Particle trajectory calculations with a two‐step three‐time level semi‐Lagrangian scheme well suited for curved flows

This study proposes a new two‐step three‐time level semi‐Lagrangian scheme for calculation of particle trajectories. The scheme is intended to yield accurate determination of the particle departure position, particularly in the presence of significant flow curvature. Experiments were performed both for linear and non‐linear idealized advection problems, with different flow curvatures. Results for simulations with the proposed scheme, and with three other semi‐Lagrangian schemes, and with an Eulerian method are presented. In the linear advection problem the two‐step three‐time level scheme produced smaller root mean square errors and more accurate replication of the angular displacement of a Gaussian hill than the other schemes. In the non‐linear advection experiments the proposed scheme produced, in general, equal or better conservation of domain‐averaged quantities than the other semi‐Lagrangian schemes, especially at large Courant numbers. In idealized frontogenesis simulations the scheme performed equally or better than the other schemes in the representation of sharp gradients in a scalar field. The two‐step three‐time level scheme has some computational overhead as compared with the other three semi‐Lagrangian schemes. Nevertheless, the additional computational effort was shown to be worthwhile, due to the accuracy obtained by the scheme in the experiments with large time steps. The most remarkable feature of the scheme is its robustness, since it performs well both for small and large Courant numbers, in the presence of weak as well strong flow curvatures. Copyright © 2009 John Wiley & Sons, Ltd.     

Tracking accuracy of a semi‐Lagrangian method for advection–dispersion modelling in rivers

There is an increasing need to improve the computational efficiency of river water quality models because: (1) Monte‐Carlo‐type multi‐simulation methods, that return solutions with statistical distributions or confidence intervals, are becoming the norm, and (2) the systems modelled are increasingly large and complex. So far, most models are based on Eulerian numerical schemes for advection, but these do not meet the requirement of efficiency, being restricted to Courant numbers below unity. The alternative of using semi‐Lagrangian methods, consisting of modelling advection by the method of characteristics, is free from any inherent Courant number restriction. However, it is subject to errors of tracking that result in potential phase errors in the solutions. The aim of this article is primarily to understand and estimate these tracking errors, assuming the use of a cell‐based backward method of characteristics, and considering conditions that would prevail in practical applications in rivers. This is achieved separately for non‐uniform flows and unsteady flows, either via theoretical considerations or using numerical experiments. The main conclusion is that, tracking errors are expected to be negligible in practical applications in both unsteady flows and non‐uniform flows. Also, a very significant computational time saving compared to Eulerian schemes is achievable. Copyright © 2006 John Wiley & Sons, Ltd.     

The Lagrange–Galerkin method for the two‐dimensional shallow water equations on adaptive grids

The weak Lagrange–Galerkin finite element method for the two‐dimensional shallow water equations on adaptive unstructured grids is presented. The equations are written in conservation form and the domains are discretized using triangular elements. Lagrangian methods integrate the governing equations along the characteristic curves, thus being well suited for resolving the non‐linearities introduced by the advection operator of the fluid dynamics equations. An additional fortuitous consequence of using Lagrangian methods is that the resulting spatial operator is self‐adjoint, thereby justifying the use of a Galerkin formulation; this formulation has been proven to be optimal for such differential operators. The weak Lagrange–Galerkin method automatically takes into account the dilation of the control volume, thereby resulting in a conservative scheme. The use of linear triangular elements permits the construction of accurate (by virtue of the second‐order spatial and temporal accuracies of the scheme) and efficient (by virtue of the less stringent Courant–Friedrich–Lewy (CFL) condition of Lagrangian methods) schemes on adaptive unstructured triangular grids. Lagrangian methods are natural candidates for use with adaptive unstructured grids because the resolution of the grid can be increased without having to decrease the time step in order to satisfy stability. An advancing front adaptive unstructured triangular mesh generator is presented. The highlight of this algorithm is that the weak Lagrange–Galerkin method is used to project the conservation variables from the old mesh onto the newly adapted mesh. In addition, two new schemes for computing the characteristic curves are presented: a composite mid‐point rule and a general family of Runge–Kutta schemes. Results for the two‐dimensional advection equation with and without time‐dependent velocity fields are illustrated to confirm the accuracy of the particle trajectories. Results for the two‐dimensional shallow water equations on a non‐linear soliton wave are presented to illustrate the power and flexibility of this strategy. Copyright © 2000 John Wiley & Sons, Ltd.     

Parallel algorithms for semi-lagrangian advection

Numerical time step limitations associated with the explicit treatment of advection-dominated problems in computational fluid dynamics are often relaxed by employing Eulerian–Lagrangian methods. These are also known as semi-Lagrangian methods in the atmospheric sciences. Such methods involve backward time integration of a characteristic equation to find the departure point of a fluid particle arriving at a Eulerian grid point. The value of the advected field at the departure point is obtained by interpolation. Both the trajectory integration and repeated interpolation influence accuracy. We compare the accuracy and performance of interpolation schemes based on piecewise cubic polynomials and cubic B-splines in the context of a distributed memory, parallel computing environment. The computational cost and interprocessor communication requirements for both methods are reported. Spline interpolation has better conservation properties but requires the solution of a global linear system, initially appearing to hinder a distributed memory implementation. The proposed parallel algorithm for multidimensional spline interpolation has almost the same communication overhead as local piecewise polynomial interpolation. We also compare various techniques for tracking trajectories given different values for the Courant number. Large Courant numbers require a high-order ODE solver involving multiple interpolations of the velocity field. © 1997 John Wiley & Sons, Ltd.     

Implicit schemes with large time step for non‐linear equations: application to river flow hydraulics

In this work, first‐order upwind implicit schemes are considered. The traditional tridiagonal scheme is rewritten as a sum of two bidiagonal schemes in order to produce a simpler method better suited for unsteady transcritical flows. On the other hand, the origin of the instabilities associated to the use of upwind implicit methods for shock propagations is identified and a new stability condition for non‐linear problems is proposed. This modification produces a robust, simple and accurate upwind semi‐explicit scheme suitable for discontinuous flows with high Courant–Friedrichs–Lewy (CFL) numbers. The discretization at the boundaries is based on the condition of global mass conservation thus enabling a fully conservative solution for all kind of boundary conditions. The performance of the proposed technique will be shown in the solution of the inviscid Burgers' equation, in an ideal dambreak test case, in some steady open channel flow test cases with analytical solution and in a realistic flood routing problem, where stable and accurate solutions will be presented using CFL values up to 100. Copyright © 2004 John Wiley & Sons, Ltd.     

Hopping numerical approximations of the hyperbolic equation

Polynomial functions can be used to derive numerical schemes for an approximate solution of hyperbolic equations. A conventional derivation technique requires a polynomial to pass through every node values of a continuous computational stencil, leading to severe manifestation of the Gibbs phenomenon and strict time‐step limitation. To overcome the problem, this paper introduces polynomials that skip regularly (‘hop’ over) one or more nodes from the computational grid. Polynomials hopping over odd and even nodes yield a series of explicit numerical schemes of a required accuracy, with Lax–Friedrichs method being a particular simplest case. The schemes have two times wider stability interval compared to conventional continuous‐stencil explicit methods. Convex combinations of odd‐ and even‐node‐based updates improve further accuracy and stability of the method. Out of considered combinations (up to third‐order accuracy), derived odd‐order methods are stable for the Courant number ranging from 0 to 3, and even‐order ones from 0 to 5. A 2‐D extension of the hopping polynomial method exhibits similar properties. Copyright © 2007 John Wiley & Sons, Ltd.     

Interface reconstruction with least‐square fit and split Eulerian–Lagrangian advection

Two new volume‐of‐fluid (VOF) reconstruction algorithms, which are based on a least‐square fit technique, are presented. Their performance is tested for several standard shapes and is compared to a few other VOF/PLIC reconstruction techniques, showing in general a better convergence rate. The geometric nature of Lagrangian and Eulerian split advection algorithms is investigated in detail and a new mixed split Eulerian implicit–Lagrangian explicit (EI–LE) scheme is presented. This method conserves the mass to machine error, performs better than split Eulerian and Lagrangian algorithms, and it is only slightly worse than unsplit schemes. However, the combination of the interface reconstruction with the least‐square fit and its advection with the EI–LE scheme appears superior to other existing approaches. Copyright © 2003 John Wiley & Sons, Ltd.     

High‐order 𝒞1 finite‐element interpolating schemes—Part I: Semi‐Lagrangian linear advection

This paper is devoted to the development of accurate high‐order interpolating schemes for semi‐Lagrangian advection. The characteristic‐Galerkin formulation is obtained by using a semi‐Lagrangian temporal discretization of the total derivative. The semi‐Lagrangian method requires high‐order interpolators for accuracy. A class of ??¹ finite‐element interpolating schemes is developed and two semi‐Lagrangian methods are considered by tracking the feet of the characteristic lines either from the interpolation or from the integration nodes. Numerical stability and analytical results quantifying the amount of artificial viscosity induced by the two methods are presented in the case of the one‐dimensional linear advection equation, based on the modified equation approach. Results of test problems to simulate the linear advection of a cosine hill illustrate the performance of the proposed approach. Copyright © 2007 John Wiley & Sons, Ltd.     

Semi‐analytical method for departure point determination

A new method for departure point determination on Cartesian grids, the semi‐analytical upwind path line tracing (SUT) method, is presented and compared to two typical departure point determination methods used in semi‐Lagrangian advection schemes, the Euler method and the four‐step Runge–Kutta method. Rigorous comparisons of the three methods were conducted for a severely curving hypothetical flow field and for advective transport in the rotation of a Gaussian concentration hill. The SUT method was shown to have equivalent accuracy to the Runge–Kutta method but with significantly improved computational efficiency. Depending on the case being simulated, the SUT method provides either far greater or equivalent computational efficiency and more certain accuracy than the Euler method. Copyright © 2004 John Wiley & Sons, Ltd.     

On the efficiency of semi‐implicit and semi‐Lagrangian spectral methods for the calculation of incompressible flows

Classical semi‐implicit backward Euler/Adams–Bashforth time discretizations of the Navier–Stokes equations induce, for high‐Reynolds number flows, severe restrictions on the time step. Such restrictions can be relaxed by using semi‐Lagrangian schemes essentially based on splitting the full problem into an explicit transport step and an implicit diffusion step. In comparison with the standard characteristics method, the semi‐Lagrangian method has the advantage of being much less CPU time consuming where spectral methods are concerned. This paper is devoted to the comparison of the ‘semi‐implicit’ and ‘semi‐Lagrangian’ approaches, in terms of stability, accuracy and computational efficiency. Numerical results on the advection equation, Burger's equation and finally two‐ and three‐dimensional Navier–Stokes equations, using spectral elements or a collocation method, are provided. Copyright © 2001 John Wiley & Sons, Ltd.     

A high‐order backward forward sweep interpolating algorithm for semi‐Lagrangian method

Conventional semi‐Lagrangian methods often suffer from poor accuracy and imbalance problems of advected properties because of low‐order interpolation schemes used and/or inability to reduce both dissipation and dispersion errors even with high‐order schemes. In the current work, we propose a fourth‐order semi‐Lagrangian method to solve the advection terms at a computing cost of third‐order interpolation scheme by applying backward and forward interpolations in an alternating sweep manner. The method was demonstrated for solving 1‐D and 2‐D advection problems, and 2‐D and 3‐D lid‐driven cavity flows with a multi‐level V‐cycle multigrid solver. It shows that the proposed method can reduce both dissipation and dispersion errors in all regions, especially near sharp gradients, at a same accuracy as but less computing cost than the typical fourth‐order interpolation because of fewer grids used. The proposed method is also shown able to achieve more accurate results on coarser grids than conventional linear and other high‐order interpolation schemes in the literature. Copyright © 2017 John Wiley & Sons, Ltd.     

The influence of source terms on stability,accuracy and conservation in two‐dimensional shallow flow simulation using triangular finite volumes

The two‐dimensional shallow water model is a hyperbolic system of equations considered well suited to simulate unsteady phenomena related to some surface wave propagation. The development of numerical schemes to correctly solve that system of equations finds naturally an initial step in two‐dimensional scalar equation, homogeneous or with source terms. We shall first provide a complete formulation of the second‐order finite volume scheme for this equation, paying special attention to the reduction of the method to first order as a particular case. The explicit first and second order in space upwind finite volume schemes are analysed to provide an understanding of the stability constraints, making emphasis in the numerical conservation and in the preservation of the positivity property of the solution when necessary in the presence of source terms. The time step requirements for stability are defined at the cell edges, related with the traditional Courant–Friedrichs–Lewy (CFL) condition. Copyright © 2007 John Wiley & Sons, Ltd.     

The Lagrangian approach of advective term treatment and its application to the solution of Navier—Stokes equations

A one-dimensional transport test applied to some conventional advective Eulerian schemes shows that linear stability analyses do not guarantee the actual performances of these schemes. When adopting the Lagrangian approach, the main problem raised in the numerical treatment of advective terms is a problem of interpolation or restitution of the transported function shape from discrete data. Several interpolation methods are tested. Some of them give excellent results and these methods are then extended to multi-dimensional cases. The Lagrangian formulation of the advection term permits an easy solution to the Navier-Stokes equations in primitive variables V, p, by a finite difference scheme, explicit in advection and implicit in diffusion. As an illustration steady state laminar flow behind a sudden enlargement is analysed using an upwind differencing scheme and a Lagrangian scheme. The importance of the choice of the advective scheme in computer programs for industrial application is clearly apparent in this example.     

A particle–gridless hybrid method for incompressible flows

A particle–gridless hybrid method for the analysis of incompressible flows is presented. The numerical scheme consists of Lagrangian and Eulerian phases as in an arbitrary Lagrangian–Eulerian (ALE) method, where a new‐time physical property at an arbitrary position is determined by introducing an artificial velocity. For the Lagrangian calculation, the moving‐particle semi‐implicit (MPS) method is used. Diffusion and pressure gradient terms of the Navier–Stokes equation are calculated using the particle interaction models of the MPS method. As an incompressible condition, divergence of velocity is used while the particle number density is kept constant in the MPS method. For the Eulerian calculation, an accurate and stable convection scheme is developed. This convection scheme is based on a flow directional local grid so that it can be applied to multi‐dimensional convection problems easily. A two‐dimensional pure convection problem is calculated and a more accurate and stable solution is obtained compared with other schemes. The particle–gridless hybrid method is applied to the analysis of sloshing problems. The amplitude and period of sloshing are predicted accurately by the present method. The range of the occurrence of self‐induced sloshing predicted by the present method shows good agreement with the experimental data. Calculations have succeeded even for the higher injection velocity range, where the grid method fails to simulate. Copyright © 1999 John Wiley & Sons, Ltd.     

Three‐dimensional transient Navier–Stokes solvers in cylindrical coordinate system based on a spectral collocation method using explicit treatment of the pressure

A spectral collocation method is developed for solving the three‐dimensional transient Navier–Stokes equations in cylindrical coordinate system. The Chebyshev–Fourier spectral collocation method is used for spatial approximation. A second‐order semi‐implicit scheme with explicit treatment of the pressure and implicit treatment of the viscous term is used for the time discretization. The pressure Poisson equation enforces the incompressibility constraint for the velocity field, and the pressure is solved through the pressure Poisson equation with a Neumann boundary condition. We demonstrate by numerical results that this scheme is stable under the standard Courant–Friedrichs–Lewy (CFL) condition, and is second‐order accurate in time for the velocity, pressure, and divergence. Further, we develop three accurate, stable, and efficient solvers based on this algorithm by selecting different collocation points in r‐, ? ‐, and z‐directions. Additionally, we compare two sets of collocation points used to avoid the axis, and the numerical results indicate that using the Chebyshev Gauss–Radau points in radial direction to avoid the axis is more practical for solving our problem, and its main advantage is to save the CPU time compared with using the Chebyshev Gauss–Lobatto points in radial direction to avoid the axis. Copyright © 2010 John Wiley & Sons, Ltd.     

Augmented upwind numerical schemes for the groundwater transport advection‐dispersion equation with local operators

When solute transport is advection‐dominated, the advection‐dispersion equation approximates to a hyperbolic‐type partial differential equation, and finite difference and finite element numerical approximation methods become prone to artificial oscillations. The upwind scheme serves to correct these responses to produce a more realistic solution. The upwind scheme is reviewed and then applied to the advection‐dispersion equation with local operators for the first‐order upwinding numerical approximation scheme. The traditional explicit and implicit schemes, as well as the Crank‐Nicolson scheme, are developed and analyzed for numerical stability to form a comparison base. Two new numerical approximation schemes are then proposed, namely, upwind–Crank‐Nicolson scheme, where only for the advection term is applied, and weighted upwind‐downwind scheme. These newly developed schemes are analyzed for numerical stability and compared to the traditional schemes. It was found that an upwind–Crank‐Nicolson scheme is appropriate if the Crank‐Nicolson scheme is only applied to the advection term of the advection‐dispersion equation. Furthermore, the proposed explicit weighted upwind‐downwind finite difference numerical scheme is an improvement on the traditional explicit first‐order upwind scheme, whereas the implicit weighted first‐order upwind‐downwind finite difference numerical scheme is stable under all assumptions when the appropriate weighting factor (θ) is assigned.     

Development of a parallel storm surge model

A new parallel storm surge model, the Parallel Environmental Model (PEM), is developed and tested by comparisons with analytic solutions. The PEM is a 2‐D vertically averaged, wetting and drying numerical model and can be operated in explicit, semi‐implicit and fully implicit modes. In the implicit mode, the propagation, Coriolis and bottom friction terms can all be treated implicitly. The advection and diffusion terms are solved with a parallel Eulerian–Lagrangian scheme developed for this study. The model is developed specifically for use on parallel computer systems and will function accordingly in either explicit of implicit modes. Storm boundary conditions are based on a simple exponential decay of pressure from the centre of a storm. The simulated flooding caused by a major Category 5 hurricane making landfall in the Indian River Lagoon, Florida is then presented as an example application of the PEM. Copyright © 2003 John Wiley & Sons, Ltd.     

An accurate moving grid Eulerian Lagrangian localized adjoint method for solving the one‐dimensional variable‐coefficient ADE

An accurate finite‐volume Eulerian Lagrangian localized adjoint method (ELLAM) is presented for solving the one‐dimensional variable coefficients advection dispersion equation that governs transport of solute in porous medium. The method uses a moving grid to define the solution and test functions. Consequently, the need for spatial interpolation, or equivalently numerical integration, which is a major issue in conventional ELLAM formulations, is avoided. After reviewing the one‐dimensional method of ELLAM, we present our strategy and detailed calculations for both saturated and unsaturated porous medium. Numerical results for a constant‐coefficient problem and a variable‐coefficient problem are very close to analytical and fine‐grid solutions, respectively. The strength of the developed method is shown for a large range of CFL and grid Peclet numbers. Copyright 2004 John Wiley & Sons, Ltd.     

A high‐order fully explicit flux‐form semi‐Lagrangian shallow‐water model

A new approach is proposed for constructing a fully explicit third‐order mass‐conservative semi‐Lagrangian scheme for simulating the shallow‐water equations on an equiangular cubed‐sphere grid. State variables are staggered with velocity components stored pointwise at nodal points and mass variables stored as element averages. In order to advance the state variables in time, we first apply an explicit multi‐step time‐stepping scheme to update the velocity components and then use a semi‐Lagrangian advection scheme to update the height field and tracer variables. This procedure is chosen to ensure consistency between dry air mass and tracers, which is particularly important in many atmospheric chemistry applications. The resulting scheme is shown to be competitive with many existing numerical methods on a suite of standard test cases and demonstrates slightly improved performance over other high‐order finite‐volume models. Copyright © 2014 John Wiley & Sons, Ltd.     

Numerical simulation of natural and mixed convection flows by Galerkin‐characteristic method

A numerical investigation is performed to study the solution of natural and mixed convection flows by Galerkin‐characteristic method. The method is based on combining the modified method of characteristics with a Galerkin finite element discretization in primitive variables. It can be interpreted as a fractional step technique where convective part and Stokes/Boussinesq part are treated separately. The main feature of the proposed method is that, due to the Lagrangian treatment of convection, the Courant–Friedrichs–Lewy (CFL) restriction is relaxed and the time truncation errors are reduced in the Stokes/Boussinesq part. Numerical simulations are carried out for a natural convection in squared cavity and for a mixed convection flow past a circular cylinder. The computed results are compared with those obtained using other Eulerian‐based Galerkin finite element solvers, which are used for solving many convective flow models. The Galerkin‐characteristic method has been found to be feasible and satisfactory. Copyright © 2006 John Wiley & Sons, Ltd.