Difference schemes on non-uniform mesh and their application

High order accurate schemes are needed to simulate the multi-scale complex flow fields to get fine structures in simulation of the complex flows with large gradient of fluid parameters near the wall, and schemes on non-uniform mesh are desirable for many CFD (computational fluid dynamics) workers. The construction methods of difference approximations and several difference approximations on non-uniform mesh are presented. The accuracy of the methods and the influence of stretch ratio of the neighbor mesh increment on accuracy are discussed. Some comments on these methods are given, and comparison of the accuracy of the results obtained by schemes based on both non-uniform mesh and coordinate transformation is made, and some numerical examples with non-uniform mesh are presented.

槽道湍流的直接数值模拟

通过直接数值模拟(DNS)研究槽道湍流的性质和机理。包含五个部分：1）湍流直接数值模拟的差分方法研究。2）求解不可压N－S方程的高效算法和不可压槽道湍流的直接数值模拟。3）可压缩槽道湍流的直接数值模拟和压缩性机理分析。4）“二维湍流”的机理分析。5）槽道湍流的标度律分析。1．针对壁湍流计算网格变化剧烈的特点，构造了基于非等距网格的的迎风紧致格式。该方法直接针对计算网格构造格式中的系数，克服了传统方法采用 Jacobian 变换因网格变化剧烈而带来的误差。针对湍流场的多尺度特性分析了差分格式的精度、网格尺度与数值模拟能分辨的最小尺度的关系，给出不同差分格式对计算网格步长的限制。同时分析了计算中混淆误差的来源和控制方法，指出了迎风型紧致格式能很好地控制混淆误差。2．将上述格式与三阶精度的Adams半隐格式相结合，构造了不可压槽道湍流直接数值模拟的高效算法。该算法利用基于交错网格的离散形式的压力Poisson方程求解压力项，避免了压力边界条件处理的困难。利用FFT对方程中的隐式部分进行解耦，解耦后的方程采用追赶法（LU分解法）求解，大大减少了计算量。为了检验该方法，进行了三维不可压槽道湍流的直接数值模拟，得到了Re＝2800的充分发展不可压槽道湍流，并对该湍流场进行了统计分析。包括脉动速度偏斜因子在内的各阶统计量与实验结果及Kim等人的计算结果吻合十分理想，说明本方法是行之有效的。3．进行了三维充分发展的可压缩槽道湍流的直接数值模拟。得到了 Re=3300，Ma=0.8的充分发展可压槽道湍流的数据库。流场的统计特征（如等效平均速度分布，“半局部”尺度无量纲化的脉动速度均方根）和他人的数值计算结果吻合。得到了可压槽道湍流的各阶统计量，其中脉动速度的偏斜因子和平坦因子等高阶统计量尚未见其他文献报道。同时还分析了压缩性效应对壁湍流影响的机理，指出近壁处的压力－膨胀项将部分湍流脉动的动能转换成内能，使得可压湍流近壁速度条带结构更加平整。4．模拟了二维不可压槽道流动的饱和态（所谓“二维湍流”），分析了“二维槽道湍流”的非线性行为特征。分析了流场中的上抛－下扫和间歇现象，研究了“二维湍流”与三维湍流的区别。指出“二维湍流”反映了三维湍流的部分特征，同时指出了展向扰动对于湍流核心区发展的重要性。5．首次对可压缩槽道湍流及“二维槽道湍流”标度律进行了分析，得出了以下结论：a）槽道湍流中，在槽道中心线附近较宽的区域，存在标度律。b）该区域流场存在扩展自相似性（ESS）。c）在Mach数不是很高时，压缩性对标度指数影响不大。本文结果同SL标度律的理论值吻合较好，有效支持了该理论。对“二维槽道湍流”也有相似的结论，但与三维湍流不同的是，“二维槽道湍流”存在标度律的区域更宽，近壁处的标度指数比中心处有所升高。

On Solutions of Holonomic Divided-Difference Equations on Non-Uniform Lattices

The main aim of this paper is the development of suitable bases (replacing the power basis x^n (n\in\IN_\le 0) which enable the direct series representation of orthogonal polynomial systems on non-uniform lattices (quadratic lattices of a discrete or a q-discrete variable). We present two bases of this type, the first of which allows to write solutions of arbitrary divided-difference equations in terms of series representations extending results given in [16] for the q-case. Furthermore it enables the representation of the Stieltjes function which can be used to prove the equivalence between the Pearson equation for a given linear functional and the Riccati equation for the formal Stieltjes function. If the Askey-Wilson polynomials are written in terms of this basis, however, the coefficients turn out to be not q-hypergeometric. Therefore, we present a second basis, which shares several relevant properties with the first one. This basis enables to generate the defining representation of the Askey-Wilson polynomials directly from their divided-difference equation. For this purpose the divided-difference equation must be rewritten in terms of suitable divided-difference operators developed in [5], see also [6].

A TVD finite difference scheme with non-uniform meshes and without upstream weighting

We present a finite difference scheme, with the TVD (total variation diminishing) property, for scalar conservation laws. The scheme applies to non-uniform meshes, allowing for variable mesh spacing, and is without upstream weighting. When applied to systems of conservation laws, no scalar decomposition is required, nor are any artificial tuning parameters, and this leads to an efficient, robust algorithm.

Numerical solution of the incompressible Navier-Stokes equations with an upwind compact difference scheme

A new finite difference method for the discretization of the incompressible Navier-Stokes equations is presented. The scheme is constructed on a staggered-mesh grid system. The convection terms are discretized with a fifth-order-accurate upwind compact difference approximation, the viscous terms are discretized with a sixth-order symmetrical compact difference approximation, the continuity equation and the pressure gradient in the momentum equations are discretized with a fourth-order difference approximation on a cell-centered mesh. Time advancement uses a three-stage Runge-Kutta method. The Poisson equation for computing the pressure is solved with preconditioning. Accuracy analysis shows that the new method has high resolving efficiency. Validation of the method by computation of Taylor's vortex array is presented.

Characterization theorem for classical orthogonal polynomials on non-uniform lattices: The functional approach

Using the functional approach, we state and prove a characterization theorem for classical orthogonal polynomials on non-uniform lattices (quadratic lattices of a discrete or a q-discrete variable) including the Askey-Wilson polynomials. This theorem proves the equivalence between seven characterization properties, namely the Pearson equation for the linear functional, the second-order divided-difference equation, the orthogonality of the derivatives, the Rodrigues formula, two types of structure relations,and the Riccati equation for the formal Stieltjes function.

High-Resolution Finite Compact Difference Schemes for Hyperbolic Conservation Laws

A finite compact (FC) difference scheme requiring only bi-diagonal matrix inversion is proposed by using the known high-resolution flux. Introducing TVD or ENO limiters in the numerical flux, several high-resolution FC-schemes of hyperbolic conservation law are developed, including the FC-TVD, third-order FC-ENO and fifth-order FC-ENO schemes. Boundary conditions formulated need only one unknown variable for third-order FC-ENO scheme and two unknown variables for fifth-order FC-ENO scheme. Numerical test results of the proposed FC-scheme were compared with traditional TVD, ENO and WENO schemes to demonstrate its high-order accuracy and high-resolution.

Immersed Boundary Method for generalised finite volume and finite difference Navier-Stokes solvers

In Immersed Boundary Methods (IBM) the effect of complex geometries is introduced through the forces added in the Navier-Stokes solver at the grid points in the vicinity of the immersed boundaries. Most of the methods in the literature have been used with Cartesian grids. Moreover many of the methods developed in the literature do not satisfy some basic conservation properties (the conservation of torque, for instance) on non-uniform meshes. In this paper we will follow the RKPM method originated by Liu et al. [1] to build locally regularized functions that verify a number of integral conditions. These local approximants will be used both for interpolating the velocity field and for spreading the singular force field in the framework of a pressure correction scheme for the incompressible Navier-Stokes equations. We will also demonstrate the robustness and effectiveness of the scheme through various examples. Copyright © 2010 by ASME.

High order schemes on three-dimensional general polyhedral meshes - Application to the level set method

In this article, we detail the methodology developed to construct arbitrarily high order schemes - linear and WENO - on 3D mixed-element unstructured meshes made up of general convex polyhedral elements. The approach is tailored specifically for the solution of scalar level set equations for application to incompressible two-phase flow problems. The construction of WENO schemes on 3D unstructured meshes is notoriously difficult, as it involves a much higher level of complexity than 2D approaches. This due to the multiplicity of geometrical considerations introduced by the extra dimension, especially on mixed-element meshes. Therefore, we have specifically developed a number of algorithms to handle mixed-element meshes composed of convex polyhedra with convex polygonal faces. The contribution of this work concerns several areas of interest: the formulation of an improved methodology in 3D, the minimisation of computational runtime in the implementation through the maximum use of pre-processing operations, the generation of novel methods to handle complex 3D mixed-element meshes and finally the application of the method to the transport of a scalar level set. © 2012 Global-Science Press.

Non uniform embedding based on relevance analysis with reduced computational complexity: application to the detection of pathologies from biosignal recordings

Nonlinear analysis tools for studying and characterizing the dynamics of physiological signals have gained popularity, mainly because tracking sudden alterations of the inherent complexity of biological processes might be an indicator of altered physiological states. Typically, in order to perform an analysis with such tools, the physiological variables that describe the biological process under study are used to reconstruct the underlying dynamics of the biological processes. For that goal, a procedure called time-delay or uniform embedding is usually employed. Nonetheless, there is evidence of its inability for dealing with non-stationary signals, as those recorded from many physiological processes. To handle with such a drawback, this paper evaluates the utility of non-conventional time series reconstruction procedures based on non uniform embedding, applying them to automatic pattern recognition tasks. The paper compares a state of the art non uniform approach with a novel scheme which fuses embedding and feature selection at once, searching for better reconstructions of the dynamics of the system. Moreover, results are also compared with two classic uniform embedding techniques. Thus, the goal is comparing uniform and non uniform reconstruction techniques, including the one proposed in this work, for pattern recognition in biomedical signal processing tasks. Once the state space is reconstructed, the scheme followed characterizes with three classic nonlinear dynamic features (Largest Lyapunov Exponent, Correlation Dimension and Recurrence Period Density Entropy), while classification is carried out by means of a simple k-nn classifier. In order to test its generalization capabilities, the approach was tested with three different physiological databases (Speech Pathologies, Epilepsy and Heart Murmurs). In terms of the accuracy obtained to automatically detect the presence of pathologies, and for the three types of biosignals analyzed, the non uniform techniques used in this work lightly outperformed the results obtained using the uniform methods, suggesting their usefulness to characterize non-stationary biomedical signals in pattern recognition applications. On the other hand, in view of the results obtained and its low computational load, the proposed technique suggests its applicability for the applications under study.

Impact of difference accuracy on computational properties of vertical grids for a nonhydrostatic model

Starting from nonhydrostatic Boussinesq approximation equations, a general method is introduced to deduce the dispersion relationships. A comparative investigation is performed on inertia-gravity wave with horizontal lengths of 100, 10 and 1 km. These are examined using the second-order central difference scheme and the fourth-order compact difference scheme on vertical grids that are currently available from the perspectives of frequency, horizontal and vertical component of group velocity. These findings are compared to analytical solutions. The obtained results suggest that whether for the second-order central difference scheme or for the fourth-order compact difference scheme, Charny-Phillips and Lorenz ( L) grids are suitable for studying waves at the above-mentioned horizontal scales; the Lorenz time-staggered and Charny-Phillips time staggered (CPTS) grids are applicable only to the horizontal scales of less than 10 km, and N grid ( unstaggered grid) is unsuitable for simulating waves at any horizontal scale. Furthermore, by using fourth-order compact difference scheme with higher difference precision, the errors of frequency and group velocity in horizontal and vertical directions produced on all vertical grids in describing the waves with horizontal lengths of 1, 10 and 100 km cannot inevitably be decreased. So in developing a numerical model, the higher-order finite difference scheme, like fourth-order compact difference scheme, should be avoided as much as possible, typically on L and CPTS grids, since it will not only take many efforts to design program but also make the calculated group velocity in horizontal and vertical directions even worse in accuracy.

A POSTERIORI ERROR CONTROL OF DISCONTINUOUS GALERKIN METHODS FOR ELLIPTIC OBSTACLE PROBLEMS

In this article, we derive an a posteriori error estimator for various discontinuous Galerkin (DG) methods that are proposed in (Wang, Han and Cheng, SIAM J. Numer. Anal., 48: 708-733, 2010) for an elliptic obstacle problem. Using a key property of DG methods, we perform the analysis in a general framework. The error estimator we have obtained for DG methods is comparable with the estimator for the conforming Galerkin (CG) finite element method. In the analysis, we construct a non-linear smoothing function mapping DG finite element space to CG finite element space and use it as a key tool. The error estimator consists of a discrete Lagrange multiplier associated with the obstacle constraint. It is shown for non-over-penalized DG methods that the discrete Lagrange multiplier is uniformly stable on non-uniform meshes. Finally, numerical results demonstrating the performance of the error estimator are presented.

Conservative upwind difference schemes for the Euler equations for real gas flows in a duct

In a recent paper [P. Glaister, Conservative upwind difference schemes for compressible flows in a Duct, Comput. Math. Appl. 56 (2008) 1787–1796] numerical schemes based on a conservative linearisation are presented for the Euler equations governing compressible flows of an ideal gas in a duct of variable cross-section, and in [P. Glaister, Conservative upwind difference schemes for compressible flows of a real gas, Comput. Math. Appl. 48 (2004) 469–480] schemes based on this philosophy are presented for real gas flows with slab symmetry. In this paper we seek to extend these ideas to encompass compressible flows of real gases in a duct. This will incorporate the handling of additional terms arising out of the variable geometry and the non-ideal nature of the gas.