In this paper, we will develop a fast iterative solver for the system of linear equations arising from the local discontinuous Galerkin (LDG) spatial discretization and additive Runge-Kutta (ARK) time marching method for the KdV type equations. Being implicit in time, the severe time step , with the k-th order of the partial differential equations (PDEs)) restriction for explicit methods will be removed. The equations at the implicit time level are linear and we demonstrate an efficient, practical multigrid (MG) method for solving the equations. In particular, we numerically show the optimal or sub-optimal complexity of the MG solver and a two-level local mode analysis is used to analyze the convergence behavior of the MG method. Numerical results for one-dimensional, two-dimensional and three-dimensional cases are given to illustrate the efficiency and capability of the LDG method coupled with the multigrid method for solving the KdV type equations.

We describe in this work a discontinuous-Galerkin Finite-Element method to approximate the solutions of a new family of 1d Green-Naghdi models. These new models are shown to be more computationally efficient, while being asymptotically equivalent to the initial formulation with regard to the shallowness parameter. Using the free surface instead of the water height as a conservative variable, the models are recasted under a pre-balanced formulation and discretized using a nodal expansion basis. Independently from the polynomial degree in the approximation space, the preservation of the motionless steady-states is automatically ensured, and the water height positivity is enforced. A simple numerical procedure devoted to stabilize the computations in the vicinity of broken waves is also described. The validity of the resulting model is assessed through extensive numerical validations.

Conducting lattice Boltzmann method on GPU has been proved to be an effective manner to gain a significant performance benefit, thus the GPU or multi-GPU based lattice Boltzmann method is considered as a promising and competent candidate in the study of large-scale complex fluid flows. In this work, a multi-GPU based lattice Boltzmann algorithm coupled with the sparse lattice representation and message passing interface is presented. Some numerical tests are also carried out, and the results show that a parallel efficiency close to 90% can be achieved on a single-node cluster equipped with four GPU cards. Then the proposed algorithm is adopted to study the hemodynamics of patient-specific cerebral aneurysm with stent implanted. It is found that the stent can apparently reduce the aneurysmal inflow and improve the hemodynamic environment. This work also shows that the lattice Boltzmann method running on the GPU platform is a powerful tool to study the fluid mechanism within the aneurysms and enable us to better understand the pathogenesis and treatment of cerebral aneurysms.

We investigate unidirectional rarefied flows confined between two infinite parallel plates with specified heat flux boundary conditions. Both Couette and force-driven Poiseuille flows are considered. The flow behaviors are analyzed numerically by solving the Shakhov model of the Boltzmann equation. We find that a zero-heat-flux wall can significantly influence the flow behavior, including the velocity slip and temperature jump at the wall, especially for high-speed flows. The predicted bimodal-like temperature profile for force-driven flows cannot even be qualitatively captured by the Navier-Stokes-Fourier equations.

A two-grid method for solving the Cahn-Hilliard equation is proposed in this paper. This two-grid method consists of two steps. First, solve the Cahn-Hilliard equation with an implicit mixed finite element method on a coarse grid. Second, solve two Poisson equations using multigrid methods on a fine grid. This two-grid method can also be combined with local mesh refinement to further improve the efficiency. Numerical results including two and three dimensional cases with linear or quadratic elements show that this two-grid method can speed up the existing mixed finite method while keeping the same convergence rate.

The fine description of complex fluids can be carried out by describing the evolution of each individual constituent (e.g. each particle, each macromolecule, etc.). This procedure, despite its conceptual simplicity, involves many numerical issues, the most challenging one being that related to the computing time required to update the system configuration by describing all the interactions between the different individuals. Coarse grained approaches allow alleviating the just referred issue: the system is described by a distribution function providing the fraction of entities that at certain time and position have a particular conformation. Thus, mesoscale models involve many different coordinates, standard space and time, and different conformational coordinates whose number and nature depend on the particular system considered. Balance equation describing the evolution of such distribution function consists of an advection-diffusion partial differential equation defined in a high dimensional space. Standard mesh-based discretization techniques fail at solving high-dimensional models because of the curse of dimensionality. Recently the authors proposed an alternative route based on the use of separated representations. However, until now these approaches were unable to address the case of advection dominated models due to stabilization issues. In this paper this issue is revisited and efficient procedures for stabilizing the advection operators involved in the Boltzmann and Fokker-Planck equation within the PGD framework are proposed.

The subject of the paper is the numerical simulation of the interaction of two-dimensional incompressible viscous flow and a vibrating airfoil with large amplitudes. The airfoil with three degrees of freedom performs rotation around an elastic axis, oscillations in the vertical direction and rotation of a flap. The numerical simulation consists of the finite element solution of the Reynolds averaged Navier-Stokes equations combined with Spalart-Allmaras or κ–ω turbulence models, coupled with a system of nonlinear ordinary differential equations describing the airfoil motion with consideration of large amplitudes. The time-dependent computational domain and approximation on a moving grid are treated by the Arbitrary Lagrangian-Eulerian formulation of the flow equations. Due to large values of the involved Reynolds numbers an application of a suitable stabilization of the finite element discretization is employed. The developed method is used for the computation of flow-induced oscillations of the airfoil near the flutter instability, when the displacements of the airfoil are large, up to ±40 degrees in rotation. The paper contains the comparison of the numerical results obtained by both turbulence models.

A new solver is developed to numerically simulate the melting phase change with natural convection. This solver was implemented on a single Nvidia GPU based on the CUDA technology in order to simulate the melting phase change in a 2D rectangular enclosure. The Rayleigh number is of the order of magnitude of 108 and Prandlt is 50. The hybrid thermal lattice Boltzmann method (HTLBM) is employed to simulate the natural convection in the liquid phase, and the enthalpy formulation is used to simulate the phase change aspect. The model is validated by experimental data and published analytic results. The simulation results manifest a strong convection in the melted phase and a different flow pattern from the reference results with low Rayleigh number. In addition, the computational performance is estimated for single precision arithmetic, and this solver yields 703.31MLUPS and 61.89GB/s device to device data throughput on a Nvidia Tesla C2050 GPU.

It is well known that conventional edge elements in solving vector Maxwell's eigenvalue equations by the finite element method will lead to the presence of spurious zero eigenvalues. This problem has been addressed for the first order edge element by Kikuchi by the mixed element method. Inspired by this approach, this paper describes a higher order mixed spectral element method (mixed SEM) for the computation of two-dimensional vector eigenvalue problem of Maxwell's equations. It utilizes Gauss-Lobatto-Legendre (GLL) polynomials as the basis functions in the finite-element framework with a weak divergence condition. It is shown that this method can suppress all spurious zero and nonzero modes and has spectral accuracy. A rigorous analysis of the convergence of the mixed SEM is presented, based on the higher order edge element interpolation error estimates, which fully confirms the robustness of our method. Numerical results are given for homogeneous, inhomogeneous, L-shape, coaxial and dual-inner-conductor cavities to verify the merits of the proposed method.

The pricing of option contracts is one of the classical problems in Mathematical Finance. While useful exact solution formulas exist for simple contracts, typically numerical simulations are mandated due to the fact that standard features, such as early-exercise, preclude the existence of such solutions. In this paper we consider derivatives which generalize the classical Black-Scholes setting by not only admitting the early-exercise feature, but also considering assets which evolve by the Constant Elasticity of Variance (CEV) process (which includes the Geometric Brownian Motion of Black-Scholes as a special case). In this paper we investigate a Discontinuous Galerkin method for valuing European and American options on assets evolving under the CEV process which has a number of advantages over existing approaches including adaptability, accuracy, and ease of parallelization.

This paper is devoted to the discussion of numerical methods for solving two-dimensional time-fractional advection-diffusion equations. Two different three-point combined compact alternating direction implicit (CC-ADI) schemes are proposed and then, the original schemes for solving the two-dimensional problems are divided into two separate one-dimensional cases. Local truncation errors are analyzed and the unconditional stabilities of the obtained schemes are investigated by Fourier analysis method. Numerical experiments show the effectiveness and the spatial higher-order accuracy of the proposed methods.

This paper presents new finite difference schemes for solving the Helmholtz equation in the polar and spherical coordinates. The most important result presented in this study is that the developed difference schemes are pollution free, and their convergence orders are independent of the wave number k. Let h denote the step size, it will be demonstrated that when solving the Helmholtz equation at large wave numbers and considering kh is fixed, the errors of the proposed new schemes decrease as h decreases even when k is increasing and kh > 1.

Combining asymptotic analysis and weighted L2 stability estimates, the convergence of lattice Boltzmann methods for the approximation of 1D convection-diffusion-reaction equations is proved. Unlike previous approaches, the proof does not require transformations to equivalent macroscopic equations.

In this paper, direct numerical simulation (DNS) is presented for spatially evolving turbulent boundary layer over an isothermal flat-plate at Ma∞ = 2.25,5,6,8. When Ma∞ = 8, two cases with the ratio of wall-to-reference temperature Tω/T∞ = 1.9 and 10.03 are considered respectively. The wall temperature approaches recovery temperatures for other cases. The characteristics of compressible turbulent boundary layer (CTBL) affected by freestream Mach number and wall temperature are investigated. It focuses on assessing compressibility effects and the validity of Morkovin's hypothesis through computing and analyzing the mean velocity profile, turbulent intensity, the strong Reynolds analogy (SRA) and possibility density function of dilatation term. The results show that, when the wall temperature approaches recovery temperature, the effects of Mach number on compressibility is insignificant. As a result, the compressibility effect is very weak and the Morkovin's hypothesis is still valid for Mach number even up to 8. However, when Mach number equal to 8, the wall temperature effect on the compressibility is sensitive. In this case, when Tω/T∞ = 1.9, the Morkovin's hypothesis is not fully valid. The validity of classical SRA depends on wall temperature directly. A new modified SRA is proposed to eliminate such negative factor in near wall region. Finally the effects of Mach number and wall temperature on streaks are also studied.

Finite-difference Lattice Boltzmann (LB) models are proposed for simulating gas flows in devices with microscale geometries. The models employ the roots of half-range Gauss-Hermite polynomials as discrete velocities. Unlike the standard LB velocity-space discretizations based on the roots of full-range Hermite polynomials, using the nodes of a quadrature defined in the half-space permits a consistent treatment of kinetic boundary conditions. The possibilities of the proposed LB models are illustrated by studying the one-dimensional Couette flow and the two-dimensional square driven cavity flow. Numerical and analytical results show an improved accuracy in finite Knudsen flows as compared with standard LB models.

This paper studies a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.

Mixing processes of miscible viscous fluids in anisotropic porous media are studied through a lattice Boltzmann method in this paper. The results show that fluid mixing can be enhanced by the disorder and interfaces induced by viscous fingers. Meanwhile, the permeability anisotropy affects the developments of viscous fingers and the subsequent mixing behaviors significantly. Specifically, as the streamwise (longitudinal) permeability is larger than the spanwise (transverse) one, the mixing process is faster and stronger than that in the contrary case. Furthermore, the anisotropy can lead to different behaviors of the dissipation rates in streamwise and spanwise directions. Generally, the dissipation rate is dominated by the transverse concentration gradients when the longitudinal permeability is higher than the transverse one; on the contrary, as the transverse permeability is higher than the longitudinal one, the contributions to the dissipation rate from longitudinal and transverse concentration gradients are both significant.

The gradient of the fluid stresses exerted on curved boundaries, conventionally computed in terms of directional derivatives of a tensor, is here analyzed by using the notion of intrinsic derivative which represents the geometrically appropriate tool for measuring tensor variations projected on curved surfaces. Relevant differences in the two approaches are found by using the classical Stokes analytical solution for the slow motion of a fluid over a fixed sphere and a numerically generated three dimensional dynamical scenario. Implications for theoretical fluid dynamics and for applied sciences are finally discussed.

In this study, the Lattice Boltzmann Method (LBM) is implemented through a finite-volume approach to perform 2-D, incompressible, and turbulent fluid flow analyses on structured grids. Even though the approach followed in this study necessitates more computational effort compared to the standard LBM (the so called stream and collide scheme), using the finite-volume method, the known limitations of the stream and collide scheme on lattice to be uniform and Courant-Friedrichs-Lewy (CFL) number to be one are removed. Moreover, the curved boundaries in the computational domain are handled more accurately with less effort. These improvements pave the way for the possibility of solving fluid flow problems with the LBM using coarser grids that are refined only where it is necessary and the boundary layers might be resolved better.

This paper presents a fast surface voxelization technique for the mapping of tessellated triangular surface meshes to uniform and structured grids that provide a basis for CFD simulations with the lattice Boltzmann method (LBM). The core algorithm is optimized for massively parallel execution on graphics processing units (GPUs) and is based on a unique dissection of the inner body shell. This unique definition necessitates a topology based neighbor search as a preprocessing step, but also enables parallel implementation. More specifically, normal vectors of adjacent triangular tessellations are used to construct half-angles that clearly separate the per-triangle regions. For each triangle, the grid nodes inside the axis-aligned bounding box (AABB) are tested for their distance to the triangle in question and for certain well-defined relative angles. The performance of the presented grid generation procedure is superior to the performance of the GPU-accelerated flow field computations per time step which allows efficient fluid-structure interaction simulations, without noticeable performance loss due to the dynamic grid update.