AbstractAccuracy of unstructured finite volume discretization is greatly influenced by the gradient reconstruction. For the commonly used k-exact reconstruction method, the cell centroid is always chosen as the reference point to formulate the reconstructed function. But in some practical problems, such as the boundary layer, cells in this area are always set with high aspect ratio to improve the local field resolution, and if geometric centroid is still utilized for the spatial discretization, the severe grid skewness cannot be avoided, which is adverse to the numerical performance of unstructured finite volume solver. In previous work [Kong, et al. Chin Phys B 29(10):100203, 2020], we explored a novel global-direction stencil and combined it with the face-area-weighted centroid on unstructured finite volume methods from differential form to realize the skewness reduction and a better reflection of flow anisotropy. Greatly inspired by the differential form, in this research, we demonstrate that it is also feasible to extend this novel method to the unstructured finite volume discretization from integral form on both second and third-order finite volume solver. Numerical examples governed by linear convective, Euler and Laplacian equations are utilized to examine the correctness as well as effectiveness of this extension. Compared with traditional vertex-neighbor and face-neighbor stencils based on the geometric centroid, the grid skewness is almost eliminated and computational accuracy as well as convergence rate is greatly improved by the global-direction stencil with face-area-weighted centroid. As a result, on unstructured finite volume discretization from integral form, the method also has superiorities on both computational accuracy and convergence rate.
Modulus-based Successive Overrelaxation Iteration Method for Pricing American Options with the Two-asset Black–Scholes and Heston's Models Based on Finite Volume Discretization
