A variational multiscale Newton–Schur approach for the incompressible Navier–Stokes equations

In the following paper, we present a consistent Newton–Schur (NS) solution approach for variational multiscale formulations of the time‐dependent Navier–Stokes equations in three dimensions. The main contributions of this work are a systematic study of the variational multiscale method for three‐dimensional problems and an implementation of a consistent formulation suitable for large problems with high nonlinearity, unstructured meshes, and non‐symmetric matrices. In addition to the quadratic convergence characteristics of a Newton–Raphson‐based scheme, the NS approach increases computational efficiency and parallel scalability by implementing the tangent stiffness matrix in Schur complement form. As a result, more computations are performed at the element level. Using a variational multiscale framework, we construct a two‐level approach to stabilizing the incompressible Navier–Stokes equations based on a coarse and fine‐scale subproblem. We then derive the Schur complement form of the consistent tangent matrix. We demonstrate the performance of the method for a number of three‐dimensional problems for Reynolds number up to 1000 including steady and time‐dependent flows. Copyright © 2009 John Wiley & Sons, Ltd.     

Numerical solution of three‐dimensional velocity–vorticity Navier–Stokes equations by finite difference method

This paper describes the finite difference numerical procedure for solving velocity–vorticity form of the Navier–Stokes equations in three dimensions. The velocity Poisson equations are made parabolic using the false‐transient technique and are solved along with the vorticity transport equations. The parabolic velocity Poisson equations are advanced in time using the alternating direction implicit (ADI) procedure and are solved along with the continuity equation for velocities, thus ensuring a divergence‐free velocity field. The vorticity transport equations in conservative form are solved using the second‐order accurate Adams–Bashforth central difference scheme in order to assure divergence‐free vorticity field in three dimensions. The velocity and vorticity Cartesian components are discretized using a central difference scheme on a staggered grid for accuracy reasons. The application of the ADI procedure for the parabolic velocity Poisson equations along with the continuity equation results in diagonally dominant tri‐diagonal matrix equations. Thus the explicit method for the vorticity equations and the tri‐diagonal matrix algorithm for the Poisson equations combine to give a simplified numerical scheme for solving three‐dimensional problems, which otherwise requires enormous computational effort. For three‐dimensional‐driven cavity flow predictions, the present method is found to be efficient and accurate for the Reynolds number range 100?Re?2000. Copyright © 2004 John Wiley & Sons, Ltd.     

Development of a convection–diffusion‐reaction magnetohydrodynamic solver on non‐staggered grids

This paper presents a convection–diffusion‐reaction (CDR) model for solving magnetic induction equations and incompressible Navier–Stokes equations. For purposes of increasing the prediction accuracy, the general solution to the one‐dimensional constant‐coefficient CDR equation is employed. For purposes of extending this discrete formulation to two‐dimensional analysis, the alternating direction implicit solution algorithm is applied. Numerical tests that are amenable to analytic solutions were performed in order to validate the proposed scheme. Results show good agreement with the analytic solutions and high rate of convergence. Like many magnetohydrodynamic studies, the Hartmann–Poiseuille problem is considered as a benchmark test to validate the code. Copyright © 2004 John Wiley & Sons, Ltd.     

Numerical implementation of the Crank–Nicolson/Adams–Bashforth scheme for the time‐dependent Navier–Stokes equations

This article considers numerical implementation of the Crank–Nicolson/Adams–Bashforth scheme for the two‐dimensional non‐stationary Navier–Stokes equations. A finite element method is applied for the spatial approximation of the velocity and pressure. The time discretization is based on the Crank–Nicolson scheme for the linear term and the explicit Adams–Bashforth scheme for the nonlinear term. Comparison with other methods, through a series of numerical experiments, shows that this method is almost unconditionally stable and convergent, i.e. stable and convergent when the time step is smaller than a given constant. Copyright © 2009 John Wiley & Sons, Ltd.     

The two‐dimensional streamline upwind scheme for the convection–reaction equation

This paper is concerned with the development of the finite element method in simulating scalar transport, governed by the convection–reaction (CR) equation. A feature of the proposed finite element model is its ability to provide nodally exact solutions in the one‐dimensional case. Details of the derivation of the upwind scheme on quadratic elements are given. Extension of the one‐dimensional nodally exact scheme to the two‐dimensional model equation involves the use of a streamline upwind operator. As the modified equations show in the four types of element, physically relevant discretization error terms are added to the flow direction and help stabilize the discrete system. The proposed method is referred to as the streamline upwind Petrov–Galerkin finite element model. This model has been validated against test problems that are amenable to analytical solutions. In addition to a fundamental study of the scheme, numerical results that demonstrate the validity of the method are presented. Copyright © 2001 John Wiley & Sons, Ltd.     

Third‐order‐accurate semi‐implicit Runge–Kutta scheme for incompressible Navier–Stokes equations

A semi‐implicit three‐step Runge–Kutta scheme for the unsteady incompressible Navier–Stokes equations with third‐order accuracy in time is presented. The higher order of accuracy as compared to the existing semi‐implicit Runge–Kutta schemes is achieved due to one additional inversion of the implicit operator I‐τγL, which requires inversion of tridiagonal matrices when using approximate factorization method. No additional solution of the pressure‐Poisson equation or evaluation of Navier–Stokes operator is needed. The scheme is supplied with a local error estimation and time‐step control algorithm. The temporal third‐order accuracy of the scheme is proved analytically and ascertained by analysing both local and global errors in a numerical example. Copyright © 2005 John Wiley & Sons, Ltd.     

Derivation and characteristics analysis of an acoustics–convection upstream resolution algorithm for the two‐dimensional Euler and Navier–Stokes equations

The first of a two‐paper series, this paper introduces a new decomposition not of the hyperbolic flux vector but of the flux vector Jacobian. The paper then details for the Euler and Navier–Stokes equations an intrinsically infinite directional upstream‐bias formulation that rests on the mathematics and physics of multi‐dimensional acoustics and convection. Based upon characteristic velocities, this formulation introduces the upstream bias directly at the differential equation level, before the spatial discretization, within a characteristics‐bias governing system. Through a decomposition of the Euler flux divergence into multi‐dimensional acoustics and convection–acoustics components, this characteristics‐bias system induces consistent upstream bias along all directions of spatial wave propagation, with anisotropic variable‐strength upstreaming that correlates with the spatial distribution of characteristic velocities. Copyright © 2005 John Wiley & Sons, Ltd.     

Newton linearization of the incompressible Navier–Stokes equations

The present study aims to accelerate the convergence to incompressible Navier–Stokes solution. For the sake of computational efficiency, Newton linearization of equations is invoked on non‐staggered grids to shorten the sequence to the final solution of the non‐linear differential system of equations. For the sake of accuracy, the resulting convection–diffusion–reaction finite‐difference equation is solved line‐by‐line using the proposed nodally exact one‐dimensional scheme. The matrix size is reduced and, at the same time, the CPU time is considerably saved due to the decrease of stencil points. The effectiveness of the implemented Newton linearization is demonstrated through computational exercises. Copyright © 2004 John Wiley & Sons, Ltd.     

The Lagrange–Galerkin method for the two‐dimensional shallow water equations on adaptive grids

The weak Lagrange–Galerkin finite element method for the two‐dimensional shallow water equations on adaptive unstructured grids is presented. The equations are written in conservation form and the domains are discretized using triangular elements. Lagrangian methods integrate the governing equations along the characteristic curves, thus being well suited for resolving the non‐linearities introduced by the advection operator of the fluid dynamics equations. An additional fortuitous consequence of using Lagrangian methods is that the resulting spatial operator is self‐adjoint, thereby justifying the use of a Galerkin formulation; this formulation has been proven to be optimal for such differential operators. The weak Lagrange–Galerkin method automatically takes into account the dilation of the control volume, thereby resulting in a conservative scheme. The use of linear triangular elements permits the construction of accurate (by virtue of the second‐order spatial and temporal accuracies of the scheme) and efficient (by virtue of the less stringent Courant–Friedrich–Lewy (CFL) condition of Lagrangian methods) schemes on adaptive unstructured triangular grids. Lagrangian methods are natural candidates for use with adaptive unstructured grids because the resolution of the grid can be increased without having to decrease the time step in order to satisfy stability. An advancing front adaptive unstructured triangular mesh generator is presented. The highlight of this algorithm is that the weak Lagrange–Galerkin method is used to project the conservation variables from the old mesh onto the newly adapted mesh. In addition, two new schemes for computing the characteristic curves are presented: a composite mid‐point rule and a general family of Runge–Kutta schemes. Results for the two‐dimensional advection equation with and without time‐dependent velocity fields are illustrated to confirm the accuracy of the particle trajectories. Results for the two‐dimensional shallow water equations on a non‐linear soliton wave are presented to illustrate the power and flexibility of this strategy. Copyright © 2000 John Wiley & Sons, Ltd.     

The (9,5) HOC formulation for the transient Navier–Stokes equations in primitive variable

We recently proposed an improved (9,5) higher order compact (HOC) scheme for the unsteady two‐dimensional (2‐D) convection–diffusion equations. Because of using only five points at the current time level in the discretization procedure, the scheme was seen to be computationally more efficient than its predecessors. It was also seen to capture very accurately the solution of the unsteady 2‐D Navier–Stokes (N–S) equations for incompressible viscous flows in the stream function–vorticity (ψ – ω) formulation. In this paper, we extend the scope of the scheme for solving the unsteady incompressible N–S equations based on primitive variable formulation on a collocated grid. The parabolic momentum equations are solved for the velocity field by a time‐marching strategy and the pressure is obtained by discretizing the elliptic pressure Poisson equation by the steady‐state form of the (9,5) scheme with the Neumann boundary conditions. In particular, for pressure, we adopt a strategy on the collocated grid in conjunction with ideas borrowed from the staggered grid approach in finite volume. We first apply this extension to a problem having analytical solution and then to the famous lid‐driven square cavity problem. We also apply our formulation to the backward‐facing step problem to see how the method performs for external flow problems. The results are presented and are compared with established numerical results. This new approach is seen to produce excellent comparison in all the cases. Copyright © 2007 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.     

Vorticity–velocity formulation of the 3D Navier–Stokes equations in cylindrical co‐ordinates

A finite difference method is presented for solving the 3D Navier–Stokes equations in vorticity–velocity form. The method involves solving the vorticity transport equations in ‘curl‐form’ along with a set of Cauchy–Riemann type equations for the velocity. The equations are formulated in cylindrical co‐ordinates and discretized using a staggered grid arrangement. The discretized Cauchy–Riemann type equations are overdetermined and their solution is accomplished by employing a conjugate gradient method on the normal equations. The vorticity transport equations are solved in time using a semi‐implicit Crank–Nicolson/Adams–Bashforth scheme combined with a second‐order accurate spatial discretization scheme. Special emphasis is put on the treatment of the polar singularity. Numerical results of axisymmetric as well as non‐axisymmetric flows in a pipe and in a closed cylinder are presented. Comparison with measurements are carried out for the axisymmetric flow cases. Copyright © 2003 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.     

Solution of the Navier–Stokes equations in velocity–vorticity form using a Eulerian–Lagrangian boundary element method

This paper describes the Eulerian–Lagrangian boundary element model for the solution of incompressible viscous flow problems using velocity–vorticity variables. A Eulerian–Lagrangian boundary element method (ELBEM) is proposed by the combination of the Eulerian–Lagrangian method and the boundary element method (BEM). ELBEM overcomes the limitation of the traditional BEM, which is incapable of dealing with the arbitrary velocity field in advection‐dominated flow problems. The present ELBEM model involves the solution of the vorticity transport equation for vorticity whose solenoidal vorticity components are obtained iteratively by solving velocity Poisson equations involving the velocity and vorticity components. The velocity Poisson equations are solved using a boundary integral scheme and the vorticity transport equation is solved using the ELBEM. Here the results of two‐dimensional Navier–Stokes problems with low–medium Reynolds numbers in a typical cavity flow are presented and compared with a series solution and other numerical models. The ELBEM model has been found to be feasible and satisfactory. Copyright © 2000 John Wiley & Sons, Ltd.     

Multigrid solution of the incompressible Navier–Stokes equations for three‐dimensional recirculating flow: coupled and decoupled smoothers compared

A comparison of multigrid methods for solving the incompressible Navier–Stokes equations in three dimensions is presented. The continuous equations are discretised on staggered grids using a second‐order monotonic scheme for the convective terms and implemented in defect correction form. The convergence characteristics of a decoupled method (SIMPLE) are compared with those of the cellwise coupled method (SCGS). The convergence rates obtained for computations of the three‐dimensional lid‐driven cavity problem are found to be very similar to those obtained for computations of the corresponding two‐dimensional problem with comparable grid density. Although the convergence rate of SCGS is thus superior to that of SIMPLE, the decoupled method is found to be more efficient computationally and requires less computing time for a given level of convergence. The linewise implementation of the coupled method (CLGS) is also investigated and shown to be more efficient than SCGS, although the convergence rate and computing time required per cycle are both found to depend on the direction of sweep. The optimal implementation of CLGS is found to be only marginally more effective than SIMPLE, but a change to the structure of the data storage would increase the advantage. Copyright © 1999 John Wiley & Sons, Ltd.     

Finite element and implicit Runge–Kutta implementation of an acoustics–convection upstream resolution algorithm for the time‐dependent two‐dimensional Euler equations

The second of a two‐paper series, this paper details a solver for the characteristics‐bias system from the acoustics–convection upstream resolution algorithm for the Euler and Navier–Stokes equations. An integral formulation leads to several surface integrals that allow effective enforcement of boundary conditions. Also presented is a new multi‐dimensional procedure to enforce a pressure boundary condition at a subsonic outlet, a procedure that remains accurate and stable. A classical finite element Galerkin discretization of the integral formulation on any prescribed grid directly yields an optimal discretely conservative upstream approximation for the Euler and Navier–Stokes equations, an approximation that remains multi‐dimensional independently of the orientation of the reference axes and computational cells. The time‐dependent discrete equations are then integrated in time via an implicit Runge–Kutta procedure that in this paper is proven to remain absolutely non‐linearly stable for the spatially‐discrete Euler and Navier–Stokes equations and shown to converge rapidly to steady states, with maximum Courant number exceeding 100 for the linearized version. Even on relatively coarse grids, the acoustics–convection upstream resolution algorithm generates essentially non‐oscillatory solutions for subsonic, transonic and supersonic flows, encompassing oblique‐ and interacting‐shock fields that converge within 40 time steps and reflect reference exact solutions. Copyright © 2005 John Wiley & Sons, Ltd.     

A fourth‐order compact finite difference scheme for the steady stream function–vorticity formulation of the Navier–Stokes/Boussinesq equations

A fourth‐order compact finite difference scheme on the nine‐point 2D stencil is formulated for solving the steady‐state Navier–Stokes/Boussinesq equations for two‐dimensional, incompressible fluid flow and heat transfer using the stream function–vorticity formulation. The main feature of the new fourth‐order compact scheme is that it allows point‐successive overrelaxation (SOR) or point‐successive underrelaxation iteration for all Rayleigh numbers Ra of physical interest and all Prandtl numbers Pr attempted. Numerical solutions are obtained for the model problem of natural convection in a square cavity with benchmark solutions and compared with some of the accurate results available in the literature. Copyright © 2003 John Wiley & Sons, Ltd.     

A multi‐dimensional monotonic finite element model for solving the convection–diffusion‐reaction equation

In this paper, we develop a finite element model for solving the convection–diffusion‐reaction equation in two dimensions with an aim to enhance the scheme stability without compromising consistency. Reducing errors of false diffusion type is achieved by adding an artificial term to get rid of three leading mixed derivative terms in the Petrov–Galerkin formulation. The finite element model of the Petrov–Galerkin type, while maintaining convective stability, is modified to suppress oscillations about the sharp layer by employing the M‐matrix theory. To validate this monotonic model, we consider test problems which are amenable to analytic solutions. Good agreement is obtained with both one‐ and two‐dimensional problems, thus validating the method. Other problems suitable for benchmarking the proposed model are also investigated. Copyright © 2002 John Wiley & Sons, Ltd.     

Numerical simulations of the steady Navier–Stokes equations using adaptive meshing schemes

In this paper, we consider an adaptive meshing scheme for solution of the steady incompressible Navier–Stokes equations by finite element discretization. The mesh refinement and optimization are performed based on an algorithm that combines the so‐called conforming centroidal Voronoi Delaunay triangulations (CfCVDTs) and residual‐type local a posteriori error estimators. Numerical experiments in the two‐dimensional space for various examples are presented with quadratic finite elements used for the velocity field and linear finite elements for the pressure. The results show that our meshing scheme can equally distribute the errors over all elements in some optimal way and keep the triangles very well shaped as well at all levels of refinement. In addition, the convergence rates achieved are close to the best obtainable. Extension of this approach to three‐dimensional cases is also discussed and the main challenge is the efficient implementation of three‐dimensional CfCVDT generation that is still under development. Copyright © 2007 John Wiley & Sons, Ltd.     

A Petrov–Galerkin finite element model for one‐dimensional fully non‐linear and weakly dispersive wave propagation

A new finite element method is presented to solve one‐dimensional depth‐integrated equations for fully non‐linear and weakly dispersive waves. For spatial integration, the Petrov–Galerkin weighted residual method is used. The weak forms of the governing equations are arranged in such a way that the shape functions can be piecewise linear, while the weighting functions are piecewise cubic with C²‐continuity. For the time integration an implicit predictor–corrector iterative scheme is employed. Within the framework of linear theory, the accuracy of the scheme is discussed by considering the truncation error at a node. The leading truncation error is fourth‐order in terms of element size. Numerical stability of the scheme is also investigated. If the Courant number is less than 0.5, the scheme is unconditionally stable. By increasing the number of iterations and/or decreasing the element size, the stability characteristics are improved significantly. Both Dirichlet boundary condition (for incident waves) and Neumann boundary condition (for a reflecting wall) are implemented. Several examples are presented to demonstrate the range of applicabilities and the accuracy of the model. Copyright © 2001 John Wiley & Sons, Ltd.