High order numerical methods to two dimensional delta function integrals in level set methods

In this paper we design and analyze a class of high order numerical methods to delta function integrals appearing in level set methods in two dimensional case. The methods comprise approximating the mesh cell restrictions of the delta function integral. In each mesh cell the two dimensional delta function integral can be rewritten as a one dimensional ordinary integral with the smooth integrand being a one dimensional delta function integral, and thus is approximated by applying standard one dimensional high order numerical quadratures and high order numerical methods to one dimensional delta function integrals proposed in [X. Wen, High order numerical methods to a type of delta function integrals, J. Comput. Phys. 226 (2007) 1952–1967]. We establish error estimates for the method which show that the method can achieve any desired accuracy by assigning the corresponding accuracy to the sub-algorithms and has better accuracy under an assumption on the zero level set of the level set function which holds generally. Numerical examples are presented showing that the second to fourth order methods implemented in this paper achieve or exceed the expected accuracy and demonstrating the advantage of using our high order numerical methods.     

A high order kinetic flux-vector splitting method for the reduced five-equation model of compressible two-fluid flows

We present a high order kinetic flux-vector splitting (KFVS) scheme for the numerical solution of a conservative interface-capturing five-equation model of compressible two-fluid flows. This model was initially introduced by Wackers and Koren (2004) [21]. The flow equations are the bulk equations, combined with mass and energy equations for one of the two fluids. The latter equation contains a source term in order to account for the energy exchange. We numerically investigate both one- and two-dimensional flow models. The proposed numerical scheme is based on the direct splitting of macroscopic flux functions of the system of equations. In two space dimensions the scheme is derived in a usual dimensionally split manner. The second order accuracy of the scheme is achieved by using MUSCL-type initial reconstruction and Runge–Kutta time stepping method. For validation, the results of our scheme are compared with those from the high resolution central scheme of Nessyahu and Tadmor [14]. The accuracy, efficiency and simplicity of the KFVS scheme demonstrate its potential for modeling two-phase flows.     

Numerical solution of differential equations with colored noise

Using the general theory of numerical integration of stochastic differential equations, a constructive approach to numerical methods for a system with colored noise is proposed. Efficient methods up to the 5/2 strong order and up to the third weak order, including Runge-Kutta and implicit schemes, are presented. The algorithms are tested on the Kubo oscillator.     

Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in two dimensions

A numerical method is developed for approximating the solution to the Vlasov–Poisson–Fokker–Planck system in two spatial dimensions. The method generalizes the approximation for the system in one dimension given in [S. Wollman, E. Ozizmir, Numerical approximation of the Vlasov–Poisson–Fokker–Planck system in one dimension, J. Comput. Phys. 202 (2005) 602–644]. The numerical procedure is based on a change of variables that puts the convection–diffusion equation into a form so that finite difference methods for parabolic type partial differential equations can be applied. The computational cycle combines a type of deterministic particle method with a periodic interpolation of the solution along particle trajectories onto a fixed grid. computational work is done to demonstrate the accuracy and effectiveness of the approximation method. Parts of the numerical procedure are adapted to run on a parallel computer.     

基于近似Riemann解的有限体积ALE方法

研究二维平面坐标系和二维轴对称坐标系中四边形网格上可压缩流体力学的有限体积ALE(Arbitrary Lagrangian Eulerian)方法.数值方法采用节点中心有限体积法,数值通量采用适用于任意状态方程的HLLC(Harten-Lax-Van Leer-Collela)通量.空间二阶精度通过用WENO(weighted essentially non-oscillatory)方法对原始变量进行重构获得,时间离散采用两步显式Runge-Kutta格式.数值例子显示,方法具有良好的激波分辨能力和高精度的数值逼近能力.     

The finite element method for the coupled Schrödinger-KdV equations

In this Letter, we employ finite element method to study a periodic initial value problem for the coupled Schrödinger-KdV equations. For the case of one dimension, this problem is reduced to a system of ordinary differential equations by using a semi-discrete scheme. The conservation properties of this scheme, the existence and uniqueness of the discrete solutions, and error estimates are presented. In numerical experiments, the resulting system of ordinary differential equations are solved by Runge-Kutta method at each time level. The superior accuracy of this scheme is shown by comparing the numerical solutions with the exact solutions.     

一维双曲守恒律的龙格-库塔控制体积间断有限元方法

给出数值求解一维双曲守恒律方程的新方法——龙格-库塔控制体积间断有限元方法(RKCVDFEM),其中空间离散基于控制体积有限元方法,时间离散基于二阶TVB Runge-Kutta技术,有限元空间选取为分段线性函数空间.理论分析表明,格式具有总变差有界(TVB)的性质,而且空间和时间离散形式上具有二阶精度.数值算例表明,数值解收敛到熵解并且对光滑解的收敛阶是最优的,优于龙格-库塔间断Galerkin方法(RKDGM)的计算结果.     

An exactly conservative particle method for one dimensional scalar conservation laws

A particle scheme for scalar conservation laws in one space dimension is presented. Particles representing the solution are moved according to their characteristic velocities. Particle interaction is resolved locally, satisfying exact conservation of area. Shocks stay sharp and propagate at correct speeds, while rarefaction waves are created where appropriate. The method is variation diminishing, entropy decreasing, exactly conservative, and has no numerical dissipation away from shocks. Solutions, including the location of shocks, are approximated with second order accuracy. Source terms can be included. The method is compared to CLAWPACK in various examples, and found to yield a comparable or better accuracy for similar resolutions.     

Adaptive Runge–Kutta discontinuous Galerkin methods using different indicators: One-dimensional case

In this paper, we systematically investigate adaptive Runge–Kutta discontinuous Galerkin (RKDG) methods for hyperbolic conservation laws with different indicators which were based on the troubled cell indicators studied by Qiu and Shu [J. Qiu, C.-W. Shu, A comparison of troubled-cell indicators for Runge–Kutta discontinuous Galerkin mehtods using weighted essentially non-osillatory limiters, SIAM J. Sci. Comput. 27 (2005) 995–1013]. The emphasis is on comparison of the performance of adaptive RKDG method using different indicators, with an objective of obtaining efficient and reliable indicators to obtain better performance for adaptive computation to save computational cost. Both h-version and r-version adaptive methods are considered in the paper. The idea is to first identify “troubled cells” by different troubled-cell indicators, namely those cells where limiting might be needed and discontinuities might appear, then adopt an adaptive approach in these cells. A detailed numerical study in one-dimensional case is performed, addressing the issues of efficiency (less CPU cost and more accurate), non-oscillatory property, and resolution of discontinuities.     

The finite volume local evolution Galerkin method for solving the hyperbolic conservation laws

This paper presents a finite volume local evolution Galerkin (FVLEG) scheme for solving the hyperbolic conservation laws. The FVLEG scheme is the simplification of the finite volume evolution Galerkin method (FVEG). In FVEG, a necessary step is to compute the dependent variables at cell interfaces at t_n + τ (0 < τ ? Δt). The FVLEG scheme is constructed by taking τ → 0 in the evolution operators of FVEG. The FVLEG scheme greatly simplifies the evaluation of the numerical fluxes. It is also well suited with the semi-discrete finite volume method, making the flux evaluation being decoupled with the reconstruction procedure while maintaining the genuine multi-dimensional nature of the FVEG methods. The derivation of the FVLEG scheme is presented in detail. The performance of the proposed scheme is studied by solving several test cases. It is shown that FVLEG scheme can obtain very satisfactory numerical results in terms of accuracy and resolution.     

The discontinuous Petrov-Galerkin method for one-dimensional compressible Euler equations in the Lagrangian coordinate

In this paper, a Petrov-Galerkin scheme named the Runge-Kutta control volume (RKCV) discontinuous finite element method is constructed to solve the one-dimensional compressible Euler equations in the Lagrangian coordinate. Its advantages include preservation of the local conservation and a high resolution. Compared with the Runge-Kutta discontinuous Galerkin (RKDG) method, the RKCV method is easier to implement. Moreover, the advantages of the RKCV and the Lagrangian methods are combined in the new method. Several numerical examples are given to illustrate the accuracy and the reliability of the algorithm.     

基于WENO重构的熵稳定格式求解浅水方程

针对浅水方程,提出一种数值求解格式:空间方向采用满足熵稳定条件的数值通量,并在单元交界面处进行高阶WENO重构,时间上的推进采用强稳定的Runge-Kutta方法.模拟一维和二维经典问题,结果表明,该格式具有分辨率高、基本无振荡性等特点.     

Application of the Generalized Differential Quadrature Method in Solving Burgers'Equations

The aim of this paper is to obtain numerical solutions of the one-dimensional, two-dimensional and coupled Burgers' equations through the generalized differential quadrature method (GDQM). The polynomial-based differential quadrature (PDQ) method is employed and the obtained system of ordinary differential equations is solved via the total variation diminishing Runge-Kutta (TVD-RK) method. The numerical solutions are satisfactorily coincident with
the exact solutions. The method can compete against the methods applied in the literature.     

A high-order low-dispersion symmetry-preserving finite-volume method for compressible flow on curvilinear grids

A new high-order finite-volume method is presented that preserves the skew symmetry of convection for the compressible flow equations. The method is intended for Large-Eddy Simulations (LES) of compressible turbulent flows, in particular in the context of hybrid RANS–LES computations. The method is fourth-order accurate and has low numerical dissipation and dispersion. Due to the finite-volume approach, mass, momentum, and total energy are locally conserved. Furthermore, the skew-symmetry preservation implies that kinetic energy, sound-velocity, and internal energy are all locally conserved by convection as well. The method is unique in that all these properties hold on non-uniform, curvilinear, structured grids. Due to the conservation of kinetic energy, there is no spurious production or dissipation of kinetic energy stemming from the discretization of convection. This enhances the numerical stability and reduces the possible interference of numerical errors with the subgrid-scale model. By minimizing the numerical dispersion, the numerical errors are reduced by an order of magnitude compared to a standard fourth-order finite-volume method.     

A high-resolution mapped grid algorithm for compressible multiphase flow problems

We describe a simple mapped-grid approach for the efficient numerical simulation of compressible multiphase flow in general multi-dimensional geometries. The algorithm uses a curvilinear coordinate formulation of the equations that is derived for the Euler equations with the stiffened gas equation of state to ensure the correct fluid mixing when approximating the equations numerically with material interfaces. A γ-based and a α-based model have been described that is an easy extension of the Cartesian coordinates counterpart devised previously by the author [30]. A standard high-resolution mapped grid method in wave-propagation form is employed to solve the proposed multiphase models, giving the natural generalization of the previous one from single-phase to multiphase flow problems. We validate our algorithm by performing numerical tests in two and three dimensions that show second order accurate results for smooth flow problems and also free of spurious oscillations in the pressure for problems with interfaces. This includes also some tests where our quadrilateral-grid results in two dimensions are in direct comparisons with those obtained using a wave-propagation based Cartesian grid embedded boundary method.     

Numerical methods for solving one-dimensional cochlear models in the time domain

In this article, a robust numerical solution method for one-dimensional (1-D) cochlear models in the time domain is presented. The method has been designed particularly for models with a cochlear partition having nonlinear and active mechanical properties. The model equations are discretized with respect to the spatial variable by means of the principle of Galerkin to yield a system of ordinary differential equations in the time variable. To solve this system, several numerical integration methods concerning stability and computational performance are compared. The selected algorithm is based on a variable step size fourth-order Runge-Kutta scheme; it is shown to be both more stable and much more efficient than previously published numerical solution techniques.     

From chaos of lines to Lagrangian structures in flux conservative fields

A numerical method is proposed in order to track field lines of three-dimensional divergence free fields. Field lines are computed by a locally valid Hamiltonian mapping, which is computed using a symplectic scheme. The method is theoretically valid everywhere but at points where the field is null or infinite. For any three dimensional flux conservative field for which problematic points are sufficiently sparse, a systematic procedure is proposed and implemented. Construction of field lines is achieved by means of tracers and the introduction of various Hamiltonians adapted to the “geometrical state” each line or tracer is. The states are artificially defined by an a priori given frame of reference and Cartesian coordinates, and refer to a Hamiltonian which is locally valid at the time step to be computed. This procedure ensures the preservation of the volume (flux condition) during the iteration. This method is first tested with an ABC-type flow. Its benefits when compared to typical Runge-Kutta scheme are demonstrated. Potential use of the method to exhibit “coherent” Lagrangian structures in a chaotic setting is shown. An illustration to the computation of magnetic field lines resulting from a three-dimensional MHD simulation is also provided.     

光纤布拉格光栅非线性传输特性的数值研究

 回顾了光纤布拉格光栅非线性耦合模方程的数值求解方法,分析了基于隐式龙格 库塔方法的预报校正系统的特点。为实现简捷、高效、高阶精度的光纤布拉格光栅非线性耦合模方程的数值仿真,设计了基于连分式修正法的预报-校正系统并与基本方法进行了对比。采用该方法可以极大地加长光栅的分段长度以节约计算时间,同时也不存在仿真过程中因计算方法产生的不收敛现象,误差对比分析表明该方法能够准确地模拟光栅的非线性传输特性。为解决静态和动态情况下仿真方法不统一并避免数值计算引起的冲击响应,根据光栅中光波传输的物理过程建立了静态和动态情况下统一的数值仿真模型并研究了仿真中所采用的多种技术,利用这些技术能够有效地仿真连续波和脉冲输入情况下光纤布拉格光栅的非线性传输特性。     

基于DCS5格式的LDDRK算法

基于五阶线性耗散紧致格式(DCS5)和七级龙格原库塔时间积分算法,根据数值增长因子对精确增长因子的最佳逼近原则,提出与DCS5格式耗散性相适应的优化方法,并得到相应的七级五阶低耗散低色散龙格原库塔(LDDRK)算法.求解标量线性对流方程和线化Euler方程得到的一维波传播问题的数值结果显示,七级五阶LDDRK算法的精度优于七级七阶精度的标准龙格原库塔算法.     

Conservative numerical simulation of multi-component transport in two-dimensional unsteady shallow water flow

An explicit finite volume model to simulate two-dimensional shallow water flow with multi-component transport is presented. The governing system of coupled conservation laws demands numerical techniques to avoid unrealistic values of the transported scalars that cannot be avoided by decreasing the size of the time step. The presence of non conservative products such as bed slope and friction terms, and other source terms like diffusion and reaction, can make necessary the reduction of the time step given by the Courant number. A suitable flux difference redistribution that prevents instability and ensures conservation at all times is used to deal with the non-conservative terms and becomes necessary in cases of transient boundaries over dry bed. The resulting method belongs to the category of well-balanced Roe schemes and is able to handle steady cases with flow in motion. Test cases with exact solution, including transient boundaries, bed slope, friction, and reaction terms are used to validate the numerical scheme. Laboratory experiments are used to validate the techniques when dealing with complex systems as the κ–?$\kappa ''–''?$ model. The results of the proposed numerical schemes are compared with the ones obtained when using uncoupled formulations.