Remarks on the numerical solution of the adjoint quasi‐one‐dimensional Euler equations

We examine the numerical solution of the adjoint quasi‐one‐dimensional Euler equations with a central‐difference finite volume scheme with Jameson‐Schmidt‐Turkel (JST) dissipation, for both the continuous and discrete approaches. First, the complete formulations and discretization of the quasi‐one‐dimensional Euler equations and the continuous adjoint equation and its counterpart, the discrete adjoint equation, are reviewed. The differences between the continuous and discrete boundary conditions are also explored. Second, numerical testing is carried out on a symmetric converging–diverging duct under subsonic flow conditions. This analysis reveals that the discrete adjoint scheme, while being manifestly less accurate than the continuous approach, gives nevertheless more accurate flow sensitivities. Copyright © 2011 John Wiley & Sons, Ltd.     

A non‐iterative implicit algorithm for the solution of advection–diffusion equation on a sphere

A numerical algorithm for the solution of advection–diffusion equation on the surface of a sphere is suggested. The velocity field on a sphere is assumed to be known and non‐divergent. The discretization of advection–diffusion equation in space is carried out with the help of the finite volume method, and the Gauss theorem is applied to each grid cell. For the discretization in time, the symmetrized double‐cycle componentwise splitting method and the Crank–Nicolson scheme are used. The numerical scheme is of second order approximation in space and time, correctly describes the balance of mass of substance in the forced and dissipative discrete system and is unconditionally stable. In the absence of external forcing and dissipation, the total mass and L₂‐norm of solution of discrete system is conserved in time. The one‐dimensional periodic problems arising at splitting in the longitudinal direction are solved with Sherman–Morrison's formula and Thomas's algorithm. The one‐dimensional problems arising at splitting in the latitudinal direction are solved by the bordering method that requires a prior determination of the solution at the poles. The resulting linear systems have tridiagonal matrices and are solved by Thomas's algorithm. The suggested method is direct (without iterations) and rapid in realization. It can also be applied to linear and nonlinear diffusion problems, some elliptic problems and adjoint advection–diffusion problems on a sphere. Copyright © 2015 John Wiley & Sons, Ltd.     

Using adjoint error estimation techniques for elastohydrodynamic lubrication line contact problems

The use of an adjoint technique for goal‐based error estimation described by Hartit et al. (Int. J. Numer. Meth. Fluids 2005; 47 :1069–1074) is extended to the numerical solution of free boundary problems that arise in elastohydrodynamic lubrication (EHL). EHL systems are highly nonlinear and consist of a thin‐film approximation of the flow of a non‐Newtonian lubricant which separates two bodies that are forced together by an applied load, coupled with a linear elastic model for the deformation of the bodies. A finite difference discretization of the line contact flow problem is presented, along with the numerical evaluation of an exact solution for the elastic deformation, and a moving grid representation of the free boundary that models cavitation at the outflow in this one‐dimensional case. The application of a goal‐based error estimate for this problem is then described. This estimate relies on the solution of an adjoint problem; its effectiveness is demonstrated for the physically important goal of the total friction through the contact. Finally, the application of this error estimate to drive local mesh refinement is demonstrated. Copyright © 2010 John Wiley & Sons, Ltd.     

Parameter estimation for a three‐dimensional numerical barotropic tidal model with adjoint method

The parameters of a three‐dimensional (3‐D) barotropic tidal model are estimated using the adjoint method. The mode splitting technique is employed in both forward and adjoint models. In the external mode, the alternating direction implicit method is used to discretize the two‐dimensional depth‐averaged equations and a semi‐implicit scheme is used for the 3‐D internal mode computations. In this model the bottom friction is expressed in terms of bottom velocity which is different from the previous works. Besides, the bottom friction coefficients (BFCs) are supposed to be spatially varying, i.e. the BFC at some grid points are selected as the independent BFC, while the BFC at the other grid points can be obtained through linear interpolation with these independent BFCs. On the basis of the simulation of M₂ tide in the Bohai and North Yellow Seas (BNYS), twin experiments are carried out to invert the prescribed distributions of model parameters. The parameters inverted are the Fourier coefficients of open boundary conditions (OBCs), the BFC and the vertical eddy viscosity profiles. In these twin experiments, the real topography of BNYS is installed. The ‘observations’ are produced by the tidal model and recorded at the position of TOPEX/Poseidon altimeter data, tidal gauge data and current data. The experiments discuss the influence of initial guesses, model errors and data number. The inversion has obtained satisfactory results and the prescribed distributions have been successfully inverted. The results indicate that the inversion of BFC is more sensitive to data error than that of OBC and the vertical eddy viscosity profiles. Copyright © 2007 John Wiley & Sons, Ltd.     

A high‐order Petrov–Galerkin finite element method for the classical Boussinesq wave model

A high‐order Petrov–Galerkin finite element scheme is presented to solve the one‐dimensional depth‐integrated classical Boussinesq equations for weakly non‐linear and weakly dispersive waves. Finite elements are used both in the space and the time domains. The shape functions are bilinear in space–time, whereas the weighting functions are linear in space and quadratic in time, with C⁰‐continuity. Dispersion correction and a highly selective dissipation mechanism are introduced through additional streamline upwind terms in the weighting functions. An implicit, conditionally stable, one‐step predictor–corrector time integration scheme results. The accuracy and stability of the non‐linear discrete equations are investigated by means of a local Taylor series expansion. A linear spectral analysis is used for the full characterization of the predictor–corrector inner iterations. Based on the order of the analytical terms of the Boussinesq model and on the order of the numerical discretization, it is concluded that the scheme is fourth‐order accurate in terms of phase velocity. The dissipation term is third order only affecting the shortest wavelengths. A numerical convergence analysis showed a second‐order convergence rate in terms of both element size and time step. Four numerical experiments are addressed and their results are compared with analytical solutions or experimental data available in the literature: the propagation of a solitary wave, the oscillation of a flat bottom closed basin, the oscillation of a non‐flat bottom closed basin, and the propagation of a periodic wave over a submerged bar. Copyright © 2008 John Wiley & Sons, Ltd.     

Combined compact difference method for solving the incompressible Navier–Stokes equations

This paper presents a numerical method for solving the two‐dimensional unsteady incompressible Navier–Stokes equations in a vorticity–velocity formulation. The method is applicable for simulating the nonlinear wave interaction in a two‐dimensional boundary layer flow. It is based on combined compact difference schemes of up to 12th order for discretization of the spatial derivatives on equidistant grids and a fourth‐order five‐ to six‐alternating‐stage Runge–Kutta method for temporal integration. The spatial and temporal schemes are optimized together for the first derivative in a downstream direction to achieve a better spectral resolution. In this method, the dispersion and dissipation errors have been minimized to simulate physical waves accurately. At the same time, the schemes can efficiently suppress numerical grid‐mesh oscillations. The results of test calculations on coarse grids are in good agreement with the linear stability theory and comparable with other works. The accuracy and the efficiency of the current code indicate its potential to be extended to three‐dimensional cases in which full boundary layer transition happens. Copyright © 2011 John Wiley & Sons, Ltd.     

Efficient identification of uncertain parameters in a large‐scale tidal model of the European continental shelf by proper orthogonal decomposition

The adjoint method can be used to identify uncertain parameters in large‐scale shallow water flow models. This requires the implementation of the adjoint model, which is a large programming effort. The work presented here is inverse modeling based on model reduction using proper orthogonal decomposition (POD). An ensemble of forward model simulations is used to determine the approximation of the covariance matrix of the model variability and the dominant eigenvectors of this matrix are used to define a model subspace. An approximate linear reduced model is obtained by projecting the original model onto this reduced subspace. Compared with the classical variational method, the adjoint of the tangent linear model is replaced by the adjoint of a linear reduced forward model. The minimization process is carried out in reduced subspace and hence reduces the computational costs. In this study, the POD‐based calibration approach has been implemented for the estimation of the depth values and the bottom friction coefficient in a large‐scale shallow sea model of the entire European continental shelf with approximately 10⁶ operational grid points. A number of calibration experiments is performed. The effectiveness of the algorithm is evaluated in terms of the accuracy of the final results as well as the computational costs required to produce these results. The results demonstrate that the POD calibration method with little computational effort and without the implementation of the adjoint code can be used to solve large‐scale inverse shallow water flow problems. Copyright © 2011 John Wiley & Sons, Ltd.     

A fully non‐linear model for three‐dimensional overturning waves over an arbitrary bottom

An accurate three‐dimensional numerical model, applicable to strongly non‐linear waves, is proposed. The model solves fully non‐linear potential flow equations with a free surface using a higher‐order three‐dimensional boundary element method (BEM) and a mixed Eulerian–Lagrangian time updating, based on second‐order explicit Taylor series expansions with adaptive time steps. The model is applicable to non‐linear wave transformations from deep to shallow water over complex bottom topography up to overturning and breaking. Arbitrary waves can be generated in the model, and reflective or absorbing boundary conditions specified on lateral boundaries. In the BEM, boundary geometry and field variables are represented by 16‐node cubic ‘sliding’ quadrilateral elements, providing local inter‐element continuity of the first and second derivatives. Accurate and efficient numerical integrations are developed for these elements. Discretized boundary conditions at intersections (corner/edges) between the free surface or the bottom and lateral boundaries are well‐posed in all cases of mixed boundary conditions. Higher‐order tangential derivatives, required for the time updating, are calculated in a local curvilinear co‐ordinate system, using 25‐node ‘sliding’ fourth‐order quadrilateral elements. Very high accuracy is achieved in the model for mass and energy conservation. No smoothing of the solution is required, but regridding to a higher resolution can be specified at any time over selected areas of the free surface. Applications are presented for the propagation of numerically exact solitary waves. Model properties of accuracy and convergence with a refined spatio‐temporal discretization are assessed by propagating such a wave over constant depth. The shoaling of solitary waves up to overturning is then calculated over a 1:15 plane slope, and results show good agreement with a two‐dimensional solution proposed earlier. Finally, three‐dimensional overturning waves are generated over a 1:15 sloping bottom having a ridge in the middle, thus focusing wave energy. The node regridding method is used to refine the discretization around the overturning wave. Convergence of the solution with grid size is also verified for this case. Copyright © 2001 John Wiley & Sons, Ltd.     

A novel implicit numerical treatment for non‐linear turbulence models using high and low Reynolds number formulations

Non‐linear turbulence models can be seen as an improvement of the classical eddy‐viscosity concept due to their better capacity to simulate characteristics of important flows. However, application of non‐linear models demand robustness of the numerical method applied, requiring a stable discretization scheme for convergence of all variables involved. Usually, non‐linear terms are handled in an explicit manner leading to possible numerical instabilities. Thus, the present work shows the steps taken to adapt a general non‐linear constitutive equation using a new semi‐implicit numerical treatment for the non‐linear diffusion terms. The objective is to increase the degree of implicitness of the solution algorithm to enhance convergence characteristics. Flow over a backward‐facing step was computed using the control volume method applied to a boundary‐fitted coordinate system. The SIMPLE algorithm was used to relax the algebraic equations. Classical wall function and a low Reynolds number model were employed to describe the flow near the wall. The results showed that for certain combination of relaxation parameters, the semi‐implicit treatment proposed here was the sole successful treatment in order to achieve solution convergence. Also, application of the implicit method described here shows that the stability of the solution either increases (high Reynolds with non‐orthogonal mesh) or preserves the same (low Reynolds number applications). Additional advantages of the procedure proposed here lie in the possibility of testing different non‐linear expressions if one considers the enhanced robustness and stability obtained for the entire numerical algorithm. Copyright © 2010 John Wiley & Sons, Ltd.     

A local domain‐free discretization method to simulate three‐dimensional compressible inviscid flows

In this paper, the domain‐free discretization method (DFD) is extended to simulate the three‐dimensional compressible inviscid flows governed by Euler equations. The discretization strategy of DFD is that the discrete form of governing equations at an interior point may involve some points outside the solution domain. The functional values at the exterior‐dependent points are updated at each time step by extrapolation along the wall normal direction in conjunction with the wall boundary conditions and the simplified momentum equation in the vicinity of the wall. Spatial discretization is achieved with the help of the finite element Galerkin approximation. The concept of ‘osculating plane’ is adopted, with which the local DFD can be easily implemented for the three‐dimensional case. Geometry‐adaptive tetrahedral mesh is employed for three‐dimensional calculations. Finally, we validate the DFD method for three‐dimensional compressible inviscid flow simulations by computing transonic flows over the ONERA M6 wing. Comparison with the reference experimental data and numerical results on boundary‐conforming grid was displayed and the results show that the present DFD results compare very well with the reference data. Copyright © 2009 John Wiley & Sons, Ltd.     

A finite element method for the two‐dimensional extended Boussinesq equations

A new numerical method for Nwogu's (ASCE Journal of Waterway, Port, Coastal and Ocean Engineering 1993; 119 :618)two‐dimensional extended Boussinesq equations is presented using a linear triangular finite element spatial discretization coupled with a sophisticated adaptive time integration package. The authors have previously presented a finite element method for the one‐dimensional form of these equations (M. Walkley and M. Berzins (International Journal for Numerical Methods in Fluids 1999; 29 (2):143)) and this paper describes the extension of these ideas to the two‐dimensional equations and the application of the method to complex geometries using unstructured triangular grids. Computational results are presented for two standard test problems and a realistic harbour model. Copyright © 2002 John Wiley & Sons, Ltd.     

Upwinded finite difference schemes for dense snow avalanche modeling

Avalanche dynamics models are used by engineers and land‐use planners to predict the reach and destructive force of snow avalanches. These models compute the motion of the flowing granular core of dense snow avalanches from initiation to runout. The governing differential equations for the flow height and velocity can be approximated by a hyperbolic system of equations of first‐order with respect to time, formally equivalent to the Euler equations of a one‐dimensional isentropic gas. In avalanche practice these equations are presently solved analytically by making restrictive assumptions regarding mountain topography and avalanche flow behaviour. In this article the one‐dimensional dense snow avalanche equations are numerically solved using the conservative variables and stable upwinded and total variation diminishing finite difference schemes. The numerical model is applied to simulate avalanche motion in general terrain. The proposed discretization schemes do not use artificial damping, an important requirement for the application of numerical models in practice. In addition, non‐physical M‐wave solutions are not encountered as in previous attempts to solve this problem using Eulerian finite difference methods and non‐conservative variables. The simulation of both laboratory experiments and a field case study are presented to demonstrate the newly developed discretization schemes. Copyright © 2000 John Wiley & Sons, Ltd.     

A three‐dimensional numerical internal tidal model involving adjoint method

A three‐dimensional internal tidal model involving the adjoint method is constructed based on the nonlinear, time‐dependent, free‐surface hydrodynamic equations in spherical coordinates horizontally, and isopycnic coordinates vertically, subject to the hydrostatic approximations. This model consists of two submodels: the forward model is used for the simulation of internal tides, while the adjoint model is used for optimization of modal parameters. Mode splitting technique is employed in both forward and adjoint models. In this model, the adjoint method is employed to estimate model parameters by assimilating the interior observations. As a preliminary feasibility study, a set of ideal experiments with the model‐generated pseudo‐observations of surface currents are performed to invert the open boundary conditions (OBCs). In the ideal experiments, 14 kinds of bottom topographies and six kinds of predetermined distributions of OBCs are considered to examine their influence on experiment results. The inversion obtained satisfying results and all the predetermined distributions were successfully inverted. Analysis of results suggests the following: in the case where the spatial variation of the OBC distribution is great or the open boundary is close to a rough topography, the results will be comparatively poor, but still satisfactory; both the tidal elevations and currents can be simulated very accurately with the surface currents at several observation points; the assimilation precision could be reliable and able to reflect both of the inversion and simulation results in the whole field. The performance and results of ideal experiments give a preliminary indication that the construction of this model is successful. Copyright © 2011 John Wiley & Sons, Ltd.     

A higher‐order Boussinesq‐type model with moving bottom boundary: applications to submarine landslide tsunami waves

A two‐dimensional depth‐integrated numerical model is developed using a fourth‐order Boussinesq approximation for an arbitrary time‐variable bottom boundary and is applied for submarine‐landslide‐generated waves. The mathematical formulation of model is an extension of (4,4) Padé approximant for moving bottom boundary. The mathematical formulations are derived based on a higher‐order perturbation analysis using the expanded form of velocity components. A sixth‐order multi‐step finite difference method is applied for spatial discretization and a sixth‐order Runge–Kutta method is applied for temporal discretization of the higher‐order depth‐integrated governing equations and boundary conditions. The present model is validated using available three‐dimensional experimental data and a good agreement is obtained. Moreover, the present higher‐order model is compared with fully potential three‐dimensional models as well as Boussinesq‐type multi‐layer models in several cases and the differences are discussed. The high accuracy of the present numerical model in considering the nonlinearity effects and frequency dispersion of waves is proven particularly for waves generated in intermediate and deeper water area. Copyright © 2006 John Wiley & Sons, Ltd.     

A study of reduced‐order 4DVAR with a finite element shallow water model

Four‐dimensional variational data assimilation (4DVAR) is frequently used to improve model forecasting skills. This method improves a model consistency with available data by minimizing a cost function measuring the model–data misfit with respect to some model inputs and parameters. Associated with this type of method, however, are difficulties related to the coding of the adjoint model, which is needed to compute the gradient of the 4DVAR cost function. Proper orthogonal decomposition (POD) is a model reduction method that can be used to approximate the gradient calculation in 4DVAR. In this work, two ways of using POD in 4DVAR are presented, namely model‐reduced 4DVAR and reduced adjoint 4DVAR (RA‐4DVAR). Both techniques employ POD to obtain a reduced‐order approximation of the forward linear tangent operator. The difference between the two methods lies in the treatment of the forward model. Model‐reduced 4DVAR performs minimization entirely in the POD‐reduced space, thereby achieving very low computational costs, but sacrificing accuracy of the end result. On the other hand, the RA‐4DVAR uses POD to approximate only the adjoint model. The main contribution of this study is a comparative performance analysis of these 4DVAR methodologies on a nonlinear finite element shallow water model. The sensitivity of the methods to perturbations in observations and the number of observation points is examined. The results from twin experiments suggest that the RA‐4DVAR method is easy to implement and computationally efficient and provides a robust approach for achieving reasonable results in the context of variational data assimilation. Copyright © 2015 John Wiley & Sons, Ltd.     

Two‐dimensional prediction of time dependent,turbulent flow around a square cylinder confined in a channel

This paper presents two‐dimensional and unsteady RANS computations of time dependent, periodic, turbulent flow around a square block. Two turbulence models are used: the Launder–Sharma low‐Reynolds number k–ε model and a non‐linear extension sensitive to the anisotropy of turbulence. The Reynolds number based on the free stream velocity and obstacle side is Re=2.2×10⁴. The present numerical results have been obtained using a finite volume code that solves the governing equations in a vertical plane, located at the lateral mid‐point of the channel. The pressure field is obtained with the SIMPLE algorithm. A bounded version of the third‐order QUICK scheme is used for the convective terms. Comparisons of the numerical results with the experimental data indicate that a preliminary steady solution of the governing equations using the linear k–ε does not lead to correct flow field predictions in the wake region downstream of the square cylinder. Consequently, the time derivatives of dependent variables are included in the transport equations and are discretized using the second‐order Crank–Nicolson scheme. The unsteady computations using the linear and non‐linear k–ε models significantly improve the velocity field predictions. However, the linear k–ε shows a number of predictive deficiencies, even in unsteady flow computations, especially in the prediction of the turbulence field. The introduction of a non‐linear k–ε model brings the two‐dimensional unsteady predictions of the time‐averaged velocity and turbulence fields and also the predicted values of the global parameters such as the Strouhal number and the drag coefficient to close agreement with the data. Copyright © 2009 John Wiley & Sons, Ltd.     

Numerical investigation from rarefied flow to continuum by solving the Boltzmann model equation

Based on the Bhatnagar–Gross–Krook (BGK) Boltzmann model equation, the unified simplified velocity distribution function equation adapted to various flow regimes can be presented. The reduced velocity distribution functions and the discrete velocity ordinate method are developed and applied to remove the velocity space dependency of the distribution function, and then the distribution function equations will be cast into hyperbolic conservation laws form with non‐linear source terms. Based on the unsteady time‐splitting technique and the non‐oscillatory, containing no free parameters, and dissipative (NND) finite‐difference method, the gas kinetic finite‐difference second‐order scheme is constructed for the computation of the discrete velocity distribution functions. The discrete velocity numerical quadrature methods are developed to evaluate the macroscopic flow parameters at each point in the physical space. As a result, a unified simplified gas kinetic algorithm for the gas dynamical problems from various flow regimes is developed. To test the reliability of the present numerical method, the one‐dimensional shock‐tube problems and the flows past two‐dimensional circular cylinder with various Knudsen numbers are simulated. The computations of the related flows indicate that both high resolution of the flow fields and good qualitative agreement with the theoretical, DSMC and experimental results can be obtained. Copyright © 2003 John Wiley & Sons, Ltd.     

Simulation of non‐linear free surface motions in a cylindrical domain using a Chebyshev–Fourier spectral collocation method

When a liquid is perturbed, its free surface may experience highly non‐linear motions in response. This paper presents a numerical model of the three‐dimensional hydrodynamics of an inviscid liquid with a free surface. The mathematical model is based on potential theory in cylindrical co‐ordinates with a σ‐transformation applied between the bed and free surface in the vertical direction. Chebyshev spectral elements discretize space in the vertical and radial directions; Fourier spectral elements are used in the angular direction. Higher derivatives are approximated using a collocation (or pseudo‐spectral) matrix method. The numerical scheme is validated for non‐linear transient sloshing waves in a cylindrical tank containing a circular surface‐piercing cylinder at its centre. Excellent agreement is obtained with Ma and Wu's [Second order transient waves around a vertical cylinder in a tank. Journal of Hydrodynamics 1995; Ser. B4 : 72–81] second‐order potential theory. Further evidence for the capability of the scheme to predict complicated three‐dimensional, and highly non‐linear, free surface motions is given by the evolution of an impulse wave in a cylindrical tank and in an open domain. Copyright © 2001 John Wiley & Sons, Ltd.     

Non‐intrusive reduced‐order modelling of the Navier–Stokes equations based on RBF interpolation

We present a new non‐intrusive model reduction method for the Navier–Stokes equations. The method replaces the traditional approach of projecting the equations onto the reduced space with a radial basis function (RBF) multi‐dimensional interpolation. The main point of this method is to construct a number of multi‐dimensional interpolation functions using the RBF scatter multi‐dimensional interpolation method. The interpolation functions are used to calculate POD coefficients at each time step from POD coefficients at earlier time steps. The advantage of this method is that it does not require modifications to the source code (which would otherwise be very cumbersome), as it is independent of the governing equations of the system. Another advantage of this method is that it avoids the stability problem of POD/Galerkin. The novelty of this work lies in the application of RBF interpolation and POD to construct the reduced‐order model for the Navier–Stokes equations. Another novelty is the verification and validation of numerical examples (a lock exchange problem and a flow past a cylinder problem) using unstructured adaptive finite element ocean model. The results obtained show that CPU times are reduced by several orders of magnitude whilst the accuracy is maintained in comparison with the corresponding high‐fidelity models. Copyright © 2015 John Wiley & Sons, Ltd.     

Calculation of three‐dimensional turbulent flow with a finite volume multigrid method

A numerical method for the efficient calculation of three‐dimensional incompressible turbulent flow in curvilinear co‐ordinates is presented. The mathematical model consists of the Reynolds averaged Navier–Stokes equations and the k–ε turbulence model. The numerical method is based on the SIMPLE pressure‐correction algorithm with finite volume discretization in curvilinear co‐ordinates. To accelerate the convergence of the solution method a full approximation scheme‐full multigrid (FAS‐FMG) method is utilized. The solution of the k–ε transport equations is embedded in the multigrid iteration. The improved convergence characteristic of the multigrid method is demonstrated by means of several calculations of three‐dimensional flow cases. Copyright © 1999 John Wiley & Sons, Ltd.