Implicit-explicit schemes for flow equations with stiff source terms

In this paper, we design stable and accurate numerical schemes for conservation laws with stiff source terms. A prime example and the main motivation for our study is the reactive Euler equations of gas dynamics. Furthermore, we consider widely studied scalar model equations. We device one-step IMEX (implicit-explicit) schemes for these equations that treats the convection terms explicitly and the source terms implicitly.For the non-linear scalar equation, we use a novel choice of initial data for the resulting Newton solver and obtain correct propagation speeds, even in the difficult case of rarefaction initial data. For the reactive Euler equations, we choose the numerical diffusion suitably in order to obtain correct wave speeds on under-resolved meshes.We prove that our implicit-explicit scheme converges in the scalar case and present a large number of numerical experiments to validate our scheme in both the scalar case as well as the case of reactive Euler equations.Furthermore, we discuss fundamental differences between the reactive Euler equations and the scalar model equation that must be accounted for when designing a scheme.     

Une méthode numérique décentrée pour la résolution d'écoulements diphasiques

This Note focuses on the numerical approximation of two-fluid flow models described by six balance equations. We introduce an original splitting technique especially derived to use the approximate Riemann solvers of the usual gas dynamics and to allow for a straightforward extension to various and detailed exchange source terms. When based on suitable kinetic upwind schemes, the whole scheme preserves the positivity of all the thermodynamic variables under a fairly unrestrictive “CFL like” condition. Several stiff numerical teats, are presented including phase separation, in order to highlight the efficiency of the proposed method.     

用格子Boltzmann方法模拟非线性热传导方程

对具有非线性源项和非线性扩散项的热传导方程建立格子Boltzmann求解模型.在演化方程中增加了两个关于源项分布函数的微分算子,对演化方程实施Chapman-Enskog展开.通过对演化方程的进一步改进,恢复出具有高阶截断误差的宏观方程.对不同参数选取下的非线性热传导方程进行了数值模拟,数值解与精确解吻合得很好.该模型也可以用于同类型的其他偏微分方程的数值计算中.     

A modified sensitivity equation method for the Euler equations in presence of shocks

The continuous sensitivity equation method allows to quantify how changes in the input of a partial differential equation (PDE) model affect the outputs, by solving additional PDEs obtained by differentiating the model. However, this method cannot be used directly in the framework of hyperbolic PDE systems with discontinuous solution, because it yields Dirac delta functions in the sensitivity solution at the location of state discontinuities. This difficulty is well known from theoretical viewpoint, but only a few works can be found in the literature regarding the possible numerical treatment. Therefore, we investigate in this study how classical numerical schemes for compressible Euler equations can be modified to account for shocks when computing the sensitivity solution. In particular, we propose the introduction of a source term, that allows to remove the spikes associated to the Dirac delta functions in the numerical solution. Numerical studies exhibit a strong impact of the numerical diffusion on the accuracy of this strategy. Therefore, we propose an anti-diffusive numerical scheme coupled with the approximate Riemann solver of Roe for the state problem. For the sensitivity problem, two different numerical schemes are implemented and compared: one which takes into account the contact wave and another that neglects it. The effects of the numerical diffusion on the convergence of the schemes with respect to the grid are discussed. Finally, an application to uncertainty propagation is investigated and the different numerical schemes are compared.     

First-Order and Second-Order,Chaos-Free,Finite Difference Schemes for Fisher Equation

A new class of finite difference schemes is constructed for Fisher partial differential equation i.e. the reaction-diffusion equation with stiff source term: $au(1-u)$. These schemes have the properties that they reduce to high fidelity algorithms in the diffusion-free case namely in which the numerical solutions preserve the properties in the exact solutions for arbitrary time step-size and reaction coefficient α＞0 and all nonphysical spurious solutions including bifurcations and chaos that normally appear in the standard discrete models of Fisher partial differential equation will not occur. The implicit schemes so developed obtain the numerical solutions by solving a single linear algebraic system at each step. The boundness and asymptotic behaviour of numerical solutions obtained by all these schemes are given. The approach constructing the above schemes can be extended to reaction-diffusion equations with other stiff source terms.     

A new composite scheme for two-layer shallow water flows with shocks

This paper is devoted to solve the system of partial differential equations governing the flow of two superposed immiscible layers of shallow water flows. The system contains source terms due to bottom topography, wind stresses, and nonconservative products describing momentum exchange between the layers. The presence of these terms in the flow model forms a nonconservative system which is only conditionally hyperbolic. In addition, two-layer shallow water flows are often accompanied with moving discontinuities and shocks. Developing stable numerical methods for this class of problems presents a challenge in the field of computational hydraulics. To overcome these difficulties, a new composite scheme is proposed. The scheme consists of a time-splitting operator where in the first step the homogeneous system of the governing equations is solved using an approximate Riemann solver. In the second step a finite volume method is used to update the solution. To remove the non-physical oscillations in the vicinity of shocks a nonlinear filter is applied. The method is well-balanced, non-oscillatory and it is suitable for both low and high values of the density ratio between the two layers. Several standard test examples for two-layer shallow water flows are used to verify high accuracy and good resolution properties for smooth and discontinuous solutions.     

Stable strong order 1.0 schemes for solving stochastic ordinary differential equations

The Balanced method was introduced as a class of quasi-implicit methods, based upon the Euler-Maruyama scheme, for solving stiff stochastic differential equations. We extend the Balanced method to introduce a class of stable strong order 1.0 numerical schemes for solving stochastic ordinary differential equations. We derive convergence results for this class of numerical schemes. We illustrate the asymptotic stability of this class of schemes is illustrated and is compared with contemporary schemes of strong order 1.0. We present some evidence on parametric selection with respect to minimising the error convergence terms. Furthermore we provide a convergence result for general Balanced style schemes of higher orders.     

On a Parabolic Sine-Gordon Model

We consider a parabolic sine-Gordon model with periodic boundary conditions. We prove a fundamental maximum principle which gives a priori uniform control of the solution. In the one-dimensional case we classify all bounded steady states and exhibit some explicit solutions. For the numerical discretization we employ first order IMEX, and second order BDF2 discretization without any additional stabilization term. We rigorously prove the energy stability of the numerical schemes under nearly sharp and quite mild time step constraints. We demonstrate the striking similarity of the parabolic sine-Gordon model with the standard Allen-Cahn equations with double well potentials.     

Forced symmetry breaking of homoclinic cycles in a PDE with O(2) symmetry

We perform a numerical study of solutions near homoclinic orbits for forced symmetry breaking of a PDE with O(2) symmetry to one with SO(2) symmetry. Taking particular care of the consequences of the continuous group action, we concentrate on the Kuramoto-Sivashinsky equation with spatially periodic boundary conditions. The breakup of structurally stable homoclinic cycles is investigated via the introduction of flux term that breaks the reflectional symmetry while retaining the translational symmetry. In particular, we note that although Chossat (1993) has proved that generic perturbations cause the appearance of quasiperiodic orbits, for the simplest possible flux terms this is not the case. We compare these results with numerical simulations of a Galerkin approximation of the equations.     

High order accurate semi-implicit WENO schemes for hyperbolic balance laws

In this paper we propose a family of well-balanced semi-implicit numerical schemes for hyperbolic conservation and balance laws. The basic idea of the proposed schemes lies in the combination of the finite volume WENO discretization with Roe’s solver and the strong stability preserving (SSP) time integration methods, which ensure the stability properties of the considered schemes [S. Gottlieb, C.-W. Shu, E. Tadmor, Strong stability-preserving high-order time discretization methods, SIAM Rev. 43 (2001) 89-112]. While standard WENO schemes typically use explicit time integration methods, in this paper we are combining WENO spatial discretization with optimal SSP singly diagonally implicit (SDIRK) methods developed in [L. Ferracina, M.N. Spijker, Strong stability of singly diagonally implicit Runge-Kutta methods, Appl. Numer. Math. 58 (2008) 1675-1686]. In this way the implicit WENO numerical schemes are obtained. In order to reduce the computational effort, the implicit part of the numerical scheme is linearized in time by taking into account the complete WENO reconstruction procedure. With the proposed linearization the new semi-implicit finite volume WENO schemes are designed.A detailed numerical investigation of the proposed numerical schemes is presented in the paper. More precisely, schemes are tested on one-dimensional linear scalar equation and on non-linear conservation law systems. Furthermore, well-balanced semi-implicit WENO schemes for balance laws with geometrical source terms are defined. Such schemes are then applied to the open channel flow equations. We prove that the defined numerical schemes maintain steady state solution of still water. The application of the new schemes to different open channel flow examples is shown.     

On the correct numerical shock speed

When numerical solutions of nonlinear hyperbolic equations are obtained by standard schemes which can handle shocks, extra terms are often added to eliminate post-shock oscillations. If this is not done with care, those extra terms may falsify the shock speed. The question of which type of terms do and do not falsify the shock speed is investigated and it is demonstrated that, when falsification occurs, it can be predicted, both qualitatively and quatitatively.     

Efficient splitting schemes for magneto-hydrodynamic equations

We present in this paper several efficient numerical schemes for the magneto-hydrodynamic (MHD) equations. These semi-discretized (in time) schemes are based on the standard and rotational pressure-correction schemes for the Navier-Stokes equations and do not involve a projection step for the magnetic field. We show that these schemes are unconditionally energy stable, present an effective algorithm for their fully discrete versions and carry out demonstrative numerical experiments.     

A new averaging scheme for the riemann problem in pure water

The numerical investigation of shock phenomena in gas or liquid media where enthalpy is the preferred thermodynamic variable poses special problems. When an expression for internal energy is available, the usual procedure is to employ a splitting scheme to remove source terms from the Euler equations, then upwind-biased shock capturing algorithms are built around the Riemann problem for the conservative system which remains. However, when the governing equations arc formulated in terms of total enthalpy, treatment of a pressure time derivative as a source term leads to a Riemann problem for a system where one equation is not a conservation law. The present research establishes that successful upwind-biased shock capturing schemes can be based upon the pseudo-conservative system. A new averaging scheme for solving the associated Riemann problem is developed. The method is applied to numerical simulations of shock wave propagation in pure water.     

Convergence of relaxation schemes for hyperbolic conservation laws with stiff source terms

We focus in this study on the convergence of a class of relaxation numerical schemes for hyperbolic scalar conservation laws including stiff source terms. Following Jin and Xin, we use as approximation of the scalar conservation law, a semi-linear hyperbolic system with a second stiff source term. This allows us to avoid the use of a Riemann solver in the construction of the numerical schemes. The convergence of the approximate solution toward a weak solution is established in the cases of first and second order accurate MUSCL relaxed methods.

     

Equilibrium schemes for scalar conservation laws with stiff sources

We consider a simple model case of stiff source terms in hyperbolic conservation laws, namely, the case of scalar conservation laws with a zeroth order source with low regularity. It is well known that a direct treatment of the source term by finite volume schemes gives unsatisfactory results for both the reduced CFL condition and refined meshes required because of the lack of accuracy on equilibrium states. The source term should be taken into account in the upwinding and discretized at the nodes of the grid. In order to solve numerically the problem, we introduce a so-called equilibrium schemes with the properties that (i) the maximum principle holds true; (ii) discrete entropy inequalities are satisfied; (iii) steady state solutions of the problem are maintained. One of the difficulties in studying the convergence is that there are no estimates for this problem. We therefore introduce a kinetic interpretation of upwinding taking into account the source terms. Based on the kinetic formulation we give a new convergence proof that only uses property (ii) in order to ensure desired compactness framework for a family of approximate solutions and that relies on minimal assumptions. The computational efficiency of our equilibrium schemes is demonstrated by numerical tests that show that, in comparison with an usual upwind scheme, the corresponding equilibrium version is far more accurate. Furthermore, numerical computations show that equilibrium schemes enable us to treat efficiently the sources with singularities and oscillating coefficients.

     

A combined finite volume–finite element scheme for the discretization of strongly nonlinear convection–diffusion–reaction problems on nonmatching grids

We propose and analyze in this paper a numerical scheme for nonlinear degenerate parabolic convection–diffusion–reaction equations in two or three space dimensions. We discretize the time evolution, convection, reaction, and source terms on a given grid, which can be nonmatching and can contain nonconvex elements, by means of the cell‐centered finite volume method. To discretize the diffusion term, we construct a conforming simplicial mesh with the vertices given by the original grid and use the conforming piecewise linear finite element method. In this way, the scheme is fully consistent and the discrete solution is naturally continuous across the interfaces between the subdomains with nonmatching grids, without introducing any supplementary equations and unknowns or using any interpolation at the interfaces. We allow for general inhomogeneous and anisotropic diffusion–dispersion tensors, propose two variants corresponding respectively to arithmetic and harmonic averaging, and use the local Péclet upstream weighting in order to only add the minimal numerical diffusion necessary to avoid spurious oscillations in the convection‐dominated case. The scheme is robust, efficient since it leads to positive definite matrices and one unknown per element, locally conservative, and satisfies the discrete maximum principle under the conditions on the simplicial mesh and the diffusion tensor usual in the finite element method. We prove its convergence using a priori estimates and the Kolmogorov relative compactness theorem and illustrate its behavior on a numerical experiment. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2010     

Implicit kinetic schemes for scalar conservation laws

Based on kinetic formulation for scalar conservation laws, we present implicit kinetic schemes. For time stepping these schemes require resolution of linear systems of algebraic equations. The scheme is conservative at steady states. We prove that if time marching procedure converges to some steady state solution, then the implicit kinetic scheme converges to some entropy steady state solution. We give sufficient condition of the convergence of time marching procedure. For scalar conservation laws with a stiff source term we construct a stiff numerical scheme with discontinuous artificial viscosity coefficients that ensure the scheme to be equilibrium conserving. We couple the developed implicit approach with the stiff space discretization, thus providing improved stability and equilibrium conservation property in the resulting scheme. Numerical results demonstrate high computational capabilities (stability for large CFL numbers, fast convergence, accuracy) of the developed implicit approach. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 26–43, 2002     

Pressure Boundary Conditions for Blood Flows

Simulations of blood flows in arteries require numerical solutions of fluid-structure interactions involving Navier-Stokes equations coupled with large displacement visco-elasticity for the vessels. Among the various simplifications which have been proposed, the surface pressure model leads to a hierarchy of simpler models including one that involves only the pressure. The model exhibits fundamental frequencies which can be computed and compared with the pulse. Yet unconditionally stable time discretizations can be constructed by combining implicit time schemes with Galerkin-characteristic discretization of the convection terms in the Navier-Stokes equations. Such problems with prescribed pressure on the walls will be shown to be efficient and accurate as an approximation of the full fluid structure interaction problem.     

Flow models and numerical schemes for single/two-phase transient flow in one dimension

In the two-phase flow field, a traditional mathematical model for simulating the transition of severe slugging flow presents a challenge when liquid slugs completely block pipelines. Accordingly, an advanced and practical slug model that is derived from a mixture model associated with a slip closure is essential to solving the problem in cooperation with the two-fluid model. The model can offset numerical instability that arises from the discontinuous function of the friction factor across the transition from one flow pattern to the other. Two numerical schemes, the non-iterative and the iterative, are developed, and the proposed schemes can stably predict the transient problems under the Courant–Friedrichs–Lewy (CFL) condition for semi-implicit/implicit schemes. In the present work, pressure transients produced by a complex phenomenon, named water hammer effect, are captured using the single-phase flow model in one-dimension to verify the applicability of the numerical schemes and the friction factor model. At last, the analysis of the two-phase transient flow in a pipeline-riser system indicates that the significant advantage of the present schemes is the robustness that the numerical prediction of the severe slugging behaviour is accurate and stable.     

Modified exponential schemes for convection–diffusion problems

The original exponential schemes of the finite volume approach proposed by Spalding [Spalding DB. A novel finite-difference formulation for differential expressions involving both first and second derivatives. Int J Numer Methods Eng 1972;4:509–51] as well as by Raithby and Torrance [Raithby GD, Torrance KE. Upstream-weighted differencing schemes and their application to elliptic problems involving fluid flow. Comput Fluids 1974;2:191–206], on which the well known hybrid and power-law schemes were based, had been derived without considering the non-constant source term which can be linearized as a function of a scalar variable ϕ. Following a similar method to that of Spalding, we derived three modified exponential schemes, corresponding to the average and integrated source terms, with the last scheme involving matching the analytical solutions of the neighbouring sub-regions by assuming the continuity of the first derivative of scalar variable ϕ. To validate the higher accuracy of the modified exponential schemes, as compared to classical schemes, numerical predictions obtained by various discretization schemes were compared with exact analytical solutions for linear problems. For non-linear problems, with non-constant source term, the solutions of the numerical discretization equations were compared with accurate solutions obtained with fine grids. To test the suitability of the proposed schemes in practical problems of computational fluid dynamics, all schemes were also examined by varying the mass flow rate and the coefficient of the non-constant source term. Finally, the best performing scheme is recommended for applications to CFD problems.