Optimal-order convergence rates for Eulerian-Lagrangian localized adjoint methods for reactive transport and contamination in groundwater

Eulerian–Langrangian localized adjoint methods (ELLAM) were developed to solve convection–diffusion–reaction equations governing contaminant transport in groundwater flowing through a porous medium, subject to various combinations of boundary conditions. In this article, we prove optimal-order error estimates and some superconvergence results for the ELLAM schemes. In contrast to many existing estimates for a variety of numerical methods, which often contain the temporal derivatives of the exact solution, our error estimates contain the total derivatives of the exact solution but do not involve any temporal derivatives of the exact solution. © 1995 John Wiley & Sons, Inc.     

An Eulerian–Lagrangian Weighted Essentially Nonoscillatory scheme for nonlinear conservation laws

We develop a formally high order Eulerian–Lagrangian Weighted Essentially Nonoscillatory (EL‐WENO) finite volume scheme for nonlinear scalar conservation laws that combines ideas of Lagrangian traceline methods with WENO reconstructions. The particles within a grid element are transported in the manner of a standard Eulerian–Lagrangian (or semi‐Lagrangian) scheme using a fixed velocity v. A flux correction computation accounts for particles that cross the v‐traceline during the time step. If v = 0, the scheme reduces to an almost standard WENO5 scheme. The CFL condition is relaxed when v is chosen to approximate either the characteristic or particle velocity. Excellent numerical results are obtained using relatively long time steps. The v‐traceback points can fall arbitrarily within the computational grid, and linear WENO weights may not exist for the point. A general WENO technique is described to reconstruct to any order the integral of a smooth function using averages defined over a general, nonuniform computational grid. Moreover, to high accuracy, local averages can also be reconstructed. By re‐averaging the function to a uniform reconstruction grid that includes a point of interest, one can apply a standard WENO reconstruction to obtain a high order point value of the function. © 2016 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 651–680, 2017     

On the Eulerian–Lagrangian formulation of balance equations in porous media

The article presents a general approach to modeling the transport of extensive quantities in the case of flow of multiple multicomponent fluid phases in a deformable porous medium domain under nonisothermal conditions. The models are written in a modified Eulerian–Lagrangian formulation. In this modified formulation, the material derivatives are written in terms of modified velocities. These are the velocities at which the various phase and component variables propagate in the domain, along their respective characteristic curves. It is shown that these velocities depend on the heterogeneity of various solid matrix and fluid properties. The advantage of this formulation, with respect to the usually employed Eulerian one, is that numerical dispersion, associated with the advective fluxes of extensive quantities, are eliminated. The methodology presented in the article shows how the Eulerian–Lagrangian formulation is written in terms of the relatively small number of primary variables of a transport problem. © 1997 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 13: 505–530, 1997     

An Eulerian‐Lagrangian method for option pricing in finance

This article is devoted to the development and application of an Eulerian‐Lagrangian method (ELM) for the solution of the Black‐Scholes partial differential equation for the valuation of European option contracts. This method fully utilizes the transient behavior of the governing equations and generates very accurate option's fair values and their derivatives also known as option Greeks, even if coarse spatial grids and large time steps are used. Numerical experiments on two standard option contracts are presented which show that the ELM method (favorably) compares in terms of accuracy and efficiency to many other well‐perceived methods. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 293–329, 2007     

A monotone conservative Eulerian–Lagrangian scheme for reaction‐diffusion‐convection equations modeling chemotaxis

A numerical method for convection dominated diffusion problems, that exploits the use of characteristics, is derived and analyzed. It is shown to preserve positivity of solutions and be locally mass conserving. Stability, consistency and order one convergence are verified. Because of the way in which it determines characteristic pre‐images of grid cells, the method can be easily implemented for 1‐, 2‐, or 3‐dimensional problems on rectangular grids.© 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2007     

A uniform optimal‐order estimate for an Eulerian‐Lagrangian discontinuous Galerkin method for transient advection–diffusion equations

We prove an optimal‐order error estimate in a weighted energy norm for the Eulerian‐Lagrangian discontinuous Galerkin method for unsteady‐state advection–diffusion equations with general inflow and outflow boundary conditions. It is well‐known that these problems admit dynamic fronts with interior and boundary layers. The estimate holds uniformly with respect to the vanishing diffusion coefficient. © 2008 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2009     

Eulerian-Lagrangian localized adjoint methods for convection-diffusion equations and their convergence analysis

We develop and analyze Eulerian-Lagrangian localized adjointmethods (ellam) for convection-diffusion problems. The formulationuses space-time elements, with edges oriented along Lagrangianflow paths, in a time-marching scheme, where space-time testfunctions are chosen to satisfy a local adjoint condition. Thisallows Eulerian-Lagrangian concepts to be applied in a systematicmass-conservative manner to problems with general boundary conditions.In one space dimension with constant velocity, all combinationsof inflow and outflow Dirichlet, Neumann, or flux boundary conditionsare carefully considered, compared and discussed based on bothanalysis and numerical experiments. In some cases, the discreteunknowns include influxes, outfluxes, or resolution of the outflowingsolution finer than the time-step size. Optimal-order errorestimates in all cases and some superconvergence results areobtained. Numerical results show the strong potential of thesemethods and verify the theoretical estimates. Implementationsfor variable-coefficient problems in one and multiple spacedimensions, considered in detail elsewhere, are outlined.     

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     

An Eulerian‐Lagrangian control volume scheme for two‐dimensional unsteady advection‐diffusion problems

We develop a mass conservative Eulerian‐Lagrangian control volume scheme (ELCVS) for the solution of the transient advection‐diffusion equations in two space dimensions. This method uses finite volume test functions over the space‐time domain defined by the characteristics within the framework of the class of Eulerian‐Lagrangian localized adjoint characteristic methods (ELLAM). It, therefore, maintains the advantages of characteristic methods in general, and of this class in particular, which include global mass conservation as well as a natural treatment of all types of boundary conditions. However, it differs from other methods in that class in the treatment of the mass storage integrals at the previous time step defined on deformed Lagrangian regions. This treatment is especially attractive for orthogonal rectangular Eulerian grids composed of block elements. In the algorithm, each deformed region is approximated by an eight‐node region with sides drawn parallel to the Eulerian grid, which significantly simplifies the integration compared with the approach used in finite volume ELLAM methods, based on backward tracking, while retaining local mass conservation at no additional expenses in terms of accuracy or CPU consumption. This is verified by numerical tests which show that ELCVS performs as well as standard finite volume ELLAM methods, which have previously been shown to outperform many other well‐received classes of numerical methods for the equations considered. © 2011 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2012     

A locally conservative Eulerian‐Lagrangian control‐volume method for transient advection‐diffusion equations

Characteristic methods generally generate accurate numerical solutions and greatly reduce grid orientation effects for transient advection‐diffusion equations. Nevertheless, they raise additional numerical difficulties. For instance, the accuracy of the numerical solutions and the property of local mass balance of these methods depend heavily on the accuracy of characteristics tracking and the evaluation of integrals of piecewise polynomials on some deformed elements generally with curved boundaries, which turns out to be numerically difficult to handle. In this article we adopt an alternative approach to develop an Eulerian‐Lagrangian control‐volume method (ELCVM) for transient advection‐diffusion equations. The ELCVM is locally conservative and maintains the accuracy of characteristic methods even if a very simple tracking is used, while retaining the advantages of characteristic methods in general. Numerical experiments show that the ELCVM is favorably comparable with well‐regarded Eulerian‐Lagrangian methods, which were previously shown to be very competitive with many well‐perceived methods. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2005     

An Eulerian‐Lagrangian substructuring domain decomposition method for unsteady‐state advection‐diffusion equations

We develop an Eulerian‐Lagrangian substructuring domain decomposition method for the solution of unsteady‐state advection‐diffusion transport equations. This method reduces to an Eulerian‐Lagrangian scheme within each subdomain and to a type of Dirichlet‐Neumann algorithm at subdomain interfaces. The method generates accurate and stable solutions that are free of artifacts even if large time‐steps are used in the simulation. Numerical experiments are presented to show the strong potential of the method. © 2001 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 17:565–583, 2001     

An Eulerian‐Lagrangian Concept for the Numerical Simulation of Flat Steady‐State Hot Rolling Processes

For the finite element analysis of stationary flat hot rolling processes, a new and efficient mathematical model was developed. The method is based on an intermediary Eulerian‐Lagrangian concept, where an Eulerian coordinate is employed in the rolling direction, while Lagrangian coordinates are used in the direction of the thickness and width of the strip. This approach yields an efficient algorithm, where the time is eliminated as an independent variable in the steady‐state case. Further, the vector of independent field variables consists of a velocity component in Eulerian and of displacement components in Lagrangian directions. Due to this concept, the free surface deformations can be accounted for directly and the problems encountered with pure Eulerian or Lagrangian models now appear with reduced complexity and can thus be tackled more easily. The general formalism was applied to different practical hot rolling situations, ranging from thick slabs to ultra‐thin hot strips. (© 2004 WILEY‐VCH Verlag GmbH & Co. KGaA, Weinheim)     

A nonconventional Eulerian‐Lagrangian single‐node collocation method with Hermite polynomials for unsteady‐state advection‐diffusion equations

We developed a nonconventional Eulerian‐Lagrangian single‐node collocation method (ELSCM) with piecewise‐cubic Hermite polynomials as basis functions for the numerical simulation to unsteady‐state advection‐diffusion transport partial differential equations. This method greatly reduces the number of unknowns in the conventional collocation method, and generates accurate numerical solutions even if very large time steps are taken. The method is relatively easy to formulate. Numerical experiments are presented to show the strong potential of this method. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 19: 271–283, 2003.     

An Eulerian‐Lagrangian single‐node collocation method for transient advection‐diffusion equations in multiple space dimensions

We developed a nonconventional Eulerian‐Lagrangian single‐node collocation method for transient advection‐diffusion transport partial differential equations in multiple space dimensions. This method greatly reduces the number of unknowns in conventional collocation method, generates accurate numerical solutions, and allows large time steps to be used in numerical simulations. We perform numerical experiments to show the strong potential of the method. © 2003 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 20: 284–301, 2004     

Deformations of adjoint orbits for semisimple Lie algebras and Lagrangian submanifolds

We give a coadjoint orbit's diffeomorphic deformation between the classical semisimple case and the semi-direct product given by a Cartan decomposition. The two structures admit the Hermitian symplectic form defined in a semisimple complex Lie algebra. We provide some applications such as the constructions of Lagrangian submanifolds.     

Partitioned penalty methods for the transport equation in the evolutionary Stokes–Darcy‐transport problem

There has been a surge of work on models for coupling surface‐water with groundwater flows which is at its core the Stokes–Darcy problem, as well as methods for uncoupling the problem into subdomain, subphysics solves. The resulting (Stokes–Darcy) fluid velocity is important because the flow transports contaminants. The numerical analysis and algorithm development for the evolutionary transport problem has, however, focused on a quasi‐static Stokes–Darcy model and a single domain (fully coupled) formulation of the transport equation. This report presents a numerical analysis of a partitioned method for contaminant transport for the fully evolutionary system. The algorithm studied is unconditionally stable with one subdomain solve per step. Numerical experiments are given using the proposed algorithm that investigates the effects of the penalty parameters on the convergence of the approximations.     

Modeling and analysis of reactive solute transport in deformable channels with wall adsorption–desorption

We show well posedness for a model of nonlinear reactive transport of chemical in a deformable channel. The channel walls deform due to fluid–structure interaction between an unsteady flow of an incompressible, viscous fluid inside the channel and elastic channel walls. Chemical solutes, which are dissolved in the viscous, incompressible fluid, satisfy a convection–diffusion equation in the bulk fluid, while on the deforming walls, the solutes undergo nonlinear adsorption–desorption physico‐chemical reactions. The problem addresses scenarios that arise, for example, in studies of drug transport in blood vessels. We show the existence of a unique weak solution with solute concentrations that are non‐negative for all times. The analysis of the problem is carried out in the context of semi‐linear parabolic PDEs on moving domains. The arbitrary Lagrangian–Eulerian approach is used to address the domain movement, and the Galerkin method with the Picard–Lindelöf theorem is used to prove existence and uniqueness of approximate solutions. Energy estimates combined with the compactness arguments based on the Aubin–Lions lemma are used to prove convergence of the approximating sequences to the unique weak solution of the problem. It is shown that the solution satisfies the positivity property, that is, that the density of the solute remains non‐negative at all times, as long as the prescribed fluid domain motion is ‘reasonable’. This is the first well‐posedness result for reactive transport problems defined on moving domains of this type. Copyright © 2015 John Wiley & Sons, Ltd.