Double-families of quasi-positive Darcy-flux approximations with highly anisotropic tensors on structured and unstructured grids

This paper focuses on flux-continuous pressure equation approximation for strongly anisotropic media. Previous work on families of flux-continuous schemes for solving the general geometry–permeability tensor pressure equation has focused on single-parameter families. These schemes have been shown to remove the O(1) errors introduced by standard two-point flux reservoir simulation schemes when applied to full-tensor flow approximation. Improved convergence of the schemes has also been established for specific quadrature points. However these schemes have conditional M-matrices depending on the strength of the off-diagonal tensor coefficients. When applied to cases involving full-tensors arising from strongly anisotropic media, the point-wise continuous schemes can fail to satisfy the maximum principle and induce severe spurious oscillations in the numerical pressure solution.New double-family flux-continuous locally conservative schemes are presented for the general geometry–permeability tensor pressure equation. The new double-family formulation is shown to expand on the current single-parameter range of existing conditional M-matrix schemes. The conditional M-matrix bounds on a double-family formulation are identified for both quadrilateral and triangle cell grids. A quasi-positive QM-matrix analysis is presented that classifies the behaviour of the new schemes with respect to double-family quadrature in regions beyond the M-matrix bounds. The extension to double-family quadrature is shown to be beneficial, resulting in novel optimal anisotropic quadrature schemes. The new methods are applied to strongly anisotropic full-tensor field problems and yield results with sharp resolution, with only minor or practically zero spurious oscillations.     

Comparison between lattice Boltzmann method and Navier–Stokes high order schemes for computational aeroacoustics

Computational aeroacoustic (CAA) simulation requires accurate schemes to capture the dynamics of acoustic fluctuations, which are weak compared with aerodynamic ones. In this paper, two kinds of schemes are studied and compared: the classical approach based on high order schemes for Navier–Stokes-like equations and the lattice Boltzmann method. The reference macroscopic equations are the 3D isothermal and compressible Navier–Stokes equations. A Von Neumann analysis of these linearized equations is carried out to obtain exact plane wave solutions. Three physical modes are recovered and the corresponding theoretical dispersion relations are obtained. Then the same analysis is made on the space and time discretization of the Navier–Stokes equations with the classical high order schemes to quantify the influence of both space and time discretization on the exact solutions. Different orders of discretization are considered, with and without a uniform mean flow. Three different lattice Boltzmann models are then presented and studied with the Von Neumann analysis. The theoretical dispersion relations of these models are obtained and the error terms of the model are identified and studied. It is shown that the dispersion error in the lattice Boltzmann models is only due to the space and time discretization and that the continuous discrete velocity Boltzmann equation yield the same exact dispersion as the Navier–Stokes equations. Finally, dispersion and dissipation errors of the different kind of schemes are quantitatively compared. It is found that the lattice Boltzmann method is less dissipative than high order schemes and less dispersive than a second order scheme in space with a 3-step Runge–Kutta scheme in time. The number of floating point operations at a given error level associated with these two kinds of schemes are then compared.     

扩散方程区域分解的多步算法

利用分数步法进行内边界值的多步计算,改进二维扩散方程的区域分解算法,形成新的并行算法,放宽稳定性条件.其中采用分数步空间大步长离散格式计算内边界点值.算法精度与隐格式相当.与改进前相比,稳定性条件放宽了q倍(g为两个相邻时间步之间执行分数步内边界值计算的次数).利用离散极值原理,严格证明了算法的收敛性.在并行机上进行数...     

Compact upwind schemes on adaptive octrees

Compact high-order upwind schemes using reconstruction from cell-averages are derived for application with the compressible three-dimensional Navier–Stokes equations. An adaptive-octree mesh, combined with the Adams–Bashforth–Moulton family of predictor–corrector schemes, provides a conservative high-order time-integration platform supporting localized h-refinement and timestep sub-cycling. Numerical examples for smooth flows demonstrate the improvement over explicit upwind schemes and formal accuracy of the schemes, as well as the behavior in wall-bounded regions, and the resolution of a broad wavenumber spectrum.     

Electromagnetic Field Theory Without Divergence Problems 2. A Least Invasively Quantized Theory

Classical electrodynamics based on the Maxwell–Born–Infeld field equations coupled with a Hamilton–Jacobi law of point charge motion is partially quantized. The Hamilton–Jacobi phase function is supplemented by a dynamical amplitude field on configuration space. Both together combine into a single complex wave function satisfying a relativistic Klein–Gordon equation that is self-consistently coupled to the evolution equations for the point charges and the electromagnetic fields. Radiation-free stationary states exist. The hydrogen spectrum is discussed in some detail. Upper bounds for Born's “aether constant” are obtained. In the limit of small velocities of and negligible radiation from the point charges, the model reduces to Schrödinger's equation with Coulomb Hamiltonian, coupled with the de Broglie–Bohm guiding equation.     

Positivity-preserving high order discontinuous Galerkin schemes for compressible Euler equations with source terms

In [16], [17], we constructed uniformly high order accurate discontinuous Galerkin (DG) schemes which preserve positivity of density and pressure for the Euler equations of compressible gas dynamics with the ideal gas equation of state. The technique also applies to high order accurate finite volume schemes. For the Euler equations with various source terms (e.g., gravity and chemical reactions), it is more difficult to design high order schemes which do not produce negative density or pressure. In this paper, we first show that our framework to construct positivity-preserving high order schemes in [16], [17] can also be applied to Euler equations with a general equation of state. Then we discuss an extension to Euler equations with source terms. Numerical tests of the third order Runge–Kutta DG (RKDG) method for Euler equations with different types of source terms are reported.     

Accurate,non-oscillatory,remeshing schemes for particle methods

In this article we propose and validate new remeshing schemes for the simulation of transport equations by particle methods. Particle remeshing is a common way to control the regularity of the particle distribution which is necessary to guarantee the accuracy of particle methods in presence of strong strain in a flow. Using a grid-based analysis, we derive remeshing schemes that can be used in a consistent way at every time-step in a particle method. The schemes are obtained by local corrections of classical third order and fifth order interpolation kernels. The time-step to be used in the resulting push-and-remesh particle method is determined on the basis of rigorous bounds and can significantly exceed values obtained by CFL conditions in usual grid-based Eulerian methods. In addition, we extend the analysis of [5] to obtain TVD remeshing schemes that avoid oscillations of remeshing formulas near sharp variations of the solution. These methods are illustrated in several flow conditions in 1D, 2D and 3D.     

Efficient low-storage Runge–Kutta schemes with optimized stability regions

A variety of numerical calculations, especially when considering wave propagation, are based on the method-of-lines, where time-dependent partial differential equations (PDEs) are first discretized in space. For the remaining time-integration, low-storage Runge–Kutta schemes are particularly popular due to their efficiency and their reduced memory requirements. In this work, we present a numerical approach to generate new low-storage Runge–Kutta (LSRK) schemes with optimized stability regions for advection-dominated problems. Adapted to the spectral shape of a given physical problem, those methods are found to yield significant performance improvements over previously known LSRK schemes. As a concrete example, we present time-domain calculations of Maxwell’s equations in fully three-dimensional systems, discretized by a discontinuous Galerkin approach.     

Derivation and low density solution of a nonlinear Kirkwood-Salsburg equation

Nonlinear Kirkwood-Salsburg equations which are parametrized by the density ? are derived from the linear ones by elimination of the activity z. Upper bounds on ? are derived below which the solution of these equations is unique. Narrow upper and lower bounds on z(?) are obtained as well as upper bounds on the pair distribution function. Nonlinear Mayer-Montroll equations are also briefly discussed.     

Explicit multi-symplectic extended leap-frog methods for Hamiltonian wave equations

In this paper, we study the integration of Hamiltonian wave equations whose solutions have oscillatory behaviors in time and/or space. We are mainly concerned with the research for multi-symplectic extended Runge–Kutta–Nyström (ERKN) discretizations and the corresponding discrete conservation laws. We first show that the discretizations to the Hamiltonian wave equations using two symplectic ERKN methods in space and time respectively lead to an explicit multi-symplectic integrator (Eleap-frogI). Then we derive another multi-symplectic discretization using a symplectic ERKN method in time and a symplectic partitioned Runge–Kutta method, which is equivalent to the well-known Störmer–Verlet method in space (Eleap-frogII). These two new multi-symplectic schemes are extensions of the leap-frog method. The numerical stability and dispersive properties of the new schemes are analyzed. Numerical experiments with comparisons are presented, where the two new explicit multi-symplectic methods and the leap-frog method are applied to the linear wave equation and the Sine–Gordon equation. The numerical results confirm the superior performance and some significant advantages of our new integrators in the sense of structure preservation.     

Circuit bounds on stochastic transport in the Lorenz equations

In turbulent Rayleigh–Bénard convection one seeks the relationship between the heat transport, captured by the Nusselt number, and the temperature drop across the convecting layer, captured by the Rayleigh number. In experiments, one measures the Nusselt number for a given Rayleigh number, and the question of how close that value is to the maximal transport is a key prediction of variational fluid mechanics in the form of an upper bound. The Lorenz equations have traditionally been studied as a simplified model of turbulent Rayleigh–Bénard convection, and hence it is natural to investigate their upper bounds, which has previously been done numerically and analytically, but they are not as easily accessible in an experimental context. Here we describe a specially built circuit that is the experimental analogue of the Lorenz equations and compare its output to the recently determined upper bounds of the stochastic Lorenz equations [1]. The circuit is substantially more efficient than computational solutions, and hence we can more easily examine the system. Because of offsets that appear naturally in the circuit, we are motivated to study unique bifurcation phenomena that arise as a result. Namely, for a given Rayleigh number, we find a reentrant behavior of the transport on noise amplitude and this varies with Rayleigh number passing from the homoclinic to the Hopf bifurcation.     

Positivity-preserving high-resolution schemes for systems of conservation laws

A new class of flux-limited schemes for systems of conservation laws is presented that is both high-resolution and positivity-preserving. The schemes are obtained by extending the Steger–Warming method to second-order accuracy through the use of component-wise TVD flux limiters while ensuring that the coefficients of the discretization equation are positive. A coefficient is considered positive if it has all-positive eigenvalues and has the same eigenvectors as those of the convective flux Jacobian evaluated at the corresponding node. For certain systems of conservation laws, such as the Euler equations for instance, this condition is sufficient to guarantee positivity-preservation. The method proposed is advantaged over previous positivity-preserving flux-limited schemes by being capable to capture with high resolution all wave types (including contact discontinuities, shocks, and expansion fans). Several test cases are considered in which the Euler equations in generalized curvilinear coordinates are solved in 1D, 2D, and 3D. The test cases confirm that the proposed schemes are positivity-preserving while not being significantly more dissipative than the conventional TVD methods. The schemes are written in general matrix form and can be used to solve other systems of conservation laws, as long as they are homogeneous of degree one.     

Semi-Lagrangian Schemes for Hamilton–Jacobi Equations,Discrete Representation Formulae and Godunov Methods

We study a class of semi-Lagrangian schemes which can be interpreted as a discrete version of the Hopf–Lax–Oleinik representation formula for the exact viscosity solution of first order evolutive Hamilton–Jacobi equations. That interpretation shows that the scheme is potentially accurate to any prescribed order. We discuss how the method can be implemented for convex and coercive Hamiltonians with a particular structure and how this method can be coupled with a discrete Legendre trasform. We also show that in one dimension, the first-order semi-Lagrangian scheme coincides with the integration of the Godunov scheme for the corresponding conservation laws. Several test illustrate the main features of semi-Lagrangian schemes for evolutive Hamilton–Jacobi equations.     

Solvers for the high-order Riemann problem for hyperbolic balance laws

We study three methods for solving the Cauchy problem for a system of non-linear hyperbolic balance laws with initial condition consisting of two smooth vectors, with a discontinuity at the origin, a high-order Riemann problem. Two of the methods are new; one of the them results from a re-interpretation of the high-order numerical methods proposed by Harten et al. [A. Harten, B. Engquist, S. Osher, S.R. Chakravarthy, Uniformly high order accuracy essentially non-oscillatory schemes III, J. Comput. Phys. 71 (1987) 231–303] and the other is a modification of the solver in [E.F. Toro, V.A. Titarev, Solution of the generalised Riemann problem for advection-reaction equations, Proc. Roy. Soc. London A 458 (2002) 271–281]. A systematic assessment of all three solvers is carried out and their relative merits are discussed. We also implement the solvers, locally, in the context of high-order finite volume numerical methods of the ADER type, on unstructured meshes. Schemes of up to fifth order of accuracy in space and time for the two-dimensional compressible Euler equations and the shallow water equations with source terms are constructed. Empirically obtained convergence rates are studied systematically and, for the tests considered, these correspond to the theoretically expected orders of accuracy. We also address the question of balance between flux gradients and source terms, for steady flow. We find that the ADER schemes may be termed asymptotically well-balanced, in the sense that the well-balanced property is attained as the order of the method increases, and this without introducing any ad-hoc fixes to the schemes or the equations.     

Increasing the accuracy in locally divergence-preserving finite volume schemes for MHD

It is of utmost interest to control the divergence of the magnetic flux in simulations of the ideal magnetohydrodynamic equations since, in general, divergence errors tend to accumulate and render the schemes unstable. This paper presents a higher-order extension of the locally divergence-preserving procedure developed in Torrilhon [M. Torrilhon, Locally divergence-preserving upwind finite volume schemes for magnetohydrodynamic equations, SIAM J. Sci. Comput. 26 (2005) 1166–1191]; a fourth-order accurate local redistribution of the numerical magnetic field fluxes of a finite volume base scheme is introduced. The redistribution ensures that a fourth-order accurate discrete divergence operator is preserved to round off errors when applied to the cell averages of the magnetic flux density. The developed procedure is applicable to generic semi-discrete finite volume schemes and its purpose is to stabilize the schemes using a local procedure that respects the accuracy of the base scheme to a greater extent than the previous second-order achievements. Numerical experiments that demonstrate the properties of the new procedure are also presented.     

The space–time CESE method for solving special relativistic hydrodynamic equations

The special relativistic hydrodynamic equations are more complicated than the classical ones due to the nonlinear and implicit relations that exist between conservative and primitive variables. In this article, a space–time conservation element and solution element (CESE) method is proposed for solving these equations in one and two space dimensions. The CESE method has capability to capture sharp propagating wavefront of the relativistic fluids without excessive numerical diffusion or spurious oscillations. In contrast to the existing upwind finite volume schemes, the Riemann solver and reconstruction procedure are not the building blocks of the suggested method. The method differs from previous techniques because of global and local flux conservation in a space–time domain without resorting to interpolation or extrapolation. The scheme is efficient, robust, and gives results comparable to those obtained with more sophisticated algorithms, even in highly relativistic two-dimensional test problems.     

On large time step TVD scheme for hyperbolic conservation laws and its efficiency evaluation

A large time step (LTS) TVD scheme originally proposed by Harten is modified and further developed in the present paper and applied to Euler equations in multidimensional problems. By firstly revealing the drawbacks of Harten’s original LTS TVD scheme, and reasoning the occurrence of the spurious oscillations, a modified formulation of its characteristic transformation is proposed and a high resolution, strongly robust LTS TVD scheme is formulated. The modified scheme is proven to be capable of taking larger number of time steps than the original one. Following the modified strategy, the LTS TVD schemes for Yee’s upwind TVD scheme and Yee–Roe–Davis’s symmetric TVD scheme are constructed. The family of the LTS schemes is then extended to multidimensional by time splitting procedure, and the associated boundary condition treatment suitable for the LTS scheme is also imposed. The numerical experiments on Sod’s shock tube problem, inviscid flows over NACA0012 airfoil and ONERA M6 wing are performed to validate the developed schemes. Computational efficiencies for the respective schemes under different CFL numbers are also evaluated and compared. The results reveal that the improvement is sizable as compared to the respective single time step schemes, especially for the CFL number ranging from 1.0 to 4.0.     

Upwind schemes for the wave equation in second-order form

We develop new high-order accurate upwind schemes for the wave equation in second-order form. These schemes are developed directly for the equations in second-order form, as opposed to transforming the equations to a first-order hyperbolic system. The schemes are based on the solution to a local Riemann-type problem that uses d’Alembert’s exact solution. We construct conservative finite difference approximations, although finite volume approximations are also possible. High-order accuracy is obtained using a space-time procedure which requires only two discrete time levels. The advantages of our approach include efficiency in both memory and speed together with accuracy and robustness. The stability and accuracy of the approximations in one and two space dimensions are studied through normal-mode analysis. The form of the dissipation and dispersion introduced by the schemes is elucidated from the modified equations. Upwind schemes are implemented and verified in one dimension for approximations up to sixth-order accuracy, and in two dimensions for approximations up to fourth-order accuracy. Numerical computations demonstrate the attractive properties of the approach for solutions with varying degrees of smoothness.     

Finite volume schemes of very high order of accuracy for stiff hyperbolic balance laws

In this article, we propose a new class of finite volume schemes of arbitrary accuracy in space and time for systems of hyperbolic balance laws with stiff source terms. The new class of schemes is based on a three stage procedure. First a high-order WENO reconstruction procedure is applied to the cell averages at the current time level. Second, the temporal evolution of the reconstruction polynomials is computed locally inside each cell using the governing equations. In the original ENO scheme of Harten et al. and in the ADER schemes of Titarev and Toro, this time evolution is achieved via a Taylor series expansion where the time derivatives are computed by repeated differentiation of the governing PDE with respect to space and time, i.e. by applying the so-called Cauchy–Kovalewski procedure. However, this approach is not able to handle stiff source terms. Therefore, we present a new strategy that only replaces the Cauchy–Kovalewski procedure compared to the previously mentioned schemes. For the time-evolution part of the algorithm, we introduce a local space–time discontinuous Galerkin (DG) finite element scheme that is able to handle also stiff source terms. This step is the only part of the algorithm which is locally implicit. The third and last step of the proposed ADER finite volume schemes consists of the standard explicit space–time integration over each control volume, using the local space–time DG solutions at the Gaussian integration points for the intercell fluxes and for the space–time integral over the source term. We will show numerical convergence studies for nonlinear systems in one space dimension with both non-stiff and with very stiff source terms up to sixth order of accuracy in space and time. The application of the new method to a large set of different test cases is shown, in particular the stiff scalar model problem of LeVeque and Yee [R.J. LeVeque, H.C. Yee, A study of numerical methods for hyperbolic conservation laws with stiff source terms, Journal of Computational Physics 86 (1) (1990) 187–210], the relaxation system of Jin and Xin [S. Jin, Z. Xin, The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications on Pure and Applied Mathematics 48 (1995) 235–277] and the full compressible Euler equations with stiff friction source terms.     

A large time step 1D upwind explicit scheme (CFL > 1): Application to shallow water equations

It is possible to relax the Courant–Friedrichs–Lewy condition over the time step when using explicit schemes. This method, proposed by Leveque, provides accurate and correct solutions of non-sonic shocks. Rarefactions need some adjustments which are explored in the present work with scalar equation and systems of equations. The non-conservative terms that appear in systems of conservation laws introduce an extra difficulty in practical application. The way to deal with source terms is incorporated into the proposed procedure. The boundary treatment is analysed and a reflection wave technique is considered. In presence of strong discontinuities or important source terms, a strategy is proposed to control the stability of the method allowing the largest time step possible. The performance of the above scheme is evaluated to solve the homogeneous shallow water equations and the shallow water equations with source terms.