High-order Accuracy Research Articles

An efficient Fourier-Laguerre spectral-Galerkin method for exterior problems of two-dimensional complex obstacles

In this paper, we propose a Fourier-Laguerre spectral method for exterior problems of two-dimensional complex obstacles based on the mapping method. We first use a polar coordinate transformation to convert the exterior domains of complex obstacles into the exterior domain of the unit disk. Then we apply the polar coordinate transformation to the exterior problem of an elliptic equation, derive its weak formulation and prove the existence and uniqueness of the weak solution. On this basis, we construct the Fourier-Laguerre spectral Galerkin scheme, describe its numerical implementation and analyze the convergence of the numerical solution under the H1-norm. Numerical results indicate that our spectral Galerkin method is easy to implement and possesses high-order accuracy.

Towards higher-order accurate mass lumping in explicit isogeometric analysis for structural dynamics

We present a mass lumping approach based on an isogeometric Petrov–Galerkin method that preserves higher-order spatial accuracy in explicit dynamics calculations irrespective of the polynomial degree of the spline approximation. To discretize the test function space, our method uses an approximate dual basis, whose functions are smooth, have local support and satisfy approximate bi-orthogonality with respect to a trial space of B-splines. The resulting mass matrix is “close” to the identity matrix. Specifically, a lumped version of this mass matrix preserves all relevant polynomials when utilized in a Galerkin projection. Consequently, the mass matrix can be lumped (via row-sum lumping) without compromising spatial accuracy in explicit dynamics calculations. We also address the imposition of Dirichlet boundary conditions and the preservation of approximate bi-orthogonality under geometric mappings. In addition, we establish a link between the exact dual and approximate dual basis functions via an iterative algorithm that improves the approximate dual basis towards exact bi-orthogonality. We demonstrate the performance of our higher-order accurate mass lumping approach via convergence studies and spectral analyses of discretized beam, plate and shell models.

An improved time accurate numerical estimation for singularly perturbed semilinear parabolic differential equations with small space shifts and a large time lag

The objective of this work is to provide a robust numerical scheme for solving a singularly perturbed semilinear parabolic differential–difference equation having both time delay along with spatial delay, and shift parameters. The small delay and shift arguments in spatial direction are treated with Taylor’s approximation. The technique of quasilinearization is used to treat the semilinearity and the temporal direction is handled with the θ-method. To handle the layer behavior caused by the presence of perturbation parameter, the problem is solved using the upwind scheme on two-layer resolving meshes in the spatial direction providing a first-order accurate result for 0.5≤θ≤1. For θ=0.5, we have the second-order accurate Crank–Nicolson scheme in time. In order to have a higher-order accuracy, the Richardson extrapolation technique is applied in the spatial direction, which in turn provides a global second-order accurate result. Thomas algorithm is used to solve the tridiagonal system of equations formed in the fully discrete scheme. The numerical approach presented is shown to be parameter uniform and convergent for 0.5≤θ≤1. Some numerical tests are presented to show the efficacy of the proposed scheme.

Exact numerical solutions and high order nonstandard difference schemes for a second order delay differential equation

In this work, we obtain an expression, given in terms of some special functions, for the exact numerical solution of the second order delay differential equation with general initial condition for . Based on this exact solution, we propose a family of nonstandard finite difference methods that combine high order accuracy and efficient computational properties. We also show that the numerical solutions obtained with the new schemes are consistent with asymptotic stability properties of the exact solutions.

Meshless structure-preserving GRBF collocation methods for stochastic Maxwell equations with multiplicative noise

In this paper, motivated by the principle that numerical methods should preserve the intrinsic properties of the original system as much as possible, we propose two novel classes of structure-preserving methods for the stochastic Maxwell equations with multiplicative noise. More precisely, due to the advantages of high-order accuracy and the simplicity to deal with high-dimensional problems, the meshless global radial basis function (GRBF) collocation method is firstly utilized to discretize the stochastic Maxwell equations in space, the resulting semi-discretization preserves energy and symplectic structure. Then we apply Padé approximation, the splitting technique and the Runge–Kutta method to propose two kinds of efficient fully-discrete methods that are proved to be symplectic, multi-symplectic and energy-preserving simultaneously. Numerical experiments are given to indicate the validity of the proposed methods.

Efficient Finite Difference WENO Scheme for Hyperbolic Systems with Non-conservative Products

Higher order finite difference Weighted Essentially Non-Oscillatory (WENO) schemes have been constructed for conservation laws. For multidimensional problems, they offer high order accuracy at a fraction of the cost of a finite volume WENO or DG scheme of comparable accuracy. This makes them quite attractive for several science and engineering applications. But, to the best of our knowledge, such schemes have not been extended to non-linear hyperbolic systems with non-conservative products. In this paper, we perform such an extension which improves the domain of applicability of such schemes. The extension is carried out by writing the scheme in fluctuation form. We use the HLLI Riemann solver of Dumbser and Balsara (2016) as a building block for carrying out this extension. Because of the use of an HLL building block, the resulting scheme has a proper supersonic limit. The use of anti-diffusive fluxes ensures that stationary discontinuities can be preserved by the scheme, thus expanding its domain of applicability. Our new finite difference WENO formulation uses the same WENO reconstruction that was used in classical versions, making it very easy for users to transition over to the present formulation. For conservation laws, the new finite difference WENO is shown to perform as well as the classical version of finite difference WENO, with two major advantages:- 1) It can capture jumps in stationary linearly degenerate wave families exactly. 2) It only requires the reconstruction to be applied once. Several examples from hyperbolic PDE systems with non-conservative products are shown which indicate that the scheme works and achieves its design order of accuracy for smooth multidimensional flows. Stringent Riemann ... *Abstract truncated, see PDF*

A Kronecker product linear-cost solver for the high-order generalized-α method for multi-dimensional hyperbolic systems

The main result of the work is the generalization of the concept of the variational splitting from [3] to the higher-order generalized-α schemes proposed in [5] in the context of hyperbolic and elastic wave propagation problems. It is possible to factorize the matrix of the linear system of equations (M+ηK) in the linear computational cost. Here M is the mass matrix, and K is the stiffness matrix. We discretize using the isogeometric finite element method. Following the idea proposed in [3], factorizing the matrix (M+ηK), we obtained an additional error of the order of η2. This paper introduces a technique to couple the possibility of fast factorization of (M+ηK) with higher-order generalized-α schemes proposed in [5] for hyperbolic and elastic wave propagation problems. Thus, we introduce a variationally separable splitting technique for the high-order accuracy generalized-α method. We use tensor-product meshes to develop the splitting method, which results in the linear cost for multi-dimensional problems. We consider standard C0 finite elements as well as smoother isogeometric analysis for spatial discretization. The direction splitting method requires the mass and the stiffness matrices to have the Kronecker product structure. For other problems, the corresponding Kronecker product solver can be employed as a preconditioner as long as a Kronecker product can sufficiently well approximate the problem matrix. We also study the spectrum of the amplification matrix to establish the unconditional stability of the method. We use various examples to demonstrate the performance of the method and the optimal approximation accuracy. In numerical tests, we compute the L2 and H1 norms to show the optimal convergence of the discrete method in space and high-order accuracy in time.

Three-Point Difference Schemes of High Order of Accuracy for the Sturm–Liouville Problem

Three-Point Difference Schemes of High Order of Accuracy for the Sturm–Liouville Problem

Расчет движения подвижного состава по железнодорожному пути сеточно-характеристическим методом

The application of a grid-characteristic method is proposed for numerical simulation of the movement of rolling stock along a railway track laid on an earth and a bridge. In the study, the railway track is presented using a dynamic system of equations of the theory of elasticity of hyperbolic type. The grid-characteristic method relies on the characteristic properties of the system under consideration and uses finite-difference schemes of high order of accuracy to obtain a space-time solution. The features of railway structures are considered by changing the boundary conditions and conditions at the contact borders. To simulate the areas of contact of wheel pairs of rolling stock with the rail – the "wheel-rail" system – a previously developed pressure boundary condition is applied, modified so as to consider multi-element rolling stock. As a result of computer simulation of the movement of rolling stock along the railway track of various types, full-wave stress distribution in the track structure is obtained, which makes it possible to predict dangerous sections of rolling stock movement.

Path-conservative positivity-preserving well-balanced finite volume WENO method for porous shallow water equations

The present study constructed a path-conservative high-order positivity-preserving well-balanced finite volume Riemann solver for the one-dimensional porous shallow water equations with discontinuous porosity and bottom topography. First, the finite difference equations were formulated using the path-conservative approach to treat non-conservative products in source terms. As the solution depends on the paths, the family of paths was formulated for the solutions to satisfy the mass and energy conservations over the smooth paths connecting the discontinuous geometry (porosity and/or bottom topography). Such a property was achieved using the stationary wave, a stationary weak solution of the porous shallow water equations. Second, to increase computational accuracy, the weighted essentially non-oscillatory (WENO) and the Runge-Kutta methods were implemented for the spatiotemporal discretization of the porous shallow water equations, respectively. Third, a positivity-preserving limiter was employed to provide robustness and efficiency in handling wet and dry problems. Finally, all procedures in the present model were formulated to ensure the well-balanced property (i.e., the exact conservation of initial still water conditions over the irregular geometry). A set of numerical experiments was performed to verify that the present model exhibits positivity-preserving and well-balanced properties along with high-order accuracy and the shock-capturing ability for all types of Riemann problems, including eight wet cases and five dry cases. The numerical results of all cases agree with the analytical solutions.

High-Order Cut-Cell Discontinuous Galerkin Difference Discretization

We present a high-order cut-cell method based on the discontinuous Galerkin difference (DGD) discretization. We leverage the inherent properties of the DGD basis functions to construct a cut-cell discretization that does not require special treatment to mitigate the small-cell problem. The paper describes how the DGD discretization can be constructed from an existing discontinuous Galerkin (DG) discretization, and we highlight differences between the DG and DGD methods. By performing condition-number studies on one- and two-dimensional model problems, we demonstrate that cut-cell DGD discretization remains well conditioned even when the cut-cell volume is orders of magnitude smaller than neighboring cells. We verify the high-order accuracy of the discretization by solving the two-dimensional steady-state Euler equations.

A compact ADI finite difference method for 2D reaction–diffusion equations with variable diffusion coefficients

Reaction–diffusion systems on a spatially heterogeneous domain have been widely used to model various biological applications. However, solving such partial differential equations (PDEs) analytically is rarely possible. Therefore, efficient and accurate numerical methods for solving such PDEs are desired. In this paper, we apply the well-known Padé approximation-based operator splitting techniques and develop a fourth-order compact alternative directional implicit (ADI) scheme. The new scheme is compact and fourth-order accurate in space. Combined with the Richardson extrapolation, the method can be improved to fourth-order accuracy in time. Stability analysis shows that the method is unconditionally stable; thus, a large time step can be used to improve the overall computational efficiency. Numerical examples have also demonstrated the new scheme’s high efficiency and high order accuracy.

A one-stage high-order gas-kinetic scheme for multi-component flows with interface-sharpening technique

We propose a one-stage high-order gas-kinetic scheme (GKS) with interface-sharpening technique for the 4-equations model of compressible multi-component stiffened-gas flows. The scheme is constructed based on the framework of a one-stage efficient high-order GKS (EHGKS), which can achieve uniform high-order accuracy in both space and time. The main idea in the construction of the new scheme consists of three parts. Firstly, different from the original EHGKS, the non-oscillatory kinetic (NOK) flux is introduced to compute the leading term and the related flux evaluations, which enables the modified EHGKS suitable for stiffened gases, together with no pressure and velocity oscillations across the contact discontinuities. Then the modified scheme is utilized to discrete the conservative parts of the 4-equations model. Secondly, in order to avoid the oscillations across material interfaces, a high-order GKS is derived to solve the non-conservative parts of the 4-equations model following the idea of Abgrall [1]. Finally, to further reduce the over diffusion near a material interface, a simple interface-sharpening technique is developed, which combines the idea of interface construction and downwind scheme. The numerical results demonstrate that the proposed scheme can not only achieve the designed uniform accuracy in both space and time, but also sharply capture material interfaces.

Experimental convergence rate study for three shock‐capturing schemes and development of highly accurate combined schemes

AbstractWe study experimental convergence rates of three shock‐capturing schemes for hyperbolic systems of conservation laws: the second‐order central‐upwind (CU) scheme, the third‐order Rusanov‐Burstein‐Mirin (RBM), and the fifth‐order alternative weighted essentially non‐oscillatory (A‐WENO) scheme. We use three imbedded grids to define the experimental pointwise, integral, and convergence rates. We apply the studied schemes to the shallow water equations and conduct their comprehensive numerical convergence study. We verify that while the studied schemes achieve their formal orders of accuracy on smooth solutions, after the shock formation, a part of the computed solutions is affected by shock propagation and both the pointwise and integral convergence rates reduce there. Moreover, while the convergence rates for the CU and A‐WENO schemes, which rely on nonlinear stabilization mechanisms, reduce to the first order, the RBM scheme, which utilizes a linear stabilization, is clearly second‐order accurate. Finally, relying on the conducted experimental convergence rate study, we develop two new combined schemes based on the RBM and either the CU or A‐WENO scheme. The obtained combined schemes can achieve the same high order of accuracy as the RBM scheme in the smooth areas while being non‐oscillatory near the shocks.

A Higher-Order Defect Correction Method Over an Adaptive Bakhvalov–Shishkin Mesh for Advection–Diffusion Equations

The paper presents a defect correction method based on finite difference discretizations over a Bakhvalov–Shishkin mesh for a class of convection-diffusion equations. The technique combines a stable, low-order accurate, computationally inexpensive upwind difference scheme with a higher-order less stable modified central difference operator at several grid points. We prove that the method is second-order uniformly convergent at all mesh points. We do not use asymptotic expansions of discretization errors in our analysis. The method has no directional bias, and it can be used in an adaptive procedure to refine the mesh in the non-smooth parts. Numerical results are presented, which indicate that defect correction on layer-adapted meshes is an excellent method to achieve higher-order accuracy for singular perturbation problems.

A New Entropy Stable Finite Difference Scheme for Hyperbolic Systems of Conservation Laws

The hyperbolic problem has a unique entropy solution, which maintains the entropy inequality. As such, people hope that the numerical results should maintain the discrete entropy inequalities accordingly. In view of this, people tend to construct entropy stable (ES) schemes. However, traditional numerical schemes cannot directly maintain discrete entropy inequalities. To address this, we here construct an ES finite difference scheme for the nonlinear hyperbolic systems of conservation laws. The proposed scheme can not only maintain the discrete entropy inequality, but also enjoy high-order accuracy. Firstly, we construct the second-order accurate semi-discrete entropy conservative (EC) schemes and ensure that the schemes meet the entropy identity when an entropy pair is given. Then, the second-order EC schemes are used as a building block to achieve the high-order accurate semi-discrete EC schemes. Thirdly, we add a dissipation term to the above schemes to obtain the high-order ES schemes. The term is based on the Weighted Essentially Non-Oscillatory (WENO) reconstruction. Finally, we integrate the scheme using the third-order Runge–Kutta (RK) approach in time. In the end, plentiful one- and two-dimensional examples are implemented to validate the capability of the scheme. In summary, the current scheme has sharp discontinuity transitions and keeps the genuine high-order accuracy for smooth solutions. Compared to the standard WENO schemes, the current scheme can achieve higher resolution.

A family of well-balanced WENO and TENO schemes for atmospheric flows

We herein present a novel methodology to construct very high order well-balanced schemes for the computation of the Euler equations with gravitational source term, with application to numerical weather prediction (NWP). The proposed method is based on augmented Riemann solvers, which allow preserving the exact equilibrium between fluxes and source terms at cell interfaces. In particular, the augmented HLL solver (HLLS) is considered. Different spatial reconstruction methods can be used to ensure a high order of accuracy in space (e.g. WENO, TENO, linear reconstruction), being the TENO reconstruction the preferred method in this work. To the knowledge of the authors, the TENO method has not been applied to NWP before, although it has been extensively used by the computational fluid dynamics community in recent years. Therefore, we offer a thorough assessment of the TENO method to evidence its suitability for NWP considering some benchmark cases which involve inertia and gravity waves as well as convective processes. The TENO method offers an enhanced behavior when dealing with turbulent flows and underresolved solutions, where the traditional WENO scheme proves to be more diffusive. The proposed methodology, based on the HLLS solver in combination with a very high-order discretization, allows carrying out the simulation of meso- and micro-scale atmospheric flows in an implicit Large Eddy Simulation manner. Due to the HLLS solver, the isothermal, adiabatic and constant Brunt-Väisälä frequency hydrostatic equilibrium states are preserved with machine accuracy.

A new smoothed particle hydrodynamics method based on high-order moving-least-square targeted essentially non-oscillatory scheme for compressible flows

In this study, we establish a hybrid high-order smoothed particle hydrodynamics (SPH) framework (MLS-TENO-SPH) for compressible flows with discontinuities, which is able to achieve genuine high-order convergence in smooth regions and also capture discontinuities well in non-smooth regions. The framework can be either fully Lagrangian, Eulerian or realizing arbitary-Lagrangian-Eulerian (ALE) feature enforcing the isotropic particle distribution in specific cases. In the proposed framework, the computational domain is divided into smooth regions and non-smooth regions, and these two regions are determined by a strong scale separation strategy in the targeted essentially non-oscillatory (TENO) scheme. In smooth regions, the moving-least-square (MLS) approximation is used for evaluating high-order derivative operator, which is able to realize genuine high-order construction; in non-smooth regions, the new TENO scheme based on Vila's framework with several new improvements will be deployed to capture discontinuities and high-wavenumber flow scales with low numerical dissipation. The present MLS-TENO-SPH method is validated with a set of challenging cases based on the Eulerian, Lagrangian or ALE framework. Numerical results demonstrate that the MLS-TENO-SPH method features lower numerical dissipation and higher efficiency than the conventional method, and can restore genuine high-order accuracy in smooth regions. Overall, the proposed framework serves as a new exploration in high-order SPH methods, which are potential for compressible flow simulations with shockwaves.

Numerical Accuracy Necessary for Large-Eddy Simulation of Planetary Boundary Layer Turbulence Using the Discontinuous Galerkin Method

Abstract In large-eddy simulations (LES), it is crucial to ensure that discretization errors do not contaminate the subgrid effect of the turbulence model in a wavelength range larger than the effective resolution. Recently, we showed that a seventh- or eighth-order accuracy is required for advection terms in planetary boundary layer simulations when using conventional gridpoint methods. However, a significant amount of communication between parallel computers is necessary to achieve high-order accuracy in gridpoint methods, and this can degrade computational efficiency. The discontinuous Galerkin method (DGM) is a promising approach for overcoming these limitations. Therefore, this study focuses on the numerical criteria of the DGM at LES from the viewpoint of numerical diffusion and dispersion. We extend our earlier study to the DGM framework and clarify the necessary order of the polynomial (p). We find that p = 4 is required based on the numerical criteria at the grid spacing of O(10) m with sufficiently scale-selective modal filters. The examination of temporal accuracy suggests that the fourth-order is sufficient when a fully explicit temporal scheme is used. In addition, we investigate the effect of hyperupwinding that is usually met when the Rusanov flux is employed in the low Mach number flows. It suggests that the choice of numerical flux has little effect on simulation results when the high-order DGM is used. Furthermore, we perform a series of LES in the planetary boundary layer and confirm that the indication obtained from the criteria holds for an actual LES.

Multidimensional Generalized Riemann Problem Solver for Maxwell’s Equations

Approximate multidimensional Riemann solvers are essential building blocks in designing globally constraint-preserving finite volume time domain and discontinuous Galerkin time domain schemes for computational electrodynamics (CED). In those schemes, we can achieve high-order temporal accuracy with the help of Runge–Kutta or ADER time-stepping. This paper presents the design of a multidimensional approximate generalized Riemann problem (GRP) solver for the first time. The multidimensional Riemann solver accepts as its inputs the four states surrounding an edge on a structured mesh, and its output consists of a resolved state and its associated fluxes. In contrast, the multidimensional GRP solver accepts as its inputs the four states and their gradients in all directions; its output consists of the resolved state and its corresponding fluxes and the gradients of the resolved state. The gradients can then be used to extend the solution in time. As a result, we achieve second-order temporal accuracy in a single step. In this work, the formulation is optimized for linear hyperbolic systems with stiff, linear source terms because such a formulation will find maximal use in CED. Our formulation produces an overall constraint-preserving time-stepping strategy based on the GRP that is provably L-stable in the presence of stiff source terms. We present several stringent test problems, showing that the multidimensional GRP solver for CED meets its design accuracy and performs stably with optimal time steps. The test problems include cases with high conductivity, showing that the beneficial L-stability is indeed realized in practical applications.