The incompatibilities between the initial and boundary data will cause singularities at the time-space corners, which in turn adversely affect the accuracy of the numerical schemes used to compute the solutions. We study the corner singularity issue for nonlinear evolution equations in 1D, and propose two remedy procedures that effectively recover much of the accuracy of the numerical scheme in use. Applications of the remedy procedures to the 1D viscous Burgers equation, and to the 1D nonlinear reaction-diffusion equation are presented. The remedy procedures are applicable to other nonlinear diffusion equations as well.

We have introduced a fully second order IMplicit/EXplicit (IMEX) time in-tegration technique for solving the compressible Euler equations plus nonlinear heat conduction problems (also known as the radiation hydrodynamics problems) in Kadioglu et al., J. Comp. Physics [22,24]. In this paper, we study the implications when this method is applied to the incompressible Navier-Stokes (N-S) equations. The IMEX method is applied to the incompressible flow equations in the following manner. The hyperbolic terms of the flow equations are solved explicitly exploiting the well understood explicit schemes. On the other hand, an implicit strategy is employed for the non-hyperbolic terms. The explicit part is embedded in the implicit step in such a way that it is solved as part of the non-linear function evaluation within the framework of the Jacobian-Free Newton Krylov (JFNK) method [8,29,31]. This is done to obtain a self-consistent implementation of the IMEX method that eliminates the potential order reduction in time accuracy due to the specific operator separation. We employ a simple yet quite effective fractional step projection methodology (similar to those in [11,19,21,30]) as our preconditioner inside the JFNK solver. We present results from several test calculations. For each test, we show second order time convergence. Finally, we present a study for the algorithm performance of the JFNK solver with the new projection method based preconditioner.

Three high order shock-capturing schemes are compared for large eddy simulations (LES) of temporally evolving mixing layers for different convective Mach numbers ranging from the quasi-incompressible regime to highly compressible supersonic regime. The considered high order schemes are fifth-order WENO (WENO5), seventh-order WENO (WENO7) and the associated eighth-order central spatial base scheme with the dissipative portion of WENO7 as a nonlinear post-processing filter step (WENO7fi). This high order nonlinear filter method of Yee & Sjögreen is designed for accurate and efficient simulations of shock-free compressible turbulence, turbulence with shocklets and turbulence with strong shocks with minimum tuning of scheme parameters. The LES results by WENO7fi using the same scheme parameter agree well with experimental results compiled by Barone et al., and published direct numerical simulations (DNS) work of Rogers & Moser and Pantano & Sarkar, whereas results by WENO5 and WENO7 compare poorly with experimental data and DNS computations.

In this study, a numerical framework of the high order well-balanced weighted compact nonlinear (WCN) schemes is proposed for the shallow water equations based on the work in [S. Zhang, S. Jiang, C.-W Shu, J. Comput. Phys. 227 (2008) 7294-7321]. We employ a special splitting technique for the source term proposed in [Y. Xing, C.-W Shu, J. Comput. Phys. 208 (2005) 206-227] to maintain the exact C-property, which can be proved theoretically. In the meantime, the genuine high order accuracy of the numerical scheme can be observed successfully, and small perturbation of the stationary state can be resolved and evolved well. In order to capture the strong discontinuities and large gradients, the fifth-order upwind weighted nonlinear interpolations together with the fourth/sixth order cell-centered compact scheme are used to construct different WCN schemes. In addition, the local characteristic projections are considered to further restrain the potential numerical oscillations. A variety of representative one- and two-dimensional examples are tested to demonstrate the good performance of the proposed schemes.

Many physical processes are described by elliptic or parabolic partial differential equations. For linear stability problems associated with such equations, the inverse Laplacian provides a very effective preconditioner. In addition, it is also readily available in most scientific calculations in the form of a Poisson solver or an implicit diffusive timestep. We incorporate Laplacian preconditioning into the inverse Arnoldi method, using BiCGSTAB to solve the large linear systems. Two successful implementations are described: spherical Couette flow described by the Navier-Stokes equations and Bose-Einstein condensation described by the nonlinear Schrödinger equation.

We review, implement, and compare numerical integration schemes for spatially bounded diffusions stopped at the boundary which possess a convergence rate of the discretization error with respect to the timestep h higher than . We address specific implementation issues of the most general-purpose of such schemes. They have been coded into a single Matlab program and compared, according to their accuracy and computational cost, on a wide range of problems in up to ℝ48. The paper is self-contained and the code will be made freely downloadable.

We construct a new first-order central-upwind numerical method for solving systems of hyperbolic equations in conservative form. It applies in multidimensional structured and unstructured meshes. The proposed method is an extension of the UFORCE method developed by Stecca, Siviglia and Toro, in which the upwind bias for the modification of the staggered mesh is evaluated taking into account the smallest and largest wave of the entire Riemann fan. The proposed first-order method is shown to be identical to the Godunov upwind method in applications to a 2 x 2 linear hyperbolic system. The method is then extended to non-linear systems and its performance is assessed by solving the two-dimensional inviscid shallow water equations. Extension to second-order accuracy is carried out using an ADER-WENO approach in the finite volume framework on unstructured meshes. Finally, numerical comparison with current competing numerical methods enables us to identify the salient features of the proposed method.

This paper presents a new approach to verify the accuracy of computational simulations. We develop mathematical theorems which can serve as robust a posteriori error estimation techniques to identify numerical pollution, check the performance of adaptive meshes, and verify numerical solutions. We demonstrate performance of this methodology on problems from flow thorough porous media. However, one can extend it to other models. We construct mathematical properties such that the solutions to Darcy and Darcy-Brinkman equations satisfy them. The mathematical properties include the total minimum mechanical power, minimum dissipation theorem, reciprocal relation, and maximum principle for the vorticity. All the developed theorems have firm mechanical bases and are independent of numerical methods. So, these can be utilized for solution verification of finite element, finite volume, finite difference, lattice Boltzmann methods and so forth. In particular, we show that, for a given set of boundary conditions, Darcy velocity has the minimum total mechanical power of all the kinematically admissible vector fields. We also show that a similar result holds for Darcy-Brinkman velocity. We then show for a conservative body force, the Darcy and Darcy-Brinkman velocities have the minimum total dissipation among their respective kinematically admissible vector fields. Using numerical examples, we show that the minimum dissipation and total mechanical power theorems can be utilized to identify pollution errors in numerical solutions. The solutions to Darcy and Darcy-Brinkman equations are shown to satisfy a reciprocal relation, which has the potential to identify errors in the numerical implementation of boundary conditions. It is also shown that the vorticity under both steady and transient Darcy-Brinkman equations satisfy maximum principles if the body force is conservative and the permeability is homogeneous and isotropic. A discussion on the nature of vorticity under steady and transient Darcy equations is also presented. Using several numerical examples, we will demonstrate the predictive capabilities of the proposed a posteriori techniques in assessing the accuracy of numerical solutions for a general class of problems, which could involve complex domains and general computational grids.

For problems governed by a non-normal operator, the leading eigenvalue of the operator is of limited interest and a more relevant measure of the stability is obtained by considering the harmonic forcing causing the largest system response. Various methods for determining this so-called optimal forcing exist, but they all suffer from great computational expense and are hence not practical for large-scale problems. In the present paper a new method is presented, which is applicable to problems of arbitrary size. The method does not rely on timestepping, but on the solution of linear systems, in which the inverse Laplacian acts as a preconditioner. By formulating the search for the optimal forcing as an eigenvalue problem based on the resolvent operator, repeated system solves amount to power iterations, in which the dominant eigenvalue is seen to correspond to the energy amplification in a system for a given frequency, and the eigenfunction to the corresponding forcing function. Implementation of the method requires only minor modifications of an existing timestepping code, and is applicable to any partial differential equation containing the Laplacian, such as the Navier-Stokes equations. We discuss the method, first, in the context of the linear Ginzburg-Landau equation and then, the two-dimensional lid-driven cavity flow governed by the Navier-Stokes equations. Most importantly, we demonstrate that for the lid-driven cavity, the optimal forcing can be computed using a factor of up to 500 times fewer operator evaluations than the standard method based on exponential timestepping.

We present DASHMM, a general library implementing multipole methods (including both Barnes-Hut and the Fast Multipole Method). DASHMM relies on dynamic adaptive runtime techniques provided by the HPX-5 system to parallelize the resulting multipole moment computation. The result is a library that is easy-to-use, extensible, scalable, efficient, and portable. We present both the abstractions defined by DASHMM as well as the specific features of HPX-5 that allow the library to execute scalably and efficiently.

A fully discrete discontinuous Galerkin method is introduced for solving time-dependent Maxwell’s equations. Distinguished from the Runge-Kutta discontinuous Galerkin method (RKDG) and the finite element time domain method (FETD), in our scheme, discontinuous Galerkin methods are used to discretize not only the spatial domain but also the temporal domain. The proposed numerical scheme is proved to be unconditionally stable, and a convergent rate is established under the L2-norm when polynomials of degree atmost r and k are used for temporal and spatial approximation, respectively. Numerical results in both 2-D and 3-D are provided to validate the theoretical prediction. An ultra-convergence of order in time step is observed numerically for the numerical fluxes w.r.t. temporal variable at the grid points.

We propose a multi-layer approach to simulate hyperpycnal and hypopycnal plumes in flows with free surface. The model allows to compute the vertical profile of the horizontal and the vertical components of the velocity of the fluid flow. The model can describe as well the vertical profile of the sediment concentration and the velocity components of each one of the sediment species that form the turbidity current. To do so, it takes into account the settling velocity of the particles and their interaction with the fluid. This allows to better describe the phenomena than a single layer approach. It is in better agreement with the physics of the problem and gives promising results. The numerical simulation is carried out by rewriting the multilayer approach in a compact formulation, which corresponds to a system with nonconservative products, and using path-conservative numerical scheme. Numerical results are presented in order to show the potential of the model.

In this paper, we present a new model developed in order to analyze phenomena which arise in the solidification of binary mixtures using phase-field method, which incorporates the convection effects and the action of magnetic field. The model consists of flow, concentration, phase field and energy systems which are nonlinear evolutive and coupled systems. It represents the non-isothermal anisotropic solidification process of a binary mixture together with the motion in a melt with the applied magnetic field. To illustrate our model, numerical simulations of the influence of magnetic-field on the evolution of dendrites during the solidification of the binary mixture of Nickel-Copper (Ni-Cu) are developed. The results demonstrate that the dendritic growth under the action of magnetic-field can be simulated by using our model.

A nonlocal continuum electrostatic model, defined as integro-differential equations, can significantly improve the classic Poisson dielectric model, but is too costly to be applied to large protein simulations. To sharply reduce the model’s complexity, a modified nonlocal continuum electrostatic model is presented in this paper for a protein immersed in water solvent, and then transformed equivalently as a system of partial differential equations. By using this new differential equation system, analytical solutions are derived for three different nonlocal ionic Born models, where a monoatomic ion is treated as a dielectric continuum ball with point charge either in the center or uniformly distributed on the surface of the ball. These solutions are analytically verified to satisfy the original integro-differential equations, thereby, validating the new differential equation system.

When gas flows through corrugated pipes, pressure waves interacting with vortex shedding can produce distinct tonal noise and structural vibration. Based on established observations, a model is proposed which couples an acoustic pipe and self-excited oscillations with vortex shedding over the corrugation cavities. In the model, the acoustic response of the corrugated pipe is simulated by connecting the lossless medium moving with a constant velocity with a source based on a discrete distribution of van der Pol oscillators arranged along the pipe. Our time accurate solutions exhibit dynamic behavior consistent with that experimentally observed, including the lock-in frequency of vortex shedding, standing waves and the onset fluid velocity capable of generating the lock-in.

We are concerned with a model of ionic polymer-metal composite (IPMC) materials that consists of a coupled system of the Poisson and Nernst-Planck equations, discretized by means of the finite element method (FEM). We show that due to the transient character of the problem it is efficient to use adaptive algorithms that are capable of changing the mesh dynamically in time. We also show that due to large qualitative and quantitative differences between the two solution components, it is efficient to approximate them on different meshes using a novel adaptive multimesh hp-FEM. The study is accompanied with numerous computations and comparisons of the adaptive multimesh hp-FEM with several other adaptive FEM algorithms.

This work proposes an extension to Boltzmann BGK equation for dense gases. The present model has an H-theorem and it allows choice of the Prandtl number as an independent parameter. I show that similar to Enskog equation this equation can reproduce dynamics of dense gases.

The lattice Boltzmann method (LBM) with an elastic model is applied to the simulation of two-phase flows containing a deformable body with a viscoelastic membrane. The numerical method is based on the LBM for incompressible two-phase fluid flows with the same density. The body has an internal fluid covered by a viscoelastic membrane of a finite thickness. An elastic model is introduced to the LBM in order to determine the elastic forces acting on the viscoelastic membrane of the body. In the present method, we take account of changes in surface area of the membrane and in total volume of the body as well as shear deformation of the membrane. By using this method, we calculate two problems, the behavior of an initially spherical body under shear flow and the motion of a body with initially spherical or biconcave discoidal shape in square pipe flow. Calculated deformations of the body (the Taylor shape parameter) for various shear rates are in good agreement with other numerical results. Moreover, tank-treading motion, which is a characteristic motion of viscoelastic bodies in shear flows, is simulated by the present method.

In this paper, we compute a phase field (diffuse interface) model of Cahn-Hilliard type for moving contact line problems governing the motion of isothermal multiphase incompressible fluids. The generalized Navier boundary condition proposed by Qian et al. [1] is adopted here. We discretize model equations using a continuous finite element method in space and a modified midpoint scheme in time. We apply a penalty formulation to the continuity equation which may increase the stability in the pressure variable. Two kinds of immiscible fluids in a pipe and droplet displacement with a moving contact line under the effect of pressure driven shear flow are studied using a relatively coarse grid. We also derive the discrete energy law for the droplet displacement case, which is slightly different due to the boundary conditions. The accuracy and stability of the scheme are validated by examples, results and estimate order.

Our recently developed lattice Boltzmann model is used to simulate droplet dynamical behaviour governed by thermocapillary force in microchannels. One key research challenge for developing droplet-based microfluidic systems is control of droplet motion and its dynamic behaviour. We numerically demonstrate that the thermocapillary force can be exploited for microdroplet manipulations including synchronisation, sorting, and splitting. This work indicates that the lattice Boltzmann method provides a promising design simulation tool for developing complex droplet-based microfluidic devices.