zero or small values of external forces, the results tend to maintain second‐order accuracy. In problems where the external forces become significant, it is possible to improve the order of accuracy of the scheme in time by, for example, applying the Runge–Kutta method in the integration of the external forces. Copyright © 2001 John Wiley & Sons, Ltd.     

A new weighting method for improving the WENO‐Z scheme

The calculation of the weight of each substencil is very important for a weighted essentially nonoscillatory (WENO) scheme to obtain high‐order accuracy in smooth regions and keep the essentially nonoscillatory property near discontinuities. The weighting function introduced in the WENO‐Z scheme provides a straightforward method to analyze the accuracy order in smooth regions. In this paper, we construct a new sixth‐order global smoothness indicator (GSI‐6) and a function about GSI‐6 and the local smoothness indicators (IS_k) to calculate the weights. The analysis and numerical results show that, with the new weights, the scheme satisfies the sufficient condition for the fifth‐order convergence in smooth regions even at critical points. Meanwhile, it can also maintain low dissipation for discontinuous solutions due to relative large weights assigned to discontinuous substencils.     

Convergence issues in using high‐resolution schemes and lower–upper symmetric Gauss–Seidel method for steady shock‐induced combustion problems

This paper reports numerical convergence study for simulations of steady shock‐induced combustion problems with high‐resolution shock‐capturing schemes. Five typical schemes are used: the Roe flux‐based monotone upstream‐centered scheme for conservation laws (MUSCL) and weighted essentially non‐oscillatory (WENO) schemes, the Lax–Friedrichs splitting‐based non‐oscillatory no‐free parameter dissipative (NND) and WENO schemes, and the Harten–Yee upwind total variation diminishing (TVD) scheme. These schemes are implemented with the finite volume discretization on structured quadrilateral meshes in dimension‐by‐dimension way and the lower–upper symmetric Gauss–Seidel (LU–SGS) relaxation method for solving the axisymmetric multispecies reactive Navier–Stokes equations. Comparison of iterative convergence between different schemes has been made using supersonic combustion flows around a spherical projectile with Mach numbers M = 3.55 and 6.46 and a ram accelerator with M = 6.7. These test cases were regarded as steady combustion problems in literature. Calculations on gradually refined meshes show that the second‐order NND, MUSCL, and TVD schemes can converge well to steady states from coarse through fine meshes for M = 3.55 case in which shock and combustion fronts are separate, whereas the (nominally) fifth‐order WENO schemes can only converge to some residual level. More interestingly, the numerical results show that all the schemes do not converge to steady‐state solutions for M = 6.46 in the spherical projectile and M = 6.7 in the ram accelerator cases on fine meshes although they all converge on coarser meshes or on fine meshes without chemical reactions. The result is based on the particular preconditioner of LU–SGS scheme. Possible reasons for the nonconvergence in reactive flow simulation are discussed.Copyright © 2012 John Wiley & Sons, Ltd.     

Improved third‐order weighted essentially nonoscillatory schemes with new smoothness indicators

In this article, we present two improved third‐order weighted essentially nonoscillatory (WENO) schemes for recovering their design‐order near first‐order critical points. The schemes are constructed in the framework of third‐order WENO‐Z scheme. Two new global smoothness indicators, τ_L3 and τ_L4, are devised by a nonlinear combination of local smoothness indicators (IS_k) and reference values (IS_G) based on Lagrangian interpolation polynomial. The performances of the proposed schemes are evaluated on several numerical tests governed by one‐dimensional linear advection equation or one‐ and two‐dimensional Euler equations. Numerical results indicate that the presented schemes provide less dissipation and higher resolution than the original WENO3‐JS and subsequent WENO3‐N scheme.     

Performance of very‐high‐order upwind schemes for DNS of compressible wall‐turbulence

The purpose of the present paper is to evaluate very‐high‐order upwind schemes for the direct numerical simulation (DNS ) of compressible wall‐turbulence. We study upwind‐biased (UW ) and weighted essentially nonoscillatory (WENO ) schemes of increasingly higher order‐of‐accuracy (J. Comp. Phys. 2000; 160 :405–452), extended up to WENO 17 (AIAA Paper 2009‐1612, 2009). Analysis of the advection–diffusion equation, both as Δx→0 (consistency), and for fixed finite cell‐Reynolds‐number Re_Δx (grid‐resolution), indicates that the very‐high‐order upwind schemes have satisfactory resolution in terms of points‐per‐wavelength (PPW ). Computational results for compressible channel flow (Re∈[180, 230]; M?_CL ∈[0.35, 1.5]) are examined to assess the influence of the spatial order of accuracy and the computational grid‐resolution on predicted turbulence statistics, by comparison with existing compressible and incompressible DNS databases. Despite the use of baseline O(Δt²) time‐integration and O(Δx²) discretization of the viscous terms, comparative studies of various orders‐of‐accuracy for the convective terms demonstrate that very‐high‐order upwind schemes can reproduce all the DNS details obtained by pseudospectral schemes, on computational grids of only slightly higher density. Copyright © 2009 John Wiley & Sons, Ltd.     

Third‐order‐accurate semi‐implicit Runge–Kutta scheme for incompressible Navier–Stokes equations

A semi‐implicit three‐step Runge–Kutta scheme for the unsteady incompressible Navier–Stokes equations with third‐order accuracy in time is presented. The higher order of accuracy as compared to the existing semi‐implicit Runge–Kutta schemes is achieved due to one additional inversion of the implicit operator I‐τγL, which requires inversion of tridiagonal matrices when using approximate factorization method. No additional solution of the pressure‐Poisson equation or evaluation of Navier–Stokes operator is needed. The scheme is supplied with a local error estimation and time‐step control algorithm. The temporal third‐order accuracy of the scheme is proved analytically and ascertained by analysing both local and global errors in a numerical example. Copyright © 2005 John Wiley & Sons, Ltd.     

The third‐order polynomial method for two‐dimensional convection and diffusion

Using the upstream polynomial approximation a series of accurate two‐dimensional explicit numerical schemes is developed for the solution of the convection–diffusion equation. A third‐order polynomial approximation (TOP) of the convection term and a consistent second‐order approximation of the diffusion term are combined in a single‐step flux‐difference algorithm. Stability analysis confirms that the TOP‐12 scheme satisfies the CFL condition for two dimensions. Using smaller and narrower flux stencils compared to algorithms of similar accuracy, the TOP‐12 scheme is more efficient in terms of computations per single node. Numerical tests and comparison with other well‐known algorithms show a high performance of the developed schemes. Copyright © 2003 John Wiley & Sons, Ltd.     

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.     

Fifth‐order Hermitian schemes for computational linear aeroacoustics

We develop a class of fifth‐order methods to solve linear acoustics and/or aeroacoustics. Based on local Hermite polynomials, we investigate three competing strategies for solving hyperbolic linear problems with a fifth‐order accuracy. A one‐dimensional (1D) analysis in the Fourier series makes it possible to classify these possibilities. Then, numerical computations based on the 1D scalar advection equation support two possibilities in order to update the discrete variable and its first and second derivatives: the first one uses a procedure similar to that of Cauchy–Kovaleskaya (the ‘Δ‐P5 scheme’); the second one relies on a semi‐discrete form and evolves in time the discrete unknowns by using a five‐stage Runge–Kutta method (the ‘RGK‐P5 scheme’). Although the RGK‐P5 scheme shares the same local spatial interpolator with the Δ‐P5 scheme, it is algebraically simpler. However, it is shown numerically that its loss of compactness reduces its domain of stability. Both schemes are then extended to bi‐dimensional acoustics and aeroacoustics. Following the methodology validated in (J. Comput. Phys. 2005; 210 :133–170; J. Comput. Phys. 2006; 217 :530–562), we build an algorithm in three stages in order to optimize the procedure of discretization. In the ‘reconstruction stage’, we define a fifth‐order local spatial interpolator based on an upwind stencil. In the ‘decomposition stage’, we decompose the time derivatives into simple wave contributions. In the ‘evolution stage’, we use these fluctuations to update either by a Cauchy–Kovaleskaya procedure or by a five‐stage Runge–Kutta algorithm, the discrete variable and its derivatives. In this way, depending on the configuration of the ‘evolution stage’, two fifth‐order upwind Hermitian schemes are constructed. The effectiveness and the exactitude of both schemes are checked by their applications to several 2D problems in acoustics and aeroacoustics. In this aim, we compare the computational cost and the computation memory requirement for each solution. The RGK‐P5 appears as the best compromise between simplicity and accuracy, while the Δ‐P5 scheme is more accurate and less CPU time consuming, despite a greater algebraic complexity. Copyright © 2007 John Wiley & Sons, Ltd.