Process splitting of the boundary conditions for the advection–dispersion equation

Rational strategies are considered for the specification of the intermediate boundary condition at an inflow boundary where process splitting (fractional steps) is adopted in solving the advection–dispersion equation. Three lowest-order methods are initially considered and evaluation is based on comparisons with an analytical solution. For flow and dispersion parameter ranges typical of rivers and estuaries, the given boundary condition for the complete advection–dispersion equation at the end of the complete time step provides a satisfactory estimate of the intermediate boundary value. This was further confirmed by the development and evaluation of two higher-order methods. These required non-centred discrete approximations for spatial derivatives, which offset any special advantages from the higher truncation error order.     

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.     

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.     

Refining the submesh strategy in the two‐level finite element method: application to the advection–diffusion equation

We introduce a new submesh strategy for the two‐level finite element method. The numerical results show that the new submesh is able to better capture the boundary layer which is caused by the choice of bubble functions. The effect of an improved approximation of the residual free bubbles is studied for the advective–diffusive equation. Copyright © 2002 John Wiley & Sons, Ltd.     

Robust semidirect finite difference methods for solving the Navier–Stokes and energy equations

Semidirect solution techniques can be an effective alternative to the more conventional iterative approaches used in many finite difference methods. This paper summarizes several semidirect techniques which generally have not been applied to the Navier–Stokes and energy equations in finite difference form. The methods presented use both successive substitution and Jacobian-based updates as well as two variations of Broyden's full matrix update. A hybrid method is also presented, as is a norm-reducing search technique that can be used to enhance the convergence characteristics of any semidirect approach. These methods have been compared with the well known iterative methods SIMPLE and SIMPLER. The comparison was performed on the natural convection and driven cavity problems. The semidirect methods proved to be reliably convergent without the need for a priori specification of variable under-relaxation factors, which was necessary with the iterative methods. Natural convection and driven cavity solutions have been readily obtained with the proposed methods for Rayleigh and Reynolds numbers up to 10⁹ and 10⁶ respectively. Of the semidirect techniques, the hybrid approach was the most robust. From an arbitrary zero initial guess this method was able to obtain a solution to the natural convection problem for Rayleigh numbers three orders of magnitude larger than was possible with the Newton-Raphson update. The computational effort required by the semidirect methods is comparable to that required by the iterative methods; however, the memory requirements can be significantly greater.     

Numerical solution of reaction–diffusion equations by compact operators and modified equation methods

A system of reaction–diffusion equations which governs the propagation of an ozone decomposition laminar flame in Lagrangian co-ordinates is analysed by means of compact operators and modified equation methods. It is shown that the use of fourth-order accurate compact operators yields very accurate solutions if sufficient numbers of grid points are located at the flame front, where very steep gradients of temperature and species concentrations exist. Modified equation methods are shown to impose a restriction on the time step under certain conditions. The solutions obtained by means of compact operators and modified equation methods are compared with solutions obtained by other methods; good agreement is obtained.     

A survey of some second-order difference schemes for the steady-state convection–diffusion equation

This paper presents a survey of several finite difference schemes for the steady-state convection–diffusion equation in one and two dimensions. Most difference schemes have O(h2) truncation error. The behaviour of these schemes on a one-dimensional model problem is analysed in detail, especially for the case when convection dominates diffusion. It is concluded that none of these schemes is universally second order. One recently proposed scheme is found to yield highly inaccurate solutions for the case of practical interest, i.e. when convection dominates diffusion. Extensions to two and threedimensions are also discussed.     

Finite difference streamline diffusion method using nonconforming space for incompressible time-dependent Navier-Stokes equations

This paper proposes a new nonconforming finite difference streamline diffusion method to solve incompressible time-dependent Navier-Stokes equations with a high Reynolds number. The backwards difference in time and the Crouzeix-Raviart （CR） element combined with the P0 element in space are used. The result shows that this scheme has good stabilities and error estimates independent of the viscosity coefficient.     

Uniformly valid solution of limit cycle of the Duffing–van der Pol equation

The limit cycle of the Duffing–van der Pol equation is studied. By considering the product of the frequency ω of the limit cycle and the coefficient ε as an independent parameter μ=εω, an equivalent equation is obtained and then solved by Liao’s homotopy analysis method. The frequency ω is deduced as a function of μ and δ. This function provides us with an algebraic equation for ω, according to which we have an analytical approximation for the frequency. Numerical examples show that the attained approximation is very accurate. More importantly, the results are uniformly valid for all positive values of ε.     

Finite element solution of the Orr–Sommerfeld equation using high precision Hermite elements: plane Poiseuille flow

This paper presents a comprehensive review of the numerical techniques used during the past half century and their accuracy in hydrodynamic stability analysis of plane parallel flows. The paper also describes a finite element solution of the Orr–Sommerfeld equation using high precision Hermite elements. A stability analysis technique is performed by imposing an infinitesimal perturbation to the laminar base flow to determine the thresholds of neutral instabilities or the growth rate of the perturbation for any Reynolds and wave numbers. Validation of the present numerical technique is performed for plane Poiseuille flow. The numerical results, obtained with uniform and nonuniform meshes, show excellent agreement with the most accurate results available in the literature. Copyright © 2004 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.     

Finite difference scheme for the solution of fluid flow problems on non‐staggered grids

A new finite difference methodology is developed for the solution of computational fluid dynamics problems that do not require the use of staggered grid systems. Previous successful and robust non‐staggered methods, which used primitive variables and mass conservation in order to solve the pressure field, either interpolate cell‐face velocities or interpolate the pressure gradients in a special way, usually with an upwind‐bias to avoid the problem of odd–even coupling between the velocity and pressure fields. The new methodology presented does not detail a ‘special interpolation procedure for a primitive variable’, however, it manages to avoid the problem of odd–even coupling. The odd–even coupling is avoided by applying fourth‐order dissipation to the pressure field. It is shown that this approach can be regarded as a modified Rhie and Chow scheme. The method is implemented using a SIMPLE‐type algorithm and is applied to two test problems: laminar flow over a backward‐facing step and laminar flow in a square cavity with a driven lid. Good agreement is obtained between the numerical solutions and the corresponding benchmark solutions. The pressure dissipation term was found to successfully suppress wiggles in the pressure field. Copyright © 2000 John Wiley & Sons, Ltd.     

Numerical solution of the steady incompressible Navier—Stokes equations for the flow past a sphere by a multigrid defect correction technique

A nested non-linear multigrid algorithm is developed to solve the Navier–Stokes equations which describe the steady incompressible flow past a sphere. The vorticity–streamfunction formulation of the Navier–Stokes equations is chosen. The continuous operators are discretized by an upwind finite difference scheme. Several algorithms are tested as smoothing steps. The multigrid method itself provides only a first-order-accurate solution. To obtain at least second-order accuracy, a defect correction iteration is used as outer iteration. Results are reported for Re = 50, 100, 400 and 1000.     

A fully implicit direct Newton's method for the steady-state Navier–Stokes equations

Newton's method and banded Gaussian elimination can be a CPU efficient method for steady-state solutions to two-dimensional Navier–Stokes equations. In this paper we look at techniques that increase the radius of convergence of Newton's method, reduce the number of times the Jacobian must be factored, and simplify evaluation of the Jacobian. The driven cavity and natural convection problems are used as test problems, and finite volume discretization is employed.     

Spectral methods for the viscoelastic time-dependent flow equations with applications to Taylor–Couette flow

The time evolution of finite amplitude axisymmetric perturbations (Taylor cells) to the purely azimuthal, viscoelastic, cylindrical Couette flow was numerically simulated. Two time integration numerical methods were developed, both based on a pseudospectral spatial approximation of the variables, efficiently implemented using fast Poisson solvers and optimal filtering routines. The first method, applicable for finite Re numbers, is based on a time-splitting integration with the divergence-free condition enforced through an influence matrix technique. The second one, is based on a semi-implicit time integration of the constitutive equation with both the continuity and the momentum equations enforced as constraints. Stability results for an upper convected Maxwell fluid were obtained for the supercritical bifurcations, either steady or time-periodic, developed after the onset of instabilities in the primary flow. At small elasticity values, ? ≡ De/Re, the time integration of finite amplitude disturbances confirms the stability of the single branch of steady Taylor cells. At intermediate ? values the rotating wave family of time-periodic solutions developed at the onset of instability is stable, whereas the standing wave is found to be unstable. At high ? values, and in particular for the limit of creeping flow (? = ∞), the present study shows that the rotating wave family is unstable and the standing (radial) wave is stable, in agreement with previous finite-element investigations. It is thus shown that spectral techniques provide a robust and computationally efficient method for the simulation of complex, non-linear, time-dependent viscoelastic flows.