On an origin of numerical diffusion: Violation of invariance under space-time inversion

The invariant properties of the convection equation du/dt + adu/dx = 0 (where d is the partial differential operator) with respect to spatial reflection, time reversal, and space-time inversion are studied. Generally, a finite-difference analog of this equation may possess some or none of these properties. It is shown that, under certain conditions, the von Neumann amplification factor of an analog satisfies a special relation for each invariant property this analog possesses. Particularly, an analog is neutrally stable and thus free of numerical diffusion if it possesses the invariant property related to space-time inversion. It is also explained why generally (1) an upwind scheme possesses neither the invariant property related to spatial reflection nor that related to space-time inversion, and (2) an explicit scheme possesses neither the invariant property related to time reversal nor that related to space-time inversion. Extension to the viscous case and a remarkable connection between the current work and a new numerical framework for solving conservation laws are also discussed

The alpha(3) Scheme - A Fourth-Order Neutrally Stable CESE Solver

The conservation element and solution element (CESE) development is driven by a belief that a solver should (i) enforce conservation laws in both space and time, and (ii) be built from a non-dissipative (i.e., neutrally stable) core scheme so that the numerical dissipation can be controlled effectively. To provide a solid foundation for a systematic CESE development of high order schemes, in this paper we describe a new 4th-order neutrally stable CESE solver of the advection equation Theta u/Theta + alpha Theta u/Theta x = 0. The space-time stencil of this two-level explicit scheme is formed by one point at the upper time level and three points at the lower time level. Because it is associated with three independent mesh variables u(sup n) (sub j), (u(sub x))(sup n) (sub j) , and (uxz)(sup n) (sub j) (the numerical analogues of u, Theta u/Theta x, and Theta(exp 2)u/Theta x(exp 2), respectively) and four equations per mesh point, the new scheme is referred to as the alpha(3) scheme. As in the case of other similar CESE neutrally stable solvers, the alpha(3) scheme enforces conservation laws in space-time locally and globally, and it has the basic, forward marching, and backward marching forms. These forms are equivalent and satisfy a space-time inversion (STI) invariant property which is shared by the advection equation. Based on the concept of STI invariance, a set of algebraic relations is developed and used to prove that the alpha(3) scheme must be neutrally stable when it is stable. Moreover it is proved rigorously that all three amplification factors of the alpha(3) scheme are of unit magnitude for all phase angles if |v| <= 1/2 (v = alpha delta t/delta x). This theoretical result is consistent with the numerical stability condition |v| <= 1/2. Through numerical experiments, it is established that the alpha(3) scheme generally is (i) 4th-order accurate for the mesh variables u(sup n) (sub j) and (ux)(sup n) (sub j); and 2nd-order accurate for (uxx)(sup n) (sub j). However, in some exceptional cases, the scheme can achieve perfect accuracy aside from round-off errors

A new numerical framework for solving conservation laws: The method of space-time conservation element and solution element

A new numerical framework for solving conservation laws is being developed. It employs: (1) a nontraditional formulation of the conservation laws in which space and time are treated on the same footing, and (2) a nontraditional use of discrete variables such as numerical marching can be carried out by using a set of relations that represents both local and global flux conservation

A new flux conserving Newton's method scheme for the two-dimensional, steady Navier-Stokes equations

A new numerical method is developed for the solution of the two-dimensional, steady Navier-Stokes equations. The method that is presented differs in significant ways from the established numerical methods for solving the Navier-Stokes equations. The major differences are described. First, the focus of the present method is on satisfying flux conservation in an integral formulation, rather than on simulating conservation laws in their differential form. Second, the present approach provides a unified treatment of the dependent variables and their unknown derivatives. All are treated as unknowns together to be solved for through simulating local and global flux conservation. Third, fluxes are balanced at cell interfaces without the use of interpolation or flux limiters. Fourth, flux conservation is achieved through the use of discrete regions known as conservation elements and solution elements. These elements are not the same as the standard control volumes used in the finite volume method. Fifth, the discrete approximation obtained on each solution element is a functional solution of both the integral and differential form of the Navier-Stokes equations. Finally, the method that is presented is a highly localized approach in which the coupling to nearby cells is only in one direction for each spatial coordinate, and involves only the immediately adjacent cells. A general third-order formulation for the steady, compressible Navier-Stokes equations is presented, and then a Newton's method scheme is developed for the solution of incompressible, low Reynolds number channel flow. It is shown that the Jacobian matrix is nearly block diagonal if the nonlinear system of discrete equations is arranged approximately and a proper pivoting strategy is used. Numerical results are presented for Reynolds numbers of 100, 1000, and 2000. Finally, it is shown that the present scheme can resolve the developing channel flow boundary layer using as few as six to ten cells per channel width, depending on the Reynolds number

On Space-Time Inversion Invariance and its Relation to Non-Dissipatedness of a CESE Core Scheme

The core motivating ideas of the space-time CESE method are clearly presented and critically analyzed. It is explained why these ideas result in all the simplifying and enabling features of the CESE method. A thorough discussion of the a scheme, a two-level non-dissipative CESE solver of a simple advection equation with two independent mesh variables and two equations per mesh point is also presented. It is shown that the scheme possesses some rather intriguing properties such as: (i) its two independent mesh variables separately satisfy two decoupled three-level leapfrog schemes and (ii) it shares with the leapfrog scheme the same amplification factors, even though the a scheme and the leapfrog scheme have completely different origins and structures. It is also explained why the leapfrog scheme is not as robust as the a scheme. The amplification factors/matrices of several non-dissipative schemes are carefully studied and the key properties that contribute to their non-dissipatedness are clearly spelled out. Finally we define and establish space-time inversion (STI) invariance for several non-dissipative schemes and show that their non-dissipatedness is a result of their STI invariance

Courant Number and Mach Number Insensitive CE/SE Euler Solvers

It has been known that the space-time CE/SE method can be used to obtain ID, 2D, and 3D steady and unsteady flow solutions with Mach numbers ranging from 0.0028 to 10. However, it is also known that a CE/SE solution may become overly dissipative when the Mach number is very small. As an initial attempt to remedy this weakness, new 1D Courant number and Mach number insensitive CE/SE Euler solvers are developed using several key concepts underlying the recent successful development of Courant number insensitive CE/SE schemes. Numerical results indicate that the new solvers are capable of resolving crisply a contact discontinuity embedded in a flow with the maximum Mach number = 0.01

The method of space-time and conservation element and solution element: A new approach for solving the Navier-Stokes and Euler equations

A new numerical framework for solving conservation laws is being developed. This new framework differs substantially in both concept and methodology from the well-established methods, i.e., finite difference, finite volume, finite element, and spectral methods. It is conceptually simple and designed to overcome several key limitations of the above traditional methods. A two-level scheme for solving the convection-diffusion equation is constructed and used to illuminate the major differences between the present method and those previously mentioned. This explicit scheme, referred to as the a-mu scheme, has two independent marching variables

New developments in the method of space-time conservation element and solution element: Applications to the Euler and Navier-Stokes equations

A new numerical framework for solving conservation laws is being developed. This new approach differs substantially in both concept and methodology from the well-established methods--i.e., finite difference, finite volume, finite element, and spectral methods. It is conceptually simple and designed to avoid several key limitations to the above traditional methods. An explicit model scheme for solving a simple 1-D unsteady convection-diffusion equation is constructed and used to illuminate major differences between the current method and those mentioned above. Unexpectedly, its amplification factors for the pure convection and pure diffusion cases are identical to those of the Leapfrog and the DuFort-Frankel schemes, respectively. Also, this explicit scheme and its Navier-Stokes extension have the unusual property that their stabilities are limited only by the CFL condition. Moreover, despite the fact that it does not use any flux-limiter or slope-limiter, the Navier-Stokes solver is capable of generating highly accurate shock tube solutions with shock discontinuities being resolved within one mesh interval. An accurate Euler solver also is constructed through another extension. It has many unusual properties, e.g., numerical diffusion at all mesh points can be controlled by a set of local parameters

The Implicit and Explicit alpha-mu Schemes

Artificial numerical dissipation is an important issue in large Reynolds number computations. In such computations, the artificial dissipation inherent in traditional numerical schemes can overwhelm the physical dissipation and yield inaccurate results on meshes of practical size. In the present work, the space-time conservation element and solution element method is used to construct new and accurate numerical schemes such that artificial numerical dissipation will not overwhelm physical dissipation. Specifically, these schemes have the property that numerical dissipation vanishes when the physical viscosity goes to zero. These new schemes therefore accurately model the physical dissipation even when it is extremely small. The method of space-time conservation element and solution element, currently under development, is a nontraditional numerical method for solving conservation laws. The method is developed on the basis of local and global flux conservation in a space-time domain, in which space and time are treated in a unified manner. Explicit solvers for model and fluid dynamic conservation laws have previously been investigated. In this paper, we introduce a new concept in the design of implicit schemes, and use it to construct two highly accurate solvers for a convection-diffusion equation. The two schemes become identical in the pure convection case, and in the pure diffusion case. The implicit schemes are applicable over the whole Reynolds number range, from purely diffusive equations to purely inviscid (convective) equations. The stability and consistency of the schemes are analyzed, and some numerical results are presented. It is shown that, in the inviscid case, the new schemes become explicit and their amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, their principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme. We also construct an explicit solver with the treatment of diffusion being based on that in the implicit solvers. The explicit solver has only a CFL stability limitation on the Courant number, yet it retains the second-order spatial accuracy of the implicit schemes

The space-time solution element method: A new numerical approach for the Navier-Stokes equations

This paper is one of a series of papers describing the development of a new numerical method for the Navier-Stokes equations. Unlike conventional numerical methods, the current method concentrates on the discrete simulation of both the integral and differential forms of the Navier-Stokes equations. Conservation of mass, momentum, and energy in space-time is explicitly provided for through a rigorous enforcement of both the integral and differential forms of the governing conservation laws. Using local polynomial expansions to represent the discrete primitive variables on each cell, fluxes at cell interfaces are evaluated and balanced using exact functional expressions. No interpolation or flux limiters are required. Because of the generality of the current method, it applies equally to the steady and unsteady Navier-Stokes equations. In this paper, we generalize and extend the authors' 2-D, steady state implicit scheme. A general closure methodology is presented so that all terms up through a given order in the local expansions may be retained. The scheme is also extended to nonorthogonal Cartesian grids. Numerous flow fields are computed and results are compared with known solutions. The high accuracy of the scheme is demonstrated through its ability to accurately resolve developing boundary layers on coarse grids. Finally, we discuss applications of the current method to the unsteady Navier-Stokes equations