A weighted ENO-flux limiter scheme for hyperbolic conservation laws

We present a new scheme that combines essentially non-oscillatory (ENO) reconstructions together with monotone upwind schemes for scalar conservation laws interpolants. We modify a second-order ENO polynomial by choosing an additional point inside the stencil in order to obtain the highest accuracy when combined with the Harten–Osher reconstruction-evolution method limiter. Numerical experiments are done in order to compare a weighted version of the hybrid scheme to weighted essentially non-oscillatory (WENO) schemes with constant Courant–Friedrichs–Lewy number under relaxed step size restrictions. Our results show that the new scheme reduces smearing near shocks and corners, and in some cases it is more accurate near discontinuities compared with higher-order WENO schemes. The hybrid scheme avoids spurious oscillations while using a simple componentwise extension for solving hyperbolic systems. The new scheme is less damped than WENO schemes of comparable accuracy and less oscillatory than higher-order WENO schemes. Further experiments are done on multi-dimensional problems to show that our scheme remains non-oscillatory while giving good resolution of discontinuities.     

Simulation of Two-Dimensional Transport Processes Using Nonlinear Monotone Second-Order Schemes

The Cauchy problem for a two-dimensional transport equation is considered. Two-layer certainly monotonous explicit second-order scheme, steady at large values of the difference Courant number, and an implicit two-layered certainly monotonous second-order scheme are developed based on the maximum principle for multilayered nonlinear difference schemes.     

Numerical errors of explicit finite difference approximation for two-dimensional solute transport equation with linear sorption

The numerical errors associated with explicit upstream finite difference solutions of two-dimensional advection—Dispersion equation with linear sorption are formulated from a Taylor analysis. The error expressions are based on a general form of the corresponding difference equation. The numerical truncation errors are defined using Peclet and Courant numbers in the X and Y direction, a sink/source dimensionless number and new Peclet and Courant numbers in the XY plane. The effects of these truncation errors on the explicit solution of a two-dimensional advection–dispersion equation with a first-order reaction or degradation are demonstrated by comparison with an analytical solution in uniform flow field. The results show that these errors are not negligible and correcting the finite difference scheme for them results in a more accurate solution.     

An efficient box-scheme for convection–diffusion equations with sharp contrast in the diffusion coefficients

In this paper, we introduce a box-scheme for time-dependent convection–diffusion equations, following principles previously introduced by Courbet in [Rech. Aérospatiale 4 (1990) 21] for hyperbolic problems. This scheme belongs to the category of mixed finite-volume schemes. This means that it works on irregular meshes (finite-volume scheme) and computes simultaneously the principal unknown and its gradient in all Peclet regimes, ranging from pure diffusion (Pe=0) to pure convection (Pe=+∞). The present paper focuses mainly on the design of the scheme, which is non-standard, in the case of the 1D convection–diffusion equation. The version of the scheme presented here is of first or second order depending on the local Peclet number. We extend the 1D scheme afterwards in 2D by an ADI like technique. Several numerical results on 1D and 2D test-cases of interest for flow simulation in porous media are presented, some of them exhibiting sharp contrasts in diffusion coefficients.     

Numerical simulation of the continuous media problems on hybrid computer systems

The paper presents some results of modeling continuous media problems on computer system with hybrid architecture on the base of Quasi Gas Dynamic (QGD) equations system. The successful experience in solving a wide variety of gas dynamic problems by means of QGD based schemes showed that they describe viscous heat conducting flows as good as schemes for Navier–Stokes equations, where the latter are applicable. The explicit scheme described here has a Courant stability condition even for very low Mach numbers. So, it is very convenient for computer systems with the hybrid architecture, in particular for GPU-based computers. Parallel realization is based on shmem programming technology. The calculations results show good parallelization efficiency.     

High-order residual-based compact schemes for advection–diffusion problems

A residual-based compact scheme, previously developed to compute viscous compressible flows with 2nd or 3rd-order accuracy [Lerat A, Corre C. A residual-based compact scheme for the compressible Navier–Stokes equations. J Comput Phys 2001; 170(2): 642–75], is generalized to very high-orders of accuracy. Compactness is retained since for instance a 5th-order accurate dissipative approximation of a d-dimensional advection–diffusion problem can be achieved on a 5^d stencil, without requiring the linear system solutions associated with usual compact schemes. Applications to 1D and 2D model problems are presented and demonstrate that the theoretical orders of accuracy can be achieved in practice.     

Implementation of quadratic upstream interpolation schemes for solute transport into HYDRUS-1D

Numerical solution of the advection–dispersion equation, used to evaluate transport of solutes in porous media, requires discretization schemes for space and time stepping. We examine use of quadratic upstream interpolation schemes QUICK, QUICKEST, and the total variation diminution scheme ULTIMATE, and compare these with UPSTREAM and CENTRAL schemes in the HYDRUS-1D model. Results for purely convective transport show that quadratic schemes can reduce the oscillations compared to the CENTRAL scheme and numerical dispersion compared to the UPSTREAM scheme. When dispersion is introduced all schemes give similar results for Peclet number Pe < 2. All schemes show similar behavior for non-uniform grids that become finer in the direction of flow. When grids become coarser in the direction of flow, some schemes produce considerable oscillations, with all schemes showing significant clipping of the peak, but quadratic schemes extending the range of stability tenfold to Pe < 20. Similar results were also obtained for transport of a non-linear retarded solute transport (except the QUICK scheme) and for reactive transport (except the UPSTREAM scheme). Analysis of transient solute transport show that all schemes produce similar results for the position of the infiltration front for Pe = 2. When Pe = 10, the CENTRAL scheme produced significant oscillations near the infiltration front, compared to only minor oscillations for QUICKEST and no oscillations for the ULTIMATE scheme. These comparisons show that quadratic schemes have promise for extending the range of stability in numerical solutions of solute transport in porous media and allowing coarser grids.     

Instability in leapfrog and forward–backward schemes: Part II: Numerical simulations of dam break

Following Sun’s approach [17], Shuman smoothing instead of conventional diffusion terms is used in a simple two-time step semi-implicit finite volume scheme to simulate dam break. When the Courant number is less than one, the absolute value of amplification factor of the 1D linearized shallow-water equations is 1 in this new scheme. Compared with the characteristic-based semi-Lagrangian schemes and the Riemann solver, this scheme produces excellent results of free water depth and speed of the shock. Numerical simulations show that the water inside the dam initially moves away radially until water almost depletes near the center; then the water moves back to the center and forms a vertical water column there. This paper proves that Shuman smoothing can be used not only in the linearized shallow-water equations discussed in Sun [17] but also in the nonlinear wave equations to control instability around shocks.     

A localized approach for the method of approximate particular solutions

The method of approximate particular solutions (MAPS) has been recently developed to solve various types of partial differential equations. In the MAPS, radial basis functions play an important role in approximating the forcing term. Coupled with the concept of particular solutions and radial basis functions, a simple and effective numerical method for solving a large class of partial differential equations can be achieved. One of the difficulties of globally applying MAPS is that this method results in a large dense matrix which in turn severely restricts the number of interpolation points, thereby affecting our ability to solve large-scale science and engineering problems.In this paper we develop a localized scheme for the method of approximate particular solutions (LMAPS). The new localized approach allows the use of a small neighborhood of points to find the approximate solution of the given partial differential equation. In this paper, this local numerical scheme is used for solving large-scale problems, up to one million interpolation points. Three numerical examples in two-dimensions are used to validate the proposed numerical scheme.     

Diffusion tensor interpolation profile control using non-uniform motion on a Riemannian geodesic

Tensor interpolation is a key step in the processing algorithms of diffusion tensor imaging (DTI), such as registration and tractography. The diffusion tensor (DT) in biological tissues is assumed to be positive definite. However, the tensor interpolations in most clinical applications have used a Euclidian scheme that does not take this assumption into account. Several Rie-mannian schemes were developed to overcome this limitation. Although each of the Riemannian schemes uses different metrics, they all result in a ‘fixed’ interpolation profile that cannot adapt to a variety of diffusion patterns in biological tissues. In this paper, we propose a DT interpolation scheme to control the interpolation profile, and explore its feasibility in clinical applications. The profile controllability comes from the non-uniform motion of interpolation on the Riemannian geodesic. The interpolation experiment with medical DTI data shows that the profile control improves the interpolation quality by assessing the reconstruction errors with the determinant error, Euclidean norm, and Riemannian norm.     

Monotone high-accuracy compact running scheme for quasi-linear hyperbolic equations

The monotone homogeneous bicompact difference scheme earlier proposed by the authors for the linear transport equation is generalized to the case of quasi-linear hyperbolic equations. The generalized scheme is of the fourth order of approximation in the spatial coordinates on a compact stencil and has the first order of approximation in time. The scheme is conservative, absolutely stable, monotone over a wide range of local Courant number values and can be solved by explicit formulas of the running calculation. A quasi-monotone three-stage scheme, which has the third-order approximation in time for smooth solutions, is constructed on the basis of the scheme with a first-order time approximation. Numerical results are presented demonstrating the accuracy of the proposed schemes and their monotonicity in the solution of test problems for the quasi-linear Hopf equation.     

Finite difference schemes for two-dimensional parabolic inverse problem with temperature overspecification

Two different explicit finite difference schemes for solving the two-dimensional parabolic inverse problem with temperature overspecification are considered. These schemes are developed for indentifying the control parameter which produces, at any given time, a desired temperature distribution at a given point in the spatial domain. The numerical methods discussed, are based on the second-order, 5-point Forward Time Centred Space (FTCS) explicit formula, and the (1,9) FTCS explicit scheme which is generally second-order, but is fourth order when the diffusion number takes the value s = (1/6). These schemes are economical to use, are second-order and have bounded range of stability. The range of stability for the 5-point formula is less restrictive than the (1,9) FTCS explicit scheme. The results of numerical experiments are presented, and accuracy and Central Processor (CPU) times needed for each of the methods are discussed. These schemes use less central processor times than the second-order fully implicit method for two-dimensional diffusion with temperature overspecification. We also give error estimates in the maximum norm for each of these methods.     

High-order time stepping Fourier spectral method for multi-dimensional space-fractional reaction–diffusion equations

This paper introduces a high-order time stepping scheme, that is based on using Fourier spectral in space and a fourth-order diagonal Padé approximation to the matrix exponential function for solving multi-dimensional space-fractional reaction–diffusion equations. The resulting time stepping scheme is developed based on an exponential time differencing approach such that it alleviates solving a large non-linear system at each time step while maintaining the stability of the scheme. The non-locality of the fractional operator in some other numerical schemes for these equations leads to full and dense matrices. This scheme is able to overcome such computational inefficiency due to the full diagonal representation of the fractional operator. It also attains spectral convergence for multiple spatial dimensions. The stability of the scheme is discussed through the investigation of the amplification symbol and plotting its stability regions, which provides an indication of the stability of the method. The convergence analysis is performed empirically to show that the scheme is fourth-order accurate in time, as expected. Numerical experiments on reaction–diffusion systems with application to pattern formation are discussed to show the effect of the fractional order in space-fractional reaction–diffusion equations and to validate the effectiveness of the scheme.     

A hybrid method of semi-Lagrangian and additive semi-implicit Runge–Kutta schemes for gyrokinetic Vlasov simulations

A hybrid method of semi-Lagrangian and additive semi-implicit Runge–Kutta schemes is developed for gyrokinetic Vlasov simulations in a flux tube geometry. The time-integration scheme is free from the Courant–Friedrichs–Lewy condition for the linear advection terms in the gyrokinetic equation. The new method is applied to simulations of the ion-temperature-gradient instability in fusion plasmas confined by helical magnetic fields, where the parallel advection term severely restricts the time step size for explicit Eulerian schemes. Linear and nonlinear results show good agreements with those obtained by using the explicit Runge–Kutta–Gill scheme, while the new method substantially reduces the computational cost.     

Material interpolation schemes for unified topology and multi-material optimization

This paper presents two multi-material interpolation schemes as direct generalizations of the well-known SIMP and RAMP material interpolation schemes originally developed for isotropic mixtures of two isotropic material phases. The new interpolation schemes provide generally applicable interpolation schemes between an arbitrary number of pre-defined materials with given (anisotropic) properties. The method relies on a large number of sparse linear constraints to enforce the selection of at most one material in each design subdomain. Topology and multi-material optimization is formulated within a unified parametrization.     

Monotonicity preserving multigrid time stepping schemes for conservation laws

In this paper, we propose monotonicity preserving and total variation diminishing (TVD) multigrid methods for solving scalar conservation laws. We generalize the upwind-biased residual restriction and interpolation operators for solving linear wave equations to nonlinear conservation laws. The idea is to define nonlinear restriction and interpolation based on local Riemann solutions. Theoretical analyses have been provided to analyze the monotonicity preserving and TVD properties of the resulting multigrid time stepping schemes. Numerical results are given to verify the theoretical results and demonstrate the effectiveness of the proposed schemes. Two dimensional extension is also discussed.     

A stable and accurate convective modelling procedure based on quadratic upstream interpolation

A convective modelling procedure is presented which avoids the stability problems of central differencing while remaining free of the inaccuracies of numerical diffusion associated with upstream differencing. For combined convection and diffusion the number of operations at each grid point is comparable to that of standard upstream-pluscentral differencing — however, highly accurate solutions can be obtained with a grid spacing much larger than that required by conventional methods for comparable accuracy, with obvious practical advantaged in terms of both speed and storage. The algorithm is based on a conservative control-volume formulation with cell wall values of each field variable written in terms of a quadratic interpolation using in any one coordinate direction the two adjacent nodal values together with the value at the next upstream node. This results in a convective differencing scheme with greater formal accuracy than central differencing while retaining the basic stable convective sensitivity property of upstream-weighted schemes. The consistent treatment of diffusion terms is equivalent to central differencing. With careful modelling, numerical boundary conditions are not troublesome. Some idealized problems are studied, showing the practical advantages of the method over other schemes in comparison with exact solutions. An application to a complex unsteady two-dimensional flow is briefly discussed.     

Fractional Jacobi Galerkin spectral schemes for multi-dimensional time fractional advection–diffusion–reaction equations

One of the ongoing issues with time fractional diffusion models is the design of efficient high-order numerical schemes for the solutions of limited regularity. We construct in this paper two efficient Galerkin spectral algorithms for solving multi-dimensional time fractional advection–diffusion–reaction equations with constant and variable coefficients. The model solution is discretized in time with a spectral expansion of fractional-order Jacobi orthogonal functions. For the space discretization, the proposed schemes accommodate high-order Jacobi Galerkin spectral discretization. The numerical schemes do not require imposition of artificial smoothness assumptions in time direction as is required for most methods based on polynomial interpolation. We illustrate the flexibility of the algorithms by comparing the standard Jacobi and the fractional Jacobi spectral methods for three numerical examples. The numerical results indicate that the global character of the fractional Jacobi functions makes them well-suited to time fractional diffusion equations because they naturally take the irregular behavior of the solution into account and thus preserve the singularity of the solution.

     

Vertex-centroid finite volume scheme on tetrahedral grids for conservation laws

Vertex-centroid schemes are cell-centered finite volume schemes for conservation laws which make use of both centroid and vertex values to construct high-resolution schemes. The vertex values must be obtained through a consistent averaging (interpolation) procedure while the centroid values are updated by the finite volume scheme. A modified interpolation scheme is proposed which is better than existing schemes in giving positive weights in the interpolation formula. A simplified reconstruction scheme is also proposed which is also more efficient and leads to more robust schemes for discontinuous problems. For scalar conservation laws, we develop limited versions of the schemes which are stable in maximum norm by constructing suitable limiters. The schemes are applied to compressible flows governed by the Euler equations of inviscid gas dynamics.