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At least 19 records

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.↗

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.↗

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↗

Investigation B: Laminar confined coaxial entrance flow with heat generation

The results of a parametric study on the entrance flow region in a gas core nuclear reactor are presented. The physical system is modeled as laminar confined, coaxial flow with heat generation in the inner fluid. The governing equations include the boundary layer approximations and the assumptions of only radial radiative transport of energy represented as an energy diffusion term. The Von Mises transformation and a zeta transformation are used to transform the equations into nonlinear nonhomogeneous convective-diffusion equations. A unique combination of forward and backward difference equations which yields accurate results at moderate computational times, is used in the numerical method. Results show that the rapidly accelerating, heat generating inner stream actually shrinks in radius as it expands axially.

Bobba, G. K. M.↗

A two-dimensional kinematic dynamo model of the ionospheric magnetic field at Venus

The results of a high-resolution, two-dimensional, time dependent, kinematic dynamo model of the ionospheric magnetic field of Venus are presented. Various one-dimensional models are considered and the two-dimensional model is then detailed. In this model, the two-dimensional magnetic induction equation, the magnetic diffusion-convection equation, is numerically solved using specified plasma velocities. Origins of the vertical velocity profile and of the horizontal velocities are discussed. It is argued that the basic features of the vertical magnetic field profile remain unaltered by horizontal flow effects and also that horizontal plasma flow can strongly affect the magnetic field for altitudes above 300 km.

Cravens, T. E.↗

Multi-dimensional initial-boundary value problems with strong nonlinearities

Initial boundary value problems for the general scalar singularly perturbed parabolic equation in a cylindrical domain are studied. The one-dimensional reaction-diffusion equation is considered in the absence of convection. Then, the general one-dimensional and N-dimensional reaction-convection-diffusion equations are analyzed.

Howes, F. A.↗

Dendritic growth in the presence of convection

The motion of the freezing front between a dendritic crystal and a supercooled liquid is studied using an interface evolution equation derived from a boundary integral transformation of the transient convective-diffusion equation. A new steady-state theory is introduced that incorporates the effects of convection in dendritic growth. It is shown that in the absence of capillary effects the shape of the crystal-melt interface is a paraboloid of revolution, similar to that found in situations where diffusion is the sole heat transfer mechanism. A relation between the supercooling, the product of the tip velocity and tip radius, and the strength of the flow is derived which reduces to the well-known Ivantsov theory in the absence of convection. A non-linear interface-tracking algorithm is developed and used to study the temporal and spatial evolution of the dendritic interface. The important role of capillarity and convection on the interface dynamics is established and the response of the interface to finite amplitude disturbances is examined for the first time. Tip splitting is identified as the dominant destabilization mechanism in the limit of zero surface tension. Finite surface tension leads to interface stabilization, irrespective of the magnitude and structure of the external perturbations. Finally, convection significantly decreases the magnitude of the freezing velocity.

Beaghton, Pantelis John↗

An adaptive grid algorithm for one-dimensional nonlinear equations

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.

Gutierrez, William E.↗