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At least 19 records

A novel closed-form inversion of the convection–diffusion equation for rapid convection, diffusion, and source profile estimation

To simplify and routinize particle transport analysis in fusion devices, a novel closed form linear inversion of the 1-D convection diffusion equation to estimate diffusion and convection profiles D(r ⃗ ), v(r ⃗ ) and source distribution s(r ⃗ ), of a single species from measured data is derived and demonstrated on synthetic data. Profile estimates of D(r ⃗ ), v(r ⃗ ), s(r ⃗ ) and their uncertainties are given as a matrix expression constructed directly from the incoming density data of the transported species in space and time, as well as physics assumptions such as particle conservation and experimental geometry. The derived matrix expression can be applied to a pumped or non-pumped recycling species, or a non-recycling species that is effectively “pumped” by plasma-facing surfaces.

Hinson, Edward [ORNL] (ORCID:000000019713140X)↗

A numerical study of the steady scalar convective diffusion equation for small viscosity

A time-independent convection diffusion equation is studied by means of a compact finite difference scheme and numerical solutions are compared to the analytic inviscid solutions. The correct internal and external boundary layer behavior is observed, due to an inherent feature of the scheme which automatically produces upwind differencing in inviscid regions and the correct viscous behavior in viscous regions.

Giles, M. B.↗

Virtual element approximations of the time-fractional nonlinear convection-diffusion equation on polygonal meshes

We extend the Virtual Element Method to a two-dimensional unsteady nonlinear convection-diffusion equation characterized by a fractional-order derivative with respect to the time variable. Our methodology is based on three fundamental technical components: a fractional version of the Grunwald-Letnikov approximation, discrete maximal regularity, and the regularity theory associated with non-linearity. We prove the method's well-posedness, i.e., the approximate solution's existence and uniqueness to the time-fractional convection-diffusion equation with a Lipschitz nonlinear source term. The fully discrete scheme inherently maintains stability and consistency by leveraging the discrete maximal regularity and the energy projection operator. The convergence in the L 2 -norm and H 1 -norm to various mesh configurations is validated by numerical results, underlining the practical effectiveness of the proposed method.

97 MATHEMATICS AND COMPUTING↗

A Two Colorable Fourth Order Compact Difference Scheme and Parallel Iterative Solution of the 3D Convection Diffusion Equation

A new fourth order compact difference scheme for the three dimensional convection diffusion equation with variable coefficients is presented. The novelty of this new difference scheme is that it Only requires 15 grid points and that it can be decoupled with two colors. The entire computational grid can be updated in two parallel subsweeps with the Gauss-Seidel type iterative method. This is compared with the known 19 point fourth order compact differenCe scheme which requires four colors to decouple the computational grid. Numerical results, with multigrid methods implemented on a shared memory parallel computer, are presented to compare the 15 point and the 19 point fourth order compact schemes.

Zhang, Jun↗

A parallel algorithm for nonlinear convection-diffusion equations

A parallel algorithm for the efficient solution of nonlinear time-dependent convection-diffusion equations with small parameter on the diffusion term is presented. The method is based on a physically motivated domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. The method is suitable for the solution of problems arising in the simulation of fluid dynamics. Experimental results for a nonlinear equation in two-dimensions are presented.

Scroggs, Jeffrey S.↗

Local multiplicative Schwarz algorithms for convection-diffusion equations

We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

Cai, Xiao-Chuan↗

On the Dynamics of Some Discretizations of Convection-Diffusion Equations

Numerical discretizations of differential equations which model physical processes can possess dynamics quite different from that of the equations themselves. Recently the emphasis has been on the the dynamics of numerical discretizations for Ordinary Differential Equations (ODEs). For Partial Differential Equations (PDEs) using a method of lines approach the situation is more complex. First, the spatial discretisation may introduce dynamics not present in the original equations; second, the solution of the resulting system of ODEs is open to the modified dynamics of the ODE solver used. These two effects may interact in a complex manner. In this talk we present some results of our recent work on the dynamics of discretizations of convection-diffusion equations, including those produced using Total Variation Diminishing (TVD) schemes and adaptive grid techniques. A more general overview of the area may be found on our accompanying poster presentation.

Sweby, Peter K.↗

A numerical study of the steady scalar convective diffusion equation for small viscosity

A time-independent convection diffusin equation is studied by means of a compact finite difference scheme and numerical solutions are compared to the analytic inviscid solutions. The correct internal and external boundary layer behavior is observed, due to an inherent feature of the scheme which automatically produces upwind differencing in inviscid regions and the correct viscous behavior in viscous regions.

Giles, M. B.↗

The generalized diffusion-convection equation

Starting from the Boltzmann equation, a transport equation is derived for energetic particles in a moving magnetized plasma in which the scattering centers that keep the particles quasi-isotropic are moving with a velocity that is not necessarily the same as that of the plasma. The scattering is characterized by three very loose constraints: (1) there is a rest frame for each scatterer in which the particles scatter elastically; (2) in this frame the scattering will not disturb an isotropic distribution; and (3) the momentum transfer in an average collision may be described by a tensor operating on the particles original momentum. Since the strength of the scattering is not specified, the derivation should be as valid for plasma microturbulence as for hard-sphere scattering. The results show clearly which phenomena are responsible for tying the particles to the plasma in the transport equation.

Jones, Frank C.↗

The Flux-integral Method for Multidimensional Convection and Diffusion

The flux-integral method is a procedure for constructing an explicit, single-step, forward-in-time, conservative, control volume update of the unsteady, multidimensional convection-diffusion equation. The convective plus diffusive flux at each face of a control-volume cell is estimated by integrating the transported variable and its face-normal derivative over the volume swept out by the convecting velocity field. This yields a unique description of the fluxes, whereas other conservative methods rely on nonunique, arbitrary pseudoflux-difference splitting procedures. The accuracy of the resulting scheme depends on the form of the subcell interpolation assumed, given cell-average data. Cellwise constant behavior results in a (very artificially diffusive) first-order convection scheme. Second-order convection-diffusion schemes correspond to cellwise linear (or bilinear) subcell interpolation. Cellwise quadratic subcell interpolants generate a highly accurate convection-diffusion scheme with excellent phase accuracy. Under constant-coefficient conditions, this is a uniformly third-order polynomial interpolation algorithm (UTOPIA).

Leonard, B. P.↗

An asymptotic induced numerical method for the convection-diffusion-reaction equation

A parallel algorithm for the efficient solution of a time dependent reaction convection diffusion equation with small parameter on the diffusion term is presented. The method is based on a domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. Parallelism is evident at two levels. Domain decomposition provides parallelism at the highest level, and within each domain there is ample opportunity to exploit parallelism. Run time results demonstrate the viability of the method.

Scroggs, Jeffrey S.↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one- dimensional convection-diffusion-reaction (CDR) equations. Accuracy, stability, conservation, and dense-output are first considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, (N = 2), additive Runge-Kutta (ARK(sub 2)) methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms of the partitioned method are of equal order to those of the elemental methods. Derived ARK(sub 2) methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z['] yields -infinity, and retain high stability efficiency in the absence of stiffness, z['] yield 0. Extrapolation-type stage- value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK(sub 2) error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK(sub 2) methods.

Kennedy, Christopher A.↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one-dimensional convection-diffusion-reaction (CDR) equations. First, accuracy, stability, conservation, and dense output are considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, N = 2, additive Runge-Kutta ARK2 methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms are of equal order to those of the elemental methods. Derived ARK2 methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z(exp [I]) goes to infinity, and retain high stability efficiency in the absence of stiffness, z(exp [I]) goes to zero. Extrapolation-type stage-value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK2 error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK2 methods while offering error control and stage-value predictors.

Kennedy, Christopher A.↗

Space-Time Finite Element Tensor Network Approach for the Time-Dependent Convection–Diffusion–Reaction Equation with Variable Coefficients

In this paper, we present a new space-time Galerkin-like method, where we treat the discretization of spatial and temporal domains simultaneously. This method utilizes a mixed formulation of the tensor-train (TT) and quantized tensor-train (QTT) (please see Section Tensor-Train Decomposition), designed for the finite element discretization (Q1-FEM) of the time-dependent convection–diffusion–reaction (CDR) equation. We reformulate the assembly process of the finite element discretized CDR to enhance its compatibility with tensor operations and introduce a low-rank tensor structure for the finite element operators. Recognizing the banded structure inherent in the finite element framework’s discrete operators, we further exploit the QTT format of the CDR to achieve greater speed and compression. Additionally, we present a comprehensive approach for integrating variable coefficients of CDR into the global discrete operators within the TT/QTT framework. The effectiveness of the proposed method, in terms of memory efficiency and computational complexity, is demonstrated through a series of numerical experiments, including a semi-linear example.

convection–diffusion–reaction equation↗

Tensor Network Space-Time Spectral Collocation Method for Time-Dependent Convection-Diffusion-Reaction Equations

Emerging tensor network techniques for solutions of partial differential equations (PDEs), known for their ability to break the curse of dimensionality, deliver new mathematical methods for ultra-fast numerical solutions of high-dimensional problems. Here, we introduce a Tensor Train (TT) Chebyshev spectral collocation method, in both space and time, for the solution of the time-dependent convection-diffusion-reaction (CDR) equation with inhomogeneous boundary conditions, in Cartesian geometry. Previous methods for numerical solution of time-dependent PDEs often used finite difference for time, and a spectral scheme for the spatial dimensions, which led to a slow linear convergence. Spectral collocation space-time methods show exponential convergence; however, for realistic problems they need to solve large four-dimensional systems. We overcome this difficulty by using a TT approach, as its complexity only grows linearly with the number of dimensions. We show that our TT space-time Chebyshev spectral collocation method converges exponentially, when the solution of the CDR is smooth, and demonstrate that it leads to a very high compression of linear operators from terabytes to kilobytes in TT-format, and a speedup of tens of thousands of times when compared to a full-grid space-time spectral method. These advantages allow us to obtain the solutions at much higher resolutions.

97 MATHEMATICS AND COMPUTING↗

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↗

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↗