Three-dimensional Convection-diffusion Equation Research Articles

Adaptive parameter based matrix splitting iteration method for the large and sparse linear systems

For the large and sparse linear systems, we utilize the efficient splittings of the system matrix and introduce an intermediate variable. The main contribution of this paper is that the adaptive parameter based matrix splitting iteration method is constructed from the view of numerical optimization and hybrid procedure to solve the derived equation instead. The novel method adopts the prediction and correction two-step iteration and the global convergence results are established under some suitable conditions. Compared with some well-known methods, numerical experiments show the efficiency and effectiveness of the new proposal with application to the three-dimensional convection-diffusion equation and the image restoration problems.

A General Alternating-Direction Implicit Framework with Gaussian Process Regression Parameter Prediction for Large Sparse Linear Systems

This paper proposes an efficient general alternating-direction implicit (GADI) framework for solving large sparse linear systems. The convergence property of the GADI framework is discussed. Most of the existing ADI methods can be viewed as particular schemes of the developed framework. Meanwhile the GADI framework can derive new ADI methods. Moreover, as the algorithm efficiency is sensitive to the splitting parameters, we offer a data-driven approach, the Gaussian process regression (GPR) method based on the Bayesian inference, to predict the GADI framework's relatively optimal parameters. The GPR method requires a small training data set to learn the regression prediction mapping, which has sufficient accuracy and high generalization capability. It allows us to efficiently solve linear systems with a one-shot computation, and does not require any repeated computations to obtain relatively optimal splitting parameters. Finally, we use the three-dimensional convection-diffusion equation and continuous Sylvester matrix equation to examine the performance of our proposed methods. Numerical results demonstrate that the proposed framework is faster tens to thousands of times than the existing ADI methods, such as (inexact) Hermitian and skew-Hermitian splitting type methods in which the consumption of obtaining relatively optimal splitting parameters is ignored. Due to the efficiency of the developed methods, we can solve much larger linear systems which these existing ADI methods have been not reached.

Prediction-correction matrix splitting iteration algorithm for a class of large and sparse linear systems

For the large and sparse linear systems, we utilize the efficient splittings of the system matrix and introduce an intermediate variable. The main contribution of this paper is that a prediction-correction matrix splitting iteration algorithm is constructed from the view of numerical optimization to solve the derived equation instead, which is inspired by the idea of adaptive parameter update. The novel algorithm adopts the prediction and correction two-step iteration, which uses information with delay to define the iterations. The global convergence results are established and the algorithm enjoys at least a Q-linear convergence rate under some suitable conditions. Further, a preconditioned version is also presented. Compared with some well-known algorithms, numerical experiments show the efficiency and effectiveness of the new proposal with application to the three-dimensional convection-diffusion equation and the image restoration problems.

The mass-preserving domain decomposition scheme for solving three-dimensional convection–diffusion equations

In this paper, by combining the operator splitting and second order modified upwind technique, the mass-preserving domain decomposition method for solving time-dependent three dimensional convection–diffusion equations is analyzed. A three steps (x−direction, y−direction and z−direction) method is used to compute the solutions over each non-overlapping sub-domains at each time interval. The intermediate fluxes on the interfaces of sub-domains are firstly computed by the modified semi-implicit flux schemes. Then, the solutions and fluxes in the interiors of sub-domains are computed by the modified-upwind splitting implicit solution and flux coupled schemes. By rigorous mathematical analysis, we proved that our scheme is stable in discrete L2-norm with the restriction on the mesh step h=γ(Δt)2∕3. We give the error estimates and obtain the optimal convergence. Numerical experiments are presented to illustrate convergence and conservation.

The study of convergence of additive-averaged splitting based on the scheme of explicit solution for three-dimensional equations of convective diffusion

Modern mathematical forecast models are based on hydrodynamic equations, which are three-dimensional convection diffusion equations in the general form. In the article, the new approach to solving such equations, which consists in using the additive-averaged splitting on the basis of the explicit account method has been considered. The results of studies of stability and convergence of the method have been presented. Appropriate math grounds and evaluations have been given. Based on the results, conclusions regarding the effectiveness of the method for solving hydrodynamic equations are made.

The formation of single-channel and multiple-channel rivers on large slopes

We investigated the formation of different types of rivers depending on slope, total discharge, and grain size. Calculations were performed using numerical package CCHE2D, developed by the National Center for Computational Hydroscience and Engineering. The model is based on the Navier-Stokes equations for depth-integrated two-dimensional turbulent flow and the three-dimensional convection-diffusion equation of sediment transport. For each model we use the same river geometry, suspended load concentration, and bedload transport rate. We distinguish three types of rivers using two methods for classification (single-channel, multiple-channels and transitional). We found that the trend line for transitional rivers is an increasing function of Q in space (Q, d) and that for large S the number of multichannel rivers decreases.

Numerical modelling of sedimentary structures in rivers on Earth and Titan

The differences in the evolution of rivers on Earth and on Titan are investigated. Dynamical analysis of the rivers was performed using a numerical package CCHE2D developed by the National Center for Computational Hydroscience and Engineering, University of Mississippi. The model is based on the Navier-Stokes equations for depth-integrated two-dimensional turbulent flow and the three-dimensional convection-diffusion equation of sediment transport. The model enables investigation of the evolution of rivers as a function of total discharge and other parameters of the river. Series of short (from one to several hours) and long (up to 67 days) simulations were performed. We have found that three different liquid hydrocarbons considered for Titan’s rivers give similar velocity fields. It was also found that the suspended load is the main means of transport in Titan’s rivers, while in terrestrial ones, for the same discharge, the bedload could be of the same order as suspended load. Moreover, we suppose that for specific boundary conditions, the evolution of rivers on the Earth promotes the development of braided rivers, while for the same conditions evolution on Titan favours regular meandering rivers.

A Novel Method to Deduce a High-Order Compact Difference Scheme for the Three-Dimensional Semilinear Convection-Diffusion Equation with Variable Coefficients

In this article, a new family of fourth-order compact difference schemes for the three-dimensional semilinear convection-diffusion equation with variable coefficients is presented. Like the finite-volume method, a dual partition is introduced. Combining with the Simpson integral formula and parabolic interpolation, fourth-order schemes are derived based on two different types of dual partitions. Moreover, a sixth-order finite-difference discretization strategy is developed, which is based on the fourth-order compact discretization and Richardson extrapolation technique. This extrapolation technique can achieve a sixth-order-accurate solution on fine grids directly, without the need for interpolation. Numerical experiments are conducted to verify the feasibility of this new method and the high accuracy of these fourth-order schemes and extrapolation formulas.

Generalized Preconditioned Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive-Definite Linear Systems

In this paper, a generalized preconditioned Hermitian and skew-Hermitian splitting (GPHSS) iteration method for a non-Hermitian positive-definite matrix is studied, which covers standard Hermitian and skew-Hermitian splitting (HSS) iteration and also many existing variants. Theoretical analysis gives an upper bound for the spectral radius of the iteration matrix. From practical point of view, we have analyzed and implemented inexact generalized preconditioned Hermitian and skew-Hermitian splitting (IGPHSS) iteration, which employs Krylov subspace methods as its inner processes. Numerical experiments from three-dimensional convection-diffusion equation show that the GPHSS and IGPHSS iterations are efficient and competitive with standard HSS iteration and AHSS iteration.

Cross-stream diffusion under pressure-driven flow in microchannels with arbitrary aspect ratios: a phase diagram study using a three-dimensional analytical model

This article presents a three-dimensional analytical model to investigate cross-stream diffusion transport in rectangular microchannels with arbitrary aspect ratios under pressure-driven flow. The Fourier series solution to the three-dimensional convection-diffusion equation is obtained using a double integral transformation method and associated eigensystem calculation. A phase diagram derived from the dimensional analysis is presented to thoroughly interrogate the characteristics in various transport regimes and examine the validity of the model. The analytical model is verified against both experimental and numerical models in terms of the concentration profile, diffusion scaling law, and mixing efficiency with excellent agreement (with <0.5% relative error). Quantitative comparison against other prior analytical models in extensive parameter space is also performed, which demonstrates that the present model accommodates much broader transport regimes with significantly enhanced applicability.

Fast and robust sixth-order multigrid computation for the three-dimensional convection–diffusion equation

We present a sixth-order explicit compact finite difference scheme to solve the three-dimensional (3D) convection–diffusion equation. We first use a multiscale multigrid method to solve the linear systems arising from a 19-point fourth-order discretization scheme to compute the fourth-order solutions on both a coarse grid and a fine grid. Then an operator-based interpolation scheme combined with an extrapolation technique is used to approximate the sixth-order accurate solution on the fine grid. Since the multigrid method using a standard point relaxation smoother may fail to achieve the optimal grid-independent convergence rate for solving convection–diffusion equations with a high Reynolds number, we implement the plane relaxation smoother in the multigrid solver to achieve better grid independency. Supporting numerical results are presented to demonstrate the efficiency and accuracy of the sixth-order compact (SOC) scheme, compared with the previously published fourth-order compact (FOC) scheme.

A modified upwind difference domain decomposition method for convection–diffusion equations

A new, efficient and noniterative type of domain decomposition method is presented for three-dimensional convection–diffusion equations, whose convection term is handled by modified upwind differences. The whole domain is decomposed into several nonoverlapping subdomains. The values on inter-domain boundaries are calculated by reduced-dimensional solver and the solutions in subdomains are computed by implicit upwind procedures completely in parallel. With certain weakened stability constraint, error estimates in discrete l 2 norm is discussed by introducing new inner products and techniques of prior estimates. Finally, the theoretical results are illustrated by linear and nonlinear numerical experiments.

Incremental Identification of Transport Coefficients in Convection-Diffusion Systems

In this paper, an incremental approach for the identification of a model for transport coefficients in convection-diffusion systems on the basis of high-resolution measurement data is presented. The transport is represented by a convection term with known convective velocity and by a diffusion term with an unknown, generally state-dependent transport coefficient. The identification of the transport model for this transport coefficient constitutes an ill-posed nonlinear inverse problem. We present a novel decomposition approach in which this inverse problem is split into a sequence of inverse subproblems. In the first identification step of this incremental approach a source is estimated by solving an affine-linear inverse problem by means of the conjugate gradient method. In the second identification step a nonlinear inverse problem has to be solved to reconstruct a transport coefficient. A Newton-type method using the conjugate gradient method in its inner iteration is used to solve this nonlinear inverse problem of coefficient estimation. Finally, in the third identification step a transport model structure is proposed and identified on the basis of the model-free transport coefficient reconstructed in the two previous steps. The ill-posedness of each inverse problem is examined by using artificially perturbed transient simulation data and appropriate regularization techniques. The identification methodology is illustrated for a three-dimensional convection-diffusion equation which has its origin in the modeling and simulation of energy transport in a laminar wavy film flow.

The Neumann stability of high-order symmetric schemes for convection-diffusion problems

We find a series of sufficient conditions for the Neumann stability of the leapfrog-Euler scheme of arbitrary even order in the spatial coordinates for the three-dimensional convection-diffusion equation.

Convergence of Fourth Order Compact Difference Schemes for Three‐Dimensional Convection‐Diffusion Equations

We consider a Dirichlet boundary-value problem for the three-dimensional convection-diffusion equations with constant coefficients in the unit cube. A high order compact finite difference scheme is constructed on a 19-point stencil using the Steklov averaging operators. We prove that the finite difference scheme converges in discrete $W_2^m(\omega)$-norm with the convergence rate $O(h^{s-m})$, where the real parameter $s$ satisfies the condition $\max (1.5, m)<s \le m+4$, $m=0,1,2$, and the exact solution belongs to the Sobolev space $W_2^s(\Omega)$.

A Thermal Analogy for Modelling Drug Elution from Cardiovascular Stents

Restriction of blood flow by the narrowing or occlusion of arteries is one of the most common presentations of cardiovascular disease. One treatment involves the introduction of a metal scaffold, or stent, designed to prevent recoil and to provide structural stability to the vessel. On the occasions that this treatment is ineffective, failure is usually associated with re-invasion of tissue. This can be prevented by local delivery of drugs which inhibit tissue growth. The drug might be delivered locally in a polymer coating on the stent. This paper develops and explores the use of a thermal analogue of the drug delivery process and the associated three-dimensional convection–diffusion equation to model the spatial and temporal distribution of drug concentration within the vessel wall. This allows the routine use of commercial finite element analysis software to investigate the dynamics of drug distribution, assist in the understanding of the treatment process and develop improved delivery systems. Two applications illustrate how the model might be used to investigate the effects of controllable or measurable parameters on the progression of the process. It is demonstrated that the geometric characteristics of the stent can have significant impact on the homogeneity of the dosing in the vessel wall.

Universal Parallel Solver for Convection-Diffusion Equations

A parallel unconditionally stable solver for three-dimensional convection-diffusion equations is proposed by applying the upwind Crank-Nicolson difference schemes combined with alternating bar parallelization. This solver can be applied numerically to any variation of convection-diffusion equations with Dirichlet boundary conditions. Making use of a fractional step iteration technique for linear systems, this approach yields good runtime performance. To validate the accuracy and efficiency of the method, sample experiments are done on a software tool, Codie4D, which was implemented using the MPICH library.

Hermitian and Skew-Hermitian Splitting Methods for Non-Hermitian Positive Definite Linear Systems

We study efficient iterative methods for the large sparse non-Hermitian positive definite system of linear equations based on the Hermitian and skew-Hermitian splitting of the coefficient matrix. These methods include a Hermitian/skew-Hermitian splitting (HSS) iteration and its inexact variant, the inexact Hermitian/skew-Hermitian splitting (IHSS) iteration, which employs some Krylov subspace methods as its inner iteration processes at each step of the outer HSS iteration. Theoretical analyses show that the HSS method converges unconditionally to the unique solution of the system of linear equations. Moreover, we derive an upper bound of the contraction factor of the HSS iteration which is dependent solely on the spectrum of the Hermitian part and is independent of the eigenvectors of the matrices involved. Numerical examples are presented to illustrate the effectiveness of both HSS and IHSS iterations. In addition, a model problem of a three-dimensional convection-diffusion equation is used to illustrate the advantages of our methods.

A posteriori finite element output bounds with adaptive mesh refinement: application to a heat transfer problem in a three-dimensional rectangular duct

Numerical simulations based on an a posteriori finite element bound method with adaptive mesh refinement are presented for the three-dimensional convection–diffusion equation. The bound method provides relevant, quantitative, inexpensive, and rigorous lower and upper bounds to the output on a very fine discretization (“truth” discretization) at a cost close to the coarse mesh calculation (“working” discretization). To achieve a desired bound gap (i.e., difference between upper and lower bounds) at the lowest cost, an adaptive mesh refinement technique is used to refine the mesh only where needed. An optimal stabilization parameter is also applied to improve the sharpness of the bound gap. In this paper, the output of a heat transfer problem in a rectangular duct with a given velocity field is investigated. The average temperature at one section of the duct is bounded for a given inlet temperature and heat flux. For this problem, the adaptive mesh refinement strategy provides the same bound gap with only half the number of elements required by an uniform mesh refinement strategy. The hybrid flux calculation on the coarse mesh introduced for the domain decomposition approach is compared with the hybrid flux calculation on the fine mesh to analyze the contribution of the hybrid flux to the bound gap.

Block-circulant preconditioners for systems arising from discretization of the three-dimensional convection–diffusion equation

We consider the system of equations arising from finite difference discretization of a three-dimensional convection–diffusion model problem. This system is typically nonsymmetric. The GMRES method with the Strang block-circulant preconditioner is proposed for solving this linear system. We show that our preconditioners are invertible and study the spectra of the preconditioned matrices. Numerical results are reported to illustrate the effectiveness of our methods.