In this paper, a compact third-order gas-kinetic scheme is proposed for the compressible Euler and Navier-Stokes equations. The main reason for the feasibility to develop such a high-order scheme with compact stencil, which involves only neighboring cells, is due to the use of a high-order gas evolution model. Besides the evaluation of the time-dependent flux function across a cell interface, the high-order gas evolution model also provides an accurate time-dependent solution of the flow variables at a cell interface. Therefore, the current scheme not only updates the cell averaged conservative flow variables inside each control volume, but also tracks the flow variables at the cell interface at the next time level. As a result, with both cell averaged and cell interface values, the high-order reconstruction in the current scheme can be done compactly. Different from using a weak formulation for high-order accuracy in the Discontinuous Galerkin method, the current scheme is based on the strong solution, where the flow evolution starting from a piecewise discontinuous high-order initial data is precisely followed. The cell interface time-dependent flow variables can be used for the initial data reconstruction at the beginning of next time step. Even with compact stencil, the current scheme has third-order accuracy in the smooth flow regions, and has favorable shock capturing property in the discontinuous regions. It can be faithfully used from the incompressible limit to the hypersonic flow computations, and many test cases are used to validate the current scheme. In comparison with many other high-order schemes, the current method avoids the use of Gaussian points for the flux evaluation along the cell interface and the multi-stage Runge-Kutta time stepping technique. Due to its multidimensional property of including both derivatives of flow variables in the normal and tangential directions of a cell interface, the viscous flow solution, especially those with vortex structure, can be accurately captured. With the same stencil of a second order scheme, numerical tests demonstrate that the current scheme is as robust as well-developed second-order shock capturing schemes, but provides more accurate numerical solutions than the second order counterparts.

In this paper, preconditioned iterative methods for solving two-dimensional space-fractional diffusion equations are considered. The fractional diffusion equation is discretized by a second-order finite difference scheme, namely, the Crank-Nicolson weighted and shifted Grünwald difference (CN-WSGD) scheme proposed in [W. Tian, H. Zhou and W. Deng, A class of second order difference approximation for solving space fractional diffusion equations, Math. Comp., 84 (2015) 1703-1727]. For the discretized linear systems, we first propose preconditioned iterative methods to solve them. Then we apply the D’Yakonov ADI scheme to split the linear systems and solve the obtained splitting systems by iterative methods. Two preconditioned iterative methods, the preconditioned generalized minimal residual (preconditioned GMRES) method and the preconditioned conjugate gradient normal residual (preconditioned CGNR) method, are proposed to solve relevant linear systems. By fully exploiting the structure of the coefficient matrix, we design two special kinds of preconditioners, which are easily constructed and are able to accelerate convergence of iterative solvers. Numerical results show the efficiency of our preconditioners.

In this work, we present a model for an aerosol (air/particle mixture) in the respiratory system. It consists of the incompressible Navier-Stokes equations for the air and the Vlasov equation for the particles in a fixed or moving domain, coupled through a drag force. We propose a discretization of the model, investigate stability properties of the numerical code and sensitivity to parameter perturbation. We also focus on the influence of the aerosol on the airflow.

Abstract. The method of mapping function was first proposed by Henrick et al. [J. Comput. Phys. 207:542-547 (2005)] to adjust nonlinear weights in [0,1] for the fifth order WENO scheme, and through which the requirement of convergence order is satisfied and the performance of the scheme is improved. Different from Henrick’s method, a concept of piecewise polynomial function is proposed in this study and corresponding WENO schemes are obtained. The advantage of the new method is that the function can have a gentle profile at the location of the linear weight (or the mapped nonlinear weight can be close to its linear counterpart), and therefore is favorable for the resolution enhancement. Besides, the function also has the flexibility of quick convergence to identity mapping near two endpoints of [0,1], which is favorable for improved numerical stability. The fourth-, fifth- and sixth-order polynomial functions are constructed correspondingly with different emphasis on aforementioned flatness and convergence. Among them, the fifth-order version has the flattest profile. To check the performance of the methods, the 1-D Shu-Osher problem, the 2-D Riemann problem and the double Mach reflection are tested with the comparison of WENO-M, WENO-Z and WENO-NS. The proposed new methods show the best resolution for describing shear-layer instability of the Riemann problem, and they also indicate high resolution in computations of double Mach reflection, where only these proposed schemes successfully resolved the vortex-pairing phenomenon. Other investigations have shown that the single polynomial mapping function has no advantage over the proposed piecewise one, and it is of no evident benefit to use the proposed method for the symmetric fifth-order WENO. Overall, the fifth-order piecewise polynomial and corresponding WENO scheme are suggested for resolution improvement.

In this paper, we compute a phase field (diffuse interface) model of Cahn-Hilliard type for moving contact line problems governing the motion of isothermal multiphase incompressible fluids. The generalized Navier boundary condition proposed by Qian et al. [1] is adopted here. We discretize model equations using a continuous finite element method in space and a modified midpoint scheme in time. We apply a penalty formulation to the continuity equation which may increase the stability in the pressure variable. Two kinds of immiscible fluids in a pipe and droplet displacement with a moving contact line under the effect of pressure driven shear flow are studied using a relatively coarse grid. We also derive the discrete energy law for the droplet displacement case, which is slightly different due to the boundary conditions. The accuracy and stability of the scheme are validated by examples, results and estimate order.

We combine the Shan-Chen multicomponent lattice Boltzmann model and the link-based bounce-back particle suspension model to simulate particle motion in binary immiscible fluids. The impact of the slightly mixing nature of the Shan-Chen model and the fluid density variations near the solid surface caused by the fluid-solid interaction, on the particle motion in binary fluids is comprehensively studied. Our simulations show that existing models suffer significant fluid mass drift as the particle moves across nodes, and the obtained particle trajectories deviate away from the correct ones. A modified wetting model is then proposed to reduce the non-physical effects, and its effectiveness is validated by comparison with existing wetting models. Furthermore, the first-order refill method for the newly created lattice node combined with the new wetting model significantly improves mass conservation and accuracy.

In this paper, we propose a heat jet approach for atomic simulations at finite temperature. Thermal fluctuations are injected into an atomic subsystem from its boundaries, without modifying the governing equations for the interior domain. More precisely, we design a two way local boundary condition, and take the incoming part of a phonon representation for thermal fluctuation input. In this way, nonthermal wave propagation simulations are effectively performed at finite temperature. We further apply this approach to nonlinear chains with the Morse potential. Chains with model parameters fitted to carbon and gold are simulated at room temperature with fidelity.

High-order and conservative phase space direct solvers that preserve the Euler asymptotic limit of the Boltzmann-BGK equation for modelling rarefied gas flows are explored and studied. The approach is based on the conservative discrete ordinate method for velocity space by using Gauss Hermite or Simpsons quadrature rule and conservation of macroscopic properties are enforced on the BGK collision operator. High-order asymptotic-preserving time integration is adopted and the spatial evolution is performed by high-order schemes including a finite difference weighted essentially non-oscillatory method and correction procedure via reconstruction schemes. An artificial viscosity dissipative model is introduced into the Boltzmann-BGK equation when the correction procedure via reconstruction scheme is used. The effects of the discrete velocity conservative property and accuracy of high-order formulations of kinetic schemes based on BGK model methods are provided. Extensive comparative tests with one-dimensional and two-dimensional problems in rarefied gas flows have been carried out to validate and illustrate the schemes presented. Potentially advantageous schemes in terms of stable large time step allowed and higher-order of accuracy are suggested.

In this study, we compare different diffuse and sharp interface schemes of direct-forcing immersed boundary — thermal lattice Boltzmann method (IB-TLBM) for non-Newtonian flow over a heated circular cylinder. Both effects of the discrete lattice and the body force on the momentum and energy equations are considered, by applying the split-forcing Lattice Boltzmann equations. A new technique based on predetermined parameters of direct forcing IB-TLBM is presented for computing the Nusselt number. The study covers both steady and unsteady regimes (20<Re<80) in the power-law index range of 0.6<n <1.4, encompassing both shear-thinning and shear-thickening non-Newtonian fluids. The numerical scheme, hydrodynamic approach and thermal parameters of different interface schemes are compared in both steady and unsteady cases. It is found that the sharp interface scheme is a suitable and possibly competitive method for thermal-IBM in terms of accuracy and computational cost.

We propose a new semi-implicit level set approach to a class of curvature dependent flows. The method generalizes a recent algorithm proposed for the motion by mean curvature where the interface is updated by solving the Rudin-Osher-Fatemi (ROF) model for image regularization. Our proposal is general enough so that one can easily extend and apply the method to other curvature dependent motions. Since the derivation is based on a semi-implicit time discretization, this suggests that the numerical scheme is stable even using a time-step significantly larger than that of the corresponding explicit method. As an interesting application of the numerical approach, we propose a new variational approach for extracting limit cycles in dynamical systems. The resulting algorithm can automatically detect multiple limit cycles staying inside the initial guess with no condition imposed on the number nor the location of the limit cycles. Further, we also propose in this work an Eulerian approach based on the level set method to test if the limit cycles are stable or unstable.

We have developed easy to use fast multipole method (FMM) libraries for the Laplace, low-frequency Helmholtz, and Stokes equations in two and three dimensions. The codes are based on a new method for applying translation operators and provide reasonable performance on either single core processors, or small multi-core systems using OpenMP.

Discontinuous Galerkin (DG) and matrix-free finite element methods with a novel projective pressure estimation are combined to enable the numerical modeling of magma dynamics in 2D and 3D using the library deal.II. The physical model is an advection-reaction type system consisting of two hyperbolic equations to evolve porosity and soluble mineral abundance at local chemical equilibrium and one elliptic equation to recover global pressure. A combination of a discontinuous Galerkin method for the advection equations and a finite element method for the elliptic equation provide a robust and efficient solution to the channel regime problems of the physical system in 3D. A projective and adaptively applied pressure estimation is employed to significantly reduce the computational wall time without impacting the overall physical reliability in the modeling of important features of melt segregation, such as melt channel bifurcation in 2D and 3D time dependent simulations.

Periodic structures involving crossed arrays of cylinders appear as special three-dimensional photonic crystals and cross-stacked gratings. Such a structure consists of a number of layers where each layer is periodic in one spatial direction and invariant in another direction. They are relatively simple to fabricate and have found valuable applications. For analyzing scattering properties of such structures, general computational electromagnetics methods can certainly be used, but special methods that take advantage of the geometric features are often much more efficient. In this paper, an efficient method based on operators mapping electromagnetic field components between two spatial directions is developed to analyze structures with crossed arrays of circular cylinders. The method is much simpler than an earlier method based on similar ideas, and it does not require evaluating slowly converging lattice sums.

High intensity focused ultrasound is a rapidly developing technology for the ablation of tumors. Liver cancer is one of the most common malignancies worldwide. Since liver has a large number of blood vessels, blood flow cooling can reduce the necrosed volume and may cause regeneration of the tumor to occur. All cancer cells should be ablated without damaging of the critical tissues. Today, treatment planning tools consider liver as a homogeneous organ. This paper is a step towards the development of surgical planning platform for a non-invasive HIFU tumor ablative therapy in a real liver geometry based on CT/MRI image. This task requires coupling of different physical fields: acoustic, thermal and hydrodynamic. These physical fields can influence each other. In this paper we illustrate how a computational model can be used to improve the treatment efficiency. In large blood vessel both convective cooling and acoustic streaming can change the temperature considerably near blood vessel. The whole tumor ablation took only 30 seconds in the considered simulation case, which is very small comparing with the current treatment time of several hours. Through this study we are convinced that high ultrasound power and nonlinear propagation effects with appropriate treatment planning can sufficiently reduce the treatment time.

In this paper, a computational model for the natural state of an inextensible capsule has been successfully combined with a spring model of the capsule membrane to simulate the motion of the capsule in two-dimensional shear flow. Besides the viscosity ratio of the internal fluid and external fluid of the capsule, the natural state also plays a role for having the transition between two well known motions, tumbling and tank-treading (TT) with the long axis oscillates about a fixed inclination angle (a swinging mode), when varying the shear rate. Between tumbling and tank-treading, the intermittent behavior has been obtained for the capsule with a biconcave rest shape. The estimated critical value of the swelling ratio for having the intermittent transition behavior is less than 0.7, i.e., the capsules with rest shape closer to a full disk do not have the intermittent behavior in shear flow. The intermittent dynamics of the capsule in the transition region is a mixture of tumbling and TT with a swinging mode. Just like the motion of TT with a swing mode, which can be viewed as a tank-treading with an incomplete tumbling, the membrane tank-treads backward and forward within a small range during the tumbling motion.

We describe our implementation of a parallel fast multipole method for evaluating potentials for discrete and continuous source distributions. The first requires summation over the source points and the second requiring integration over a continuous source density. Both problems require (N2) complexity when computed directly; however, can be accelerated to (N) time using FMM. In our PVFMM software library, we use kernel independent FMM and this allows us to compute potentials for a wide range of elliptic kernels. Our method is high order, adaptive and scalable. In this paper, we discuss several algorithmic improvements and performance optimizations including cache locality, vectorization, shared memory parallelism and use of coprocessors. Our distributed memory implementation uses space-filling curve for partitioning data and a hypercube communication scheme. We present convergence results for Laplace, Stokes and Helmholtz (low wavenumber) kernels for both particle and volume FMM. We measure efficiency of our method in terms of CPU cycles per unknown for different accuracies and different kernels. We also demonstrate scalability of our implementation up to several thousand processor cores on the Stampede platform at the Texas Advanced Computing Center.

We define and investigate, via numerical analysis, a one dimensional toy-model of a cloud chamber. An energetic quantum particle, whose initial state is a superposition of two identical wave packets with opposite average momentum, interacts during its evolution and exchanges (small amounts of) energy with an array of localized spins. Triggered by the interaction with the environment, the initial superposition state turns into an incoherent sum of two states describing the following situation: or the particle is going to the left and a large number of spins on the left side changed their states, or the same is happening on the right side. This evolution is reminiscent of what happens in a cloud chamber where a quantum particle, emitted as a spherical wave by a radioactive source, marks its passage inside a supersaturated vapour-chamber in the form of a sequence of small liquid bubbles arranging themselves around a possible classical trajectory of the particle.

A direct-forcing immersed boundary method (DFIB) with both virtual force and heat source is developed here to solve Navier-Stokes and the associated energy transport equations to study some thermal flow problems caused by a moving rigid solid object within. The key point of this novel numerical method is that the solid object, stationary or moving, is first treated as fluid governed by Navier-Stokes equations for velocity and pressure, and by energy transport equation for temperature in every time step. An additional virtual force term is then introduced on the right hand side of momentum equations in the solid object region to make it act exactly as if it were a solid rigid body immersed in the fluid. Likewise, an additional virtual heat source term is applied to the right hand side of energy equation at the solid object region to maintain the solid object at the prescribed temperature all the time. The current method was validated by some benchmark forced and natural convection problems such as a uniform flow past a heated circular cylinder, and a heated circular cylinder inside a square enclosure. We further demonstrated this method by studying a mixed convection problem involving a heated circular cylinder moving inside a square enclosure. Our current method avoids the otherwise requested dynamic grid generation in traditional method and shows great efficiency in the computation of thermal and flow fields caused by fluid-structure interaction.

In this paper, we are concerned with probabilistic high order numerical schemes for Cauchy problems of fully nonlinear parabolic PDEs. For such parabolic PDEs, it is shown by Cheridito, Soner, Touzi and Victoir [4] that the associated exact solutions admit probabilistic interpretations, i.e., the solution of a fully nonlinear parabolic PDE solves a corresponding second order forward backward stochastic differential equation (2FBSDEs). Our numerical schemes rely on solving those 2FBSDEs, by extending our previous results [W. Zhao, Y. Fu and T. Zhou, SIAM J. Sci. Comput., 36 (2014), pp. A1731-A1751.]. Moreover, in our numerical schemes, one has the flexibility to choose the associated forward SDE, and a suitable choice can significantly reduce the computational complexity. Various numerical examples including the HJB equations are presented to show the effectiveness and accuracy of the proposed numerical schemes.

This paper presents the implementation, validation and application of TCE (total collision energy) model for simulating hypersonic reactive flows in a parallel direct simulation Monte Carlo code, named PDSC++, using an unstructured grid. A series of benchmarking test cases, which include reproduction of theoretical rate constants in a single cell, 2D hypersonic flow past a cylinder and 2D-axisymmetric hypersonic flow past a sphere, were performed to validate the implementation. Finally, detailed aerothermodynamics of the flown reentry Apollo 6 Command Module at 105 km is simulated to demonstrate the powerful capability of the PDSC++ in treating realistic hypersonic reactive flow at high altitude.