Two splitting schemes for nonstationary convection-diffusion problems on tetrahedral meshes

Two splitting schemes are proposed for the numerical solution of three-dimensional nonstationary convection-diffusion problems on unstructured meshes in the case of a full diffusion tensor. An advantage of the first scheme is that splitting is generated by the properties of the approximation spaces and does not reduce the order of accuracy. An advantage of the second scheme is that the resulting numerical solutions are nonnegative. A numerical study is conducted to compare the splitting schemes with classical methods, such as finite elements and mixed finite elements. The numerical results show that the splitting schemes are characterized by low dissipation, high-order accuracy, and versatility.     

Evaluation of adaptive mesh refinement and coarsening for the computation of compressible flows on unstructured meshes

The compressible gas flows of interest to aerospace applications often involve situations where shock and expansion waves are present. Decreasing the characteristic dimension of the computational cells in the vicinity of shock waves improves the quality of the computed flows. This reduction in size may be accomplished by the use of mesh adaption procedures. In this paper an analysis is presented of an adaptive mesh scheme developed for an unstructured mesh finite volume upwind computer code. This scheme is tailored to refine or coarsen the computational mesh where gradients of the flow properties are respectively high or low. The refinement and coarsening procedures are applied to the classical gas dynamic problems of the stabilization of shock waves by solid bodies. In particular, situations where oblique shock waves interact with an expansion fan and where bow shocks arise around solid bodies are considered. The effectiveness of the scheme in reducing the computational time, while increasing the solution accuracy, is assessed. It is shown that the refinement procedure alone leads to a number of computational cells which is 20% larger than when alternate passes of refinement and coarsening are used. Accordingly, a reduction of computational time of the same order of magnitude is obtained. Copyright © 2005 John Wiley & Sons, Ltd.     

美式期权定价问题的变网格差分方法

本文提出一种求解美式期权定价自由边值问题的变网格差分方法.通过建立一个自由边界所满足的方程,利用变网格技术可同时求出期权的差分解和最佳执行边界.本文分别讨论了显式和隐式变网格差分格式,并给出了差分解的收敛性和稳定性分析.数值实验表明本文算法是一个非常有效的期权定价算法.     

High-Order Leap-Frog Based Discontinuous Galerkin Method for the Time-Domain Maxwell Equations on Non-Conforming Simplicial Meshes

A high-order leap-flog based non-dissipative discontinuous Galerkin timedomain method for solving Maxwell's equations is introduced and analyzed. The proposed method combines a centered approximation for the evaluation of fluxes at the interface between neighboring elements, with a Nth-order leap-frog time scheme. Moreover, the interpolation degree is defined at the element level and the mesh is refined locally in a non-conforming way resulting in arbitrary level hanging nodes. The method is proved to be stable under some CFL-like condition on the time step. The convergence of the semi-discrete approximation to Maxwell's equations is established rigorously and bounds on the global divergence error are provided. Numerical experiments with highorder elements show the potential of the method.     

A compact high‐order HLL solver for nonlinear hyperbolic systems

We present a new finite‐volume method for calculating complex flows on non‐uniform meshes. This method is designed to be highly compact and to accurately capture all discontinuities that may arise within the solution of a nonlinear hyperbolic system. In the first step, we devise a fourth‐degree Hermite polynomial to interpolate the solution. The coefficients defining this polynomial are calculated by using a least‐square method. To introduce monotonicity conditions within the procedure, two constraints are added into the least‐square system. Those constraints are derived by locally matching the high‐order Hermite polynomial with a low‐order TVD polynomial. To emulate these constraints only in regions of discontinuities, data‐depending weights are defined; these weights are based upon normalized indicators of smoothness of the solution and are parameterized by an O(1) quantity. The reconstruction so generated is highly compact and is fifth‐order accurate when the solution is smooth; this reconstruction becomes first order in regions of discontinuities. In the second step, this reconstruction is inserted in an HLL approximate Riemann solver. This solver is designed to correctly capture all discontinuities that may arise into the solution. To this aim, we introduce the contribution of a possible contact discontinuity into the HLL Riemann solver. Thus, a spatially fifth‐order non‐oscillatory method is generated. This method evolves in time the solution and its first derivative. In a one‐dimensional context, a linear spectral analysis and extensive numerical experiments make it possible to assess the robustness and the advantages of the method in computing multi‐scale problems with embedded discontinuities. Copyright © 2008 John Wiley & Sons, Ltd.     

Stokes问题各向异性网格Q2-P1混合元超收敛分析

讨论Stokes问题在各向异性冈格下的Q2-P1混合有限元方法，利用积分恒等式技巧得到了与传统方法相同的超逼近性质，同时基于插值后处理的技巧，构造了速度和压力的一对插值后处理算子，并且前者具有备向异性特征，从而导出了整体超收敛结果．     

FV/MC混合算法求解轴对称钝体后湍流流场

介绍一种有限容积／Monte Carlo结合求解湍流流场的相容的混合算法．有限容积法求解Reynolds平均的动量方程和能量方程，Monte Carlo方法求解模化的脉动速度—频率—标量联合的PDF方程．将该算法发展到无结构网格，探讨了在无结构网格中实现两种方法的耦合，包括颗粒定位，颗粒场和平均场之间数据交换等问题．并以二维轴对称钝体后湍流流场作为算例，比较了计算结果与实验结果．     

轴对称高速碰撞问题的拉格朗日无结构网格有限体积法的并行计算

给出计算轴对称高速碰撞问题的拉格朗日无结构三角形网格有限体积法的并行格式，并给出以小巨型机ＡｌｉａｎｔＦＸ／４０为目标计算机的算例数值模拟结果和效率分析     

Anti-diffusion method for interface steepening in two-phase incompressible flow

In this paper, we present a method for obtaining sharp interfaces in two-phase incompressible flows by an anti-diffusion correction, that is applicable in a straight-forward fashion for the improvement of two-phase flow solution schemes typically employed in practical applications. The underlying discretization is based on the volume-of-fluid (VOF) interface-capturing method on unstructured meshes. The key idea is to steepen the interface, independently of the underlying volume-fraction transport equation, by solving a diffusion equation with reverse time, i.e. an anti-diffusion equation, after each advection time step of the volume fraction. As the solution of the anti-diffusion equation requires regularization, a limiter based on the directional derivative is developed for calculating the gradient of the volume fraction. This limiter ensures the boundedness of the volume fraction. In order to control the amount of anti-diffusion introduced by the correction algorithm we propose a suitable stopping criterion for interface steepening. The formulation of the limiter and the algorithm for solving the anti-diffusion equation are applicable to 3-dimensional unstructured meshes. Validation computations are performed for passive advection of an interface, for 2-dimensional and 3-dimensional rising-bubbles, and for a rising drop in a periodically constricted channel. The results demonstrate that sharp interfaces can be recovered reliably. They show that the accuracy is similar to or even better than that of level-set methods using comparable discretizations for the flow and the level-set evolution. Also, we observe a good agreement with experimental results for the rising drop where proper interface evolution requires accurate mass conservation.     

A modified Bakhvalov mesh

We consider a few numerical methods for solving a one-dimensional convection–diffusion singularly perturbed problem. More precisely, we introduce a modified Bakvalov mesh generated using some implicitly defined functions. Properties of this mesh and convergence results for several methods on it are given. Numerical results are presented in support of the theoretical considerations.