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This thesis presents the construction, the analysis and the verication of compact residual discretizations for the solution of conservation laws on unstructured meshes. The schemes considered belong to the class of residual distribution (RD) or fluctuation splitting (FS) schemes. The methodology presented relies on three main elements: design of compact linear first-order stable schemes for linear hyperbolic PDEs, a positivity preserving procedure mapping stable first-order linear schemes onto nonlinear second-order schemes with non-oscillatory shock capturing capabilities, and a conservative formulation enabling to extend the schemes to nonlinear CLs. These three design steps, and the underlying theoretical tools, are discussed in depth. The nonlinear RD schemes resulting from this construction are tested on a large set of problems involving the solution of scalar models, and systems of CLs. This extensive verification fills the gaps left open, where no theoretical analysis is possible. Numerical results are presented on the Euler equations of a perfect gas, on a two-phase flow model with highly nonlinear thermodynamics, and on the shallow-water equations. On irregular grids, the schemes proposed yield quite accurate and stable solutions even on very difficult computations. Direct comparisone show that these results are more accurate than the ones given by FV and WENO schemes. Moreover, our schemes have a compact nearest-neighbor stencil. This encourages to further develop our approach, toward the design of very high-order schemes, which would represent a very appealing alternative, both in terms of accuracy and efficiency, to now classical FV and ENO/WENO discretizations. These schemes might also be very competitive with respect to very high-order DG schemes.

Dans ce travail, nous nous intéressons à deux problèmes de la théorie des systèmes hyperboliques faisant intervenir des interfaces. Le premier concerne des modèles de couplages entre un fluide compressible et une particule ponctuelle et le second concerne la capture numérique précise des chocs, ces discontinuités qui apparaissent dans les solutions des systèmes hyperboliques.Sur la première thématique, nous commençons par introduire les différents modèles, dans lesquels la particule et le fluide interagissent à travers une force de frottement qui tend à rapprocher leurs vitesses. Le couplage est singulier car il fait intervenir le produit d’une fonction discontinue par une mesure de Dirac. On peut toutefois définir précisément le système en voyant la particule comme une interface à travers laquelle des relations liant les propriétés du fluide et celle de la particule sont imposées. Lorsque le fluide suit une équation de Burgers, nous démontrons la convergence d’une classe de schéma numérique, et nous obtenons l’existence d’une solution au problème de Cauchy pour une donnée initiale à variation totale bornée. Dans le cas plus complexe où le fluide est décrit par les équa- tions d’Euler isothermes, on prouve l’existence et l’unicité d’une solution autosemblable au problème de Riemann lorsque la particule est immobile. Des simulations numériques sont également présentées.La dernière partie de la thèse est consacrée à la construction de schémas non diffusifs pour les systèmes hyperboliques. Ces schémas, de type volumes finis, sont construits pour être exact lorsque la donnée initiale est un choc isolé. Ils sont basé sur une reconstruction discontinue de la solution au début de chaque itération en temps, dans le but de reconstituer des chocs à l’intérieur de certaines cellules du maillage. Cette stratégie mène à des schémas très peu diffusifs qui, lorsque l’opérateur de reconstruction est bien choisi, approchent correctement les solutions de cas tests problématiques (chocs lents, chocs forts, réflexions pour la dynamique des gaz, chocs non classiques pour les systèmes qui ne sont pas vraiment non linéaires). / In this work, we study two problems concerning hyperbolic systems involving interfaces. The first one concerns the study of models of coupling between a compressible fluid and a pointwise particle. The second one deals with the sharp numerical approximation of shocks, which are discontinuities that appear in the solutions of hyperbolic systems.In the first two parts of the manuscript, we introduce different models of fluid-particle couplings. The fluid and the particle interact on each other through a drag force, which brings their velocities closer to one another. The coupling is singular because it can be written as the product of a discontinuous function by a Dirac measure. However, the system can be precisely defined as follows. The particle is seen as an interface through which interface conditions linking the properties of the fluid with those of the particle are imposed. When the fluid follows the compressible Burgers equations, we prove the convergence of a family of finite volume schemes and obtain the existence of a solution when the initial data has total bounded variation. In the more difficult case where the fluid is described by the isothermal Euler equations, we prove the existence and uniqueness of a selfsimilar solution to the Riemann problem, when the particle is motionless. Numerical experiments are also presented.In the last part of this work, we build non diffusive numerical schemes for different hyperbolic systems. These finite volume schemes are built to be exact when the initial data is an isolated shock. They are based on a discontinuous reconstruction of the solution at the beginning of each time step, in order to reconstruct shocks inside some specific cells of the mesh. The schemes we present have a very low numerical diffusion and, when the reconstruction operator is well chosen, they are able to correctly approximate the solution on various problematic test cases. These cases include slowly moving shocks, strong shocks and shock reflections for gas dynamics, as well as the apparition of nonclassical shocks for systems that are not truely nonlinear.

This PhD thesis treats some problems concerning nonlinear differential equations. In the first two papers computer-assisted proofs are used. The differential equations there are rewritten as fixed point problems, and the existence of solutions are proved. The problem in the first paper is one-dimensional; with one boundary condition given by an integral. The problem in the second paper is three-dimensional, and Dirichlet boundary conditions are used. Both problems have their origins in fluid dynamics. Paper III describes an inverse problem for the heat equation. Given the solution, a solution dependent diffusion coefficient is estimated by intervals at a finite set of points. The method includes the construction of set-valued level curves and two-dimensional splines. In paper IV we prove that there exists a unique, globally attracting fixed point for a differential equation system. The differential equation system arises as the number of peers in a peer-to-peer network, which is described by a suitably scaled Markov chain, goes to infinity. In the proof linearization and Dulac's criterion are used.

The kinetic schemes, also known as Boltzmann schemes are based on the moment-method-strategy, where an upwind scheme is first developed at the Boltzmann level and after taking suitable moments we arrive at an upwind scheme for the governing Euler or Navier-Stokes equations. The Kinetic Flux Vector Splitting (KFVS)scheme, which belongs to the family of kinetic schemes is being extensively used to compute inviscid as well as viscous flows around many complex configurations of practical interest over the past two decades. To resolve many flow features accurately, like suction peak, minimising the loss in stagnation pressure, shocks, slipstreams, triple points, vortex sheets, shock-shock interaction, mixing layers, flow separation in viscous flows require an accurate and low dissipative numerical scheme. The first order KFVS method even though is very robust suffers from the problem of having much more numerical diffusion than required, resulting in very badly smearing of the above features. However, numerical dissipation can be reduced considerably by using higher order kinetic schemes. But they require more points in the stencil and hence consume more computational time and memory. The second order schemes require flux or slope limiters in the neighbourhood of discontinuities to avoid spurious and physically meaningless wiggles or oscillations in pressure, temperature or density. The limiters generally restrict the residue fall in second order schemes while in first order schemes residue falls up to machine zero. Further, pressure and density contours or streamlines are much smoother for first order accurate schemes than second order accurate schemes. A question naturally arises about the possibility of constructing first order upwind schemes which retain almost all advantages mentioned above while at the same time crisply capture the flow features. In the present work, an attempt has been made to address the above issues by developing yet another kinetic scheme, known as the low dissipative modified KFVS (m-KFVS) method based on modified CIR (MCIR) splitting with molecular velocity dependent dissipation control function. Different choices for the dissipation control function are presented. A detailed mathematical analysis and the underlying physical arguments behind these choices are presented. The expressions for the m-KFVS fluxes are derived. For one of the choices, the expressions for the split fluxes are similar to the usual first order KFVS method. The mathematical properties of 1D m-KFVS fluxes and the eigenvalues of the corresponding flux Jacobians are studied numerically. The analysis of numerical dissipation is carried out both at Boltzmann and Euler levels. The expression for stability criterion is derived. In order to be consistent with the interior scheme, modified solid wall and outer boundary conditions are derived by extending the MCIR idea to boundaries. The cell-centred finite volume method based on m-KFVS is applied to several standard test cases for 1D, 2D and 3D inviscid flows. In the case of subsonic flows, the m-KFVS method produces much less numerical entropy compared to first order KFVS method and the results are comparable to second order accurate q-KFVS method. In transonic and supersonic flows, m-KFVS generates much less numerical dissipation compared to first order KFVS and even less compared to q-KFVS method. Further, the m-KFVS method captures the discontinuities more sharply with contours being smooth and near second order accuracy has been achieved in smooth regions, by still using first order stencil. Therefore, the numerical dissipation generated by m-KFVS is considerably reduced by suitably choosing the dissipation control variables. The Euler code based on m-KFVS method almost takes the same amount of computational time as that of KFVS method. Although, the formal accuracy is of order one, the m-KFVS method resolves the flow features much more accurately compared to first order KFVS method but the numerical dissipation generated by m-KFVS method may not be minimal. Hence, the dissipation control vector is in general not optimal. If we can find the optimal dissipation control vector then we will be able to achieve the minimal dissipation. In the present work, the above objective is attained by posing the minimisation of numerical dissipation in m-KFVS method as an optimal control problem. Here, the control variables are the dissipation control vector. The discrete form of the cost function, which is to be minimised is considered as the sum of the squares of change in entropy at all cells in the computational domain. The number of control variables is equal to the total number of cells or finite volumes in the computational domain, as each cell has only one dissipation control variable. In the present work, the minimum value of cost function is obtained by using gradient based optimisation method. The sensitivity gradients of the cost function with respect to the control variables are obtained using discrete adjoint approach. The discrete adjoint equations for the optimisation problem of minimising the numerical dissipation in m-KFVS method applied to 2D and 3D Euler equations are derived. The method of steepest descent is used to update the control variables. The automatic differentiation tool Tapenade has been used to ease the development of adjoint codes. The m-KFVS code combined with discrete adjoint code is applied to several standard test cases for inviscid flows. The test cases considered are, low Mach number flows past NACA 0012 airfoil and two element Williams airfoil, transonic and supersonic flows past NACA 0012 airfoil and finally, transonic flow past Onera M6 wing. Numerical results have shown that the m-KFVS-adjoint method produces even less numerical dissipation compared to m-KFVS method and hence results in more accurate solution. The m-KFVS-adjoint code takes more computational time compared to m-KFVS code. The present work demonstrates that it is possible to achieve near second order accuracy by formally first order accurate m-KFVS scheme while retaining advantages of first order accurate methods.

A direct method is developed for solving the 2-D planar/axisymmetric Euler equations. The Euler equations are discretized using a finite-volume method with upwind flux splitting schemes, and the resulting nonlinear system of equations are solved using Newton&amp / #8217 / s Method. Both analytical and numerical methods are used for Jacobian calculations. Numerical method has the advantage of keeping the Jacobian consistent with the numerical flux vector without extremely complex or impractical analytical differentiations. However, numerical method may have accuracy problem and may need longer execution time. In order to improve the accuracy of numerical method detailed error analyses were performed. It was demonstrated that the finite-difference perturbation magnitude and computer precision are the most important parameters that affect the accuracy of numerical Jacobians. A relation was developed for optimum perturbation magnitude that can minimize the error in numerical Jacobians. Results show that very accurate numerical Jacobians can be calculated with optimum perturbation magnitude. The effects of the accuracy of numerical Jacobians on the convergence of flow solver are also investigated. In order to reduce the execution time for numerical Jacobian evaluation, flux vectors with perturbed flow variables are calculated for only related cells. A sparse matrix solver based on LU factorization is used for the solution, and to improve the Jacobian matrix solution some strategies are considered. Effects of different flux splitting methods, higher-order discretizations and several parameters on the performance of the solver are analyzed.

Title: Numerical Solution of the Three-dimensional Compressible Flow Author: Martin Kyncl Department: Department of Numerical Mathematics Supervisor: Doc. RNDr. Jiří Felcman, CSc. Abstract: This thesis deals with a fluid flow in 3D in general. The system of the equations, describing the compressible gas flow, is solved numerically, with the aid of the finite volume method. The main purpose is to describe particular boundary conditions, based on the analysis of the incomplete Riemann problem. The analysis of the original initial-value problem shows, that the right hand-side initial condition, forming the Riemann problem, can be partially replaced by the suitable complementary condition. Several modifications of the Riemann problem are introduced and analyzed, as an original result of this work. Algorithms to solve such problems were implemented and used in code for the solution of the compressible gas flow. Numerical experiments documenting the suggested methods are performed. Keywords: compressible fluid flow, the Navier-Stokes equations, the Euler equations, boundary conditions, finite volume method, the Riemann problem, numerical flux, tur- bulent flow

The hyperbolic conservation laws model the phenomena of nonlinear waves including discontinuities. The coupled nonlinear equations representing such conservation laws may lead to discontinuous solutions even for smooth initial data. To solve such equations, developing numerical methods which are accurate, robust, and resolve all the wave structures appearing in the solutions is a challenging task. Among several discretization techniques developed for solving hyperbolic conservation laws numerically, Finite Volume Method (FVM) is the most popular. Numerical algorithms, in the framework of FVM, are broadly classified as upwind and central discretization methods. Upwind methods mimic the features of hyperbolic conservation laws very well. However, most of the popular upwind schemes are known to suffer from the shock instabilities. Many upwind methods are heavily dependent on eigen-structure, therefore methods developed for one system of conservation laws are not straightforwardly extended to other systems. On the contrary, central discretization methods are simple, independent of eigen-structure, and therefore, are easily extended to other systems. In the first part of the thesis, a hybrid central discretization method is introduced for Euler equations of gas dynamics. This hybrid scheme is then extended to other hyperbolic conservation laws namely, shallow water equations of oceanography and ideal magnetohydrodynamics equations. The baseline solver for the new hybrid scheme, Method of Optimal Viscosity for Enhanced Resolution of Shocks (MOVERS), is an accurate scheme capable of capturing grid aligned steady discontinuities exactly. This central scheme is free from complicated Riemann solvers and therefore is easy to implement. This low diffusive algorithm produces sonic glitches at the expansion regions involving sonic points and is prone to shock instabilities. Therefore it requires an entropy fix to avoid these problems. With the use of entropy fix the exact discontinuity capturing property of the scheme is lost, although sonic glitches and shock instabilities are avoided. The motivation for this work is to develop a numerical method which exactly preserves the steady contacts, is accurate, free of multi-dimensional shock instabilities and yet avoids the entropy fix. This is achieved by constructing a coefficient of numerical diffusion based on pressure gradient sensor. The pressure gradients are known to detect shocks and they vanish across contact discontinuities. This property of pressure sensor is utilized in constructing the coefficient of numerical diffusion. In addition to the numerical diffusion of the baseline solver, a numerical diffusion based on the pressure sensor, scaled by the maximum of eigen-spectrum, is used to avoid shock instabilities. At contact discontinuities, pressure gradients vanish and coefficient of numerical diffusion of MOVERS is automatically retained to capture steady contact discontinuities exactly. This simple hybrid central solver is accurate, captures steady contact discontinuities exactly and is free of multi-dimensional shock instabilities. This novel method is extended to shallow water and ideal magnetohydrodynamics equations in a similar way. In the second part of the thesis, an entropy stable central discretization method for hyperbolic conservation laws is introduced. In a quest for optimal numerical viscosity, development of entropy stable schemes gained importance in recent times. In this work, the entropy conservation equation is used as a guideline to fix the coefficient of numerical diffusion for smooth regions of the flow. At the large gradients, coefficient of numerical diffusion of baseline solver is used. Switch over between smooth and large gradients of the flow is done using limiter functions which are known to distinguish between smooth and high gradient regions of the flow. This simple and stable central scheme termed MOVERS-LE captures grid aligned steady discontinuities exactly and is free of shock instabilities in multi-dimensions. Both the above algorithms are tested on various well established benchmark test problems.

Made available in DSpace on 2014-06-11T19:23:39Z (GMT). No. of bitstreams: 0 Previous issue date: 2007-12-07Bitstream added on 2014-06-13T20:11:13Z : No. of bitstreams: 1 lourenco_mas_me_ilha.pdf: 1600140 bytes, checksum: b00979a5a599fe5b08838113e8ca6489 (MD5) / Coordenação de Aperfeiçoamento de Pessoal de Nível Superior (CAPES) / Este trabalho apresenta resultados da simulação numérica de escoamentos hipersônicos de fluidos, por meio de pySolver - um aplicativo computacional desenvolvido pelo autor. No aplicativo, as Equações de Euler foram discretizadas pelo método de elementos finitos de Galerkin (GFEM- Galerkin Finite Element Method) juntamente com a técnica CBS (Characteristic Based Split). O aplicativo pySolver, que foi construído baseado nas ferramentas de códigos fontes abertos Python, Blender e Visit, além da linguagem C, possui interface gráfica para o usuário, é multiplataforma e com orientação a objetos, além de contar com um framework especialmente projetado para a realização de todo o pré processamento, visando o modelamento geométrico bi ou tridimensional de problemas. O autor implementou um método para o refinamento de malha, modificando os programas abertos Triangle e TetGen, de tal forma a permitir o refinamento dinâmico e local de malhas até que determinadas tolerâncias sejam alcançadas nos resultados. Isto contribuiu para uma considerável robustez do aplicativo. Para verificação do aplicativo, foram simulados alguns casos-teste de escoamentos supersônicos e hipersônicos ao redor de corpo de diferentes configurações geométricas, principalmente aqueles encontrados na indústria aeronáutica e aeroespacial. Os dados obtidos são comparados com alguns resultados experimentais disponíveis na literatura, quando possível, e também com outros resultados numéricos obtidos da literatura. / This work presents some results for the numerical simulation of hypersonic fluid flows, utilizing pySolver – a software developed by the author. In this application, the Euler equations have been discretized by means of the Galerkin Finite Element Method (GFEM) using the CBS (Characteristic Based Split) scheme. pySolver, a multiplatform object-oriented software, built around the set of open source tools Python, Blender and Visit, besides C language, exhibits a proper graphical user interface and a framework specially developed to deal with data pre-processing and capable of geometrical modeling of either two or three-dimensional problems. The author has also implemented a scheme for the mesh refinement, by adapting the open-source softwares Triangle and TetGen, obtaining local and dynamic mesh refinement until reaching a determined tolerance in the results. That refinement scheme has contributed to considerable application robustness. In order to compare the software, some test cases composed of supersonic and hypersonic flows over di erent geometrical configuration bodies, mostly encountered in the aerospace and aeronautic industry data, have been simulated. The results compared very well with experimental data from the literature and, when possible, with other numerical results also obtained in the literature.