Spectral Element Framework Research Articles

Dynamic density functional theory for sedimentation processes on complex domains: Modelling, spectral elements, and control problems.

Modelling of many real-world processes, such as drug delivery, wastewater treatment, and pharmaceutical production, requires accurate descriptions of the dynamics of hard particles confined in complicated domains. In particular, when modelling sedimentation processes or systems with driven flows, it is important to accurately capture volume exclusion effects. This work applies Dynamic Density Functional Theory to the evolution of a particle density under diffusion, external forces, particle-particle interaction, and volume exclusion. Using a spectral element framework, for the first time it is possible to include all of these effects in dynamic simulations on complex domains. Moreover, this allows one to apply complicated no-flux, and other non-local, non-linear, boundary conditions. The methodology is also extended to control problems, addressing questions of how to enhance production set-up in industrially-motivated processes. In this work the relevant models are introduced, numerical methods are discussed, and several example problems are solved to demonstrate the methods' versatility. It is shown that incorporating volume exclusion is crucial for simulation accuracy and we illustrate that the choice of boundary conditions significantly impacts the dynamics.

Three-step Predictor-Corrector Finite Element Schemes for Consolidation Equation

An accurate, stable, and efficient three-step predictor-corrector time integration method is considered, for the first time, to obtain numerical solution for the one-dimensional consolidation equation within a finite and spectral element framework. Theoretical order of accuracy and stability conditions are provided. The three-step predictor-corrector time integration method is third-order accurate and shows a larger stability region than the forward Euler method when applied to the one-dimensional consolidation equation. Furthermore, numerical results are in agreement with analytical solutions previously derived by the authors.

Entropy stable numerical approximations for the isothermal and polytropic Euler equations

In this work we analyze the entropic properties of the Euler equations when the system is closed with the assumption of a polytropic gas. In this case, the pressure solely depends upon the density of the fluid and the energy equation is not necessary anymore as the mass conservation and momentum conservation then form a closed system. Further, the total energy acts as a convex mathematical entropy function for the polytropic Euler equations. The polytropic equation of state gives the pressure as a scaled power law of the density in terms of the adiabatic index gamma . As such, there are important limiting cases contained within the polytropic model like the isothermal Euler equations (gamma {=}1) and the shallow water equations (gamma {=}2). We first mimic the continuous entropy analysis on the discrete level in a finite volume context to get special numerical flux functions. Next, these numerical fluxes are incorporated into a particular discontinuous Galerkin (DG) spectral element framework where derivatives are approximated with summation-by-parts operators. This guarantees a high-order accurate DG numerical approximation to the polytropic Euler equations that is also consistent to its auxiliary total energy behavior. Numerical examples are provided to verify the theoretical derivations, i.e., the entropic properties of the high order DG scheme.

Error Boundedness of Discontinuous Galerkin Methods with Variable Coefficients

For practical applications, the long time behaviour of the error of numerical solutions to time-dependent partial differential equations is very important. Here, we investigate this topic in the context of hyperbolic conservation laws and flux reconstruction schemes, focusing on the schemes in the discontinuous Galerkin spectral element framework. For linear problems with constant coefficients, it is well-known in the literature that the choice of the numerical flux (e.g. central or upwind) and the selection of the polynomial basis (e.g. Gauß–Legendre or Gauß–Lobatto–Legendre) affects both the growth rate and the asymptotic value of the error. Here, we extend these investigations of the long time error to variable coefficients using both Gauß–Lobatto–Legendre and Gauß–Legendre nodes as well as several numerical fluxes. We derive conditions guaranteeing that the errors are still bounded in time. Furthermore, we analyse the error behaviour under these conditions and demonstrate in several numerical tests similarities to the case of constant coefficients. However, if these conditions are violated, the error shows a completely different behaviour. Indeed, by applying central numerical fluxes, the error increases without upper bound while upwind numerical fluxes can still result in uniformly bounded numerical errors. An explanation for this phenomenon is given, confirming our analytical investigations.

Generalised summation-by-parts operators and variable coefficients

High-order methods for conservation laws can be highly efficient if their stability is ensured. A suitable means mimicking estimates of the continuous level is provided by summation-by-parts (SBP) operators and the weak enforcement of boundary conditions. Recently, there has been an increasing interest in generalised SBP operators both in the finite difference and the discontinuous Galerkin spectral element framework. However, if generalised SBP operators are used, the treatment of the boundaries becomes more difficult since some properties of the continuous level are no longer mimicked discretely — interpolating the product of two functions will in general result in a value different from the product of the interpolations. Thus, desired properties such as conservation and stability are more difficult to obtain. Here, new formulations are proposed, allowing the creation of discretisations using general SBP operators that are both conservative and stable. Thus, several shortcomings that might be attributed to generalised SBP operators are overcome (cf. Nordström and Ruggiu (2017) [38] and Manzanero et al. (2017) [39]).

Effect of artificial length scales in large eddy simulation of a neutral atmospheric boundary layer flow: A simple solution to log-layer mismatch

A large eddy simulation (LES) methodology coupled with near-wall modeling has been implemented in the current study for high Re neutral atmospheric boundary layer flows using an exponentially accurate spectral element method in an open-source research code Nek5000. The effect of artificial length scales due to subgrid scale (SGS) and near wall modeling (NWM) on the scaling laws and structure of the inner and outer layer eddies is studied using varying SGS and NWM parameters in the spectral element framework. The study provides an understanding of the various length scales and dynamics of the eddies affected by the LES model and also the fundamental physics behind the inner and outer layer eddies which are responsible for the correct behavior of the mean statistics in accordance with the definition of equilibrium layers by Townsend. An economical and accurate LES model based on capturing the near wall coherent eddies has been designed, which is successful in eliminating the artificial length scale effects like the log-layer mismatch or the secondary peak generation in the streamwise variance.

A Spectral Element Method with Transparent Boundary Condition for Periodic Layered Media Scattering

We present a high-order spectral element method for solving layered media scattering problems featuring an operator that can be used to transparently enforce the far-field boundary condition. The incorporation of this Dirichlet-to-Neumann (DtN) map into the spectral element framework is a novel aspect of this work, and the resulting method can accommodate plane-wave radiation of arbitrary angle of incidence. In order to achieve this, the governing Helmholtz equations subject to quasi-periodic boundary conditions are rewritten in terms of periodic unknowns. We construct a spectral element operator to approximate the DtN map, thus ensuring nonreflecting outgoing waves on the artificial boundaries introduced to truncate the computational domain. We present an explicit formula that accurately computes the Fourier coefficients of the solution in the spectral element discretization space projected onto the boundary which is required by the DtN map. Our solutions are represented by the tensor product basis of one-dimensional Legendre---Lagrange interpolation polynomials based on the Gauss---Lobatto---Legendre grids. We study the scattered field in singly and doubly layered media with smooth and nonsmooth interfaces. We consider rectangular, triangular, and sawtooth interfaces that are accurately represented by the body-fitted quadrilateral elements. We use GMRES iteration to solve the resulting linear system, and we validate our results by demonstrating spectral convergence in comparison with exact solutions and the results of an alternative computational method.

A Posteriori Error Estimation of Spectral and Spectral Element Methods for the Stokes/Darcy Coupled Problem

In this paper, we carry out an a posteriori error analysis of Legendre spectral approximations to the Stokes/Darcy coupled equations. The spectral approximations are based on a weak formulation of the coupled equations by using the Beavers-Joseph- Saffman interface condition. The main contribution of the paper consists of deriving a number of posteriori error indicators and their upper and lower bounds for the sin- gle domain case. An extension of the upper bounds to the multi-domain case in the spectral element framework is also given. AMS subject classifications: 35Q35, 76D03

Evaluation of weighted residual methods for the solution of the pellet equations: The orthogonal collocation, Galerkin, tau and least-squares methods

In recent years a number of publications have adopted the least-squares method for chemical reactor engineering problems such as the population balance equation, fixed bed reactors and pellet equations. Evaluation of the performance of the least-squares method compared to other weighted residual methods is therefore of interest. Thus, in the present study, numerical techniques in the family of weighted residual methods; the orthogonal collocation, Galerkin, tau, and least-squares methods, have been adopted to solve a non-linear comprehensive and highly coupled pellet problem. The methanol synthesis and the steam methane reforming process have been adopted for this study.Based on the residual of the governing equations, the orthogonal collocation method obtains the same accuracy as the Galerkin and tau methods. Moreover, the orthogonal collocation method is associated with the simplest algebra theory and thus holds the simplest implementation. Another benefit of the orthogonal collocation method is that the technique is more computational efficient than the other methods evaluated. The least-squares method does not obtain the same accuracy as the other weighted residual methods. In particular, the least-squares method is not suitable for strongly diffusion limited systems that give rise to steep gradients in the pellet. On the other side, considering the spectral–element framework, the least-squares method is less sensitive to the placement of the element boundaries than observed for the orthogonal collocation, Galerkin and tau methods.The present paper outlines the algebra of the weighted residual methods and illustrate the numerical solution techniques through a simplified pellet problem.

A Spectral Element Framework for Option Pricing Under General Exponential Lévy Processes

We derive a spectral element framework to compute the price of vanilla derivatives when the dynamic of the underlying follows a general exponential Levy process. The representation of the solution with Legendre polynomials allows one to naturally approximate the convolution integral with high order quadratures. The method is spectrally accurate in space for the solution and the greeks, and third order accurate in time. The spectral element framework does not require an approximation of the Levy measure nor the lower truncation of the convolution integral as commonly seen in finite difference approximations. We show that the spectral element method is ten times faster than Fast Fourier Transform methods for the same accuracy at strike, and two hundred times faster if one reconstructs the greeks from the solution obtained by FFT. We use the SEM approximation to derive the $$\Delta $$ Δ and $$\Gamma $$ Γ in a variance gamma model, for which there is no closed form solution.

DNS of flow past a stationary and oscillating cylinder at [formula omitted

Results of direct numerical simulations (DNS) are presented for turbulent flows past a stationary circular cylinder and past a rigid cylinder undergoing forced harmonic oscillations at Reynolds number Re = 10 000 . This significant increase in Reynolds number (compared to previous DNS) is accomplished by employing a multilevel-type parallel algorithm within the spectral element framework. Comparisons with the available experimental data show that the simulation has captured the flow physical quantities and the statistics of the cylinder wake correctly.

A VARIABLE-ORDER SPECTRAL ELEMENT METHOD FOR INCOMPRESSIBLE VISCOUS FLOW SIMULATION

A new variable-order spectral element scheme is proposed in this work for the numerical solution of the steady incompressible Navier–Stokes equations in primitive variables. The spectral orders of polynomial expansion in each spatial direction for each element are specified by the user in advance. Next, an interface-nodes-replacement procedure is initialized to recover the conformity of the mesh. The interpolation functions are modified to accommodate the new sets of nodes. The present formulation does not require any interface iteration scheme; in addition, any complicated data structure is also avoided. Implementation of this strategy toward the existing spectral element framework is direct and simple. Additionally, the performance of the method is examined by many numerical experiments. Improved flexibility and efficiency of the accurate spectral element method make it a highly promising candidate for solving practical fluid dynamics problems.