Enforcing the non-negativity constraint and maximum principles for diffusion with decay on general computational grids

In this paper, we consider anisotropic diffusion with decay, and the diffusivity coefficient to be a second-order symmetric and positive definite tensor. It is well-known that this particular equation is a second-order elliptic equation, and satisfies a maximum principle under certain regularity assumptions. However, the finite element implementation of the classical Galerkin formulation for both anisotropic and isotropic diffusion with decay does not respect the maximum principle. We first show that the numerical accuracy of the classical Galerkin formulation deteriorates dramatically with increase in the decay coefficient for isotropic medium and violates the discrete maximum principle. However, in the case of isotropic medium, the extent of violation decreases with mesh refinement. We then show that, in the case of anisotropic medium, the classical Galerkin formulation for anisotropic diffusion with decay violates the discrete maximum principle even at lower values of decay coefficient and does not vanish with mesh refinement. We then present a methodology for enforcing maximum principles under the classical Galerkin formulation for anisotropic diffusion with decay on general computational grids using optimization techniques. Representative numerical results (which take into account anisotropy and heterogeneity) are presented to illustrate the performance of the proposed formulation

Monotonicity-preserving finite element schemes based on differentiable nonlinear stabilization

In this work, we propose a nonlinear stabilization technique for scalar conservation laws with implicit time stepping. The method relies on an artificial diffusion method, based on a graph-Laplacian operator. It is nonlinear, since it depends on a shock detector. Further, the resulting method is linearity preserving. The same shock detector is used to gradually lump the mass matrix. The resulting method is LED, positivity preserving, and also satisfies a global DMP. Lipschitz continuity has also been proved. However, the resulting scheme is highly nonlinear, leading to very poor nonlinear convergence rates. We propose a smooth version of the scheme, which leads to twice differentiable nonlinear stabilization schemes. It allows one to straightforwardly use Newton’s method and obtain quadratic convergence. In the numerical experiments, steady and transient linear transport, and transient Burgers’ equation have been considered in 2D. Using the Newton method with a smooth version of the scheme we can reduce 10 to 20 times the number of iterations of Anderson acceleration with the original non-smooth scheme. In any case, these properties are only true for the converged solution, but not for iterates. In this sense, we have also proposed the concept of projected nonlinear solvers, where a projection step is performed at the end of every nonlinear iterations onto a FE space of admissible solutions. The space of admissible solutions is the one that satisfies the desired monotonic properties (maximum principle or positivity).Peer ReviewedPostprint (author's final draft

Multi-dimensional higher resolution methods for flow in porous media.

Currently standard first order single-point upstream weighting methods are employed in reservoir simulation for integrating the essentially hyperbolic system components. These methods introduce both coordinate-line numerical diffusion (even in 1-D) and cross-wind diffusion into the solution that is grid and geometry dependent. These effects are particularly important when steep fronts and shocks are present and for cases where flow is across grid coordinate lines. In this thesis, families of novel edge-based and cell-based truly multidimensional upwind formulations that upwind in the direction of the wave paths in order to minimise crosswind diffusion are presented for hyperbolic conservation laws on structured and unstructured triangular and quadrilateral grids in two dimensions. Higher resolution as well as higher order multidimensional formulations are also developed for general structured and unstructured grids. The schemes are coupled with existing consistent and efficient continuous CVD (MPFA) Darcy flux approximations. They are formulated using an IMPES (Implicit in Pressure Explicit in Saturation) strategy for solving the coupled elliptic (pressure) and hyperbolic (saturation) system of equations governing the multi-phase multi-component flow in porous media. The new methods are compared with single point upstream weighting for two-phase and three-component two-phase flow problems. The tests arc conducted on both structured and unstructured grids and involve full-tensor coefficient velocity fields in homogeneous and heterogeneous domains. The comparisons demonstrate the benefits of multidimensional and higher order multidimensional schemes in terms of improved front resolution together with significant reduction in cross-wind diffusion

A Mixed Hybrid Finite Volume Scheme for Incompressible Navier-Stokes

Mixed Virtual Elements (MVE) is an innovative class of discretization schemes allowing solution of PDEs on virtually any mesh; such schemes stem from the idea of building discrete operators mimicking certain key properties of their continuous counterparts. In our previous work [27] we implemented our own 1st-order MVE scheme for convection-diffusion. In the present work, a) we extend such scheme to formally 2nd-order accuracy, b) we deal with the subsequent stability issues, c) we derive a full formally 2nd-order MVE scheme for incompressible steady-state Navier-Stokes, d) we provide a first suggestion for a MVE N-S solution algorithm. Numerical results are reported for benchmark test cases