An Efficient Discretization of the Navier–Stokes Equations in an Axisymmetric Domain. Part 1: The Discrete Problem and its Numerical Analysis

Any solution of the Navier–Stokes equations in a three-dimensional axisymmetric domain admits a Fourier expansion with respect to the angular variable, and it can be noted that each Fourier coefficient satisfies a variational problem on the meridian domain, all problems being coupled due to the nonlinear convection term. We propose a discretization of these equations which combines Fourier truncation and finite element methods applied to each two-dimensional system. We perform the a priori and a posteriori analysis of this discretization.     

Preconditioning Strategies for Models of Incompressible Flow

We describe some new preconditioning strategies for handling the algebraic systems of equations that arise from discretization of the incompressible Navier–Stokes equations. We demonstrate how these methods adapt in a straightforward manner to decisions on implicit or explicit time discretization, explore their use on a collection of benchmark problems, and show how they relate to classical techniques such as projection methods and SIMPLE.     

On High Order Strong Stability Preserving Runge–Kutta and Multi Step Time Discretizations

Strong stability preserving (SSP) high order time discretizations were developed for solution of semi-discrete method of lines approximations of hyperbolic partial differential equations. These high order time discretization methods preserve the strong stability properties–in any norm or seminorm—of the spatial discretization coupled with first order Euler time stepping. This paper describes the development of SSP methods and the recently developed theory which connects the timestep restriction on SSP methods with the theory of monotonicity and contractivity. Optimal explicit SSP Runge–Kutta methods for nonlinear problems and for linear problems as well as implicit Runge–Kutta methods and multi step methods will be collected     

Fokker–Planck approximation of the master equation in molecular biology

The master equation of chemical reactions is solved by first approximating it by the Fokker–Planck equation. Then this equation is discretized in the state space and time by a finite volume method. The difference between the solution of the master equation and the discretized Fokker–Planck equation is analyzed. The solution of the Fokker–Planck equation is compared to the solution of the master equation obtained with Gillespie’s Stochastic Simulation Algorithm (SSA) for problems of interest in the regulation of cell processes. The time dependent and steady state solutions are computed and for equal accuracy in the solutions, the Fokker–Planck approach is more efficient than SSA for low dimensional problems and high accuracy.     

On Parabolic Boundary Layers for Convection–Diffusion Equations in a Channel: Analysis and Numerical Applications

In this article we discuss singularly perturbed convection–diffusion equations in a channel in cases producing parabolic boundary layers. It has been shown that one can improve the numerical resolution of singularly perturbed problems involving boundary layers, by incorporating the structure of the boundary layers into the finite element spaces, when this structure is available; see e.g. [Cheng, W. and Temam, R. (2002). Comput. Fluid. V.31, 453–466; Jung, C. (2005). Numer. Meth. Partial Differ. Eq. V.21, 623–648]. This approach is developed in this article for a convection–diffusion equation. Using an analytical approach, we first derive an approximate (simplified) form of the parabolic boundary layers (elements) for our problem; we then develop new numerical schemes using these boundary layer elements. The results are performed for the perturbation parameter ε in the range 10⁻¹–10⁻¹⁵ whereas the discretization mesh is in the range of order 1/10–1/100 in the x-direction and of order 1/10–1/30 in the y-direction. Indications on various extensions of this work are briefly described at the end of the Introduction.Dedicated to David Gottlieb on his 60th birthday.     

Fourth-Order Runge–Kutta Schemes for Fluid Mechanics Applications

Multiple high-order time-integration schemes are used to solve stiff test problems related to the Navier–Stokes (NS) equations. The primary objective is to determine whether high-order schemes can displace currently used second-order schemes on stiff NS and Reynolds averaged NS (RANS) problems, for a meaningful portion of the work-precision spectrum. Implicit–Explicit (IMEX) schemes are used on separable problems that naturally partition into stiff and nonstiff components. Non-separable problems are solved with fully implicit schemes, oftentimes the implicit portion of an IMEX scheme. The convection–diffusion-reaction (CDR) equations allow a term by term stiff/nonstiff partition that is often well suited for IMEX methods. Major variables in CDR converge at near design-order rates with all formulations, including the fourth-order IMEX additive Runge–Kutta (ARK₂) schemes that are susceptible to order reduction. The semi-implicit backward differentiation formulae and IMEX ARK₂ schemes are of comparable efficiency. Laminar and turbulent aerodynamic applications require fully implicit schemes, as they are not profitably partitioned. All schemes achieve design-order convergence rates on the laminar problem. The fourth-order explicit singly diagonally implicit Runge–Kutta (ESDIRK4) scheme is more efficient than the popular second-order backward differentiation formulae (BDF2) method. The BDF2 and fourth-order modified extended backward differentiation formulae (MEBDF4) schemes are of comparable efficiency on the turbulent problem. High precision requirements slightly favor the MEBDF4 scheme (greater than three significant digits). Significant order reduction plagues the ESDIRK4 scheme in the turbulent case. The magnitude of the order reduction varies with Reynolds number. Poor performance of the high-order methods can partially be attributed to poor solver performance. Huge time steps allowed by high-order formulations challenge the capabilities of algebraic solver technology.     

Efficient Chebyshev–Petrov–Galerkin Method for Solving Second-Order Equations

A new efficient Chebyshev–Petrov–Galerkin (CPG) direct solver is presented for the second order elliptic problems in square domain where the Dirichlet and Neumann boundary conditions are considered. The CPG method is based on the orthogonality property of the kth-derivative of the Chebyshev polynomials. The algorithm differs from other spectral solvers by the high sparsity of the coefficient matrices: the stiffness and mass matrices are reduced to special banded matrices with two and four nonzero diagonals respectively. The efficiency and the spectral accuracy of CPG method have been validated.     

High Order Accurate Solution of Flow Past a Circular Cylinder

A high order method is applied to time-dependent incompressible flow around a circular cylinder geometry. The space discretization employs compact fourth-order difference operators. In time we discretize with a second-order semi-implicit scheme. A large linear system of equations is solved in each time step by a combination of outer and inner iterations. An approximate block factorization of the system matrix is used for preconditioning. Well posed boundary conditions are obtained by an integral formulation of boundary data including a condition on the pressure. Two-dimensional flow around a circular cylinder is studied for Reynolds numbers in the range 7 ≤ R ≤ 180. The results agree very well with the data known from numerical and experimental studies in the literature.     

Adaptive Finite Element Methods for the Identification of Elastic Constants

In this paper, the elastic constants of a material are recovered from measured displacements where the model is the equilibrium equations for the orthotropic case. The finite element method is used for the discretization of the state equation and the Gauss–Newton method is used to solve the nonlinear least squares problem attained from the parameter estimation problem. A posteriori error estimators are derived and used to improve the accuracy by an appropriate mesh refinement. A numerical experiment is presented to show the applicability of the approach.     

A finite element based level set method for two-phase incompressible flows

We present a method that has been developed for the efficient numerical simulation of two-phase incompressible flows. For capturing the interface between the phases the level set technique is applied. The continuous model consists of the incompressible Navier–Stokes equations coupled with an advection equation for the level set function. The effect of surface tension is modeled by a localized force term at the interface (so-called continuum surface force approach). For spatial discretization of velocity, pressure and the level set function conforming finite elements on a hierarchy of nested tetrahedral grids are used. In the finite element setting we can apply a special technique to the localized force term, which is based on a partial integration rule for the Laplace–Beltrami operator. Due to this approach the second order derivatives coming from the curvature can be eliminated. For the time discretization we apply a variant of the fractional step θ-scheme. The discrete saddle point problems that occur in each time step are solved using an inexact Uzawa method combined with multigrid techniques. For reparametrization of the level set function a new variant of the fast marching method is introduced. A special feature of the solver is that it combines the level set method with finite element discretization, Laplace–Beltrami partial integration, multilevel local refinement and multigrid solution techniques. All these components of the solver are described. Results of numerical experiments are presented.     

Atomic radial basis functions in numerical algorithms for solving boundary-value problems for the Laplace equation

A numerical method for solution of boundary-value problems of mathematical physics is described that is based on the use of radial atomic basis functions. Atomic functions are compactly supported solutions of functional-differential equations of special form. The convergence of this numerical method is investigated for the case of using an atomic function in solving the Dirichlet boundary-value problem for the Laplace equation. __________ Translated from Kibernetika i Sistemnyi Analiz, No. 4, pp. 165–178, July–August 2008.     

Implicit–Explicit Schemes for BGK Kinetic Equations

In this work a new class of numerical methods for the BGK model of kinetic equations is presented. In principle, schemes of any order of accuracy in both space and time can be constructed with this technique. The methods proposed are based on an explicit–implicit time discretization. In particular the convective terms are treated explicitly, while the source terms are implicit. In this fashion even problems with infinite stiffness can be integrated with relatively large time steps. The conservation properties of the schemes are investigated. Numerical results are shown for schemes of order 1, 2 and 5 in space, and up to third-order accurate in time.     

Numerical Study of a Modified Time-Stepping θ-Scheme for Incompressible Flow Simulations

In [Turek (1996). Int. J. Numer. Meth. Fluids 22, 987–1011], we had performed numerical comparisons for different time stepping schemes for the incompressible Navier–Stokes equations. In this paper, we present the numerical analysis in the context of the Navier–Stokes equations for a modified time-stepping θ-scheme which has been recently proposed by Glowinski [Glowinski (2003). In: Ciarlet, P. G., and Lions, J. L. (eds.), Handbook of Numerical Analysis, Vol. IX, North-Holland, Amsterdam, pp. 3–1176]. Like the well-known classical Fractional-Step-θ-scheme which had been introduced by Glowinski [Glowinski (1985). In Murman, E. M. and Abarbanel, S. S. (eds.), Progress and Supercomputing in Computational Fluid Dynamics, Birkh?user, Boston MA; Bristeau et al. (1987). Comput. Phys. Rep. 6, 73–187], too, and which is still one of the most popular time stepping schemes, with or without operator splitting techniques, this new scheme consists of 3 substeps with nonequidistant substepping to build one macro time step. However, in contrast to the Fractional-Step-θ-scheme, the second substep can be formulated as an extrapolation step for previously computed data only, and the two remaining substeps look like a Backward Euler step so that no expensive operator evaluations for the right hand side vector with older solutions, as for instance in the Crank–Nicolson scheme, have to be performed. This modified scheme is implicit, strongly A-stable and second order accurate, too, which promises some advantageous behavior, particularly in implicit CFD simulations for the nonstationary Navier–Stokes equations. Representative numerical results, based on the software package FEATFLOW [Turek (2000). FEATFLOW Finite element software for the incompressible Navier–Stokes equations: User Manual, Release 1.2, University of Dortmund] are obtained for typical flow problems with benchmark character which provide a fair rating of the solution schemes, particularly in long time simulations.Dedicated to David Gottlieb on the occasion of his 60th anniversary     

Anti-Dissipative Schemes for Advection and Application to Hamilton–Jacobi–Bellmann Equations

We propose two new antidiffusive schemes for advection (or linear transport), one of them being a mixture of Roe’s Super-Bee scheme and of the “Ultra-Bee” scheme. We show how to apply these schemes to treat time-dependent first order Hamilton–Jacobi–Bellman equations with discontinuous initial data, possibly infinitely-valued. Numerical tests are proposed, in one and two space dimensions, in order to validate the methods AMS subject classifications. Primary 65M12, Secondary 58J47     

Detecting and reconstructing subdivision connectivity

inverse subdivision algorithms , with linear time and space complexity, to detect and reconstruct uniform Loop, Catmull–Clark, and Doo–Sabin subdivision structure in irregular triangular, quadrilateral, and polygonal meshes. We consider two main applications for these algorithms. The first one is to enable interactive modeling systems that support uniform subdivision surfaces to use popular interchange file formats which do not preserve the subdivision structure, such as VRML, without loss of information. The second application is to improve the compression efficiency of existing lossless connectivity compression schemes, by optimally compressing meshes with Loop subdivision connectivity. Our Loop inverse subdivision algorithm is based on global connectivity properties of the covering mesh, a concept motivated by the covering surface from Algebraic Topology. Although the same approach can be used for other subdivision schemes, such as Catmull–Clark, we present a Catmull–Clark inverse subdivision algorithm based on a much simpler graph-coloring algorithm and a Doo–Sabin inverse subdivision algorithm based on properties of the dual mesh. Straightforward extensions of these approaches to other popular uniform subdivision schemes are also discussed. Published online: 3 July 2002     

A Supra-Convergent Finite Difference Scheme for the Poisson and Heat Equations on Irregular Domains and Non-Graded Adaptive Cartesian Grids

We present finite difference schemes for solving the variable coefficient Poisson and heat equations on irregular domains with Dirichlet boundary conditions. The computational domain is discretized with non-graded Cartesian grids, i.e., grids for which the difference in size between two adjacent cells is not constrained. Refinement criteria is based on proximity to the irregular interface such that cells with the finest resolution is placed on the interface. We sample the solution at the cell vertices (nodes) and use quadtree (in 2D) or octree (in 3D) data structures as efficient means to represent the grids. The boundary of the irregular domain is represented by the zero level set of a signed distance function. For cells cut by the interface, the location of the intersection point is found by a quadratic fitting of the signed distance function, and the Dirichlet boundary value is obtained by quadratic interpolation. Instead of using ghost nodes outside the interface, we use directly this intersection point in the discretization of the variable coefficient Laplacian. These methods can be applied in a dimension-by-dimension fashion, producing schemes that are straightforward to implement. Our method combines the ability of adaptivity on quadtrees/octrees with a quadratic treatment of the Dirichlet boundary condition on the interface. Numerical results in two and three spatial dimensions demonstrate second-order accuracy for both the solution and its gradients in the L ¹ and L ^∞ norms.     

Parallel solution of tridiagonal systems for the Poisson equation

A method is described to solve the systems of tridiagonal linear equations that result from discrete approximations of the Poisson or Helmholtz equation with either periodic, Dirichlet, Neumann, or shear-periodic boundary conditions. The problem is partitioned into a set of smaller Dirichlet problems which can be solved simultaneously on parallel or vector computers leaving a smaller tridiagonal system to be solved on one of the processors.     

Construction and Implementation of General Linear Methods for Ordinary Differential Equations: A Review

It it the purpose of this paper to review the results on the construction and implementation of diagonally implicit multistage integration methods for ordinary differential equations. The systematic approach to the construction of these methods with Runge–Kutta stability is described. The estimation of local discretization error for both explicit and implicit methods is discussed. The other implementations issues such as the construction of continuous extensions, stepsize and order changing strategy, and solving the systems of nonlinear equations which arise in implicit schemes are also addressed. The performance of experimental codes based on these methods is briefly discussed and compared with codes from Matlab ordinary differential equation (ODE) suite. The recent work on general linear methods with inherent Runge–Kutta stability is also briefly discussed     

Reaction–diffusion algorithm for stereo disparity detection

The present paper proposes a novel stereo algorithm utilizing multi-sets of reaction–diffusion equations. The problem of detecting a stereo disparity map becomes the segmentation problem, in which the uniqueness assumption and the continuity assumption on disparity distribution are taken into account. A set of reaction–diffusion equations realizes the continuity assumption, while a mutual-inhibition mechanism among the multi-sets realizes the uniqueness one. In addition, each set of equations has a self-inhibition mechanism, which is necessary for the reaction-diffusion equations applied to stereo disparity detection. Performance of the proposed algorithm is evaluated for well-known test stereo images.