a finite difference galerkin formulation for the incompressible navier stokes equations abstract the development of a new computational method for solving the incompressible navier stokes equations in primitive variable form is presented it is found that certain finite difference approximations for these equations can be transformed into an equivalent system which efficiently determines the discrete velocity field and which completely eliminates the pressure two such difference schemes for two dimensional problems are examined and some preliminary numerical results are discussed for the steady driven cavity problem

an unsplit higher order godunov method for scalar conservation laws in multiple dimensions abstract in this paper we develop an unsplit higher order godunov method for scalar conservation laws in two dimensions the method represents an extension for the special case being considered of methods developed by colella and by van leer in our method we begin with a piecewise bilinear representation of the solution on each grid cell a new piecewise bilinear representation at the next time level is then obtained from a two step procedure in the first step a conservative predictor corrector scheme derived from the integral form of the differential equation and characteristic considerations is used to obtain average values of the solution over grid cells at the new time level next these new average values are then used to construct a limited piecewise bilinear profile for each cell at the new time level the resulting method is shown to satisfy a maximum principle for constant coefficient linear advection computational results are presented comparing the new method to colella s method for linear advection the method is also applied to two model problems from porous media flow miscible and immiscible displacement the new scheme provides accurate resolution of sharp fronts without any significant distortion

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

a quadratic spline based interface quasi reconstruction algorithm for accurate tracking of two phase flows a new quadratic spline based interface quasi reconstruction algorithm is presented which provides an accurate and continuous representation of the interface in a multiphase domain and facilitates the direct estimation of local interfacial curvature the fluid interface in each of the mixed cells is represented by piecewise parabolic curves and an initial discontinuous plic approximation of the interface is progressively converted into a smooth quadratic spline made of these parabolic curves the conversion is achieved by a sequence of predictor corrector operations enforcing function c 0 and derivative c 1 continuity at the cell boundaries using simple analytical expressions for the continuity requirements the efficacy and accuracy of the current algorithm has been demonstrated using standard test cases involving reconstruction of known static interface shapes and dynamically evolving interfaces in prescribed flow situations these benchmark studies illustrate that the present algorithm performs excellently as compared to the other interface reconstruction methods available in literature quadratic rate of error reduction with respect to grid size has been observed in all the cases with curved interface shapes only in situations where the interface geometry is primarily flat the rate of convergence becomes linear with the mesh size the flow algorithm implemented in the current work is designed to accurately balance the pressure gradients with the surface tension force at any location as a consequence it is able to minimize spurious flow currents arising from imperfect normal stress balance at the interface this has been demonstrated through the standard test problem of an inviscid droplet placed in a quiescent medium finally the direct curvature estimation ability of the current algorithm is illustrated through the coupled multiphase flow problem of a deformable air bubble rising through a column of water

on convergence of block centered finite differences for elliptic problems we consider linear selfadjoint elliptic problems with neumann boundary conditions in rectangular domains we demonstrate that with sufficiently smooth data the discrete l 2 norm errors for tensor product block centered finite differences in both the approximate solution and its first derivatives are second order for all nonuniform grids extensions to nonselfadjoint and parabolic problems are discussed

stable and accurate pressure approximation for unsteady incompressible viscous flow how to properly specify boundary conditions for pressure is a longstanding problem for the incompressible navier stokes equations with no slip boundary conditions an analytical resolution of this issue stems from a recently developed formula for the pressure in terms of the commutator of the laplacian and leray projection operators here we make use of this formula to a improve the accuracy of computing pressure in two kinds of existing time discrete projection methods implicit in viscosity only and b devise new higher order accurate time discrete projection methods that extend a slip correction idea behind the well known finite difference scheme of kim and moin we test these schemes for stability and accuracy using various combinations of c 0 finite elements for all three kinds of time discretization one can obtain third order accuracy for both pressure and velocity without a time step stability restriction of diffusive type furthermore two kinds of projection methods are found stable using piecewise linear elements for both velocity and pressure

adaptive weak approximation of diffusions with jumps this work develops adaptive time stepping algorithms for the approximation of a functional of a diffusion with jumps based on a jump augmented monte carlo euler maruyama method which achieve a prescribed precision the main result is the derivation of new expansions for the time discretization error with computable leading order term in a posteriori form which are based on stochastic flows and discrete dual backward functions combined with proper estimation of the statistical error they lead to efficient and accurate computation of global error estimates extending the results by a szepessy r tempone and g e zouraris comm pure appl math 54 2001 pp 1169 1214 adaptive algorithms for either deterministic or trajectory dependent time stepping are proposed numerical examples show the performance of the proposed error approximations and the adaptive schemes

on error estimates of the projection methods for the navier stokes equations second order schemes we present in this paper a rigorous error analysis of several projection schemes for the approximation of the unsteady incompressible navier stokes equations the error analysis is accomplished by interpreting the respective projection schemes as second order time discretizations of a perturbed system which approximates the navier stokes equations numerical results in agreement with the error analysis are also presented

the accuracy of the fractional step method we analyze the accuracy of the fractional step method of kim and moin j comput phys 59 1985 pp 308 323 for the incompressible navier stokes equations we show that the boundary conditions cannot be exactly satisfied in the projection step and that this limits the accuracy of the method we also show that the pressure in any projection method can be at best first order accurate our analysis is simpler and more direct than the previous analyses of this method we also show that there is no numerical boundary layer for velocity or pressure but there is one for the auxiliary pressure variable

a new family of 5 5 cc 4oc schemes applicable for unsteady navier stokes equations in this paper a new family of implicit compact finite difference schemes for computation of unsteady convection diffusion equation with variable convection coefficient is proposed the schemes which are fourth order accurate in space and second or lower order accurate in time depending on the choice of weighted time average parameter are then applied to unsteady navier stokes system the proposed schemes where transport variable and its first derivatives are carried as the unknowns combine virtues of compact discretization and pade scheme for spatial derivative these schemes which are based on a five point stencil with constant coefficients named as 5 5 constant coefficient 4th order compact 5 5 cc 4oc give rise to a diagonally dominant system of equations and shows higher accuracy and better phase and amplitude error characteristics than some of the standard methods these schemes are capable of using a grid aspect ratio other than unity and are unconditionally stable they efficiently capture both transient and steady solutions of linear and nonlinear convection diffusion equations with dirichlet as well as neumann boundary conditions subsequently the proposed schemes are applied to problems governed by the incompressible navier stokes equations the results obtained are in excellent agreement with analytical and available numerical results in all cases establishing efficiency and accuracy of the proposed schemes

a cartesian grid embedded boundary method for hyperbolic conservation laws we present a second order godunov algorithm to solve time dependent hyperbolic systems of conservation laws on irregular domains our approach is based on a formally consistent discretization of the conservation laws on a finite volume grid obtained from intersecting the domain with a cartesian grid we address the small cell stability problem associated with such methods by hybridizing our conservative discretization with a stable nonconservative discretization at irregular control volumes and redistributing the difference in the mass increments to nearby cells in a way that preserves stability and local conservation the resulting method is second order accurate in l 1 for smooth problems and is robust in the presence of large amplitude discontinuities intersecting the irregular boundary

pressure stability in fractional step finite element methods for incompressible flows abstract the objective of this paper is to analyze the pressure stability of fractional step finite element methods for incompressible flows that use a pressure poisson equation for the classical first order projection method it is shown that there is a pressure control which depends on the time step size and therefore there is a lower bound for this time step for stability reasons the situation is much worse for a second order scheme in which part of the pressure gradient is kept in the momentum equation the pressure stability in this case is extremely weak to overcome these shortcomings a stabilized fractional step finite element method is also considered and its stability is analyzed some simple numerical examples are presented to support the theoretical results

multidimensional upwind methods for hyperbolic conservation laws abstract we present a class of second order conservative finite difference algorithms for solving numerically time dependent problems for hyperbolic conservation laws in several space variables these methods are upwind and multidimensional in that the numerical fluxes are obtained by solving the characteristic form of the full multidimensional equations at the zone edge and that all fluxes are evaluated and differenced at the same time in particular operator splitting is not used correct behavior at discontinuities is obtained by the use of solutions to the riemann problem and by limiting some of the second order terms numerical results are presented which show that the methods described here yield the same high resolution as the corresponding operator split methods

efficient implementation of thinc scheme in this paper we improve the multi dimensional thinc tangent of hyperbola for interface capturing scheme f xiao y honma t kono a simple algebraic interface capturing scheme using hyperbolic tangent function int j numer meth fluid 48 2005 1023 the thinc scheme is a vof volume of fluid type method in the original thinc scheme one dimensional thinc scheme was straightforwardly used for multi dimensional cases in this paper we propose the wlic weighed line interface calculation method to extend the thinc scheme to multi dimension in the wlic method the interface is reconstructed by taking an average of line interfaces along x y and z coordinates with the weights calculated from surface normal the wlic method can extend the thinc scheme to multi dimension while maintaining simplicity of implementation and achieve a higher accuracy than the original thinc scheme the wlic method can readily extend the thinc scheme to three dimension

a numerical method for the incompressible navier stokes equations based on an approximate projection in this method we present a fractional step discretization of the time dependent incompressible navier stokes equations the method is based on a projection formulation in which we first solve diffusion convection equations to predict intermediate velocities which are then projected onto the space of divergence free vector fields our treatment of the diffusion convection step uses a specialized second order upwind method for differencing the nonlinear convective terms that provides a robust treatment of these terms at a high reynolds number in contrast to conventional projection type discretizations that impose a discrete form of the divergence free constraint we only approximately impose the constraint i e the velocity field we compute is not exactly divergence free the approximate projection is computed using a conventional discretization of the laplacian and the resulting linear system is solved using conventional multigrid methods numerical examples are presented to validate the second order convergence of the method for euler finite reynolds number and stokes flow a second example illustrating the behavior of the algorithm on an unstable shear layer is also presented

a high order discontinuous galerkin method for 2d incompressible flows in this paper we introduce a high order discontinuous galerkin method for two dimensional incompressible flow in the vorticity stream function formulation the momentum equation is treated explicitly utilizing the efficiency of the discontinuous galerkin method the stream function is obtained by a standard poisson solver using continuous finite elements there is a natural matching between these two finite element spaces since the normal component of the velocity field is continuous across element boundaries this allows for a correct upwinding gluing in the discontinuous galerkin framework while still maintaining total energy conservation with no numerical dissipation and total enstrophy stability the method is efficient for inviscid or high reynolds number flows optimal error estimates are proved and verified by numerical experiments

a stable and convergent scheme for viscoelastic flow in contraction channels we present a new algorithm to simulate unsteady viscoelastic flows in abrupt contraction channels in our approach we split the viscoelastic terms of the oldroyd b constitutive equation using duhamel s formula and discretize the resulting pdes using a semi implicit finite difference method based on a lax wendroff method for hyperbolic terms in particular we leave a small residual elastic term in the viscous limit by design to make the hyperbolic piece well posed a projection method is used to impose the incompressibility constraint we are able to compute the full range of unsteady elastic flows in an abrupt contraction channel from the viscous limit to the elastic limit in a stable and convergent manner we demonstrate the range of our method for unsteady flow of a maxwell fluid with and without viscosity in planar contraction channels we also demonstrate stable and convergent results for benchmark high weissenberg number problems at we 1 and we 10

strong approximations of stochastic differential equations with jumps this paper is a survey of strong discrete time approximations of jump diffusion processes described by stochastic differential equations sdes it also presents new results on strong discrete time approximations for the specific case of pure jump sdes strong approximations based on jump adapted time discretizations which produce no discretization error in the case of pure jump processes are analyzed the computational complexity of these approximations is proportional to the jump intensity by exploiting a stochastic expansion for pure jump processes higher order discrete time approximations whose computational complexity is not dependent on the jump intensity are proposed for the specific case of pure jump sdes the strong order of convergence of strong taylor schemes is established under weaker conditions than those currently known in the literature

a wave propagation algorithm for viscoelastic fluids with spatially and temporally varying properties an algorithm is presented for simulating the fluid and stress equations that arise in a continuum model of platelet aggregation a l fogelson r d guy platelet wall interactions in continuum models of platelet thrombosis formulation and numerical solution math med biol 21 2004 293 334 the model is equivalent to models of viscoelastic fluids with spatially and temporally varying material parameters a subsystem containing the elastic terms is handled using a wave propagation algorithm two different methods for propagating waves are compared in computational tests one method linearizes the equations about cell edges and the other is based on the propagation of waves in a heterogeneous elastic medium when the viscoelastic fluid is in contact with a newtonian fluid the method based on linearization about the edges gives more accurate results no high weissenberg number instabilities were observed as long as the time step is chosen to obey a cfl condition the algorithm is stable and no unphysical oscillations appear in the solution 2007 elsevier b v all rights reserved

discrete exterior calculus discretization of incompressible navier stokes equations over surface simplicial meshes a conservative discretization of incompressible navier stokes equations is developed based on discrete exterior calculus dec a distinguishing feature of our method is the use of an algebraic discretization of the interior product operator and a combinatorial discretization of the wedge product the governing equations are first rewritten using the exterior calculus notation replacing vector calculus differential operators by the exterior derivative hodge star and wedge product operators the discretization is then carried out by substituting with the corresponding discrete operators based on the dec framework numerical experiments for flows over surfaces reveal a second order accuracy for the developed scheme when using structured triangular meshes and first order accuracy for otherwise unstructured meshes by construction the method is conservative in that both mass and vorticity are conserved up to machine precision the relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step

optimal simulation schemes for levy driven stochastic differential equations we consider a general class of high order weak approximation schemes for stochastic differential equations driven by levy processes with infinite activity these schemes combine a compound poisson approximation for the jump part of the levy process with a high order scheme for the brownian driven component applied between the jump times the overall approximation is analyzed using a stochastic splitting argument the resulting error bound involves separate contributions of the compound poisson approximation and of the discretization scheme for the brownian part and allows on one hand to balance the two contributions in order to minimize the computational time and on the other hand to study the optimal design of the approximating compound poisson process for driving processes whose levy measure explodes near zero in a regularly varying way this procedure allows to construct discretization schemes with arbitrary order of convergence

physically motivated domain decomposition for singularly perturbed equations a domain decomposition algorithm suitable for the efficient and accurate solution of a parabolic reaction convection diffusion equation with small parameter multiplying the diffusion term is presented convergence is established via maximum principle arguments the equation arises in the modeling of laminar transonic flow decomposition into subdomains is accomplished via singular perturbation analysis which dictates regions where certain reduced equations may be solved in place of the full equation effectively preconditioning the problem this paper concentrates on the theoretical basis of the method establishing local and global a priori error bounds

a second order projection method for the incompressible navier stokes equations in this paper we describe a second order projection method for the time dependent incom pressible navier stokes equations as in the original projection method developed by chorin we first solve diffusion convection equations to predict intermediate velocities which are then projected onto the space of divergence free vector fields by introducing more coupling between the diffusion onvection step and the projection step we obtain a temporal discretiza tion that is second order accurate our treatment of the diffusion convection step uses a specialized higher order godunov method for differencing the nonlinear convective terms that provides a robust treatment of these terms at high reynolds number the godunov procedure is second order accurate for smooth flow and remains stable for discontinuous initial data even in the zero viscosity limit we approximate the projection directly using a galerkin procedure that uses a local basis for discretely divergence free vector fields numerical results are presented validating the convergence properties of the method we also apply the method to doubly periodic shear layers to assess the performance of the method on more difficult

traveling waves and shocks in a viscoelastic generalization of burgers equation we consider traveling wave phenomena for a viscoelastic generalization of burgers equation for asymptotically constant velocity profiles we find three classes of solutions corresponding to smooth traveling waves piecewise smooth waves and piecewise constant shock solutions each solution type is possible for a given pair of asymptotic limits and we characterize the dynamics in terms of the relaxation time and viscosity

spinor focus wave modes new solutions of the homogeneous spinor wave equation are obtained they are similar to the focus wave mode solutions of maxwell s equations leading to a gaussian pulse energy a weighted superposition of these modes may supply finite energy pulses the particular case of bessel weight functions is discussed

cubature on wiener space it is well known that there is a mathematical equivalence between solving parabolic partial differential equations pdes and the integration of certain functionals on wiener space monte carlo simulation of stochastic differential equations sdes is a naive approach based on this underlying principle in finite dimensions it is well known that cubature can be a very effective approach to integration we discuss the appropriate extension of this idea to wiener space in the process we develop high order numerical schemes valid for high dimensional sdes and semi elliptic pdes

focused waves and the scalar wave equation new solutions of the free space wave equation are studied and particular forms of these new solutions lead naturally to the localized wave solutions that have recently been reported in the literature localized waves exhibit a high degree of spatial and temporal localization choosing the characteristic variables z ct z ct the green s function is constructed for the scalar wave equation with this form for the green s function it is shown how a relatively simple line source of infinite extent aligned with the propagation axis gives rise to a propagated field which exhibits a degree of transverse focusing

gerris a tree based adaptive solver for the incompressible euler equations in complex geometries an adaptive mesh projection method for the time dependent incompressible euler equations is presented the domain is spatially discretised using quad octrees and a multilevel poisson solver is used to obtain the pressure complex solid boundaries are represented using a volume of fluid approach second order convergence in space and time is demonstrated on regular statically and dynamically refined grids the quad octree discretisation proves to be very flexible and allows accurate and efficient tracking of flow features the source code of the method implementation is freely available

improving the speed and accuracy of projection type incompressible flow solvers abstract superseding so called first generation incompressible flow solvers of the projection type based on taylor galerkin advection second order pressure damping and element based data structures the current second generation solvers based on high order upwind advection fourth order pressure damping and edge based data structures have now been in use for half a decade and have proven remarkably robust and efficient for many large scale problems in order to achieve higher accuracy and speed these solvers have recently been enhanced in a variety of ways a substepping for advection b implicit treatment of advective terms via sgs and gmres lu sgs iterative solvers c fully implicit time accurate advancement of pressure and velocities and d linelet preconditioning for the pressure poisson equation the combined effect of these third generation improvements leads to speedups of the order of o 1 5 1 10 with similar or even better temporal accuracy as demonstrated on a variety of academic and industrial problems

a new algorithm for solving some mechanical problems this paper explores the utility of a discrete singular convolution algorithm for solving certain mechanical problems benchmark mechanical systems including plate vibrations and incompressible flows are employed to illustrate the robustness and to test accuracy of the present algorithm numerical results indicate that the present approach is very accurate efficient and reliable for solving the aforementioned problems

the euler scheme for levy driven stochastic differential equations in relation with monte carlo methods to solve some integro differential equations we study the approximation problem of ee g x t by ee g bar x t n where x t 0 leq t leq t is the solution of a stochastic differential equation governed by a levy process z t bar x n t is defined by the euler discretization scheme with step fractn with appropriate assumptions we show that the error ee g x t ee g bar x t n can be expanded in powers of frac1n if the levy measure of z has finite moments of order high enough otherwise the rate of convergence is slower and its speed depends on the behavior of the tails of the levy measure the simulation of the increments of z t is also discussed

uncoupled temporally second order accurate implicit solver of incompressible navier stokes equations an efficient method with temporal second order accuracy for solving the incompressible navier stokes equations in generalized coordinate systems is developed efficiency is obtained by extending an existing fractional step semi implicit solver into an implicit one with implicit approximation of the convection terms a novel three level linearization scheme is proposed to decouple the momentum equations from one another in addition to the fractional step approach that decouples the continuity equation from the momentum equations consequently all of the governing equations are uncoupled without degrading temporal accuracy or stability and without the need for iterations to solve the nonlinear system of equations at each time level the proposed decoupling technique can be used for other systems of nonlinear and time dependent partial differential equations moreover only minor modifications are required to apply the method to existing two level schemes several test cases confirm that the proposed decoupled scheme has temporal second order accuracy and allows the use of large time steps

a well conditioned augmented system for solving navier stokes equations in irregular domains an augmented method based on a cartesian grid is proposed for the incompressible navier stokes equations in irregular domains the irregular domain is embedded into a rectangular one so that a fast poisson solver can be utilized in the projection method unlike several methods suggested in the literature that set the force strengths as unknowns which often results in an ill conditioned linear system we set the jump in the normal derivative of the velocity as the augmented variable the new approach improves the condition number of the system for the augmented variable significantly using the immersed interface method we are able to achieve second order accuracy for the velocity numerical results and comparisons to benchmark tests are given to validate the new method a lid driven cavity flow with multiple obstacles and different geometries are also presented

on the evanescent fields and the causality of the focus wave modes the diverging and converging field components of the source free focus wave modes are studied within the framework of both the whittaker and weyl plane wave expansions it is shown that in the weyl picture the evanescent fields associated with the diverging and converging components of the focus wave mode solution cancel each other identically the source free focus wave modes are hence composed solely of backward and forward propagating components of the whittaker type it will also be shown that no evanescent fields are associated with the causal excitation of an aperture by an initial focus wave mode field the diverging field however is composed solely of causal components that propagate away from the aperture with a specific choice of parameters the field generated by the aperture is a very good approximation to the source free solution under the same conditions the original focus wave mode solution is composed predominantly of causal forward propagating fields

a hybrid particle level set method for improved interface capturing in this paper we propose a new numerical method for improving the mass conservation properties of the level set method when the interface is passively advected in a flow field our method uses lagrangian marker particles to rebuild the level set in regions which are underresolved this is often the case for flows undergoing stretching and tearing the overall method maintains a smooth geometrical description of the interface and the implementation simplicity characteristic of the level set method our method compares favorably with volume of fluid methods in the conservation of mass and purely lagrangian schemes for interface resolution the method is presented in three spatial dimensions