Spatially partitioned embedded Runge-Kutta Methods

We study spatially partitioned embedded Runge–Kutta (SPERK) schemes for partial differential equations (PDEs), in which each of the component schemes is applied over a different part of the spatial domain. Such methods may be convenient for problems in which the smoothness of the solution or the magnitudes of the PDE coefficients vary strongly in space. We focus on embedded partitioned methods as they offer greater efficiency and avoid the order reduction that may occur in non-embedded schemes. We demonstrate that the lack of conservation in partitioned schemes can lead to non-physical effects and propose conservative additive schemes based on partitioning the fluxes rather than the ordinary differential equations. A variety of SPERK schemes are presented, including an embedded pair suitable for the time evolution of fifth-order weighted non-oscillatory (WENO) spatial discretizations. Numerical experiments are provided to support the theory

Non-modal analysis of spectral element methods: Towards accurate and robust large-eddy simulations

We introduce a \textit{non-modal} analysis technique that characterizes the diffusion properties of spectral element methods for linear convection-diffusion systems. While strictly speaking only valid for linear problems, the analysis is devised so that it can give critical insights on two questions: (i) Why do spectral element methods suffer from stability issues in under-resolved computations of nonlinear problems? And, (ii) why do they successfully predict under-resolved turbulent flows even without a subgrid-scale model? The answer to these two questions can in turn provide crucial guidelines to construct more robust and accurate schemes for complex under-resolved flows, commonly found in industrial applications. For illustration purposes, this analysis technique is applied to the hybridized discontinuous Galerkin methods as representatives of spectral element methods. The effect of the polynomial order, the upwinding parameter and the P\'eclet number on the so-called \textit{short-term diffusion} of the scheme are investigated. From a purely non-modal analysis point of view, polynomial orders between $2$ and $4$ with standard upwinding are well suited for under-resolved turbulence simulations. For lower polynomial orders, diffusion is introduced in scales that are much larger than the grid resolution. For higher polynomial orders, as well as for strong under/over-upwinding, robustness issues can be expected. The non-modal analysis results are then tested against under-resolved turbulence simulations of the Burgers, Euler and Navier-Stokes equations. While devised in the linear setting, our non-modal analysis succeeds to predict the behavior of the scheme in the nonlinear problems considered

A bounded upwinding scheme for computing convection-dominated transport problems

A practical high resolution upwind differencing scheme for the numerical solution of convection-dominated transport problems is presented. The scheme is based on TVD and CBC stability criteria and is implemented in the context of the finite difference methodology. The performance of the scheme is investigated by solving the 1D/2D scalar advection equations, 1D inviscid Burgers’ equation, 1D scalar convection–diffusion equation, 1D/2D compressible Euler’s equations, and 2D incompressible Navier–Stokes equations. The numerical results displayed good agreement with other existing numerical and experimental data

Central Schemes for Porous Media Flows

We are concerned with central differencing schemes for solving scalar hyperbolic conservation laws arising in the simulation of multiphase flows in heterogeneous porous media. We compare the Kurganov-Tadmor, 2000 semi-discrete central scheme with the Nessyahu-Tadmor, 1990 central scheme. The KT scheme uses more precise information about the local speeds of propagation together with integration over nonuniform control volumes, which contain the Riemann fans. These methods can accurately resolve sharp fronts in the fluid saturations without introducing spurious oscillations or excessive numerical diffusion. We first discuss the coupling of these methods with velocity fields approximated by mixed finite elements. Then, numerical simulations are presented for two-phase, two-dimensional flow problems in multi-scale heterogeneous petroleum reservoirs. We find the KT scheme to be considerably less diffusive, particularly in the presence of high permeability flow channels, which lead to strong restrictions on the time step selection; however, the KT scheme may produce incorrect boundary behavior

Implicit-Explicit Runge-Kutta schemes for hyperbolic systems and kinetic equations in the diffusion limit

We consider Implicit-Explicit (IMEX) Runge-Kutta (R-K) schemes for hyperbolic systems with stiff relaxation in the so-called diffusion limit. In such regime the system relaxes towards a convection-diffusion equation. The first objective of the paper is to show that traditional partitioned IMEX R-K schemes will relax to an explicit scheme for the limit equation with no need of modification of the original system. Of course the explicit scheme obtained in the limit suffers from the classical parabolic stability restriction on the time step. The main goal of the paper is to present an approach, based on IMEX R-K schemes, that in the diffusion limit relaxes to an IMEX R-K scheme for the convection-diffusion equation, in which the diffusion is treated implicitly. This is achieved by an original reformulation of the problem, and subsequent application of IMEX R-K schemes to it. An analysis on such schemes to the reformulated problem shows that the schemes reduce to IMEX R-K schemes for the limit equation, under the same conditions derived for hyperbolic relaxation. Several numerical examples including neutron transport equations confirm the theoretical analysis