A linearity‐preserving cell‐centered scheme for the heterogeneous and anisotropic diffusion equations on general meshes

In this paper a finite volume scheme for the heterogeneous and anisotropic diffusion equations is proposed on general, possibly nonconforming meshes. This scheme has both cell‐centered unknowns and vertex unknowns. The vertex unknowns are treated as intermediate ones and are expressed as a linear weighted combination of the surrounding cell‐centered unknowns, which reduces the scheme to a completely cell‐centered one. We propose two types of new explicit weights which allow arbitrary diffusion tensors, and are neither discontinuity dependent nor mesh topology dependent. Both the derivation of the scheme and that of new weights satisfy the linearity‐preserving criterion which requires that a discretization scheme should be exact on linear solutions. The resulting new scheme is called as the linearity‐preserving cell‐centered scheme and the numerical results show that it maintain optimal convergence rates for the solution and flux on general polygonal distorted meshes in case that the diffusion tensor is taken to be anisotropic, at times heterogeneous, and/or discontinuous. Copyright © 2010 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.     

A new r‐ratio formulation for TVD schemes for vertex‐centered FVM on an unstructured mesh

The r‐ratio is a parameter that measures the local monotonicity, by which a number of high‐resolution and TVD schemes can be formed. A number of r‐ratio formulations for TVD schemes have been presented over the last few decades to solve the transport equation in shallow waters based on the finite volume method (FVM). However, unlike structured meshes, the coordinate directions are not clearly defined on an unstructured mesh; therefore, some r‐ratio formulations have been established by approximating the solute concentration at virtual nodes, which may be estimated from different assumptions. However, some formulations may introduce either oscillation or diffusion behavior within the vertex‐centered (VC) framework. In this paper, a new r‐ratio formulation, applied to an unstructured grid in the VC framework, is proposed and compared with the traditional r‐ratio formulations. Through seven commonly used benchmark tests, it is shown that the newly proposed r‐ratio formulation obtains better results than the traditional ones with less numerical diffusion and spurious oscillation. Moreover, three commonly used TVD schemes—SUPERBEE, MINMOD, and MUSCL—and two high‐order schemes—SOU and QUICK—are implemented and compared using the new r‐ratio formulation. The new r‐ratio formulation is shown to be sufficiently comprehensive to permit the general implementation of a high‐resolution scheme within the VC framework. Finally, the sensitivity test for different grid types demonstrates the good adaptability of this new r‐ratio formulation. Copyright © 2015 John Wiley & Sons, Ltd.     

A finite volume scheme for solving anisotropic diffusion on ALE‐AMR grids

In the context of High Energy Density Physics and more precisely in the field of laser plasma interaction, Lagrangian schemes are commonly used. The lack of robustness due to strong grid deformations requires the regularization of the mesh through the use of Arbitrary Lagrangian Eulerian methods. Theses methods usually add some diffusion and a loss of precision is observed. We propose to use Adaptive Mesh Refinement (AMR) techniques to reduce this loss of accuracy. This work focuses on the resolution of the anisotropic diffusion operator on Arbitrary Lagrangian Eulerian‐AMR grids. In this paper, we describe a second‐order accurate cell‐centered finite volume method for solving anisotropic diffusion on AMR type grids. The scheme described here is based on local flux approximation which can be derived through the use of a finite difference approximation, leading to the CCLADNS scheme. We present here the 2D and 3D extension of the CCLADNS scheme to AMR meshes. Copyright © 2017 John Wiley & Sons, Ltd.     

An entropy fixed cell‐centered Lagrangian scheme

On the basis of the work [P.‐H. Maire, R. Abgrall, J. Breil, J. Ovadia, SIAM J. Sci. Comput. 29 (2007), 1781–1824], we present an entropy fixed cell‐centered Lagrangian scheme for solving the Euler equations of compressible gas dynamics. The scheme uses the fully Lagrangian form of the gas dynamics equations, in which the primary variables are cell‐centered. And using the nodal solver, we obtain the nodal viscous‐velocity, viscous‐pressures, antidissipation velocity, and antidissipation pressures of each node. The final nodal velocity is computed as a weighted sum of viscous‐velocity and antidissipation velocity, so do nodal pressures, whereas these weights are calculated through the total entropy conservation for isentropic flows. Consequently, the constructed scheme is conservative in mass, momentum, and energy; preserves entropy for isentropic flows, and satisfies a local entropy inequality for nonisentropic flows. One‐ and two‐dimensional numerical examples are presented to demonstrate theoretical analysis and performance of the scheme in terms of accuracy and robustness.Copyright © 2013 John Wiley & Sons, Ltd.     

Insights on a sign‐preserving numerical method for the advection–diffusion equation

In this paper we explore theoretically and numerically the application of the advection transport algorithm introduced by Smolarkiewicz to the one‐dimensional unsteady advection–diffusion equation. The scheme consists of a sequence of upwind iterations, where the initial iteration is the first‐order accurate upwind scheme, while the subsequent iterations are designed to compensate for the truncation error of the preceding step. Two versions of the method are discussed. One, the classical version of the method, regards the second‐order terms of the truncation error and the other considers additionally the third‐order terms. Stability and convergence are discussed and the theoretical considerations are illustrated through numerical tests. The numerical tests will also indicate in which situations are advantageous to use the numerical methods presented. Copyright © 2008 John Wiley & Sons, Ltd.     

Exponential spline interpolation in characteristic based scheme for solving the advective–diffusion equation

This paper demonstrates the use of shape‐preserving exponential spline interpolation in a characteristic based numerical scheme for the solution of the linear advective–diffusion equation. The results from this scheme are compared with results from a number of numerical schemes in current use using test problems in one and two dimensions. These test cases are used to assess the merits of using shape‐preserving interpolation in a characteristic based scheme. The evaluation of the schemes is based on accuracy, efficiency, and complexity. The use of the shape‐preserving interpolation in a characteristic based scheme is accurate, captures discontinuities, does not introduce spurious oscillations, and preserves the monotonicity and positivity properties of the exact solution. However, fitting exponential spline interpolants to the nodal concentrations is computationally expensive. Exponential spline interpolants were also fitted to the integral of the concentration profile. The integral of the concentration profile is a smoother function than the concentration profile. It requires less computational effort to fit an exponential spline interpolant to the integral than the nodal concentrations. By differentiating the interpolant, the nodal concentrations are obtained. This results in a more efficient and more accurate numerical scheme. Copyright © 2000 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.     

Exactly well‐balanced positivity preserving nonstaggered central scheme for open‐channel flows

In this paper, we construct and study an exactly well‐balanced positivity‐preserving nonstaggered central scheme for shallow water flows in open channels with irregular geometry and nonflat bottom topography. We introduce a novel discretization of the source term based on hydrostatic reconstruction to obtain the exactly well‐balanced property for the still water steady‐state solution even in the presence of wetting and drying transitions. The positivity‐preserving property of the cross‐sectional wet area is obtained by using a modified “draining" time‐step technique. The current scheme is also Riemann‐solver‐free. Several classical problems of open‐channel flows are used to test these properties. Numerical results confirm that the current scheme is robust, exactly well‐balanced and positivity‐preserving.     

A stable second‐order mass‐weighted upwind scheme for unstructured meshes

In this paper, an original second‐order upwind scheme for convection terms is described and implemented in the context of a Control‐Volume Finite‐Element Method (CVFEM). The proposed scheme is a second‐order extension of the first‐order MAss‐Weighted upwind (MAW) scheme proposed by Saabas and Baliga (Numer. Heat Transfer 1994; 26B :381–407). The proposed second‐order scheme inherits the well‐known stability characteristics of the MAW scheme, but exhibits less artificial viscosity and ensures much higher accuracy. Consequently, and in contrast with nearly all second‐order upwind schemes available in the literature, the proposed second‐order MAW scheme does not need limiters. Some test cases including two pure convection problems, the driven cavity and steady and unsteady flows over a circular cylinder, have been undertaken successfully to validate the new scheme. The verification tests show that the proposed scheme exhibits a low level of artificial viscosity in the pure convection problems; exhibits second‐order accuracy for the driven cavity; gives accurate reattachment lengths for low‐Reynolds steady flow over a circular cylinder; and gives constant‐amplitude vortex shedding for the case of high‐Reynolds unsteady flow over a circular cylinder. Copyright © 2005 John Wiley & Sons, Ltd.     

An upwind finite‐volume element scheme and its maximum‐principle‐preserving property for nonlinear convection–diffusion problem

For a class of nonlinear convection–diffusion equation in multiple space dimensions, a kind of upwind finite‐volume element (UFVE) scheme is put forward. Some techniques, such as calculus of variations, commutating operators and prior estimates, are adopted. It is proved that the UFVE scheme is unconditionally stable and satisfies maximum principle. Optimal‐order estimates in H¹‐norm are derived to determine the error in the approximate solution. Numerical results are presented to observe the performance of the scheme. Copyright © 2007 John Wiley & Sons, Ltd.     

A monotone finite volume scheme for advection–diffusion equations on distorted meshes

A new monotone finite volume method with second‐order accuracy is presented for the steady‐state advection–diffusion equation. The method uses a nonlinear approximation for both diffusive and advective fluxes that guarantee the positivity of the numerical solution. The approximation of the diffusive flux is based on nonlinear two‐point approximation, and the approximation of the advective flux is based on the second‐order upwind method with proper slope limiter. The second‐order convergence rate for concentration and the monotonicity of the nonlinear finite volume method are verified with numerical experiments. Copyright © 2011 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.     

A high‐order alternating direction implicit method for the unsteady convection‐dominated diffusion problem

A high‐order alternating direction implicit (ADI) method for solving the unsteady convection‐dominated diffusion equation is developed. The fourth‐order Padé scheme is used for the discretization of the convection terms, while the second‐order Padé scheme is used for the diffusion terms. The Crank–Nicolson scheme and ADI factorization are applied for time integration. After ADI factorization, the two‐dimensional problem becomes a sequence of one‐dimensional problems. The solution procedure consists of multiple use of a one‐dimensional tridiagonal matrix algorithm that produces a computationally cost‐effective solver. Von Neumann stability analysis is performed to show that the method is unconditionally stable. An unsteady two‐dimensional problem concerning convection‐dominated propagation of a Gaussian pulse is studied to test its numerical accuracy and compare it to other high‐order ADI methods. The results show that the overall numerical accuracy can reach third or fourth order for the convection‐dominated diffusion equation depending on the magnitude of diffusivity, while the computational cost is much lower than other high‐order numerical methods. Copyright © 2011 John Wiley & Sons, Ltd.     

A stabilized extremum-preserving scheme for nonlinear parabolic equation on polygonal meshes

In this paper, a stabilized extremum-preserving scheme is introduced for the nonlinear parabolic equation on polygonal meshes. The so-called harmonic averaging points located at the interface of heterogeneity are employed to define the auxiliary unknowns and can be interpolated by the cell-centered unknowns. This scheme has only cell-centered unknowns and possesses a small stencil. A stabilized term is constructed to improve the stability of this scheme. The stability analysis of this scheme is obtained under standard assumptions. Numerical results illustrate that the scheme satisfies the extremum principle with anisotropic full tensor coefficient problems and has optimal convergence rate in space on distorted meshes.     

Fourth‐order exponential finite difference methods for boundary value problems of convective diffusion type

Methods based on exponential finite difference approximations of h⁴ accuracy are developed to solve one and two‐dimensional convection–diffusion type differential equations with constant and variable convection coefficients. In the one‐dimensional case, the numerical scheme developed uses three points. For the two‐dimensional case, even though nine points are used, the successive line overrelaxation approach with alternating direction implicit procedure enables us to deal with tri‐diagonal systems. The methods are applied on a number of linear and non‐linear problems, mostly with large first derivative terms, in particular, fluid flow problems with boundary layers. Better accuracy is obtained in all the problems, compared with the available results in the literature. Application of an exponential scheme with a non‐uniform mesh is also illustrated. The h⁴ accuracy of the schemes is also computationally demonstrated. Copyright © 2001 John Wiley & Sons, Ltd.     

On a higher‐order bounded discretization scheme

This paper presents a new higher‐order bounded scheme, weighted‐average coefficient ensuring boundedness (WACEB), for approximating the convective fluxes in solving transport equations with the finite volume difference method (FVDM). The weighted‐average formulation is used for interpolating the variables at cell faces and the weighted‐average coefficient is determined from normalized variable formulation and total variation diminishing (TVD) constraints to ensure the boundedness of solution. The new scheme is tested by solving three problems: (1) a pure convection of a box‐shaped step profile in an oblique velocity field, (2) a sudden expansion of an oblique velocity field in a cavity, and (3) a laminar flow over a fence. The results obtained by the present WACEB are compared with the UPWIND and the QUICK schemes and it is shown that this scheme has at least second‐order accuracy, while ensuring boundedness of solutions. Moreover, it is demonstrated that this scheme produces results that better agree with the experimental data in comparison with other schemes. Copyright © 2000 John Wiley & Sons, Ltd.     

A simple three‐wave approximate Riemann solver for the Saint‐Venant‐Exner equations

Erosion and sediments transport processes have a great impact on industrial structures and on water quality. Despite its limitations, the Saint‐Venant‐Exner system is still (and for sure for some years) widely used in industrial codes to model the bedload sediment transport. In practice, its numerical resolution is mostly handled by a splitting technique that allows a weak coupling between hydraulic and morphodynamic distinct softwares but may suffer from important stability issues. In recent works, many authors proposed alternative methods based on a strong coupling that cure this problem but are not so trivial to implement in an industrial context. In this work, we then pursue 2 objectives. First, we propose a very simple scheme based on an approximate Riemann solver, respecting the strong coupling framework, and we demonstrate its stability and accuracy through a number of numerical test cases. However, second, we reinterpret our scheme as a splitting technique and we extend the purpose to propose what should be the minimal coupling that ensures the stability of the global numerical process in industrial codes, at least, when dealing with collocated finite volume method. The resulting splitting method is, up to our knowledge, the only one for which stability properties are fully demonstrated.     

A swept‐intersection‐based remapping method in a ReALE framework

A complete reconnection‐based arbitrary Lagrangian–Eulerian (ReALE) strategy devoted to the computation of hydrodynamic applications for compressible fluid flows is presented here. In ReALE, we replace the rezoning phase of classical ALE method by a rezoning where we allow the connectivity between cells of the mesh to change. This leads to a polygonal mesh that recovers the Lagrangian features in order to follow more efficiently the flow. Those reconnections allow to deal with complex geometries and high vorticity problems contrary to ALE method. For optimizing the remapping phase, we have modified the idea of swept‐integration‐based. The new method is called swept‐intersection‐based remapping method. We demonstrate that our method can be applied to several numerical examples representative of hydrodynamic experiments.Copyright © 2012 John Wiley & Sons, Ltd.     

Lattice Boltzmann method for the fractional sub‐diffusion equation

A lattice Boltzmann model for the fractional sub‐diffusion equation is presented. By using the Chapman–Enskog expansion and the multiscale time expansion, several higher‐order moments of equilibrium distribution functions and a series of partial differential equations in different time scales are obtained. Furthermore, the modified partial differential equation of the fractional sub‐diffusion equation with the second‐order truncation error is obtained. In the numerical simulations, comparisons between numerical results of the lattice Boltzmann models and exact solutions are given. The numerical results agree well with the classical ones. Copyright © 2015 John Wiley & Sons, Ltd.