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In this paper, we give a systematic study of the boundary layer behavior for linear convection-diffusion equation in the zero viscosity limit. We analyze the boundary layer structures in the viscous solution and derive the boundary condition satisfied by the viscosity limit as a solution of the inviscid equation. The results confirm that the Neumann type of far-field boundary condition is preferred in the outlet and characteristic boundary condition. Under some appropriate regularity and compatibility conditions on the initial and boundary data, we obtain optimal error estimates between the full viscous solution and the inviscid solution with suitable boundary layer corrections. These results hold in arbitrary space dimensions and similar statements also hold for the strip problem. This model well describes the behavior at the far-field for many physical and engineering systems such as fluid dynamical equation and electro-magnetic equation. The results obtained here should provide some theoretical guidance for designing effective far-field boundary conditions.

In this paper we study the effects of small viscosity term and the far-field boundary conditions for systems of convection-diffusion equations in the zero viscosity limit. The far-field boundary conditions are classified and the corresponding solution structures are analyzed. It is confirmed that the Neumann type of far-field boundary condition is preferred. On the other hand, we also identify a class of improperly coupled boundary conditions which lead to catastrophic reflection waves dominating the inlet in the zero viscosity limit. The analysis is performed on the linearized convection-diffusion model which well describes the behavior at the far field for many physical and engineering systems such as fluid dynamical equations and electro-magnetic equations. The results obtained here should provide some theoretical guidance for designing effective far field boundary conditions.

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.

Two nonlinear diffusion equations for thin film epitaxy, with or without slope selection, are studied in this work. The nonlinearity models the Ehrlich–Schwoebel effect – the kinetic asymmetry in attachment and detachment of adatoms to and from terrace boundaries. Both perturbation analysis and numerical simulation are presented to show that such an atomistic effect is the origin of a nonlinear morphological instability, in a rough-smooth-rough pattern, that has been experimentally observed as transient in an early stage of epitaxial growth on rough surfaces. Initial-boundary-value problems for both equations are proven to be well-posed, and the solution regularity is also obtained. Galerkin spectral approximations are studied to provide both a priori bounds for proving the well-posedness and numerical schemes for simulation. Numerical results are presented to confirm part of the analysis and to explore the difference between the two models on coarsening dynamics.

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 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.

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.

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 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.

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.