A block‐centered finite difference method for Darcy–Forchheimer model with variable Forchheimer number

A block‐centered finite difference scheme is introduced to solve the nonlinear Darcy–Forchheimer equation with variable Forchheimer number, in which the velocity and pressure can be approximated simultaneously. For variable Forchheimer number the second‐order error estimates for both pressure and velocity are established on nonuniform rectangular grid. An iteration process is given to solve the nonlinear system. Numerical experiments using the scheme show the consistency of the convergence rates of the presented methods with the theoretical analysis. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1603–1622, 2015     

The method of mixed volume element‐characteristic mixed volume element and its numerical analysis for three‐dimensional slightly compressible two‐phase displacement

Numerical simulation of oil‐water two‐phase displacement is a fundamental problem in energy mathematics. The mathematical model for the compressible case is defined by a nonlinear system of two partial differential equations: (1) a parabolic equation for pressure and (2) a convection‐diffusion equation for saturation. The pressure appears within the saturation equation, and the Darcy velocity controls the saturation. The flow equation is solved by the conservative mixed volume element method. The order of the accuracy is improved by the Darcy velocity. The conservative mixed volume element with characteristics is applied to compute the saturation, that is, the diffusion is discretized by the mixed volume element and convection is computed by the method of characteristics. The method of characteristics has strong computational stability at sharp fronts and avoids numerical dispersion and nonphysical oscillation. Small time truncation error and accuracy are obtained through this method. The mixed volume element simulates diffusion, saturation, and the adjoint vector function simultaneously. By using the theory and technique of a priori estimates of differential equations, convergence of the optimal second order in norm is obtained. Numerical examples are provided to show the effectiveness and viability of this method. This method provides a powerful tool for solving challenging benchmark problems.     

A new combined finite element‐upwind finite volume method for convection‐dominated diffusion problems

In this article, we develop a combined finite element‐weighted upwind finite volume method for convection‐dominated diffusion problems in two dimensions, which discretizes the diffusion term with the standard finite element scheme, and the convection and source terms with the weighted upwind finite volume scheme. The developed method leads to a totally new scheme for convection‐dominated problems, which overcomes numerical oscillation, avoids numerical dispersion, and has high‐order accuracy. Stability analyses of the scheme are given for the problems with constant coefficients. Numerical experiments are presented to illustrate the stability and optimal convergence of our proposed method. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 799–818, 2016     

On dispersion of settling particles from an elevated source in an open-channel flow

Longitudinal dispersion of suspended particles with settling velocity in a turbulent shear flow over a rough-bed surface is investigated numerically when the settling particles are released from an elevated continuous line-source. A combined scheme of central and four-point upwind differences is used to solve the steady turbulent convection–diffusion equation and the alternating direction implicit (ADI) method is adopted for the unsteady equation. It is shown how the mixing of settling particles is influenced by the ‘log-wake law’ velocity and the corresponding eddy diffusivity when the initial distribution of concentration is regarded as a line-source. The concentration profiles for the steady-state conditions agree well with the existing experimental data and some other numerical results when the settling velocity is zero. The behaviours of iso-concentration lines in the vertical plane for different releasing heights are studied in terms of the relative importance of convection, eddy diffusion and settling velocity.     

A finite volume method on general meshes for a degenerate parabolic convection–reaction–diffusion equation

We propose a finite volume method on general meshes for the discretization of a degenerate parabolic convection–reaction–diffusion equation. Equations of this type arise in many contexts, such as for example the modeling of contaminant transport in porous media. The diffusion term, which can be anisotropic and heterogeneous, is discretized using a recently developed hybrid mimetic mixed framework. We construct a family of discretizations for the convection term, which uses the hybrid interface unknowns. We consider a wide range of unstructured possibly nonmatching polyhedral meshes in arbitrary space dimension. The scheme is fully implicit in time, it is locally conservative and robust with respect to the Péclet number. We obtain a convergence result based upon a priori estimates and the Fréchet–Kolmogorov compactness theorem. We implement the scheme both in two and three space dimensions and compare the numerical results obtained with the upwind and the centered discretizations of the convection term numerically.     

A new residual posteriori error estimates of mixed finite element methods for convection‐diffusion‐reaction equations

We propose and analyze a new technique for developing residual‐based a posteriori error estimates over the stress and scalar displacement error for the lowest‐order Raviart–Thomas mixed finite element discretizations of convection‐diffusion‐reaction equations in two‐dimension space. The new technique is based on the abstract error estimates, the postprocessed approximation of the scalar displacement, and on the construction of an auxiliary problem. We consider the centered and upwind‐weighted mixed schemes, and concentrate the attention on the presence of an inhomogeneous and an anisotropic diffusion‐dispersion tensor and on a possible convection dominance. Global upper bounds can be directly computed on the base of the solution of the mixed schemes without any additional cost. Local lower bounds without any saturation assumption, hold from the case where convection or reaction are not present to convection‐ or reaction‐dominated equations, and their local efficiency depends on local or global variations in coefficients similar to Péclect number. Numerical experiments are reported to show the competitive behavior of the proposed posteriori error estimates, and to confirm the theoretical findings. © 2013 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 30: 593–624, 2014     

An upwind center difference parallel method and numerical analysis for the displacement problem with moving boundary

A nonlinear coupled mathematical system of two‐phase seepage flow displacement is discussed in this paper including an elliptic equation for the pressure and a convection‐dominated diffusion equation for the saturation. In fact, the boundary of an underground region where the fluid flows through is nonstationary. So a moving boundary should be considered. The saturation equation is convection‐dominated, therefore the method of upwind finite difference is introduced for the accurate computation. The upwind approximation could eliminate numerical oscillation and strong stability is shown. Since the computational work of saturation is larger than the pressure, the authors apply a parallel method, decomposing the whole domain into several nonoverlapping subdomains, to simplify the computation. A domain decomposition method coupled with upwind differences is presented for the saturation. The pressure equation is discretized by a five‐point center finite difference method. By using a transformation and defining new inner products and norms, error estimates in l² norm is discussed. Finally, two experimental tests are given to illustrate the efficiency and accuracy of the parallel algorithm.     

Decoupled energy‐law preserving numerical schemes for the Cahn–Hilliard–Darcy system

We study two novel decoupled energy‐law preserving and mass‐conservative numerical schemes for solving the Cahn‐Hilliard‐Darcy system which models two‐phase flow in porous medium or in a Hele–Shaw cell. In the first scheme, the velocity in the Cahn–Hilliard equation is treated explicitly so that the Darcy equation is completely decoupled from the Cahn–Hilliard equation. In the second scheme, an intermediate velocity is used in the Cahn–Hilliard equation which allows for the decoupling. We show that the first scheme preserves a discrete energy law with a time‐step constraint, while the second scheme satisfies an energy law without any constraint and is unconditionally stable. Ample numerical experiments are performed to gauge the efficiency and robustness of our scheme. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 32: 936–954, 2016     

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     

THE UPWIND FINITE ELEMENT SCHEME AND MAXIMUM PRINCIPLE FOR NONLINEAR CONVECTION-DIFFUSION PROBLEM

In this paper, a kind of partial upwind finite element scheme is studied for twodimensional nonlinear convection-diffusion problem. Nonlinear convection term approximated by partial upwind finite element method considered over a mesh dual to the triangular grid, whereas the nonlinear diffusion term approximated by Galerkin method. A linearized partial upwind finite element scheme and a higher order accuracy scheme are constructed respectively. It is shown that the numerical solutions of these schemes preserve discrete maximum principle. The convergence and error estimate are also given for both schemes under some assumptions. The numerical results show that these partial upwind finite element scheme are feasible and accurate.     

Construction of locally conservative fluxes for the SUPG method

We consider the construction of locally conservative fluxes by means of a simple postprocessing technique obtained from the finite element solutions of advection diffusion equations. It is known that a naive calculation of fluxes from these solutions yields nonconservative fluxes. We consider two finite element methods: the usual continuous Galerkin finite element method for solving nondominating advection diffusion equations and the streamline upwind/Petrov‐Galerkin method for solving advection dominated problems. We then describe the postprocessing technique for constructing conservative fluxes from the numerical solutions of the general variational formulation. The postprocessing technique requires solving an auxiliary Neumann boundary value problem on each element independently and it produces a locally conservative flux on a vertex centered dual mesh relative to the finite element mesh. We provide a convergence analysis for the postprocessing technique. Performance of the technique and the convergence behavior are demonstrated through numerical examples including a set of test problems for advection diffusion equations, advection dominated equations, and drift‐diffusion equations. © 2015 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1971–1994, 2015     

Multilevel numerical solutions of convection‐dominated diffusion problems by spline wavelets

In this article, we utilize spline wavelets to establish an adaptive multilevel numerical scheme for time‐dependent convection‐dominated diffusion problems within the frameworks of Galerkin formulation and Eulerian‐Lagrangian localized adjoint methods (ELLAM). In particular, we shall use linear Chui‐Quak semi‐orthogonal wavelets, which have explicit expressions and compact supports. Therefore, both the diffusion term and boundary conditions in the convection‐diffusion problems can be readily handled. Strategies for efficiently implementing the scheme are discussed and numerical results are interpreted from the viewpoint of nonlinear approximation. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq, 2006     

Domain decomposition for a parabolic convection‐diffusion problem

A two‐dimensional convection‐diffusion problem of parabolic type is considered. A multidomain decomposition algorithm with nonoverlapping subdomains based on a upwind scheme and on a piecewise equidistant mesh is investigated. Uniform in a perturbation parameter convergence properties of the algorithm are established. Numerical experiments complement the theoretical results. © 2006 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

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.     

An upwinding cell‐centered method with piecewise constant velocity over covolumes

We analyze as a covolume method an upwinding cell‐centered method derived from a mixed formulation of the convection–diffusion equation. The covolume method uses primal and dual partitions of the problem domain to assign degrees of freedom and is a natural generalization of the well known MAC (Marker and Cell) method. The concentration is cell‐centered (piecewise constant with respect to the primal partition), and the velocity is covolume‐ or co‐cell centered (piecewise constant with respect to the dual partition). Convergence results are demonstrated in the L² norm. © 1999 John Wiley & Sons, Inc. Numer Methods Partial Differential Eq 15: 49–62, 1999     

A weak Galerkin finite element method for a coupled Stokes‐Darcy problem

In this article, we introduce and analyze a weak Galerkin finite element method for numerically solving the coupling of fluid flow with porous media flow. Flows are governed by the Stokes equations in primal velocity‐pressure formulation and Darcy equation in the second order primary formulation, respectively, and the corresponding transmission conditions are given by mass conservation, balance of normal forces, and the Beavers‐Joseph‐Saffman law. By using the weak Galerkin approach, we consider the two‐dimensional problem with the piecewise constant elements for approximations of the velocity, pressure, and hydraulic head. Stability and optimal error estimates are obtained. Finally, we provide several numerical results illustrating the good performance of the proposed scheme and confirming the optimal order of convergence provided by the weak Galerkin approximation. © 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1352–1373, 2017     

Reconstructing unknown nonlinear boundary conditions in a time‐fractional inverse reaction–diffusion–convection problem

This paper has focused on unknown functions identification in nonlinear boundary conditions of an inverse problem of a time‐fractional reaction–diffusion–convection equation. This inverse problem is generally ill‐posed in the sense of stability, that is, the solution of problem does not depend continuously on the input data. Thus, a combination of the mollification regularization method with Gauss kernel and a finite difference marching scheme will be introduced to solve this problem. The generalized cross‐validation choice rule is applied to find a suitable regularization parameter. The stability and convergence of the numerical method are investigated. Finally, two numerical examples are provided to test the effectiveness and validity of the proposed approach.     

First‐Order system least squares for generalized‐Newtonian coupled Stokes‐Darcy flow

The coupled problem for a generalized Newtonian Stokes flow in one domain and a generalized Newtonian Darcy flow in a porous medium is studied in this work. Both flows are treated as a first‐order system in a stress‐velocity formulation for the Stokes problem and a volumetric flux‐hydraulic potential formulation for the Darcy problem. The coupling along an interface is done using the well‐known Beavers–Joseph–Saffman interface condition. A least squares finite element method is used for the numerical approximation of the solution. It is shown that under some assumptions on the viscosity the error is bounded from above and below by the least squares functional. An adaptive refinement strategy is examined in several numerical examples where boundary singularities are present. Due to the nonlinearity of the problem a Gauss–Newton method is used to iteratively solve the problem. It is shown that the linear variational problems arising in the Gauss–Newton method are well posed. © 2014 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 31: 1150–1173, 2015     

A fast numerical method for solving coupled Burgers' equations

A new fast numerical scheme is proposed for solving time‐dependent coupled Burgers' equations. The idea of operator splitting is used to decompose the original problem into nonlinear pure convection subproblems and diffusion subproblems at each time step. Using Taylor's expansion, the nonlinearity in convection subproblems is explicitly treated by resolving a linear convection system with artificial inflow boundary conditions that can be independently solved. A multistep technique is proposed to rescue the possible instability caused by the explicit treatment of the convection system. Meanwhile, the diffusion subproblems are always self‐adjoint and coercive at each time step, and they can be efficiently solved by some existing preconditioned iterative solvers like the preconditioned conjugate galerkin method, and so forth. With the help of finite element discretization, all the major stiffness matrices remain invariant during the time marching process, which makes the present approach extremely fast for the time‐dependent nonlinear problems. Finally, several numerical examples are performed to verify the stability, convergence and performance of the new method.© 2017 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 33: 1823–1838, 2017