High-order compact scheme for boundary points

In this paper, we introduce a new high-order scheme for boundary points when calculating the derivative of smooth functions by compact scheme. The primitive function reconstruction method of ENO schemes is applied to obtain the conservative form of the compact scheme. Equations for approximating the derivatives around the boundary points 1 and N are determined. For the Neumann (and mixed) boundary conditions, high-order equations are derived to determine the values of the function at the boundary points, 1 and N, before the primitive function reconstruction method is applied. We construct a subroutine that can be used with Dirichlet, Neumann, or mixed boundary conditions. Numerical tests are presented to demonstrate the capabilities of this new scheme, and a comparison to the lower-order boundary scheme shows its advantages.     

High-order Compact Schemes for Nonlinear Dispersive Waves

High-order compact finite difference schemes coupled with high-order low-pass filter and the classical fourth-order Runge–Kutta scheme are applied to simulate nonlinear dispersive wave propagation problems described the Korteweg-de Vries (KdV)-like equations, which involve a third derivative term. Several examples such as KdV equation, and KdV-Burgers equation are presented and the solutions obtained are compared with some other numerical methods. Computational results demonstrate that high-order compact schemes work very well for problems involving a third derivative term.     

High-order mixed weighted compact and non-compact scheme for shock and small length scale interaction

It is critical for a numerical scheme to obtain numerical results as accurate as possible with limited computational resources. Turbulent processes are very sensitive to numerical dissipation, which may dissipate the small length scales. On the other hand, dealing with shock waves, capturing and reproducing of the discontinuity may lead to non-physical oscillations for non-dissipative high-order schemes. In the present work, a new high-order mixed weighted compact and non-compact difference scheme (MWCS hereafter) is proposed for accurate approximation of the derivatives in the governing Euler equations. The basic idea is to recover the non-dissipative high-order weighted compact scheme (WCS) in smooth regions, while linearly combine the WCS with a non-compact scheme, the weighted essentially non-oscillatory (WENO) scheme, for near-shock areas, by using a shock-detecting function. The proposed formulation does not involve any case-dependent adjustable parameter. A detailed Fourier and local truncation error analysis are used for assessing the dispersion and dissipation characteristics of the scheme. Numerical tests are performed for the one- and two-dimensional case and the results are compared with the well-established WENO scheme and the WCS.     

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.     

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.     

基于非等距网格高阶紧致差分格式的多重网格算法研究

本文结合非等距网格高精度紧致差分格式的优越性与多重网格方法的快速收敛性,求解二维对流扩散方程。研究结果表明,对于处理物理量在不同的空间方向呈现不同的性态特征或不同变化规律的物理问题时,用非等距网格离散的四阶紧致格式的多重网格算法和二阶中心差分格式的多重网格算法都比等距网格离散得高效。同时,在非等距网格下下,部分半粗化多重网格算法比完全粗化多重网格算法具有更高的计算效率。针对不同的松弛算子对误差残量的磨光效果比较研究表明,线松弛算子是最高效的。而且,非等距网格离散的高精度紧致格式的多重网格算法对于对流扩散问题中大网格雷诺数情形也是收敛的。     

A high-order Lagrangian-decoupling method for the incompressible Navier-Stokes equations

In this paper we present a high-order Lagrangian-decoupling method for the unsteady convection diffusion and incompressible Navier-Stokes equations. The method is based upon Lagrangian variational forms that reduce the convection-diffusion equation to a symmetric initial value problem, implicit high-order backward-differentiation finite difference schemes for integration along characteristics, finite element or spectral element spatial discretizations and mesh-invariance procedures and high-order explicit time-stepping schemes for deducing function values at convected space-time points. The method improves upon previous finite element characteristic methods through the systematic and efficient extension to high-order accuracy and the introduction of a simple structure-preserving characteristic-foot calculation procedure which is readily implemented on modern architectures. The new method is significantly more efficient than explicit-convection schemes for the Navier-Stokes equations due to the decoupling of the convection and Stokes operators and the attendant increase in temporal stability. Numerous numerical examples are given for the convection-diffusion and Navier-Stokes equations for the particular case of a spectral element spatial discretization.     

Robust high-order repetitive control: Optimal performance trade-offs

High-order repetitive control has previously been introduced to either improve the robustness for period-time uncertainty or reduce the sensitivity for non-periodic inputs of standard repetitive control schemes. This paper presents a systematic, semidefinite programming based approach to compute high-order repetitive controllers that yield an optimal trade-off between these two performance criteria. The methodology is numerically illustrated through trade-off curves for various controller orders and levels of period-time uncertainty. Moreover, existing high-order repetitive control approaches are shown to correspond to specific points on these curves.     

On the convergence of compact difference schemes

Difference schemes that are compact in space, i.e., schemes constructed on a two- or three-point stencil in each spatial direction, are more efficient and convenient for boundary condition formulation than other high-order accurate schemes. Originally, these schemes were developed primarily to obtain smooth solutions. In the last two decades, compact schemes have been actively used to compute gas dynamic flows with shock waves. However, when a numerical solution with guaranteed accuracy is desired, the actual properties of difference schemes have to be known in the calculation of solutions with discontinuities. For some widely used compact schemes, this issue has not yet been well studied. The properties of compact schemes constructed by the method of lines are examined in this paper. An initial-boundary value problem for the linear heat equation with discontinuous initial data is used as a test problem. In the method of lines, the spatial derivative in the heat equation is approximated on a two-point stencil according to a fourth-order accurate compact differentiation formula. The resulting evolution system of ordinary differential equations is solved using various implicit one-step two- and three-stage schemes of the second and third order of accuracy. The relation between the properties of the stability function of a scheme and the spatial monotonicity of the numerical solution is analyzed. In computations over long time intervals, the compact schemes are shown to be superior to traditional schemes based on the second-order accurate three-point approximation of the spatial derivative.     

High-order compact ADI (HOC-ADI) method for solving unsteady 2D Schrödinger equation

In this paper, a high-order compact (HOC) alternating direction implicit (ADI) method is proposed for the solution of the unsteady two-dimensional Schrödinger equation. The present method uses the fourth-order Padé compact difference approximation for the spatial discretization and the Crank-Nicolson scheme for the temporal discretization. The proposed HOC-ADI method has fourth-order accuracy in space and second-order accuracy in time. The resulting scheme in each ADI computation step corresponds to a tridiagonal system which can be solved by using the one-dimensional tridiagonal algorithm with a considerable saving in computing time. Numerical experiments are conducted to demonstrate its efficiency and accuracy and to compare it with analytic solutions and numerical results established by some other methods in the literature. The results show that the present HOC-ADI scheme gives highly accurate results with much better computational efficiency.     

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.     

Bicompact monotonic schemes for a multidimensional linear transport equation

Bicompact difference schemes, previously proposed by the authors for linear one-dimensional transport equations are generalized to the multidimensional case by using a coordinate-wise splitting of the multidimensional problem. The scheme stencil for each of the spatial directions is minimal and consists of two points. The schemes are efficient and can be solved by the running calculation method. The proposed difference schemes have the fourth-order approximation in space variables and first- or third-order time approximation for smooth solutions. The schemes for solving multidimensional problems have inherited the monotonicity property of one-dimensional bicompact schemes. Numerical examples are given illustrating the actual accuracy order of bicompact schemes for smooth solutions and the scheme monotonicity for discontinuous solutions.     

WCNS高精度并行软件的大规模计算研究

本文通过求解任意坐标系下的定常雷诺平均N-S方程和SST两方程湍流模型,采用五阶精度的加权紧致非线性格式(WCNS-E-5),实现流场的高精度数值模拟;基于分布式存储系统,采用MPI并行编程环境、非堵塞通信机制和遗传算法负载平衡,实现高精度模拟软件的并行化。在国防科学技术大学高性能计算应用研究中心的"天河"系统上完成软件移植、测试,通过对DLR-F6翼身组合体的模拟,说明软件并行策略和开发的正确性。最后,实现某民机全机的高精度并行模拟,网格规模达到1亿,为下一步WCNS高精度并行软件的大规模工程实际应用打下了坚实基础。     

Effect of data organization in a system of interleaved memories on the performance of parallel search

The performance of parallel search algorithms with respect to three storage schemes—(a) low-order, complete binary tree, and (c) high-order—in a system of interleaved memory modules is analyzed.It is shown using analysis and simulation that parallel search algorithms using the latter two storage schemes, even in competitive mode, perform as well as or even better than the search algorithms using the low-order scheme involving various degrees of cooperation.     

A CCD–ADI method for unsteady convection–diffusion equations

With a combined compact difference scheme for the spatial discretization and the Crank–Nicolson scheme for the temporal discretization, respectively, a high-order alternating direction implicit method (ADI) is proposed for solving unsteady two dimensional convection–diffusion equations. The method is sixth-order accurate in space and second-order accurate in time. The resulting matrix at each ADI computation step corresponds to a triple-tridiagonal system which can be effectively solved with a considerable saving in computing time. In practice, Richardson extrapolation is exploited to increase the temporal accuracy. The unconditional stability is proved by means of Fourier analysis for two dimensional convection–diffusion problems with periodic boundary conditions. Numerical experiments are conducted to demonstrate the efficiency of the proposed method. Moreover, the present method preserves the higher order accuracy for convection-dominated problems.     

A comparison of second- and sixth-order methods for large-eddy simulations

Large-eddy simulations of spatially developing planar turbulent jets are performed using a compact finite-difference scheme of sixth-order and an advective upstream splitting method-based method of second-order accuracy. The applicability of these solution schemes with different subgrid scale models and their performance for realistic turbulent flow problems are investigated. Solutions of the turbulent channel flow are used as an inflow condition for the turbulent jets. The results compare well with each other and with analytical and experimental data. For both solution schemes, however, the influence of the subgrid scale model on the time averaged turbulence statistics is small. This is known to be the case for upwind schemes with a dissipative truncation error, but here it is also observed for the high-order compact scheme. The reason is found to be the application of a compact high-frequency filter, which has to be used with strongly stretched computational grids to suppress high-frequency oscillations. The comparison of the results of the two schemes shows hardly any difference in the quality of the solutions. The second-order scheme, however, is computationally more efficient.     

Numerical Methods for Two-Dimensional Stem Cell Tissue Growth

Growth of developing and regenerative biological tissues of different cell types is usually driven by stem cells and their local environment. Here, we present a computational framework for continuum tissue growth models consisting of stem cells, cell lineages, and diffusive molecules that regulate proliferation and differentiation through feedback. To deal with the moving boundaries of the models in both open geometries and closed geometries (through polar coordinates) in two dimensions, we transform the dynamic domains and governing equations to fixed domains, followed by solving for the transformation functions to track the interface explicitly. Clustering grid points in local regions for better efficiency and accuracy can be achieved by appropriate choices of the transformation. The equations resulting from the incompressibility of the tissue is approximated by high-order finite difference schemes and is solved using the multigrid algorithms. The numerical tests demonstrate an overall spatiotemporal second-order accuracy of the methods and their capability in capturing large deformations of the tissue boundaries. The methods are applied to two biological systems: stratified epithelia for studying the effects of two different types of stem cell niches and the scaling of a morphogen gradient with the size of the Drosophila imaginal wing disc during growth. Direct simulations of both systems suggest that that the computational framework is robust and accurate, and it can incorporate various biological processes critical to stem cell dynamics and tissue growth.     

Investigation of multiscale fluid flow characteristics based on a hybrid atomistic–continuum method

A computer program based on a molecular dynamics–continuum hybrid method has been developed in which the Navier–Stokes equations are solved in the continuum region and the molecular dynamics in the atomistic region. The coupling between the atomistic and continuum is constructed through constrained dynamics within an overlap region where both molecular and continuum equations are solved simultaneously. The simulation geometries are solved in three dimensions and an overlap region is introduced in two directions to improve the choice of using the molecular region in smaller areas. The proposed method is used to simulate steady and start-up Couette flow showing quantitative agreement with results from analytical solutions and full molecular dynamics simulations. The prepared algorithm and the computer code are capable of modeling fluid flows in micro and nano-scale geometries.