We are concerned with the convergence of Lax-Wendroff type schemes with high resolution to the entropy solutions for conservation laws. These schemes include the original Lax-Wendroff scheme proposed by Lax and Wendroff in 1960 and its two step versions–the Richtmyer scheme and the MacCormack scheme. For the convex scalar conservation laws with algebraic growth flux functions, we prove the convergence of these schemes to the weak solutions satisfying appropriate entropy inequalities. The proof is based on detailed L p estimates of the approximate solutions, H −1 compactness estimates of the corresponding entropy dissipation measures, and some compensated compactness frameworks. Then these techniques are generalized to study the convergence problem for the nonconvex scalar case and the hyperbolic systems of conservation

We consider finite difference schemes based on the impulse density variable. We show that the original velocity—impulse density formulation of Oseledets is marginally ill-posed for the inviscid flow, and this has the consequence that some ordinarily stable numerical methods in other formulations become unstable in the velocity—impulse density formulation. We present numerical evidence of this instability. We then discuss the construction of stable finite difference schemes by requiring that at the numerical level the nonlinear terms be convertible to similar terms in the primitive variable formulation. Finally we give a simplified velocity—impulse density formulation which is free of these complications and yet retains the nice features of the original velocity—impulse density formulation with regard to the treatment of boundary. We present numerical results on this simplified formulation for the driven cavity flow on both the staggered and non-staggered grids.

The Euler equation of compressible flows is solved by the finite volume method, where high order accuracy is achieved by the reconstruction of each component of upwind fluxes of a flux splitting using the biased averaging procedure. Compared to the solution reconstruction in Godunov-type methods, its implementation is simple and easy, and the computational complexity is relatively low. This approach is parameter-free and requires neither a Riemann solver nor field-by-field decomposition. The numerical results from both dynamic and steady state calculations demonstrate the accuracy and robustness of this approach. Some techniques for the acceleration of the convergence to the steady state are discussed, including multigrid and multistage Runge–Kutta time methods.

Solutions to conservation laws satisfy the monotonicity property: the number of local extrema is a non-increasing function of time, and local maximum/minimum values decrease/increase monotonically in time. This paper investigates this property from a numerical standpoint. We introduce a class of fully discrete in space and time, high order accurate, difference schemes, called generalized monotone schemes. Convergence toward the entropy solution is proven via a new technique of proof, assuming that the initial data has a finite number of extremum values only, and the flux-function is strictly convex. We define discrete paths of extrema by tracking local extremum values in the approximate solution. In the course of the analysis we establish the pointwise convergence of the trace of the solution along a path of extremum. As a corollary, we obtain a proof of convergence for a MUSCL-type scheme being second order accurate away from sonic points and extrema.

We prove the convergence of a discontinuous Galerkin method approximating the 2-D incompressible Euler equations with discontinuous initial vorticity:$omega_0 in L^2(Omega)$. Furthermore, when $omega_0 in L^infty(Omega)$, the whole sequence is shown to be strongly convergent. This is the first convergence result in numerical approximations of this general class of discontinuous flows. Some important flows such as vortex patches belong to this class.

In this paper we introduce a high-order discontinuous Galerkin method for two-dimensional incompressible flow in the vorticity stream-function formulation. The momentum equation is treated explicitly, utilizing the efficiency of the discontinuous Galerkin method. The stream function is obtained by a standard Poisson solver using continuous finite elements. There is a natural matching between these two finite element spaces, since the normal component of the velocity field is continuous across element boundaries. This allows for a correct upwinding gluing in the discontinuous Galerkin framework, while still maintaining total energy conservation with no numerical dissipation and total enstrophy stability. The method is efficient for inviscid or high Reynolds number flows. Optimal error estimates are proved and verified by numerical experiments.

A new formulation, a gauge formulation of the incompressible Navier-Stokes equations in terms of an auxiliary field $\mathbf{a}$ and a gauge variable $\phi$, $\mathbf{u} =\mathbf{a}+\nabla\phi$, was proposed recently by E and Liu. This paper provides a theoretical analysis of their formulation and verifies the computational advantages. We discuss the implicit gauge method, which uses backward Euler or Crank-Nicolson in time discretization. However, the boundary conditions for the auxiliary field $\mathbf{a}$ are implemented explicitly (vertical extrapolation). The resulting momentum equation is decoupled from the kinematic equation, and the computational cost is reduced to solving a standard heat and Poisson equation. Moreover, such explicit boundary conditions for the auxiliary field $\mathbf{a}$ will be shown to be unconditionally stable for Stokes equations. For the full nonlinear Navier-Stokes equations the time stepping constraint is reduced to the standard CFL constraint ${\triangle t} / {\triangle x} \le C$. We also prove first order convergence of the gauge method when we use MAC grids as our spatial discretization. The optimal error estimate for the velocity field is also obtained.

A finite element method for computing viscous incompressible flows based on the gauge formulation introduced in [Weinan E, Liu J-G. Gauge method for viscous incompressible flows. Journal of Computational Physics (submitted)] is presented. This formulation replaces the pressure by a gauge variable. This new gauge variable is a numerical tool and differs from the standard gauge variable that arises from decomposing a compressible velocity field. It has the advantage that an additional boundary condition can be assigned to the gauge variable, thus eliminating the issue of a pressure boundary condition associated with the original primitive variable formulation. The computational task is then reduced to solving standard heat and Poisson equations, which are approximated by straightforward, piecewise linear (or higher-order) finite elements. This method can achieve high-order accuracy at a cost comparable with that of solving standard heat and Poisson equations. It is naturally adapted to complex geometry and it is much simpler than traditional finite element methods for incompressible flows. Several numerical examples on both structured and unstructured grids are presented. Copyright

We propose a simple and efficient finite-difference method for the incompressible MHD equation. The numerical method combines the advantage of the MAC scheme for the Navier–Stokes equation and Yee's scheme for the Maxwell equation. In particular, the semi-discrete version of our scheme introduces no numerical dissipation and preserves the energy identity exactly.

A very simple and efficient finite element method is introduced for two and three dimensional viscous incompressible flows using the vorticity formulation. This method relies on recasting the traditional finite element method in the spirit of the high order accurate finite difference methods introduced by the authors in another work. Optimal accuracy of arbitrary order can be achieved using standard finite element or spectral elements. The method is convectively stable and is particularly suited for moderate to high Reynolds number flows.

In this paper, we provide stability and convergence analysis for a class of finite difference schemes for unsteady incompressible Navier-Stokes equations in vorticity-stream function formulation. The no-slip boundary condition for the velocity is converted into local vorticity boundary conditions. Thom's formula, Wilkes' formula, or other local formulas in the earlier literature can be used in the second order method; while high order formulas, such as Briley's formula, can be used in the fourth order compact difference scheme proposed by E and Liu. The stability analysis of these long-stencil formulas cannot be directly derived from straightforward manipulations since more than one interior point is involved in the formula. The main idea of the stability analysis is to control local terms by global quantities via discrete elliptic regularity for stream function. We choose to analyze the second order scheme with Wilkes' formula in detail. In this case, we can avoid the complicated technique necessitated by the Strang-type high order expansions. As a consequence, our analysis results in almost optimal regularity assumption for the exact solution. The above methodology is very general. We also give a detailed analysis for the fourth order scheme using a 1-D Stokes model.

In E & Liu (SIAM J Numer. Anal., 1995), we studied convergence and the structure of the error for several projection methods when the spatial variable was kept continuous (we call this the semi-discrete case). In this paper, we address similar questions for the fully discrete case when the spatial variables are discretized using a staggered grid. We prove that the numerical solution in velocity has full accuracy up to the boundary, despite the fact that there are numerical boundary layers present in the semi-discrete solutions.

In this paper we discuss the derivation and use of local pressure boundary conditions for finite difference schemes for the unsteady incompressible Navier-Stokes equations in the velocity-pressure formulation. Their use is especially well suited for the computation of moderate to large Reynolds number flows. We explore the similarities between the implementation and use of local pressure boundary conditions and local vorticity boundary conditions in the design of numerical schemes for incompressible flow in 2D. In their respective formulations, when these local numerical boundary conditions are coupled with a fully explicit convectively stable time stepping procedure, the resulting methods are simple to implement and highly efficient. Unlike the vorticity formulation, the use of the local pressure boundary condition approach is readily applicable to 3D flows. The simplicity of the local pressure boundary condition approach and its easy adaptation to more general flow settings make the resulting scheme an attractive alternative to the more popular methods for solving the Navier-Stokes equations in the velocity-pressure formulation. We present numerical results of a second-order finite difference scheme on a nonstaggered grid using local pressure boundary conditions. Stability and accuracy of the scheme applied to Stokes flow is demonstrated using normal mode analysis. Also described is the extension of the method to variable density flows.

We study a fourth order finite difference method for the unsteady incompressible Navier-Stokes equations in vorticity formulation. The scheme is essentially compact and can be implemented very efficiently. Either Briley’s formula, or a new higher order formula, which will be derived in this paper, can be chosen as the vorticity boundary condition. By formal Taylor expansion, the new formula for the vorticity on the boundary gives 4th order accuracy; while Briley’s formula provides only 3rd order accuracy. However, the use of either formula results in a stable method and achieves full 4th order accuracy. The convergence analysis of the scheme with our new formula will be given in this paper, while that with Briley’s formula has been established in earlier literature. The consistency analysis is easier than that of Briley’s formula, no Strang type analysis is needed. In the stability analysis part, we adopt the technique of controlling some local terms by the diffusion term via discrete elliptic regularity. Physical no-slip boundary conditions are used throughout.

A class of upwind flux splitting methods in the Euler equations of compressible flow is considered in this paper. Using the property that Euler flux F(U) is a homogeneous function of degree one in U, we reformulate the splitting fluxes with F^{+}=A^{+} U, F^{-}=A^{-} U, and the corresponding matrices are either symmetric or symmetrizable and keep only non-negative and non-positive eigenvalues. That leads to the conclusion that the first order schemes are positive in the sense of Lax-Liu [18], which implies that it is L^2-stable in some suitable sense. Moreover, the second order scheme is a stable perturbation of the first order scheme, so that the positivity of the second order schemes is also established, under a CFL-like condition. In addition, these splitting methods preserve the positivity of density and energy.

A new class of implicit high-order non-oscillatory time integration schemes is introduced in a method-of-lines framework. These schemes can be used in conjunction with an appropriate spatial discretization scheme for the numerical solution of time dependent conservation equations. The main concept behind these schemes is that the order of accuracy in time is dropped locally in regions where the time evolution of the solution is not smooth. By doing this, an attempt is made at locally satisfying monotonicity conditions, while maintaining a high order of accuracy in most of the solution domain. When a linear high order time integration scheme is used along with a high order spatial discretization, enforcement of monotonicity imposes severe time-step restrictions. We propose to apply limiters to these time-integration schemes, thus making them non-linear. When these new schemes are used with high order spatial discretizations, solutions remain non-oscillatory for much larger time-steps as compared to linear time integration schemes. Numerical results obtained on scalar conservation equations and systems of conservation equations are highly promising.

A fourth order finite difference method is presented for the 2D unsteady viscous incompressible Boussinesq equations in vorticity-stream function formulation. The method is especially suitable for moderate to large Reynolds number flows. The momentum equation is discretized by a compact fourth order scheme with the no-slip boundary condition enforced using a local vorticity boundary condition. Fourth order long-stencil discretizations are used for the temperature transport equation with one-sided extrapolation applied near the boundary. The time stepping scheme for both equations is classical fourth order Runge–Kutta. The method is highly efficient. The main computation consists of the solution of two Poisson-like equations at each Runge–Kutta time stage for which standard FFT based fast Poisson solvers are used. An example of Lorenz flow is presented, in which the full fourth order accuracy is checked. The numerical simulation of a strong shear flow induced by a temperature jump, is resolved by two perfectly matching resolutions. Additionally, we present benchmark quality simulations of a differentially-heated cavity problem. This flow was the focus of a special session at the first MIT conference on Computational Fluid and Solid Mechanics in June 2001.

We introduce a finite volume scheme for multi-dimensional drift-diffusion equations. Such equations arise from the theory of semiconductors and are composed of two continuity equations coupled with a Poisson equation. In the case that the continuity equations are non degenerate, we prove the convergence of the scheme and then the existence of solutions to the problem. The key point of the proof relies on the construction of an approximate gradient of the electric potential which allows us to deal with coupled terms in the continuity equations. Finally, a numerical example is given to show the efficiency of the scheme.

Most biochemical processes involve macromolecules in solution. The corresponding electrostatics is of central importance for understanding their structures and functions. An accurate and efficient numerical scheme is introduced to evaluate the corresponding electrostatic potential and force by solving the governing Poisson-Boltzmann equation. This paper focuses on the following issues: (i) the point charge singularity problem, (ii) the dielectric discontinuity problem across a molecular surface, and (iii) the infinite domain problem. Green's function associated with the point charges plus a harmonic function is introduced as the zeroth order approximation to the solution to solve the point charge singularity problem. A jump condition capturing finite difference scheme is adopted to solve the discontinuity problem across molecule surfaces, where a body-fitting grid is used. The infinite domain problem is solved by mapping the outer infinite domain into a finite domain. The corresponding stiffness matrix is symmetric and positive definite, therefore, fast algorithm such as preconditioned conjugate gradient method can be applied for inner iteration. Finally, the resulting scheme is second order accurate for both the potential and its gradient.

We present a new formulaiton of the incompressible Navier-Stokes equation in terms of an auxiliary field that differs from the velocity by a gauge transformation. The gauge freedom allows us to assign simple and specific boundary conditions for both the auxiliary field and the gauge field, thus eliminating the issue of pressure boundary condition in the usual primitive variable formulation. The resulting dynamic and kinematic equations can then be solved by standard methods for heat and Poisson equations. A normal mode analysis suggests that in contrast to the classical projection method, the gauge method does not suffer from the problem of numerical boundary layers. Thus the subtleties on the spatial discretization for the projection methods are removed. Consequently, the projection step in the gauge method can be accomplished by standard Poissin solves. We demonstrate the efficiency and accuracy of the gauge method by several numerical examples, including the flow past cylinder.

The convergence of a fourth order finite difference method for the 2-D unsteady, viscous incompressible Boussinesq equations, based on the vorticity-stream function formulation, is established in this article. A compact fourth order scheme is used to discretize the momentum equation, and long-stencil fourth order operators are applied to discretize the temperature transport equation. A local vorticity boundary condition is used to enforce the no-slip boundary condition for the velocity. One-sided extrapolation is used near the boundary, dependent on the type of boundary condition for the temperature, to prescribe the temperature at ‘‘ghost’’ points lying outside of the computational domain. Theoretical results of the stability and accuracy of the method are also provided. In numerical experiments the method has been shown to be capable of producing highly resolved solutions at a reasonable computational cost.

Using the vorticity and stream function variables is an effective way to compute 2-D incompressible flow due to the facts that the incompressibility constraint for the velocity is automatically satisfied, the pressure variable is eliminated, and high order schemes can be efficiently implemented. However, a difficulty arises in a multi-connected computational domain in determining the constants for the stream function on the boundary of the “holes”. This is an especially challenging task for the calculation of unsteady flows, since these constants vary with time to reflect the total fluxes of the flow in each sub-channel. In this paper, we propose an efficient method in a finite difference setting to solve this problem and present some numerical experiments, including an accuracy check of a Taylor vortex-type flow, flow past a non-symmetric square, and flow in a heat exchanger.

We propose a class of simple and efficient numerical scheme for incompressible fluid equations with coordinate symmetry. By introducing a generalized vorticity-stream formulation, the divergence free constraints are automatically satisfied. In addition, with explicit treatment of the nonlinear terms and local vorticity boundary condition, the Navier–Stokes (MHD, respectively) equation essentially decouples into 2 (4, respectively) scalar equation and thus the scheme is very efficient. Moreover, with proper discretization of the nonlinear terms, the scheme preserves both energy and helicity identities numerically. This is achieved by recasting the nonlinear terms (convection, vorticity stretching, geometric source, Lorentz force and electro-motive force) in terms of Jacobians. This conservative property is valid even in the presence of the pole singularity for axisymmetric flows. The exact conservation of energy and helicity has effectively eliminated excessive numerical viscosity. Numerical examples have demonstrated both accuracy and efficiency of the scheme. Finally, local mesh refinement near the boundary can also be easily incorporated into the scheme without extra cost.

We present numerical schemes for the incompressible Navier–Stokes equations based on a primitive variable formulation in which the incompressibility constraint has been replaced by a pressure Poisson equation. The pressure is treated explicitly in time, completely decoupling the computation of the momentum and kinematic equations. The result is a class of extremely efficient Navier–Stokes solvers. Full time accuracy is achieved for all flow variables. The key to the schemes is a Neumann boundary condition for the pressure Poisson equation which enforces the incompressibility condition for the velocity field. Irrespective of explicit or implicit time discretization of the viscous term in the momentum equation the explicit time discretization of the pressure term does not affect the time step constraint. Indeed, we prove unconditional stability of the new formulation for the Stokes equation with explicit treatment of the pressure term and first or second order implicit treatment of the viscous term. Systematic numerical experiments for the full Navier–Stokes equations indicate that a second order implicit time discretization of the viscous term, with the pressure and convective terms treated explicitly, is stable under the standard CFL condition. Additionally, various numerical examples are presented, including both implicit and explicit time discretizations, using spectral and finite difference spatial discretizations, demonstrating the accuracy, flexibility and efficiency of this class of schemes. In particular, a Galerkin formulation is presented requiring only C0 elements to implement.

We give an error estimate for the energy and helicity preserving scheme (EHPS) in second order finite difference setting on axisymmetric incompressible flows with swirling velocity. This is accomplished by a weighted energy estimate, along with careful and nonstandard local truncation error analysis near the geometric singularity and a far field decay estimate for the stream function. A key ingredient in our a priori estimate is the permutation identities associated with the Jacobians, which are also a unique feature that distinguishes EHPS from standard finite difference schemes.