A posteriori error analysis of a quadratic finite volume method for nonlinear elliptic problems

In this article, we construct and analyze a residual-based a posteriori error estimator for a quadratic finite volume method (FVM) for solving nonlinear elliptic partial differential equations with homogeneous Dirichlet boundary conditions. We shall prove that the a posteriori error estimator yields the global upper and local lower bounds for the norm error of the FVM. So that the a posteriori error estimator is equivalent to the true error in a certain sense. Numerical experiments are performed to illustrate the theoretical results.     

Method of lines with boundary elements for 1‐D transient diffusion‐reaction problems

Time‐dependent differential equations can be solved using the concept of method of lines (MOL) together with the boundary element (BE) representation for the spatial linear part of the equation. The BE method alleviates the need for spatial discretization and casts the problem in an integral format. Hence errors associated with the numerical approximation of the spatial derivatives are totally eliminated. An element level local cubic approximation is used for the variable at each time step to facilitate the time marching and the nonlinear terms are represented in a semi‐implicit manner by a local linearization at each time step. The accuracy of the method has been illustrated on a number of test problems of engineering significance. © 2005 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 2006     

A test problem for molecular dynamics integrators

We derive a test problem for evaluating the ability of time-steppingmethods to preserve the statistical properties of systems inmolecular dynamics. We consider a family of deterministic systemsconsisting of a finite number of particles interacting on acompact interval. The particles are given random initial conditionsand interact through instantaneous energy- and momentum-conservingcollisions. As the number of particles, the particle density,and the mean particle speed go to infinity, the trajectory ofa tracer particle is shown to converge to a stationary Gaussianstochastic process. We approximate this system by one describedby a system of ordinary differential equations and provide numericalevidence that it converges to the same stochastic process. Wesimulate the latter system with a variety of numerical integrators,including the symplectic Euler method, a fourth-order Runge-Kuttamethod, and an energyconserving step-and-project method. Weassess the methods' ability to recapture the system's limitingstatistics and observe that symplectic Euler performs significantlybetter than the others for comparable computational expense.     

Methods for implementing the stream boundary condition in DSMC computations

In the direct simulation Monte‐Carlo (DSMC) method for simulating rarefied gas flows, the velocities of simulator particles that cross a simulation boundary and enter the simulation space are typically generated using the acceptance–rejection procedure that samples the velocities from a truncated theoretical velocity distribution that excludes low and high velocities. This paper analyses an alternative technique, where the velocities of entering particles are obtained by extending the simulation procedures to a region adjacent to the simulation space, and considering the movement of particles generated within that region during the simulation time step. The alternative method may be considered as a form of acceptance–rejection procedure, and permits the generation of all possible velocities, although the population of high velocities is depleted with respect to the theoretical distribution. Nevertheless, this is an improvement over the standard acceptance–rejection method. Previous implementations of the alternative method gave a number flux lower than the theoretical number required. Two methods for obtaining the correct number flux are presented. For upstream boundaries in high‐speed flows, the alternative method is more computationally efficient than the acceptance–rejection method. However, for downstream boundaries, the alternative method is extremely inefficient. The alternative method, with the correct theoretical number flux, should therefore be used in DSMC computations in favour of the acceptance–rejection method for upstream boundaries in high‐speed flows. Copyright © 2003 John Wiley & Sons, Ltd.     

Stability and slightly supercritical oscillatory regimes of natural convection in a 8:1 cavity: solution of the benchmark problem by a global Galerkin method

The global Galerkin method is applied to the benchmark problem that considers an oscillatory regime of convection of air in a tall two‐dimensional rectangular cavity. The three most unstable modes of the linearized system of the Boussinesq equations are studied. The converged values of the critical Rayleigh numbers together with the corresponding oscillation frequencies are calculated for each mode. The oscillatory flow regimes corresponding to each of the three modes are approximated asymptotically. No direct time integration is applied. Good agreement with the previously published results obtained by solution of the time‐dependent Boussinesq equations is reported. Copyright © 2004 John Wiley & Sons, Ltd.     

High‐order accurate numerical solutions of incompressible flows with the artificial compressibility method

A high‐order accurate, finite‐difference method for the numerical solution of incompressible flows is presented. This method is based on the artificial compressibility formulation of the incompressible Navier–Stokes equations. Fourth‐ or sixth‐order accurate discretizations of the metric terms and the convective fluxes are obtained using compact, centred schemes. The viscous terms are also discretized using fourth‐order accurate, centred finite differences. Implicit time marching is performed for both steady‐state and time‐accurate numerical solutions. High‐order, spectral‐type, low‐pass, compact filters are used to regularize the numerical solution and remove spurious modes arising from unresolved scales, non‐linearities, and inaccuracies in the application of boundary conditions. The accuracy and efficiency of the proposed method is demonstrated for test problems. Copyright © 2004 John Wiley & Sons, Ltd.     

Continuation of travelling‐wave solutions of the Navier–Stokes equations

An efficient way of obtaining travelling waves in a periodic fluid system is described and tested. We search for steady states in a reference frame travelling at the wave phase velocity using a first‐order pseudospectral semi‐implicit time scheme adapted to carry out the Newton's iterations. The method is compared to a standard Newton–Raphson solver and is shown to be highly efficient in performing this task, even when high‐resolution grids are used. This method is well suited to three‐dimensional calculations in cylindrical or spherical geometries. Copyright © 2006 John Wiley & Sons, Ltd.     

Order conditions for linearly implicit fractional step Runge Kutta methods

^{In this paper, we study the consistency of a variant of fractionalstep Runge–Kutta methods. These methods are designed tointegrate efficiently semi-linear multidimensional parabolicproblems by means of linearly implicit time integration processes.Such time discretization procedures are also related to a splittingof the space differential operator (or the spatial discretizationof it) as a sum of ‘simpler’ linear differentialoperators and a nonlinear term.}