A transformation‐free HOC scheme for steady convection–diffusion on non‐uniform grids

A higher order compact (HOC) finite difference solution procedure has been proposed for the steady two‐dimensional (2D) convection–diffusion equation on non‐uniform orthogonal Cartesian grids involving no transformation from the physical space to the computational space. Effectiveness of the method is seen from the fact that for the first time, an HOC algorithm on non‐uniform grid has been extended to the Navier–Stokes (N–S) equations. Apart from avoiding usual computational complexities associated with conventional transformation techniques, the method produces very accurate solutions for difficult test cases. Besides including the good features of ordinary HOC schemes, the method has the advantage of better scale resolution with smaller number of grid points, with resultant saving of memory and CPU time. Gain in time however may not be proportional to the decrease in the number of grid points as grid non‐uniformity imparts asymmetry to some of the associated matrices which otherwise would have been symmetric. The solution procedure is also highly robust as it computes complex flows such as that in the lid‐driven square cavity at high Reynolds numbers (Re), for which no HOC results have so far been seen. Copyright © 2004 John Wiley & Sons, Ltd.     

Fourth‐ and tenth‐order compact finite difference solutions of perturbed circular vortex flows

In this study, high‐order compact finite difference calculations are reported for 2D unsteady incompressible circular vortex flow in primitive variable formulation. The fourth‐order Runge–Kutta temporal discretization is used together with fourth‐ or tenth‐order compact spatial discretization. Dependent on the perturbation initially imposed, the solutions display a tripole, triangular or square vortex. The comparison of the predictions with the detailed spectral calculations of Kloosterziel and Carnevale (J. Fluid Mech. 1999; 388 :217–257) shows that the vorticity fields are very well captured. The spectral resolution of the present method was quantified from the decomposition of the vorticity distribution in its azimuthal components and compared with reported spectral results. Using identical grid resolution to the reference results yields negligible differences in the main features of the flow. The perturbation amplitude and its first harmonic are virtually identical to the reference results for both fourth‐ or tenth‐order spatial discretization, as theoretically expected but seldom a posteriori verified. The differences between the two spatial discretizations appear only for coarser grids, favouring the tenth‐order discretization. Copyright © 2005 John Wiley & Sons, Ltd.     

Fourier analysis of several finite difference schemes for the one‐dimensional unsteady convection–diffusion equation

This paper reports a comparative study on the stability limits of nine finite difference schemes to discretize the one‐dimensional unsteady convection–diffusion equation. The tested schemes are: (i) fourth‐order compact; (ii) fifth‐order upwind; (iii) fourth‐order central differences; (iv) third‐order upwind; (v) second‐order central differences; and (vi) first‐order upwind. These schemes were used together with Runge–Kutta temporal discretizations up to order six. The remaining schemes are the (vii) Adams–Bashforth central differences, (viii) the Quickest and (ix) the Leapfrog central differences. In addition, the dispersive and dissipative characteristics of the schemes were compared with the exact solution for the pure advection equation, or simple first or second derivatives, and numerical experiments confirm the Fourier analysis. The results show that fourth‐order Runge–Kutta, together with central schemes, show good conditional stability limits and good dispersive and dissipative spectral resolution. Overall the fourth‐order compact is the recommended scheme. Copyright © 2001 John Wiley & Sons, Ltd.     

Oscillations in high‐order finite difference solutions of stiff problems on non‐uniform grids

This work investigates the mitigation and elimination of scheme‐related oscillations generated in compact and classical fourth‐order finite difference solutions of stiff problems, represented here by the Burgers and Reynolds equations. The regions where severe gradients are anticipated are refined by the use of subdomains where the grid is distributed according to a geometric progression. It is observed that, for multi‐domain solutions, both the classical and compact fourth‐order finite difference schemes can exhibit spurious oscillations. When present, the oscillations are initially generated around the interface between the uniform and non‐uniform grid subdomains. Based on a thorough study of the grid distribution effects, it is shown that the numerical oscillations are caused by inadequate geometric progression ratios within the non‐uniformly discretized subdomains. Indeed, accurate solutions are obtainable if and only if the grid ratios in the non‐uniform subdomains are greater than a critical threshold ratio. It is concluded that high‐order classical and compact schemes can be used with confidence to efficiently solve one‐ or two‐dimensional problems whose solutions exhibit sharp gradients in very thin regions, provided that the numerically generated oscillations are eliminated by an appropriate choice of grid distribution within the non‐uniformly discretized subdomains. Copyright © 1999 John Wiley & Sons, Ltd.     

Fourth‐order accurate compact‐difference discretization method for Helmholtz and incompressible Navier–Stokes equations

A fourth‐order accurate solution method for the three‐dimensional Helmholtz equations is described that is based on a compact finite‐difference stencil for the Laplace operator. Similar discretization methods for the Poisson equation have been presented by various researchers for Dirichlet boundary conditions. Here, the complicated issue of imposing Neumann boundary conditions is described in detail. The method is then applied to model Helmholtz problems to verify the accuracy of the discretization method. The implementation of the solution method is also described. The Helmholtz solver is used as the basis for a fourth‐order accurate solver for the incompressible Navier–Stokes equations. Numerical results obtained with this Navier–Stokes solver for the temporal evolution of a three‐dimensional instability in a counter‐rotating vortex pair are discussed. The time‐accurate Navier–Stokes simulations show the resolving properties of the developed discretization method and the correct prediction of the initial growth rate of the three‐dimensional instability in the vortex pair. Copyright © 2004 John Wiley & Sons, Ltd.     

Fourth‐order finite difference scheme for the incompressible Navier–Stokes equations in a disk

We develop an efficient fourth‐order finite difference method for solving the incompressible Navier–Stokes equations in the vorticity‐stream function formulation on a disk. We use the fourth‐order Runge–Kutta method for the time integration and treat both the convection and diffusion terms explicitly. Using a uniform grid with shifting a half mesh away from the origin, we avoid placing the grid point directly at the origin; thus, no pole approximation is needed. Besides, on such grid, a fourth‐order fast direct method is used to solve the Poisson equation of the stream function. By Fourier filtering the vorticity in the azimuthal direction at each time stage, we are able to increase the time step to a reasonable size. The numerical results of the accuracy test and the simulation of a vortex dipole colliding with circular wall are presented. Copyright © 2003 John Wiley & Sons, Ltd.     

A finite volume scheme preserving extremum principle for convection–diffusion equations on polygonal meshes

We propose a nonlinear finite volume scheme for convection–diffusion equation on polygonal meshes and prove that the discrete solution of the scheme satisfies the discrete extremum principle. The approximation of diffusive flux is based on an adaptive approach of choosing stencil in the construction of discrete normal flux, and the approximation of convection flux is based on the second‐order upwind method with proper slope limiter. Our scheme is locally conservative and has only cell‐centered unknowns. Numerical results show that our scheme can preserve discrete extremum principle and has almost second‐order accuracy. Copyright © 2017 John Wiley & Sons, Ltd.     

Compact finite difference schemes on non‐uniform meshes. Application to direct numerical simulations of compressible flows

In this paper, the development of a fourth‐ (respectively third‐) order compact scheme for the approximation of first (respectively second) derivatives on non‐uniform meshes is studied. A full inclusion of metrics in the coefficients of the compact scheme is proposed, instead of methods using Jacobian transformation. In the second part, an analysis of the numerical scheme is presented. A numerical analysis of truncation errors, a Fourier analysis completed by stability calculations in terms of both semi‐ and fully discrete eigenvalue problems are presented. In those eigenvalue problems, the pure convection equation for the first derivative, and the pure diffusion equation for the second derivative are considered. The last part of this paper is dedicated to an application of the numerical method to the simulation of a compressible flow requiring variable mesh size: the direct numerical simulation of compressible turbulent channel flow. Present results are compared with both experimental and other numerical (DNS) data in the literature. The effects of compressibility and acoustic waves on the turbulent flow structure are discussed. Copyright © 1999 John Wiley & Sons, Ltd.     

A hybrid Padé ADI scheme of higher‐order for convection–diffusion problems

A high‐order Padé alternating direction implicit (ADI) scheme is proposed for solving unsteady convection–diffusion problems. The scheme employs standard high‐order Padé approximations for spatial first and second derivatives in the convection‐diffusion equation. Linear multistep (LM) methods combined with the approximate factorization introduced by Beam and Warming (J. Comput. Phys. 1976; 22 : 87–110) are applied for the time integration. The approximate factorization imposes a second‐order temporal accuracy limitation on the ADI scheme independent of the accuracy of the LM method chosen for the time integration. To achieve a higher‐order temporal accuracy, we introduce a correction term that reduces the splitting error. The resulting scheme is carried out by repeatedly solving a series of pentadiagonal linear systems producing a computationally cost effective solver. The effects of the approximate factorization and the correction term on the stability of the scheme are examined. A modified wave number analysis is performed to examine the dispersive and dissipative properties of the scheme. In contrast to the HOC‐based schemes in which the phase and amplitude characteristics of a solution are altered by the variation of cell Reynolds number, the present scheme retains the characteristics of the modified wave numbers for spatial derivatives regardless of the magnitude of cell Reynolds number. The superiority of the proposed scheme compared with other high‐order ADI schemes for solving unsteady convection‐diffusion problems is discussed. A comparison of different time discretizations based on LM methods is given. Copyright © 2009 John Wiley & Sons, Ltd.     

Finite analytic boundary condition for a higher‐order finite analytic scheme

A higher‐order finite analytic scheme based on one‐dimensional finite analytic solutions is used to discretize three‐dimensional equations governing turbulent incompressible free surface flow. In order to preserve the accuracy of the numerical scheme, a new, finite analytic boundary condition is proposed for an accurate numerical solution of the partial differential equation. This condition has higher‐order accuracy. Thus, the same order of accuracy is used for the boundary. Boundary conditions were formulated and derived for fluid inflow, outflow, impermeable surfaces and symmetry planes. The derived boundary conditions are treated implicitly and updated with the solution of the problem. The basic idea for the derivation of boundary conditions was to use the discretized form of the governing equations for the fluid flow simplified on the boundaries and flow information. To illustrate the influence of the higher‐order effects at the boundaries, another, lower‐order finite analytic boundary condition, is suggested. The simulations are performed to demonstrate the validity of the present scheme and boundary conditions for a Wigley hull advancing in calm water. Copyright © 2005 John Wiley & Sons, Ltd.     

Development of a class of multiple time‐stepping schemes for convection–diffusion equations in two dimensions

In this paper we present a class of semi‐discretization finite difference schemes for solving the transient convection–diffusion equation in two dimensions. The distinct feature of these scheme developments is to transform the unsteady convection–diffusion (CD) equation to the inhomogeneous steady convection–diffusion‐reaction (CDR) equation after using different time‐stepping schemes for the time derivative term. For the sake of saving memory, the alternating direction implicit scheme of Peaceman and Rachford is employed so that all calculations can be carried out within the one‐dimensional framework. For the sake of increasing accuracy, the exact solution for the one‐dimensional CDR equation is employed in the development of each scheme. Therefore, the numerical error is attributed primarily to the temporal approximation for the one‐dimensional problem. Development of the proposed time‐stepping schemes is rooted in the Taylor series expansion. All higher‐order time derivatives are replaced with spatial derivatives through use of the model differential equation under investigation. Spatial derivatives with orders higher than two are not taken into account for retaining the linear production term in the convection–diffusion‐reaction differential system. The proposed schemes with second, third and fourth temporal accuracy orders have been theoretically explored by conducting Fourier and dispersion analyses and numerically validated by solving three test problems with analytic solutions. Copyright © 2006 John Wiley & Sons, Ltd.     

Bubble‐based stabilized finite element methods for time‐dependent convection–diffusion–reaction problems

In this paper, we propose a numerical algorithm for time‐dependent convection–diffusion–reaction problems and compare its performance with the well‐known numerical methods in the literature. Time discretization is performed by using fractional‐step θ‐scheme, while an economical form of the residual‐free bubble method is used for the space discretization. We compare the proposed algorithm with the classical stabilized finite element methods over several benchmark problems for a wide range of problem configurations. The effect of the order in the sequence of discretization (in time and in space) to the quality of the approximation is also investigated. Numerical experiments show the improvement through the proposed algorithm over the classical methods in either cases. Copyright © 2016 John Wiley & Sons, Ltd.     

Two‐dimensional compact finite difference immersed boundary method

We present a compact finite differences method for the calculation of two‐dimensional viscous flows in biological fluid dynamics applications. This is achieved by using body‐forces that allow for the imposition of boundary conditions in an immersed moving boundary that does not coincide with the computational grid. The unsteady, incompressible Navier–Stokes equations are solved in a Cartesian staggered grid with fourth‐order Runge–Kutta temporal discretization and fourth‐order compact schemes for spatial discretization, used to achieve highly accurate calculations. Special attention is given to the interpolation schemes on the boundary of the immersed body. The accuracy of the immersed boundary solver is verified through grid convergence studies. Validation of the method is done by comparison with reference experimental results. In order to demonstrate the application of the method, 2D small insect hovering flight is calculated and compared with available experimental and computational results. Copyright © 2009 John Wiley & Sons, Ltd.     

A finite element solution to turbulent diffusion in a convective boundary layer

A second-order closure turbulence model is used to simulate the plume behaviour of a passive contaminant dispersed in a convective boundary layer. A time-splitting finite element scheme is used to solve the set of partial differential equations. It is shown that the second-order closure model compares favourably with recent findings from laboratories, wind-tunnel experiments and large-eddy simulations. We also compare the second-order closure model with the commonly used K-diffusion model for the same meteorological conditions. Case studies also show the effects of model parameters and turbulence variables on the plume behaviour.     

A new weighted upwind finite volume element method based on non‐standard covolume for time‐dependent convection–diffusion problems

In modern numerical simulation of problems in energy resources and environmental science, it is important to develop efficient numerical methods for time‐dependent convection–diffusion problems. On the basis of nonstandard covolume grids, we propose a new kind of high‐order upwind finite volume element method for the problems. We first prove the stability and mass conservation in the discrete forms of the scheme. Optimal second‐order error estimate in L₂‐norm in spatial step is then proved strictly. The scheme is effective for avoiding numerical diffusion and nonphysical oscillations and has second‐order accuracy. Numerical experiments are given to verify the performance of the scheme. Copyright © 2013 John Wiley & Sons, Ltd.     

High‐order finite difference schemes for incompressible flows

This paper presents a new high‐order approach to the numerical solution of the incompressible Stokes and Navier–Stokes equations. The class of schemes developed is based upon a velocity–pressure–pressure gradient formulation, which allows: (i) high‐order finite difference stencils to be applied on non‐staggered grids; (ii) high‐order pressure gradient approximations to be made using standard Padé schemes, and (iii) a variety of boundary conditions to be incorporated in a natural manner. Results are presented in detail for a selection of two‐dimensional steady‐state test problems, using the fourth‐order scheme to demonstrate the accuracy and the robustness of the proposed methods. Furthermore, extensions to higher orders and time‐dependent problems are illustrated, whereas the extension to three‐dimensional problems is also discussed. Copyright © 2010 John Wiley & Sons, Ltd.     

Reduced‐order modeling for nonlocal diffusion problems

In several settings, diffusive behavior is observed to not follow the rate of spread predicted by parabolic partial differential equations (PDEs) such as the heat equation. Such behaviors, often referred to as anomalous diffusion, can be modeled using nonlocal equations for which points at a finite distance apart can interact. An example of such models is provided by fractional derivative equations. Because of the nonlocal interactions, discretized nonlocal systems have less sparsity, often significantly less, compared with corresponding discretized PDE systems. As such, the need for reduced‐order surrogates that can be used to cheaply determine approximate solutions is much more acute for nonlocal models compared with that for PDEs. In this paper, we consider the construction, application, and testing of proper orthogonal decomposition (POD) reduced models for an integral equation model for nonlocal diffusion. For certain modeling parameters, the model we consider allows for discontinuous solutions and includes fractional Laplacian kernels as a special case. Preliminary computational results illustrate the potential of using POD to obtain accurate approximations of solutions of nonlocal diffusion equations at much lower costs compared with, for example, standard finite element methods. Copyright © 2016 John Wiley & Sons, Ltd.     

Positivity‐preserving,flux‐limited finite‐difference and finite‐element methods for reactive transport

A new class of positivity‐preserving, flux‐limited finite‐difference and Petrov–Galerkin (PG) finite‐element methods are devised for reactive transport problems.The methods are similar to classical TVD flux‐limited schemes with the main difference being that the flux‐limiter constraint is designed to preserve positivity for problems involving diffusion and reaction. In the finite‐element formulation, we also consider the effect of numerical quadrature in the lumped and consistent mass matrix forms on the positivity‐preserving property. Analysis of the latter scheme shows that positivity‐preserving solutions of the resulting difference equations can only be guaranteed if the flux‐limited scheme is both implicit and satisfies an additional lower‐bound condition on time‐step size. We show that this condition also applies to standard Galerkin linear finite‐element approximations to the linear diffusion equation. Numerical experiments are provided to demonstrate the behavior of the methods and confirm the theoretical conditions on time‐step size, mesh spacing, and flux limiting for transport problems with and without nonlinear reaction. Copyright © 2003 John Wiley & Sons, Ltd.     

A class of higher order compact schemes for the unsteady two‐dimensional convection–diffusion equation with variable convection coefficients

A class of higher order compact (HOC) schemes has been developed with weighted time discretization for the two‐dimensional unsteady convection–diffusion equation with variable convection coefficients. The schemes are second or lower order accurate in time depending on the choice of the weighted average parameter μ and fourth order accurate in space. For 0.5?μ?1, the schemes are unconditionally stable. Unlike usual HOC schemes, these schemes are capable of using a grid aspect ratio other than unity. They efficiently capture both transient and steady solutions of linear and nonlinear convection–diffusion equations with Dirichlet as well as Neumann boundary condition. They are applied to one linear convection–diffusion problem and three flows of varying complexities governed by the two‐dimensional incompressible Navier–Stokes equations. Results obtained are in excellent agreement with analytical and established numerical results. Overall the schemes are found to be robust, efficient and accurate. Copyright © 2002 John Wiley & Sons, Ltd.