We propose a fully conservative and less oscillatory multi-moment scheme for the approximation of hyperbolic conservation laws. The proposed scheme (CIP-CSL3ENO) is based on two CIP-CSL3 schemes and the essentially non-oscillatory (ENO) scheme. In this paper, we also propose an ENO indicator for the multimoment framework, which intentionally selects non-smooth stencil but can efficiently minimize numerical oscillations. The proposed scheme is validated through various benchmark problems and a comparison with an experiment of two droplets collision/separation. The CIP-CSL3ENO scheme shows approximately fourth-order accuracy for smooth solution, and captures discontinuities and smooth solutions simultaneously without numerical oscillations for solutions which include discontinuities. The numerical results of two droplets collision/separation (3D free surface flow simulation) show that the CIP-CSL3ENO scheme can be applied to various types of fluid problems not only compressible flow problems but also incompressible and 3D free surface flow problems.

Due to the increasing application of fractional calculus in engineering and biomedical processes, we analyze a new method for the numerical simulation of a large class of coupled systems of fractional-order partial differential equations. In this paper, we study shifted Jacobi polynomials in the case of two variables and develop some new operational matrices of fractional-order integrations as well as fractional-order differentiations. By the use of these operational matrices, we present a new and easy method for solving a generalized class of coupled systems of fractional-order partial differential equations subject to some initial conditions. We convert the system under consideration to a system of easily solvable algebraic equation without discretizing the system, and obtain a highly accurate solution. Also, the proposed method is compared with some other well-known differential transform methods. The proposed method is computer oriented. We use MatLab to perform the necessary calculation. The next two parts will appear soon.

In this paper, we study an exponential time differencing method for solving the gauge system of incompressible viscous flows governed by Stokes or Navier-Stokes equations. The momentum equation is decoupled from the kinematic equation at a discrete level and is then solved by exponential time stepping multistep schemes in our approach. We analyze the stability of the proposed method and rigorously prove that the first order exponential time differencing scheme is unconditionally stable for the Stokes problem. We also present a compact representation of the algorithm for problems on rectangular domains, which makes FFT-based solvers available for the resulting fully discretized system. Various numerical experiments in two and three dimensional spaces are carried out to demonstrate the accuracy and stability of the proposed method.

This study makes the first attempt to accelerate the singular boundary method (SBM) by the precorrected-FFT (PFFT) for large-scale three-dimensional potential problems. The SBM with the GMRES solver requires computational complexity, where N is the number of the unknowns. To speed up the SBM, the PFFT is employed to accelerate the SBM matrix-vector multiplication at each iteration step of the GMRES. Consequently, the computational complexity can be reduced to . Several numerical examples are presented to validate the developed PFFT accelerated SBM (PFFT-SBM) scheme, and the results are compared with those of the SBM without the PFFT and the analytical solutions. It is clearly found that the present PFFT-SBM is very efficient and suitable for 3D large-scale potential problems.

In this work, we investigate the numerical approximation of the compressible Navier-Stokes equations under the framework of discontinuous Galerkin methods. For discretization of the viscous and heat fluxes, we extend and apply the symmetric direct discontinuous Galerkin (SDDG) method which is originally introduced for scalar diffusion problems. The original compressible Navier-Stokes equations are rewritten into an equivalent form via homogeneity tensors. Then, the numerical diffusive fluxes are constructed from the weak formulation of primal equations directly without converting the second-order equations to a first-order system. Additional numerical flux functions involving the jump of second order derivative of test functions are added to the original direct discontinuous Galerkin (DDG) discretization. A number of numerical tests are carried out to assess the practical performance of the SDDG method for the two dimensional compressible Navier-Stokes equations. These numerical results obtained demonstrate that the SDDG method can achieve the optimal order of accuracy. Especially, compared with the well-established symmetric interior penalty (SIP) method [18], the SDDG method can maintain the expected optimal order of convergence with a smaller penalty coefficient.

Hermite methods, as introduced by Goodrich et al. in [15], combine Hermite interpolation and staggered (dual) grids to produce stable high order accurate schemes for the solution of hyperbolic PDEs. We introduce three variations of this Hermite method which do not involve time evolution on dual grids. Computational evidence is presented regarding stability, high order convergence, and dispersion/dissipation properties for each new method. Hermite methods may also be coupled to discontinuous Galerkin (DG) methods for additional geometric flexibility [4]. An example illustrates the simplification of this coupling for Hermite methods.

The paper presents a novel family of arbitrary high order multioperators approximations for convection, convection-diffusion or the fluid dynamics equations. As particular cases, the 16th- and 32th-order skew-symmetric multioperators for derivatives supplied by the 15th- and 31th-order dissipation multioperators are described. Their spectral properties and the comparative efficiency of the related schemes in the case of smooth solutions are outlined. The ability of the constructed conservative schemes to deal with discontinuous solutions is investigated. Several types of nonlinear hybrid schemes are suggested and tested against benchmark problems.

This article is intended to fill in the blank of the numerical schemes with second-order convergence accuracy in time for nonlinear Stokes’ first problem for a heated generalized second grade fluid with fractional derivative. A linearized difference scheme is proposed. The time fractional-order derivative is discretized by second-order shifted and weighted Gr¨unwald-Letnikov difference operator. The convergence accuracy in space is improved by performing the average operator. The presented numerical method is unconditionally stable with the global convergence order of in maximum norm, where τ and h are the step sizes in time and space, respectively. Finally, numerical examples are carried out to verify the theoretical results, showing that our scheme is efficient indeed.

This paper is concerned with numerical method for a two-dimensional time-dependent cubic nonlinear Schrödinger equation. The approximations are obtained by the Galerkin finite element method in space in conjunction with the backward Euler method and the Crank-Nicolson method in time, respectively. We prove optimal L2 error estimates for two fully discrete schemes by using elliptic projection operator. Finally, a numerical example is provided to verify our theoretical results.

In this article, we give a unified theory for constructing boundary layer expansions for discretized transport equations with homogeneous Dirichlet boundary conditions. We exhibit a natural assumption on the discretization under which the numerical solution can be written approximately as a two-scale boundary layer expansion. In particular, this expansion yields discrete semigroup estimates that are compatible with the continuous semigroup estimates in the limit where the space and time steps tend to zero. The novelty of our approach is to cover numerical schemes with arbitrarily many time levels.

A coupled mathematical system of four quasi-linear partial differential equations and the initial-boundary value conditions is presented to interpret transient behavior of three dimensional semiconductor device with heat conduction. The electric potential is defined by an elliptic equation, the electron and hole concentrations are determined by convection-dominated diffusion equations and the temperature is interpreted by a heat conduction equation. A mixed finite element approximation is used to get the electric field potential and one order of computational accuracy is improved. Two concentration equations and the heat conduction equation are solved by a fractional step scheme modified by a second-order upwind difference method, which can overcome numerical oscillation, dispersion and computational complexity. This changes the computation of a three dimensional problem into three successive computations of one-dimensional problem where the method of speedup is used and the computational work is greatly shortened. An optimal second-order error estimate in L2 norm is derived by prior estimate theory and other special techniques of partial differential equations. This type of parallel method is important in numerical analysis and is most valuable in numerical application of semiconductor device and it can successfully solve this international famous problem.

In this paper, we consider an optimal control problem governed by Stokes equations with H1-norm state constraint. The control problem is approximated by spectral method, which provides very accurate approximation with a relatively small number of unknowns. Choosing appropriate basis functions leads to discrete system with sparse matrices. We first present the optimality conditions of the exact and the discrete optimal control systems, then derive both a priori and a posteriori error estimates. Finally, an illustrative numerical experiment indicates that the proposed method is competitive, and the estimator can indicate the errors very well.

In this paper, a new numerical scheme for the time dependent Ginzburg-Landau (GL) equations under the Lorentz gauge is proposed. We first rewrite the original GL equations into a new mixed formulation, which consists of three parabolic equations for the order parameter ψ, the magnetic field σ=curlA, the electric potential θ=divA and a vector ordinary differential equation for the magnetic potential A, respectively. Then, an efficient fully linearized backward Euler finite element method (FEM) is proposed for the mixed GL system, where conventional Lagrange element method is used in spatial discretization. The new approach offers many advantages on both accuracy and efficiency over existing methods for the GL equations under the Lorentz gauge. Three physical variables ψ, σ and θ can be solved accurately and directly. More importantly, the new approach is well suitable for non-convex superconductors. We present a set of numerical examples to confirm these advantages.

The importance of eliminating errors in grid-metric evaluation for high-order difference schemes has been widely recognized in recent years, and it is known from the proof by Vinokur and Yee (NASA TM 209598, 2000) that when conservative derivations of grid metric are used by Thomas, Lombard and Neier (AIAA J., 1978, 17(10) and J. Spacecraft and rocket, 1990, 27(2)), errors caused by metric evaluation could be eliminated by linear schemes when flux splitting is not considered. According to the above achievement, central schemes without the use of flux splitting could fulfill the requirement of error elimination. Difficulties will arise for upwind schemes to attain the objective when the splitting is considered. In this study, further investigations are made on three aspects: Firstly, an idea of central scheme decomposition is introduced, and the procedure to derive the central scheme is proposed to evaluate grid metrics only. Secondly, the analysis has been made on the requirement of flux splitting to acquire free-stream preservation, and a Lax-Friedrichs-type splitting scheme is proposed as an example. Discussions about current study with that by Nonomura et al. (Computers and Fluids, 2015, 107) have been made. Thirdly, for half-node- or mixed-type schemes, interpolations should be used to derive variables at half nodes. The requirement to achieve metric identity on this situation is analyzed and an idea of directionally consistent interpolation is proposed, which is manifested to be indispensable to avoid violations of metric identity and to eliminate metric-caused errors thereafter. Two numerical problems are tested, i.e., the free-stream and vortex preservation on wavy, largely randomized and triangular-like grids. Numerical results validate aforementioned theoretical outcomes.

The computation of the radiative transfer equation is expensive mainly due to two stiff terms: the transport term and the collision operator. The stiffness in the former comes from the fact that particles (such as photons) travel at the speed of light, while that in the latter is due to the strong scattering in the optically thick region. We study the fully implicit scheme for this equation to account for the stiffness. The main challenge in the implicit treatment is the coupling between the spacial and angular coordinates that requires the large size of the to-be-inverted matrix, which is also ill-conditioned and not necessarily symmetric. Our main idea is to utilize the spectral structure of the ill-conditioned matrix to construct a pre-conditioner, which, along with an exquisite split of the spatial and angular dependence, significantly improve the condition number and allows a matrix-free treatment. We also design a fast solver to compute this pre-conditioner explicitly in advance. Our method is shown to be efficient in both diffusive and free streaming limit, and the computational cost is comparable to the state-of-the-art method. Various examples including anisotropic scattering and two-dimensional problems are provided to validate the effectiveness of our method.

By combining the characteristic method and the local discontinuous Galerkin method with carefully constructing numerical fluxes, variational formulations are established for time-dependent incompressible Navier-Stokes equations in ℝ2. The nonlinear stability is proved for the proposed symmetric variational formulation. Moreover, for general triangulations the priori estimates for the L2–norm of the errors in both velocity and pressure are derived. Some numerical experiments are performed to verify theoretical results.

Many biological settings involve complex fluids that have non-Newtonian mechanical responses that arise from suspended microstructures. In contrast, Newtonian fluids are liquids or mixtures of a simple molecular structure that exhibit a linear relationship between the shear stress and the rate of deformation. In modeling complex fluids, the extra stress from the non-Newtonian contribution must be included in the governing equations.

In this study we compare Lagrangian mesh and Oldroyd-B formulations of fluid-structure interaction in an immersed boundary framework. The start-up phase of planar Poiseuille flow between two parallel plates is used as a test case for the fluid models. For Newtonian and Oldroyd-B fluids there exist analytical solutions which are used in the comparison of simulation and theoretical results. The Lagrangian mesh results are compared with Oldroyd-B using comparable parameters. A regridding algorithm is introduced for the Lagrangian mesh model. We show that the Lagrangian mesh model simulations with regridding produce results in close agreement with the Oldfoyd-B model.

We study the residual diffusion phenomenon in chaotic advection computationally via adaptive orthogonal basis. The chaotic advection is generated by a class of time periodic cellular flows arising in modeling transition to turbulence in Rayleigh-Bénard experiments. The residual diffusion refers to the non-zero effective (homogenized) diffusion in the limit of zero molecular diffusion as a result of chaotic mixing of the streamlines. In this limit, the solutions of the advection-diffusion equation develop sharp gradients, and demand a large number of Fourier modes to resolve, rendering computation expensive. We construct adaptive orthogonal basis (training) with built-in sharp gradient structures from fully resolved spectral solutions at few sampled molecular diffusivities. This is done by taking snapshots of solutions in time, and performing singular value decomposition of the matrix consisting of these snapshots as column vectors. The singular values decay rapidly and allow us to extract a small percentage of left singular vectors corresponding to the top singular values as adaptive basis vectors. The trained orthogonal adaptive basis makes possible low cost computation of the effective diffusivities at smaller molecular diffusivities (testing). The testing errors decrease as the training occurs at smaller molecular diffusivities. We make use of the Poincaré map of the advection-diffusion equation to bypass long time simulation and gain accuracy in computing effective diffusivity and learning adaptive basis. We observe a non-monotone relationship between residual diffusivity and the amount of chaos in the advection, though the overall trend is that sufficient chaos leads to higher residual diffusivity.

The paper develops high order accurate Runge-Kutta discontinuous local evolution Galerkin (RKDLEG) methods on the cubed-sphere grid for the shallow water equations (SWEs). Instead of using the dimensional splitting method or solving one-dimensional Riemann problem in the direction normal to the cell interface, the RKDLEG methods are built on genuinely multi-dimensional approximate local evolution operator of the locally linearized SWEs on a sphere by considering all bicharacteristic directions. Several numerical experiments are conducted to demonstrate the accuracy and performance of our RKDLEG methods, in comparison to the Runge-Kutta discontinuous Galerkin method with Godunov's flux etc.

This paper is concerned with the construction of high order mass-lumping finite elements on simplexes and a program for computing mass-lumping finite elements on triangles and tetrahedra. The polynomial spaces for mass-lumping finite elements, as proposed in the literature, are presented and discussed. In particular, the unisolvence problem of symmetric point-sets for the polynomial spaces used in mass-lumping elements is addressed, and an interesting property of the unisolvent symmetric point-sets is observed and discussed. Though its theoretical proof is still lacking, this property seems to be true in general, and it can greatly reduce the number of cases to consider in the computations of mass-lumping elements. A program for computing mass-lumping finite elements on triangles and tetrahedra, derived from the code for computing numerical quadrature rules presented in [7], is introduced. New mass-lumping finite elements on triangles found using this program with higher orders, namely 7, 8 and 9, than those available in the literature are reported.