Convergence of two-dimensional staggered central schemes on unstructured triangular grids

In this paper, we present a convergence analysis of a two-dimensional central finite volume scheme on unstructured triangular grids for hyperbolic systems of conservation laws. More precisely, we show that the solution obtained by the numerical base scheme presents, under an appropriate CFL condition, an optimal convergence to the unique entropy solution of the Cauchy problem.     

Turbulent flow computations on 3D unstructured grids

An edge-based finite element method is presented for the simulation of compressible turbulent flows on unstructured tetrahedral grids. A two equation k–ω turbulence model is employed and the standard Galerkin approach is used for spatial discretisation. Stabilisation of the resulting procedure is achieved by the addition of an appropriate diffusion. An explicit multistage time-stepping scheme is used to advance the solution in time to steady state. The performance of the algorithm is demonstrated for the simulation of a high Reynolds number transonic separated flow over a wing.     

Analysis of algebraic multigrid parameters for two-dimensional steady-state heat diffusion equations

In this work, it is provided a comparison for the algebraic multigrid (AMG) and the geometric multigrid (GMG) parameters, for Laplace and Poisson two-dimensional equations in square and triangular grids. The analyzed parameters are the number of: inner iterations in the solver, grids and unknowns. For the AMG, the effects of the grid reduction factor and the strong dependence factor in the coarse grid on the necessary CPU time are studied. For square grids the finite difference method is used, and for the triangular grids, the finite volume one. The results are obtained with the use of an adapted AMG1R6 code of Ruge and Stüben. For the AMG the following components are used: standard coarsening, standard interpolation, correction scheme (CS), lexicographic Gauss–Seidel and V-cycle. Comparative studies among the CPU time of the GMG, AMG and singlegrid are made. It was verified that: (1) the optimum inner iterations is independent of the multigrid, however it is dependent on the grid; (2) the optimum number of grids is the maximum number; (3) AMG was shown to be sensitive to both the variation of the grid reduction factor and the strong dependence factor in the coarse grid; (4) in square grids, the GMG CPU time is 20% of the AMG one.     

The Lions domain decomposition algorithm on non-matching cell-centred finite volume meshes

A finite volume scheme for convection diffusion equations onnon-matching grids is presented. Sharp error estimates for H²solutions of the continuous problem are obtained. A finite volumeversion of an adaptation of the Schwarz algorithm due to P.L. Lions is then studied. For a fixed mesh, its convergencetowards the finite volume scheme on the whole domain is proven.Numerical experiments are performed to illustrate the theoreticalrate of convergence of the finite volume sequences of solutionsas the mesh is refined, together with the speed of convergenceof the Schwarz algorithm.     

Modification of basis functions in high order discontinuous Galerkin schemes for advection equation

High order discontinuous Galerkin (DG) discretization schemes are considered for an advection boundary-value problem on 2-D unstructured grids with arbitrary geometry of grid cells. A number of test cases are developed to study the sensitivity of a high order DG scheme to local grid distortion. It will be demonstrated how to modify the formulation of a DG discretization for the advection equation. Our approach allows one to maintain the required accuracy on distorted grids while using a fewer number of basis functions for the solution approximation in order to save computational resources.     

A Vertex-Centered and Positivity-Preserving Finite Volume Scheme for Two-Dimensional Three-Temperature Radiation Diffusion Equations on General Polygonal Meshes

Two-dimensional three-temperature (2-D 3-T) radiation diffusion equations are widely used to approximately describe the evolution of radiation energy within a multimaterial system and explain the exchange of energy among electrons, ions and photons. In this paper, we suggest a new positivity-preserving finite volume scheme for 2-D 3-T radiation diffusion equations on general polygonal meshes. The vertex unknowns are treated as primary ones for which the finite volume equations are constructed. The edge-midpoint and cell-centered unknowns are used as auxiliary ones and interpolated by the primary unknowns, which makes the final scheme a pure vertex-centered one. By comparison, most existing positivity-preserving finite volume schemes are cell-centered and based on the convex decomposition of the co-normal. Here, the co-normal decomposition is not convex in general, leading to a fixed stencil of the flux approximation and avoiding a certain search algorithm on complex grids. Moreover, the new scheme effectively alleviates the numerical heat-barrier issue suffered by most existing cell-centered or hybrid schemes in solving strongly nonlinear radiation diffusion equations. Numerical experiments demonstrate the second-order accuracy and the positivity of the solution on various distorted grids. For the problem without analytic solution, the contours of the numerical solutions obtained by our scheme on distorted meshes accord with those on smooth quadrilateral meshes.     

A numerical algorithm for simulation of the Q-switched fiber laser using the travelling wave model

We develop a finite-difference scheme for approximation of a system of nonlinear PDEs describing the Q-switching process. We construct it by using staggered grids. The transport equations are approximated along characteristics, and quadratic nonlinear functions are linearized using a special selection of staggered grids. The stability analysis proves that a connection between time and space steps arises only due to approximation requirements in order to follow exactly the directions of characteristics. The convergence analysis of this scheme is done in two steps. First, some estimates of the uniform boundedness of the discrete solution are proved. This part of the analysis is done locally, in some neighborhood of the exact solution. Second, on the basis of the obtained estimates, the main stability inequality is proved. The second-order convergence rate with respect to the space and time coordinates follows from this stability estimate. Using the obtained convergence result, we prove that the local stability analysis in the selected neighborhood of the exact solution is sufficient.     

Some aspects of grid generation

New results concerning the development of a universal method for grid generation based on the numerical solution of the inverted Beltrami and diffusion equations with respect to the monitor metric are obtained. In order to build monitor metrics, layer-type functions are used. Algorithms for generating smoothly matched block grids are proposed. Examples of two-and three-dimensional grids for the tokamak edge region, for calculation of a passive impurity in the atmosphere, and for the numerical solution of two-dimensional singularly perturbed problems are presented.     

Nonuniform Crank‐Nicolson scheme for solving the stochastic Kawarada equation via arbitrary grids

This article studies a nonuniform finite difference method for solving the degenerate Kawarada quenching‐combustion equation with a vibrant stochastic source. Arbitrary grids are introduced in both space and time via adaptive principals to accommodate the uncertainty and singularities involved. It is shown that, under proper constraints on mesh step sizes, the positivity, monotonicity of the solution, and numerical stability of the scheme developed are well preserved. Numerical experiments are given to illustrate our conclusions. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1305–1328, 2017     

Mortar method for matching grids in a mixed scheme as applied to the biharmonic equation

Nitsche’s mortar method for matching grids in the Hermann-Miyoshi mixed scheme for the biharmonic equation is considered. A two-parameter mortar problem is constructed and analyzed. Existence and uniqueness theorems are proved under certain constraints on the parameters. The norm of the difference between the solutions to the mortar and original problems is estimated. The convergence rates are the same as in the Hermann-Miyoshi scheme on matching grids.     

Finite difference analysis of a double‐porosity consolidation model

This work deals with the numerical solution of a two‐dimensional double‐porosity consolidation problem using a finite difference scheme. Stabilized discretizations using staggered grids in both space and time are proposed. A priori estimates for displacements and pressures in discrete energy norms are obtained, and the corresponding convergence results are given. Numerical examples illustrate the convergence properties of the proposed numerical scheme. © 2010 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 28: 138–154, 2012     

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     

On the convergence of the Dirichlet grid problem with a singularity for a singularly perturbed convection–diffusion equation

The Dirichlet problem for a singulary perturbed convection–diffusion equation in a rectangle when a discontinuity at the flow exit the first derivative of the boundary condition gives rise to an inner layer for the solution. On piecewise-uniform Shishkin grids that condense near regular and characteristic layers, the solution obtained using the classical five-point difference scheme with a directed difference is shown to converge with respect to the small parameter to solve the original problem in the grid norm L _∞ ^h almost with the first order. This theoretical result is confirmed via numerical analysis.     

Adaptive sparse grid algorithms with applications to electromagnetic scattering under uncertainty

We discuss adaptive sparse grid algorithms for stochastic differential equations with a particular focus on applications to electromagnetic scattering by structures with holes of uncertain size, location, and quantity. Stochastic collocation (SC) methods are used in combination with an adaptive sparse grid approach based on nested Gauss-Patterson grids. As an error estimator we demonstrate how the nested structure allows an effective error estimation through Richardson extrapolation. This is shown to allow excellent error estimation and it also provides an efficient means by which to estimate the solution at the next level of the refinement. We introduce an adaptive approach for the computation of problems with discrete random variables and demonstrate its efficiency for scattering problems with a random number of holes. The results are compared with results based on Monte Carlo methods and with Stroud based integration, confirming the accuracy and efficiency of the proposed techniques.     

Overlapping grids for the diffusion equation

Yiqi Qiu ^{We examine the use of nonmatching, overlapping grids for theapproximate solution of time-dependent diffusion problems withNeumann boundary conditions. This problem arises as a modelof the so-called well test analysis of oil and gas reservoirs,which has geometry modelling requirements that make overlappinggrids particularly suitable. We describe the problem and theoverlapping grid approximation, and then carry out a stabilityand convergence analysis in one space dimension (1D). We showthat for suitable schemes, stability is relatively easy to establishin much more general situations. Convergence is less easy togeneralise, but we demonstrate that 2D approximations appearto have the same convergence behaviour as their 1D counterparts.}     

A high order finite difference method with Richardsonextrapolation for 3D convection diffusion equation

In this paper, we extend the Sun and Zhang’s [24] work on high order finite difference method, which is based on the Richardson extrapolation technique and an operator interpolation scheme for the one and two dimensional steady convection diffusion equations to the three dimensional case. Firstly, we employ a fourth order compact difference scheme to get the fourth order accurate solution on the fine and the coarse grids. Then, we use the Richardson extrapolation technique by combining the two approximate solutions to get a sixth order accurate solution on coarse grid. Finally, we apply an operator interpolation scheme to achieve the sixth order accurate solution on the fine grid. During this process, we use alternating direction implicit (ADI) method to solve the resulting linear systems. Numerical experiments are conducted to verify the accuracy and effectiveness of the present method.     

Subdivision Schemes and Irregular Grids

The present paper deals with subdivision schemes associated with irregular grids. We first give a sufficient condition concerning the difference scheme to obtain convergence. This condition generalizes a necessary and sufficient condition for convergence known in the case of uniform and stationary schemes associated with a regular grid. Through this sufficient condition, convergence of a given subdivision scheme can be proved by comparison with another scheme. Indeed, when two schemes are equivalent in some sense, and when one satisfies the sufficient condition for convergence, the other also satisfies it and it therefore converges too. We also study the smoothness of the limit functions produced by a scheme which satisfies the sufficient condition. Finally, the results are applied to the study of Lagrange interpolating subdivision schemes of any degree, with respect to particular irregular grids.     

Resolution of computational aeroacoustics problems on unstructured grids with a higher-order finite volume scheme

Computational fluid dynamics (CFD) has become increasingly used in the industry for the simulation of flows. Nevertheless, the complex configurations of real engineering problems make the application of very accurate methods that only work on structured grids difficult. From this point of view, the development of higher-order methods for unstructured grids is desirable. The finite volume method can be used with unstructured grids, but unfortunately it is difficult to achieve an order of accuracy higher than two, and the common approach is a simple extension of the one-dimensional case. The increase of the order of accuracy in finite volume methods on general unstructured grids has been limited due to the difficulty in the evaluation of field derivatives. This problem is overcome with the application of the Moving Least Squares (MLS) technique on a finite volume framework. In this work we present the application of this method (FV-MLS) to the solution of aeroacoustic problems.     

Supraconvergence and Supercloseness of a Scheme for Elliptic Equations on Nonuniform Grids

In this paper, we study the convergence of a finite difference scheme on nonuniform grids for the solution of second-order elliptic equations with mixed derivatives and variable coefficients in polygonal domains subjected to Dirichlet boundary conditions. We show that the scheme is equivalent to a fully discrete linear finite element approximation with quadrature. It exhibits the phenomenon of supraconvergence, more precisely, for s ∈ [1,2] order O(h ^s )-convergence of the finite difference solution, and its gradient is shown if the exact solution is in the Sobolev space H ^1+s (Ω). In the case of an equation with mixed derivatives in a domain containing oblique boundary sections, the convergence order is reduced to O(h ^3/2?ε) with ε > 0 if u ∈ H ³(Ω). The second-order accuracy of the finite difference gradient is in the finite element context nothing else than the supercloseness of the gradient. For s ∈ {1,2}, the given error estimates are strictly local.     

A sixth-order bicompact scheme with spectral-like resolution for hyperbolic equations

For the numerical solution of nonstationary quasilinear hyperbolic equations, a family of symmetric semidiscrete bicompact schemes based on collocation polynomials is constructed in the one- and multidimensional cases. A dispersion analysis of a semidiscrete bicompact scheme of six-order accuracy in space is performed. It is proved that the dispersion properties of the scheme are preserved on highly nonuniform spatial grids. It is shown that the phase error of the sixth-order bicompact scheme does not exceed 0.2% in the entire range of dimensionless wave numbers. A numerical example is presented that demonstrates the ability of the bicompact scheme to adequately simulate wave propagation on coarse grids at long times.