A WAVE EQUATION MODEL TO SOLVE THE MULTIDIMENSIONAL TRANSPORT EQUATION

The wave equation model, originally developed to solve the advection–diffusion equation, is extended to the multidimensional transport equation in which the advection velocities vary in space and time. The size of the advection term with respect to the diffusion term is arbitrary. An operator-splitting method is adopted to solve the transport equation. The advection and diffusion equations are solved separate ly at each time step. During the advection phase the advection equation is solved using the wave equation model. Consistency of the first-order advection equation and the second-order wave equation is established. A finite element method with mass lumping is employed to calculate the three-dimensional advection of both a Gaussian cylinder and sphere in both translational and rotational flow fields. The numerical solutions are accurate in comparison with the exact solutions. The numerical results indicate that (i) the wave equation model introduces minimal numerical oscillation, (ii) mass lumping reduces the computational costs and does not significantly degrade the numerical solutions and (iii) the solution accuracy is relatively independent of the Courant number provided that a stability constraint is satisfied. © 1997 by John Wiley & Sons, Ltd.     

Investigation of use of reach-back characteristics method for 2D dispersion equation

The use of the Holly-Preissmann two-point scheme has been very popular for the calculation of the dispersion equation. The key to this scheme is to use the characteristics method incorporating the Hermite cubic interpolation technique to approximate the trajectory foot of the characteristics. This method can avoid the excessive numerical damping and oscillation associated with most finite difference schemes for advection computation. On the basis of the fundamental idea of the Holly-Preissmann two-point scheme, a new technique is introduced herein for the computation of the two-dimensional dispersion equation. This new scheme allows the characteristics projecting back several time steps to fall on the spatial or temporal axis, while the characteristics foot is still solved by the Holly-Preissmann two-point method. The diffusion portion of the dispersion equation is solved by the commonly used Crank-Nicholson method. The calculation for these two processes consisting of advection and diffusion is carried out separately but consecutively in one time step, a method known as the split operator algorithm. A hypothetical model was constructed to demonstrate the applicability of this new technique for the calculation of the pure advection and dispersion equation in two dimensions.     

An operator splitting algorithm for the three-dimensional advection–diffusion equation

Operator splitting algorithms are frequently used for solving the advection–diffusion equation, especially to deal with advection dominated transport problems. In this paper an operator splitting algorithm for the three-dimensional advection–diffusion equation is presented. The algorithm represents a second-order-accurate adaptation of the Holly and Preissmann scheme for three-dimensional problems. The governing equation is split into an advection equation and a diffusion equation, and they are solved by a backward method of characteristics and a finite element method, respectively. The Hermite interpolation function is used for interpolation of concentration in the advection step. The spatial gradients of concentration in the Hermite interpolation are obtained by solving equations for concentration gradients in the advection step. To make the composite algorithm efficient, only three equations for first-order concentration derivatives are solved in the diffusion step of computation. The higher-order spatial concentration gradients, necessary to advance the solution in a computational cycle, are obtained by numerical differentiations based on the available information. The simulation characteristics and accuracy of the proposed algorithm are demonstrated by several advection dominated transport problems. © 1998 John Wiley & Sons, Ltd.     

A least-squares procedure for the solution of transport problems

In this paper a least-squares formulation associated with a conjugate gradient algorithm is proposed for the solution of transport problems. In this procedure the advection–diffusion equation is first discretized in time using an implicit scheme. At each time step the resulting partial differential equation is replaced by an optimal control problem. This minimization problem involves the minimization of a functional defined via a state equation. This functional is chosen in order to force the numerical solution of the advection–diffusion equation to be equal to the hyperbolic advective part of this equation. The effectiveness of the method is shown through a one-dimensional example involving advective and diffusive transport. No oscillation and high accuracy have been obtained for the entire range of Peclet numbers with a Courant number well in excess of unity.     

Retrospective time integral scheme and its applications to the advection equation

To put more information into a difference scheme of a differential equation for making an accurate prediction, a new kind of time integration scheme, known as the retrospective (RT) scheme, is proposed on the basis of the memorial dynamics. Stability criteria of the scheme for an advection equation in certain conditions are derived mathematically. The computations for the advection equation have been conducted with its RT scheme. It is shown that the accuracy of the scheme is much higher than that of the leapfrog (LF) difference scheme. The project supported by the National Key Program for Developing Basic Sciences (G1999043408 and G1998040901-1) and the National Natural Sciences Foundation of China (40175024 and 40035010)     

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.     

Numerical and Meta-Modeling of Nitrate Transport Reduced by Nano-Fe/Cu Particles in Packed Sand Column

The aim of this study is to simulate the transport of degraded nitrate by nano-Fe/Cu particles in the length of a packed sand column. A meta-modeling approach based on the adaptive neuro-fuzzy inference system (ANFIS) method and a finite volume modeling of the 1D advection?Cdispersion?Creaction equation (ADRE) have been used for simulation of this system. A mixed order kinetic reaction model (Monod-type kinetics) has been used for sink/source term in ADRE. In the ANFIS modeling, three scenarios have been designed to determine the model??s optimum set of input?Coutput variables. The comparison results show that in spite of capability of the ANFIS as a powerful tool for data-oriented modeling, the physical-based model for advection?Cdispersion?Creaction phenomena is more efficient in nitrate transport simulation in the presence of nano-Fe/Cu particles.     

Accurate and efficient simulation of transport in multidimensional flow

A new numerical method to obtain high‐order approximations of the solution of the linear advection equation in multidimensional problems is presented. The proposed conservative formulation is explicit and based on a single updating step. Piecewise polynomial spatial discretization using Legendre polynomials provides the required spatial accuracy. The updating scheme is built from the functional approximation of the exact solution of the advection equation and a direct evaluation of the resulting integrals. The numerical details for the schemes in one and two spatial dimensions are provided and validated using a set of numerical experiments. Test cases have been oriented to the convergence and the computational efficiency analysis of the schemes. Copyright © 2009 John Wiley & Sons, Ltd.     

A comparative study of the performance of high resolution advection schemes in the context of data assimilation

High resolution advection schemes have been developed and studied to model propagation of flows involving sharp fronts and shocks. So far the impact of these schemes in the framework of inverse problem solution has been studied only in the context of linear models. A detailed study of the impact of various slope limiters and the piecewise parabolic method (PPM) on data assimilation is the subject of this work, using the nonlinear viscous Burgers equation in 1?D. Also provided are results obtained in 2?D using a global shallow water equations model. The results obtained in this work may point out to suitability of these advection schemes for data assimilation in more complex higher dimensional models. Copyright © 2005 John Wiley & Sons, Ltd.     

Maintaining the stability of a leapfrog scheme in the presence of source terms

The instability encountered by applying the upwind leapfrog method to the advection equation having a source term is resolved. The source term is eliminated by transforming the governing equation. Two types of transformation are examined and the method of the space transformation leads to a stable and accurate scheme for the one‐dimensional advection equation. The method is also extended to the two‐dimensional acoustic equations in polar co‐ordinates. Copyright © 2003 John Wiley & Sons, Ltd.     

Conservative monotone streamline upwind formulation using simplex elements

A streamline upwind formulation is presented for the treatment of the advection terms in the general transport equation. The formulation is monotone and conservative and is based on the discontinuous nature of the advection mechanism. The results of there benchmark test cases for the full range of flow Peclet numbers are presented. The new formulation is shown to accurately model the advection phenomenon with significantly smaller numerical diffusion than the existing methods. The results are also free of all spatial oscillations. Considerable savings in computer storage and execution time have been achieved by employing the three-noded triangular element for which exact integrations exist. The formulation is straightforward and can be readily incorporated into any finite element code using the conventional Galerkin approach.     

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.     

On the use of the reach-back characteristics method for calculation of dispersion

The Holly-Preissmann two-point finite difference scheme (HP method) has been popularly used for solving the advection equation. The key idea of this scheme is to solve the dependent variable (i.e. the concentration for the pollutant transport problem) by the method of characteristics with the use of cubic interpolation on the spatial axis. The interpolating polynomials of higher order are constructed by use of the dependent variable and its derivatives at two adjacent grid points. In this paper a new interpolating technique is introduced for incorporation with the Holly-Preissmann two-point method. The new method is denoted herein as the Holly-Preissmann reach-back method (HPRB) and allows the characteristics to project back several time steps beyond the present time level. Through stability analyses it has been observed that the increase of the reach-back time step numbers for the characteristics indeed reduces the numerical damping and dispersive phenomena. A schematic model has been constructed to demonstrate the merits of this new technique for the calculation of the pure advection and dispersion equations. Numerical experiments and comparisons with analytical solutions which support and demonstrate this new technique are presented.     

Efficient solving method for unsteady incompressible interfacial flow problems

Unsteady interfacial problems, considered in an Eulerian form, are studied. The phenomena are modeled using the incompressible viscous Navier–Stokes equations to get the velocity field and an advection equation to predict interface evolutions. The momentum equation is solved by means of an implicit hybrid augmented Lagrangian–Projection method, whereas an explicit characteristic method coupled with a TVD SUPERBEE scheme is applied to the advection equation. The velocity components and the pressure are discretized on staggered grids with finite volumes. Emphasis is on the accuracy and robustness of the techniques described before. A precise explanation on the validation phase will be given, which uses such tests as the advection of a step function or Zalesak's problem to improve the calculation of the interface. The global approach is used on a physically hard interfacial test with strong disparities between viscosities and densities. Copyright © 1999 John Wiley & Sons, Ltd.     

Homogenization and Enhancement for the G—Equation

We consider the so-called G-equation, a level set Hamilton–Jacobi equation used as a sharp interface model for flame propagation, perturbed by an oscillatory advection in a spatio-temporal periodic environment. Assuming that the advection has suitably small spatial divergence, we prove that, as the size of the oscillations diminishes, the solutions homogenize (average out) and converge to the solution of an effective anisotropic first-order (spatio-temporal homogeneous) level set equation. Moreover, we obtain a rate of convergence and show that, under certain conditions, the averaging enhances the velocity of the underlying front. We also prove that, at scale one, the level sets of the solutions of the oscillatory problem converge, at long times, to the Wulff shape associated with the effective Hamiltonian. Finally, we also consider advection depending on position at the integral scale.     

Calculation of Ship Sinkage and Trim Using a Finite Element Method and Unstructured Grids

An unstructured grid-based, parallel free-surface flow solver has been extended to account for sinkage and trim effects in the calculation of steady ship waves. The overall scheme of the solver combines a finite-element, equal-order, projection-type three-dimensional incompressible flow solver with a finite element, two-dimensional advection equation solver for the free surface equation. The sinkage and trim, wave profiles, and wave drag computed using the present approach are in good agreement with experimental measurements for two hull forms at a wide range of Froude numbers. Numerical predictions indicate significant differences between the wave drag for a ship fixed in at-rest position and free to sink and trim, in agreement with experimental observations.     

Water quality control by bank placement based on optimal control and finite element method

This paper presents a method for quality control by bank placement based on an optimal control theory and the finite element method. The shallow water equation is employed for the analysis of the flow condition and the advection‐diffusion equation is used for the analysis of pollutant concentration. The optimal control theory is utilized to obtain a control value for the objective state value. The shear‐slip mesh update method which is suitable for the rotational problem of body is employed. To solve the optimization problem, the time domain decomposition method is applied as a technique of storage requirements reduction. The Sakawa–Shindo method is employed as a minimization technique. The Crank–Nicolson method is applied to the temporal discretization. A method for optimal control of bank placement has been presented. Copyright © 2003 John Wiley & Sons, Ltd.     

High‐order 𝒞1 finite‐element interpolating schemes—Part I: Semi‐Lagrangian linear advection

This paper is devoted to the development of accurate high‐order interpolating schemes for semi‐Lagrangian advection. The characteristic‐Galerkin formulation is obtained by using a semi‐Lagrangian temporal discretization of the total derivative. The semi‐Lagrangian method requires high‐order interpolators for accuracy. A class of ??¹ finite‐element interpolating schemes is developed and two semi‐Lagrangian methods are considered by tracking the feet of the characteristic lines either from the interpolation or from the integration nodes. Numerical stability and analytical results quantifying the amount of artificial viscosity induced by the two methods are presented in the case of the one‐dimensional linear advection equation, based on the modified equation approach. Results of test problems to simulate the linear advection of a cosine hill illustrate the performance of the proposed approach. Copyright © 2007 John Wiley & Sons, Ltd.     

Non-symmetric CG-like schemes and the finite element solution of the advection–dispersion equation

Seven leading iterative methods for non-symmetric linear systems (GMRES, BCG, QMR, CGS, Bi-CGSTAB, TFQMR and CGNR) are compared in the specific context of solving the advection–dispersion equation by a classic approach: The space derivatives are approximated by linear finite elements while an implicit scheme is used to integrate the time derivatives. Convergence formulas that predict the behaviour of the iterative methods as a function of the discretization parameters are developed and validated by experiments. It is shown that all methods converge nicely when the coefficent matrix of the linear system is close to normal and the finite element approximation of the advection–dispersion equation yields accurate results.     

Fully discrete arbitrary-order schemes for a model parabolic equation

A fully discrete methodology is investigated from which two-level, explicit, arbitrary-order, conservative numerical schemes for a model parabolic equation can be derived. To illustrate this, fully discrete three-, five-, seven- and nine-point conservative numerical schemes are presented, revealing that a higher-order scheme has a better stability condition. A method from which high-order numerical schemes for a scalar advection-diffusion equation can be developed is discussed. This method is based on high-order schemes of both the advection and diffusion equations.