Review of Summation-by-parts schemes for initial-boundary-value problems

High-order finite difference methods are efficient, easy to program, scales well in multiple dimensions and can be modified locally for various reasons (such as shock treatment for example). The main drawback have been the complicated and sometimes even mysterious stability treatment at boundaries and interfaces required for a stable scheme. The research on summation-by-parts operators and weak boundary conditions during the last 20 years have removed this drawback and now reached a mature state. It is now possible to construct stable and high order accurate multi-block finite difference schemes in a systematic building-block-like manner. In this paper we will review this development, point out the main contributions and speculate about the next lines of research in this area

A Compact Third-order Gas-kinetic Scheme for Compressible Euler and Navier-Stokes Equations

In this paper, a compact third-order gas-kinetic scheme is proposed for the compressible Euler and Navier-Stokes equations. The main reason for the feasibility to develop such a high-order scheme with compact stencil, which involves only neighboring cells, is due to the use of a high-order gas evolution model. Besides the evaluation of the time-dependent flux function across a cell interface, the high-order gas evolution model also provides an accurate time-dependent solution of the flow variables at a cell interface. Therefore, the current scheme not only updates the cell averaged conservative flow variables inside each control volume, but also tracks the flow variables at the cell interface at the next time level. As a result, with both cell averaged and cell interface values the high-order reconstruction in the current scheme can be done compactly. Different from using a weak formulation for high-order accuracy in the Discontinuous Galerkin (DG) method, the current scheme is based on the strong solution, where the flow evolution starting from a piecewise discontinuous high-order initial data is precisely followed. The cell interface time-dependent flow variables can be used for the initial data reconstruction at the beginning of next time step. Even with compact stencil, the current scheme has third-order accuracy in the smooth flow regions, and has favorable shock capturing property in the discontinuous regions. Many test cases are used to validate the current scheme. In comparison with many other high-order schemes, the current method avoids the use of Gaussian points for the flux evaluation along the cell interface and the multi-stage Runge-Kutta time stepping technique.Comment: 27 pages, 38 figure

PyFR: An Open Source Framework for Solving Advection-Diffusion Type Problems on Streaming Architectures using the Flux Reconstruction Approach

High-order numerical methods for unstructured grids combine the superior accuracy of high-order spectral or finite difference methods with the geometric flexibility of low-order finite volume or finite element schemes. The Flux Reconstruction (FR) approach unifies various high-order schemes for unstructured grids within a single framework. Additionally, the FR approach exhibits a significant degree of element locality, and is thus able to run efficiently on modern streaming architectures, such as Graphical Processing Units (GPUs). The aforementioned properties of FR mean it offers a promising route to performing affordable, and hence industrially relevant, scale-resolving simulations of hitherto intractable unsteady flows within the vicinity of real-world engineering geometries. In this paper we present PyFR, an open-source Python based framework for solving advection-diffusion type problems on streaming architectures using the FR approach. The framework is designed to solve a range of governing systems on mixed unstructured grids containing various element types. It is also designed to target a range of hardware platforms via use of an in-built domain specific language based on the Mako templating engine. The current release of PyFR is able to solve the compressible Euler and Navier-Stokes equations on grids of quadrilateral and triangular elements in two dimensions, and hexahedral elements in three dimensions, targeting clusters of CPUs, and NVIDIA GPUs. Results are presented for various benchmark flow problems, single-node performance is discussed, and scalability of the code is demonstrated on up to 104 NVIDIA M2090 GPUs. The software is freely available under a 3-Clause New Style BSD license (see www.pyfr.org)

A Finite Element Method for the Fractional Sturm-Liouville Problem

In this work, we propose an efficient finite element method for solving fractional Sturm-Liouville problems involving either the Caputo or Riemann-Liouville derivative of order $\alpha\in(1,2)$ on the unit interval $(0,1)$. It is based on novel variational formulations of the eigenvalue problem. Error estimates are provided for the finite element approximations of the eigenvalues. Numerical results are presented to illustrate the efficiency and accuracy of the method. The results indicate that the method can achieve a second-order convergence for both fractional derivatives, and can provide accurate approximations to multiple eigenvalues simultaneously.Comment: 30 pages, 7 figure

Diffuse-Charge Dynamics in Electrochemical Systems

The response of a model micro-electrochemical system to a time-dependent applied voltage is analyzed. The article begins with a fresh historical review including electrochemistry, colloidal science, and microfluidics. The model problem consists of a symmetric binary electrolyte between parallel-plate, blocking electrodes which suddenly apply a voltage. Compact Stern layers on the electrodes are also taken into account. The Nernst-Planck-Poisson equations are first linearized and solved by Laplace transforms for small voltages, and numerical solutions are obtained for large voltages. The ``weakly nonlinear'' limit of thin double layers is then analyzed by matched asymptotic expansions in the small parameter $\epsilon = \lambda_D/L$, where $\lambda_D$ is the screening length and $L$ the electrode separation. At leading order, the system initially behaves like an RC circuit with a response time of $\lambda_D L / D$ (not $\lambda_D^2/D$), where $D$ is the ionic diffusivity, but nonlinearity violates this common picture and introduce multiple time scales. The charging process slows down, and neutral-salt adsorption by the diffuse part of the double layer couples to bulk diffusion at the time scale, $L^2/D$. In the ``strongly nonlinear'' regime (controlled by a dimensionless parameter resembling the Dukhin number), this effect produces bulk concentration gradients, and, at very large voltages, transient space charge. The article concludes with an overview of more general situations involving surface conduction, multi-component electrolytes, and Faradaic processes.Comment: 10 figs, 26 pages (double-column), 141 reference