Abstract: Flow over a circular cylinder at Reynolds number 3900 is studied numerically using the technique of large eddy simulation. The computations are carried out with a high-order accurate numerical method based on B-splines and compared with previous upwind-biased and central finite-difference simulations and with the existing experimental data. In the very near wake, all three simulations are in agreement with each other. Farther downstream, the results of the B-spline computations are in better agreement with the hot-wire experiment of Ong and Wallace [Exp. Fluids 20, 441–453 (1996)] than those obtained in the finite-difference simulations. In particular, the power spectra of velocity fluctuations are in excellent agreement with the experimental data. The impact of numerical resolution on the shear layer transition is investigated.

Abstract: In this paper, an unconditionally stable three-dimensional (3-D) finite-difference time-method (FDTD) is presented where the time step used is no longer restricted by stability but by accuracy. The principle of the alternating direction implicit (ADI) technique that has been used in formulating an unconditionally stable two-dimensional FDTD is applied. Unlike the conventional ADI algorithms, however, the alternation is performed in respect to mixed coordinates rather than to each respective coordinate direction, Consequently, only two alternations in solution marching are required in the 3-D formulations. Theoretical proof of the unconditional stability is shown and numerical results are presented to demonstrate the effectiveness and efficiency of the method. It is found that the number of iterations with the proposed FDTD can be at least four times less than that with the conventional FDTD at the same level of accuracy.

Abstract: The Pricing Equations. Analysis of Finite Difference Methods. Special Issues. Coordinate Transformations. Numerical Examples. Index.

Abstract: The use of procedures based on higher-order finite-difference formulas is extended to solve complex fluid-dynamic problems on highly curvilinear discretizations and with multidomain approaches. The accuracy limitations of previous near-boundary compact filter treatments are overcome by derivation of a superior higher-order approach. For solving the Navier-Stokes equations, this boundary component is coupled to interior difference and filter schemes with emphasis on Pade-type operators. The high-order difference and filter formulas are also combined with finite-sized overlaps to yield stable and accurate interface treatments for use with domain-decomposition strategies. Numerous steady and unsteady, viscous and inviscid flow computations on curvilinear meshes with explicit and implicit time-integration methods demonstrate the versatility of the new boundary schemes

Abstract: We previously introduced the alternating direction implicit finite-difference time domain (ADI-FDTD) method for a two-dimensional TE wave. We analytically and numerically verified that the algorithm of the method is unconditionally stable and free from the Courant-Friedrich-Levy condition restraint. In this paper, we extend this approach to a full three-dimensional (3-D) wave. Numerical formulations of the 3-D ADI-FDTD method are presented and simulation results are compared to those using the conventional 3-D finite-difference time-domain (FDTD) method. We numerically verify that the 3-D ADI-FDTD method is also unconditionally stable and it is more efficient than the conventional 3-D FDTD method in terms of the central processing unit time if the size of the local minimum cell in the computational domain is much smaller than the other cells and the wavelength.

Abstract: A new approach to error control and mesh adaptivity is described for the discretization of optimal control problems governed by elliptic partial differential equations. The Lagrangian formalism yields the first-order necessary optimality condition in form of an indefinite boundary value problem which is approximated by an adaptive Galerkin finite element method. The mesh design in the resulting reduced models is controlled by residual-based a posteriori error estimates. These are derived by duality arguments employing the cost functional of the optimization problem for controlling the discretization error. In this case, the computed state and costate variables can be used as sensitivity factors multiplying the local cell-residuals in the error estimators. This results in a generic and simple algorithm for mesh adaptation within the optimization process. This method is developed and tested for simple boundary control problems in semiconductor models.

Abstract: Many boundary value problems (BVPs) or initial BVPs have nonsmooth solutions, with jumps along lower-dimensional interfaces. The explicit-jump immersed interface method (EJIIM) was developed following Li's fast iterative immersed interface method (FIIIM), recognizing that the foundation for the efficient solution of many such problems is a good solver for elliptic BVPs. EJIIM generalizes the class of problems for which FIIIM is applicable. It handles interfaces between constant and variable coefficients and extends the immersed interface method (IIM) to BVPs on irregular domains with Neumann and Dirichlet boundary conditions. Proofs of second order convergence for a one-dimensional (1D) problem with piecewise constant coefficients and for two-dimensional (2D) problems with singular sources are given. Other problems are reduced to the singular sources case, with additional equations determining the source strengths. The advantages of EJIIM are high quality of solutions even on coarse grids and easy adaptation to many problems with complicated geometries, while still maintaining the efficiency of the FIIIM.

Abstract: We introduce a numerical approach for modeling elastic wave propagation in 2-D and 3-D fully anisotropic media based upon a spectral element method. The technique solves a weak formulation of the wave equation, which is discretized using a high-order polynomial representation on a finite element mesh. For isotropic media, the spectral element method is known for its high degree of accuracy, its ability to handle complex model geometries, and its low computational cost. We show that the method can be extended to fully anisotropic media. The mass matrix obtained is diagonal by construction, which leads to a very efficient fully explicit solver. We demonstrate the accuracy of the method by comparing it against a known analytical solution for a 2-D transversely isotropic test case, and by comparing its predictions against those based upon a finite difference method for a 2-D heterogeneous, anisotropic medium. We show its generality and its flexibility by modeling wave propagation in a 3-D transversely isotropic medium with a symmetry axis tilted relative to the axes of the grid.

Abstract: We apply the adaptive multilevel finite element techniques (Holst, Baker, and Wang 21) to the nonlinear Poisson–Boltzmann equation (PBE) in the context of biomolecules. Fast and accurate numerical solution of the PBE in this setting is usually difficult to accomplish due to presence of discontinuous coefficients, delta functions, three spatial dimensions, unbounded domains, and rapid (exponential) nonlinearity. However, these adaptive techniques have shown substantial improvement in solution time over conventional uniform-mesh finite difference methods. One important aspect of the adaptive multilevel finite element method is the robust a posteriori error estimators necessary to drive the adaptive refinement routines. This article discusses the choice of solvent accessibility for a posteriori error estimation of PBE solutions and the implementation of such routines in the “Adaptive Poisson–Boltzmann Solver” (APBS) software package based on the “Manifold Code” (MC) libraries. Results are shown for the application of this method to several biomolecular systems. © 2000 John Wiley & Sons, Inc. J Comput Chem 21: 1343–1352, 2000

Abstract: We propose an analysis (discretization techniques, convergence) of numerical schemes for Maxwell equations which use two meshes (not necessarily tetrahedral), dual to each other. Schemes of this class generalize Yee's "finite difference in time domain" method (FDTD). We distinguish network equations (the discrete equivalents of Faraday's law and Ampere's relation) which can be set up without any recourse to finite elements, and network constitutive laws, whose validity cannot be assessed without them. This establishes a complementarity between "finite integration techniques" (FIT) and the finite element method (FEM). As an example, a Yee-like method on a simplicial mesh and its so-called "orthogonal" dual, is described, and its convergence is proved.

Abstract: Load performance of gas lubricated, compliant surface foil thrust bearings has an interlocking relationship with the compliance of the bearing and hydrodynamics of convergent wedge surface. Compliance of the bearing consists of supporting spring elements (elastic foundation) and a smooth elastic top foil. In this paper, a class of gas lubricated foil thrust bearings has been investigated analytically utilizing a novel approach which combines Finite Difference (FD) and Finite Element (FE) methods. Solution of the governing hydrodynamic equations dealing with compressible fluid is coupled with the structural resiliency of the foil bearing surfaces. FD method is utilized for hydrodynamic analysis while FE is used to model structural resiliency. Influence coefficients were generated to address the elasticity effects of combined top foil and elastic foundation on the hydrodynamics of thrust bearing, and were used to expedite the numerical solution. Within 2 to 3 iterations the convergence criterion was reached. The overall program logic proved to be an efficient technique to deal with the complex structural compliance of various foil bearing. Case study has been conducted and sample solutions are provided. Unlike prior analytical investigations, the essential effect of the top foil on the performance of the bearing has been elucidated.

Abstract: A general relation, considering the interface conditions, between a sampled point and its nearby points is derived. Making use of the derived relation and the generalized Douglas scheme, the three point formulas in the finite-difference modeling of step-index optical devices are extended to fourth order accuracy irrespective of the existence of the step-index interfaces. With numerical analysis and numerical assessment, several frequently used formulas are investigated.

Abstract: We consider variations of the Adams--Bashforth, backward differentiation, and Runge--Kutta families of time integrators to solve systems of linear wave equations on uniform, time-staggered grids. These methods are found to have smaller local truncation errors and to allow larger stable time steps than traditional nonstaggered versions of equivalent orders. We investigate the accuracy and stability of these methods analytically, experimentally, and through the use of a novel root portrait technique.

Abstract: We describe and illustrate numerical procedures that combine grid and particle solvers for the solution of the incompressible Navier--Stokes equations. These procedures include vortex in cell (VIC) and domain decomposition schemes. Numerical comparisons with pure finite-difference methods demonstrate the effectiveness of these techniques for various flow geometries, bounded or unbounded.

Abstract: In this paper, a sufficient test for the numerical stability of generalized grid finite-difference time-domain (FDTD) schemes is presented. It is shown that the projection operators of such schemes must be symmetric positive definite. Without this property, such schemes can exhibit late-time instabilities. The origin and the characteristics of these late-time instabilities are also uncovered. Based on this study, nonorthogonal grid FDTD schemes (NFDTD) and the generalized Yee (GY) methods are proposed that are numerically stable in the late time for quadrilateral prism elements, allowing these methods to be extended to problems requiring very long-time simulations. The study of numerical stability that is presented is very general and can be applied to most solutions of Maxwell's equations based on explicit time-domain schemes.

Abstract: Summary A particle-based model for the simulation of wave propagation is presented. The model is based on solid-state physics principles and considers a piece of rock to be a Hookean material composed of discrete particles representing fundamental intact rock units. These particles interact at their contact points and experience reversible elastic forces proportional to their displacement from equilibrium. Particles are followed through space by numerically solving their equations of motion. We demonstrate that a numerical implementation of this scheme is capable of modelling the propagation of elastic waves through heterogeneous isotropic media. The results obtained are compared with a high-order finite difference solution to the wave equation. The method is found to be accurate, and thus offers an alternative to traditional continuum-based wave simulators.

Abstract: To study radio wave propagation in tunnels, we present a vectorial parabolic equation (PE) taking into account the cross-section shape, wall impedances, slowly varying curvature, and torsion of the tunnel axis. For rectangular cross section, two polarizations are decoupled and two families of adiabatic modes can be found explicitly, giving a generalization of the known results for a uniform tunnel. In the general case, a boundary value problem arises to be solved by using finite-difference/finite-element (FD/FE) techniques. Numerical examples demonstrate the computational efficiency of the proposed method.

Abstract: Conservative linear equations arise in many areas of application, including continuum mechanics or high-frequency geometrical optics approximations. This kind of equations admits most of the time solutions which are only bounded measures in the space variable known as duality solutions. In this paper, we study the convergence of a class of finite-differences numerical schemes and introduce an appropriate concept of consistency with the continuous problem. Some basic examples including computational results are also supplied.