We present novel algorithms for compressible flows that\n\nare efficient for all Mach numbers. The approach is based on several\n\ningredients: semi-implicit schemes, the gauge decomposition\n\nof the velocity field and a second order formulation of the density\n\nequation (in the isentropic case) and of the energy equation (in\n\nthe full Navier-Stokes case). Additionally, we show that our approach\n\ncorresponds to a micro-macro decomposition of the model,\n\nwhere the macro field corresponds to the incompressible component\n\nsatisfying a perturbed low Mach number limit equation and\n\nthe micro field is the potential component of the velocity. Finally,\n\nwe also use the conservative variables in order to obtain a proper\n\nconservative formulation of the equations when the Mach number\n\nis order unity. We successively consider the isentropic case, the\n\nfull Navier-Stokes case, and the isentropic Navier-Stokes-Poisson\n\ncase. In this work, we only concentrate on the question of the\n\ntime discretization and show that the proposed method leads to\n\nAsymptotic Preserving schemes for compressible flows in the low\n\nMach number limit.

In this paper, we study the ill posed Perona-Malik equation of image processing [14], and the regularized P-M model i.e. C-model proposed by Catte et al. [4]. The authors present the convex compound of these two models in the form of the system of partial differential equations. The weak solution for the equations is proved in detail. The additive operator splitting (AOS) algorithm for the proposed model is also given. Finally, we show some numeric experiment results on images.

he incompressibility constraint makes Navier-Stokes equations difficult. A reformulation to a better posed problem is needed before solving it numerically. The sequential regularization method (SRM) is a reformulation which combines the penalty method with a stabilization method in the context of constrained dynamical systems and has the benefit of both methods. In the paper, we study the existence and uniqueness for the solution of the SRM and provide a simple proof of the convergence of the solution of the SRM to the solution of the Navier-Stokes equations. We also give error estimates for the time discretized SRM formulation.

In a previous work [P. Crispel, P. Degond, and M.-H. Vignal, J. Comput. Phys., 223 (2007), pp. 208–234], a new numerical discretization of the Euler–Poisson system was proposed. This scheme is “asymptotic preserving” in the quasineutral limit (i.e., when the Debye length $\varepsilon$ tends to zero), which means that it becomes consistent with the limit model when $\varepsilon \to 0$. In the present work, we show that the stability domain of the present scheme is independent of $\varepsilon$. This stability analysis is performed on the Fourier transformed (with respect to the space variable) linearized system. We show that the stability property is more robust when a space-decentered scheme is used (which brings in some numerical dissipation) rather than a space-centered scheme. The linearization is first performed about a zero mean velocity and then about a nonzero mean velocity. At the various stages of the analysis, our scheme is compared with more classical schemes and its improved stability property is outlined. The analysis of a fully discrete (in space and time) version of the scheme is also given. Finally, some considerations about a model nonlinear problem, the Burgers–Poisson problem, are also discussed.

The sequential regularization method is a reformulation of the unsteady Navier–Stokes equations from the viewpoint of constrained dynamical systems or the approximate Helmholtz–Hodge projection. In this paper we study the long time behavior of the sequential regularization formulation. We give a uniform-in-time estimate between the solution of the reformulated system and that of the Navier–Stokes equations. We also conduct an error analysis for the temporal discrete system and show that the error bound is independent of time. A couple of long time flow examples are computed to demonstrate this method.

A fourth-order finite difference method is proposed and studied for the primitive equations (PEs) of large-scale atmospheric and oceanic flow based on mean vorticity formulation. Since the vertical average of the horizontal velocity field is divergence-free, we can introduce mean vorticity and mean stream function which are connected by a 2-D Poisson equation. As a result, the PEs can be reformulated such that the prognostic equation for the horizontal velocity is replaced by evolutionary equa-tions for the mean vorticity field and the vertical derivative of the horizontal velocity. The mean vorticity equation is approximated by a compact difference scheme due to the difficulty of the mean vorticity boundary condition, while fourth-order long-stencil approximations are utilized to deal with transport type equations for computational convenience. The numerical values for the total velocity field (both horizontal and vertical) are statically determined by a discrete realization of a differential equation at each fixed horizontal point. The method is highly efficient and is capable of produc-ing highly resolved solutions at a reasonable computational cost. The full fourth-order accuracy is checked by an example of the reformulated PEs with force terms. Addi-tionally, numerical results of a large-scale oceanic circulation are presented.

The authors establish error estimates for recently developed finite-element methods for incompressible viscous flow in domains with no-slip boundary conditions. The methods arise by discretization of a well-posed extended Navier-Stokes dynamics for which pressure is determined from current velocity and force fields. The methods use C1 elements for velocity and C0 elements for pressure. A stability estimate is proved for a related finite-element projection method close to classical time-splitting methods of Orszag, Israeli, DeVille and Karniadakis.

We present a mathematical analysis of the asymptotic preserving scheme proposed in [M. Lemou and L. Mieussens, SIAM J. Sci. Comput., 31, pp. 334-368, 2008] for linear transport equations in kinetic and diffusive regimes. We prove that the scheme is uniformly stable and accurate with respect to the mean free path of the particles. This property is satisfied under an explicitly given CFL condition. This condition tends to a parabolic CFL condition for small mean free paths, and is close to a convection CFL condition for large mean free paths. Ou r analysis is based on very simple energy estimates.

How to properly specify boundary conditions for pressure is a longstanding problem for the incompressible Navier–Stokes equations with no-slip boundary conditions. An analytical resolution of this issue stems from a recently developed formula for the pressure in terms of the commutator of the Laplacian and Leray projection operators. Here we make use of this formula to (a) improve the accuracy of computing pressure in two kinds of existing time-discrete projection methods implicit in viscosity only, and (b) devise new higher-order accurate time-discrete projection methods that extend a slip-correction idea behind the well-known finite-difference scheme of Kim and Moin. We test these schemes for stability and accuracy using various combinations of C0 finite elements. For all three kinds of time discretization, one can obtain third-order accuracy for both pressure and velocity without a time-step stability restriction of diffusive type. Furthermore, two kinds of projection methods are found stable using piecewise-linear elements for both velocity and pressure.

In this article the authors present a new solver for the Poisson problem on spherical shells. The method is derived by application of the Fast Fourier Transform (FFT) in all three spherical variables. Through a particular change of variables valid on spherical shells, this new approach avoids a variable coefficient on the radial differential operator, resulting in a constant-coefficient formulation that can be fast-diagonalized via FFT. The authors describe the Fourier expansion in the angular variables and the fast diagonalization of the radial derivative using the FFT, including second-, fourth- and sixth-order finite difference approximations. An algorithmic description of the sixth-order solver is described, and numerical tests that demonstrate the theoretical rate of convergence are presented.

The computation of compressible flows becomes more challenging when the Mach number has different orders of magnitude. When the Mach number is of order one, modern shock capturing methods are able to capture shocks and other complex structures with high numerical resolutions. However, if the Mach number is small, the acoustic waves lead to stiffness in time and exces-sively large numerical viscosity, thus demanding much smaller time step and mesh size than normally needed for incompressible flow simulation. In this paper, we develop an all-speed asymptotic preserving (AP) numerical scheme for the compressible isentropic Euler and Navier-Stokes equations that is uni-formly stable and accurate for all Mach numbers. Our idea is to split the system into two parts: one involves a slow, nonlinear and conservative hyper-bolic system adequate for the use of modern shock capturing methods, and the other a linear hyperbolic system which contains the stiff acoustic dynam-ics, to be solved implicitly. This implicit part is reformulated into a standard pressure Poisson projection system, and thus possesses sufficient structure for efficient fast Fourier transform solution techniques. In the zero Mach number limit, the scheme automatically becomes a projection method-like incompress-ible solver. We present numerical results in one and two dimensions in both compressible and incompressible regimes.

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nthispaperwewillpresentthelocalstabilityanalysisandlocalerrorestimatefor the local discontinuous Galerkin (LDG) method, when solving the time-dependent singularly perturbed problems in one dimensional space with a stationary outflow boundary layer. Based on a general framework on the local stability, we obtain the optimal error estimate out of the local subdomain, which is nearby the outflow boundary point and has the width of O(h log(1/h)), for the semi-discrete LDG scheme and the fully-discrete LDG scheme with the second order explicit Runge–Kutta time-marching. Here h is the maximum mesh length. The numerical experiments are given also.

We propose a simple finite difference scheme for Navier--Stokes equations in primitive formulation on curvilinear domains. With proper boundary treatment and interplay between covariant and contravariant components, the spatial discretization admits exact Hodge decomposition and energy identity. As a result, the pressure can be decoupled from the momentum equation with explicit time stepping. No artificial pressure boundary condition is needed. In addition, it can be shown that this spatially compatible discretization leads to uniform inf-sup condition, which plays a crucial role in the pressure approximation of both dynamic and steady state calculations. Numerical experiments demonstrate the robustness and efficiency of our scheme.

A spectral collocation scheme for the three-dimensional incompressible \(({\varvec{u}},p)\) formulation of the Navier鈥揝tokes equations, in domains \(\varOmega \) with a non-periodic boundary condition, is described. The key feature is the high order approximation, by means of a local Hermite interpolant, of a Neumann boundary condition for use in the numerical solution of the pressure Poisson system. The time updates of the velocity \({\varvec{u}}\) and pressure \(p\) are decoupled as a result of treating the pressure gradient in the momentum equation explicitly in time. The pressure update is computed from a pressure Poisson equation. Extension of the overall methodology to the Boussinesq system is also described. The uncoupling of the pressure and velocity time updates results in a highly efficient scheme that is simple to implement and well suited for simulating moderate to high Reynolds and Rayleigh number flows. Accuracy checks are presented, along with simulations of the lid-driven cavity flow and a differentially heated cavity flow, to demonstrate the scheme produces accurate three-dimensional results at a reasonable computational cost.

In this paper, we apply a simple finite element numerical scheme, proposed in an earlier work (Liu in Math Comput 70(234):579-593, 2000), to perform a high resolution numerical simulation of incompressible flow over an irregular domain and analyze its boundary layer separation. Compared with many classical finite element fluid solvers, this numerical method avoids a Stokes solver, and only two Poisson-like equations need to be solved at each time step/stage. In addition, its combination with the fully explicit fourth order Runge-Kutta (RK4) time discretization enables us to compute high Reynolds number flow in a very efficient way. As an application of this robust numerical solver, the dynamical mechanism of the boundary layer separation for a triangular cavity flow with Reynolds numbers \(Re=10^4\) and \(Re=10^5\) , including the precise values of bifurcation location and critical time, are reported in this paper. In addition, we provide a super-convergence analysis for the simple finite element numerical scheme, using linear elements over a uniform triangulation with right triangles.

AbstractWe introduce a sub-cell shock capturing method for scalar conservation laws built upon the Jin-Xin relaxation framework. Here, sub-cell shock capturing is achieved thanks to an original defect measure correction technique. The proposed correction exactly restores entropy shock solutions of the exact Riemann problem and moreover, it produces monotone and entropy satisfying approximate self-similar solutions. These solutions are then sampled using Glimm's random choice method to advance in time. The resulting scheme combines the simplicity of the Jin-Xin relaxation method with the resolution of the Glimm's scheme in the sharp capture of discontinuities. The strong benefit of using defect measure corrections over usual sub-cell shock capturing methods is that the scheme can be easily made entropy satisfying with respect to infinitely many entropy pairs. Consequently, under a classical CFL condition, the method is proved to converge to the unique entropy weak solution of the Cauchy problem for general non-linear flux functions.

We propose a semi-discrete scheme for 2D Keller-Segel equations based on a symmetrization reformation, which is equivalent to the convex splitting method and is free of any nonlinear solver. We show that, this new scheme is unconditionally stable as long as the initial condition does not exceed certain threshold, and it asymptotically preserves the quasi-static limit in the transient regime. Furthermore, we prove that the fully discrete scheme is conservative and positivity preserving, which makes it ideal for simulations. The analogical schemes for the radial symmetric cases and the subcritical degenerate cases are also presented and analyzed. With extensive numerical tests, we verify the claimed properties of the methods and demonstrate their superiority in various challenging applications.

Abstract In this paper, we investigate numerical approximations of the scalar conservation law with the Caputo derivative, which introduces the memory effect. We construct the first order and the second order explicit upwind schemes for such equations, which are shown to be conditionally $\ell^1$ contracting and TVD. However, the Caputo derivative leads to the modified CFL-type stability condition, $ (\Delta t)^{\alpha} = O(\Delta x)$, where $\alpha \in (0,1]$ is the fractional exponent in the derivative. When $\alpha$ small, such strong constraint makes the numerical implementation extremely impractical. We have then proposed the implicit upwind scheme to overcome this issue, which is proved to be unconditionally $\ell^1$ contracting and TVD. Various numerical tests are presented to validate the properties of the methods and provide more numerical evidence in interpreting the memory effect in conservation laws.

In this paper we study the stochastic Galerkin approximation for the linear transport equation with random inputs and diffusive scal- ing. We first establish uniform (in the Knudsen number) stability results in the random space for the transport equation with uncertain scattering coefficients, and then prove the uniform spectral conver- gence (and consequently the sharp stochastic Asymptotic-Preserving property) of the stochastic Galerkin method. A micro-macro decom- position based fully discrete scheme is adopted for the problem and proved to have a uniform stability. Numerical experiments are conducted to demonstrate the stability and asymptotic properties of the method.

In this paper, we consider the time dependent Maxwell’s equations in dispersive media on a bounded three-dimensional domain. Global superconvergence is obtained for semi-discrete mixed finite element methods for three most popular dispersive media models: the isotropic cold plasma, the one-pole Debye medium, and the two-pole Lorentz medium. Global superconvergence for a standard finite element method is also presented. To our best knowledge, this is the first superconvergence analysis obtained for Maxwell’s equations when dispersive media are involved.

In this paper, we consider the time-dependent Maxwell’s equations when Cole–Cole dispersive medium is involved. The Cole–Cole model contains a fractional time derivative term, which couples with the standard Maxwell’s equations in free space and creates some challenges in developing and analyzing time-domain finite element methods for solving this model as mentioned in our earlier work [J. Li, J. Sci. Comput., 47 (2001), pp. 1–26]. By adopting some techniques developed for the fractional diffusion equations [V.J. Ervin, N. Heuer, and J.P. Roop, SIAM J. Numer. Anal., 45 (2007), pp. 572–591], [Y. Lin and C. Xu, J. Comput. Phys., 225 (2007), pp. 1533–1552], [F. Liu, P. Zhuang, V. Anh, I. Turner, and K. Burrage, Appl. Math. Comput., 191 (2007), pp. 12–20], we propose two fully discrete mixed finite element schemes for the Cole–Cole model. Numerical stability and optimal error estimates are proved for both schemes. The proposed algorithms are implemented and detailed numerical results are provided to justify our theoretical analysis.

In this paper we present a rigorous derivation of the material parameters for both the cylinder and rectangle cloaking structures. Numerical results using these material parameters are presented to demonstrate the cloaking effect.