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.     

THREE HIGH-ORDER SPLITTING SCHEMES FOR 3D TRANSPORT EQUATION

IntroductionWith the development of modern industry, various pollutants discharge into the air,rivers, lakes and oceans, which makes the environmental qualities worse and has bad effectson the mankind’s health and the sustained development of industry an…     

An operator splitting algorithm for the three-dimensional advection–diffusion equation

Operator splitting algorithms are frequently used for solving the advection–diffusion equation, especially to deal with advection dominated transport problems. In this paper an operator splitting algorithm for the three-dimensional advection–diffusion equation is presented. The algorithm represents a second-order-accurate adaptation of the Holly and Preissmann scheme for three-dimensional problems. The governing equation is split into an advection equation and a diffusion equation, and they are solved by a backward method of characteristics and a finite element method, respectively. The Hermite interpolation function is used for interpolation of concentration in the advection step. The spatial gradients of concentration in the Hermite interpolation are obtained by solving equations for concentration gradients in the advection step. To make the composite algorithm efficient, only three equations for first-order concentration derivatives are solved in the diffusion step of computation. The higher-order spatial concentration gradients, necessary to advance the solution in a computational cycle, are obtained by numerical differentiations based on the available information. The simulation characteristics and accuracy of the proposed algorithm are demonstrated by several advection dominated transport problems. © 1998 John Wiley & Sons, Ltd.     

A WAVE EQUATION MODEL TO SOLVE THE MULTIDIMENSIONAL TRANSPORT EQUATION

The wave equation model, originally developed to solve the advection–diffusion equation, is extended to the multidimensional transport equation in which the advection velocities vary in space and time. The size of the advection term with respect to the diffusion term is arbitrary. An operator-splitting method is adopted to solve the transport equation. The advection and diffusion equations are solved separate ly at each time step. During the advection phase the advection equation is solved using the wave equation model. Consistency of the first-order advection equation and the second-order wave equation is established. A finite element method with mass lumping is employed to calculate the three-dimensional advection of both a Gaussian cylinder and sphere in both translational and rotational flow fields. The numerical solutions are accurate in comparison with the exact solutions. The numerical results indicate that (i) the wave equation model introduces minimal numerical oscillation, (ii) mass lumping reduces the computational costs and does not significantly degrade the numerical solutions and (iii) the solution accuracy is relatively independent of the Courant number provided that a stability constraint is satisfied. © 1997 by John Wiley & Sons, Ltd.     

Consistency with continuity in conservative advection schemes for free‐surface models

The consistency of the discretization of the scalar advection equation with the discretization of the continuity equation is studied for conservative advection schemes coupled to three‐dimensional flows with a free‐surface. Consistency between the discretized free‐surface equation and the discretized scalar transport equation is shown to be necessary for preservation of constants. In addition, this property is shown to hold for a general formulation of conservative schemes. A discrete maximum principle is proven for consistent upwind schemes. Various numerical examples in idealized and realistic test cases demonstrate the practical importance of the consistency with the discretization of the continuity equation. Copyright © 2002 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.     

An Optimal control least-squares method for the solution of advection dispersion problems

This paper discusses the numerical solution of advection dispersion equations using an Optimal control,H ¹, least-squares formulation, associated with a quasi-Newton conjugate gradient algorithm. The suggested algorithm represents an extension of the method proposed by Bristeauxet al., for the solution of nonlinear fluid flow problems.At each time step, the discretized differential equation is transformed into an optimal control problem. This problem is then stated as an equivalent minimization one, whose objective function allows the capture of the advective behavior of the equation for high values of the P_e number.A general presentation is made of the optimization algorithm. Validation runs, for a one-dimensional example, show fairly accurate results for a wide range of Péclet and Courant numbers. Comparisons with several numerical schemes are also presented.     

Optimised composite numerical schemes in 2‐D for hyperbolic conservation laws

One of the techniques available for optimising parameters that regulate dispersion and dissipation effects in finite difference schemes is the concept of minimised integrated exponential error for low dispersion and low dissipation. In this paper, we work essentially with the two‐dimensional (2D) Corrected Lax–Friedrichs and Lax–Friedrichs schemes applied to the 2D scalar advection equation. We examine the shock‐capturing properties of these two numerical schemes, and observe that these methods are quite effective from the point of being able to control computational noise and having a large range of stability. To improve the shock‐capturing efficiency of these two methods, we derive composite methods using the idea of predictor/corrector or a linear combination of the two schemes. The optimal cfl number for some of these composite schemes are computed. Some numerical experiments are carried out in two dimensions such as cylindrical explosion, shock‐focusing, dam‐break and Riemann gas dynamics tests. The modified equations of some of the composite schemes when applied to the 2D scalar advection equation are obtained. We also perform some convergence tests to obtain the order of accuracy and show that better results in terms of shock‐capturing property are obtained when the optimal cfl obtained using minimised integrated exponential error for low dispersion and low dissipation is used. Copyright © 2011 John Wiley & Sons, Ltd.     

Fully discrete arbitrary-order schemes for a model parabolic equation

A fully discrete methodology is investigated from which two-level, explicit, arbitrary-order, conservative numerical schemes for a model parabolic equation can be derived. To illustrate this, fully discrete three-, five-, seven- and nine-point conservative numerical schemes are presented, revealing that a higher-order scheme has a better stability condition. A method from which high-order numerical schemes for a scalar advection-diffusion equation can be developed is discussed. This method is based on high-order schemes of both the advection and diffusion equations.     

Investigation of use of reach-back characteristics method for 2D dispersion equation

The use of the Holly-Preissmann two-point scheme has been very popular for the calculation of the dispersion equation. The key to this scheme is to use the characteristics method incorporating the Hermite cubic interpolation technique to approximate the trajectory foot of the characteristics. This method can avoid the excessive numerical damping and oscillation associated with most finite difference schemes for advection computation. On the basis of the fundamental idea of the Holly-Preissmann two-point scheme, a new technique is introduced herein for the computation of the two-dimensional dispersion equation. This new scheme allows the characteristics projecting back several time steps to fall on the spatial or temporal axis, while the characteristics foot is still solved by the Holly-Preissmann two-point method. The diffusion portion of the dispersion equation is solved by the commonly used Crank-Nicholson method. The calculation for these two processes consisting of advection and diffusion is carried out separately but consecutively in one time step, a method known as the split operator algorithm. A hypothetical model was constructed to demonstrate the applicability of this new technique for the calculation of the pure advection and dispersion equation in two dimensions.     

A comparative study of the performance of high resolution advection schemes in the context of data assimilation

High resolution advection schemes have been developed and studied to model propagation of flows involving sharp fronts and shocks. So far the impact of these schemes in the framework of inverse problem solution has been studied only in the context of linear models. A detailed study of the impact of various slope limiters and the piecewise parabolic method (PPM) on data assimilation is the subject of this work, using the nonlinear viscous Burgers equation in 1?D. Also provided are results obtained in 2?D using a global shallow water equations model. The results obtained in this work may point out to suitability of these advection schemes for data assimilation in more complex higher dimensional models. Copyright © 2005 John Wiley & Sons, Ltd.     

Analytical Solution for Multi-Species Contaminant Transport in Finite Media with Time-Varying Boundary Conditions

Most analytical solutions available for the equations governing the advective–dispersive transport of multiple solutes undergoing sequential first-order decay reactions have been developed for infinite or semi-infinite spatial domains and steady-state boundary conditions. In this study, we present an analytical solution for a finite domain and a time-varying boundary condition. The solution was found using the Classic Integral Transform Technique (CITT) in combination with a filter function having separable space and time dependencies, implementation of the superposition principle, and using an algebraic transformation that changes the advection–dispersion equation for each species into a diffusion equation. The analytical solution was evaluated using a test case from the literature involving a four radionuclide decay chain. Results show that convergence is slower for advection-dominated transport problems. In all cases, the converged results were identical to those obtained with the previous solution for a semi-infinite domain, except near the exit boundary where differences were expected. Among other applications, the new solution should be useful for benchmarking numerical solutions because of the adoption of a finite spatial domain.     

A COMPARATIVE STUDY OF TIME-STEPPING TECHNIQUES FOR THE INCOMPRESSIBLE NAVIER-STOKES EQUATIONS: FROM FULLY IMPLICIT NON-LINEAR SCHEMES TO SEMI-IMPLICIT PROJECTION METHODS

We present a numerical comparison of some time-stepping schemes for the discretization and solution of the non-stationary incompressible Navier– Stokes equations. The spatial discretization is by non-conforming quadrilateral finite elements which satisfy the LBB condition. The major focus is on the differences in accuracy and efficiency between the backward Euler, Crank–Nicolson and fractional-step Θ schemes used in discretizing the momentum equations. Further, the differences between fully coupled solvers and operator-splitting techniques (projection methods) and the influence of the treatment of the nonlinear advection term are considered. The combination of both discrete projection schemesand non-conforming finite elementsallows the comparison of schemes which are representative for many methods used in practice. On Cartesian grids this approach encompasses some well-known staggered grid finite difference discretizations too. The results which are obtained for several typical flow problems are thought to be representative and should be helpful for a fair rating of solution schemes, particularly in long-time simulations.     

A pressure correction‐volume of fluid method for simulation of two‐phase flows

A pressure correction method coupled with the volume of fluid (VOF) method is developed to simulate two‐phase flows. A volume fraction function is introduced in the VOF method and is governed by an advection equation. A modified monotone upwind scheme for a conservation law (modified MUSCL) is used to solve the solution of the advection equation. To keep the initial sharpness of an interface, a slope modification scheme is introduced. The continuum surface tension (CST) model is used to calculate the surface tension force. Three schemes, central‐upwind, Parker–Youngs, and mixed schemes, are introduced to compute the interface normal vector and the gradient of the volume fraction function. Moreover, a height function technique is applied to compute the local curvature of the interface. Several basic test problems are performed to check the order of accuracy of the present numerical schemes for computing the interface normal vector and the gradient of the volume fraction function. Three physical problems, two‐dimensional broken dam problem, static drop, and spurious currents, and three‐dimensional rising bubble, are performed to demonstrate the efficiency and accuracy of the pressure correction method. Copyright © 2010 John Wiley & Sons, Ltd.     

High resolution Godunov‐type schemes with small stencils

Higher‐order Godunov‐type schemes have to cope with the following two problems: (i) the increase in the size of the stencil that make the scheme computationally expensive, and (ii) the monotony‐preserving treatments (limiters) that must be implemented to avoid oscillations, leading to strong damping of the solution, in particular linear waves (e.g. acoustic waves). When too compressive, limiting procedures may also trigger the instability of oscillatory numerical solutions (e.g. in advection–dispersion phenomena) via the artificial amplification of the shorter modes. The present paper proposes a new approach to carry out the reconstruction. In this approach, the values of the flow variable at the edges of the computational cells are obtained directly from the reconstruction within these cells. This method is applied to the MUSCL and DPM schemes for the solution of the linear advection equation. The modified DPM scheme can capture contact discontinuities within one computational cell, even after millions of time steps at Courant numbers ranging from 1 to values as low as 10^‐4. Linear waves are subject to negligible damping. Application of the method to the DPM for one‐dimensional advection–dispersion problems shows that the numerical instability of oscillatory solutions caused by the over compressive, original DPM limiter is eliminated. One‐ and two‐dimensional shallow water simulations show an improvement over classical methods, in particular for two‐dimensional problems with strongly distorted meshes. The quality of the computational solution in the two‐dimensional case remains acceptable even for mesh aspect ratios Δx/Δy as large as 10. The method can be extend to the discretization of higher‐order PDEs, allowing third‐order space derivatives to be discretized using only two cells in space. Copyright © 2004 John Wiley & Sons, Ltd.     

Fourier analysis of several finite difference schemes for the one‐dimensional unsteady convection–diffusion equation

This paper reports a comparative study on the stability limits of nine finite difference schemes to discretize the one‐dimensional unsteady convection–diffusion equation. The tested schemes are: (i) fourth‐order compact; (ii) fifth‐order upwind; (iii) fourth‐order central differences; (iv) third‐order upwind; (v) second‐order central differences; and (vi) first‐order upwind. These schemes were used together with Runge–Kutta temporal discretizations up to order six. The remaining schemes are the (vii) Adams–Bashforth central differences, (viii) the Quickest and (ix) the Leapfrog central differences. In addition, the dispersive and dissipative characteristics of the schemes were compared with the exact solution for the pure advection equation, or simple first or second derivatives, and numerical experiments confirm the Fourier analysis. The results show that fourth‐order Runge–Kutta, together with central schemes, show good conditional stability limits and good dispersive and dissipative spectral resolution. Overall the fourth‐order compact is the recommended scheme. Copyright © 2001 John Wiley & Sons, Ltd.     

Numerical investigation on performance of three solution reconstructions at cell interface in DVM simulation of flows in all Knudsen number regimes

In the conventional discrete velocity method (DVM), the local solution of collisionless Boltzmann equation with a piecewise constant distribution for the distribution function is utilized to reconstruct distribution function at the cell interface and then calculate numerical flux of Boltzmann equation for updating the distribution function at cell center. In this process, a numerical dissipation will be introduced into the solution due to neglecting of the collision effect at the cell interface. This numerical dissipation may deteriorate the solution accuracy of conventional DVM in the continuum flow regime, in which the particle collision happens frequently. To overcome this defect, two improved schemes are first presented in this work, in which the local discrete solution of Boltzmann equation with Shakhov model is adopted to evaluate the distribution function at the cell interface, while the equilibrium state of the local solution is computed by different ways. One of the improved schemes evaluates the equilibrium state exactly by the moments of distribution functions according to the compatibility condition, while the other computes the equilibrium state approximately by a simple average at the cell interface. Since the collision effect is incorporated in evaluation of numerical flux, the improved schemes can provide reasonable solutions in all flow regimes. On the other hand, they introduce some extra computational efforts for determining the collision term at the cell interface as compared with the conventional DVM. To assess the performance of different methods for simulation of flows in all flow regimes, a comprehensive study is then carried out in this work.     

Effect of boundary vorticity discretization on explicit stream‐function vorticity calculations

The numerical solution of the time‐dependent Navier–Stokes equations in terms of the vorticity and a stream function is a well tested process to describe two‐dimensional incompressible flows, both for fluid mixing applications and for studies in theoretical fluid mechanics. In this paper, we consider the interaction between the unsteady advection–diffusion equation for the vorticity, the Poisson equation linking vorticity and stream function and the approximation of the boundary vorticity, examining from a practical viewpoint, global iteration stability and error. Our results show that most schemes have very similar global stability constraints although there may be small stability gains from the choice of method to determine boundary vorticity. Concerning accuracy, for one model problem we observe that there were cases where the boundary vorticity discretization did not propagate to the interior, but for the usual cavity flow all the schemes tested had error close to second order. Copyright © 2005 John Wiley & Sons, Ltd.     

On a relation between the volume of fluid,level-set and phase field interface models

This paper discusses a relation between the re-initialization equation of the level-set functions derived by Wacławczyk [J. Comput. Phys., 299 (2015)] and the condition for the phase equilibrium provided by the stationary solution to the modified Allen-Cahn equation [Acta Metall., 27 (1979)]. As a consequence, the statistical model of the non-flat interface in the state of phase equilibrium is postulated. This new physical model of the non-flat interface is introduced based on the statistical picture of the sharp interface disturbed by the field of stochastic forces, it yields the relation between the sharp and diffusive interface models. Furthermore, the new techniques required for the accurate solution of the model equations are proposed. First it is shown, the constrained interpolation improves re-initialization of the level-set functions as it avoids oscillatory numerical errors typical for the second-order accurate interpolation schemes. Next, the new semi-analytical, second order accurate Lagrangian scheme is put forward to integrate the advection equation in time avoiding interface curvature oscillations introduced by the second-order accurate flux limiters. These techniques provide means to obtain complete, second-order convergence during advection and re-initialization of the interface in the state of phase equilibrium.     

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.