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The Method of Space-time Conservation Element and Solution Element: Development of a New Implicit Solver

The method of space-time conservation element and solution element is a nontraditional numerical method designed from a physicist's perspective, i.e., its development is based more on physics than numerics. It uses only the simplest approximation techniques and yet is capable of generating nearly perfect solutions for a 2-D shock reflection problem used by Helen Yee and others. In addition to providing an overall view of the new method, we introduce a new concept in the design of implicit schemes, and use it to construct a highly accurate solver for a convection-diffusion equation. It is shown that, in the inviscid case, this new scheme becomes explicit and its amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, its principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme.

Chang, S. C.↗

Energization in regions of CIRs unconnected to shocks are probably not the result of cross-field transport

Corotating energetic ion populations (CEIPs) associated with the forward and reverse shocks of corotating interaction regions (CIRs) are observed in CIRs at places where models say are magnetically unconnected to either shock. Such disconnections between CEIPs and shocks are common and have been documented with data from Pioneers 10 and 11 and confirmed with data from Ulysses. They pose a problem for models that account for these CEIPs in terms of ion energization at the shocks followed by ion propagation along field lines. Two possible resolutions to this problem have been suggested: diffusion of the ions across field lines and extension of the ion energization process to regions beyond the shock waves. Here we quantitatively examine the first of these possibilities. We give the Green's function solution to the convection-diffusion equation applied to idealized CIR geometry, with a source at the reverse shock -- the main producer of CEIPs. Two kinds of diffusion are considered: resonant diffusion and stochastic field line diffusion. We find that for resonant diffusion the computed ratio is many orders of magnitudes below the observed ratio. For stochastic field line diffusion, the computed ratio approximately equals the observed ratio if a diffusion coefficient appropriate to the free solar wind is used. It is several orders of magnitude below the observed ratio, however, if a diffusion coefficient appropriate to CIRs is used. We conclude that cross-field diffusion probably does not account for the presence of energetic ions in regions of CIRs that are magnetically unconnected to its shock waves. We suggest that the alternative possibility -- the energetic ions in regions magnetically unconnected to shocks result from an acceleration process that is independent of shocks -- be pursued to the point where quantitative tests can be performed.

Intriligator, Devrie S.↗

Comparison of Several Numerical Methods for Simulation of Compressible Shear Layers

An investigation is conducted on several numerical schemes for use in the computation of two-dimensional, spatially evolving, laminar variable-density compressible shear layers. Schemes with various temporal accuracies and arbitrary spatial accuracy for both inviscid and viscous terms are presented and analyzed. All integration schemes use explicit or compact finite-difference derivative operators. Three classes of schemes are considered: an extension of MacCormack's original second-order temporally accurate method, a new third-order variant of the schemes proposed by Rusanov and by Kutier, Lomax, and Warming (RKLW), and third- and fourth-order Runge-Kutta schemes. In each scheme, stability and formal accuracy are considered for the interior operators on the convection-diffusion equation U(sub t) + aU(sub x) = alpha U(sub xx). Accuracy is also verified on the nonlinear problem, U(sub t) + F(sub x) = 0. Numerical treatments of various orders of accuracy are chosen and evaluated for asymptotic stability. Formally accurate boundary conditions are derived for several sixth- and eighth-order central-difference schemes. Damping of high wave-number data is accomplished with explicit filters of arbitrary order. Several schemes are used to compute variable-density compressible shear layers, where regions of large gradients exist.

Kennedy, Christopher A.↗

The Implicit and Explicit alpha-mu Schemes

Artificial numerical dissipation is an important issue in large Reynolds number computations. In such computations, the artificial dissipation inherent in traditional numerical schemes can overwhelm the physical dissipation and yield inaccurate results on meshes of practical size. In the present work, the space-time conservation element and solution element method is used to construct new and accurate numerical schemes such that artificial numerical dissipation will not overwhelm physical dissipation. Specifically, these schemes have the property that numerical dissipation vanishes when the physical viscosity goes to zero. These new schemes therefore accurately model the physical dissipation even when it is extremely small. The method of space-time conservation element and solution element, currently under development, is a nontraditional numerical method for solving conservation laws. The method is developed on the basis of local and global flux conservation in a space-time domain, in which space and time are treated in a unified manner. Explicit solvers for model and fluid dynamic conservation laws have previously been investigated. In this paper, we introduce a new concept in the design of implicit schemes, and use it to construct two highly accurate solvers for a convection-diffusion equation. The two schemes become identical in the pure convection case, and in the pure diffusion case. The implicit schemes are applicable over the whole Reynolds number range, from purely diffusive equations to purely inviscid (convective) equations. The stability and consistency of the schemes are analyzed, and some numerical results are presented. It is shown that, in the inviscid case, the new schemes become explicit and their amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, their principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme. We also construct an explicit solver with the treatment of diffusion being based on that in the implicit solvers. The explicit solver has only a CFL stability limitation on the Courant number, yet it retains the second-order spatial accuracy of the implicit schemes.

Chang, Sin-Chung↗

Implicit Space-Time Conservation Element and Solution Element Schemes

Artificial numerical dissipation is in important issue in large Reynolds number computations. In such computations, the artificial dissipation inherent in traditional numerical schemes can overwhelm the physical dissipation and yield inaccurate results on meshes of practical size. In the present work, the space-time conservation element and solution element method is used to construct new and accurate implicit numerical schemes such that artificial numerical dissipation will not overwhelm physical dissipation. Specifically, these schemes have the property that numerical dissipation vanishes when the physical viscosity goes to zero. These new schemes therefore accurately model the physical dissipation even when it is extremely small. The new schemes presented are two highly accurate implicit solvers for a convection-diffusion equation. The two schemes become identical in the pure convection case, and in the pure diffusion case. The implicit schemes are applicable over the whole Reynolds number range, from purely diffusive equations to convection-dominated equations with very small viscosity. The stability and consistency of the schemes are analysed, and some numerical results are presented. It is shown that, in the inviscid case, the new schemes become explicit and their amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, their principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme.

Chang, Sin-Chung↗

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

A high-order Lagrangian-decoupling method is presented for the unsteady convection-diffusion and incompressible Navier-Stokes equations. The method is based upon: (1) Lagrangian variational forms that reduce the convection-diffusion equation to a symmetric initial value problem; (2) implicit high-order backward-differentiation finite-difference schemes for integration along characteristics; (3) finite element or spectral element spatial discretizations; and (4) 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.

Ho, Lee-Wing↗

On the dynamics of some grid adaption schemes

The dynamics of a one-parameter family of mesh equidistribution schemes coupled with finite difference discretisations of linear and nonlinear convection-diffusion model equations is studied numerically. It is shown that, when time marched to steady state, the grid adaption not only influences the stability and convergence rate of the overall scheme, but can also introduce spurious dynamics to the numerical solution procedure.

Sweby, Peter K.↗

MGLab: An Interactive Multigrid Environment

MGLab is a set of Matlab functions that defines an interactive environment for experimenting with multigrid algorithms. The package solves two-dimensional elliptic partial differential equations discretized using either finite differences or finite volumes, depending on the problem. Built-in problems include the Poisson equation, the Helmholtz equation, a convection-diffusion problem, and a discontinuous coefficient problem. A number of parameters controlling the multigrid V-cycle can be set using a point-and-click mechanism. The menu-based user interface also allows a choice of several Krylov subspace methods, including CG, GMRES(k), and Bi-CGSTAB, which can be used either as stand-alone solvers or as multigrid acceleration schemes. The package exploits Matlab's visualization and sparse matrix features and has been structured to be easily extensible.

Bordner, James↗

Numerical simulation of electrophoresis separation processes

A new Petrov-Galerkin finite element formulation has been proposed for transient convection-diffusion problems. Most Petrov-Galerkin formulations take into account the spatial discretization, and the weighting functions so developed give satisfactory solutions for steady state problems. Though these schemes can be used for transient problems, there is scope for improvement. The schemes proposed here, which consider temporal as well as spatial discretization, provide improved solutions. Electrophoresis, which involves the motion of charged entities under the influence of an applied electric field, is governed by equations similiar to those encountered in fluid flow problems, i.e., transient convection-diffusion equations. Test problems are solved in electrophoresis and fluid flow. The results obtained are satisfactory. It is also expected that these schemes, suitably adapted, will improve the numerical solutions of the compressible Euler and the Navier-Stokes equations.

Ganjoo, D. K.↗

Heat Transfer from Radiatively Heated Material in a Low Reynolds Number Microgravity Environment

A mathematical model of the transient three-dimensional heat transfer between a slowly moving ambient gas stream and a thermally thick or thin flat surface heated by external radiation in a microgravity environment is presented. The problem is motivated in part by fire safety issues in spacecraft. The gas phase is represented by variable property convection-diffusion energy and mass conservation equations valid at low Reynolds numbers. The absence of gravity and low Reynolds number together permit the flow to be represented by a self-consistent velocity potential determined by the ambient velocity and the thermal expansion in the gas. The solid exchanges energy with the gas by conduction/convection and with the surroundings by surface absorption and re-emission of radiation. Heat conduction in the solid is assumed to be one dimensional at each point on the surface as a consequence of the limited times (of order of 10 seconds) of interest in these simulations. Despite the apparent simplicity of the model, the results show a complex thermally induced flow near the heated surface. The thermal exchange between the gas and solid produces an outward sourcelike flow upstream of the center of the irradiated area and a sinklike flow downstream. The responses of the temperature fields and the associated flows to changes in the intensity of the external radiation and the ambient velocity are discussed.

Yamashita, H.↗

Finite element solution techniques for large-scale problems in computational fluid dynamics

Element-by-element approximate factorization, implicit-explicit and adaptive implicit-explicit approximation procedures are presented for the finite-element formulations of large-scale fluid dynamics problems. The element-by-element approximation scheme totally eliminates the need for formation, storage and inversion of large global matrices. Implicit-explicit schemes, which are approximations to implicit schemes, substantially reduce the computational burden associated with large global matrices. In the adaptive implicit-explicit scheme, the implicit elements are selected dynamically based on element level stability and accuracy considerations. This scheme provides implicit refinement where it is needed. The methods are applied to various problems governed by the convection-diffusion and incompressible Navier-Stokes equations. In all cases studied, the results obtained are indistinguishable from those obtained by the implicit formulations.

Liou, J.↗

Generalized Dufort-Frankel spectral methods

An explicit time-advancing scheme for the spectral solution of parabolic equations is presented. Several two-dimensional examples are considered, including convection-diffusion and nonlinear problems, under various boundary conditions. Numerical evidence demonstrates the efficiency and accuracy of the spectral approach.

Lustman, L.↗

Higher order methods for convection-diffusion problems

This paper applies C1 cubic Hermite polynomials embedded in an orthogonal collocation scheme to the spatial discretization of the unsteady nonlinear Burgers equation as a model of the equations of fluid mechanics. The temporal discretization is carried out by means of either a noniterative finite difference or an iterative finite difference procedure. Results of this method are compared with those of a second-order finite difference scheme and a splined-cubic Taylor's series scheme. Stability limits are derived and the matrix structure of the several schemes are compared.

Murphy, J. D.↗

The solution of non-linear hyperbolic equation systems by the finite element method

A finite-element method for the solution of nonlinear hyperbolic systems of equations, such as those encountered in non-self-adjoint problems of transient phenomena in convection-diffusion or in the mixed representation of wave problems, is developed and demonstrated. The problem is rewritten in moving coordinates and reinterpolated to the original mesh by a Taylor expansion prior to a standard Galerkin spatial discretization, and it is shown that this procedure is equivalent to the time-discretization approach of Donea (1984). Numerical results for sample problems are presented graphically, including such shallow-water problems as the breaking of a dam, the shoaling of a wave, and the outflow of a river; compressible flows such as the isothermal flow in a nozzle and the Riemann shock-tube problem; and the two-dimensional scalar-advection, nonlinear-shallow-water, and Euler equations.

Loehner, R.↗

Solution techniques for incompressible flow problems

A three-step Petrov-Galerkin (PG)/operator spliting scheme for the time-dependent incompressible Navier-Stokes equations is proposed. Each time step is split into two Stokes problems and one nonlinear convection-diffusion problem. Using a PG technique on the two outer Stokes problems ensures a stable scheme despite equal-order interpolation, while using a streamline upwind PG scheme on the inner convection-diffusion problem ensures a numerically stable solution at high Reynolds numbers. Numerical tests of this method have been carried out.

Tezduyar, T. E.↗

Numerical method for boundary layers with blowing - The exponential box scheme

The paper describes a new numerical scheme based on exponential difference operator concepts combined with Keller's (1968) box scheme approach to produce a stable second-order accurate finite-difference scheme for convection-diffusion problems arising in boundary layer flows in the presence of massive injection through a porous surface. The technique is demonstrated by application to the self-similar boundary layer equations with massive blowing at the surface.

El-Mistikawy, T. M.↗

Development and evaluation of improved numerical schemes for recirculating flows

The paper examines the performance of the flux-spline scheme for convection-diffusion. Computations are presented for a number of test cases, both linear and nonlinear. It is shown that in all cases the flux-spline scheme yields results which are superior to those obtained with the lower-order formulations such as hybrid differencing. In order to improve the computational efficiency, the flux-spline scheme has been combined with a direct solution algorithm for the continuity and momentum equations. Such an approach eliminates the need for an equation for pressure or pressure correction and is found to be rapidly convergent.

Patankar, S. V.↗

Numerical solution of compressible viscous flows

The presented review is concerned with the problem of calculating compressible viscous flows. Basic numerical considerations and problems associated with calculating viscous flows are examined and current numerical approaches toward the solution of the Navier-Stokes equations are discussed. It is pointed out that the numerical solution of the full time-dependent equations for turbulent flow is not practical with present computers. Therefore, turbulence effects must be accounted for by modeling. Developments related to turbulence modeling are described. In connection with a discussion of numerical methods for solving viscous flow equations, attention is given to numerical domains of dependence of typical explicit and implicit methods, the diffusion problem, the convection-diffusion problem, and the split-hybrid method.

Maccormack, R. W.↗