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Non-unified Compact Residual-Distribution Methods for Scalar Advection–Diffusion Problems

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Abstract

This paper solves the advection–diffusion equation by treating both advection and diffusion residuals in a separate (non-unified) manner. An alternative residual distribution (RD) method combined with the Galerkin method is proposed to solve the advection–diffusion problem. This Flux-Difference RD method maintains a compact-stencil and the whole process of solving advection–diffusion does not require additional equations to be solved. A general mathematical analysis reveals that the new RD method is linearity preserving on arbitrary grids for the steady-state advection–diffusion equation. The numerical results show that the flux difference RD method preserves second-order accuracy on various unstructured grids including highly randomized anisotropic grids on both the linear and nonlinear scalar advection–diffusion cases.

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Acknowledgements

We would like to thank Malaysian Ministry of Higher Education under the Fundamental Research Grant (No. 203/PAERO/6071316). In addition, we would like to thank Professor Rémi Abgrall for his feedback on the paper as well providing the proof of LP of the new Flux-Difference approach in the “Appendix”.

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Correspondence to Farzad Ismail.

Appendix by Rémi Abgrall

Institut für Mathematik Universität Zürich, Zurich, Switzerland. E-mail: remi.abgrall@math.uzh.ch

Appendix by Rémi Abgrall

The problem is defined in \({\varOmega }\subset \mathbb {R}^2\). The case \(\mathbb {R}^3\) could be done the same by replacing the 1/2 factor to 1/3. The boundary conditions could also be dealt similarly.

The residual is

$$\begin{aligned} \phi _i^T=\frac{1}{2} (\mathbf {f}-\mathbf {f}^\star _T)\cdot \mathbf {n}_i+\nu \int _T\mathbf {\nabla }\varphi _i\cdot \mathbf {\nabla } u \;d\mathbf {x}+\phi _i^{\text {art},T} \end{aligned}$$
(43)

where \(\varphi _i\) is the basis function, \(\mathbf {n}_i=\int _T\nabla \varphi _i \;d \mathbf {x}\). The as in [12,4], consider a test function v and its interpolant \(v^h=\sum \limits _iv_i\varphi _i\). The scheme is

$$\begin{aligned} \sum \limits _{T, i\in T}\phi _i^T= -\sum \limits _{T, i\in T} \mathbf {f}^\star _T\cdot \mathbf {n}_i+\nu \int _{{\varOmega }}\nabla \varphi _i\cdot \nabla u d\mathbf {x}+\phi ^{\text {art}}_i \end{aligned}$$
(44)

where

$$\begin{aligned} \phi ^{\text {art}}_i=\sum \limits _{T, i\in T}\phi _i^{\text {art},T}. \end{aligned}$$

Then we multiply by \(v_i\), sum over all degrees of freedom and get:

$$\begin{aligned} \begin{aligned} 0&=\sum \limits _{i}v_i \left( -\sum \limits _{T, i\in T} \mathbf {f}^\star _T\cdot \mathbf {n}_i+\nu \int _{{\varOmega }}\nabla \varphi _i\cdot \nabla u d\mathbf {x}+\phi ^{\text {art}}_i\right) \\&=-\sum _{T}\left( \sum _{j\in T} v_j\mathbf {n}_j\right) \mathbf {f}^\star _T +\nu \int _{\varOmega }\nabla v^h\cdot \nabla u d\mathbf {x}+\sum _{T}\sum _{j\in T} v_j \phi _i^{\text {art},T} \end{aligned} \end{aligned}$$
(45)

Similarly, if \(u^h\) is the piecewise linear interpolant of the exact solution, we can define the truncation error as,

$$\begin{aligned} \text {TE}=-\sum _{T}\left( \sum _{j\in T} v_j\mathbf {n}_j\right) \mathbf {f}^\star _T(u^h) +\nu \int _{\varOmega }\nabla v^h\cdot \nabla u^h d\mathbf {x}+\sum _{T}\sum _{j\in T} v_j \phi _i^{\text {art},T}(u^h). \end{aligned}$$

Now we also know that the exact solution \(u^{ex}\) satisfies

$$\begin{aligned} -\sum _T \int _T\nabla v^h f( u^{ex}) d\mathbf {x}+\nu \int _T\nabla v^h\cdot \nabla u^{ex}\; d\mathbf {x}=0. \end{aligned}$$

So taking the difference, the truncation error is,

$$\begin{aligned} \begin{aligned} \text {TE}&=-\sum _{T}\left( \sum _{j\in T} v_j\mathbf {n}_j\cdot \mathbf {f}^\star _T\left( u^{ex,h}\right) \right) +\nu \int _{\varOmega }\nabla v^h\cdot \nabla u^{ex,h} d\mathbf {x}+\sum _{T}\sum _{j\in T} v_j \phi _i^{\text {art},T}( u^{ex,h})\\&=-\sum _{T}\left( \sum _{j\in T} \int _T \nabla v^h\cdot \mathbf {f}^\star _T\left( u^{ex,h}\right) \; d\mathbf {x}\right) +\nu \int _{\varOmega }\nabla v^h\cdot \nabla u^{ex,h} d\mathbf {x}\\&\quad +\sum _{T}\sum _{j\in T} v_j \phi _i^{\text {art},T}\left( u^{ex,h}\right) \\&=-\sum _{T}\left( \sum _{j\in T} \int _T \nabla v^h\cdot \left( \mathbf {f}^\star _T\left( u^{ex,h}\right) -\mathbf {f}( u^{ex})\right) \; d\mathbf {x}\right) {+}\nu \int _{\varOmega }\nabla v^h\cdot \nabla \left( u^{ex,h}- u^{ex}\right) \; d\mathbf {x}\\&\quad +\sum _{T}\sum _{j\in T} v_j \phi _i^{\text {art},T}\left( u^{ex,h}\right) . \end{aligned} \end{aligned}$$
(46)

Then, clearly if v is sufficiently regular, \(\mathbf {f}^\star _T( u^{ex,h})-\mathbf {f}( u^{ex})=O(h^2)\) (at least for the choices of the paper), and \(\nabla \big ( u^{ex,h}- u^{ex}\big )=O(h)\). This indicates that

$$\begin{aligned} -\sum _{T}\left( \sum _{j\in T} \int _T \nabla v^h\cdot \left( \mathbf {f}^\star _T\left( u^{ex,h}\right) -\mathbf {f}\left( u^{ex}\right) \right) \right. \; d\mathbf {x}= & {} O(h^2), \\ \nu \int _{\varOmega }\nabla v^h\cdot \nabla \left( u^{ex,h}- u^{ex}\right) \; d\mathbf {x}= & {} O(h) \end{aligned}$$

The second inequality shows it is O(h) but using the Aubin–Nitsche approach [4], we have that

$$\begin{aligned} \sup \limits _{v\in L^2} \frac{ \int _{\varOmega }\nabla v^h\cdot \nabla \left( u^{ex,h}- u^{ex}\right) \; d\mathbf {x}}{||v||_{L^2}} =O(h^2), \end{aligned}$$

and using Poincaré inequality (possible since v has a compact support), we get that \(||v||_{L^2}\le C ||\nabla v||_2\) for some \(C>0\) that only depends on \({\varOmega }\). Collecting the two together, we see that the viscous term

$$\begin{aligned} \nu \int _{\varOmega }\nabla v^h\cdot \nabla \left( u^{ex,h}- u^{ex}\right) \; d\mathbf {x}\end{aligned}$$

behaves like \(O(h^2)\) in reality.

So in generality the scheme has a truncation error \(O(h^2)\) provided that

$$\begin{aligned} \sum _{T}\sum _{j\in T} v_j \phi _i^{\text {art},T}( u^{ex,h})=O(h^2) \end{aligned}$$

This is also true under the assumptions of the paper since on each element,

$$\begin{aligned} \sum _{i\in T} \phi _i^{\text {art},T}\left( u^{ex,h}\right) =0, \end{aligned}$$

and then,

$$\begin{aligned} \sum _{T}\sum _{j\in T} v_j \phi _i^{\text {art},T}\left( u^{ex,h}\right) =\sum _T\sum _{j\in T} (v_i-v_T)v_j \phi _i^{\text {art},T}\left( u^{ex,h}\right) , \end{aligned}$$

where \(v_T\) is the value at one arbitrarily chosen degree of freedom. In this paper, \(\phi _i^{\text {art},T}( u^{ex,h})\) is a sum of differences of \(u^{ex}\) multiplied by coefficient that are \(O(h^2)\) (before the normalisation, since the normalisation removes an h and the tilded coefficients are O(h), so in summary \(O(h^2)\) is preserved. Hence the Flux-Difference approach is LP in full generality and taking into account the diffusion. This however is a necessary but not a sufficient condition to preserve the order of accuracy on advection–diffusion problems.

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Singh, V., Chizari, H., Ismail, F. et al. Non-unified Compact Residual-Distribution Methods for Scalar Advection–Diffusion Problems. J Sci Comput 76, 1521–1546 (2018). https://doi.org/10.1007/s10915-018-0674-1

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