chebyshev pseudospectral solution of second order elliptic equations with finite element preconditioning abstract a new chebyshev pseudospectral algorithm for second order elliptic equations using finite element preconditioning is proposed and tested on various problems bilinear and biquadratic lagrange elements are considered as well as bicubic hermite elements the numerical results show that bilinear elements produce spectral accuracy with the minimum computational work l shaped regions are treated by a subdomain approach

application of a fractional step method to incompressible navier stokes equations a numerical method for computing three dimensional time dependent incompressible flows is presented the method is based on a fractional step or time splitting scheme in conjunction with the approximate factorization technique it is shown that the use of velocity boundary conditions for the intermediate velocity field can lead to inconsistent numerical solutions appropriate boundary conditions for the intermediate velocity field are derived and tested numerical solutions for flows inside a driven cavity and over a backward facing step are presented and compared with experimental data and other numerical results

regular article on a class of pade finite volume methods a class of pade finite volume methods providing an improved spectral resolution is presented and compared with well known methods the formulation is based on the sliding averages of the variables and allows the computation of derivatives of all orders using the fourier analysis these methods are examined with respect to i order of accuracy ii spectral resolution iii boundary conditions and iv stability

a staggered space time discontinuous galerkin method for the three dimensional incompressible navier stokes equations on unstructured tetrahedral meshes in this paper we propose a novel arbitrary high order accurate semi implicit space time discontinuous galerkin method for the solution of the three dimensional incompressible navier stokes equations on staggered unstructured curved tetrahedral meshes as is typical for space time dg schemes the discrete solution is represented in terms of space time basis functions this allows to achieve very high order of accuracy also in time which is not easy to obtain for the incompressible navier stokes equations similarly to staggered finite difference schemes in our approach the discrete pressure is defined on the primary tetrahedral grid while the discrete velocity is defined on a face based staggered dual grid while staggered meshes are state of the art in classical finite difference schemes for the incompressible navier stokes equations their use in high order dg schemes is still quite rare a very simple and efficient picard iteration is used in order to derive a space time pressure correction algorithm that achieves also high order of accuracy in time and that avoids the direct solution of global nonlinear systems formal substitution of the discrete momentum equation on the dual grid into the discrete continuity equation on the primary grid yields a very sparse five point block system for the scalar pressure which is conveniently solved with a matrix free gmres algorithm from numerical experiments we find that the linear system seems to be reasonably well conditioned since all simulations shown in this paper could be run without the use of any preconditioner even up to very high polynomial degrees for a piecewise constant polynomial approximation in time and if pressure boundary conditions are specified at least in one point the resulting system is in addition symmetric and positive definite this allows us to use even faster iterative solvers like the conjugate gradient method the flexibility and accuracy of high order space time dg methods on curved unstructured meshes allows to discretize even complex physical domains with very coarse grids in both space and time the proposed method is verified for approximation polynomials of degree up to four in space and time by solving a series of typical 3d test problems and by comparing the obtained numerical results with available exact analytical solutions or with other numerical or experimental reference data to the knowledge of the authors this is the first time that a space time discontinuous galerkin finite element method is presented for the three dimensional incompressible navier stokes equations on staggered unstructured tetrahedral grids high order staggered space time dg scheme for the 3d incompressible navier stokes equations primal grid based on curved tetrahedra dual grid based on non standard five point hexahedra new discretization of the viscous terms on the main grid using lifting operators on the dual grid very simple space time pressure correction algorithm providing also high order in time all linear systems have maximum sparsity and use the smallest possible optimal five point stencil

direct numerical simulation of flow past elliptic cylinders flow over elliptic cylinders can be considered prototypical of flow over a range of bluff bodies since the geometry allows one to study the effect of both thickness and angle of attack on the flow field therefore a careful study of this flow should provide valuable insight into the phenomenon of unsteady separation and the structure of bluff body wakes with this in mind a spectral collocation technique has been developed to simulate the full three dimensional incompressible flow over elliptic cylinders and unlike spectral element and spectral multidomain techniques here the flow is solved in a single domain the equations are discretized on a body fitted elliptic cylindrical grid and properties of the metric associated with this coordinate system are used to solve the governing equations in an efficient manner key issues including the inflow and outflow boundary conditions and time discretization are discussed in detail with the hope that this will facilitate future simulations of similar flows finally we present results of two and three dimensional simulations for a range of flow and geometric parameters the results are compared with available experimental data and it is found that important quantities like strouhal numbers and drag coefficients match well with established values

on the approximation of the unsteady navier stokes equations by finite element projection methods this paper provides an analysis of a fractional step projection method to compute incompressible viscous flows by means of finite element approximations the analysis is based on the idea that the appropriate functional setting for projection methods must accommodate two different spaces for representing the velocity fields calculated respectively in the viscous and the incompressible half steps of the method such a theoretical distinction leads to a finite element projection method with a poisson equation for the incremental pressure unknown and to a very practical implementation of the method with only the intermediate velocity appearing in the numerical algorithm error estimates in finite time are given an extension of the method to a problem with unconventional boundary conditions is also considered to illustrate the flexibility of the proposed method

14 velocity and 18 velocity multiple relaxation time lattice boltzmann models for three dimensional incompressible flows in this paper 14 velocity and 18 velocity multiple relaxation time mrt lattice boltzmann lb models are proposed for three dimensional incompressible flows these two models are constructed based on the incompressible lbgk model proposed by he et al 2004 and the mrt lb model proposed by d humieres et al 2002 which have advantages in the computational efficiency and stability respectively through the chapman enskog analysis the models can recover to three dimensional incompressible navier stokes equations in the low mach number limit to verify the present models the steady poiseuille flow unsteady pulsatile flow and lid driven cavity flow in three dimensions are simulated the simulation results agree well with the analytical solutions or the existing numerical results moreover it is found that the present models show higher accuracy than d humieres et al model and better stability than he et al model

high re solutions for incompressible flow using the navier stokes equations and a multigrid method the vorticity stream function formulation of the two dimensional incompressible navierstokes equations is used to study the effectiveness of the coupled strongly implicit multigrid csi mg method in the determination of high re fine mesh flow solutions the driven flow in a square cavity is used as the model problem solutions are obtained for configurations with reynolds number as high as 10 000 and meshes consisting of as many as 257 x 257 points for re 1000 the 129 x 129 grid solution required 1 5 minutes of cpu time on the amdahl 470 v 6 computer because of the appearance of one or more secondary vortices in the flow field uniform mesh refinement was preferred to the use of one dimensional gridclustering coordinate transformations the past decade has witnessed a great deal of progress in the area of computational fluid dynamics developments in computer technology hardware as well as in advanced numerical algorithms have enabled attempts to be made towards analysis and numerical solution of highly complex flow problems for some of these applications the use of simple iterative techniques to solve the navier stokes equations leads to a rather slow convergence rate for the solutions the solution convergence rate can be seriously affected if the coupling among the various governing differential equations is not properly honored either in the interior of the solution domain or at its boundaries the rate of convergence is also generally strongly dependent on such problem parameters as the reynolds number the mesh size and the total number of computational points this has led several researchers to examine carefully the recently emerging multigrid mg technique as a useful means for enhancing the convergence rate of iterative numerical methods for solving discretized equations at a number of computational grid points so large as to be considered impractical previously

a mixed basis spectral projection method a new grid less no collocation spectral projection method is presented the unsteady navier stokes equations are approximated according to the variational framework of guermond and quartapelle which accommodates two vector spaces for the velocity fields obtained in the two half steps of the fractional step method but retains only one in the final solution algorithm two different bases built on legendre polynomials are used for the velocity and pressure to solve the corresponding helmholtz and poisson equations by direct spectral elliptic solvers interpolations pn and pn 2 are employed for velocity and pressure to satisfy the lbb stability requirement and a gauss legendre quadrature formula with 3 2n integration points is used to prevent aliasing error in the pseudospectral evaluation of the nonlinear terms a bdf second order time stepping is implemented to provide accurate numerical results about the stability of the singular driven cavity problem

semi implicit discontinuous galerkin methods for the incompressible navier stokes equations on adaptive staggered cartesian grids in this paper a new high order semi implicit discontinuous galerkin method si dg is presented for the solution of the incompressible navier stokes equations on staggered space time adaptive cartesian grids amr in two and three space dimensions the pressure is written in the form of piecewise polynomials on the main grid which is dynamically adapted within a cell by cell amr framework according to the time dependent main grid different face based spatially staggered dual grids are defined for the piece wise polynomials of the respective velocity components although the resulting adaptive staggered grids are more complex than classical uniform cartesian meshes the numerical scheme can still be written in a rather compact form thanks to the use of a tensor product formulation for the definition of the nodal basis in the d dimensional space d 2 3 all the discrete operators can be efficiently written as a combination of linear one dimensional operators acting in the d space directions separately arbitrary high order of accuracy is achieved in space while a very simple semi implicit time discretization is obtained via an explicit discretization of the nonlinear convective terms and an implicit discretization of the pressure gradient in the momentum equation and of the divergence of the velocity field in the continuity equation the real advantages of the staggered grid arise in the solution of the schur complement associated with the saddle point problem of the discretized incompressible navier stokes equations i e after substituting the discrete momentum equations into the discrete continuity equation this leads to a linear system for only one unknown the scalar pressure indeed the resulting linear pressure system is shown to be symmetric and positive definite in order to avoid a quadratic stability condition for the parabolic terms given by the viscous stress tensor an implicit discretization is also used for the diffusive terms in the momentum equation a particular feature of our staggered dg approach is that the viscous stress tensor is discretized on the dual mesh this corresponds to the use of a lifting operator but on the staggered grid both linear systems for pressure and velocity are very efficiently solved by means of a classical matrix free conjugate gradient method for which fast convergence is observed moreover it should be noticed that all test cases shown in this paper have been performed without the use of any preconditioner due to the explicit discretization of the nonlinear convective terms the final algorithm is stable within the classical cfl type time step restriction for explicit dg methods based on the fluid velocity moreover by using a suitable local time stepping technique based on the ader dg framework each element can use its optimal local time step also within the amr context the new space time adaptive staggered dg scheme has been thoroughly verified for polynomial degrees up to n 9 for a large set of non trivial test problems in two and three space dimensions for which analytical numerical or experimental reference solutions exist the high order of accuracy of the scheme is shown by means of a numerical convergence table obtained by comparing the numerical solution against a smooth analytical solution to the knowledge of the authors this is the first staggered semi implicit dg scheme for the incompressible navier stokes equations on space time adaptive meshes in two and three space dimensions

chebyshev 3 d spectral and 2 d pseudospectral solvers for the helmholtz equation two chebyshev solvers are presented for the linear helmholtz equation the first algorithm is a 3 d direct spectral solver based on a diagonalization technique whilst the second performs an iterative pseudospectral 2 d calculation with finite difference preconditioning both techniques handle general nonhomogeneous boundary conditions computing times and accuracies of the two methods are compared

chebyshev expansion methods for the solution of the extended graetz problem abstract the extended graetz problem a classical problem described by an equation with anon self adjoint second order elliptic differential operator is solved by two numerical methods based on chebyshev expansions a chebyshev finite difference method and a chebyshev finite element method the latter relies entirely on chebyshev expansions global in the bounded radial coordinate direction and local in the unbounded axial direction and proves to be more accurate than the chebyshev finite difference method in resolving singularities both methods can be applied to general type boundary value problems involving second order elliptic operators have accuracy comparable to high order finite difference schemes and are operation cost efficient

three dimensional fluid flow calculations using a flux spline method this paper reports the application of a flux spline method to three dimensi onal fluid flow problems the performance of the method is compared to that of a first order differencing scheme the numerical results are compared with a reference solution available in the literature the flux spline scheme is shown to be significantly more accurate than the first order schemes for a prescribed accuracy the flux spline scheme requires a much smaller number of grid points

multiparameter iterative schemes for the solution of systems of linear and nonlinear equations in this paper we introduce multiparameter generalizations of the linear and nonlinear iterative richardson methods for solving systems of linear and nonlinear equations the new algorithms are based on using a optimal matricial relaxation instead of the optimal scalar relaxation of the steepest descent method the optimal matrix which is defined at each iteration by minimizing the current residual is computed as the least squares solution of an associated problem whose dimension is generally much lower than that of the original problem in particular thanks to this approach we construct multiparameter versions of the delta k method introduced for solving nonlinear fixed point problems various numerical results illustrate the implementation of the new schemes they concern the solution of a linear problem and of a nonlinear one which comes out from a reaction diffusion problem which exhibits bifurcations in both cases the optimal multiparameter relaxation improves the convergence as compared to the optimal scalar one

a pseudospectral method for solution of the three dimensional incompressible navier stokes equations abstract a new chebyshev pseudospectral technique based on the projection method that was previously applied by the authors to the solution of two dimensional incompressible navier stokes equations in primitive variables for nonperiodic boundary conditions is extended to solve the three dimensional navier stokes equations the crucial point of the method is the requirement that the continuity equation be satisfied everywhere in the domain on the boundaries as well as in the interior the key feature of the work presented in this paper is that the computer storage requirements of the full matrix inversion resulting from direct solution of the pressure poisson equation in three dimensions is greatly reduced by considering an eigenfunction decomposition the method was tested on a two dimensional driven cavity flow and the results were compared with those of the most accurate finite difference calculation the three dimensional driven cavity flow was then calculated at the same reynolds numbers as the two dimensional cases i e re 100 400 and 1000 in the calculated results three dimensional boundary effects were observed in all cases and became more apparent with increasing reynolds number

spectral multigrid methods for elliptic equations ii a detailed description of spectral multigrid methods is provided this includes the interpolation and coarse grid operators for both periodic and dirichlet problems the spectral methods for periodic problems use fourier series and those for dirichlet problems are based upon chebyshev polynomials an improved preconditioning for dirichlet problems is given numerical examples and practical advice are included

shepard s interpolation for solution adaptive methods in numerical simulations of fluid dynamics problems solution adaptive methods have proven to be very powerful the implementation of the modified shepard s interpolation to the structured grids used in cfd is suggested and described in this paper which takes advantage of the logical grid structure this technique which is demonstrated to be robust efficient smoother and a more accurate alternative to linear interpolation is used in the remapping step during the solution adaption procedure applications to the solutions of the incompressible navier stokes equations both 2d and 3d are included

effective vorticity velocity formulations for three dimensional incompressible viscous flows the vorticity velocity formulation for incompressible viscous flows is studied the main concern is effective numerical solution of the kinematic cauchy riemann equations for velocity especially when the divergence free condition of vorticity is violated due to numerical error the mathematical formulation of a differential and an integral approaches are revisited a novel projection of vorticity onto the divergence free space and its application to the two approaches are studied as an illustration of the differential approach the 3d lid driven cavity problem is solved the projection scheme is justified through numerical tests by comparing it to a new fully divergence free scheme numerical tests indicate that keeping vorticity divergence free is important for obtaining correct and accurate solutions the theory and methods apply to other divergence free fields of physical interest as well such as that in electro magnetic dynamics

a heuristic procedure for stochastic integer programs with complete recourse in this paper we propose a successive approximation heuristic which solves large stochastic mixed integer programming problem with complete fixed recourse we refer to this method as the scenario updating method since it solves the problem by considering only a subset of scenarios which is updated at each iteration only those scenarios which imply a significant change in the objective function are added the algorithm is terminated when no such scenarios are available to enter in the current scenario subtree several rules to select scenarios are discussed bounds on heuristic solutions are computed by relaxing some of the non anticipativity constraints the proposed procedure is tested on a multistage stochastic batch sizing problem