Stable fractional Chebyshev differentiation matrix for the numerical solution of multi-order fractional differential equations

This paper presents an algorithm to obtain numerically stable differentiation matrices for approximating the left- and right-sided Caputo-fractional derivatives. The proposed differentiation matrices named fractional Chebyshev differentiation matrices are obtained using stable recurrence relations at the Chebyshev–Gauss–Lobatto points. These stable recurrence relations overcome previous limitations of the conventional methods such as the size of fractional differentiation matrices due to the exponential growth of round-off errors. Fractional Chebyshev collocation method as a framework for solving fractional differential equations with multi-order Caputo derivatives is also presented. The numerical stability of spectral methods for linear fractional-order differential equations (FDEs) is studied by using the proposed framework. Furthermore, the proposed fractional Chebyshev differentiation matrices obtain the fractional-order derivative of a function with spectral convergence. Therefore, they can be used in various spectral collocation methods to solve a system of linear or nonlinear multi-ordered FDEs. To illustrate the true advantages of the proposed fractional Chebyshev differentiation matrices, the numerical solutions of a linear FDE with a highly oscillatory solution, a stiff nonlinear FDE, and a fractional chaotic system are given. In the first, second, and forth examples, a comparison is made with the solution obtained by the proposed method and the one obtained by the Adams–Bashforth–Moulton method. It is shown the proposed fractional differentiation matrices are highly efficient in solving all the aforementioned examples.     

An implicit pseudo‐spectral multi‐domain method for the simulation of incompressible flows

A pseudo‐spectral method for the solution of incompressible flow problems based on an iterative solver involving an implicit treatment of linearized convective terms is presented. The method allows the treatment of moderately complex geometries by means of a multi‐domain approach and it is able to cope with non‐constant fluid properties and non‐orthogonal problem domains. In addition, the fully implicit scheme yields improved stability properties as opposed to semi‐implicit schemes commonly employed. Key components of the method are a Chebyshev collocation discretization, a special pressure–correction scheme, and a restarted GMRES method with a preconditioner derived from a fast direct solver. The performance of the proposed method is investigated by considering several numerical examples of different complexity, and also includes comparisons to alternative solution approaches based on finite‐volume discretizations. Copyright © 2003 John Wiley & Sons, Ltd.     

弱不连续问题高阶有限元离散系统的GAMG法

弱不连续问题(如含夹杂问题)是固体力学计算中的一类重要问题。高阶有限元方法由于其具有更好的逼近效果,是确保数值解在界面保持较高精度的计算方法之一。但与线性元相比,高阶单元需要更多的计算机存储单元,具有更高的计算复杂性。本文利用两水平算法的思想,将高阶有限元离散系统化归于线性元离散系统的求解,为弱不连续问题高阶有限元离散系统设计了一种新的基于几何与分析信息的代数多重网格(GAMG)法,并应用于圆形求解域含单夹杂问题的高阶有限元离散系统的求解。数值试验结果表明,相比于常用GAMG法,新方法的迭代次数基本不依赖于问题规模、单元阶次以及杨氏模量的间断性,CPU计算时间得到明显改善,具有更好的计算效率和鲁棒性,可大大提高弱不连续问题有限元分析的整体效率。     

A new multistage spectral relaxation method for solving chaotic initial value systems

In this paper, we present a new pseudospectral method application for solving nonlinear initial value problems (IVPs) with chaotic properties. The proposed method, called the multistage spectral relaxation method (MSRM) is based on a novel technique of extending Gauss–Siedel type relaxation ideas to systems of nonlinear differential equations and using the Chebyshev pseudo-spectral methods to solve the resulting system on a sequence of multiple intervals. In this new application, the MSRM is used to solve famous chaotic systems such as the such as Lorenz, Chen, Liu, Rikitake, Rössler, Genesio–Tesi, and Arneodo–Coullet chaotic systems. The accuracy and validity of the proposed method is tested against Runge–Kutta and Adams–Bashforth–Moulton based methods. The numerical results indicate that the MSRM is an accurate, efficient, and reliable method for solving very complex IVPs with chaotic behavior.     

A multigrid pseudo-spectral method for incompressible Navier–Stokes flows

A pseudo-spectral solver with multigrid acceleration for the numerical prediction of incompressible non-isothermal flows is presented. The spatial discretization is based on a Chebyshev collocation method on Gauss–Lobatto points and for the discretization in time the second-order backward differencing scheme (BDF2) is employed. The multigrid method is invoked at the level of algebraic system solving within a pressure-correction method. The approach combines the high accuracy of spectral methods with efficient solver properties of multigrid methods. The capabilities of the proposed scheme are illustrated by a buoyancy driven cavity flow as a standard benchmark case. To cite this article: K. Krastev, M. Schäfer, C. R. Mecanique 333 (2005).     

An algebraic factorisation scheme for spectral element solution of incompressible flow and scalar transport

A spectral element algorithm for solution of the unsteady incompressible Navier–Stokes and scalar (species/heat) transport equations is developed using the algebraic factorisation scheme. The new algorithm utilises Nth order Gauss–Lobatto–Legendre points for velocity and the scalar, while (N-2)th order Gauss–Legendre points are used for pressure. As a result, the algorithm does not require inter-element continuity for pressure and pressure boundary conditions on solid surfaces. Implementations of the algorithm are performed for conforming and non-conforming grids. The latter is accomplished using both the point-wise matching and integral projection methods, and applied for grids with both polynomial and geometric non-conformities. Code validation cases include the unsteady scalar convection equation, and Kovasznay flow in two- and three-dimensional domains. Using cases with analytical solutions, the algorithm is shown to achieve spectral accuracy in space and second-order accuracy in time. The results for the Boussinesq approximation for buoyancy-driven flows, and the species mixing in a continuous flow micro-mixer are also included as examples of applications that require long-time integration of the scalar transport equations.     

Computing singular solutions of the Navier–Stokes equations with the Chebyshev‐collocation method

The solution of fluid flow problems exhibits a singular behaviour when the conditions imposed on the boundary display some discontinuities or change in type. A treatment of these singularities has to be considered in order to preserve the accuracy of high‐order methods, such as spectral methods. The present work concerns the computation of a singular solution of the Navier–Stokes equations using the Chebyshev‐collocation method. A singularity subtraction technique is employed, which amounts to computing a smooth solution thanks to the subtraction of the leading part of the singular solution. The latter is determined from an asymptotic expansion of the solution near the singular points. In the case of non‐homogeneous boundary conditions, where the leading terms of the expansion are completely determined by the local analysis, the high accuracy of the method is assessed on both steady and unsteady lid‐driven cavity flows. An extension of this technique suitable for homogenous boundary conditions is developed for the injection of fluid into a channel. The ability of the method to compute high‐Reynolds number flows is demonstrated on a piston‐driven two‐dimensional flow. Copyright © 2001 John Wiley & Sons, Ltd.     

Implicit FEM‐FCT algorithms and discrete Newton methods for transient convection problems

A new generalization of the flux‐corrected transport (FCT) methodology to implicit finite element discretizations is proposed. The underlying high‐order scheme is supposed to be unconditionally stable and produce time‐accurate solutions to evolutionary convection problems. Its nonoscillatory low‐order counterpart is constructed by means of mass lumping followed by elimination of negative off‐diagonal entries from the discrete transport operator. The raw antidiffusive fluxes, which represent the difference between the high‐ and low‐order schemes, are updated and limited within an outer fixed‐point iteration. The upper bound for the magnitude of each antidiffusive flux is evaluated using a single sweep of the multidimensional FCT limiter at the first outer iteration. This semi‐implicit limiting strategy makes it possible to enforce the positivity constraint in a very robust and efficient manner. Moreover, the computation of an intermediate low‐order solution can be avoided. The nonlinear algebraic systems are solved either by a standard defect correction scheme or by means of a discrete Newton approach, whereby the approximate Jacobian matrix is assembled edge by edge. Numerical examples are presented for two‐dimensional benchmark problems discretized by the standard Galerkin finite element method combined with the Crank–Nicolson time stepping. Copyright © 2007 John Wiley & Sons, Ltd.     

Chebyshev spectral method and Chebyshev noise processing procedure for vorticity calculation in PIV post-processing

Chebyshev spectral method and Chebyshev noise processing procedure are proposed for the calculation of vorticity from PIV experimental data. The Chebyshev spectral method offers superior intrinsic accuracy of derivative calculations. To overcome its noise sensitivity, the Chebyshev noise processing procedure can be applied prior to the derivative calculation to remove the high-frequency noise in the Chebyshev transform space. We compare the Chebyshev spectral method against the least-squares approach and test their performance in the calculation of vorticity with an Oseen vortex and with PIV data of the wake of a trapezoidal mixing tab. It is found that for clean velocity data the Chebyshev spectral method is extremely accurate. However, the Chebyshev spectral method alone is found to be more sensitive to noise than the least-squares method. When the Chebyshev noise processing procedure is applied together with the Chebyshev spectral method it greatly reduces the error and makes the Chebyshev spectral method more accurate than the least-squares method for a wide range of vorticity values. A special requirement imposed by the Chebyshev spectral method is that the PIV velocity processing must be carried out on special grids such as Gauss–Lobatto points.     

An efficient numerical solution for linear stability of circular jet: A combination of Petrov–Galerkin spectral method and exponential coordinate transformation based on Fornberg's treatment

This paper presents the linear stability analysis of a round jet in a radially unbounded domain using a spectral Petrov–Galerkin scheme coped with exponential coordinate transformation based on Fornberg's treatment. A Fourier–Chebyshev Petrov–Galerkin spectral method is described for the computation of the linear stability equations based on half a Gauss–Lobatto mesh. Complex basis functions presented here are exponentially mapped as Chebyshev functions, which satisfy the pole condition exactly at the origin, and can be used to expand vector functions efficiently by using the solenoidal condition. The mathematical formulation is presented in detail focusing on the solenoidal vector field used for the approximation of the flow. The scheme provides spectral accuracy in the present cases and the numerical results are in agreement with former works. Copyright © 2008 John Wiley & Sons, Ltd.     

High‐order accurate numerical solutions of incompressible flows with the artificial compressibility method

A high‐order accurate, finite‐difference method for the numerical solution of incompressible flows is presented. This method is based on the artificial compressibility formulation of the incompressible Navier–Stokes equations. Fourth‐ or sixth‐order accurate discretizations of the metric terms and the convective fluxes are obtained using compact, centred schemes. The viscous terms are also discretized using fourth‐order accurate, centred finite differences. Implicit time marching is performed for both steady‐state and time‐accurate numerical solutions. High‐order, spectral‐type, low‐pass, compact filters are used to regularize the numerical solution and remove spurious modes arising from unresolved scales, non‐linearities, and inaccuracies in the application of boundary conditions. The accuracy and efficiency of the proposed method is demonstrated for test problems. Copyright © 2004 John Wiley & Sons, Ltd.     

Three‐dimensional transient Navier–Stokes solvers in cylindrical coordinate system based on a spectral collocation method using explicit treatment of the pressure

A spectral collocation method is developed for solving the three‐dimensional transient Navier–Stokes equations in cylindrical coordinate system. The Chebyshev–Fourier spectral collocation method is used for spatial approximation. A second‐order semi‐implicit scheme with explicit treatment of the pressure and implicit treatment of the viscous term is used for the time discretization. The pressure Poisson equation enforces the incompressibility constraint for the velocity field, and the pressure is solved through the pressure Poisson equation with a Neumann boundary condition. We demonstrate by numerical results that this scheme is stable under the standard Courant–Friedrichs–Lewy (CFL) condition, and is second‐order accurate in time for the velocity, pressure, and divergence. Further, we develop three accurate, stable, and efficient solvers based on this algorithm by selecting different collocation points in r‐, ? ‐, and z‐directions. Additionally, we compare two sets of collocation points used to avoid the axis, and the numerical results indicate that using the Chebyshev Gauss–Radau points in radial direction to avoid the axis is more practical for solving our problem, and its main advantage is to save the CPU time compared with using the Chebyshev Gauss–Lobatto points in radial direction to avoid the axis. Copyright © 2010 John Wiley & Sons, Ltd.     

饱和两相介质动力固结问题时域求解的精细时程积分方法

针对u-p形式的饱和两相介质波动方程,采用精细时程积分方法计算固相位移u,采用向后差分算法求解流体压力p,建立了饱和两相介质动力固结问题时域求解的精细时程积分方法。针对标准算例,对该方法的计算精度进行了校核。开展了该方法相关算法特性的研究,对采用不同数值积分方法计算非齐次波动方程特解项计算精度的差异进行了对比研究,并对采用不同积分点数目的高斯积分法计算特解项条件下计算精度的差异进行了对比研究。研究结果表明,(1)该方法具有良好的计算精度。(2)计算非齐次波动方程特解项的数值积分方法中,梯形积分法的计算精度最差,高斯积分法、辛普生积分法和科茨积分法都具有较好的计算精度。(3)增加高斯积分点数目对于提高计算精度的作用并不显著。     

Interaction between cracks and a circular inclusion in a finite plate with the distributed dislocation method

This paper presents a numerical solution of interaction between cracks and a circular inclusion in a finite plate. Both the boundaries and the cracks are modeled by distributed dislocations. This approach will result in a set of singular integral equations with Cauchy kernels, which can be solved by Gauss–Chebyshev quadratures. Several numerical examples are given to assess the performance of the presented method. The solutions obtained by this method have been checked and confirmed by the finite element analysis results.     

Direct spectral domain decomposition method for 2D incompressible Navier-Stokes equations

An efficient direct spectral domain decomposition method is developed coupled with Chebyshev spectral approximation for the solution of 2D, unsteady and incompressible Navier-Stokes equations in complex geometries. In this numerical approach, the spatial domains of interest are decomposed into several non-overlapping rectangular sub-domains. In each sub-domain, an improved projection scheme with second-order accuracy is used to deal with the coupling of velocity and pressure, and the Chebyshev collocation spectral method (CSM) is adopted to execute the spatial discretization. The influence matrix technique is employed to enforce the continuities of both variables and their normal derivatives between the adjacent sub-domains. The imposing of the Neumann boundary conditions to the Poisson equations of pressure and intermediate variable will result in the indeterminate solution. A new strategy of assuming the Dirichlet boundary conditions on interface and using the first-order normal derivatives as transmission conditions to keep the continuities of variables is proposed to overcome this trouble. Three test cases are used to verify the accuracy and efficiency, and the detailed comparison between the numerical results and the available solutions is done. The results indicate that the present method is efficiency, stability, and accuracy.     

含高温度梯度及接触热阻非线性热力耦合问题的谱元法

建立了含高温度梯度及接触热阻的非线性热力耦合问题的谱元法格式, 考虑了温度相关的热导率、弹性模量、泊松比和热膨胀系数, 以及界面应力相关的接触热阻的影响. 谱元法的插值函数基于非等距分布的Lobatto结点集或第二类Chebyshev结点集, 兼具谱方法的高精度和有限元法的灵活性. 数值算例表明, 建立的谱元法计算格式可以高效高精度地求解域内高温度梯度以及含接触热阻的非线性热力耦合问题, 不仅收敛速度快于传统有限元法, 而且用较少的自由度和较短的计算时间即可得到比传统有限元法更高精度的计算结果, 在工程实际热力耦合问题中具有广阔的应用前景.      

Higher‐order and adaptive discontinuous Galerkin methods with shock‐capturing applied to transonic turbulent delta wing flow

Discontinuous Galerkin (DG) methods allow high‐order flow solutions on unstructured or locally refined meshes by increasing the polynomial degree and using curved instead of straight‐sided elements. DG discretizations with higher polynomial degrees must, however, be stabilized in the vicinity of discontinuities of flow solutions such as shocks. In this article, we device a consistent shock‐capturing method for the Reynolds‐averaged Navier–Stokes and k‐ ω turbulence model equations based on an artificial viscosity term that depends on element residual terms. Furthermore, the DG method is combined with a residual‐based adaptation algorithm that targets at resolving all flow features. The higher‐order and adaptive DG method is applied to a fully turbulent transonic flow around the second Vortex Flow Experiment (VFE‐2) configuration with a good resolution of the vortex system.Copyright © 2013 John Wiley & Sons, Ltd.     

Implicit weighted essentially non‐oscillatory schemes for the incompressible Navier–Stokes equations

A class of lower–upper/approximate factorization (LUAF) implicit weighted essentially non‐oscillatory (ENO; WENO) schemes for solving the two‐dimensional incompressible Navier–Stokes equations in a generalized co‐ordinate system is presented. The algorithm is based on the artificial compressibility formulation, and symmetric Gauss–Seidel relaxation is used for computing steady state solutions while symmetric successive overrelaxation is used for treating time‐dependent flows. WENO spatial operators are employed for inviscid fluxes and central differencing for viscous fluxes. Internal and external viscous flow test problems are presented to verify the numerical schemes. The use of a WENO spatial operator not only enhances the accuracy of solutions but also improves the convergence rate for the steady state computation as compared with using the ENO counterpart. It is found that the present solutions compare well with exact solutions, experimental data and other numerical results. Copyright © 1999 John Wiley & Sons, Ltd.     

Evaluation of discontinuous Galerkin and spectral volume methods for scalar and system conservation laws on unstructured grids

The discontinuous Galerkin (DG) and spectral volume (SV) methods are two recently developed high‐order methods for hyperbolic conservation laws capable of handling unstructured grids. In this paper, their overall performance in terms of efficiency, accuracy and memory requirement is evaluated using a 2D scalar conservation laws and the 2D Euler equations. To measure their accuracy, problems with analytical solutions are used. Both methods are also used to solve problems with strong discontinuities to test their ability in discontinuity capturing. Both the DG and SV methods are capable of achieving their formal order of accuracy while the DG method has a lower error magnitude and takes more memory. They are also similar in efficiency. The SV method appears to have a higher resolution for discontinuities because the data limiting can be done at the sub‐element level. Copyright © 2004 John Wiley & Sons, Ltd.     

FINITE ELEMENT RESOLUTION OF CONVECTION–DIFFUSION EQUATIONS WITH INTERIOR AND BOUNDARY LAYERS

The purpose of this paper is to present a new algorithm for the resolution of both interior and boundary layers present in the convection–diffusion equation in laminar regimes, based on the formulation of a family of polynomial– exponential elements. We have carried out an adaptation of the standard variational methods (finite element method and spectral element method), obtaining an algorithm which supplies non-oscillatory and accurate solutions. The algorithm consists of generating a coupled grid of polynomial standard elements and polynomial–exponential elements. The latter are able to represent the high gradients of the solution, while the standard elements represent the solution in the areas of smooth variation.