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.     

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.     

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.     

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.     

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.     

Flow simulation on moving boundary‐fitted grids and application to fluid–structure interaction problems

We present a method for the parallel numerical simulation of transient three‐dimensional fluid–structure interaction problems. Here, we consider the interaction of incompressible flow in the fluid domain and linear elastic deformation in the solid domain. The coupled problem is tackled by an approach based on the classical alternating Schwarz method with non‐overlapping subdomains, the subproblems are solved alternatingly and the coupling conditions are realized via the exchange of boundary conditions. The elasticity problem is solved by a standard linear finite element method. A main issue is that the flow solver has to be able to handle time‐dependent domains. To this end, we present a technique to solve the incompressible Navier–Stokes equation in three‐dimensional domains with moving boundaries. This numerical method is a generalization of a finite volume discretization using curvilinear coordinates to time‐dependent coordinate transformations. It corresponds to a discretization of the arbitrary Lagrangian–Eulerian formulation of the Navier–Stokes equations. Here the grid velocity is treated in such a way that the so‐called Geometric Conservation Law is implicitly satisfied. Altogether, our approach results in a scheme which is an extension of the well‐known MAC‐method to a staggered mesh in moving boundary‐fitted coordinates which uses grid‐dependent velocity components as the primary variables. To validate our method, we present some numerical results which show that second‐order convergence in space is obtained on moving grids. Finally, we give the results of a fully coupled fluid–structure interaction problem. It turns out that already a simple explicit coupling with one iteration of the Schwarz method, i.e. one solution of the fluid problem and one solution of the elasticity problem per time step, yields a convergent, simple, yet efficient overall method for fluid–structure interaction problems. Copyright © 2005 John Wiley & Sons, Ltd.     

Numerical assessment of a shock‐detecting sensor for low dissipative high‐order simulation of shock–vortex interactions

Considering the importance of high‐order schemes implementation for the simulation of shock‐containing turbulent flows, the present work involves the assessment of a shock‐detecting sensor for filtering of high‐order compact finite‐difference schemes for simulation of this type of flows. To accomplish this, a sensor that controls the amount of numerical dissipation is applied to a sixth‐order compact scheme as well as a fourth‐order two‐register Runge–Kutta method for numerical simulation of various cases including inviscid and viscous shock–vortex and shock–mixing‐layer interactions. Detailed study is performed to investigate the performance of the sensor, that is, the effect of control parameters employed in the sensor are investigated in the long‐time integration. In addition, the effects of nonlinear weighting factors controlling the value of the second‐order and high‐order filters in fine and coarse non‐uniform grids are investigated. The results indicate the accuracy of the nonlinear filter along with the promising performance of the shock‐detecting sensor, which would pave the way for future simulations of turbulent flows containing shocks. Copyright © 2014 John Wiley & Sons, Ltd.     

Developing a unified FVE‐ALE approach to solve unsteady fluid flow with moving boundaries

In this study, an arbitrary Lagrangian–Eulerian (ALE) approach is incorporated with a mixed finite‐volume–element (FVE) method to establish a novel moving boundary method for simulating unsteady incompressible flow on non‐stationary meshes. The method collects the advantages of both finite‐volume and finite‐element (FE) methods as well as the ALE approach in a unified algorithm. In this regard, the convection terms are treated at the cell faces using a physical‐influence upwinding scheme, while the diffusion terms are treated using bilinear FE shape functions. On the other hand, the performance of ALE approach is improved by using the Laplace method to improve the hybrid grids, involving triangular and quadrilateral elements, either partially or entirely. The use of hybrid FE grids facilitates this achievement. To show the robustness of the unified algorithm, we examine both the first‐ and the second‐order temporal stencils. The accuracy and performance of the extended method are evaluated via simulating the unsteady flow fields around a fixed cylinder, a transversely oscillating cylinder, and in a channel with an indented wall. The numerical results presented demonstrate significant accuracy benefits for the new hybrid method on coarse meshes and where large time steps are taken. Of importance, the current method yields the second‐order temporal accuracy when the second‐order stencil is used to discretize the unsteady terms. Copyright © 2009 John Wiley & Sons, Ltd.     

An overlapping control volume method for the Navier–Stokes equations on non‐staggered grids

An algorithm, based on the overlapping control volume (OCV) method, for the solution of the steady and unsteady two‐dimensional incompressible Navier–Stokes equations in complex geometry is presented. The primitive variable formulation is solved on a non‐staggered grid arrangement. The problem of pressure–velocity decoupling is circumvented by using momentum interpolation. The accuracy and effectiveness of the method is established by solving five steady state and one unsteady test problems. The numerical solutions obtained using the technique are in good agreement with the analytical and benchmark solutions available in the literature. On uniform grids, the method gives second‐order accuracy for both diffusion‐ and convection‐dominated flows. There is little loss of accuracy on grids that are moderately non‐orthogonal. Copyright © 1999 John Wiley & Sons, Ltd.     

Effect of boundary vorticity discretization on explicit stream‐function vorticity calculations

The numerical solution of the time‐dependent Navier–Stokes equations in terms of the vorticity and a stream function is a well tested process to describe two‐dimensional incompressible flows, both for fluid mixing applications and for studies in theoretical fluid mechanics. In this paper, we consider the interaction between the unsteady advection–diffusion equation for the vorticity, the Poisson equation linking vorticity and stream function and the approximation of the boundary vorticity, examining from a practical viewpoint, global iteration stability and error. Our results show that most schemes have very similar global stability constraints although there may be small stability gains from the choice of method to determine boundary vorticity. Concerning accuracy, for one model problem we observe that there were cases where the boundary vorticity discretization did not propagate to the interior, but for the usual cavity flow all the schemes tested had error close to second order. 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.     

Solving the Savage–Hutter equations for granular avalanche flows with a second‐order Godunov type method on GPU

In this article, we apply Davis's second‐order predictor‐corrector Godunov type method to numerical solution of the Savage–Hutter equations for modeling granular avalanche flows. The method uses monotone upstream‐centered schemes for conservation laws (MUSCL) reconstruction for conservative variables and Harten–Lax–van Leer contact (HLLC) scheme for numerical fluxes. Static resistance conditions and stopping criteria are incorporated into the algorithm. The computation is implemented on graphics processing unit (GPU) by using compute unified device architecture programming model. A practice of allocating memory for two‐dimensional array in GPU is given and computational efficiency of two‐dimensional memory allocation is compared with one‐dimensional memory allocation. The effectiveness of the present simulation model is verified through several typical numerical examples. Numerical tests show that significant speedups of the GPU program over the CPU serial version can be obtained, and Davis's method in conjunction with MUSCL and HLLC schemes is accurate and robust for simulating granular avalanche flows with shock waves. As an application example, a case with a teardrop‐shaped hydraulic jump in Johnson and Gray's granular jet experiment is reproduced by using specific friction coefficients given in the literature. Copyright © 2014 John Wiley & Sons, Ltd.     

High‐order stable interpolations for immersed boundary methods

The analysis and improvement of an immersed boundary method (IBM) for simulating turbulent flows over complex geometries are presented. Direct forcing is employed. It consists in interpolating boundary conditions from the solid body to the Cartesian mesh on which the computation is performed. Lagrange and least squares high‐order interpolations are considered. The direct forcing IBM is implemented in an incompressible finite volume Navier–Stokes solver for direct numerical simulations (DNS) and large eddy simulations (LES) on staggered grids. An algorithm to identify the body and construct the interpolation schemes for arbitrarily complex geometries consisting of triangular elements is presented. A matrix stability analysis of both interpolation schemes demonstrates the superiority of least squares interpolation over Lagrange interpolation in terms of stability. Preservation of time and space accuracy of the original solver is proven with the laminar two‐dimensional Taylor–Couette flow. Finally, practicability of the method for simulating complex flows is demonstrated with the computation of the fully turbulent three‐dimensional flow in an air‐conditioning exhaust pipe. Copyright © 2006 John Wiley & Sons, Ltd.     

The composite finite volume method on unstructured meshes for the two‐dimensional shallow water equations

A composite finite volume method (FVM) is developed on unstructured triangular meshes and tested for the two‐dimensional free‐surface flow equations. The methodology is based on the theory of the remainder effect of finite difference schemes and the property that the numerical dissipation and dispersion of the schemes are compensated by each other in a composite scheme. The composite FVM is formed by global composition of several Lax–Wendroff‐type steps followed by a diffusive Lax–Friedrich‐type step, which filters out the oscillations around shocks typical for the Lax–Wendroff scheme. To test the efficiency and reliability of the present method, five typical problems of discontinuous solutions of two‐dimensional shallow water are solved. The numerical results show that the proposed method, which needs no use of a limiter function, is easy to implement, is accurate, robust and is highly stable. Copyright © 2001 John Wiley & Sons, Ltd.     

A higher‐order Boussinesq‐type model with moving bottom boundary: applications to submarine landslide tsunami waves

A two‐dimensional depth‐integrated numerical model is developed using a fourth‐order Boussinesq approximation for an arbitrary time‐variable bottom boundary and is applied for submarine‐landslide‐generated waves. The mathematical formulation of model is an extension of (4,4) Padé approximant for moving bottom boundary. The mathematical formulations are derived based on a higher‐order perturbation analysis using the expanded form of velocity components. A sixth‐order multi‐step finite difference method is applied for spatial discretization and a sixth‐order Runge–Kutta method is applied for temporal discretization of the higher‐order depth‐integrated governing equations and boundary conditions. The present model is validated using available three‐dimensional experimental data and a good agreement is obtained. Moreover, the present higher‐order model is compared with fully potential three‐dimensional models as well as Boussinesq‐type multi‐layer models in several cases and the differences are discussed. The high accuracy of the present numerical model in considering the nonlinearity effects and frequency dispersion of waves is proven particularly for waves generated in intermediate and deeper water area. Copyright © 2006 John Wiley & Sons, Ltd.     

High‐order implicit Runge–Kutta time integrators for fluid‐structure interactions

This paper presents an approach to develop high‐order, temporally accurate, finite element approximations of fluid‐structure interaction (FSI) problems. The proposed numerical method uses an implicit monolithic formulation in which the same implicit Runge–Kutta (IRK) temporal integrator is used for the incompressible flow, the structural equations undergoing large displacements, and the coupling terms at the fluid‐solid interface. In this context of stiff interaction problems, the fully implicit one‐step approach presented is an original alternative to traditional multistep or explicit one‐step finite element approaches. The numerical scheme takes advantage of an arbitrary Lagrangian–Eulerian formulation of the equations designed to satisfy the geometric conservation law and to guarantee that the high‐order temporal accuracy of the IRK time integrators observed on fixed meshes is preserved on arbitrary Lagrangian–Eulerian deforming meshes. A thorough review of the literature reveals that in most previous works, high‐order time accuracy (higher than second order) is seldom achieved for FSI problems. We present thorough time‐step refinement studies for a rigid oscillating‐airfoil on deforming meshes to confirm the time accuracy on the extracted aerodynamics reactions of IRK time integrators up to fifth order. Efficiency of the proposed approach is then tested on a stiff FSI problem of flow‐induced vibrations of a flexible strip. The time‐step refinement studies indicate the following: stability of the proposed approach is always observed even with large time step and spurious oscillations on the structure are avoided without added damping. While higher order IRK schemes require more memory than classical schemes (implicit Euler), they are faster for a given level of temporal accuracy in two dimensions. Copyright © 2015 John Wiley & Sons, Ltd.     

Parallel‐in‐time simulation of the unsteady Navier–Stokes equations for incompressible flow

In this paper, we present an application of a parallel‐in‐time algorithm for the solution of the unsteady Navier–Stokes model equations that are of parabolic–elliptic type. This method is based on the alternated use of a coarse global sequential solver and a fine local parallel one. A standard finite volume/finite differences first‐order approach is used for discretization of the unsteady two‐dimensional Navier–Stokes equations. The Taylor vortex decay problem and the confined flow around a square cylinder were selected as unsteady flow examples to illustrate and analyse the properties of the parallel‐in‐time method through numerical experiments. The influence of several parameters on the computing time required to perform a parallel‐in‐time calculation on a PC cluster was verified. Among them we have analysed the influence of the number of processors, the number of iterations for convergence, the resolution of the spatial domain and the influence of the time‐step sizes ratio between the coarse and fine grids. Significant computer time saving was achieved when compared with the single processor computing time, particularly when the spatial dimension of the problem is low and the temporal scale is large. Copyright © 2004 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.     

A high‐order accurate method for two‐dimensional incompressible viscous flows

A high‐order accurate solution method for complex geometries is developed for two‐dimensional flows using the stream function–vorticity formulation. High‐order accurate spectrally optimized compact schemes along with appropriate boundary schemes are used for spatial discretization while a two‐level backward Euler implicit scheme is used for the time integration. The linear system of equations for stream function and vorticity are solved by an inner iteration while contravariant velocities constitute outer iterations. The effect of curvilinear grids on the solution accuracy is studied. The method is used to compute Cartesian and inclined driven cavity, flow in a triangular cavity and viscous flow in constricted channel. Benchmark‐like accuracy is obtained in all the problems with fewer grid points compared to reported studies. Copyright © 2006 John Wiley & Sons, Ltd.     

Verification of a mixed high‐order accurate DNS code for laminar turbulent transition by the method of manufactured solutions

This paper presents results on a verification test of a Direct Numerical Simulation code of mixed high‐order of accuracy using the method of manufactured solutions (MMS). This test is based on the formulation of an analytical solution for the Navier–Stokes equations modified by the addition of a source term. The present numerical code was aimed at simulating the temporal evolution of instability waves in a plane Poiseuille flow. The governing equations were solved in a vorticity–velocity formulation for a two‐dimensional incompressible flow. The code employed two different numerical schemes. One used mixed high‐order compact and non‐compact finite‐differences from fourth‐order to sixth‐order of accuracy. The other scheme used spectral methods instead of finite‐difference methods for the streamwise direction, which was periodic. In the present test, particular attention was paid to the boundary conditions of the physical problem of interest. Indeed, the verification procedure using MMS can be more demanding than the often used comparison with Linear Stability Theory. That is particularly because in the latter test no attention is paid to the nonlinear terms. For the present verification test, it was possible to manufacture an analytical solution that reproduced some aspects of an instability wave in a nonlinear stage. Although the results of the verification by MMS for this mixed‐order numerical scheme had to be interpreted with care, the test was very useful as it gave confidence that the code was free of programming errors. Copyright © 2009 John Wiley & Sons, Ltd.