Numerical Analysis of a New Mixed Formulation for Eigenvalue Convection-Diffusion Problems

A mixed formulation is proposed and analyzed mathematically for coupled convection-diffusion in heterogeneous medias. Transfer in solid parts driven by pure diffusion is coupled with convection-diffusion transfer in fluid parts. This study is carried out for translation-invariant geometries (general infinite cylinders) and unidirectional flows. This formulation brings to the fore a new convection-diffusion operator, the properties of which are mathematically studied: its symmetry is first shown using a suitable scalar product. It is proved to be self-adjoint with compact resolvent on a simple Hilbert space. Its spectrum is characterized as being composed of a double set of eigenvalues: one converging towards −∞ and the other towards +∞, thus resulting in a nonsectorial operator. The decomposition of the convection-diffusion problem into a generalized eigenvalue problem permits the reduction of the original three-dimensional problem into a two-dimensional one. Despite the operator being nonsectorial, a complete solution on the infinite cylinder, associated to a step change of the wall temperature at the origin, is exhibited with the help of the operator’s two sets of eigenvalues/eigenfunctions. On the computational point of view, a mixed variational formulation is naturally associated to the eigenvalue problem. Numerical illustrations are provided for axisymmetrical situations, the convergence of which is found to be consistent with the numerical discretization

Primal dual mixed finite element methods for indefinite advection--diffusion equations

We consider primal-dual mixed finite element methods for the advection--diffusion equation. For the primal variable we use standard continuous finite element space and for the flux we use the Raviart-Thomas space. We prove optimal a priori error estimates in the energy- and the $L^2$-norms for the primal variable in the low Peclet regime. In the high Peclet regime we also prove optimal error estimates for the primal variable in the $H(div)$ norm for smooth solutions. Numerically we observe that the method eliminates the spurious oscillations close to interior layers that pollute the solution of the standard Galerkin method when the local Peclet number is high. This method, however, does produce spurious solutions when outflow boundary layer presents. In the last section we propose two simple strategies to remove such numerical artefacts caused by the outflow boundary layer and validate them numerically.Comment: 25 pages, 6 figures, 5 table

A RBF partition of unity collocation method based on finite difference for initial-boundary value problems

Meshfree radial basis function (RBF) methods are popular tools used to numerically solve partial differential equations (PDEs). They take advantage of being flexible with respect to geometry, easy to implement in higher dimensions, and can also provide high order convergence. Since one of the main disadvantages of global RBF-based methods is generally the computational cost associated with the solution of large linear systems, in this paper we focus on a localizing RBF partition of unity method (RBF-PUM) based on a finite difference (FD) scheme. Specifically, we propose a new RBF-PUM-FD collocation method, which can successfully be applied to solve time-dependent PDEs. This approach allows to significantly decrease ill-conditioning of traditional RBF-based methods. Moreover, the RBF-PUM-FD scheme results in a sparse matrix system, reducing the computational effort but maintaining at the same time a high level of accuracy. Numerical experiments show performances of our collocation scheme on two benchmark problems, involving unsteady convection-diffusion and pseudo-parabolic equations

The Generalized Graetz Problem in Finite Domains

We consider the generalized Graetz problem associated with stationary convection-diffusion inside a domain having any regular three-dimensional translationally invariant section and finite or semi-infinite extent. Our framework encompasses any previous “extended” and “conjugated” Graetz generalizations and provides theoretical bases for computing the orthogonal set of generalized two-dimensional Graetz modes. The theoretical framework includes both heterogeneous and possibly anisotropic diffusion tensors. In the case of semi-infinite domains, the existence of a bounded solution is shown from the analysis of two-dimensional operator eigenvectors which form a basis of L2 . In the case of finite domains a similar basis can be exhibited, and the mode’s amplitudes can be obtained from the inversion of newly defined finite domain operator. Our analysis includes both the theoretical and practical issues associated with this finite domain operator inversion as well as its interpretation as a multireflection image method. Error estimates are provided when numerically truncating the spectrum to a finite number of modes. Numerical examples are validated for reference configurations and provided in nontrivial cases. Our methodology shows how to map the solution of stationary convection-diffusion problems in finite three-dimensional domains into a two-dimensional operator spectrum, which leads to a drastic reduction in computational cost

Preconditioning of Active-Set Newton Methods for PDE-constrained Optimal Control Problems

We address the problem of preconditioning a sequence of saddle point linear systems arising in the solution of PDE-constrained optimal control problems via active-set Newton methods, with control and (regularized) state constraints. We present two new preconditioners based on a full block matrix factorization of the Schur complement of the Jacobian matrices, where the active-set blocks are merged into the constraint blocks. We discuss the robustness of the new preconditioners with respect to the parameters of the continuous and discrete problems. Numerical experiments on 3D problems are presented, including comparisons with existing approaches based on preconditioned conjugate gradients in a nonstandard inner product

Convergence of the Generalized Volume Averaging Method on a Convection-Diffusion Problem: A Spectral Perspective

A mixed formulation is proposed and analyzed mathematically for coupled convection-diffusion in heterogeneous medias. Transfer in solid parts driven by pure diffusion is coupled with convection-diffusion transfer in fluid parts. This study is carried out for translation-invariant geometries (general infinite cylinders) and unidirectional flows. This formulation brings to the fore a new convection-diffusion operator, the properties of which are mathematically studied: its symmetry is first shown using a suitable scalar product. It is proved to be self-adjoint with compact resolvent on a simple Hilbert space. Its spectrum is characterized as being composed of a double set of eigenvalues: one converging towards −∞ and the other towards +∞, thus resulting in a nonsectorial operator. The decomposition of the convection-diffusion problem into a generalized eigenvalue problem permits the reduction of the original three-dimensional problem into a two-dimensional one. Despite the operator being nonsectorial, a complete solution on the infinite cylinder, associated to a step change of the wall temperature at the origin, is exhibited with the help of the operator’s two sets of eigenvalues/eigenfunctions. On the computational point of view, a mixed variational formulation is naturally associated to the eigenvalue problem. Numerical illustrations are provided for axisymmetrical situations, the convergence of which is found to be consistent with the numerical discretization

A multiple scales approach to evaporation induced Marangoni convection

This paper considers the stability of thin liquid layers of binary mixtures of a volatile (solvent) species and a non-volatile (polymer) species. Evaporation leads to a depletion of the solvent near the liquid surface. If surface tension increases for lower solvent concentrations, sufficiently strong compositional gradients can lead to Bénard-Marangoni-type convection that is similar to the kind which is observed in films that are heated from below. The onset of the instability is investigated by a linear stability analysis. Due to evaporation, the base state is time dependent, thus leading to a non-autonomous linearised system, which impedes the use of normal modes. However, the time scale for the solvent loss due to evaporation is typically long compared to the diffusive time scale, so a systematic multiple scales expansion can be sought for a finite dimensional approximation of the linearised problem. This is determined to leading and to next order. The corrections indicate that sufficient separation of the top eigenvalue from the remaining spectrum is required for the validity of the expansions, but not the magnitude of the eigenvalues themselves. The approximations are applied to analyse experiments by Bassou and Rharbi with polystyrene/toluene mixtures [Langmuir 2009 (25) 624–632]