• Abstract

In this paper, a novel approach for quantifying the parametric uncertainty associated with a stochastic problem output is presented. As with Monte-Carlo and stochastic collocation methods, only point-wise evaluations of the stochastic output response surface are required allowing the use of legacy deterministic codes and precluding the need for any dedicated stochastic code to solve the uncertain problem of interest. The new approach differs from these standard methods in that it is based on ideas directly linked to the recently developed compressed sensing theory. The technique allows the retrieval of the modes that contribute most significantly to the approximation of the solution using a minimal amount of information. The generation of this information, via many solver calls, is almost always the bottle-neck of an uncertainty quantification procedure. If the stochastic model output has a reasonably compressible representation in the retained approximation basis, the proposed method makes the best use of the available information and retrieves the dominant modes. Uncertainty quantification of the solution of both a 2-D and 8-D stochastic Shallow Water problem is used to demonstrate the significant performance improvement of the new method, requiring up to several orders of magnitude fewer solver calls than the usual sparse grid-based Polynomial Chaos (Smolyak scheme) to achieve comparable approximation accuracy.

• Abstract

The computation of compressible flows becomes more challenging when the Mach number has different orders of magnitude. When the Mach number is of order one, modern shock capturing methods are able to capture shocks and other complex structures with high numerical resolutions. However, if the Mach number is small, the acoustic waves lead to stiffness in time and excessively large numerical viscosity, thus demanding much smaller time step and mesh size than normally needed for incompressible flow simulation. In this paper, we develop an all-speed asymptotic preserving (AP) numerical scheme for the compressible isentropic Euler and Navier-Stokes equations that is uniformly stable and accurate for all Mach numbers. Our idea is to split the system into two parts: one involves a slow, nonlinear and conservative hyperbolic system adequate for the use of modern shock capturing methods and the other a linear hyperbolic system which contains the stiff acoustic dynamics, to be solved implicitly. This implicit part is reformulated into a standard pressure Poisson projection system and thus possesses sufficient structure for efficient fast Fourier transform solution techniques. In the zero Mach number limit, the scheme automatically becomes a projection method-like incompressible solver. We present numerical results in one and two dimensions in both compressible and incompressible regimes.

• Abstract

A new algorithm, called boosted hybrid method, is proposed for the simulation of chemical reaction systems with scale-separation in time and disparity in species population. For such stiff systems, the algorithm can automatically identify scale-separation in time and slow down the fast reactions while maintaining a good approximation to the original effective dynamics. This technique is called boosting. As disparity in species population may still exist in the boosted system, we propose a hybrid strategy based on coarse-graining methods, such as the tau-leaping method, to accelerate the reactions among large population species. The combination of the boosting strategy and the hybrid method allow for an efficient and adaptive simulation of complex chemical reactions. The new method does not need a priori knowledge of the system and can also be used for systems with hierarchical multiple time scales. Numerical experiments illustrate the versatility and efficiency of the method. 

• Abstract

In this paper, we propose a strong stability-preserving predictor-corrector (SSPC) method based on an implicit Runge-Kutta method to solve the acoustic- and elastic-wave equations. We first transform the wave equations into a system of ordinary differential equations (ODEs) and apply the local extrapolation method to discretize the spatial high-order derivatives, resulting in a system of semi-discrete ODEs. Then we use the SSPC method based on an implicit Runge-Kutta method to solve the semi-discrete ODEs and introduce a weighting parameter into the SSPC method. On top of such a structure, we develop a robust numerical algorithm to effectively suppress the numerical dispersion, which is usually caused by the discretization of wave equations when coarse grids are used or geological models have large velocity contrasts between adjacent layers. Meanwhile, we investigate the performance of the SSPC method including numerical errors and convergence rate, numerical dispersion, and stability criteria with different choices of the weighting parameter to solve 1-D and 2-D acoustic- and elastic-wave equations. When the SSPC is applied to seismic simulations, the computational efficiency is also investigated by comparing the SSPC, the fourth-order Lax-Wendroff correction (LWC) method, and the staggered-grid (SG) finite difference method. Comparisons of synthetic waveforms computed by the SSPC and analytic solutions for acoustic and elastic models are given to illustrate the accuracy and the validity of the SSPC method. Furthermore, several numerical experiments are conducted for the geological models including a 2-D homogeneous transversely isotropic (TI) medium, a two-layer elastic model, and the 2-D SEG/EAGE salt model. The results show that the SSPC can be used as a practical tool for large-scale seismic simulation because of its effectiveness in suppressing numerical dispersion even in the situations such as coarse grids, strong interfaces, or high frequencies.

• Abstract

This study shows a new way to implement terrain-following σ-coordinate in a numerical model, which does not lead to the well-known "pressure gradient force (PGF)" problem. First, the causes of the PGF problem are analyzed with existing methods that are categorized into two different types based on the causes. Then, the new method that bypasses the PGF problem all together is proposed. By comparing these three methods and analyzing the expression of the scalar gradient in a curvilinear coordinate system, this study finds out that only when using the covariant scalar equations of σ-coordinate will the PGF computational form have one term in each momentum component equation, thereby avoiding the PGF problem completely. A convenient way of implementing the covariant scalar equations of σ-coordinate in a numerical atmospheric model is illustrated, which is to set corresponding parameters in the scalar equations of the Cartesian coordinate. Finally, two idealized experiments manifest that the PGF calculated with the new method is more accurate than using the classic one. This method can be used for oceanic models as well, and needs to be tested in both the atmospheric and oceanic models.

• Abstract

Quasi-Monte Carlo methods and stochastic collocation methods based on sparse grids have become popular with solving stochastic partial differential equations. These methods use deterministic points for multi-dimensional integration or interpolation without suffering from the curse of dimensionality. It is not evident which method is best, specially on random models of physical phenomena. We numerically study the error of quasi-Monte Carlo and sparse grid methods in the context of ground-water flow in heterogeneous media. In particular, we consider the dependence of the variance error on the stochastic dimension and the number of samples/collocation points for steady flow problems in which the hydraulic conductivity is a lognormal process. The suitability of each technique is identified in terms of computational cost and error tolerance.

• Abstract

The space-time conservation element and solution element (CE/SE) method is proposed for solving a conservative interface-capturing reduced model of compressible two-fluid flows. The flow equations are the bulk equations, combined with mass and energy equations for one of the two fluids. The latter equation contains a source term for accounting the energy exchange. The one and two-dimensional flow models are numerically investigated in this manuscript. The CE/SE method is capable to accurately capture the sharp propagating wavefronts of the fluids without excessive numerical diffusion or spurious oscillations. In contrast to the existing upwind finite volume schemes, the Riemann solver and reconstruction procedure are not the building block of the suggested method. The method differs from the previous techniques because of global and local flux conservation in a space-time domain without resorting to interpolation or extrapolation. In order to reveal the efficiency and performance of the approach, several numerical test cases are presented. For validation, the results of the current method are compared with other finite volume schemes.

• Abstract

In this paper we demonstrate the accuracy and robustness of combining the advection upwind splitting method (AUSM), specifically AUSM⁺-UP [9], with high-order upwind-biased interpolation procedures, the weighted essentially non-oscillatory (WENO-JS) scheme [8] and its variations [2, 7], and the monotonicity preserving (MP) scheme [16], for solving the Euler equations. MP is found to be more effective than the three WENO variations studied. AUSM⁺-UP is also shown to be free of the so-called "carbuncle" phenomenon with the high-order interpolation. The characteristic variables are preferred for interpolation after comparing the results using primitive and conservative variables, even though they require additional matrix-vector operations. Results using the Roe flux with an entropy fix and the Lax-Friedrichs approximate Riemann solvers are also included for comparison. In addition, four reflective boundary condition implementations are compared for their effects on residual convergence and solution accuracy. Finally, a measure for quantifying the efficiency of obtaining high order solutions is proposed; the measure reveals that a maximum return is reached after which no improvement in accuracy is possible for a given grid size.

• Abstract

Quantum molecular dynamic simulations have been employed to study the equation of state (EOS) of fluid helium under shock compressions. The principal Hugoniot is determined from EOS, where corrections from atomic ionization are added onto the calculated data. Our simulation results indicate that principal Hugoniot shows good agreement with gas gunand laser driven experiments, and maximum compression ratio of 5.16 is reached at 106 GPa.

• Abstract

Two-phase flow and heat transfer, such as boiling and condensing flows, are complicated physical phenomena that generally prohibit an exact solution and even pose severe challenges for numerical approaches. If numerical solution time is also an issue the challenge increases even further. We present here a numerical implementation and novel study of a fully distributed dynamic one-dimensional model of two-phase flow in a tube, including pressure drop, heat transfer, and variations in tube cross-section. The model is based on a homogeneous formulation of the governing equations, discretized by a high resolution finite difference scheme due to Kurganov and Tadmore. The homogeneous formulation requires a set of thermodynamic relations to cover the entire range from liquid to gas state. This leads a number of numerical challenges since these relations introduce discontinuities in the derivative of the variables and are usually very slow to evaluate. To overcome these challenges, we use an interpolation scheme with local refinement. The simulations show that the method handles crossing of the saturation lines for both liquid to two-phase and two-phase to gas regions. Furthermore, a novel result obtained in this work, the method is stable towards dynamic transitions of the inlet/outlet boundaries across the saturation lines. Results for these cases are presented along with a numerical demonstration of conservation of mass under dynamically varying boundary conditions. Finally we present results for the stability of the code in a case of a tube with a narrow section.

• Abstract

We propose a direct solver for the three-dimensional Poisson equation with a variable coefficient, and an algorithm to directly solve the associated sparse linear systems that exploits the sparsity pattern of the coefficient matrix. Introducing some appropriate finite difference operators, we derive a second-order scheme for the solver, and then two suitable high-order compact schemes are also discussed. For a cube containing N nodes, the solver requires O(N^3/2log²N) arithmetic operations and O(NlogN) memory to store the necessary information. Its efficiency is illustrated with examples, and the numerical results are analysed.

• Abstract

In this paper, a newly developed second order temporally and spatially accurate finite difference scheme for biharmonic semi linear equations has been employed in simulating the time evolution of viscous flows past an impulsively started circular cylinder for Reynolds number (Re) up to 9,500. The robustness of the scheme and the effectiveness of the formulation can be gauged by the fact that it very accurately captures complex flow structures such as the von Kármán vortex street through streakline simulation and the α and β-phenomena in the range 3,000≤Re≤9,500 among others. The main focus here is the application of the technique which enables the use of the discretized version of a single semi linear biharmonic equation in order to efficiently simulate different fluid structures associated with flows around a bluff body. We compare our results, both qualitatively and quantitatively, with established numerical and more so with experimental results. Excellent comparison is obtained in all the cases.

• Abstract

We construct a new first-order central-upwind numerical method for solving systems of hyperbolic equations in conservative form. It applies in multidimensional structured and unstructured meshes. The proposed method is an extension of the UFORCE method developed by Stecca, Siviglia and Toro [25], in which the upwind bias for the modification of the staggered mesh is evaluated taking into account the smallest and largest wave of the entire Riemann fan. The proposed first-order method is shown to be identical to the Godunov upwind method in applications to a 2×2 linear hyperbolic system. The method is then extended to non-linear systems and its performance is assessed by solving the two-dimensional inviscid shallow water equations. Extension to second-order accuracy is carried out using an ADER-WENO approach in the finite volume framework on unstructured meshes. Finally, numerical comparison with current competing numerical methods enables us to identify the salient features of the proposed method.

• Abstract

A unified process for the construction of hierarchical conforming bases on a range of element types is proposed based on an ab initio preservation of the underlying cohomology. This process supports not only the most common simplicial element types, as are now well known, but is generalized to squares, hexahedra, prisms and importantly pyramids. Whilst these latter cases have received (to varying degrees) attention in the literature, their foundation is less well developed than for the simplicial case. The generalization discussed in this paper is effected by recourse to basic ideas from algebraic topology (differential forms, homology, cohomology, etc) and as such extends the fundamental theoretical framework established by the work of Hiptmair [16–18] and Arnold et al. [4] for simplices. The process of forming hierarchical bases involves a recursive orthogonalization and it is shown that the resulting finite element mass, quasi-stiffness and composite matrices exhibit exponential or better growth in condition number. 

• Abstract

First introduced in [2], the lumped particle framework is a flexible and numerically efficient framework for the modelling of particle transport in fluid flow. In this paper, the framework is expanded to simulate multicomponent particle-laden fluid flow. This is accomplished by introducing simulation protocols to model particles over a wide range of length and time scales. Consequently, we present a time ordering scheme and an approximate approach for accelerating the computation of evolution of different particle constituents with large differences in physical scales. We apply the extended framework on the temporal evolution of three particle constituents in sand-laden flow, and horizontal release of spherical particles. Furthermore, we evaluate the numerical error of the lumped particle model. In this context, we discuss the Velocity-Verlet numerical scheme, and show how to apply this to solving Newton's equations within the framework. We show that the increased accuracy of the Velocity-Verlet scheme is not lost when applied to the lumped particle framework.

• Abstract

This paper concerns the numerical stability of an eikonal transformation based splitting method which is highly effective and efficient for the numerical solution of paraxial Helmholtz equation with a large wave number. Rigorous matrix analysis is conducted in investigations and the oscillation-free computational procedure is proven to be stable in an asymptotic sense. Simulated examples are given to illustrate the conclusion.