Nonconforming finite element methods with subgrid viscosity applied to advection‐diffusion‐reaction equations

A nonconforming (Crouzeix–Raviart) finite element method with subgrid viscosity is analyzed to approximate advection‐diffusion‐reaction equations. The error estimates are quasi‐optimal in the sense that keeping the Péclet number fixed, the estimates are suboptimal of order in the mesh size for the L²‐norm and optimal for the advective derivative on quasi‐uniform meshes. The method is also reformulated as a finite volume box scheme providing a reconstruction formula for the diffusive flux with local conservation properties. Numerical results are presented to illustrate the error analysis. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Effective models for reactive flow under a dominant Péclet number and order one Damköhler number: Numerical simulations

The paper is devoted to the longitudinal dispersion of a soluble substance released in a steady laminar flow through a slit channel with heterogeneous reaction at the outer wall. The reactive transport happens in the presence of a dominant Péclet number and order one Damköhler number. In particular, these Péclet numbers correspond to Taylor’s dispersion regime. An effective model for the enhanced diffusion in this context was derived recently. It contains memory effects and contributions to the effective diffusion and effective advection velocity, due to the flow and chemistry reaction regime. In the present paper, we show through numerical simulations the efficiency of this new model. In particular, using Taylor’s ‘historical’ parameters, we illustrate that our derived contributions are important and that using them is necessary in order to simulate correctly the reactive flows. We emphasize three main points. First, we show how the effective diffusion is enhanced by chemical effects at dispersive times. Second, our model captures an intermediate regime where the diffusion is anomalous and the distribution is asymmetric. Third, we show how the chemical effects also slow down the average speed of the front.     

Robust hierarchical a posteriori error estimators for stabilized convection–diffusion problems

We construct a hierarchical a posteriori error estimator for a stabilized finite element discretization of convection‐diffusion equations with height Péclet number. The error estimator is derived without the saturation assumption and without any comparison with the classical residual estimator. Besides, it is robust, such that the equivalence between the norm of the exact error and the error estimator is independent of the meshsize or the diffusivity parameter. © 2012 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

A nearly optimal preconditioner for the Navier–Stokes equations

We present a preconditioner for the linearized Navier–Stokes equations which is based on the combination of a fast transform approximation of an advection diffusion problem together with the recently introduced ‘BFBT^T’ preconditioner of Elman (SIAM Journal of Scientific Computing, 1999; 20 :1299–1316). The resulting preconditioner when combined with an appropriate Krylov subspace iteration method yields the solution in a number of iterations which appears to be independent of the Reynolds number provided a mesh Péclet number restriction holds, and depends only mildly on the mesh size. The preconditioner is particularly appropriate for problems involving a primary flow direction. Copyright © 2001 John Wiley & Sons, Ltd.     

A non‐standard finite difference scheme for an advection‐diffusion‐reaction equation

In this note, a non‐standard finite difference (NSFD) scheme is proposed for an advection‐diffusion‐reaction equation with nonlinear reaction term. We first study the diffusion‐free case of this equation, that is, an advection‐reaction equation. Two exact finite difference schemes are constructed for the advection‐reaction equation by the method of characteristics. As these exact schemes are complicated and are not convenient to use, an NSFD scheme is derived from the exact scheme. Then, the NSFD scheme for the advection‐reaction equation is combined with a finite difference space‐approximation of the diffusion term to provide a NSFD scheme for the advection‐diffusion‐reaction equation. This new scheme could preserve the fixed points, the positivity, and the boundedness of the solution of the original equation. Numerical experiments verify the validity of our analytical results. Copyright © 2014 JohnWiley & Sons, Ltd.     

A new residual posteriori error estimates of mixed finite element methods for convection‐diffusion‐reaction equations

We propose and analyze a new technique for developing residual‐based a posteriori error estimates over the stress and scalar displacement error for the lowest‐order Raviart–Thomas mixed finite element discretizations of convection‐diffusion‐reaction equations in two‐dimension space. The new technique is based on the abstract error estimates, the postprocessed approximation of the scalar displacement, and on the construction of an auxiliary problem. We consider the centered and upwind‐weighted mixed schemes, and concentrate the attention on the presence of an inhomogeneous and an anisotropic diffusion‐dispersion tensor and on a possible convection dominance. Global upper bounds can be directly computed on the base of the solution of the mixed schemes without any additional cost. Local lower bounds without any saturation assumption, hold from the case where convection or reaction are not present to convection‐ or reaction‐dominated equations, and their local efficiency depends on local or global variations in coefficients similar to Péclect number. Numerical experiments are reported to show the competitive behavior of the proposed posteriori error estimates, and to confirm the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 593–624, 2014     

Boundary layers for cellular flows at high Péclet numbers

We analyze the behavior of solutions of steady advection‐diffusion problems in bounded domains with prescribed Dirichlet data when the Péclet number Pe ? 1 is large. We show that the solution converges to a constant in each flow cell outside a boundary layer of width O(?^1/2), ? = Pe^?1, around the flow separatrices. We construct an ?‐dependent approximate “water pipe problem” purely inside the boundary layer that provides a good approximation of the solution of the full problem but has ?‐independent computational cost. We also define an asymptotic problem on the graph of streamline separatrices and show that solution of the water pipe problem itself may be approximated by an asymptotic, ?‐independent problem on this graph. Finally, we show that the Dirichlet‐to‐Neumann map of the water pipe problem approximates the Dirichlet‐to‐Neumann map of the separatrix problem with an error independent of the flow outside the boundary layers. © 2004 Wiley Periodicals, Inc.     

A semi-circulant preconditioner for the convection-diffusion equation

In this paper we define and analyze a semi-circulant preconditioner for the convection-diffusion equation. We derive analytical formulas for the eigenvalues and the eigenvectors of the preconditioned system of equations. We show that for mesh Péclet numbers less than 2, the rate of convergence depends only on the mesh Péclet number and the direction of the convective field and not on the spatial grid ratio or the number of unknowns. Received February 20, 1997 / Revised version received November 19, 1997     

A posteriori error estimates for subgrid viscosity stabilized approximations of convection–diffusion equations

We derive a posteriori error estimates for subgrid viscosity stabilized finite element approximations of convection–diffusion equations in the high Péclet number regime. Two estimators are analyzed: an asymptotically robust one and a fully robust one with respect to the Péclet number. Numerical results on test cases with boundary layers or internal layers show that the asymptotically robust estimator can be used to construct adaptive meshes.     

A study about the solution of convection–diffusion–reaction equation with Danckwerts boundary conditions by analytical,method of lines and Crank–Nicholson techniques

We compare different solutions of the convection–diffusion–reaction problem with Danckwerts boundary conditions. Analytical solution is found, and method of lines and Crank–Nicholson method are described, applied, and compared for different values of Péclet and Damköhler numbers. The eigenvalues and eigenfunctions have been obtained for all the possible values of the dimensionless parameters. And the analytical expression of the concentration has been calculated with the optimum number of terms in the Fourier expansion.     

A stabilized finite element method for convection–diffusion problems

A stabilized finite element method (FEM) is presented for solving the convection–diffusion equation. We enrich the linear finite element space with local functions chosen according to the guidelines of the residual‐free bubble (RFB) FEM. In our approach, the bubble part of the solution (the microscales) is approximated via an adequate choice of discontinuous bubbles allowing static condensation. This leads to a streamline‐diffusion FEM with an explicit formula for the stability parameter τ_K that incorporates the flow direction, has the capability to deal with problems where there is substantial variation of the Péclet number, and gives the same limit as the RFB method. The method produces the same a priori error estimates that are typically obtained with streamline‐upwind Petrov/Galerkin and RFB. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2011     

Conservative semi‐Lagrangian advection on adaptive unstructured meshes

A conservative semi‐Lagrangian method is designed in order to solve linear advection equations in two space variables. The advection scheme works with finite volumes on an unstructured mesh, which is given by a Voronoi diagram. Moreover, the mesh is subject to adaptive modifications during the simulation, which serves to effectively combine good approximation quality with small computational costs. The required adaption rules for the refinement and the coarsening of the mesh rely on a customized error indicator. The implementation of boundary conditions is addressed. Numerical results finally confirm the good performance of the proposed conservative and adaptive advection scheme. © 2004 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 388–411, 2004     

Singly diagonally implicit runge‐kutta method for time‐dependent reaction‐diffusion equation

In this article, an efficient fourth‐order accurate numerical method based on Padé approximation in space and singly diagonally implicit Runge‐Kutta method in time is proposed to solve the time‐dependent one‐dimensional reaction‐diffusion equation. In this scheme, we first approximate the spatial derivative using the second‐order central finite difference then improve it to fourth‐order by applying Padé approximation. A three stage fourth‐order singly diagonally implicit Runge‐Kutta method is then used to solve the resulting system of ordinary differential equations. It is also shown that the scheme is unconditionally stable, and is suitable for stiff problems. Several numerical examples are solved by the scheme and the efficiency and accuracy of the new scheme are compared with two widely used high‐order compact finite difference methods. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 27: 1423–1441, 2011     

An optimal‐order error estimate for MMOC and MMOCAA schemes for multidimensional advection‐reaction equations

In this article, we analyze the modified method of characteristics (MMOC) and an improved version of the MMOC, named the modified method of characteristics with adjusted advection (MMOCAA), for multidimensional advection‐reaction transport equations in a uniform manner. We derive an optimal‐order error estimate for these schemes. Numerical results are presented to verify the theoretical estimates. © 2002 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 18: 69–84, 2002     

A two‐grid characteristic finite volume element method for semilinear advection‐dominated diffusion equations

A two‐grid finite volume element method, combined with the modified method of characteristics, is presented and analyzed for semilinear time‐dependent advection‐dominated diffusion equations in two space dimensions. The solution of a nonlinear system on the fine‐grid space (with grid size h) is reduced to the solution of two small (one linear and one nonlinear) systems on the coarse‐grid space (with grid size H) and a linear system on the fine‐grid space. An optimal error estimate in H¹ ‐norm is obtained for the two‐grid method. It shows that the two‐grid method achieves asymptotically optimal approximation, as long as the mesh sizes satisfy h = O(H²). Numerical example is presented to validate the usefulness and efficiency of the method. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2013     

Spurious solutions for the advection‐diffusion equation using wide stencils for approximating the second derivative

A one‐dimensional steady‐state advection‐diffusion problem using summation‐by‐parts operators is investigated. For approximating the second derivative, a wide stencil is used, which simplifies implementation and stability proofs. However, it also introduces spurious, oscillating, modes for all mesh sizes. We prove that the size of the spurious modes are equal to the size of the truncation error for a stable approximation and hence disappears with the convergence rate. The theoretical results are verified with numerical experiments.     

An Eulerian‐Lagrangian discontinuous Galerkin method for transient advection‐diffusion equations

We develop an Eulerian‐Lagrangian discontinuous Galerkin method for time‐dependent advection‐diffusion equations. The derived scheme has combined advantages of Eulerian‐Lagrangian methods and discontinuous Galerkin methods. The scheme does not contain any undetermined problem‐dependent parameter. An optimal‐order error estimate and superconvergence estimate is derived. Numerical experiments are presented, which verify the theoretical estimates.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2007     

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

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

High‐order characteristic‐tracking strategy for simulation of a nonlinear advection–diffusion equation

In this study, new high‐order backward semi‐Lagrangian methods are developed to solve nonlinear advection–diffusion type problems, which are realized using high‐order characteristic‐tracking strategies. The proposed characteristic‐tracking strategies are second‐order L‐stable and third‐order L(α)‐stable methods, which are based on a classical implicit multistep method combined with a error‐correction method. We also use backward differentiation formulas and the fourth‐order finite‐difference scheme for diffusion problem discretization in the temporal and spatial domains, respectively. To demonstrate the adaptability and efficiency of these time‐discretization strategies, we apply these methods to nonlinear advection–diffusion type problems such as the viscous Burgers' equation. Through simulations, not only the temporal and spatial accuracies are numerically evaluated but also the proposed methods are shown to be superior to the compared existing characteristic‐tracking methods under the same rates of convergence in terms of accuracy and efficiency. Finally, we have shown that the proposed method well preserves the energy and mass when the viscosity coefficient becomes zero.     

Taylor‐Galerkin B‐spline finite element method for the one‐dimensional advection‐diffusion equation

The advection‐diffusion equation has a long history as a benchmark for numerical methods. Taylor‐Galerkin methods are used together with the type of splines known as B‐splines to construct the approximation functions over the finite elements for the solution of time‐dependent advection‐diffusion problems. If advection dominates over diffusion, the numerical solution is difficult especially if boundary layers are to be resolved. Known test problems have been studied to demonstrate the accuracy of the method. Numerical results show the behavior of the method with emphasis on treatment of boundary conditions. Taylor‐Galerkin methods have been constructed by using both linear and quadratic B‐spline shape functions. Results shown by the method are found to be in good agreement with the exact solution. © 2009 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2010