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Exact Integration Formulas for the Finite Volume Element Method on Simplicial Meshes T. V. Voitovich, 1 S. Vandewalle 2 1 Institute of Applied Mathematics, Albert-Ludwigs-Universität Freiburg, D-79104 Freiburg, Germany 2 Department of Computer Science, Katholieke Universiteit Leuven, B-3001 Leuven, Belgium Received 6 December 2004; accepted 25 September 2006 Published online 12 February 2007 in Wiley InterScience (www.interscience.wiley.com). DOI 10.1002/num.20210 This article considers the technological aspects of the finite volume element method for the numerical solu- tion of partial differential equations on simplicial grids in two and three dimensions. We derive new classes of integration formulas for the exact integration of generic monomials of barycentric coordinates over dif- ferent types of fundamental shapes corresponding to a barycentric dual mesh. These integration formulas constitute an essential component for the development of high-order accurate finite volume element schemes. Numerical examples are presented that illustrate the validity of the technology. © 2007 Wiley Periodicals, Inc. Numer Methods Partial Differential Eq 23: 1059–1082, 2007 Keywords: finite volume element method; barycentric coordinates; integration formulas I. INTRODUCTION Finite volume element (FVE) or box methods [1–4], also called control-volume finite element methods [5–7], play an important rôle in the present practice of numerically solving partial dif- ferential equations (PDEs). From the finite element method, they inherit the use of piecewise polynomial finite element spaces for the representation of the solution, the PDE coefficients and source functions. Another feature rooted in the finite element context is the suitability for use with general and irregular grids, allowing the effective treatment of complex geometries, with a natural realization of local grid refinement and adaptivity. From the finite volume method, they inherit a natural discrete conservation property, the simplicity of approximation and the applicability of one-dimensional upwind schemes. The FVE method was created to generalize and systematize the use of piecewise polynomial finite element spaces for discretization in the classical finite volume method. The FVE method Correspondence to: S. Vandewalle, Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan 200A, B-3001 Leuven, Belgium (e-mail: [email protected]) Contract grant sponsor: K. U. Leuven Research Council Contract grant sponsor: Project IDO/00/08 Contract grant sponsor: Belgian Office for Scientific, Technical, and Cultural Affairs © 2007 Wiley Periodicals, Inc.

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  • Exact Integration Formulas for the Finite VolumeElement Method on Simplicial MeshesT. V. Voitovich,1 S. Vandewalle21Institute of Applied Mathematics, Albert-Ludwigs-Universität Freiburg,D-79104 Freiburg, Germany

    2Department of Computer Science, Katholieke Universiteit Leuven,B-3001 Leuven, Belgium

    Received 6 December 2004; accepted 25 September 2006Published online 12 February 2007 in Wiley InterScience (www.interscience.wiley.com).DOI 10.1002/num.20210

    This article considers the technological aspects of the finite volume element method for the numerical solu-tion of partial differential equations on simplicial grids in two and three dimensions. We derive new classesof integration formulas for the exact integration of generic monomials of barycentric coordinates over dif-ferent types of fundamental shapes corresponding to a barycentric dual mesh. These integration formulasconstitute an essential component for the development of high-order accurate finite volume element schemes.Numerical examples are presented that illustrate the validity of the technology. © 2007 Wiley Periodicals,Inc. Numer Methods Partial Differential Eq 23: 1059–1082, 2007

    Keywords: finite volume element method; barycentric coordinates; integration formulas

    I. INTRODUCTION

    Finite volume element (FVE) or box methods [1–4], also called control-volume finite elementmethods [5–7], play an important rôle in the present practice of numerically solving partial dif-ferential equations (PDEs). From the finite element method, they inherit the use of piecewisepolynomial finite element spaces for the representation of the solution, the PDE coefficients andsource functions. Another feature rooted in the finite element context is the suitability for use withgeneral and irregular grids, allowing the effective treatment of complex geometries, with a naturalrealization of local grid refinement and adaptivity. From the finite volume method, they inherita natural discrete conservation property, the simplicity of approximation and the applicability ofone-dimensional upwind schemes.

    The FVE method was created to generalize and systematize the use of piecewise polynomialfinite element spaces for discretization in the classical finite volume method. The FVE method

    Correspondence to: S. Vandewalle, Department of Computer Science, Katholieke Universiteit Leuven, Celestijnenlaan200A, B-3001 Leuven, Belgium (e-mail: [email protected])Contract grant sponsor: K. U. Leuven Research CouncilContract grant sponsor: Project IDO/00/08Contract grant sponsor: Belgian Office for Scientific, Technical, and Cultural Affairs

    © 2007 Wiley Periodicals, Inc.

  • 1060 VOITOVICH AND VANDEWALLE

    starts with a partitioning of the computational domain into a set of finite elements, and the sub-sequent definition of a dual finite volume mesh superimposed on the finite element grid. Forevery finite volume, the method writes out the integral conservation form of the PDE. Using thefinite element representation of the solution, a discrete set of linear or nonlinear equations is thenconstructed. In that step, one is faced with the integration of the element-based interpolation poly-nomials over certain geometrical shapes defined by the dual mesh. The present article addresses theproblem of the exact integration of those polynomials. For a clear exposition of the FVE method,a discussion of its use for solving problems on composite meshes, an analysis of its accuracy,and a description of a multigrid approach for solving the resulting discrete set of linear equations,we refer to the monograph by McCormick [8]. An extension of these ideas toward using mixedfinite elements for porous media flow and a careful, physically motivated selection of the controlvolumes for that type of problem are described in [9]. An error analysis and extension towardpolynomial finite elements of arbitrary order is given in [10] and in the thesis by Trujillo [11].

    Contrary to the finite element method, the technological basis of the FVE method is not wellestablished; the integration formulas are in many cases not readily available. Such formulas arebased on a local representation of the polynomials with the use of a set of basis functions and thesubsequent exact integration of those basis functions over the corresponding geometrical shapes.In finite element methods on simplicial grids, the polynomial basis functions are usually expressedin terms of barycentric simplex coordinates. Then, formulas for the exact integration of the genericmonomials in barycentric coordinates along an edge of a triangle, over a triangular element, andover a tetrahedron, as provided, e.g., by Eisenberg and Malvern [12], are used to complete theapproximation. For finite volume discretization, a general approach for the integration of polyno-mial basis functions over arbitrary polygonal and polyhedral grids was given by Liu and Vinokur[13]. In their approach an arbitrary polyhedron is subdivided into a union of tetrahedra and an arbi-trary polygon into a union of triangles. Hence, a triangle and a tetrahedron, and also a straight linesegment, are the fundamental shapes for the exact integration. In [13], the polynomial basis func-tions are expressed as generalized Taylor series in terms of tensor products of the position vector.Thus, formulas for the exact integration of generic monomials in Cartesian coordinates are derived.

    In this article we develop the integral formulas required in a typical FVE implemenation. Wefocus on simplicial grids, with triangles (2D) and tetrahedra (3D) as the fundamental elements.We consider barycentric dual meshes, also called Donald dual meshes. In the 2D case, those areconstructed with the use of the barycenters of the simplices and the midpoints of the edges; in the3D case, also the barycenters of the tetrahedron sides are involved. As a novel approach towardsthe derivation of FVE integration formulas, we will adopt the finite element practice to express thepolynomial basis functions in terms of barycentric coordinates. This enables an easy evaluation ofthe necessary FVE integrals, once a set of formulas for the integration of monomials in barycentriccoordinates is available. No prior subdivision of the integration domains into simplicial elementsas in [13] will be required. The article will extend the previous work of the first author [14].There, for the 2D case, formulas for the integration of monomials of the first and second orderwere derived on the basis of geometrical observations. In the present article a new and much moregeneral procedure is developed for the derivation of the values of more general integrals, in both2D and 3D settings.

    The article is organized as follows. First, in Section II, we recall the basic principles behind thefinite volume element method and illustrate its application for solving PDEs on simplicial grids.The integrals required in the discretization procedure are derived. In Section III, the formulasfor the exact integration of monomials are constructed for the 2D case. The 3D case is treated inSection IV. Finally, in Section V, the use of the formulas is illustrated by means of some numericalexperiments.

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1061

    II. A REVIEW OF THE FVE METHOD

    In this section we explain the notations that are used in the article and elaborate the main featuresof the proposed technology. We also identify the integrals that need to be provided for an efficientimplementation of the FVE method.

    A. FVE Method Basics

    The FVE method is applicable to a wide range of PDEs. Here, for illustration purposes, we focuson a 2D convection-diffusion-reaction equation from fluid dynamics, of the form

    ∂(ρu)

    ∂t+ ∇ · (Jc + Jd) + γ u = fu in �T , (2.1)

    where �T = � × (0, T ) is the space time cylinder, with � a bounded domain. Jc and Jd are theconvection and diffusion fluxes of u:

    Jc = ρvu, Jd = −λ∇u,

    ρ is the fluid density, v is the velocity vector, λ is the diffusion coefficient, and fu is the volumetricsource of u. Let Th be a conforming triangulation of �, such that the intersection of the closures oftwo distinct triangles is either empty or consists of one common vertex or edge. We will assumethat computational points and finite element vertices coincide (the “cell-vertex” arrangement).We consider a dual mesh constructed on the centroids of the triangles and the mid-points of theedges, the so-called barycentric dual mesh or Donald dual mesh. Each vertex i has a correspond-ing “complete” finite volume �i bounded by median segments (in the case of an interior vertex)or an “incomplete” finite volume bounded by median segments and boundary edges (in the caseof a boundary vertex); see Fig. 1. For every �i , the integral conservation form of PDE (2.1) iswritten as follows:∫

    �i

    ∂(ρu)

    ∂td� +

    ∫∂�i

    (Jc + Jd) · n ds +∫

    �i

    γ u d� =∫

    �i

    fu d�, (2.2)

    where n is the outward unit normal to ∂�i , the boundary of �i .

    FIG. 1. Fragment of finite element (solid) and control volume (dashed) meshes.

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • 1062 VOITOVICH AND VANDEWALLE

    For the representation of the FVE solution, we consider the usual finite element space ofcontinuous piecewise polynomial functions

    Sh = {v ∈ C0(�̄) | v |T ∈ P1 ∀ T ∈ T h}, (2.3)where P1 is the space of first degree polynomials in two variables. Finite element space (2.3) canalso be used for the representation of spatially varying PDE coefficients and source functions. Weshall assume that the FVE solution uh belongs to the space ShE ,

    ShE = {v ∈ Sh | v |�D= gD}, (2.4)where �D is the part of the boundary with Dirichlet boundary condition; gD is the correspondingfunction. The basis {ψi(x)}Ni=1 of the discrete space Sh consists of continuous piecewise linearfunctions ψi(x) over the triangulation T h equal to 1 at vertex xi and 0 at the other vertices:ψi(xj ) = δij , i, j = 1, . . . , N .

    The representation of uh restricted to one particular element T ∈ T h, is:

    uh(x) =3∑

    m=1ûmψ̂m(x) = au + bux + cuy, x ∈ T ,

    where ψ̂m(x) are local linear basis functions. The coefficients au, bu, cu can be expressed in termsof the discrete nodal unknowns û1, û2, û3 via the inverse of the Vandermonde matrix containingthe coordinates of the triangular nodes:

    aubucu

    =

    1 x1 y11 x2 y2

    1 x3 y3

    −1 û1û2

    û3

    =

    k11 k12 k13k21 k22 k23

    k31 k32 k33

    û1û2

    û3

    . (2.5)

    The FVE method entails the numerical approximation of the integral form (2.2) over eachcomplete or incomplete finite volume �i of the dual mesh. The computation of these integralscan be organized in an element by element fashion, as in the classical finite element method. Tothat end, we introduce some more notations. Consider a finite element T ∈ Th. Let Sk denote asegment of the dual mesh lying on a median that emanates from the vertex k, and let �̃l denote thebarycentric subdomain of the triangle, adjacent to node l; we will use Ti to denote the side of thetriangle, opposite to node i [Fig. 2(a)]. For all the balance equations (2.2), the area integrals canbe considered element-by-element, with the integration over barycentric subdomains of the form�̃l . The flux integrals over the boundaries ∂�i in the equations (2.2) also can be decomposed intoelement by element contributions, over median segments and boundary edges of an element. Weshall denote by nνk the unit vector that is normal to the median segment Sk and that points outwardof �̃ν [see Fig. 2(b)]. With Jνk we denote the value of the combined convection-diffusion flux inthe direction of nνk through segment Sk:

    Jνk =∫

    Sk

    (Jdνk + Jcν k) · nνk ds.

    It will be sufficient to approximate three of the six introduced fluxes for the element of interest.Because of the conservation property, we have that

    J21 = −J31, J13 = −J23, J32 = −J12.We shall refer to J21, J13, J32 as the determining fluxes of the element of interest.

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1063

    FIG. 2. Graphical illustration of the key notations used in the text.

    Note that for convection dominated problems the straightforward use of the solution space ShEfor the approximation of convection fluxes leads to oscillatory numerical results, and upwind-ing or another stabilization is required [14, 15]. A number of such strategies will be explorednumerically in Section V.

    B. Integral Approximation Using Barycentric Coordinates

    For the computation of the diffusion fluxes, we are faced with integrals over Sk , a segment of thedual Donald mesh:

    J dνk = −∫

    Sk

    λ∇u · nνk ds = −∇u · nνk∫

    Sk

    λ ds. (2.6)

    Equivalently, the diffusion flux can be written as follows:

    J dνk = −∫

    Sk

    λ∇u · nνk ds = −∫

    Sk

    λ∂u

    ∂xdy − λ∂u

    ∂ydx, (2.7)

    in which case the segment Sk is to be traversed in the “anti-clockwise” direction w.r.t. normal nνk .(When looking in the direction of the normal on Sk , the segment is traversed from the right to theleft.)

    Discrete space (2.3) will be used for the local representation of the variable diffusion coef-ficient; i.e., we shall write λ(x) as a linear combination of the local basis functions ψ̂m(x), or,equivalently, we can represent the interpolation function for the diffusion coefficient in terms ofbarycentric (area) coordinates:

    λ(x) =3∑

    m=1λ̂mψ̂m(x) =

    3∑i=1

    λ̂mLm, x ∈ T ,

    where λ̂m are the nodal values of λ. The barycentric coordinates L1, L2, L3 of a point (x, y) ∈ Tsatisfy L1 + L2 + L3 = 1, together with

    L1x̂1 + L2x̂2 + L3x̂3 = x and L1ŷ1 + L2ŷ2 + L3ŷ3 = y,where (x̂i , ŷi) for i = 1, 2, 3 are the coordinates of the three simplex nodes. Note that the localbasis functions and the barycentric coordinates coincide, i.e., ψ̂m(x) = Lm, for m = 1, 2, 3 in thecase of conforming linear finite elements.

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • 1064 VOITOVICH AND VANDEWALLE

    Using (2.5), and nνk = (nνk,x , nνk,y)T the approximation of (2.6) becomes

    J̃ dνk = −{

    3∑m=1

    λ̂m

    ∫Sk

    Lm ds

    }3∑

    l=1(k2lnνk,x + k3lnνk,y)ûl . (2.8)

    When the alternative formulation (2.7) is used, the following expression results:

    J̃ dνk = −{

    3∑m=1

    λ̂m

    ∫Sk

    Lm dy

    }3∑

    l=1k2l ûl +

    {3∑

    m=1λ̂m

    ∫Sk

    Lm dx

    }3∑

    l=1k3l ûl . (2.9)

    To complete the approximation, one should introduce integration formulas for the integration ofbarycentric coordinates over the dual mesh line segments:∫

    Sk

    Lm ds,∫

    Sk

    Lm dx,∫

    Sk

    Lm dy, k, m = 1, 2, 3. (2.10)

    These formulas can also form a basis for the upwind discretization of the convection fluxes; e.g.,assume that the approximation of the convection fluxes is based on a weighting of local massfluxes with the use of upwind values of the discrete unknowns ũk [15]:

    J̃ cνk = ũk∫

    Sk

    ρv · nνk ds, (2.11)

    and ũk is a linear combination of the local discrete unknowns. Obviously, the local mass flux, i.e.,the integral in the right-hand side of (2.11), should be calculated as exactly as possible. Assumethe components of vector ρ(x)v(x) vary linearly over each simplex:

    ρ(x)v(x) =3∑

    i=1ρ̂i v̂i Li , (2.12)

    where ρ̂i and v̂i are nodal values of density and nodal velocity vectors, respectively. To completethe approximation, the values of (2.10) are then again required. Sometimes a linear representationfor both the velocity and the density is considered essential, for example, in order to capture sharpgradients. Hence,

    ρ(x) =3∑

    i=1ρ̂i Li , v(x) =

    3∑i=1

    v̂i Li ,

    instead of (2.12). Now, in order to compute the fluxes in (2.11), integrals are required formonomials of the second order:∫

    Sk

    LνLµ ds, k, ν, µ = 1, 2, 3. (2.13)

    Analogously, the approximation of the reaction, source and unsteady terms requires theconstruction of formulas for the integration of monomials in barycentric coordinates over thebarycentric subdomains of the simplices, e.g., of type,∫

    �̃k

    Lν d� and∫

    �̃k

    LνLµ d�, k, µ, ν = 1, 2, 3. (2.14)

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1065

    The use of a linear representation of the source term in terms of barycentric coordinates,fu(x) = ∑3i=1 f̂i Li , x ∈ T , requires formulas of type (2.14) (left). For the approximation ofsource terms that are products of two functions (would we decide to represent each function withthe use of continuous linear elements), or in case the source function is locally represented as ahigher order (in casu second order) polynomial, it is necessary to introduce the formulas of type(2.14) (right). Similar integrals arise in the computation of the local FVE mass matrices, whichcorrespond to the unsteady and reaction terms.

    Finally, the FVE approximation of boundary conditions is based on formulas for the integrationof barycentric coordinates over boundary edges.

    C. Summary

    The success of the use of barycentric coordinates for the exact integration of polynomials in theclassical finite element method lies partly in the availability of exact integration formulas forintegrals along the edges L and the area A of a triangular element, and over the volume V of atetrahedron; see [12]: ∫

    L

    La1 Lb2 dL =

    a! b!(a + b + 1)! |L|, (2.15)

    ∫A

    La1 Lb2 L

    c3 dA =

    a! b! c!(a + b + c + 2)! 2 |A|, (2.16)

    ∫V

    La1 Lb2 L

    c3 L

    d4 dV =

    a! b! c! d!(a + b + c + d + 3)! 6 |V |. (2.17)

    Our aim is to derive similar formulas applicable to the FVE method. Thus, in the 2D case, wewill need to derive expressions for three types of integrals:∫

    Sk

    La1 Lb2 L

    c3 ds,

    ∫�̃k

    La1 Lb2 L

    c3 d�,

    ∫�∩�i

    La1 Lb2 ds,

    i.e., for the integration of monomials in simplex barycentric coordinates over dual mesh lines,over barycentric subdomains, and over boundary edge segments, respectively. Those integralswill provide a technological basis on which one can construct FVE solvers, in a similar way as(2.15)–(2.17) form the basis for the development of finite element solvers.

    III. FINITE VOLUME ELEMENT INTEGRATION IN 2D

    A. Integration over Barycentric Subdomains

    We start off with the exact evaluation of the integrals of the monomials of barycentric coordinatesover barycentric subdomains, i.e., the integral:∫

    �̃k

    La1 Lb2 L

    c3 d� =

    ∫�̃k

    La1 Lb2 (1 − L1 − L2)c d�. (3.1)

    First, we will find the integration boundaries of the coordinates L1, L2 within the barycentricsubregion �̃1. To that end, we consider the images of lines of equal value of L1 on the planarsurface z = L2, where z is the coordinate direction orthogonal to the plane of the mesh (seeNumerical Methods for Partial Differential Equations DOI 10.1002/num

  • 1066 VOITOVICH AND VANDEWALLE

    FIG. 3. Limits for the integration over barycentric subdomain �̃1: images of the lines of equal value of thefirst coordinate L1 on the surface of the second coordinate L2.

    Fig. 3). We also need the relationship between the barycentric coordinates on the segments of thedual mesh. This relationship has to be linear, i.e., of the form:

    Lν(Lµ) = a(k)νµ + b(k)νµ Lµ on Sk , k, ν, µ = 1, 2, 3.The result, with ν �= µ, is given by:

    on Sk: Lν(Lµ) =

    Lµ if ν �= k and µ �= k,1 − 2Lµ if ν = k,12 (1 − Lµ) if µ = k.

    (3.2)

    Using (3.2) and the expression for the differential element

    d� = 2 |T | dL1 dL2,with |T | the area of the triangle, one can obtain the following expression:∫

    �̃k

    La1Lb2L

    c3 d� = 2 |T |

    ∫ 12

    13

    dL1

    ∫ L11−2 L1

    La1 Lb2 (1 − L1 − L2)c dL2

    + 2 |T |∫ 1

    12

    dL1

    ∫ 1−L10

    La1 Lb2 (1 − L1 − L2)c dL2. (3.3)

    Here, the first integral of the right-hand side corresponds to the triangle EMC and the second oneto the triangle V1ME on the surface of L2 (see Fig. 3). The substitution t = L2/(1 − L1) to theright-hand side integrals of (3.3) gives

    ∫�̃k

    La1Lb2L

    c3 d� = 2 |T |

    ∫ 12

    13

    La1(1 − L1)b+c+1∫ L1

    1−L11−2L11−L1

    tb(1 − t)cdt dL1

    + 2 |T |∫ 1

    12

    La1(1 − L1)b+c+1 dL1∫ 1

    0tb(1 − t)c dt .

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1067

    We will not attempt to evaluate the integrals in general form in terms of a, b, c. Rather,we will concentrate on the relevant cases. Calculation of the integrals for (a, b, c) ∈{(1, 0, 0), (0, 1, 0), (0, 0, 1)} gives the following result:

    ∫�̃k

    Lν d� ={

    1154 |T | if ν = k,7

    108 |T | if ν �= k.(3.4)

    Calculation of the integrals for the monomials of second order gives

    ∫�̃k

    LνLµ d� =

    85648 |T | if ν = µ = k,23

    1296 |T | if ν = µ �= k,47

    1296 |T | if ν �= µ and (ν = k or µ = k),7

    648 |T | otherwise.(3.5)

    The values of 1/|T | ∫�̃k

    Lν Lµ d� are summarized in Appendix A.

    B. Integration over Dual Mesh Segments

    Next, we consider the exact integration of interpolation polynomials over median segments. Thoseintegrals appear in the approximation of the convection and diffusion fluxes. We start with thecomputation of the following line integral:∫

    Sk

    La1 Lb2 L

    c3 ds =

    ∫Sk

    La1 Lb2 (1 − L1 − L2)c ds.

    Without loss of generality, we will consider integration over segment S1. Let r denote the positionvector of a point on S1, and let the triangle T be defined by the points r1, r2, r3. Then, we haver = L1r1 + L2r2 + L3r3, with L3 = L2 and L2 = 12 (1 − L1), for L1 ∈ [0, 1/3]. Thus, we find

    ds = |r′(L1)| dL1 = 3 |S1| dL1,where |S1| is the length of the median segment. The general expression for the differential elementreads

    on Sk: ds ={

    3 |Sk| dLµ if µ = k,6 |Sk| dLµ if µ �= k. (3.6)

    With (3.6) and (3.2), one can integrate each of the generic monomials over the different dualmesh lines. For the first order case we have∫

    S1

    L1ds =∫ 1

    3

    0L1|r′(L1)| dL1 = 1

    6|S1|,

    ∫S1

    L2ds =∫ 1

    3

    0

    1

    2(1 − L1)|r′(L1)| dL1 = 5

    12|S1|,

    and∫

    S1L2 ds =

    ∫S1

    L3 ds. The following general rule results:

    ∫Sk

    Lνds ={

    16 |Sk| if ν = k,5

    12 |Sk| if ν �= k.(3.7)

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • 1068 VOITOVICH AND VANDEWALLE

    FIG. 4. Integration of the barycentric coordinates over the dual mesh segments.

    For an implementation based on the “dx”, “dy” form of the integrals, using, e.g., the expressionfrom (2.7), formulas similar to (3.7) can be derived. For ξ ∈ {x, y}, we have

    ∫Sk

    Lνdξ ={

    16 lkξ if ν = k,5

    12 lkξ if ν �= k.(3.8)

    Here, lkx and lky are the signed lengths of the projections of the median segment Sk onto the x-and y-axis, respectively; see Fig. 4 (left panel). In particular, we have lkx = xend − xstart , andlky = yend − ystart . The points (xstart , ystart ) and (xend , yend) delineate segment Sk , and indicate itsorientation, i.e., the direction of the integration.

    Formulas (3.7) and (3.8) have a simple geometrical interpretation, as illustrated in Fig. 4 (rightpanel). Consider the plane z = L1, and imagine a pair of trapezoids and a triangle, constructedusing the median segments and their images on the surface of that plane. The line integrals from(3.7) represent the area of the trapezoids and the triangle. Considering the value 1/3 for L1 atthe centroid of the element and the value 1/2 at the middle of the edges T2 and T3, the cor-rectness of (3.7) is easily verified. For (3.8), one should project the triangle onto the zx and yzcoordinate planes. The area of those projections is given by 16 |l1x | and 16 |l1y |, i.e., the absolutevalues of

    ∫S1

    L1dx and∫

    S1L1dy, respectively. Projection of the trapezoid corresponding to S2

    onto the same coordinate planes, gives areas of magnitude 512 |l2x | and 512 |l2y |, i.e., the absolutevalues of integrals

    ∫S2

    L1dx,∫

    S2L1dy, respectively. Analogous results hold for the projection of

    the trapezoid corresponding S3.With (3.2) and (3.6), one also obtains formulas for second order monomials:

    ∫Sk

    LνLµ ds =

    127 |Sk| if ν = µ = k,7

    108 |Sk| if ν �= µ and (ν = k or µ = k)19

    108 |Sk| otherwise,(3.9)

    where k = 1, 2, 3. In case ds is replaced by dξ , with ξ ∈ {x, y}, the formulas in (3.6) need to beadapted by replacing |Sk| with lkξ . In Appendix B, we have summarized the values of the integrals1/|Sk|

    ∫Sk

    LνLµds.

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    FIG. 5. Implementation of the boundary conditions: integration over boundary edge sections.

    C. Integration over Segments of Boundary Edges

    The FVE implementation of boundary conditions requires the exact integration of monomials oversegments of boundary edges. We consider two incomplete finite volumes that share a simplex T(Fig. 5). Let T3 be the edge of the element that approximates the boundary and |T3| be its length.For the first order monomials we have the result:

    ∫�i∩T3

    Lν ds ={

    38 |T3| if i = ν,18 |T3| if i �= ν.

    (3.10)

    Obviously, one has that∫

    �i∩T3 L3 ds = 0, i = 1, 2. Similarly, one can obtain the followingformulas for the integration of monomials of the second order:

    ∫�i∩T3

    L2ν ds ={

    724 |T3| if i = ν,1

    24 |T3| if i �= ν.(3.11)

    Finally, one has ∫�i∩T3

    L1L2 ds = 112

    |T3|. (3.12)

    If in any of the above integrals ds is changed into dξ , the formulas have to be adapted by changing|T3| into lξ , the signed length of the projection of edge T3 onto the ξ -axis.

    IV. FINITE VOLUME ELEMENT INTEGRATION IN 3D

    A. Introduction and Notations

    We consider a PDE defined on a 3D domain �. Let Th be triangulation of �: ∪Tn∈Th T̄n = �̄,i.e., a set of tetrahedral elements (tetrahedrons) such that the intersection of the closures of twodistinct elements is either empty or consists of one common vertex, side, or edge. As before,we will assume a cell-vertex arrangement of unknowns, i.e., the computational points and thetetrahedron vertices coincide. For the given triangulation, we construct the barycentric dual mesh,consisting of finite volumes constructed with the use of the centroids of the tetrahedral elements,the midpoints of the element edges and the centroids of the sides. Thus, any vertex of the 3Dtriangulation has a corresponding complete (or incomplete) control volume, bounded by parts ofmedian planes.

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  • 1070 VOITOVICH AND VANDEWALLE

    Consider a tetrahedron T in Th. Let T (i) denote the side of the tetrahedron, that is opposite tothe vertex i, with i = 1, 2, 3, 4. Let �̃i stand for the barycentric subdomain (or “quarter” element)adjacent to node i (Fig. 6); let Eij denote the edge connecting vertices i and j ; (x̄ij , ȳij , z̄ij ) arethe coordinates of the midpoint of the edge Eij ; (x̂i , ŷi , ẑi ) are the coordinates of the barycenter ofthe side T (i); we shall use (xc, yc, zc) to denote the coordinates of the centroid of the tetrahedron.

    In this section, we are faced with the calculation of integrals of the following types:∫�̃k

    P (x) d�,∫

    S(q)p

    P (x) dS, and∫

    SpqP (x) dS, where P(x) = La1Lb2Lc3Ld4 . The region Spq is a

    quadrilateral of the dual surface that lies on the median plane coming out of edge Epq [seeFig. 8(a)]; S(q)p is the 2D barycentric subdomain of the side opposite to node q, and adjacent tonode p (see Fig. 9).

    B. Integration over Barycentric Subdomains

    For the approximation of source terms and for the evaluation of the FVE method mass matrix,one needs the following integrals, similar to (3.1),∫

    �̃k

    La1Lb2L

    c3L

    d4 d� =

    ∫�̃k

    La1Lb2L

    c3(1 − L1 − L2 − L3)d d�. (4.1)

    Without loss of generality, we can consider the integration over the barycentric subdomain �̃1only. The differential element d� can be expressed as follows:

    d� = 6|T | dL1 dL2 dL3,

    with |T | equal to the volume of the tetrahedron. As in the 2D case, the integral is split into twocontributions. The first corresponds to the changes of L1 from 12 to 1 (the tetrahedron V1P12P13P14;Fig. 6):

    6|T |∫ 1

    12

    dL1

    ∫ 1−L10

    dL2

    ∫ 1−L1−L20

    La1Lb2L

    c3(1 − L1 − L2 − L3)d dL3. (4.2)

    The other part corresponds to the rest of the subdomain, where L1 changes from 14 to12 :

    6|T |∫ 1

    2

    14

    dL1

    ∫ φ(L1)ψ(L1)

    dL2

    ∫ χ(L1,L2)κ(L1,L2)

    La1Lb2L

    c3(1 − L1 − L2 − L3)d dL3. (4.3)

    On its turn, the last integral is split into three contributions: the first contribution corresponds tothe pyramid C3C4P13P14P12, the second one to the pyramid C3C4P13P14C2, and the last one to thetetrahedron C2C3C4C. In order to find the integration limits for each particular case, one needsto perform two steps.

    First, in order to derive the functions κ(L1, L2) and χ(L1, L2) one should find the variation ofL3 for fixed L1 and L2. The image of the variation corresponds to the intersection of planes ofequal values for L1 and L2 (see Fig. 7). These are lines that are parallel to edge E34. Considerationof those lines with the use of the equations for the tetrahedron sides and the median planes, leadsto κ(L1, L2) and χ(L1, L2). Second, in order to find the functions ψ(L1) and φ(L1) for eachsubvolume, one should consider a projection of the subvolume onto the side T(3) (i.e., L3 = 0),parallel to E34 (i.e., L1 and L2 constant). In that projection, one can find the integration limits forL2 that correspond to a fixed value of L1. The projection of pyramid C3C4P13P14P12 is triangle

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    FIG. 6. A tetrahedron. Indicated are the centroid C, the centroids of the side planes Ci , the midpoints ofthe edges Pij and the tetrahedron vertices Vi , annotated with their barycentric coordinates. Shown also arethe location of the barycentric subvolumes �̃i and their side planes.

    C3P12P14, the projection of pyramid C3C4P13P14C2 is triangle C̃2C3P14, the projection of thetetrahedron C2C3C4C is triangle C̃2C3C̃. Here, the auxiliary points C̃ and C̃2 have the followingbarycentric coordinates: C̃

    (14 ,

    14 , 0,

    12

    ), C̃2

    (13 , 0, 0,

    23

    ).

    Finally, taking into consideration integral (4.2), one obtains the following result: integral (4.1),denoted as I(4.1), is composed of a sum of 4 terms:

    I(4.1) = 6|T |∫ 1

    12

    dL1

    ∫ 1−L10

    dL2

    ∫ 1−L1−L20

    La1Lb2L

    c3(1 − L1 − L2 − L3)d dL3

    + 6|T |∫ 1

    2

    13

    dL1

    ∫ L11−2L1

    dL2

    ∫ 1−L1−L20

    La1Lb2L

    c3(1 − L1 − L2 − L3)d dL3

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  • 1072 VOITOVICH AND VANDEWALLE

    FIG. 7. Planes of equal values of L1 (a) and L2 (b).

    + 6|T |∫ 1

    3

    14

    dL1

    ∫ L11−3L1

    dL2

    ∫ L11−2L1−L2

    La1Lb2L

    c3(1 − L1 − L2 − L3)d dL3

    + 6|T |∫ 1

    2

    13

    dL1

    ∫ 1−2L10

    dL2

    ∫ L11−2L1−L2

    La1Lb2L

    c3(1 − L1 − L2 − L3)d dL3. (4.4)

    We will not evaluate (4.4) in terms of general a, b, c, d. Instead, we only present the results forthe relevant cases. We have for the first order monomials:∫

    �̃k

    Lνd� ={

    25192 |T | if ν = k,23576 |T | if ν �= k,

    (4.5)

    and for the monomials of second order,

    ∫�̃k

    LνLµ d� =

    831152 |T | if ν = µ = k,

    16117280 |T | if ν = µ �= k,67

    3456 |T | if ν �= µ and (ν = k or µ = k),97

    17280 |T | otherwise.(4.6)

    The values of the integral 1/|T | ∫�̃k

    Lν Lµ d� are given in Appendix C.

    C. Integration over Quadrilaterals of Dual Median Planes

    We now consider the computation of the following integral:∫Spq

    La1Lb2L

    c3L

    d4 dS. (4.7)

    Let the tetrahedron T be defined by the four points r1, r2, r3, r4. Any position vector r in thetetrahedron can be written as r = L1r1 + L2r2 + L3r3 + L3r4, where the barycentric coordinatesNumerical Methods for Partial Differential Equations DOI 10.1002/num

  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1073

    FIG. 8. A median plane, emanating from edge E12, and quadrilateral part S12 (a); surface parametrization:partial derivatives of the position vector r(2)1 = ∂r/∂L1, r(1)2 = ∂r/∂L2 (b).

    L1, L2, L3, L4 range from 0 to 1, and satisfy L1 + L2 + L3 + L4 = 1. With r(k)i , we denotethe vector in the tetrahedron side T (k), starting at the middle of the edge opposite to node i andending at the node i [Fig. 8(b)].

    It suffices to consider the integration over S12 only. We will use the barycentric coordinatesL1 and L2 for the parametrization of that surface. Recall that L3 = L4 on the surface, henceL3 = (1 − L1 − L2)/2. Therefore, a point r on S12 is given by

    r = L1r1 + L2r2 + 12(1 − L1 − L2)(r3 + r4), (4.8)

    and the partial derivatives of the position vector with respect to L1, L2 will be

    ∂r∂L1

    = r1 − 12(r3 + r4) = r(2)1 and

    ∂r∂L2

    = r2 − 12(r3 + r4) = r(1)2 .

    Note that the vectors r(2)1 and r(1)2 are parallel to the barycentric coordinate lines, i.e., the lines

    with L2, resp. L1 equal to a constant. The computation of the integrals over S12 requires one tofind the differential element, i.e.,

    dS =∣∣∣∣ ∂r∂L1 ×

    ∂r∂L2

    ∣∣∣∣ dL1 dL2.Knowing that, in the case of barycentric dual mesh,

    −−−→P34C2 = 13 r(2)1 ,

    −−−→P34C1 = 13 r(1)2 ,

    −−→P34C =

    14

    (r(1)2 + r(2)1

    )(see Fig. 6), one can compute the area of S12 to find:

    |S12| = 112

    ∣∣∣∣ ∂r∂L1 ×∂r∂L2

    ∣∣∣∣ .Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • 1074 VOITOVICH AND VANDEWALLE

    Therefore, dS = 12 |S12| dL1 dL2. Thus, integral (4.7) for (p, q) = (1, 2) becomes∫S12

    La1Lb2L

    c3L

    d4 dS =

    12 |S12|2c+d

    ∫D12

    La1Lb2(1 − L1 − L2)c+d dL1 dL2,

    where D12 is the range of L1, L2 on the surface S12. We find

    ∫S12

    La1Lb2L

    c3L

    d4 dS =

    12 |S12|2c+d

    ∫ 14

    0dL1

    ∫ 13 − 13 L1

    0La1L

    b2(1 − L1 − L2)c+d dL2

    + 12 |S12|2c+d

    ∫ 13

    14

    dL1

    ∫ 1−3L10

    La1Lb2(1 − L1 − L2)c+d dL2. (4.9)

    Consider the monomials of the first order. A careful calculation of the two integrals in theright-hand side of (4.9), for all the barycentric coordinates, and for the six dual quadrilaterals,leads one to the following general expression:∫

    Spq

    Lν dS ={

    5432 |Spq | if ν = p or ν = q,13

    432 |Spq | otherwise,(4.10)

    where |Spq | is the area of Spq . For the monomials of the second order we find

    ∫Spq

    LνLµ dS =

    23864 |Spq | if ν = µ = p or ν = µ = q,5

    288 |Spq | if ν = p and µ = q or µ = p and ν = q,115864 |Spq | if ν �= p and ν �= q and µ �= p and µ �= q,41

    864 |Spq | otherwise.These results, without the coefficient |Spq |, are tabulated in Appendix D.

    The implementation of the FVE method may require evaluation of surface integrals writtenin “dy dz”, “dz dx”, or “dx dy” form, rather than in “dS” notation. Such formulation is notuncommon, e.g., for the diffusion flux:∫

    Spq

    λ∇u · n dS =∫

    Spq

    λ∂u

    ∂xdy dz + λ∂u

    ∂ydz dx + λ∂u

    ∂zdx dy. (4.11)

    In the right-hand side, Spq is now to be interpreted as a part of the median plane oriented by thenormal n. Note that one should identify a unique “determining” normal from the two normals thatare associated with the median plane, to have a procedure for evaluation of local contributionsof the tetrahedron onto the global discrete analogue of the problem. Consideration of the vectorproducts of the vectors r(j)i allows one to do that: one can use the condition j > i to select 6determining normals from the set{

    (r(j)i × r(i)j )/|r(j)i × r(i)j |, i, j = 1, 2, 3}.

    We discuss the integration over S12. Assume the determining normal is chosen as (r(2)1 ×

    r(1)2 )/|r(2)1 × r(1)2 |. Let Syz12 , Szx12 , Sxy12 be the signed areas of the projections of S12 onto the yz-, zx-,and xy-coordinate planes, respectively, i.e.,

    Sxy

    12 =∫

    S12

    dx dy, (4.12)

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  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1075

    with a sign corresponding to the determining normal of S12. The calculation is performed with theuse of a decomposition of the quadrilateral into two triangles, e.g., S12 = (CP34C2)∪(CP34C1)(see Fig. 6). We use the following order of the points in the triangles: P34CC1, and P34C2C. Thatis, the orientation is anticlockwise as seen from the top of the determining normal. For the signedarea of the projection we then have

    Sxy

    12 =1

    2

    ∣∣∣∣∣∣1 x̄34 ȳ341 xc yc1 x̂1 ŷ1

    ∣∣∣∣∣∣ +1

    2

    ∣∣∣∣∣∣1 x̄34 ȳ341 x̂2 ŷ21 xc yc

    ∣∣∣∣∣∣ . (4.13)

    Calculation of the integrals appearing in (4.11) requires one to introduce integration formulasof the following type, which are the analogues of (4.10),

    ∫Spq

    Lν dx dy ={

    5432S

    xypq if ν = p or ν = q,

    13432S

    xypq otherwise.

    (4.14)

    Here Sxypq is the signed area of the projection of Spq onto the xy-plane, defined in a similar way as(4.12), and computed according to a formula similar to (4.13). Similar relations are valid for the“dy dz” and “dz dx” integrals and for the second order monomials.

    D. Implementation of Boundary Conditions

    The approach developed in the previous section for the calculation of the surface integrals, canalso be applied for the implementation of the boundary conditions. Let S(i)k denote the barycentricsubdomain of side T (i) adjacent to node k (see Fig. 9). Without loss of generality, we consider

    FIG. 9. Implementation of boundary conditions: integration over barycentric subdomains of boundarysides; parametrization of the subdomains.

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    integration of monomials of the form Lb2Lc3L

    d4 over barycentric subdomain S

    (1)2 . We shall use

    barycentric coordinates L3 and L4 for the parametrization of this surface. Let s(ν)

    ij denote the vec-tor in the side of the tetrahedron opposite to the node ν, directed from vertex i to vertex j . Onecan find that

    s(1)23 = ∂r/∂L3, s(1)24 = ∂r/∂L4.With an argument similar to that in the previous section, and denoting by |S(1)2 | the area of S(1)2 ,one finds that the differential element is

    dS =∣∣∣∣ ∂r∂L3 ×

    ∂r∂L4

    ∣∣∣∣ dL3 dL4 = 6 |S(1)2 | dL3 dL4.After determination of the integration limits, the integral of interest becomes

    ∫S(1)2

    Lb2 Lc3 L

    d4 dS = 6 |S(1)2 |

    ∫ 13

    0dL3

    ∫ 12 − 12 L3

    0(1 − L3 − L4)bLc3Ld4 dL4

    + 6 |S(1)2 |∫ 1

    2

    13

    dL3

    ∫ 1−2L30

    (1 − L3 − L4)b Lc3Ld4 dL4.

    Calculation of all the integrals for the monomials of the first order gives

    ∫S(i)k

    Lν dS =

    0 if ν = i,1118 |S(1)2 | if ν = k,736 |S(1)2 | if ν �= k, ν �= i.

    (4.15)

    Let S(1)yz2 , S(1)zx2 , S

    (1)xy2 be the signed areas of the projections of subdomain S

    (1)2 onto the coor-

    dinate planes, with the sign corresponding to the normal specified in the boundary condition term.Then, formulas analogous to (4.15) and written in terms of the signed areas are valid, e.g., withdS and |S(1)2 | replaced by dx dy resp. S(1)xy2 .

    V. NUMERICAL EXPERIMENTS

    Finally, we end this article with some numerical results. The first example is purely academicand merely serves to illustrate the correctness of our formulas. The second example is a lin-ear convection-diffusion problem, whose solution exhibits a boundary layer. The third and lastexample is a classical nonlinear problem: laminar flow over a backward facing step. The last twoexamples illustrate two different upwinding strategies.

    A. 3D Pure Diffusion Problems

    Recall that the present article extends the 2D results that were presented in [14]. Here, a new andmore general procedure has been developed that one can use for a much wider class of integrals.For the 2D case, the correctness of the formulas for the integration of monomials of the first

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    TABLE I. Constant coefficient diffusion problem: discrete L2 and L∞ error norms and estimated order ofconvergence (EOC).

    1/h ‖u−uh‖2

    ‖u‖2 EOC‖u−uh‖∞

    ‖u‖∞ EOC

    10 3.04232e-2 — 3.01895e-2 —20 7.84089e-3 1.95608 7.73328e-3 1.9649340 1.97566e-3 1.98868 1.94514e-3 1.9912180 4.94915e-4 1.99708 4.87039e-4 1.99777

    order has been checked in the above reference. To check the correctness of the 3D formulas,we implemented a constant coefficient and a variable coefficient diffusion problem. The formerreads

    −∂2u

    ∂x2− ∂

    2u

    ∂y2− ∂

    2u

    ∂z2= f (x, y, z), (x, y, z) ∈ � = (0, 1) × (0, 1) × (0, 1),

    where f is chosen in such a way that u(x, y, z) = sin(πx) sin(πy) sin(πz). HomogeneousDirichlet boundary conditions are set at the six boundary faces.

    In the numerical experiments we used sequences of embedded regular 3D triangulations of theunit cube. Our regular triangulation is the result of a domain decomposition into cubes and subse-quent regular subdivision of each of those into 6 tetrahedral elements. For the local representationof the variable source function, a continuous piecewise linear approximation is used, allowing usto check, e.g., the correctness of (4.5). Discrete norms of the error and corresponding values ofthe experimental order of convergence are given in Table I. They match well with the expectedvalue of 2.

    The second model problem is defined on the same spatial domain and characterized by avariable diffusion coefficient,

    −∇ · (λ(x, y, z)∇u) = f (x, y, z), (x, y, z) ∈ �,

    with λ(x, y, z) = 1 + x + y. The function f (x, y, z) is chosen such that the exact solutionis given by u(x, y, z) = e2x + e2y + e2z. Dirichlet boundary conditions are set at all bound-aries. This experiment allows us to check, among other things, the validity of the formulas(4.10), for the exact integration of the barycentric coordinate monomials over parts of themedian planes. Discrete norms of the error and values of the experimental order of convergenceare presented in Table II. Again, they behave according to the theory, i.e., with second-orderconvergence.

    TABLE II. Variable coefficient diffusion problem: discrete L2 and L∞ error norms and estimated order ofconvergence (EOC).

    1/h ‖u−uh‖2

    ‖u‖2 EOC‖u−uh‖∞

    ‖u‖∞ EOC

    10 2.27738e-4 — 2.35071e-4 —20 5.91379e-5 1.94522 6.04551e-5 1.9591640 1.49264e-5 1.98621 1.51472e-5 1.9968180 3.74055e-6 1.99654 3.78890e-6 1.99920

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    B. Convection-Diffusion Problem with Solution of Boundary-Layer Type

    Next, we consider a 2D convection-diffusion problem with a small diffusion parameter α:

    ∂2u

    ∂x2+ ∂

    2u

    ∂y2− v

    α

    ∂u

    ∂x= 0, (x, y) ∈ � = (0, 1) × (0, 1),

    combined with Dirichlet boundary conditions.The exact solution exhibits a boundary-layer in the neighborhood of x = 1:

    u(x, y) = sin πyea − eb (e

    a+bx − eb+ax),

    with the constants a and b given by

    a = v2α

    +(

    v2

    4α2+ π 2

    )1/2, b = v

    2α−

    (v2

    4α2+ π 2

    )1/2.

    The approximation of the convection fluxes is based on the concepts of local weight matricesand upwinding; see [15]. For each simplex the convection fluxes are approximated by means offormula (2.11), where ũk is a value associated with the median segment Sk . It is computed as alinear combination of the local discrete unknowns ûi :

    ũk =3∑

    i=1βki ûi , (5.1)

    or in matrix form ũ = Bû. The three by three matrix B is the local weight matrix and fully char-acterizes the particular upwind scheme; vector ũ is the three-vector of the conservative unknownvalues associated with the three median segments of the simplex, and û is the vector of conservativeunknowns located at the vertices.

    For the numerical experiments, we consider two different upwind schemes. In the flow-orientedmodified upwind scheme (FLOM), a profile for the solution u is constructed that is exponentialin the direction of the average advection velocity vector and linear in the normal direction. Theuse of such a profile for upwinding methods was introduced by C. Prakash and S. Patankar in[7]. With that profile, the components of ũ can be expressed in terms of the discrete unknowns.To this end, the profile at the midpoints of the median segments is evaluated with the use of theinterpolation condition at the three vertices. In the second approach, the matrix B is calculatedusing the mass-weighted upwind scheme (MAW), as introduced by G. Schneider and M. Raw [16]and extended for the case of simplicial meshes by S. Rida [17]. Note that this scheme is monotoneby construction. For both the MAW and FLOM schemes, the local mass fluxes

    ∫Sk

    ρv · nνk ds areapproximated with the assumption that components of the advection velocity vector vary linearlyover each triangle; see (2.12).

    Figure 10(a) presents the solutions for the two different upwind schemes, for three differentvalues of the local Peclet number, Pe := vh/α, where h = 1/20 is the mesh size. The solutionto the problem with the steepest boundary layer is recomputed in Fig. 10(b) on a finer mesh withh = 1/50. The values of the discrete L2-error norms and the experimental orders of convergenceare presented in the Table III. The mass-weighted scheme is clearly first order, the modifiedflow-oriented scheme is second-order accurate.

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  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1079

    FIG. 10. Computed solutions u(x, 0.5) for different upwind schemes: for different local Peclet numbers,21 × 21 uniform triangulation (a), 51 × 51 uniform triangulation (b).

    C. Laminar Flow over a Backward-facing Step

    Finally, we consider the FVE modelling of laminar incompressible, planar flow over abackward-facing step. The model is given by the Navier-Stokes equations:

    ∂(ρu)∂t

    + ∇ · (ρu ⊗ u − τ) = −∇p + f , ∂ρ∂t

    + ∇ · (ρu), in �T , (5.2)

    where �T = � × (0, T ) is the space-time cylinder, u is the velocity vector, p is the pressure, τis the viscous shear stress tensor, ρ is the density, and f is a given force.

    TABLE III. Discrete L2 error norm for the solutions computed with different upwind schemes, andestimated order of convergence (EOC).

    1/h MAW EOC FLOM EOC

    v/α = 10/320 3.241E-3 — 2.632E-4 —40 1.570E-3 1.045 6.714E-5 1.97180 7.708E-4 1.026 1.692E-5 1.988

    160 3.816E-4 1.014 4.249E-6 1.994320 1.898E-4 1.007 1.069E-6 1.990

    v/α = 50/320 1.642E-2 — 1.799E-3 —40 9.730E-3 0.755 4.689E-4 1.94080 5.279E-3 0.882 1.192E-4 1.976

    160 2.747E-3 0.942 3.009E-5 1.986320 1.401E-3 0.971 7.567E-6 1.992

    v/α = 250/320 1.052E-2 — 9.929E-3 —40 1.371E-2 −0.382 8.445E-3 0.23480 1.378E-2 −0.017 4.154E-3 1.024

    160 1.021E-2 0.442 1.340E-3 1.632320 6.178E-3 0.724 3.588E-4 1.901

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  • 1080 VOITOVICH AND VANDEWALLE

    FIG. 11. Laminar flow over a backward-facing step. Experimental and calculated velocity profiles forRe = 389 at different locations; �: experiment Armaly et al.; –: FVE/FLOM solution.

    For the numerical solution of system (5.2) the pressure and velocity components are consideredas the unknowns. A collocated, equal-order scheme is used, i.e., both pressure and velocity arecalculated at the same points, the vertices of the triangulation, and are assumed to be piecewise-linear and continuous; the Prakash-Patankar interpolation [5, 7] of the velocity components inthe continuity equation is used in order to prevent checkerboard pressure fields. The SIMPLERscheme is applied as the overall solution scheme for this coupled, nonlinear system of equations.

    A numerical experiment was set up using the parameter values specified in the backward-facingstep benchmark paper by B. Armaly et al. [18]. The case considered corresponds to Reynolds num-ber Re = 389, which is the maximal value for the planar flow regime for which the experimentaldata are reported in the above article. In accordance with [18], the upstream channel height isselected to be 5.2 mm and the step height S = 4.9 mm. The outlet boundary is at a distanceof 32S downstream of the step. No-slip boundary conditions are imposed at the wall bound-aries; a parabolic longitudinal velocity profile approximating the experimental one is used at theinlet boundary. The components of the viscous stress tensor are imposed to vanish at the outletboundary.

    Steady-state longitudinal velocity profiles, computed with the flow-oriented modified upwindscheme are presented in Fig. 11. The close match with the data from article [18] is obvious. Thetriangulation consisted of 1594 nodes, with a refinement near the walls and the separation line.The reattachment point calculated with the use of the flow-oriented upwind scheme is given bythe value 7.813S. This is in excellent agreement with the experimental value of 7.81S. A similarcomputation with the mass-weighted upwind scheme gives the less accurate result 7.217S.

    APPENDIX A. Integration of monomials of barycentric coordinates of the second order over thebarycentric subdomains �̃1, �̃2, and �̃3.

    �̃1 L1 L2 L3 �̃2 L1 L2 L3 �̃3 L1 L2 L3

    L185

    64847

    129647

    1296 L123

    129647

    12967

    648 L123

    12967

    64847

    1296

    L147

    129623

    12967

    648 L247

    129685648

    471296 L2

    7648

    231296

    471296

    L147

    12967

    64823

    1296 L37

    64847

    129623

    1296 L347

    129747

    129685648

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  • EXACT INTEGRATION FORMULAS FOR THE FVE METHOD 1081

    APPENDIX B. Integration of monomials of barycentric coordinates of the second order over the mediansegments S1, S2, and S3.

    S1 L1 L2 L3 S2 L1 L2 L3 S3 L1 L2 L3

    L1127

    7108

    7108 L1

    19108

    7108

    19108 L1

    19108

    19108

    7108

    L27

    10819108

    19108 L2

    7108

    127

    7108 L2

    19108

    19108

    7108

    L37

    10819108

    19108 L3

    19108

    7108

    19108 L3

    7108

    7108

    127

    APPENDIX C. Integration of monomials of volumetric barycentric coordinates of the second order overbarycentric subdomains �̃1, �̃2, �̃3, and �̃4.

    �̃1 L1 L2 L3 L4 �̃2 L1 L2 L3 L4

    L183

    115267

    345667

    345667

    3456 L1161

    1728067

    345697

    1728097

    17280

    L267

    3456161

    1728097

    1728097

    17280 L267

    345683

    115267

    345667

    3456

    L367

    345697

    17280161

    1728097

    17280 L397

    1728067

    3456161

    1728097

    17280

    L467

    345697

    1728097

    17280161

    17280 L497

    1728067

    345697

    17280161

    17280

    �̃3 L1 L2 L3 L4 �̃4 L1 L2 L3 L4

    L1161

    1728097

    1728067

    345697

    17280 L1161

    1728097

    1728097

    1728067

    3456

    L297

    17280161

    1728067

    345697

    17280 L297

    17280161

    1728097

    1728067

    3456

    L367

    345667

    345683

    115267

    3456 L397

    1728097

    17280161

    1728067

    3456

    L497

    1728097

    1728067

    3456161

    17280 L467

    345667

    345667

    345683

    1152

    APPENDIX D. Integration of monomials of volumetric barycentric coordinates of second order over partsof median planes: S12, S13, S14, S23, S24, and S34.

    S12 L1 L2 L3 L4 S13 L1 L2 L3 L4

    L123

    103685

    345641

    1036841

    10368 L123

    1036841

    103685

    345641

    10368

    L25

    345623

    1036841

    1036841

    10368 L241

    10368115

    1036841

    10368115

    10368

    L341

    1036841

    10368115

    10368115

    10368 L35

    345641

    1036823

    1036841

    10368

    L441

    1036841

    10368115

    10368115

    10368 L441

    10368115

    1036841

    10368115

    10368

    S14 L1 L2 L3 L4 S23 L1 L2 L3 L4

    L123

    1036841

    1036841

    103685

    3456 L1115

    1036841

    1036841

    10368115

    10368

    L241

    10368115

    10368115

    1036841

    10368 L241

    1036823

    103685

    345641

    10368

    L341

    10368115

    10368115

    1036841

    10368 L341

    103685

    345623

    1036841

    10368

    L45

    345641

    1036841

    1036823

    10368 L4115

    1036841

    1036841

    10368115

    10368

    S24 L1 L2 L3 L4 S34 L1 L2 L3 L4

    L1115

    1036841

    10368115

    1036841

    10368 L1115

    10368115

    1036841

    1036841

    10368

    L241

    1036823

    1036841

    103685

    3456 L2115

    10368115

    1036841

    1036841

    10368

    L3115

    1036841

    10368115

    1036841

    10368 L341

    1036841

    1036823

    103685

    3456

    L441

    103685

    345641

    1036823

    10368 L441

    1036841

    103685

    345623

    10368

    Numerical Methods for Partial Differential Equations DOI 10.1002/num

  • 1082 VOITOVICH AND VANDEWALLE

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    Numerical Methods for Partial Differential Equations DOI 10.1002/num