Weights Design For Maximal Order WENO Schemes

Weighted essentially non-oscillatory (WENO) finite difference schemes, developed by Liu et al. (Comput Phys 115(1):200–212, 1994) and improved by Jiang and Shu (Comput Phys 126(1):202–228, 1996), are one of the most popular methods to approximate the solutions of hyperbolic equations. But these schemes fail to provide maximal order accuracy near smooth extrema, where the first derivative of the solution becomes zero. Some authors have addressed this problem with different weight designs. In this paper we focus on the weights proposed by Yamaleev and Carpenter (J Comput Phys 228:4248–4272, 2009). They propose new weights to provide faster weight convergence than those presented in Borges et al. (J Comput Phys 227:3191–3211, 2008) and deduce some constraints on the weights parameters to guarantee that the WENO scheme has maximal order for sufficiently smooth solutions with an arbitrary number of vanishing derivatives. We analyze the scheme with the weights proposed in Yamaleev and Carpenter (J Comput Phys 228:4248–4272, 2009) and prove that near discontinuities it achieves worse orders than classical WENO schemes. In order to solve these accuracy problems, we define new weights, based on those proposed in Yamaleev and Carpenter (J Comput Phys 228:4248–4272, 2009), and get some constraints on the weights parameters to guarantee maximal order accuracy for the resulting schemes.     

ADER schemes on unstructured meshes for nonconservative hyperbolic systems: Applications to geophysical flows

We develop a new family of well-balanced path-conservative quadrature-free one-step ADER finite volume and discontinuous Galerkin finite element schemes on unstructured meshes for the solution of hyperbolic partial differential equations with non-conservative products and stiff source terms. The fully discrete formulation is derived using the recently developed framework of explicit one-step P_NP_M schemes of arbitrary high order of accuracy in space and time for conservative hyperbolic systems [Dumbser M, Balsara D, Toro EF, Munz CD. A unified framework for the construction of one-step finite-volume and discontinuous Galerkin schemes. J Comput Phys 2008;227:8209–53]. The two key ingredients of our high order approach are: first, the high order accurate P_NP_M reconstruction operator on unstructured meshes, using the WENO strategy presented in [Dumbser M, Käser M, Titarev VA Toro EF. Quadrature-free non-oscillatory finite volume schemes on unstructured meshes for nonlinear hyperbolic systems. J Comput Phys 2007;226:204–43] to ensure monotonicity at discontinuities, and second, a local space–time Galerkin scheme to predict the evolution of the reconstructed polynomial data inside each element during one time step to obtain a high order accurate one-step time discretization. This approach is also able to deal with stiff source terms as shown in [Dumbser M, Enaux C, Toro EF. Finite volume schemes of very high order of accuracy for stiff hyperbolic balance laws. J Comput Phys 2008;227:3971–4001]. These two key ingredients are combined with the recently developed path-conservative methods of Parés [Parés C. Numerical methods for nonconservative hyperbolic systems: a theoretical framework. SIAM J Numer Anal 2006;44:300–21] and Castro et al. [Castro MJ, Gallardo JM, Parés C. High-order finite volume schemes based on reconstruction of states for solving hyperbolic systems with nonconservative products. Applications to shallow-water systems. Math Comput 2006;75:1103–34] to treat the non-conservative products properly. We show applications of our method to the two-layer shallow water equations as well as applications to the recently published depth-averaged two-fluid flow model of Pitman and Le [Pitman EB, Le L. A two-fluid model for avalanche and debris flows. Philos Trans Roy Soc A 2005;363:1573–601].     

A New Mapped Weighted Essentially Non-oscillatory Scheme

The weighted essentially non-oscillatory (WENO) methods are a popular high-order spatial discretization for hyperbolic partial differential equations. Recently Henrick et al. (J. Comput. Phys. 207:542–567, 2005) noted that the fifth-order WENO method by Jiang and Shu (J. Comput. Phys. 126:202–228, 1996) is only third-order accurate near critical points of the smooth regions in general. Using a simple mapping function to the original weights in Jiang and Shu (J. Comput. Phys. 126:202–228, 1996), Henrick et al. developed a mapped WENO method to achieve the optimal order of accuracy near critical points. In this paper we study the mapped WENO scheme and find that, when it is used for solving the problems with discontinuities, the mapping function in Henrick et al. (J. Comput. Phys. 207:542–567, 2005) may amplify the effect from the non-smooth stencils and thus cause a potential loss of accuracy near discontinuities. This effect may be difficult to be observed for the fifth-order WENO method unless a long time simulation is desired. However, if the mapping function is applied to seventh-order WENO methods (Balsara and Shu in J. Comput. Phys. 160:405–452, 2000), the error can increase much faster so that it can be observed with a moderate output time. In this paper a new mapping function is proposed to overcome this potential loss of accuracy.     

Characteristic-Based Schemes for Multi-Class Lighthill-Whitham-Richards Traffic Models

In this paper we provide the full spectral decomposition of the Multi-Class Lighthill Whitham Richards (MCLWR) traffic models described in (Wong et al. in Transp. Res. Part A 36:827–841, 2002; Benzoni-Gavage and Colombo in Eur. J. Appl. Math. 14:587–612, 2003). Even though the eigenvalues of these models can only be found numerically, the knowledge of the spectral structure allows the use of characteristic-based High Resolution Shock Capturing (HRSC) schemes. We compare the characteristic-based approach to the component-wise schemes used in (Zhang et al. in J. Comput. Phys. 191:639–659, 2003), and propose two strategies to minimize the oscillatory behavior that can be observed when using the component-wise approach.     

Approximation Algorithms for Reconstructing the Duplication History of Tandem Repeats

Computing the duplication history of a tandem repeated region is an important problem in computational biology (Fitch in Genetics 86:623–644, 1977; Jaitly et al. in J. Comput. Syst. Sci. 65:494–507, 2002; Tang et al. in J. Comput. Biol. 9:429–446, 2002). In this paper, we design a polynomial-time approximation scheme (PTAS) for the case where the size of the duplication block is 1. Our PTAS is faster than the previously best PTAS in Jaitly et al. (J. Comput. Syst. Sci. 65:494–507, 2002). For example, to achieve a ratio of 1.5, our PTAS takes O(n ⁵) time while the PTAS in Jaitly et al. (J. Comput. Syst. Sci. 65:494–507, 2002) takes O(n ¹¹) time. We also design a ratio-6 polynomial-time approximation algorithm for the case where the size of each duplication block is at most 2. This is the first polynomial-time approximation algorithm with a guaranteed ratio for this case. Part of work was done during a Z.-Z. Chen visit at City University of Hong Kong.     

WENO Scheme with Subcell Resolution for Computing Nonconservative Euler Equations with Applications to One-Dimensional Compressible Two-Medium Flows

High order path-conservative schemes have been developed for solving nonconservative hyperbolic systems in (Parés, SIAM J.?Numer. Anal. 44:300?C321, 2006; Castro et al., Math. Comput. 75:1103?C1134, 2006; J.?Sci. Comput. 39:67?C114, 2009). Recently, it has been observed in (Abgrall and Karni, J.?Comput. Phys. 229:2759?C2763, 2010) that this approach may have some computational issues and shortcomings. In this paper, a modification to the high order path-conservative scheme in (Castro et al., Math. Comput. 75:1103?C1134, 2006) is proposed to improve its computational performance and to overcome some of the shortcomings. This modification is based on the high order finite volume WENO scheme with subcell resolution and it uses an exact Riemann solver to catch the right paths at the discontinuities. An application to one-dimensional compressible two-medium flows of nonconservative or primitive Euler equations is carried out to show the effectiveness of this new approach.     

WSGD-OSC Scheme for Two-Dimensional Distributed Order Fractional Reaction–Diffusion Equation

In this paper, a new numerical approximation is discussed for the two-dimensional distributed-order time fractional reaction–diffusion equation. Combining with the idea of weighted and shifted Grünwald difference (WSGD) approximation (Tian et al. in Math Comput 84:1703–1727, 2015; Wang and Vong in J Comput Phys 277:1–15, 2014) in time, we establish orthogonal spline collocation (OSC) method in space. A detailed analysis shows that the proposed scheme is unconditionally stable and convergent with the convergence order \(\mathscr {O}(\tau ^2+\Delta \alpha ^2+h^{r+1})\), where \(\tau , \Delta \alpha , h\) and r are, respectively the time step size, step size in distributed-order variable, space step size, and polynomial degree of space. Interestingly, we prove that the proposed WSGD-OSC scheme converges with the second-order in time, where OSC schemes proposed previously (Fairweather et al. in J Sci Comput 65:1217–1239, 2015; Yang et al. in J Comput Phys 256:824–837, 2014) can at most achieve temporal accuracy of order which depends on the order of fractional derivatives in the equations and is usually less than two. Some numerical results are also given to confirm our theoretical prediction.     

Improvement of Convergence to Steady State Solutions of Euler Equations with the WENO Schemes

The convergence to steady state solutions of the Euler equations for high order weighted essentially non-oscillatory (WENO) finite difference schemes with the Lax-Friedrichs flux splitting (Jiang and Shu, in J. Comput. Phys. 126:202–228, 1996) is investigated. Numerical evidence in Zhang and Shu (J. Sci. Comput. 31:273–305, 2007) indicates that there exist slight post-shock oscillations when we use high order WENO schemes to solve problems containing shock waves. Even though these oscillations are small in their magnitude and do not affect the “essentially non-oscillatory” property of the WENO schemes, they are indeed responsible for the numerical residue to hang at the truncation error level of the scheme instead of settling down to machine zero. Differently from the strategy adopted in Zhang and Shu (J. Sci. Comput. 31:273–305, 2007), in which a new smoothness indicator was introduced to facilitate convergence to steady states, in this paper we study the effect of the local characteristic decomposition on steady state convergence. Numerical tests indicate that the slight post-shock oscillation has a close relationship with the local characteristic decomposition process. When this process is based on an average Jacobian at the cell interface using the Roe average, as is the standard procedure for WENO schemes, such post-shock oscillation appears. If we instead use upwind-biased interpolation to approximate the physical variables including the velocity and enthalpy on the cell interface to compute the left and right eigenvectors of the Jacobian for the local characteristic decomposition, the slight post-shock oscillation can be removed or reduced significantly and the numerical residue settles down to lower values than other WENO schemes and can reach machine zero for many test cases. This new procedure is also effective for higher order WENO schemes and for WENO schemes with different smoothness indicators.     

Finite difference methods for viscous incompressible global stability analysis

In the present article some high-order finite-difference schemes and in particularly dispersion-relation-preserving (DRP) family schemes, initially developed by Tam and Webb [Dispersion-relation-preserving finite difference schemes for computational acoustics, J. Comput. Phys. 107 (1993) 262-281.] for computational aeroacoustic problems, are used for global stability issue. (The term global is not used in weakly-non-parallel framework but rather for fully non-parallel flows. Some authors like Theofilis [Advances in global linear instability analysis of non-parallel and three-dimensional flows, Progress in Aerospace Sciences 39 (2003) 249-315] refer to this approach as “BiGlobal”.) These DRP schemes are compared with different classical schemes as second and fourth-order finite-difference schemes, seven-order compact schemes and spectral collocation scheme which is usually employed in such stability problems. A detailed comparative study of these schemes for incompressible flows over two academic configurations (square lid-driven cavity and separated boundary layer at different Reynolds numbers) is presented, and we intend to show that these schemes are sufficiently accurate to perform global stability analyses.     

On an Intermediate Field Capturing Riemann Solver Based on a Parabolic Viscosity Matrix for the Two-Layer Shallow Water System

The goal of this article is to design a new approximate Riemann solver for the two-layer shallow water system which is fast compared to Roe schemes and accurate compared to Lax-Friedrichs, FORCE, or GFORCE schemes (see Castro et al. in Math. Comput. 79:1427?C1472, 2010). This Riemann solver is based on a suitable decomposition of a Roe matrix (see Toumi in J. Comput. Phys. 102(2):360?C373, 1992) by means of a parabolic viscosity matrix (see Degond et al. in C. R. Acad. Sci. Paris 1 328:479?C483, 1999) that captures some information concerning the intermediate characteristic fields. The corresponding first order numerical scheme, which is called IFCP (Intermediate Field Capturing Parabola) is linearly L ^??-stable, well-balanced, and it doesn??t require an entropy-fix technique. Some numerical experiments are presented to compare the behavior of this new scheme with Roe and GFORCE methods.     

Fast algorithms for high-order numerical methods for space-fractional diffusion equations

In this paper, fast numerical methods for solving space-fractional diffusion equations are studied in two stages. Firstly, a fast direct solver for an implicit finite difference scheme proposed by Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805], which is fourth-order accurate in space and second-order accurate in time, is developed based on a circulant-and-skew-circulant (CS) representation of Toeplitz matrix inversion. Secondly, boundary value method with spatial discretization of Hao et al. [A fourth-order approximation of fractional derivatives with its applications, J. Comput. Phys. 281 (2015), pp. 787–805] is adopted to produce a numerical solution with higher order accuracy in time. Particularly, a method with fourth-order accuracy in both space and time can be achieved. GMRES method is employed for solving the discretized linear system with two preconditioners. Based on the CS representation of Toeplitz matrix inversion, the two preconditioners can be applied efficiently, and the convergence rate of the preconditioned GMRES method is proven to be fast. Numerical examples are given to support the theoretical analysis.     

Control of flow using genetic algorithm for a circular cylinder executing rotary oscillation

We propose here a new approach to optimally control incompressible viscous flow past a circular cylinder for drag minimization by rotary oscillation. The flow at Re = 15000 is simulated by solving 2D Navier-Stokes equations in stream function-vorticity formulation. High accuracy compact scheme for space discretization and four stage Runge-Kutta scheme for time integration makes such simulation possible. While numerical solution for this flow field has been reported using a fast viscous-vortex method, to our knowledge, this has not been done at such a high Reynolds number by computing the Navier-Stokes equation before. The importance of scale resolution, aliasing problem and preservation of physical dispersion relation for such vortical flows of the used high accuracy schemes [Sengupta TK. Fundamentals of computational fluid dynamics. Hyderabad, India: University Press; 2004] is highlighted.For the dynamic problem, a novel genetic algorithm (GA) based optimization technique has been adopted, where solutions of Navier-Stokes equations are obtained using small time-horizons at every step of the optimization process, called a GA generation. Then the objective functions is evaluated that is followed by GA determined improvement of the decision variables. This procedure of time advancement can also be adopted to control such flows experimentally, as one obtains time-accurate solution of the Navier-Stokes equation subject to discrete changes of decision variables. The objective function - the time-averaged drag - is optimized using a real-coded genetic algorithm [Deb K. Multi-objective optimization using evolutionary algorithms. Chichester, UK: Wiley; 2001] for the two decision variables, the maximum rotation rate and the forcing frequency of the rotary oscillation. Various approaches to optimal decision variables have been explored for the purpose of drag reduction and the collection of results are self-consistent and furthermore match well with the experimental values reported in [Tokumaru PT, Dimotakis PE. Rotary oscillation control of a cylinder wake. J Fluid Mech 1991;224:77].     

Computation of incompressible bubble dynamics with a stabilized finite element level set method

This paper presents a stabilized finite element method for the three dimensional computation of incompressible bubble dynamics using a level set method. The interface between the two phases is resolved using the level set approach developed by Sethian [Level Set Methods and Fast Marching Methods, Cambridge University Press, 1999], Sussman et al. [J. Comput. Phys. 114 (1994) 146], and Sussman et al. [J. Comput. Phys. 148 (1999) 81–124]. In this approach the interface is represented as a zero level set of a smooth function. The streamline-upwind/Petrov–Galerkin method was used to discretize the governing flow and level set equations. The continuum surface force (CSF) model proposed by Brackbill et al. [J. Comput. Phys. 100 (1992) 335–354] was applied in order to account for surface tension effects. To restrict the interface from moving while re-distancing, an improved re-distancing scheme proposed in the finite difference context [J. Comput. Phys. 148 (1999) 81–124] is adapted for finite element discretization. This enables us to accurately compute the flows with large density and viscosity differences, as well as surface tension. The capability of the resultant algorithm is demonstrated with two and three dimensional numerical examples of a single bubble rising through a quiescent liquid, and two bubble coalescence.     

A Conservative Method for the Simulation of?the?Isothermal Euler System with the van-der-Waals Equation of State

In this article, we are interested in the simulation of phase transition in compressible flows, with the isothermal Euler system, closed by the van-der-Waals model. We formulate the problem as an hyperbolic system, with a source term located at the interface between liquid and vapour. The numerical scheme is based on (Abgrall and Saurel, J. Comput. Phys. 186(2):361?C396, 2003; Le Métayer et al., J. Comput. Phys. 205(2):567?C610, 2005). Compared with previous discretizations of the van-der-Waals system, the novelty of this algorithm is that it is fully conservative. Its Godunov-type formulation allows an easy implementation on multi-dimensional unstructured meshes.     

Multidimensional adapted Runge–Kutta–Nyström methods for oscillatory systems

For the general multidimensional perturbed oscillators y^″+Ky=f(y,y^′) with K∈Rd×d, the order conditions for the ARKN methods are presented by X. Wu et al. [Order conditions for ARKN methods solving oscillatory systems, Comput. Phys. Comm. 180 (2009) 2250–2257]. These methods integrate exactly the multidimensional unperturbed oscillators and are highly efficient when the perturbing function is small. In this paper, we are concerned with the analysis of the concrete multidimensional ARKN methods based on the order conditions for the multidimensional ARKN methods. We extent the matrix K to a general case, in which K is not required to be symmetric. Numerical experiments demonstrate that the novel multidimensional ARKN methods presented in this paper are more efficient compared with some well-know RKN methods in the scientific literature.     

Hybrid Finite Difference Weighted Essentially Non-oscillatory Schemes for the Compressible Ideal Magnetohydrodynamics Equation

In this paper, we present hybrid weighted essentially non-oscillatory (WENO) schemes with several discontinuity detectors for solving the compressible ideal magnetohydrodynamics (MHD) equation. Li and Qiu (J Comput Phys 229:8105–8129, 2010) examined effectiveness and efficiency of several different troubled-cell indicators in hybrid WENO methods for Euler gasdynamics. Later, Li et al. (J Sci Comput 51:527–559, 2012) extended the hybrid methods for solving the shallow water equations with four better indicators. Hybrid WENO schemes reduce the computational costs, maintain non-oscillatory properties and keep sharp transitions for problems. The numerical results of hybrid WENO-JS/WENO-M schemes are presented to compare the ability of several troubled-cell indicators with a variety of test problems. The focus of this paper, we propose optimal and reliable indicators for performance comparison of hybrid method using troubled-cell indicators for efficient numerical method of ideal MHD equations. We propose a modified ATV indicator that uses a second derivative. It is advantageous for differential discontinuity detection such as jump discontinuity and kink. A detailed numerical study of one-dimensional and two-dimensional cases is conducted to address efficiency (CPU time reduction and more accurate numerical solution) and non-oscillatory property problems. We demonstrate that the hybrid WENO-M scheme preserves the advantages of WENO-M and the ratio of computational costs of hybrid WENO-M and hybrid WENO-JS is smaller than that of WENO-M and WENO-JS.     

A Splitting Algorithm for Image Segmentation on Manifolds Represented by the Grid Based Particle Method

We propose a numerical approach to solve variational problems on manifolds represented by the grid based particle method (GBPM) recently developed in Leung et al. (J. Comput. Phys. 230(7):2540–2561, 2011), Leung and Zhao (J. Comput. Phys. 228:7706–7728, 2009a, J. Comput. Phys. 228:2993–3024, 2009b, Commun. Comput. Phys. 8:758–796, 2010). In particular, we propose a splitting algorithm for image segmentation on manifolds represented by unconnected sampling particles. To develop a fast minimization algorithm, we propose a new splitting method by generalizing the augmented Lagrangian method. To efficiently implement the resulting method, we incorporate with the local polynomial approximations of the manifold in the GBPM. The resulting method is flexible for segmentation on various manifolds including closed or open or even surfaces which are not orientable.     

Finite volume discretization and multilevel methods in flow problems

This article is intended as a preliminary report on the implementation of a finite volume multilevel scheme for the discretization of the incompressible Navier-Stokes equations. As is well known the use of staggered grids (e.g. MAC grids, Perićet al. Comput. Fluids,16(4), 389–403, (1988)) is a serious impediment for the implementation of multilevel schemes in the context of finite differences. This difficulty is circumvented here by the use of a colocated finite volume discretization (Faureet al. (2004a) Submitted, Perićet al. Comput. Fluids,16(4), 389–403, (1988)), for which the algebra of multilevel methods is much simpler than in the context of MAC type finite differences. The general ideas and the numerical simulations are presented in this article in the simplified context of a two-dimensional Burgers equations; the two-, and three-dimensional Navier-Stokes equations introducing new difficulties related to the incompressibility condition and the time discretization, will be considered elsewhere (see Faureet al. (2004a) Submitted and Faureet al. (2004b), in preparation).     

Variational multiscale large-eddy simulations of the flow past a circular cylinder: Reynolds number effects

Variational multiscale large-eddy simulations (VMS–LES) of the flow around a circular cylinder are carried out at different Reynolds numbers in the subcritical regime, viz. Re = 3900, 10,000 and 20,000, based on the cylinder diameter. A mixed finite-element/finite-volume discretization on unstructured grids is used. The separation between the largest and the smallest resolved scales is obtained through a variational projection operator and finite-volume cell agglomeration. The WALE subgrid scale model is used to account for the effects of the unresolved scales; in the VMS approach, it is only added to the smallest resolved ones. The capability of this methodology to accurately predict the aerodynamic forces acting on the cylinder and in capturing the flow features are evaluated for the different Reynolds numbers considered. The sensitivity of the results to different simulation parameters, viz. agglomeration level and numerical viscosity, is also investigated at Re = 20,000.