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.