Dynamics of liquid membranes. II: Adaptive finite difference methods

Two domain-adaptive finite difference methods are presented and applied to study the dynamic response of incompressible, inviscid, axisymmetric liquid membranes subject to imposed sinusoidal pressure oscillations. Both finite difference methods map the time-dependent physical domain whose downstream boundary is unknown onto a fixed computational domain. The location of the unknown time-dependent downstream boundary of the physical domain is determined from the continuity equation and results in an integrodifferential equation which is non-linearly coupled with the partial differential equations which govern the conservation of mass and linear momentum and the radius of the liquid membrane. One of the finite difference methods solves the non-conservative form of the governing equations by means of a block implicit iterative method. This method possesses the property that the Jacobian matrix of the convection fluxes has an eigenvalue of algebraic multiplicity equal to four and of geometric multiplicity equal to one. The second finite difference procedure also uses a block implicit iterative method, but the governing equations are written in conservation law form and contain an axial velocity which is the difference between the physical axial velocity and the grid speed. It is shown that these methods yield almost identical results and are more accurate than the non-adaptive techniques presented in Part I. It is also shown that the actual value of the pressure coefficient determined from linear analyses can be exceeded without affecting the stability and convergence of liquid membranes if the liquid membranes are subjected to sinusoidal pressure variations of sufficiently high frequencies.     

A Dorodnitsyn finite element formulation for laminar boundary layer flow

The Dorodnitsyn boundary later formulation is given a finite element interpretation and found to generate very accurate and economical solutions when combined with an implicit, non-iterative marching scheme in the downstream direction. The algorithm is of order (Δ²u, Δx) whether linear or quadratic elements are used across the boundary layer. Solutions are compared with a Dorodnitsyn spectral formulation and a conventional finite difference formulation for three Falkner-Skan pressure gradient cases and the flow over a circular cylinder. With quadratic elements the Dorodnitsyn finite element formulation is approximately five times more efficient than the conventional finite difference formulation.     

On Taylor weak statement finite element methods for computational fluid dynamics

A Taylor series augmentation of a weak statement (a ‘Taylor weak statement’ or ‘Taylor-Galerkin’ method) is used to systematically reduce the dispersion error in a finite element approximation of the one-dimensional transient advection equation. A frequency analysis is applied to determine the phase velocity of semi-implicit linear, quadratic and cubic basis one-dimensional finite element methods and of several comparative finite difference/finite volume algorithms. The finite element methods analysed include both Galerkin and Taylor weak statements. The frequency analysis is used to obtain an improved linear basis Taylor weak statement finite element algorithm. Solutions are reported for verification problems in one and two dimensions and are compared with finite volume solutions. The improved finite element algorithms have sufficient phase accuracy to achieve highly accurate linear transient solutions with little or no artificial diffusion.     

结构动力响应数值算法耗散和超调特性设计

对结构动力响应数值计算问题提出引入多个自由参数来获得所希望的算法特性. 多参数的一个明显的好处就是在算法设计上有更大的自由空间. 利用这些自由参数获得了两个新的无条件稳定、有二阶精度的、有好的耗散和没有超调的单步时间直接积分算法. 在存在阻尼情况下基于有限差分分析理论证明了新算法的这些特性. 其中一个有高频渐进消去特性,且在有阻尼情况下与Houbolt方法相比对高频有更强的耗散. 另一个在低频极限无耗散,高频耗散可以用一自由参数控制. 超调分析结果显示两个新算法都不显示超调,而HHT方法不仅有速度超调,还有位移超调. 最后使用一些算例并通过与传统方法的比较数值地验证了理论分析结果.     

Comments on Three-point explicit compact difference scheme with arbitrary order of accuracy and its application in CFD

The explicit compact difference scheme,proposed in Three-point explicit compact difference scheme with arbitrary order of accuracy and its application in CFD by Lin et al.,published in Applied Mathematics and Mechanics (English Edition),2007,28(7),943-953,has the same performance as the conventional finite difference schemes.It is just another expression of the conventional finite difference schemes. The proposed expression does not have the advantages of a compact difference scheme. Nonetheless,we can more easily obtain and implement compared with the conventional expression in which the coefficients can only be obtained by solving equations,especially for higher accurate schemes.     

三维对流扩散方程的高精度全隐式多重网格方法

提出了数值求解三维非定常变系数对流扩散方程的一种高精度全隐紧致差分格式,该格式在空间上具有四阶精度,时间具有二阶精度。为了克服传统迭代法在每一个时间步上迭代求解隐格式时收敛速度慢的缺点,采用多重网格加速技术,建立了适用于本文高精度全隐紧致格式的多重网格算法,从而大大加快了迭代收敛速度。数值实验结果验证了本文方法的精确性、稳定性和对高网格雷诺数问题的强适应性。     

Convergence and exact solutions of spline finite strip method using unitary transformation approach

The spline finite strip method(PSM) is one of the most popular numerical methods for analyzing prismatic structures.Efficacy and convergence of the method have been demonstrated in previous studies by comparing only numerical results with analytical results of some benchmark problems.To date,no exact solutions of the method or its explicit forms of error terms have been derived to show its convergence analytically. As such,in this paper,the mathematical exact solutions of spline finite strips in the plat...     

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.     

Adaptive methods of lines for one-dimensional reaction-diffusion equations

Adaptive and non-adaptive finite difference methods are used to study one-dimensional reaction-diffusion equations whose solutions are characterized by the presence of steep, fast-moving flame fronts. Three non-adaptive techniques based on the methods of lines are described. The first technique uses a finite volume method and yields a system of non-linear, first-order, ordinary differential equations in time. The second technique uses time linearization, discretizes the time derivatives and yields a linear, second-order, ordinary differential equation in space, which is solved by means of three-point, fourth-order accurate, compact differences. The third technique takes advantage of the disparity in the time scales of the reaction and diffusion processes, splits the reaction--diffusion operator into a sequence of reaction and diffusion operators and solves the diffusion operator by means of either a finite volume method or a three-point, fourth-order accurate compact difference expression. The non-adaptive methods of lines presented in this paper may use equaliy or non-equally spaced fixed grids and require a large number of grid points to solve accurately one-dimensional problems characterized by the presence of steep, fast-moving fronts. Three adaptive methods for the solution of reaction-diffusion equations are considered. The first adaptive technique is static and uses a subequidistribution principle to determine the grid points, avoid mesh tangling and node overtaking and obtain smooth grids. The second adaptive technique is dynamic, uses an equidistribution principle with spatial and temporal smoothing and yields a system of first-order, non-linear, ordinary differential equations for the grid point motion. The third adaptive technique is hybrid, combines some features of static and dynamic methods, and uses a predictor-corrector strategy to predict the grid and solve for the dependent variables, respectively. The three adaptive techniques presented in this paper use physical co-ordinates and may employ finite volume or three-point, compact methods. The adaptive and non-adaptive finite difference methods presented in the paper are used to study a decomposition chemical reaction characterized by a scalar, one-dimensional reaction-diffusion equation, the propagation of a one-dimensional, confined, laminar flame in Cartesian co-ordinates and the Dwyer-Sanders model of one-dimensional flame propagation. It is shown that the adaptive moving method presented in this paper requires a smaller number of grid points than adaptive static, adaptive hybrid and non-adaptive methods. The adaptive hybrid method requires a smaller time step than adaptive static techniques, due to the lag between the grid prediction and the solution of the dependent variables. Non-adaptive methods of lines may yield temperature oscillations in front of and behind the flame front if Crank-Nicolson techniques are used to evaluate the time derivatives. Fourth-order accurate methods of lines in space yield larger temperature oscillations than second-order accurate methods of lines, and the magnitude of these oscillations decreases as the time step is decreased. It is also shown that three-point, fourth-order accurate discretizations of the spatial derivatives require the same number of grid points as second-order accurate, finite volume methods, in order to resolve accurately the structure of steep, fast-moving flame fronts.     

A compact finite difference method for solving Burgers' equation

In this paper, a high‐order accurate compact finite difference method using the Hopf–Cole transformation is introduced for solving one‐dimensional Burgers' equation numerically. The stability and convergence analyses for the proposed method are given, and this method is shown to be unconditionally stable. To demonstrate efficiency, numerical results obtained by the proposed scheme are compared with the exact solutions and the results obtained by some other methods. The proposed method is second‐ and fourth‐order accurate in time and space, respectively. Copyright © 2009 John Wiley & Sons, Ltd.     

Numerical solution of the incompressible Navier–Stokes equations with an upwind compact difference scheme

A new finite difference method for the discretization of the incompressible Navier–Stokes equations is presented. The scheme is constructed on a staggered‐mesh grid system. The convection terms are discretized with a fifth‐order‐accurate upwind compact difference approximation, the viscous terms are discretized with a sixth‐order symmetrical compact difference approximation, the continuity equation and the pressure gradient in the momentum equations are discretized with a fourth‐order difference approximation on a cell‐centered mesh. Time advancement uses a three‐stage Runge–Kutta method. The Poisson equation for computing the pressure is solved with preconditioning. Accuracy analysis shows that the new method has high resolving efficiency. Validation of the method by computation of Taylor's vortex array is presented. Copyright © 1999 John Wiley & Sons, Ltd.     

On uniformly accurate high‐order Boussinesq difference equations for water waves

A new accurate finite‐difference (AFD) numerical method is developed specifically for solving high‐order Boussinesq (HOB) equations. The method solves the water‐wave flow with much higher accuracy compared to the standard finite‐difference (SFD) method for the same computer resources. It is first developed for linear water waves and then for the nonlinear problem. It is presented for a horizontal bottom, but can be used for variable depth as well. The method can be developed for other equations as long as they use Padé approximation, for example extensions of the parabolic equation for acoustic wave problems. Finally, the results of the new method and the SFD method are compared with the accurate solution for nonlinear progressive waves over a horizontal bottom that is found using the stream function theory. The agreement of the AFD to the accurate solution is found to be excellent compared to the SFD solution. Copyright © 2005 John Wiley & Sons, Ltd.     

各向异性复合材料尖劈和接头的奇性应力指数研究

提出了一个新的、基于位移的、求解三维尖劈端部奇性应力指数问题的非协调元特征分析法。该方法假定尖劈端部邻域内的位移场没有采用奇异变换技术，导出虚功方程的出发点不同于过去原有求解裂纹尖端近似场的有限元特征分析法，在有限元离散时采用的单元形式为非协调元。文中运用该方法给出了若干求解各向异性复合材料尖劈／接头端部奇性应力指数的算例。所有的计算结果表明，本文方法能够求解复杂尖劈／接头的全部奇性应力指数，使用的单元少而且精度高。     

A comparison of numerical methods applied to non-linear adsorption columns

Eight numerical schemes (first-order upstream finite difference, MacCormack, explicit Taylor–Galerkin, random choice, flux-corrected transport, ENO, TVD, and Euler–Lagrange methods) are compared on the basis of their computational efficiency for one-dimensional non-linear convection–diffusion problems. For the ideal chromatographic equation for which an exact solution exists, errors plotted against computational times show that the best methods are the random choice, Euler–Lagrange and flux-corrected MacCormack methods. Even when significant diffusion is added to the model, steep gradients are possible because of non-linearities. In such an instance, the random choice and flux-corrected transport methods give the best performance. One can now tackle more complicated problems and refer to this comparative study in order to choose an adequate numerical method which will provide sufficiently accurate results at a reasonable cost.     

High order methods for acoustic scattering: Coupling farfield expansions ABC with deferred-correction methods

Arbitrary high order numerical methods for time-harmonic acoustic scattering problems originally defined on unbounded domains are constructed. This is done by coupling recently developed high order local absorbing boundary conditions (ABCs) with finite difference methods for the Helmholtz equation. These ABCs are based on exact representations of the outgoing waves by means of farfield expansions. The finite difference methods, which are constructed from a deferred-correction (DC) technique, approximate the Helmholtz equation and the ABCs, with the appropriate number of terms, to any desired order. As a result, high order numerical methods with an overall order of convergence equal to the order of the DC schemes are obtained. A detailed construction of these DC finite difference schemes is presented. Additionally, a rigorous proof of the consistency of the DC schemes with the Helmholtz equation and the ABCs in polar coordinates is also given. The results of several numerical experiments corroborate the high order convergence of the novel method.     

三类随机系统广义概率密度演化方程的解析解

近年来逐步发展的概率密度演化方法理论为随机动力系统的分析与控制研究提供了新的途径.过去若干年来,已经发展了一系列数值方法如有限差分法、无网格法用于求解广义概率密度演化方程.但是,针对典型随机系统,关于这一方程解析解尚比较缺乏.本文以李群方法为工具,研究给出了Van der Pol振子、Riccati方程和Helmholtz振子3类典型随机非线性系统的广义概率密度演化方程解析解.这些结果,不仅可以作为检验求解广义概率密度演化方程的数值方法结果正确性的判别依据,也为概率密度演化理论的进一步深入研究提供了若干分析实例.      

Numerical simulation of viscoelastic flow through a sudden contraction using a type dependent difference method

Numerical simulation of the flow of upper convected Maxwell fluid through a planar 4:1 contraction has been performed using type dependent difference approximation of the vorticity equation. For creeping flow assumption, the numerical convergence has been achieved up to much higher values of the elasticity parameter than those obtained by conventional finite difference methods. For non-vanishing Reynolds number flow, it is shown that the corner vortices disappear, which is in good qualitative agreement with existing experimental results. In doing so, spatial distributions of stream function, vorticity and stresses are considered in relation to a change of type of vorticity.     

The designing approach of difference schemes by controlling the remainder‐effect

In this paper, based on the idea of the ‘modified partial differential equation’, a new designing approach to explicit finite difference schemes for the Burgers equation and PDE is proposed. The approach differs from other constructured methods in such a way that it considers the requests of the numerical dissipation and dispersion coefficients first. This method is much more constructional and directional. The results of numerical tests indicate that the method is quite successful. Copyright © 1999 John Wiley & Sons, Ltd.     

KdV方程孤立子及其相互作用的Petrov-Galerkin有限元数值模拟

本文给出一种Petrov-Galerkin有限元方法,并用以求Kdv方程各种初值问题的数值解,包括孤立波进波解,多个孤立于的相互作用,孤立子与振荡尾波等,所得结果与分析解及其它数值结果作了比较,表明本方法精度高、稳定性好,几乎没有高频伪振荡,计算程序简洁、明瞭,经济实用。