Positive‐definite q‐families of continuous subcell Darcy‐flux CVD(MPFA) finite‐volume schemes and the mixed finite element method

A new family of locally conservative cell‐centred flux‐continuous schemes is presented for solving the porous media general‐tensor pressure equation. A general geometry‐permeability tensor approximation is introduced that is piecewise constant over the subcells of the control volumes and ensures that the local discrete general tensor is elliptic. A family of control‐volume distributed subcell flux‐continuous schemes are defined in terms of the quadrature parametrization q (Multigrid Methods. Birkhauser: Basel, 1993; Proceedings of the 4th European Conference on the Mathematics of Oil Recovery, Norway, June 1994; Comput. Geosci. 1998; 2 :259–290), where the local position of flux continuity defines the quadrature point and each particular scheme. The subcell tensor approximation ensures that a symmetric positive‐definite (SPD) discretization matrix is obtained for the base member (q=1) of the formulation. The physical‐space schemes are shown to be non‐symmetric for general quadrilateral cells. Conditions for discrete ellipticity of the non‐symmetric schemes are derived with respect to the local symmetric part of the tensor. The relationship with the mixed finite element method is given for both the physical‐space and subcell‐space q‐families of schemes. M‐matrix monotonicity conditions for these schemes are summarized. A numerical convergence study of the schemes shows that while the physical‐space schemes are the most accurate, the subcell tensor approximation reduces solution errors when compared with earlier cell‐wise constant tensor schemes and that subcell tensor approximation using the control‐volume face geometry yields the best SPD scheme results. A particular quadrature point is found to improve numerical convergence of the subcell schemes for the cases tested. Copyright © 2007 John Wiley & Sons, Ltd.     

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.     

Consistent hybrid finite volume/element formulations: model and complex viscoelastic flows

The accuracy and consistency of a new cell‐vertex hybrid finite element/volume scheme are investigated for viscoelastic flows. Finite element (FE) discretization is employed for the momentum and continuity equation, with finite volume (FV) applied to the constitutive law for stress. Here, the interest is to explore the consequences of utilizing conventional cell‐vertex methodology for an Oldroyd‐B model and to demonstrate resulting drawbacks in the presence of complex source terms on structured and unstructured grids. Alternative strategies worthy of consideration are presented. It is demonstrated how high‐order accuracy may be achieved in steady state by respecting consistency in the formulation. Both FE and FV spatial discretizations are embedded in the scheme, with FV triangular sub‐cells referenced within parent triangular finite elements. Both model and complex flow problems are selected to quantify and assess accuracy, appealing to analysis and experimental validation. The test problem is that of steady sink flow, a pure extensional flow, which reflects some of the numerical difficulties involved in solving more generalized viscoelastic flows, where both source and flux terms may contribute equally to stress propagation. In addition, a complex transient filament‐stretching flow is chosen to compute the evolution of stress fields within liquid bridges. Shortcomings of the various stress upwinding schemes are discussed in this context, whilst dealing with such free‐surface type problems. Here, stress fluctuation distribution alone is advocated, and a Lax‐scheme is found to deliver accuracy and stability to the computational results, comparing well with the literature. Copyright © 2004 John Wiley & Sons, Ltd.     

Multidimensional FEM‐FCT schemes for arbitrary time stepping

The flux‐corrected‐transport paradigm is generalized to finite‐element schemes based on arbitrary time stepping. A conservative flux decomposition procedure is proposed for both convective and diffusive terms. Mathematical properties of positivity‐preserving schemes are reviewed. A nonoscillatory low‐order method is constructed by elimination of negative off‐diagonal entries of the discrete transport operator. The linearization of source terms and extension to hyperbolic systems are discussed. Zalesak's multidimensional limiter is employed to switch between linear discretizations of high and low order. A rigorous proof of positivity is provided. The treatment of non‐linearities and iterative solution of linear systems are addressed. The performance of the new algorithm is illustrated by numerical examples for the shock tube problem in one dimension and scalar transport equations in two dimensions. Copyright © 2003 John Wiley & Sons, Ltd.     

Preventing numerical oscillations in the flux‐split based finite difference method for compressible flows with discontinuities,II

Problems in the characteristic‐wise flux‐split based finite difference method when compressible flows with contact discontinuities or material interfaces are computed were presented and analyzed. The current analysis showed the following: (i) Even with the local characteristic decomposition technique, numerical errors could be caused by point‐wise flux vector splitting (FVS) methods, such as the Steger–Warming FVS or the van Leer FVS. Therefore, the Lax–Friedrichs type FVS method is required. (ii) If the isobars of a material are vertical lines, the combination of using the local characteristic decomposition and the global Lax–Friedrichs FVS can avoid velocity and pressure oscillations of contact discontinuities in this material for weighted essentially non‐oscillatory (WENO) schemes. (iii) For problems with material interfaces, the quasi‐conservative approach can be realized using characteristic‐wise flux‐split based finite difference WENO schemes if nonlinear WENO schemes in genuinely nonlinear characteristic fields can be guaranteed to be the same and the decomposition equation representing material interfaces is discretized properly. Copyright © 2015 John Wiley & Sons, Ltd.     

A generalized Rusanov method for the Baer‐Nunziato equations with application to DDT processes in condensed porous explosives

The paper addresses a numerical approach for solving the Baer‐Nunziato equations describing compressible 2‐phase flows. We are developing a finite‐volume method where the numerical flux is approximated with the Godunov scheme based on the Riemann problem solution. The analytical solution to this problem is discussed, and approximate solvers are considered. The obtained theoretical results are applied to develop the discrete model that can be treated as an extension of the Rusanov numerical scheme to the Baer‐Nunziato equations. Numerical results are presented that concern the method verification and also application to the deflagration‐to‐detonation transition (DDT) in porous reactive materials.     

Non‐linear flux‐splitting schemes with imposed discrete maximum principle for elliptic equations with highly anisotropic coefficients

Families of flux‐continuous, locally conservative, finite‐volume schemes have been developed for solving the general tensor pressure equation of petroleum reservoir simulation on structured and unstructured grids. The schemes are applicable to diagonal and full tensor pressure equation with generally discontinuous coefficients and remove the O(1) errors introduced by standard reservoir simulation schemes when applied to full tensor flow approximation. The family of flux‐continuous schemes is quantified by a quadrature parameterization. Improved convergence using the quadrature parameterization has been established for the family of flux‐continuous schemes. When applied to strongly anisotropic full‐tensor permeability fields the schemes can fail to satisfy a maximum principle (as with other FEM and finite‐volume methods) and result in spurious oscillations in the numerical pressure solution. This paper presents new non‐linear flux‐splitting techniques that are designed to compute solutions that are free of spurious oscillations. Results are presented for a series of test‐cases with strong full‐tensor anisotropy ratios. In all cases the non‐linear flux‐splitting methods yield pressure solutions that are free of spurious oscillations. Copyright © 2010 John Wiley & Sons, Ltd.     

An upstream flux‐splitting finite‐volume scheme for 2D shallow water equations

An upstream flux‐splitting finite‐volume (UFF) scheme is proposed for the solutions of the 2D shallow water equations. In the framework of the finite‐volume method, the artificially upstream flux vector splitting method is employed to establish the numerical flux function for the local Riemann problem. Based on this algorithm, an UFF scheme without Jacobian matrix operation is developed. The proposed scheme satisfying entropy condition is extended to be second‐order‐accurate using the MUSCL approach. The proposed UFF scheme and its second‐order extension are verified through the simulations of four shallow water problems, including the 1D idealized dam breaking, the oblique hydraulic jump, the circular dam breaking, and the dam‐break experiment with 45° bend channel. Meanwhile, the numerical performance of the UFF scheme is compared with those of three well‐known upwind schemes, namely the Osher, Roe, and HLL schemes. It is demonstrated that the proposed scheme performs remarkably well for shallow water flows. The simulated results also show that the UFF scheme has superior overall numerical performances among the schemes tested. Copyright © 2005 John Wiley & Sons, Ltd.     

Effects of the Jacobian evaluation on Newton's solution of the Euler equations

Newton's method is developed for solving the 2‐D Euler equations. The Euler equations are discretized using a finite‐volume method with upwind flux splitting schemes. Both analytical and numerical methods are used for Jacobian calculations. Although the numerical method has the advantage of keeping the Jacobian consistent with the numerical residual vector and avoiding extremely complex analytical differentiations, it may have accuracy problems and need longer execution time. In order to improve the accuracy of numerical Jacobians, detailed error analyses are performed. Results show that the finite‐difference perturbation magnitude and computer precision are the most important parameters that affect the accuracy of numerical Jacobians. A method is developed for calculating an optimal perturbation magnitude that can minimize the error in numerical Jacobians. The accuracy of the numerical Jacobians is improved significantly by using the optimal perturbation magnitude. The effects of the accuracy of numerical Jacobians on the convergence of the flow solver are also investigated. In order to reduce the execution time for numerical Jacobian evaluation, flux vectors with perturbed flow variables are calculated only for neighbouring cells. A sparse matrix solver that is based on LU factorization is used. Effects of different flux splitting methods and higher‐order discretizations on the performance of the solver are analysed. Copyright © 2005 John Wiley & Sons, Ltd.     

A finite volume scheme preserving extremum principle for convection–diffusion equations on polygonal meshes

We propose a nonlinear finite volume scheme for convection–diffusion equation on polygonal meshes and prove that the discrete solution of the scheme satisfies the discrete extremum principle. The approximation of diffusive flux is based on an adaptive approach of choosing stencil in the construction of discrete normal flux, and the approximation of convection flux is based on the second‐order upwind method with proper slope limiter. Our scheme is locally conservative and has only cell‐centered unknowns. Numerical results show that our scheme can preserve discrete extremum principle and has almost second‐order accuracy. Copyright © 2017 John Wiley & Sons, Ltd.     

Well‐balanced finite difference weighted essentially non‐oscillatory schemes for the blood flow model

The blood flow model maintains the steady‐state solutions, in which the flux gradients are non‐zero but exactly balanced by the source term. In this paper, we design high order finite difference weighted essentially non‐oscillatory (WENO) schemes to this model with such well‐balanced property and at the same time keeping genuine high order accuracy. Rigorous theoretical analysis as well as extensive numerical results all indicate that the resulting schemes verify high order accuracy, maintain the well‐balanced property, and keep good resolution for smooth and discontinuous solutions. Copyright © 2016 John Wiley & Sons, Ltd.     

An hp‐adaptive unstructured finite volume solver for compressible flows

The idea of hp‐adaptation, which has originally been developed for compact schemes (such as finite element methods), suggests an adaptation scheme using a mixture of mesh refinement and order enrichment based on the smoothness of the solution to obtain an accurate solution efficiently. In this paper, we develop an hp‐adaptation framework for unstructured finite volume methods using residual‐based and adjoint‐based error indicators. For the residual‐based error indicator, we use a higher‐order discrete operator to estimate the truncation error, whereas this estimate is weighted by the solution of the discrete adjoint problem for an output of interest to form the adaptation indicator for adjoint‐based adaptations. We perform our adaptation by local subdivision of cells with nonconforming interfaces allowed and local reconstruction of higher‐order polynomials for solution approximations. We present our results for two‐dimensional compressible flow problems including subsonic inviscid, transonic inviscid, and subsonic laminar flow around the NACA 0012 airfoil and also turbulent flow over a flat plate. Our numerical results suggest the efficiency and accuracy advantages of adjoint‐based hp‐adaptations over uniform refinement and also over residual‐based adaptation for flows with and without singularities.     

Positivity‐preserving,flux‐limited finite‐difference and finite‐element methods for reactive transport

A new class of positivity‐preserving, flux‐limited finite‐difference and Petrov–Galerkin (PG) finite‐element methods are devised for reactive transport problems.The methods are similar to classical TVD flux‐limited schemes with the main difference being that the flux‐limiter constraint is designed to preserve positivity for problems involving diffusion and reaction. In the finite‐element formulation, we also consider the effect of numerical quadrature in the lumped and consistent mass matrix forms on the positivity‐preserving property. Analysis of the latter scheme shows that positivity‐preserving solutions of the resulting difference equations can only be guaranteed if the flux‐limited scheme is both implicit and satisfies an additional lower‐bound condition on time‐step size. We show that this condition also applies to standard Galerkin linear finite‐element approximations to the linear diffusion equation. Numerical experiments are provided to demonstrate the behavior of the methods and confirm the theoretical conditions on time‐step size, mesh spacing, and flux limiting for transport problems with and without nonlinear reaction. Copyright © 2003 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.     

A monotone finite volume scheme for advection–diffusion equations on distorted meshes

A new monotone finite volume method with second‐order accuracy is presented for the steady‐state advection–diffusion equation. The method uses a nonlinear approximation for both diffusive and advective fluxes that guarantee the positivity of the numerical solution. The approximation of the diffusive flux is based on nonlinear two‐point approximation, and the approximation of the advective flux is based on the second‐order upwind method with proper slope limiter. The second‐order convergence rate for concentration and the monotonicity of the nonlinear finite volume method are verified with numerical experiments. Copyright © 2011 John Wiley & Sons, Ltd.     

The effects of control‐volume distributed multi‐point flux approximation (CVD‐MPFA) on upscaling—A study using the CVD‐MPFA schemes

A family of flux‐continuous, locally conservative, finite‐volume schemes has been developed for solving the general geometry‐permeability tensor (petroleum reservoir‐simulation) pressure equation on structured and unstructured grids and are control‐volume distributed (textit Comput. Geo. 1998; 2 :259–290; Comput. Geo. 2002; 6 :433–452). The schemes are applicable to diagonal and full tensor pressure equation with generally discontinuous coefficients and remove the O(1) errors introduced by standard reservoir‐simulation schemes (two‐point flux approximation) when applied to full tensor flow approximation. The family of flux‐continuous schemes is quantified by a quadrature parameterization (Int. J. Numer. Meth. Fluids 2006; 51 :1177–1203). Improved convergence (for two‐ and three‐dimensional formulation) using the quadrature parameterization has been observed for the family of flux‐continuous control‐volume distributed multi‐point flux approximation (CVD‐MPFA) schemes (Ph.D. Thesis, University of Wales, Swansea, U.K., 2007). In this paper family of flux‐continuous (CVD‐MPFA) schemes are used as a part of numerical upscaling procedure for upscaling the fine‐scale grid information (permeability) onto a coarse grid scale. A series of data‐sets (SPE, 2001) are tested where the upscaled permeability tensor is computed on a sequence of grid levels using the same fixed range of quadrature points in each case. The refinement studies presented involve:

• (i) Refinement comparison study: In this study, permeability distribution for cells at each grid level is obtained by upscaling directly from the fine‐scale permeability field as in standard simulation practice.
• (ii) Refinement study with renormalized permeability: In this refinement comparison, the local permeability is upscaled to the next grid level hierarchically, so that permeability values are renormalized to each coarser level. Hence, showing only the effect of increased grid resolution on upscaled permeability, compared with that obtained directly from the fine‐scale solution.
• (iii) Refinement study with invariant permeability distribution: In this study, a classical mathematical convergence test is performed. The same coarse‐scale underlying permeability map is preserved on all grid levels including the fine‐scale reference solution.

The study is carried out for the discretization of the scheme in physical space. The benefit of using specific quadrature points is demonstrated for upscaling in this study and superconvergence is observed. Copyright © 2010 John Wiley & Sons, Ltd.     

Spectral analysis of flux vector splitting finite volume methods

New results are presented here for finite volume (FV) methods that use flux vector splitting (FVS) along with higher‐order reconstruction schemes. Apart from spectral accuracy of the resultant methods, the numerical stability is investigated which restricts the allowable time step or the Courant–Friedrich–Lewy (CFL) number. Also the dispersion relation preservation (DRP) property of various spatial and temporal discretization schemes is investigated. The DRP property simultaneously fixes space and time steps. This aspect of numerical schemes is important for simulation of high‐Reynolds number flows, compressible flows with shock(s) and computational aero‐acoustics. It is shown here that for direct numerical simulation applications, the DRP property is more restrictive than stability criteria. Copyright © 2001 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 family of multi‐point flux approximation schemes for general element types in two and three dimensions with convergence performance

A family of flux‐continuous, locally conservative, control‐volume‐distributed multi‐point flux approximation (CVD‐MPFA) schemes has been developed for solving the general geometry‐permeability tensor pressure equation on structured and unstructured grids. These schemes are applicable to the full‐tensor pressure equation with generally discontinuous coefficients and remove the O(1) errors introduced by standard reservoir simulation schemes when applied to full‐tensor flow approximation. The family of flux‐continuous schemes is characterized by a quadrature parameterization. Improved numerical convergence for the family of CVD‐MPFA schemes using the quadrature parameterization has been observed for structured and unstructured grids in two dimensions. The CVD‐MPFA family cell‐vertex formulation is extended to classical general element types in 3‐D including prisms, pyramids, hexahedra and tetrahedra. A numerical convergence study of the CVD‐MPFA schemes on general unstructured grids comprising of triangular elements in 2‐D and prismatic, pyramidal, hexahedral and tetrahedral shape elements in 3‐D is presented. Copyright © 2011 John Wiley & Sons, Ltd.     

Similarities between the quasi‐bubble and the generalized wave continuity equation solutions to the shallow water equations

Two common strategies for solving the shallow water equations in the finite element community are the generalized wave continuity equation (GWCE) reformulation and the quasi‐bubble velocity approximation. The GWCE approach has been widely analysed in the literature. In this work, the quasi‐bubble equations are analysed and comparisons are made between the quasi‐bubble approximation of the primitive form of the shallow water equations and a linear finite element approximation of the GWCE reformulation of the shallow water equations. The discrete condensed quasi‐bubble continuity equation is shown to be identical to a discrete wave equation for a specific GWCE weighting parameter value. The discrete momentum equations are slightly different due to the bubble function. In addition, the dispersion relationships are shown to be almost identical and numerical experiments confirm that the two schemes compute almost identical results. Analysis of the quasi‐bubble formulation suggests a relationship that may guide selection of the optimal GWCE weighting parameter. Copyright © 2004 John Wiley & Sons, Ltd.