A finite element method for nonlinear elliptic problems

We present a Galerkin method with piecewise polynomial continuous elements for fully nonlinear elliptic equations. A key tool is the discretization proposed in Lakkis and Pryer, 2011, allowing us to work directly on the strong form of a linear PDE. An added benefit to making use of this discretization method is that a recovered (finite element) Hessian is a byproduct of the solution process. We build on the linear method and ultimately construct two different methodologies for the solution of second order fully nonlinear PDEs. Benchmark numerical results illustrate the convergence properties of the scheme for some test problems as well as the Monge–Amp`ere equation and the Pucci equation.

A finite element method for second order nonvariational elliptic problems

We propose a numerical method to approximate the solution of second order elliptic problems in nonvariational form. The method is of Galerkin type using conforming finite elements and applied directly to the nonvariational (nondivergence) form of a second order linear elliptic problem. The key tools are an appropriate concept of “finite element Hessian” and a Schur complement approach to solving the resulting linear algebra problem. The method is illustrated with computational experiments on three linear and one quasi-linear PDE, all in nonvariational form.

A simplified mathematical model for urban microclimate simulation

Techniques for modelling urban microclimates and urban block surfaces temperatures are desired by urban planners and architects for strategic urban designs at the early design stages. This paper introduces a simplified mathematical model for urban simulations (UMsim) including urban surfaces temperatures and microclimates. The nodal network model has been developed by integrating coupled thermal and airflow model. Direct solar radiation, diffuse radiation, reflected radiation, long-wave radiation, heat convection in air and heat transfer in the exterior walls and ground within the complex have been taken into account. The relevant equations have been solved using the finite difference method under the Matlab platform. Comparisons have been conducted between the data produced from the simulation and that from an urban experimental study carried out in a real architectural complex on the campus of Chongqing University, China in July 2005 and January 2006. The results show a satisfactory agreement between the two sets of data. The UMsim can be used to simulate the microclimates, in particular the surface temperatures of urban blocks, therefore it can be used to assess the impact of urban surfaces properties on urban microclimates. The UMsim will be able to produce robust data and images of urban environments for sustainable urban design.

Flux difference splitting for open channel flows

A finite difference scheme based on flux difference splitting is presented for the solution of the one-dimensional shallow-water equations in open channels, together with an extension to two-dimensional flows. A linearized problem, analogous to that of Riemann for gas dynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearized problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second-order scheme which avoids non-physical, spurious oscillations. The scheme is applied to a one-dimensional dam-break problem, and to a problem of flow in a river whose geometry induces a region of supercritical flow. The scheme is also applied to a two-dimensional dam-break problem. The numerical results are compared with the exact solution, or other numerical results, where available.

A combined BIE-FE method for the Stokes equations

A numerical algorithm for the biharmonic equation in domains with piecewise smooth boundaries is presented. It is intended for problems describing the Stokes flow in the situations where one has corners or cusps formed by parts of the domain boundary and, due to the nature of the boundary conditions on these parts of the boundary, these regions have a global effect on the shape of the whole domain and hence have to be resolved with sufficient accuracy. The algorithm combines the boundary integral equation method for the main part of the flow domain and the finite-element method which is used to resolve the corner/cusp regions. Two parts of the solution are matched along a numerical ‘internal interface’ or, as a variant, two interfaces, and they are determined simultaneously by inverting a combined matrix in the course of iterations. The algorithm is illustrated by considering the flow configuration of ‘curtain coating’, a flow where a sheet of liquid impinges onto a moving solid substrate, which is particularly sensitive to what happens in the corner region formed, physically, by the free surface and the solid boundary. The ‘moving contact line problem’ is addressed in the framework of an earlier developed interface formation model which treats the dynamic contact angle as part of the solution, as opposed to it being a prescribed function of the contact line speed, as in the so-called ‘slip models’. Keywords: Dynamic contact angle; finite elements; free surface flows; hybrid numerical technique; Stokes equations.

Scale-invariant moving finite elements for nonlinear partial differential equations in two dimensions

A scale-invariant moving finite element method is proposed for the adaptive solution of nonlinear partial differential equations. The mesh movement is based on a finite element discretisation of a scale-invariant conservation principle incorporating a monitor function, while the time discretisation of the resulting system of ordinary differential equations is carried out using a scale-invariant time-stepping which yields uniform local accuracy in time. The accuracy and reliability of the algorithm are successfully tested against exact self-similar solutions where available, and otherwise against a state-of-the-art h-refinement scheme for solutions of a two-dimensional porous medium equation problem with a moving boundary. The monitor functions used are the dependent variable and a monitor related to the surface area of the solution manifold. (c) 2005 IMACS. Published by Elsevier B.V. All rights reserved.

A comparative study of Java and C performance in two large-scale parallel applications

In the 1990s the Message Passing Interface Forum defined MPI bindings for Fortran, C, and C++. With the success of MPI these relatively conservative languages have continued to dominate in the parallel computing community. There are compelling arguments in favour of more modern languages like Java. These include portability, better runtime error checking, modularity, and multi-threading. But these arguments have not converted many HPC programmers, perhaps due to the scarcity of full-scale scientific Java codes, and the lack of evidence for performance competitive with C or Fortran. This paper tries to redress this situation by porting two scientific applications to Java. Both of these applications are parallelized using our thread-safe Java messaging system—MPJ Express. The first application is the Gadget-2 code, which is a massively parallel structure formation code for cosmological simulations. The second application uses the finite-domain time-difference method for simulations in the area of computational electromagnetics. We evaluate and compare the performance of the Java and C versions of these two scientific applications, and demonstrate that the Java codes can achieve performance comparable with legacy applications written in conventional HPC languages. Copyright © 2009 John Wiley & Sons, Ltd.

Approximate Riemann solutions of the two-dimensional shallow-water equations

A finite-difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow-water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gasdynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearised problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second-order scheme which avoids non-physical, spurious oscillations. An extension to the two-dimensional equations with source terms, is included. The scheme is applied to a dam-break problem with cylindrical symmetry.

An efficient numerical scheme for the Euler equations

A finite difference scheme based on flux difference splitting is presented for the solution of the Euler equations for the compressible flow of an ideal gas. A linearised Riemann problem is defined, and a scheme based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency, leading to arithmetic averaging. This is in contrast to the usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. The scheme is applied to a shock tube problem and a blast wave problem. Each approximate solution compares well with those given by other schemes, and for the shock tube problem is in agreement with the exact solution.

An efficient numerical scheme for the two-dimensional shallow water equations using arithmetic averaging

A finite difference scheme based on flux difference splitting is presented for the solution of the two-dimensional shallow water equations of ideal fluid flow. A linearised problem, analogous to that of Riemann for gas dynamics is defined, and a scheme, based on numerical characteristic decomposition is presented for obtaining approximate solutions to the linearised problem, and incorporates the technique of operator splitting. An average of the flow variables across the interface between cells is required, and this average is chosen to be the arithmetic mean for computational efficiency leading to arithmetic averaging. This is in contrast to usual ‘square root’ averages found in this type of Riemann solver, where the computational expense can be prohibitive. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids nonphysical, spurious oscillations. An extension to the two-dimensional equations with source terms is included. The scheme is applied to the one-dimensional problems of a breaking dam and reflection of a bore, and in each case the approximate solution is compared to the exact solution of ideal fluid flow. The scheme is also applied to a problem of stationary bore generation in a channel of variable cross-section. Finally, the scheme is applied to two other dam-break problems, this time in two dimensions with one having cylindrical symmetry. Each approximate solution compares well with those given by other authors.

Prediction of supercritical flow in open channels

A finite difference scheme based on flux difference splitting is presented for the solution of the one-dimensional shallow water equations in open channels. A linearised problem, analogous to that of Riemann for gas dynamics, is defined and a scheme, based on numerical characteristic decomposition, is presented for obtaining approximate solutions to the linearised problem. The method of upwind differencing is used for the resulting scalar problems, together with a flux limiter for obtaining a second order scheme which avoids non-physical, spurious oscillations. The scheme is applied to a problem of flow in a river whose geometry induces a region of supercritical flow.

Second order accurate upwind difference schemes for scalar conservation laws with source terms

A second order accurate, characteristic-based, finite difference scheme is developed for scalar conservation laws with source terms. The scheme is an extension of well-known second order scalar schemes for homogeneous conservation laws. Such schemes have proved immensely powerful when applied to homogeneous systems of conservation laws using flux-difference splitting. Many application areas, however, involve inhomogeneous systems of conservation laws with source terms, and the scheme presented here is applied to such systems in a subsequent paper.

A hybrid data assimilation scheme for model parameter estimation: application to morphodynamic modelling

We present a novel algorithm for joint state-parameter estimation using sequential three dimensional variational data assimilation (3D Var) and demonstrate its application in the context of morphodynamic modelling using an idealised two parameter 1D sediment transport model. The new scheme combines a static representation of the state background error covariances with a flow dependent approximation of the state-parameter cross-covariances. For the case presented here, this involves calculating a local finite difference approximation of the gradient of the model with respect to the parameters. The new method is easy to implement and computationally inexpensive to run. Experimental results are positive with the scheme able to recover the model parameters to a high level of accuracy. We expect that there is potential for successful application of this new methodology to larger, more realistic models with more complex parameterisations.

A depth-integrated 2D coastal and estuarine model with conformal boundary-fitted mesh generation

Details are given of the development and application of a 2D depth-integrated, conformal boundary-fitted, curvilinear model for predicting the depth-mean velocity field and the spatial concentration distribution in estuarine and coastal waters. A numerical method for conformal mesh generation, based on a boundary integral equation formulation, has been developed. By this method a general polygonal region with curved edges can be mapped onto a regular polygonal region with the same number of horizontal and vertical straight edges and a multiply connected region can be mapped onto a regular region with the same connectivity. A stretching transformation on the conformally generated mesh has also been used to provide greater detail where it is needed close to the coast, with larger mesh sizes further offshore, thereby minimizing the computing effort whilst maximizing accuracy. The curvilinear hydrodynamic and solute model has been developed based on a robust rectilinear model. The hydrodynamic equations are approximated using the ADI finite difference scheme with a staggered grid and the solute transport equation is approximated using a modified QUICK scheme. Three numerical examples have been chosen to test the curvilinear model, with an emphasis placed on complex practical applications

The influence of viscous and latent heating on crystal-rich magma flow in a conduit

The flow dynamics of crystal-rich high-viscosity magma is likely to be strongly influenced by viscous and latent heat release. Viscous heating is observed to play an important role in the dynamics of fluids with temperature-dependent viscosities. The growth of microlite crystals and the accompanying release of latent heat should play a similar role in raising fluid temperatures. Earlier models of viscous heating in magmas have shown the potential for unstable (thermal runaway) flow as described by a Gruntfest number, using an Arrhenius temperature dependence for the viscosity, but have not considered crystal growth or latent heating. We present a theoretical model for magma flow in an axisymmetric conduit and consider both heating effects using Finite Element Method techniques. We consider a constant mass flux in a 1-D infinitesimal conduit segment with isothermal and adiabatic boundary conditions and Newtonian and non-Newtonian magma flow properties. We find that the growth of crystals acts to stabilize the flow field and make the magma less likely to experience a thermal runaway. The additional heating influences crystal growth and can counteract supercooling from degassing-induced crystallization and drive the residual melt composition back towards the liquidus temperature. We illustrate the models with results generated using parameters appropriate for the andesite lava dome-forming eruption at Soufriere Hills Volcano, Montserrat. These results emphasize the radial variability of the magma. Both viscous and latent heating effects are shown to be capable of playing a significant role in the eruption dynamics of Soufriere Hills Volcano. Latent heating is a factor in the top two kilometres of the conduit and may be responsible for relatively short-term (days) transients. Viscous heating is less restricted spatially, but because thermal runaway requires periods of hundreds of days to be achieved, the process is likely to be interrupted. Our models show that thermal evolution of the conduit walls could lead to an increase in the effective diameter of flow and an increase in flux at constant magma pressure.