A Multiphase Godunov Method for Compressible Multifluid and Multiphase Flows

We propose a new model and a solution method for two-phase compressible flows. The model involves six equations obtained from conservation principles applied to each phase, completed by a seventh equation for the evolution of the volume fraction. This equation is necessary to close the overall system. The model is valid for fluid mixtures, as well as for pure fluids. The system of partial differential equations is hyperbolic. Hyperbolicity is obtained because each phase is considered to be compressible. Two difficulties arise for the solution: one of the equations is written in non-conservative form; non-conservative terms exist in the momentum and energy equations. We propose robust and accurate discretisation of these terms. The method solves the same system at each mesh point with the same algorithm. It allows the simulation of interface problems between pure fluids as well as multiphase mixtures. Several test cases where fluids have compressible behavior are shown as well as some other test problems where one of the phases is incompressible. The method provides reliable results, is able to compute strong shock waves, and deals with complex equations of state.     

Solution of Time-Dependent Diffusion Equations with Variable Coefficients Using Multiwavelets

A new numerical algorithm is developed for the solution of time-dependent differential equations of diffusion type. It allows for an accurate and efficient treatment of multidimensional problems with variable coefficients, nonlinearities, and general boundary conditions. For space discretization we use the multiwavelet bases introduced by Alpert (1993,SIAM J. Math. Anal.24, 246–262), and then applied to the representation of differential operators and functions of operators presented by Alpert, Beylkin, and Vozovoi (Representation of operators in the multiwavelet basis, in preparation). An important advantage of multiwavelet basis functions is the fact that they are supported only on non-overlapping subdomains. Thus multiwavelet bases are attractive for solving problems in finite (non periodic) domains. Boundary conditions are imposed with a penalty technique of Hesthaven and Gottlieb (1996,SIAM J. Sci. Comput., 579–612) which can be used to impose rather general boundary conditions. The penalty approach was extended to a procedure for ensuring the continuity of the solution and its first derivative across interior boundaries between neighboring subdomains while time stepping the solution of a time dependent problem. This penalty procedure on the interfaces allows for a simplification and sparsification of the representation of differential operators by discarding the elements responsible for interactions between neighboring subdomains. Consequently the matrices representing the differential operators (on the finest scale) have block-diagonal structure. For a fixed order of multiwavelets (i.e., a fixed number of vanishing moments) the computational complexity of the present algorithm is proportional to the number of subdomains. The time discretization method of Beylkin, Keiser, and Vozovoi (1998, PAM Report 347) is used in view of its favorable stability properties. Numerical results are presented for evolution equations with variable coefficients in one and two dimensions.     

An Error Indicator Monitor Function for an r-Adaptive Finite-Element Method

An r-adaptive finite-element method based on moving-mesh partial differential equations (PDEs) and an error indicator is presented. The error indicator is obtained by applying a technique developed by Bank and Weiser to elliptic equations which result in this case from temporal discretization of the underlying physical PDEs on moving meshes. The construction of the monitor function based on the error indicator is discussed. Numerical results obtained with the current method and the commonly used method based on solution gradients are presented and analyzed for several examples.     

An Efficient Algorithm for Truncating Spatial Domain in Modeling Light Scattering by Finite-Difference Technique

The finite-difference time domain technique is one of the most robust and accurate numerical methods for the solution of light scattering by small particles with arbitrary composition and geometry. In practice, this method requires that the spatial domain for the computation of near-field be truncated. An absorbing boundary condition must be imposed in conjunction with this truncation. The performance of this boundary condition is essential to the stability of numerical computations and the reliability of results. In the present study, a new boundary condition, referred to as the mixed T algorithm, has been developed, which is a generalization of the transmitting boundary condition originally developed by Liao and co-workers. The present algorithm does not require spatial interpolation for wave values at interior grid points. In addition, it produces two minima of spurious reflections at small and large incident angles, allowing efficient absorption of the scattered waves at the boundary for large incident angles. When the third-order mixed T algorithm is used, the reflection coefficient of the boundary is less than 1% for incident angles from 0° to about 70°. We find that the numerical instability associated with the transmitting boundary condition is caused by the location-dependent amplitude of outgoing waves in the vicinity of the boundary. For this reason, the mixed T algorithm is stabilized by consistently introducing diffusive coefficients into the boundary equation. When the stabilized algorithm is applied, the near-field within the truncated domain can be computed by using single-precision arithmetic without overflows for more than 10⁵steps in the time-marching iteration. Finally, the new absorbing boundary condition is validated by carrying out numerical experiments involving the propagation of a TM wave excited by a sinusoidal point source, simultaneous simulation of the wave propagation in small and large domains, and the scattering of a TM wave by an infinite circular cylinder.     

Nonlinear Landau Damping in Spherically Symmetric Vlasov Poisson Systems

The Vlasov Poisson system is a partial differential equation widely used to describe collisionless plasma. It is formulated in a six-dimensional phase space, this prohibits a numerical solution on a complete phase space grid. In some applications, however, spherical symmetry is given, which introduces singularities into the Vlasov Poisson equation. We focus on such problems and propose a stable algorithm using accommodating boundaries. At first, the method is tested in the linear regime, where analytical solutions are available. Thereafter it is applied to large disturbances from equilibrium.     

Moving Mesh Methods in Multiple Dimensions Based on Harmonic Maps

In practice, there are three types of adaptive methods using the finite element approach, namely the h-method, p-method, and r-method. In the h-method, the overall method contains two parts, a solution algorithm and a mesh selection algorithm. These two parts are independent of each other in the sense that the change of the PDEs will affect the first part only. However, in some of the existing versions of the r-method (also known as the moving mesh method), these two parts are strongly associated with each other and as a result any change of the PDEs will result in the rewriting of the whole code. In this work, we will propose a moving mesh method which also contains two parts, a solution algorithm and a mesh-redistribution algorithm. Our efforts are to keep the advantages of the r-method (e.g., keep the number of nodes unchanged) and of the h-method (e.g., the two parts in the code are independent). A framework for adaptive meshes based on the Hamilton–Schoen–Yau theory was proposed by Dvinsky. In this work, we will extend Dvinsky's method to provide an efficient solver for the mesh-redistribution algorithm. The key idea is to construct the harmonic map between the physical space and a parameter space by an iteration procedure. Each iteration step is to move the mesh closer to the harmonic map. This procedure is simple and easy to program and also enables us to keep the map harmonic even after long times of numerical integration. The numerical schemes are applied to a number of test problems in two dimensions. It is observed that the mesh-redistribution strategy based on the harmonic maps adapts the mesh extremely well to the solution without producing skew elements for multi-dimensional computations.     

Completely Conservative and Oscillationless Semi-Lagrangian Schemes for Advection Transportation

In this paper, we present a new type of semi-Lagrangian scheme for advection transportation equation. The interpolation function is based on a cubic polynomial and is constructed under the constraints of conservation of cell-integrated average and the slope modification. The cell-integrated average is defined via the spatial integration of the interpolation function over a single grid cell and is advanced using a flux form. Nonoscillatory interpolation is constructed by choosing proper approximation to the cell-center values of the first derivative of the interpolation function, which appears to be a free parameter in the present formulation. The resulting scheme is exactly conservative regarding the cell average of the advected quantity and does not produce any spurious oscillation. Oscillationless solutions to linear transportation problems were obtained. Incorporated with an entropy-enforcing numerical flux, the presented schemes can accurately compute shocks and sonic rarefaction waves when applied to nonlinear problems.     

A new time-domain frequency-selective quantification algorithm

In this paper a new time-domain frequency-selective quantification algorithm is presented. Frequency-selective quantification refers to a method that analyzes spectral components in a selected frequency region, ignoring all the other components outside. The algorithm, referred to as MeFreS (Metropolis Frequency-Selective), is based on rank minimization of an opportune Hankel matrix. The minimization procedure is satisfied by the down-hill simplex method, implemented with the simulated annealing method. MeFreS does not use any preprocessing step or filter to suppress nuisance peaks, but the signal model function is directly fitted. In this manner, neither inherent signal distortions nor estimation biases to be corrected occur. The algorithm was tested with Monte Carlo simulations. A comparison with VARPRO and AMARESw algorithms was carried out. Finally, two samples of known content from NMR data were quantified.     

Multigrid Solution of the Incompressible Navier–Stokes Equations for Density-Stratified Flow past Three-Dimensional Obstacles

The steady incompressible Navier–Stokes equations in three dimensions are solved for neutral and stably stratified flow past three-dimensional obstacles of increasing spanwise width. The continuous equations are approximated using a finite volume discretisation on staggered grids with a flux-limited monotonic scheme for the advective terms. The discrete equations which arise are solved using a nonlinear multigrid algorithm with up to four grid levels using the SIMPLE pressure correction method as smoother. When at its most effective the multigrid algorithm is demonstrated to yield convergence rates which are independent of the grid density. However, it is found that the asymptotic convergence rate depends on the choice of the limiter used for the advective terms of the density equation, and some commonly used schemes are investigated. The variation with obstacle width of the influence of the stratification on the flow field is described and the results of the three-dimensional computations are compared with those of the corresponding computation of flow over a two-dimensional obstacle (of effectively infinite width). Also given are the results of time-dependent computations for three-dimensional flows under conditions of strong static stability when lee-wave propagation is present and the multigrid algorithm is used to compute the flow at each time step.     

A subspace time-domain algorithm for automated NMR spectral normalization

Recently, two methods have been proposed for quantitatively comparing NMR spectra of control and treated samples, in order to examine the possible occurring variations in cell metabolism and/or structure in response to numerous physical, chemical, and biological agents. These methods are the maximum superposition normalization algorithm (MaSNAl) and the minimum rank normalization algorithm (MiRaNAl). In this paper a new subspace-based time-domain normalization algorithm, denoted by SuTdNAl (subspace time-domain normalization algorithm), is presented. By the determination of the intersection of the column spaces of two Hankel matrices, the common signal poles and further on the components having proportionally varying amplitudes are detected. The method has the advantage that it is computationally less intensive than the MaSNAl and the MiRaNAl. Furthermore, no approximate estimate of the normalization factor is required. The algorithm was tested by Monte Carlo simulations on a set of simulation signals. It was shown that the SuTdNAl has a statistical performance similar to that of the MiRaNAl, which itself is an improvement over the MaSNAl. Furthermore, two samples of known contents are compared with the MiRaNAl, the SuTdNAl, and an older method using a standard. Finally, the SuTdNAl is tested on a realistic simulation example derived from an in vitro measurement on cells.     

Minimization of the Truncation Error by Grid Adaptation

A new grid adaptation strategy, which minimizes the truncation error of a pth-order finite difference approximation, is proposed. The main idea of the method is based on the observation that the global truncation error associated with discretization on nonuniform meshes can be minimized if the interior grid points are redistributed in an optimal sequence. The method does not explicitly require the truncation error estimate, and at the same time, it allows one to increase the design order of approximation globally by one, so that the same finite difference operator reveals superconvergence properties on the optimal grid. Another very important characteristic of the method is that if the differential operator and the metric coefficients are evaluated identically by some hybrid approximation, then the single optimal grid generator can be employed in the entire computational domain independently of points where the hybrid discretization switches from one approximation to another. Generalization of the present method to multiple dimensions is presented. Numerical calculations of several one-dimensional and one two-dimensional test examples demonstrate the performance of the method and corroborate the theoretical results.     

Improved Lanczos algorithms for blackbox MRS data quantitation

Magnetic resonance spectroscopy (MRS) has been shown to be a potentially important medical diagnostic tool. The success of MRS depends on the quantitative data analysis, i.e., the interpretation of the signal in terms of relevant physical parameters, such as frequencies, decay constants, and amplitudes. A variety of time-domain algorithms to extract parameters have been developed. On the one hand, there are so-called blackbox methods. Minimal user interaction and limited incorporation of prior knowledge are inherent to this type of method. On the other hand, interactive methods exist that are iterative, require user involvement, and allow inclusion of prior knowledge. We focus on blackbox methods. The computationally most intensive part of these blackbox methods is the computation of the singular value decomposition (SVD) of a Hankel matrix. Our goal is to reduce the needed computational time without affecting the accuracy of the parameters of interest. To this end, algorithms based on the Lanczos method are suitable because the main computation at each step, a matrix-vector product, can be efficiently performed by means of the fast Fourier transform exploiting the structure of the involved matrix. We compare the performance in terms of accuracy and efficiency of four algorithms: the classical SVD algorithm based on the QR decomposition, the Lanczos algorithm, the Lanczos algorithm with partial reorthogonalization, and the implicitly restarted Lanczos algorithm. Extensive simulation studies show that the latter two algorithms perform best.     

A General-Purpose Finite-Volume Advection Scheme for Continuous and Discontinuous Fields on Unstructured Grids

We present a new general-purpose advection scheme for unstructured meshes based on the use of a variation of the interface-tracking flux formulation recently put forward by O. Ubbink and R. I. Issa (J. Comput. Phys.153, 26 (1999)), in combination with an extended version of the flux-limited advection scheme of J. Thuburn (J. Comput. Phys.123, 74 (1996)), for continuous fields. Thus, along with a high-order mode for continuous fields, the new scheme presented here includes optional integrated interface-tracking modes for discontinuous fields. In all modes, the method is conservative, monotonic, and compatible. It is also highly shape preserving. The scheme works on unstructured meshes composed of any kind of connectivity element, including triangular and quadrilateral elements in two dimensions and tetrahedral and hexahedral elements in three dimensions. The scheme is finite-volume based and is applicable to control-volume finite-element and edge-based node-centered computations. An explicit–implicit extension to the continuous-field scheme is provided only to allow for computations in which the local Courant number exceeds unity. The transition from the explicit mode to the implicit mode is performed locally and in a continuous fashion, providing a smooth hybrid explicit–implicit calculation. Results for a variety of test problems utilizing the continuous and discontinuous advection schemes are presented.     

A New Unconditionally Stable Algorithm for Steady-State Fluid Simulation of High Density Plasma Discharge

A new unconditionally stable algorithm for steady-state fluid simulation of high density plasma discharge is suggested. The physical origin of restriction on simulation time step is discussed and a new method to overcome it is explained. To compare the new method with previous other methods, a one-dimensional fluid simulation of inductively coupled plasma discharge is performed.     

A New Version of the Fast Multipole Method for Screened Coulomb Interactions in Three Dimensions

We present a new version of the fast multipole method (FMM) for screened Coulomb interactions in three dimensions. Existing schemes can compute such interactions in O(N) time, where N denotes the number of particles. The constant implicit in the O(N) notation, however, is dominated by the expense of translating far-field spherical harmonic expansions to local ones. For each box in the FMM data structure, this requires 189p⁴ operations per box, where p is the order of the expansions used. The new formulation relies on an expansion in evanescent plane waves, with which the amount of work can be reduced to 40p²+6p³ operations per box.     

High-Order Nonreflecting Boundary Conditions without High-Order Derivatives

A wave problem in an unbounded domain is often treated numerically by truncating the infinite domain via an artificial boundary , imposing a so-called nonreflecting boundary condition (NRBC) on , and then solving the problem numerically in the finite domain bounded by . A general approach is devised here to construct high-order local NRBCs with a symmetric structure and with only low (first- or second-) order spatial and/or temporal derivatives. This enables the practical use of NRBCs of arbitrarily high order. In the case of time-harmonic waves with finite element discretization, the approach yields a symmetric C⁰ finite element formulation in which standard elements can be employed. The general methodology is presented for both the time-harmonic case (Helmholtz equation) and the time-dependent case (the wave equation) and is demonstrated numerically in the former case.     

Two-Level Hierarchical FEM Method for Modeling Passive Microwave Devices

In recent years multigrid methods have been proven to be very efficient for solving large systems of linear equations resulting from the discretization of positive definite differential equations by either the finite difference method or theh-version of the finite element method. In this paper an iterative method of the multiple level type is proposed for solving systems of algebraic equations which arise from thep-version of the finite element analysis applied to indefinite problems. A two-levelV-cycle algorithm has been implemented and studied with a Gauss–Seidel iterative scheme used as a smoother. The convergence of the method has been investigated, and numerical results for a number of numerical examples are presented.     

A Finite Volume Method for the Approximation of Diffusion Operators on Distorted Meshes

A new finite volume method is presented for discretizing general linear or nonlinear elliptic second-order partial-differential equations with mixed boundary conditions. The advantage of this method is that arbitrary distorted meshes can be used without the numerical results being altered. The resulting algorithm has more unknowns than standard methods like finite difference or finite element methods. However, the matrices that need to be inverted are positive definite, so the most powerful linear solvers can be applied. The method has been tested on a few elliptic and parabolic equations, either linear, as in the case of the standard heat diffusion equation, or nonlinear, as in the case of the radiation diffusion equation and the resistive diffusion equation with Hall term.     

A High-Order WENO Finite Difference Scheme for the Equations of Ideal Magnetohydrodynamics

We present a high-order accurate weighted essentially non-oscillatory (WENO) finite difference scheme for solving the equations of ideal magnetohydrodynamics (MHD). This scheme is a direct extension of a WENO scheme, which has been successfully applied to hydrodynamic problems. The WENO scheme follows the same idea of an essentially non-oscillatory (ENO) scheme with an advantage of achieving higher-order accuracy with fewer computations. Both ENO and WENO can be easily applied to two and three spatial dimensions by evaluating the fluxes dimension-by-dimension. Details of the WENO scheme as well as the construction of a suitable eigen-system, which can properly decompose various families of MHD waves and handle the degenerate situations, are presented. Numerical results are shown to perform well for the one-dimensional Brio–Wu Riemann problems, the two-dimensional Kelvin–Helmholtz instability problems, and the two-dimensional Orszag–Tang MHD vortex system. They also demonstrate the importance of maintaining the divergence free condition for the magnetic field in achieving numerical stability. The tests also show the advantages of using the higher-order scheme. The new 5th-order WENO MHD code can attain an accuracy comparable with that of the second-order schemes with many fewer grid points.