Partial semi-coarsening multigrid method based on the HOC scheme on nonuniform grids for the convection–diffusion problems

A partial semi-coarsening multigrid method based on the high-order compact (HOC) difference scheme on nonuniform grids is developed to solve the 2D convection–diffusion problems with boundary or internal layers. The significance of this study is that the multigrid method allows different number of grid points along different coordinate directions on nonuniform grids. Numerical experiments on some convection–diffusion problems with boundary or internal layers are conducted. They demonstrate that the partial semi-coarsening multigrid method combined with the HOC scheme on nonuniform grids, without losing the high-order accuracy, is very efficient and effective to decrease the computational cost by reducing the number of grid points along the direction which does not contain boundary or internal layers.     

A New Nonsymmetric Discontinuous Galerkin Method for Time Dependent Convection Diffusion Equations

We propose a discontinuous Galerkin finite element method for convection diffusion equations that involves a new methodology handling the diffusion term. Test function derivative numerical flux term is introduced in the scheme formulation to balance the solution derivative numerical flux term. The scheme has a nonsymmetric structure. For general nonlinear diffusion equations, nonlinear stability of the numerical solution is obtained. Optimal kth order error estimate under energy norm is proved for linear diffusion problems with piecewise P ^k polynomial approximations. Numerical examples under one-dimensional and two-dimensional settings are carried out. Optimal (k+1)th order of accuracy with P ^k polynomial approximations is obtained on uniform and nonuniform meshes. Compared to the Baumann-Oden method and the NIPG method, the optimal convergence is recovered for even order P ^k polynomial approximations.     

A 15-point high-order compact scheme with multigrid computation for solving 3D convection diffusion equations

We propose a method with sixth-order accuracy to solve the three-dimensional (3D) convection diffusion equation. We first use a 15-point fourth-order compact discretization scheme to obtain fourth-order solutions on both fine and coarse grids using the multigrid method. Then an iterative mesh refinement technique combined with Richardson extrapolation is used to approximate the sixth-order accurate solution on the fine grid. Numerical results are presented for a variety of test cases to demonstrate the efficiency and accuracy of the proposed method, compared with the standard fourth-order compact scheme.     

Multi-thread implementations of the lattice Boltzmann method on non-uniform grids for CPUs and GPUs

Two multi-thread based parallel implementations of the lattice Boltzmann method for non-uniform grids on different hardware platforms are compared in this paper: a multi-core CPU implementation and an implementation on General Purpose Graphics Processing Units (GPGPU). Both codes employ second order accurate compact interpolation at the interfaces, coupling grids of different resolutions. Since the compact interpolation technique is both simple and accurate, it produces almost no computational overhead as compared to the lattice Boltzmann method for uniform grids in terms of node updates per second. To the best of our knowledge, the current paper presents the first study on multi-core parallelization of the lattice Boltzmann method with inhomogeneous grid spacing and nested time stepping for both CPUs and GPUs.     

Spline methods for solving system of second-order boundary-value problems

In this paper, we use cubic polynomial splines to derive some consistency relations which are then used to develop a numerical method for computing smooth approximations to the solution and its derivatives for a system of second order boundary value problems associated with obstacle, unilateral and contact problems. We show that the present method gives approximations which are better than that produced by other collocation, finite difference and spline methods. Numerical example is presented to illustrate the applicability of the new method.     

一阶、二阶导数耦合的紧致差分格式及其应用

在数值计算中可能遇到求解一阶导数和二阶导数耦合的微分方程,为了能用紧致差分格式进行计算,针对这样的方程,建立了考虑一阶、二阶导数耦合的紧致差分格式,利用这一方法可以直接对方程进行离散求解。通过具体算例,验证该类紧致差分格式的优越性,还将这类紧致差分格式运用到求解二维偏微分方程中。     

Accurate adaptive level set method and sharpening technique for three dimensional deforming interfaces

In this paper, we demonstrate improved accuracy of the level set method for resolving deforming interfaces by proposing two key elements: (1) accurate level set solutions on adapted Cartesian grids by judiciously choosing interpolation polynomials in regions of different grid levels and (2) enhanced re-initialization by an interface sharpening procedure. The level set equation is solved using a fifth order WENO scheme or a second order central differencing scheme depending on availability of uniform stencils at each grid point. Grid adaptation criteria are determined so that the Hamiltonian functions at nodes adjacent to interfaces are always calculated by the fifth order WENO scheme. This selective usage between the fifth order WENO and second order central differencing schemes is confirmed to give more accurate results compared to those in literature for standard test problems. In order to further improve accuracy especially near thin filaments, we suggest an artificial sharpening method, which is in a similar form with the conventional re-initialization method but utilizes sign of curvature instead of sign of the level set function. Consequently, volume loss due to numerical dissipation on thin filaments is remarkably reduced for the test problems.     

Legendre spectral method for solving integral and integro-differential equations

A new spectral approximation of an integral based on Legendre approximation at the zeros of the first term of the residual is presented. The method is used to solve integral and integro-differential equations. The method generates approximations to the lower order derivatives of the function through successive integrations of the Legendre polynomial approximation to the highest order derivative. Numerical results are included to confirm the efficiency and accuracy of the method.     

A new implicit compact difference scheme for the fourth-order fractional diffusion-wave system

In this paper, a new implicit compact difference scheme is constructed for the fourth-order fractional diffusion-wave system by the method of order reduction. The temporal Caputo fractional derivative is discretized by an L₁ scheme. The spatial derivative of order 4 is reduced to one of order 2 by order reduction. Then, the reduced derivative of order 2 is discretized by a difference formula of order 4. Using order reduction, two simple and accurate formulae of discretization for the derivative boundary conditions are obtained. And a new way of proving the stability and convergence of the scheme is presented in this paper. Some numerical results demonstrate the accuracy and efficiency of our new scheme.     

A simple implementation of the immersed interface methods for Stokes flows with singular forces

In this paper, we introduce a simple version of the immersed interface method (IIM) for Stokes flows with singular forces along an interface. The numerical method is based on applying the Taylor’s expansions along the normal direction and incorporating the solution and its normal derivative jumps into the finite difference approximations. The fluid variables are solved in a staggered grid, and a new accurate interpolating scheme for the non-smooth velocity has been developed. The numerical results show that the scheme is second-order accurate.     

Navier-Stokes Solution by New Compact Scheme for Incompressible Flows

A new high spectral accuracy compact difference scheme is proposed here. This has been obtained by constrained optimization of error in spectral space for discretizing first derivative for problems with non-periodic boundary condition. This produces a scheme with the highest spectral accuracy among all known compact schemes, although this is formally only second-order accurate. Solution of Navier-Stokes equation for incompressible flows are reported here using this scheme to solve two fluid flow instability problems that are difficult to solve using explicit schemes. The first problem investigates the effect of wind-shear past bluff-body and the second problem involves predicting a vortex-induced instability.     

Numerical methods of higher order of accuracy for incompressible flows

The work deals with numerical solution of the Navier–Stokes equations for incompressible fluid using finite volume and finite difference methods. The first method is based on artificial compressibility where continuity equation is changed by adding pressure time derivative. The second method is based on solving momentum equations and the Poisson equation for pressure instead of continuity equation. The numerical solution using both methods is compared for backward facing step flows. The equations are discretized on orthogonal grids with second, fourth and sixth orders of accuracy as well as third order accurate upwind approximation for convective terms. Not only laminar but also turbulent regimes using two-equation turbulence models are presented.     

A high order ADI method for separable generalized Helmholtz equations

We present a multilevel high order ADI method for separable generalized Helmholtz equations. The discretization method we use is a one-dimensional fourth order compact finite difference applied to each directional component of the Laplace operator, resulting in a discrete system efficiently solvable by ADI methods. We apply this high order difference scheme to all levels of grids, and then starting from the coarsest grid, solve the discretized equation with an ADI method at each grid level, with the solution from the previous grid level as the initial guess. The multilevel procedure stops as the ADI finishes its iterations on the finest grid. Analytical and experimental results show that the proposed method is highly accurate and efficient while remaining as algorithmically and data-structurally simple as the single grid ADI method.     

A finite difference scheme on nonuniform grids

In the present work, we introduce a finite difference scheme on an nonuniform grid. The truncation errors introduced by the use of this difference scheme is presented. It is shown that the numerical solution in the physical domain on nonuniform grids has some advantages. Finally, we solve some boundary value problems using the introduced scheme and compare the obtained results with that obtained on an uniform grid.     

Efficient exponential compact higher order difference scheme for convection dominated problems

Present work is the development of a finite difference scheme based on Richardson extrapolation technique. It gives an exponential compact higher order scheme (ECHOS) for two-dimensional linear convection-diffusion equations (CDE). It uses a compact nine point stencil, over which the governing equations are discretized for both fine and coarse grids. The resulting algebraic systems are solved using a line iterative approach with alternate direction implicit (ADI) procedure. Combining the solutions over fine and coarse grids, initially a sixth order solution over coarse grid points is obtained. The resultant solution is then extended to finer grid by interpolation derived from the difference operator. The convergence of the iterative procedure is guaranteed as the coefficient matrix of the developed scheme satisfies the conditions required to be monotone. The higher order accuracy and better rate of convergence of the developed algorithm have been demonstrated by solving numerous model problems.     

Uniform Second Order Convergence of a Complete Flux Scheme on Unstructured 1D Grids for a Singularly Perturbed Advection–Diffusion Equation and Some Multidimensional Extensions

The accurate and efficient discretization of singularly perturbed advection–diffusion equations on arbitrary 2D and 3D domains remains an open problem. An interesting approach to tackle this problem is the complete flux scheme (CFS) proposed by G. D. Thiart and further investigated by J. ten Thije Boonkkamp. For the CFS, uniform second order convergence has been proven on structured grids. We extend a version of the CFS to unstructured grids for a steady singularly perturbed advection–diffusion equation. By construction, the novel finite volume scheme is nodally exact in 1D for piecewise constant source terms. This property allows to use elegant continuous arguments in order to prove uniform second order convergence on unstructured one-dimensional grids. Numerical results verify the predicted bounds and suggest that by aligning the finite volume grid along the velocity field uniform second order convergence can be obtained in higher space dimensions as well.     

Fourth-order central compact scheme for the numerical solution of incompressible Navier–Stokes equations

This paper provides an implicit central compact scheme for the numerical solution of incompressible Navier–Stokes equations. The solution procedure is based on the artificial compressibility method that transforms the governing equations into a hyperbolic-parabolic form. A fourth-order central compact scheme with a sixth-order numerical filtering is used for the discretization of convective terms and fourth-order central compact scheme for the viscous terms. Dual-time stepping approach is applied to time discretization with backward Euler difference scheme to the pseudo-time derivative, and three point second-order backward difference scheme to the physical time derivative. An approximate factorization-based alternating direction implicit scheme is used to solve the resulting block tridiagonal system of equations. The accuracy and efficiency of the proposed numerical method is verified by simulating several two-dimensional steady and unsteady benchmark problems.     

A Discontinuous Galerkin Scheme based on a Space-Time Expansion II. Viscous Flow Equations in Multi Dimensions

In part I of these two papers we introduced for inviscid flow in one space dimension a discontinuous Galerkin scheme of arbitrary order of accuracy in space and time. In the second part we extend the scheme to the compressible Navier-Stokes equations in multi dimensions. It is based on a space-time Taylor expansion at the old time level in which all time or mixed space-time derivatives are replaced by space derivatives using the Cauchy-Kovalevskaya procedure. The surface and volume integrals in the variational formulation are approximated by Gaussian quadrature with the values of the space-time approximate solution. The numerical fluxes at grid cell interfaces are based on the approximate solution of generalized Riemann problems for both, the inviscid and viscous part. The presented scheme has to satisfy a stability restriction similar to all other explicit DG schemes which becomes more restrictive for higher orders. The loss of efficiency, especially in the case of strongly varying sizes of grid cells is circumvented by use of different time steps in different grid cells. The presented time accurate numerical simulations run with local time steps adopted to the local stability restriction in each grid cell. In numerical simulations for the two-dimensional compressible Navier-Stokes equations we show the efficiency and the optimal order of convergence being p+1, when a polynomial approximation of degree p is used.     

Numerical and physical comparisons of two models of a gas centrifuge

We compare two models used to compute the internal hydrodynamics of a gas centrifuge. The scoop action is taken into account through boundary conditions on the flow entering the bowl of the centrifuge in the first model, and through sinks and drag forces in the chambers of the centrifuge in the second. The numerical approximations of the models are based on a finite volume scheme on staggered rectangular grids and on a fixed-point iterative method. Convergence of the approximations is studied numerically on a family of refined grids and comparisons of the two models are discussed for the Iguaçu centrifuge. It appears that linear computations on rough grids are sufficient in the first model to correctly predict the separative power of the centrifuge, while other parameters like the return flow or the drag forces require finer meshes and non-linear computations in the second model.     

A fourth order finite volume scheme for turbulent flow simulations in cylindrical domains

A finite volume scheme which is based on fourth order accurate central differences in the spatial directions and on a hybrid explicit/semi-implicit time stepping scheme was developed to solve the incompressible Navier-Stokes equations on cylindrical staggered grids. This includes a new fourth order accurate discretization of the velocity at the singularity of the cylindrical coordinate system and a new stability condition. The new method was applied in the direct numerical simulations (DNS) of the fully developed non-swirling turbulent flow through straight pipes with circular cross-section for the Reynolds number Re_τ = 360 based on the friction velocity u_τ and the pipe diameter. The obtained results are expressed in terms of statistical moments of the velocity components and are presented in comparison with those obtained with a second order accurate scheme and by measurements. It is shown that the fourth order spatial discretization leads to improved higher order statistical moments, while the first and the second order moments are more or less insensitive to the spatial discretization order.