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.

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.

On asymptotic behavior at infinity and the finite section method for integral equations on the half-line

e consider integral equations on the half-line of the form and the finite section approximation to x obtained by replacing the infinite limit of integration by the finite limit β. We establish conditions under which, if the finite section method is stable for the original integral equation (i.e. exists and is uniformly bounded in the space of bounded continuous functions for all sufficiently large β), then it is stable also for a perturbed equation in which the kernel k is replaced by k + h. The class of perturbations allowed includes all compact and some non-compact perturbations of the integral operator. Using this result we study the stability and convergence of the finite section method in the space of continuous functions x for which ()()()=−∫∞dttxt,sk)s(x0()syβxβx()sxsp+1 is bounded. With the additional assumption that ()(tskt,sk−≤ where ()()(),qsomefor,sassOskandRLkq11>+∞→=∈− we show that the finite-section method is stable in the weighted space for ,qp≤≤0 provided it is stable on the space of bounded continuous functions. With these results we establish error bounds in weighted spaces for x - xβ and precise information on the asymptotic behaviour at infinity of x. We consider in particular the case when the integral operator is a perturbation of a Wiener-Hopf operator and illustrate this case with a Wiener-Hopf integral equation arising in acoustics.

A moving point approach to model shallow ice sheets: a study case with radially-symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly and the waiting time behaviours to be modelled efficiently. A finite difference moving point scheme is derived and applied in a simplified context (continental radially-symmetrical shallow ice approximation). The scheme, which is inexpensive, is validated by comparing the results with moving-margin exact solutions and steady states. In both cases the scheme is able to track the position of the ice sheet margin with high precision.

A moving-point approach to model shallow ice sheets: a study case with radially symmetrical ice sheets

Predicting the evolution of ice sheets requires numerical models able to accurately track the migration of ice sheet continental margins or grounding lines. We introduce a physically based moving-point approach for the flow of ice sheets based on the conservation of local masses. This allows the ice sheet margins to be tracked explicitly. Our approach is also well suited to capture waiting-time behaviour efficiently. A finite-difference moving-point scheme is derived and applied in a simplified context (continental radially symmetrical shallow ice approximation). The scheme, which is inexpensive, is verified by comparing the results with steady states obtained from an analytic solution and with exact moving-margin transient solutions. In both cases the scheme is able to track the position of the ice sheet margin with high accuracy.

Evaluation of a bounded high order upwind scheme for 3D incompressible free surface flow computations

fit the context of normalized variable formulation (NVF) of Leonard and total variation diminishing (TVD) constraints of Harten. this paper presents an extension of it previous work by the authors for solving unsteady incompressible flow problems. The main contributions of the paper are threefold. First, it presents the results of the development and implementation of a bounded high order upwind adaptative QUICKEST scheme in the 3D robust code (Freeflow), for the numerical solution of the full incompressible Navier-Stokes equations. Second, it reports numerical simulation results for 1D hock tube problem, 2D impinging jet and 2D/3D broken clam flows. Furthermore, these results are compared with existing analytical and experimental data. And third, it presents the application of the numerical method for solving 3D free surface flow problems. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved,

A Direct Numerov Sixth-order Numerical Scheme to Accurately Solve the Unidimensional Poisson Equation with Dirichlet Boundary Conditions

In this article, we present an analytical direct method, based on a Numerov three-point scheme, which is sixth order accurate and has a linear execution time on the grid dimension, to solve the discrete one-dimensional Poisson equation with Dirichlet boundary conditions. Our results should improve numerical codes used mainly in self-consistent calculations in solid state physics.

ENO adaptive method for solving one-dimensional conservation laws

In this work an efficient third order non-linear finite difference scheme for solving adaptively hyperbolic systems of one-dimensional conservation laws is developed. The method is based oil applying to the solution of the differential equation an interpolating wavelet transform at each time step, generating a multilevel representation for the solution, which is thresholded and a sparse point representation is generated. The numerical fluxes obtained by a Lax-Friedrichs flux splitting are evaluated oil the sparse grid by an essentially non-oscillatory (ENO) approximation, which chooses the locally smoothest stencil among all the possibilities for each point of the sparse grid. The time evolution of the differential operator is done on this sparse representation by a total variation diminishing (TVD) Runge-Kutta method. Four classical examples of initial value problems for the Euler equations of gas dynamics are accurately solved and their sparse solutions are analyzed with respect to the threshold parameters, confirming the efficiency of the wavelet transform as an adaptive grid generation technique. (C) 2008 IMACS. Published by Elsevier B.V. All rights reserved.

A DISCRETIZATION SCHEME FOR AN ONE-DIMENSIONAL REACTION-DIFFUSION EQUATION WITH DELAY AND ITS DYNAMICS

The goal of this paper is to present an approximation scheme for a reaction-diffusion equation with finite delay, which has been used as a model to study the evolution of a population with density distribution u, in such a way that the resulting finite dimensional ordinary differential system contains the same asymptotic dynamics as the reaction-diffusion equation.

A bounded upwinding scheme for computing convection-dominated transport problems

Fundação de Amparo à Pesquisa do Estado de São Paulo (FAPESP)

A fully adaptive multiresolution scheme for shock computations

The scheme is based on Ami Harten's ideas (Harten, 1994), the main tools coming from wavelet theory, in the framework of multiresolution analysis for cell averages. But instead of evolving cell averages on the finest uniform level, we propose to evolve just the cell averages on the grid determined by the significant wavelet coefficients. Typically, there are few cells in each time step, big cells on smooth regions, and smaller ones close to irregularities of the solution. For the numerical flux, we use a simple uniform central finite difference scheme, adapted to the size of each cell. If any of the required neighboring cell averages is not present, it is interpolated from coarser scales. But we switch to ENO scheme in the finest part of the grids. To show the feasibility and efficiency of the method, it is applied to a system arising in polymer-flooding of an oil reservoir. In terms of CPU time and memory requirements, it outperforms Harten's multiresolution algorithm.The proposed method applies to systems of conservation laws in 1Dpartial derivative(t)u(x, t) + partial derivative(x)f(u(x, t)) = 0, u(x, t) is an element of R-m. (1)In the spirit of finite volume methods, we shall consider the explicit schemeupsilon(mu)(n+1) = upsilon(mu)(n) - Deltat/hmu ((f) over bar (mu) - (f) over bar (mu)-) = [Dupsilon(n)](mu), (2)where mu is a point of an irregular grid Gamma, mu(-) is the left neighbor of A in Gamma, upsilon(mu)(n) approximate to 1/mu-mu(-) integral(mu-)(mu) u(x, t(n))dx are approximated cell averages of the solution, (f) over bar (mu) = (f) over bar (mu)(upsilon(n)) are the numerical fluxes, and D is the numerical evolution operator of the scheme.According to the definition of (f) over bar (mu), several schemes of this type have been proposed and successfully applied (LeVeque, 1990). Godunov, Lax-Wendroff, and ENO are some of the popular names. Godunov scheme resolves well the shocks, but accuracy (of first order) is poor in smooth regions. Lax-Wendroff is of second order, but produces dangerous oscillations close to shocks. ENO schemes are good alternatives, with high order and without serious oscillations. But the price is high computational cost.Ami Harten proposed in (Harten, 1994) a simple strategy to save expensive ENO flux calculations. The basic tools come from multiresolution analysis for cell averages on uniform grids, and the principle is that wavelet coefficients can be used for the characterization of local smoothness.. Typically, only few wavelet coefficients are significant. At the finest level, they indicate discontinuity points, where ENO numerical fluxes are computed exactly. Elsewhere, cheaper fluxes can be safely used, or just interpolated from coarser scales. Different applications of this principle have been explored by several authors, see for example (G-Muller and Muller, 1998).Our scheme also uses Ami Harten's ideas. But instead of evolving the cell averages on the finest uniform level, we propose to evolve the cell averages on sparse grids associated with the significant wavelet coefficients. This means that the total number of cells is small, with big cells in smooth regions and smaller ones close to irregularities. This task requires improved new tools, which are described next.

Evaluation of a bounded high order upwind scheme for 3D incompressible free surface flow computations

fit the context of normalized variable formulation (NVF) of Leonard and total variation diminishing (TVD) constraints of Harten. this paper presents an extension of it previous work by the authors for solving unsteady incompressible flow problems. The main contributions of the paper are threefold. First, it presents the results of the development and implementation of a bounded high order upwind adaptative QUICKEST scheme in the 3D robust code (Freeflow), for the numerical solution of the full incompressible Navier-Stokes equations. Second, it reports numerical simulation results for 1D hock tube problem, 2D impinging jet and 2D/3D broken clam flows. Furthermore, these results are compared with existing analytical and experimental data. and third, it presents the application of the numerical method for solving 3D free surface flow problems. (C) 2007 IMACS. Published by Elsevier B.V. All rights reserved,

Numerical approximation of the Ginzburg-Landau equation with memory effects in the dynamics of phase transitions

Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES)

Numerical simulation of viscous three-dimensional flow over aerospace vehicles using Euler/boundary-layer zonal approach

This paper presents a viscous three-dimensional simulations coupling Euler and boundary layer codes for calculating flows over arbitrary surfaces. The governing equations are written in a general non orthogonal coordinate system. The Levy-Lees transformation generalized to three-dimensional flows is utilized. The inviscid properties are obtained from the Euler equations using the Beam and Warming implicit approximate factorization scheme. The resulting equations are discretized and approximated by a two-point fmitedifference numerical scheme. The code developed is validated and applied to the simulation of the flowfield over aerospace vehicle configurations. The results present good correlation with the available data.

Modelagem sísmica via métodos das diferenças finitas: caso da bacia do Amazonas

Este trabalho tem por objetivo apresentar os resultados da modelagem sísmica em meios com fortes descontinuidades de propriedades físicas, com ênfase na existência de difrações e múltiplas reflexões, tendo a Bacia do Amazonas como referência à modelagem. As condições de estabilidade e de fronteiras utilizadas no cálculo do campo de ondas sísmicas foram analisadas numericamente pelo método das diferenças finitas, visando melhor compreensão e controle da interpretação de dados sísmicos. A geologia da Bacia do Amazonas é constituída por rochas sedimentares depositadas desde o Ordoviciano até o Recente que atingem espessuras da ordem de 5 km. Os corpos de diabásio, presentes entre os sedimentos paleozóicos, estão dispostos na forma de soleiras, alcançam espessuras de centenas de metros e perfazem um volume total de aproximadamente 90000 Km³. A ocorrência de tais estruturas é responsável pela existência de reflexões múltiplas durante a propagação da onda sísmica o que impossibilita melhor interpretação dos horizontes refletores que se encontram abaixo destas soleiras. Para representar situações geológicas desse tipo foram usados um modelo (sintético) acústico de velocidades e um código computacional elaborado via método das diferenças finitas com aproximação de quarta ordem no espaço e no tempo da equação da onda. A aplicação dos métodos de diferenças finitas para o estudo de propagação de ondas sísmicas melhorou a compreensão sobre a propagação em meios onde existem heterogeneidades significativas, tendo como resultado boa resolução na interpretação dos eventos de reflexão sísmica em áreas de interesse. Como resultado dos experimentos numéricos realizados em meio de geologia complexa, foi observada a influência significativa das reflexões múltiplas devido à camada de alta velocidade, isto provocou maior perda de energia e dificultou a interpretação dos alvos. Por esta razão recomenda-se a integração de dados de superfície com os de poço, com o objetivo de obter melhor imagem dos alvos abaixo das soleiras de diabásio.