An energy-preserving algorithm for nonlinear Hamiltonian wave equations with Neumann boundary conditions

In this paper, a novel energy-preserving numerical scheme for nonlinear Hamiltonian wave equations with Neumann boundary conditions is proposed and analyzed based on the blend of spatial discretization by finite element method (FEM) and time discretization by Average Vector Field (AVF) approach. We first use the finite element discretization in space, which leads to a system of Hamiltonian ODEs whose Hamiltonian can be thought of as the semi-discrete energy of the original continuous system. The stability of the semi-discrete finite element scheme is analyzed. We then apply the AVF approach to the Hamiltonian ODEs to yield a new and efficient fully discrete scheme, which can preserve exactly (machine precision) the semi-discrete energy. The blend of FEM and AVF approach derives a new and efficient numerical scheme for nonlinear Hamiltonian wave equations. The numerical results on a single-soliton problem and a sine-Gordon equation are presented to demonstrate the remarkable energy-preserving property of the proposed numerical scheme.     

Stable Boundary Treatment for the Wave Equation on Second-Order Form

A stable and accurate boundary treatment is derived for the second-order wave equation. The domain is discretized using narrow-diagonal summation by parts operators and the boundary conditions are imposed using a penalty method, leading to fully explicit time integration. This discretization yields a stable and efficient scheme. The analysis is verified by numerical simulations in one-dimension using high-order finite difference discretizations, and in three-dimensions using an unstructured finite volume discretization.     

Dynamic crack analysis in piezoelectric solids with non-linear electrical and mechanical boundary conditions by a time-domain BEM

This paper presents advanced transient dynamic crack analysis in two-dimensional (2D), homogeneous and linear piezoelectric solids using non-linear mechanical and electrical crack-face boundary conditions. Stationary cracks in infinite and finite piezoelectric solids subjected to impact loadings are considered. For this purpose a time-domain boundary element method (TDBEM) is developed. A Galerkin-method is implemented for the spatial discretization, while a collocation method is applied for the temporal discretization. An explicit time-stepping scheme is obtained to compute the unknown boundary data including the generalized crack-opening-displacements (CODs) numerically. An iterative solution algorithm is developed to consider the non-linear semi-permeable electrical crack-face boundary conditions. Furthermore, an additional iteration scheme for crack-face contact analysis is implemented at time-steps when a physically meaningless crack-face intersection occurs. Several numerical examples are presented and discussed to show the effects of the electrical crack-face boundary conditions on the dynamic intensity factors.     

Numerical approximation of incompressible flows with net flux defective boundary conditions by means of penalty techniques

We consider incompressible flow problems with defective boundary conditions prescribing only the net flux on some inflow and outflow sections of the boundary. As a paradigm for such problems, we simply refer to Stokes flow. After a brief review of the problem and of its well posedness, we discretize the corresponding variational formulation by means of finite elements and looking at the boundary conditions as constraints, we exploit a penalty method to account for them. We perform the analysis of the method in terms of consistency, boundedness and stability of the discrete bilinear form and we show that the application of the penalty method does not affect the optimal convergence properties of the finite element discretization. Since the additional terms introduced to account for the defective boundary conditions are non-local, we also analyze the spectral properties of the equivalent algebraic formulation and we exploit the analysis to set up an efficient solution strategy. In contrast to alternative discretization methods based on Lagrange multipliers accounting for the constraints on the boundary, the present scheme is particularly effective because it only mildly affects the structure and the computational cost of the numerical approximation. Indeed, it does not require neither multipliers nor sub-iterations or additional adjoint problems with respect to the reference problem at hand.     

A Dual Consistent Finite Difference Method with Narrow Stencil Second Derivative Operators

We study the numerical solutions of time-dependent systems of partial differential equations, focusing on the implementation of boundary conditions. The numerical method considered is a finite difference scheme constructed by high order summation by parts operators, combined with a boundary procedure using penalties (SBP–SAT). Recently it was shown that SBP–SAT finite difference methods can yield superconvergent functional output if the boundary conditions are imposed such that the discretization is dual consistent. We generalize these results so that they include a broader range of boundary conditions and penalty parameters. The results are also generalized to hold for narrow-stencil second derivative operators. The derivations are supported by numerical experiments.     

On error estimates of the fully discrete penalty method for the viscoelastic flow problem

In this paper, a fully discrete finite element penalty method is presented for the two-dimensional viscoelastic flow problem arising in the Oldroyd model, in which the spatial discretization is based on the finite element approximation and the time discretization is based on the backward Euler scheme. Moreover, we provide the optimal error estimate for the numerical solution under some realistic assumptions. Finally, some numerical experiments are shown to illustrate the efficiency of the penalty method.     

A pressure-enthalpy finite element model for simulating hydrothermal reservoirs

A numerical model is presented for simulating single or two-phase flow and energy transport in hydrothermal reservoirs. The model is formulated via two non-linear equations for fluid pressure and enthalpy. Both equations are solved simultaneously using a new finite element technique which employs asymmetric weighting functions to overcome numerical oscillation. Non-linearity is treated by a modified Newton-Raphson scheme which takes into account derivative discontinuities in the non-linear coefficients. This scheme also treats unknown flux boundary conditions inplicitly, thus allowing larger time steps to be taken without inducing instability. The proposed model is applied to two test examples involving one-dimensional flow in both hot water and steam dominated reservoirs. Results indicate that the numerical technique presented is efficient and the model can be used to simulate both types of reservoirs.     

Parameter-uniform hybrid numerical scheme for time-dependent convection-dominated initial-boundary-value problems

In this paper, we propose a numerical scheme which is almost second-order spatial accurate for a one-dimensional singularly perturbed parabolic convection-diffusion problem exhibiting a regular boundary layer. The proposed numerical scheme consists of classical backward-Euler method for the time discretization and a hybrid finite difference scheme for the spatial discretization. We analyze the scheme on a piecewise-uniform Shishkin mesh for the spatial discretization to establish uniform convergence with respect to the perturbation parameter. Numerical results are presented to validate the theoretical results.     

Convergence Analysis of Primal–Dual Based Methods for Total Variation Minimization with Finite Element Approximation

We consider a minimization model with total variational regularization, which can be reformulated as a saddle-point problem and then be efficiently solved by the primal–dual method. We utilize the consistent finite element method to discretize the saddle-point reformulation; thus possible jumps of the solution can be captured over some adaptive meshes and a generic domain can be easily treated. Our emphasis is analyzing the convergence of a more general primal–dual scheme with a combination factor for the discretized model. We establish the global convergence and derive the worst-case convergence rate measured by the iteration complexity for this general primal–dual scheme. This analysis is new in the finite element context for the minimization model with total variational regularization under discussion. Furthermore, we propose a prediction–correction scheme based on the general primal–dual scheme, which can significantly relax the step size for the discretization in the time direction. Its global convergence and the worst-case convergence rate are also established. Some preliminary numerical results are reported to verify the rationale of considering the general primal–dual scheme and the primal–dual-based prediction–correction scheme.     

Asymptotic and finite element approximations for heat transfer in rotating compressible flow over an infinite porous disk

The laminar boundary layer equations for the compressible flow due to the finite difference in rotation and temperature rates are solved for the case of uniform suction through the disk. The effects of viscous dissipation on the incompressible flow are taken into account for any rotation rate, whereas for a compressible fluid they are considered only for a disk rotating in a stationary fluid. For the general case, the governing equations are solved numerically using a standard finite element scheme. Series solutions are developed for those cases where the suction effect is dominant. Based on the above analytical and numerical solutions, a new asymptotic finite element scheme is presented. By using this scheme one can significantly improve the pointwise accuracy of the standard finite element scheme.     

A new algorithm for numerical solution of ordinary differential equations

A numerical integration scheme which is particularly well suited to initial value problems having oscillatory or exponential solutions is proposed. The derivation of the algorithm is based on a representation of problems (that is problems having oscillatory or exponential solutions), the complex parameters have the real plane. The interpolating function has two complex parameters whose numerical estimates are obtained by using Newton-like scheme to solve three simultaneous nonlinear equations. For the above class of paoblems (that is problems having oscillatory or exponential solutions), the complex parameters have constant values throughout the interval of integration. Hence, the parameters are obtainable at the first integration step. As the approach is applicable to systems of equations, then for an initial value problem of order m, m sets of simultaneous equations have to be solved for the complex parameters.     

Finite element solutions of the energy equation at high peclet number

Galerkin finite element solutions of the energy equation, like their central difference counterparts, sometimes display non-physical spatial oscillations at high Peclet number. This work compares the behaviour of closed-form solutions of the steady-state one-dimensional energy equation produced by quadratic finite elements, linear finite elements, central differencing and upwind differencing. Examples with different boundary conditions and source distributions are examined to determine the dependence of oscillation amplitudes on these factors. Finally, a two-dimensional numerical experiment is used to show how the qualitative results of the analysis can be extrapolated to more realistic flows. The paper concludes that Galerkin finite element methods can lead to oscillatory behaviour, but the solutions are generally more robust in this respect than the corresponding central difference solutions. For both constant and discontinuous sources in one dimension, boundary conditions can be chosen to eliminate any oscillation. This is in contrast with the central difference method where the solution is always oscillatory if the source is discontinuous. In this connection, the most suitable downstream boundary conditions are (natural) temperature-gradient conditions, which cannot impose spuriously high temperature variations at outlet. In some real flows, where such boundary conditions are not appropriate, large steamwise temperature gradients occur naturally. In these cases it is likely that local mesh refinement would have to be used if oscillations are to be avoided.     

Analysis of three stabilized finite volume iterative methods for the steady Navier–Stokes equations

In this work, three stabilized finite volume iterative schemes for the stationary Navier–Stokes equations are considered. Under the finite volume discretization at each iterative step, the iterative scheme I consists in solving the steady Stokes problem, iterative scheme II consists in solving the stationary linearized Navier–Stokes equations and iterative scheme III consists in solving the steady Oseen equations, respectively. We discuss the stabilities and convergence of three iterative methods. The iterative schemes I and II are stable and convergent under some strong uniqueness conditions, while iterative scheme III is unconditionally stable and convergent under the uniqueness condition. Finally, some numerical results are presented to verify the performance of these iterative schemes.     

Vorticity–velocity–pressure formulation for Navier–Stokes equations

We analyze here the bidimensional boundary value problems, for both Stokes and Navier–Stokes equations, in the case where non standard boundary conditions are imposed. A well-posed vorticity–velocity–pressure formulation for the Stokes problem is introduced and its finite element discretization, which needs some stabilization, is then studied. We consider next the approximation of the Navier–Stokes equations, based on the previous approximation of the Stokes equations. For both problems, the convergence of the numerical approximation and optimal error estimates are obtained. Some numerical tests are also presented.     

Computational models for weakly dispersive nonlinear water waves

Numerical methods for the two- and three-dimensional Boussinesq equations governing weakly nonlinear and dispersive water waves are presented and investigated. Convenient handling of grids adapted to the geometry or bottom topography is enabled by finite element discretization in space. Staggered finite difference schemes are used for the temporal discretization, resulting in only two linear systems to be solved during each time step. Efficient iterative solution of linear systems is discussed. By introducing correction terms in the equations, a fourth-order, two-level temporal scheme can be obtained. Combined with (bi-) quadratic finite elements, the truncation errors of this scheme can be made of the same order as the neglected perturbation terms in the analytical model, provided that the element size is of the same order as the characteristic depth. We present analysis of the proposed schemes in terms of numerical dispersion relations. Verification of the schemes and their implementations is performed for standing waves in a closed basin with constant depth. More challenging applications cover plane incoming waves on a curved beach and earthquake induced waves over a shallow seamount. In the latter example we demonstrate a significantly increased computational efficiency when using higher-order schemes and bathymetry-adapted finite element grids.     

Nonlinear Advection–Diffusion–Reaction Phenomena Involved in the Evolution and Pumping of Oil in Open Sea: Modeling,Numerical Simulation and Validation Considering the Prestige and Oleg Naydenov Oil Spill Cases

The main goal of this article is to improve upon a previous model used to simulate the evolution of oil spots in the open sea and the effect of a skimmer ship pumping oil out from the spots. The concentration of the pollutant is subject to the effects of wind and sea currents, diffusion, and the pumping action of a skimmer (i.e., cleaning) ship that follows a pre-assigned trajectory. This implies that the mathematical model is of the advection–diffusion–reaction type. A drawback of our previous model was that diffusion was propagating with infinite velocity; in this article, we use an improved model relying on a nonlinear diffusion term, implying that diffusion propagates with finite velocity. To reduce numerical diffusion when approximating the advection part of the model, we consider second order discretization schemes with nonlinear flux limiters. We consider also absorbing boundary conditions to insure accurate results near the boundary. To reduce CPU time we use an operator-splitting scheme for the time discretization. Finally, we also introduce the modeling of coastlines and dynamic sources of pollutant. The novel approach we advocate in this article is validated by comparing our numerical results with real life measurements from the Oleg Naydenov and the Prestige oil spills, which took place in Spain in 2015 and 2002, respectively.     

A hybrid,finite element—finite difference approach to simplified large deflection analysis of structures

A new and considerably simplified solution technique for geometrically nonlinear problems is introduced. In contrast to the existing numerical methods, the present approach obtains an approximate large deflection pattern from the linear displacement vector by successively employing updated correction factors. Conservation of energy principle yields a general expression for these subsequent corrections. While the linear portion of the strain energy can be computed using finite element approach, evaluations of its nonlinear counterparts often require mathematical discretization techniques. The simple, self-correcting iterative procedure is unconditionally stable and its fast oscillatory convergence offers further computational efficiency. To illustrate the application of the proposed method and to assess its accuracy, moderately large deflections of beam, plate and flexible cable structures have been computed and compared with known analytical solutions. If required, the obtained results—which are acceptable for most design purposes—can be further improved.     

A variational formulation for exterior problems in linear hydrodynamics

This paper describes a method of coupling between finite elements and integral representation, where the numerical scheme is obtained by means of a finite element discretization of a continuous variational problem. A numerical study of the accuracy of this method precedes its application to two classical naval hydrodynamics problems, and we show that the results are very accurate even with a small number of elements.     

Refinement of flexible space–time finite element meshes and discontinuous Galerkin methods

In this paper we present an algorithm to refine space–time finite element meshes as needed for the numerical solution of parabolic initial boundary value problems. The approach is based on a decomposition of the space–time cylinder into finite elements, which also allows a rather general and flexible discretization in time. This also includes adaptive finite element meshes which move in time. For the handling of three-dimensional spatial domains, and therefore of a four-dimensional space–time cylinder, we describe a refinement strategy to decompose pentatopes into smaller ones. For the discretization of the initial boundary value problem we use an interior penalty Galerkin approach in space, and an upwind technique in time. A numerical example for the transient heat equation confirms the order of convergence as expected from the theory. First numerical results for the transient Navier–Stokes equations and for an adaptive mesh moving in time underline the applicability and flexibility of the presented approach.