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Yuri Vassilevski
Kirill Terekhov
Kirill Nikitin
Ivan Kapyrin
Parallel Finite
Volume
Computation
on General
Meshes
Parallel Finite Volume Computation on General
Meshes
Yuri Vassilevski Kirill Terekhov
• •
Kirill Nikitin Ivan Kapyrin

•
Parallel Finite Volume

Computation on General
Meshes
123
Yuri Vassilevski Kirill Terekhov
Marchuk Institute of Numerical Mathematics Marchuk Institute of Numerical Mathematics
of the Russian Academy of Sciences and of the Russian Academy of Sciences
Moscow Institute of Physics and Technology Moscow, Russia
and Sechenov University
Moscow, Russia Ivan Kapyrin
Marchuk Institute of Numerical Mathematics
Kirill Nikitin and Nuclear Safety Institute of the Russian
Marchuk Institute of Numerical Mathematics Academy of Sciences
of the Russian Academy of Sciences and Moscow, Russia
Moscow State University
Moscow, Russia
ISBN 978-3-030-47231-3 ISBN 978-3-030-47232-0 (eBook)

https://doi.org/10.1007/978-3-030-47232-0
© Springer Nature Switzerland AG 2020
This work is subject to copyright. All rights are reserved by the Publisher, whether the whole or part
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Acknowledgements
This book would not appear without dedications of many colleagues and collab-
orators. The coauthors of our papers cited in the bibliography are our collaborators
to whom we are greatly indebted. In particular, we wish to thank Konstantin
Lipnikov, Daniil Svyatskiy, Alexander Danilov, Alexey Chernyshenko, Konstantin
Novikov, Vasiliy Kramarenko, Ruslan Yanbarisov, Mikhail Shashkov, Bradley
Mallison, Hamdi Tchelepi, and Maxim Olshanskii for their contribution to our joint
papers and cooperative research on the nonlinear FV methods. We are also grateful
to Mary Wheeler, Serguei Maliassov, Ilya Mishev, Roland Masson, and Denis
Voskov for illuminating discussions on applications of the FV methods in reservoir
simulation; Jerome Jaffre and Alexander Rastorguev for introduction to simulation
of radionuclides subsurface migration; Igor Linge and Sergey Utkin for practical
RW disposal safety assessment problem formulations and methodology; Vitaly
Volpert and Anass Bouchnita for joint development of the multi-physics model of
blood flow coagulation; Denis Anuprienko, Fedor Grigorev, Georgiy Neuvazhaev,
Viktor Suskin, and all the GeRa code developers for the cooperation in groundwater
flow and radionuclides transport models development and their verification. We
owe to our colleagues Igor Kaporin, Igor Konshin, Vadim Chugunov, Sergey
Goreinov, and Sergey Kharchenko for fruitful discussions on incomplete LU fac-
torization methods and contribution to INMOST software. We are in a great debt to
Yuri Kuznetsov who introduced us to the world of mathematical modeling years
ago.
A large part of the work presented here was supported by the ExxonMobil
Corporation within a long-term research project at the Marchuk Institute of
Numerical Mathematics of the Russian Academy of Sciences (INM RAS). We
acknowledge the financial support by the Russian Science Foundation projects
18-71-10111, 19-71-10094, and the Russian Foundation for Basic Research pro-
jects 18-31-20048 and 19-31-90110, the RAS Research program 26 “Basics of
algorithms and software for high performance computing” and the world-class
research center “Moscow Center for Fundamental and Applied Mathematics”.
Nuclear Safety Institute of the Russian Academy of Sciences (IBRAE) provided
v
vi Acknowledgements
resources for the GeRa code development. We thank INM RAS and IBRAE, for
administrative support of our research within the above projects.
Finally, we would like to thank all Springer team for making this publication
possible. And, most importantly, we are grateful to our families for the patience and
irretrievably lost time, otherwise spent by the authors writing the code and text
of the book.
Contents
1 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.1 Rationale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.2 Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 1
1.3 Structure and Overview of the Book . . . . . . . . . . . . . . . . . . . . . . 2
2 Monotone Finite Volume Method on General Meshes . . . . . . . . ... 5
2.1 Cell-Centered Finite Volume Method on General Meshes . . . . ... 5
2.2 Monotone Two-Point Flux Approximation Based on Finite
Differences . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . ... 8
2.3 Monotone Two-Point Flux Approximation Based on Gradient
Reconstruction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 10
2.4 Monotone Multi-Point Flux Approximation . . . . . . . . . . . . . . . . . 15
2.5 Generalizations to Convection–Diffusion Equation . . . . . . . . . . . . 19
2.6 Generalization to Diffusion Problem in Mixed Formulation . . . . . . 21
2.7 Generalization to Navier–Stokes Equations . . . . . . . . . . . . . . . . . 24
2.8 Analysis of Monotone FV Methods . . . . . . . . . . . . . . . . . . . . . . . 30
2.8.1 Two-Point Flux Approximations . . . . . . . . . . . . . . . . . . . . 31
2.8.2 Multi-Point Flux Approximation . . . . . . . . . . . . . . . . . . . . 31
2.9 Numerical Features of Monotone FV Methods . . . . . . . . . . . . . . . 33
3 Application of MFV in Reservoir Simulation . . . . .. . . . . . . . . . . . . 39
3.1 Subsurface Flow Models . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 39
3.1.1 Single-Phase Flow . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 39
3.1.2 Two-Phase Flow . . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 40
3.1.3 Three-Phase Flow . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . 40
3.1.4 Well Model and Boundary Conditions . .. . . . . . . . . . . . . 43
3.2 Time-Stepping and Nonlinear Systems . . . . . . . .. . . . . . . . . . . . . 43
3.2.1 IMPES Scheme for Two-Phase Flow . . .. . . . . . . . . . . . . 44
3.2.2 Fully Implicit Scheme for Three-Phase Flow . . . . . . . . . . . 45
vii
viii Contents
3.3 Simulation of Waterflood . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

3.3.1 Non-orthogonal Grids . . . . . . . . . . . . . . . . . . . . . . . . . . . 49
3.3.2 Discontinuous Tensor with High Anisotropy . . . . . . . . . . . 52
3.3.3 Computational Complexity . . . . . . . . . . . . . . . . . . . . . . . . 54
3.3.4 Discrete Maximum Principle . . . . . . . . . . . . . . . . . . . . . . 54
3.3.5 Parallel Simulation on the Norne Field . . . . . . . . . . . . . . . 57
3.4 Flow in Fractured Media . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 57
3.4.1 Embedded Discrete Fracture Method . . . . . . . . . . . . . . . . . 59
3.4.2 Analysis of the Monotone EDFM . . . . . . . . . . . . . . . . . . . 62
3.4.3 Numerical Experiments . . . . . . . . . . . . . . . . . . . . . . . . . . 62
3.5 Near-Well Correction Method . . . . . . . . . . . . . . . . . . . . . . . . . . . 66
3.5.1 Numerical Experiment . . . . . . . . . . . . . . . . . . . . . . . . . . . 70
4 Application of FVM in Modeling of Subsurface Radionuclide
Migration . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 73
4.1 Domains, Physics, and Mathematical Models for Subsurface
Radionuclide Migration . . . . . . . . . . . . . . . . . . . . . . . . . . . . .... 73
4.2 Flow in Unconfined and Unsaturated Conditions, Transport
in Vadose Zone . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.2.1 Mathematical Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . 77
4.2.2 Numerical Solution Aspects . . . . . . . . . . . . . . . . . . . . . . . 80
4.2.3 Numerical Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . 82
4.3 Reactive Transport Modeling . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.3.1 Mathematical Models . . . . . . . . . . . . . . . . . . . . . . . . . . . . 89
4.4 Density-Driven Flow . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
4.4.1 Mathematical Model . . . . . . . . . . . . . . . . . . . . . . . . . . . . 100
5 Application of MFV in Modeling of Coagulation of Blood Flow . . . . 109
5.1 Model of Blood Flow and Coagulation . . . . . . . . . . . . . . . . . . . . 109
5.2 FV Discretization of Blood Coagulation Model . . . . . . . . . . . . . . 112
5.3 Numerical Examples . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 116
5.3.1 Lid-Driven Cavity Flow . . . . . . . . . . . . . . . . . . . . . . . . . . 117
5.3.2 Flow over Cylinder at Low Reynolds Number . . . . . . . . . 120
5.3.3 Coagulation of Blood Flow in Microfluidic Capillaries . . . 121
6 INMOST Platform Technologies for Numerical Model
Development . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 127
6.1 Maintenance of General Meshes . . . . . . . . . . . . . . . . . . . . . . . . . 127
6.2 Generation and Modification of General Meshes . . . . . . . . . . . . . 130
Contents ix
6.3 Parallel Mesh Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136

6.3.1 Parallel Local Mesh Modifications . . . . . . . . . . . . . . . . . . 149
6.3.2 Mesh Balancing and Redistribution . . . . . . . . . . . . . . . . . . 152
6.3.3 Numerical Example . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 153
6.4 Linear System Assembly . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 155
6.5 INMOST Linear Solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 156
6.5.1 Parallel Iterative Method . . . . . . . . . . . . . . . . . . . . . . . . . 157
6.5.2 Preprocessing . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 157
6.5.3 Preconditioning . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 159
6.5.4 Multi-Level Factorization . . . . . . . . . . . . . . . . . . . . . . . . . 165
6.5.5 INMOST Linear Solver Routines . . . . . . . . . . . . . . . . . . . 166
6.6 Automatic Differentiation for Jacobian and Hessian
Calculation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 168
6.6.1 Basic Structures and Realization Details . . . . . . . . . . . . . . 168
6.6.2 Interfaces for Automatic Differentiation . . . . . . . . . . . . . . . 171
6.7 Nonlinear Solvers . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
6.7.1 Newton Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 173
6.7.2 Line-Search Methods . . . . . . . . . . . . . . . . . . . . . . . . . . . . 174
6.7.3 Anderson Acceleration Method . . . . . . . . . . . . . . . . . . . . . 174
6.7.4 Halley Method . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 175
6.8 Multi-Physics Model Assembly . . . . . . . . . . . . . . . . . . . . . . . . . . 176
References . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 179
Acronyms
DDF Density-driven flow

DFN Discrete fracture network
DGR Deep geological repository
DMP Discrete maximum principle
DSA Direct substitution approach
EBS Engineered barriers system
EDFM Embedded discrete fracture method
FV Finite volume
FVM Finite volume method
HLW High-level radioactive waste
IMPES Implicit pressure–explicit saturation
LILW Low- and intermediate-level radioactive waste
mEDFM Monotone embedded discrete fracture method
MFV Monotone finite volume method
MPFA Multi-point flux approximation
NMPFA Nonlinear multi-point flux approximation
NTPFA Nonlinear two-point flux approximation
NWC Near-well correction
PDE Partial differential equation
RHS Right-hand side
RW Radioactive waste
SIA Sequential iterative approach
SNIA Sequential non-iterative approach
TPFA Two-point flux approximation
xi
Notations for the Book
xiii
xiv Notations for the Book
Vector Quantities
coordinate x ¼ ðx1 ; x2 ; x3 ÞT or x ¼ ðx; y; zÞT

velocity u ¼ ðu1 ; u2 ; u3 ÞT or u ¼ ðu; v; wÞT
auxiliary velocity vector w
normal vector n
external forces f
velocity boundary data uin or uD or ...
vector flux q
gradient r
Tensor Quantities
Cauchy stress tensor r

diffusion or permeability tensor K
diffusion-dispersion tensor D
Scalar Quantities
pressure p
collocated pressure Pi
concentration c
collocated concentration Ci
density q
Lame constants l, k
Other Quantities and Conventions
spatial mesh size h

time step Dt
time instances t0 ; t1 ; . . .
Differential operators div ; rot ; D
Partial derivatives @f @f
@t or @x
Scalar product for vectors xy
Direct product for tensors X : Y (X : Y ¼ trðXYT Þ)
Norms and scalar products kk and ð; Þ for L2 , while other norms and
products are clearly labeled
Sobolev and Lebesgue spaces H m ðXÞ, H m ðXÞd , Lp ðXÞ
dependence on time tk f k ¼ f ðtk Þ (use upper indexes)
eigenvalues k1 ; k2 ; k3
Notations for the Book xv
Graph Structure
set of vertices V
set of edges E
graph T ¼ ðV; EÞ
vertex v
vertex coordinates xðvÞ
edge e ¼ ðv1 ; v2 Þ
neighborhood vertices N ðvÞ
neighborhood edges EðvÞ
Chapter 1
Introduction
1.1 Rationale
The book presents in a systematic way a methodology for the development of parallel
multi-physics models and its employment in geophysical and biomedical applica-
tions. The methodology includes conservative methods of discretization of PDEs on
general meshes, as well as data structures and algorithms for organization of par-
allel simulations on general meshes. The structures and algorithms form the core
of the Integrated Numerical Modeling Object-oriented Supercomputing Technolo-
gies (INMOST) platform for development of parallel models on general meshes. For
applications, we consider geophysical and biomedical challenges. The geophysical
applications address radioactive contaminant propagation with subsurface waters and
reservoir simulation. The biomedical application deals with clot formation in blood
flow.
1.2 Objectives
Several important features distinguish this text from other monographs on parallel
computing. First, we stay on a solid ground of conservative nonlinear finite volume
discretizations on general meshes enjoying monotonicity of the discrete solution, the
second-order accuracy, and the compact discretization stencil. The latter is crucial
for minimization of interprocessor communications. Second, the book introduces to
English-speaking world our toolkit for parallel models development, the INMOST
platform, www.inmost.org. INMOST is a tool for supercomputer simulations char-
acterized by a maximum generality of supported computational meshes, distributed
data structure flexibility, and cost-effectiveness, as well as cross-platform porta-
bility. Third, we describe algorithms for parallel operations with data on general
meshes. Fourth, we present our approach to the solution of nonlinear systems arising
after discretization of multi-physics problems. The approach is based on automatic
© Springer Nature Switzerland AG 2020 1

Y. Vassilevski et al., Parallel Finite Volume Computation on General Meshes,
https://doi.org/10.1007/978-3-030-47232-0_1
2 1 Introduction
differentiation. Fifth, we address topical geophysical and biomedical challenges.

Summarizing, the main thrust of the book is to provide in one text all ingredients of
our methodology, from algorithms and numerical methods to the open-source soft-
ware, and examples of practical applications. Therefore, applied mathematicians,
computer scientists, and engineers may find this monograph to be a useful resource.
1.3 Structure and Overview of the Book
The structure of the book is oriented to a reader interested in our methodology. His
interest may be caused by the need of general meshes use, or the need of fast and
efficient parallel model development, or the need of modeling complex phenomena
with multiple stiff physical processes, or all together.
Since the methodology is based on numerical methods, we first introduce the finite
volume (FV) method on general meshes. In Chap. 2, we define general polyhedral
meshes forming a consistent tessellation of the computational domain and present
the cell-centered FV method on such meshes. The advantage of the method is its
explicit conservativity which implies a cellwise balance principle: a source on a cell
is counterbalanced by fluxes through the cell boundary. The wide diversity of FV
methods [58, 65] is provided by different approaches to flux approximation (FA).
In our methodology, we adopt such flux approximations that produce monotone
schemes. Monotonicity of a numerical scheme may imply either solution positivity or
the discrete maximum principle. Positivity is important for concentrations, density,
energy, absolute temperatures, etc. The discrete maximum principle guarantees the
absence of artificial extrema in the numerical solution; for numerical pressure (head),
this implies the absence of non-physical Darcy flows from cells with lower pressure
to cells with higher pressure.
A monotone scheme can be built using a simple linear two-point flux discretiza-
tion which, however, does not provide flux approximation in the general case of
polyhedral meshes and tensor diffusion/permeability coefficients. Nonlinear flux dis-
cretizations generate monotone FV schemes at the cost of scheme nonlinearity, even
if it is applied to a linear PDE. In Chap. 2, we present monotone FV methods with flux
discretizations contributing to our general methodology and analyze their monotone
properties in application to the diffusion and convection–diffusion equations. Also,
we introduce a new concept of linear two-point vector flux discretizations applicable
to systems of partial differential equations. Being linear discretizations, they demon-
strate higher than the first-order approximation (but less than the second-order, in
general) and do not provide theoretically monotone properties. However, the con-
cept is appealing in multi-physics applications as the vector flux discretizations are
monotone (according to numerical evidence) and are stable in spite of degrees of
freedom collocated in cell centers.
Chapters 3 and 4 present applications of the considered FV methods to the approx-
imate solution of two industrial challenges, reservoir simulation and assessment of
radioactive waste disposal facilities’ safety. The black-oil reservoir model involves
1.3 Structure and Overview of the Book 3
simultaneous solution of three Darcy laws that describe the mixture of water, oil,
and gas. Modeling radionuclide migration in the geosphere involves the solution
of flow and transport problems. Here, we consider single-phase flow with possi-
bly variable saturation and active buoyant forces. Transport model includes basic
advection–diffusion–dispersion mechanisms as well as chemical reactions, radioac-
tive decay, and sorption. Both applications involve multi-physics phenomena, and
both require development of a computational beginning-to-end technology. Another
common feature of these applications is adoption of the monotone FV schemes in
elementary differential operators (diffusion and convection) separately, based on the
schemes for the convection–diffusion equations.
Chapter 5 addresses blood coagulation processes. The blood coagulation model
couples the Navier–Stokes equations with a Darcy term and nine additional
advection–diffusion–reaction equations that participate in reactive cascade during
coagulation of the blood. The chapter presents another approach to FV discretiza-
tion of complex phenomena with multiple stiff physical processes. In this approach,
the flux discretization is derived for two differential equations simultaneously. This
provides a very robust and stable numerical scheme which grants large time steps
even in the presence of blood coagulation reactions.
Development of parallel models of complex phenomena puts a significant burden
on the programmer. He has to implement numerical methods, manage the unstruc-
tured grid and data exchanges with MPI, assemble large distributed algebraic sys-
tems, solve the resulting linear and nonlinear systems, and finally postprocess the
result. INMOST platform alleviates most of the complexity and provides a unified
set of tools to address each of the aforementioned issues. In Chap. 6, we present these
tools to the reader. We consequently address managing data structures and operating
with mesh data, solution of systems of linear and nonlinear algebraic equations, and
parallel multi-physics model development.
The book introduces INMOST, but INMOST is not the only toolkit for multi-
physics modeling: one may enjoy commercial alternatives COMSOL [2], ANSYS
Fluent [1], Star-CD [13] and open-source alternatives Dumux [66], OPM [11], Elmer
[5], OOFEM [9], OpenFOAM [10], SU2 [14], CoolFluid [3], and many others. A
comparison of some of these packages is available in [27]. General perspectives for
multi-physics software are discussed in [94].
Important feature of all these packages is that they provide modeling environment
with an integrated set of computational methods which have limitations on physics,
time-stepping, and couplings. For instance, our attempt to apply OpenFOAM pack-
age to blood coagulation simulation in reasonable computing time failed: provided
methods do not support the fully coupled approach.
In contrast, INMOST does not contain integrated computational methods but
provides a programming platform to implement them. Among other programming
platforms, Dune [4], Trilinos [15], and PETSc [12] are worth mentioning. Dune
provides tools for distributed mesh management. Trilinos and PETSc are widely
used for built-in parallel linear and nonlinear solvers and seamless integration of
third-party linear solvers but rely on third-party libraries for mesh management.
Trilinos provides Sacado package for automatic differentiation. The framework for
4 1 Introduction
multi-physics simulations is under active development in Dune (within Dumux

project [66]) and in Trilinos (within Amanzi project [49]). Functionality of these
platforms can be used in large extent to build a simulator. INMOST platform enjoys
the integration of Trilinos and PETSc tools.
In addition, there are a number of C/C++ libraries that solve a particular task.
For mesh management, the incomplete list contains MSTK, MOAB, libMesh, and
FMDB. For assembly and solution of linear systems, we mention Trilinos, PETSc,
SuperLU, MUMPS, Hypre, and many others. For automatic differentiation, Sacado
(Trilinos), ADOL-C, FAD, ADEL, and Adept have been developed. For nonlinear
solvers, one can use Trilinos, PETSc, SUNDIALS, Ipopt, Snopt, and so on. The
advantage of using separate tools stems from a greater level of maturity of popular
libraries; the disadvantage is the absence of tight integration that is needed inevitably
for construction of multi-physics framework.
Chapter 2
Monotone Finite Volume Method on
General Meshes
Cell-centered finite volume (FV) discretizations are appealing for the approximate
solution of boundary value problems since they are locally conservative and applica-
ble to general meshes, i.e., to meshes with general polyhedral cells. In this chapter,
we introduce nonlinear flux discretizations which result in monotone FV schemes
at the cost of scheme nonlinearity, even if it is applied to a linear partial differential
equation (PDE) such as diffusion and convection-diffusion equations. Also, we give
two examples of linear two-point flux vector discretization of the diffusion equation
in the mixed formulation and the Navier-Stokes equations. Such flux vector dis-
cretizations are stable in spite of degrees of freedom collocated at cell centers, are
applicable to systems of PDEs, and demonstrate monotone numerical solutions.
2.1 Cell-Centered Finite Volume Method on General

Meshes
The book deals with general polyhedral meshes, consistent tessellations of a given
polyhedral domain into a set C of polyhedral cells ω with planar faces f :

h = ω.
ω∈C(h )
We assume that each cell is a star-shaped 3D domain with respect to its barycenter,
and each face is a star-shaped 2D domain with respect to face barycenter. Otherwise,
collocation of future degrees of freedom should be shifted from the barycenters. We
denote by F I , F B disjoint sets of interior and boundary faces of h , respectively.
We start the introduction to nonlinear finite volume discretizations from the dif-
fusion problem in for a scalar unknown p ∈ H 1 ():
−div (K∇ p) = g, in ,
(2.1)
αp + βn · (K∇ p) = γ , on ∂,
© Springer Nature Switzerland AG 2020 5

Y. Vassilevski et al., Parallel Finite Volume Computation on General Meshes,
https://doi.org/10.1007/978-3-030-47232-0_2
6 2 Monotone Finite Volume Method on General Meshes
where K is piecewise-constant symmetric positive-definite diffusion tensor, and

α, β, γ are parameters of boundary conditions on domain boundary ∂ with outer
normal unit vector n. Combination α = 1, β = 0 represents Dirichlet boundary con-
ditions, and combination α = 0, β = 1 represents Neumann boundary conditions. If
parameters α, β are functions of coordinates x, then the boundary condition is mixed:
on D = D Dirichlet condition is imposed and the trace of p on D is equal to γ (x).
On N = ∂ \ D , Neumann boundary condition is imposed, n · (K∇ p) = γ (x).
The set of boundary mesh faces F B is split into subsets F D and F N according to their
location at D or N .
The cell-centered finite volume (FV) method is based on Stokes theorem applied
to the divergence operator in (2.1) in each cell ω:

− div (K∇ p) dω = − n · (K∇ p) ds = − n · (K∇ p) ds = q| f |,
ω ∂ω f ∈F (ω) f f ∈F (ω)
(2.2)
where ∂ω is the boundary
of cell ω and F (ω) is the set of faces of ω, | f | is the area
of face f , q| f | = − n · (K∇ p) ds is the total flux across f . The cornerstone of
f
the finite volume method is approximation of the averaged flux density q on internal
and boundary faces. For the sake of brevity, we shall refer to q as flux if it does not
bring ambiguity. The approximation qh of q determines the properties of the finite
volume method.
The first step to flux discretization is conventional. Using the symmetry of K, we
can flip the position of the tensor within the scalar product as follows: −n · (K∇ p) =
−Kn · ∇ p. This suggests approximation of flux q| f | based on approximation of the
gradient ∇ p along the co-normal direction = Kn.
The second step is derivation of flux discretization formula. We assume that the
discrete solution is collocated at the centers of mesh cells and the direction of n f for
face f is fixed. Denote by P f the set of cells contributing values p j of the discrete
solution to the formula of the discrete flux computation for face f

qh = T f, j p j + G f , (2.3)
ω j ∈P f
where G f denotes possible contributions of the boundary conditions.

The cell-centered FV method discretizes equations (2.1) in each cell ωi , i =
1, . . . , N , N = #C(h ) replacing the flux q with its numerical approximation (2.3):
⎛ ⎞

| f |χωi , f qh = | f |χωi , f ⎝ T f, j p j + G f ⎠ = gdω, (2.4)
f ∈F (ωi ) f ∈F (ωi ) ω j ∈P f ωi
where χωi , f is either 1 or −1 depending on the mutual orientation of outer normal

for ωi and n f .
2.1 Cell-Centered Finite Volume Method on General Meshes 7
The equalities (2.4) define the system of N algebraic equations with N unknowns
p j , j = 1, . . . , N . If coefficients T f, j do not depend on p j , then the above equations
are linear and (2.4) may be written in the matrix form:
Ap = g, (2.5)
where vector p is composed of p j , and matrix A is assembled from coefficients in

(2.3) multiplied by | f |χωi , f . Matrix A is sparse, and each row i contains non-zero
entries with column indices j corresponding to cells ω j from P f . The system can
be solved by direct sparse factorization methods [21, 22, 52] or Krylov subspace
iterative methods [121, 128].
The sparsity pattern for A depends on the set P f . For instance, if the discrete
flux qh has the two-point stencil with coefficients T+ , T− , i.e., P f = {ω+ ; ω− } for
an internal face f shared by two cells ω+ and ω− , then the assembling implies
Ai j := Ai j + [D f T f ]± with 2 × 2 matrices
T+ −T− | f |χω+ , f 0
Tf = , Df = , (2.6)
−T+ T− 0 | f |χω− , f
where i and j are indexes of cells ω+ and ω− in a global numeration of mesh cells, and
[D f T f ]± are entries of D f T f corresponding to cells ω+ and ω− . The sparsity pattern
for each row of matrix A is formed by the closest (i.e., sharing a face) neighboring
cells.
If coefficients T f, j depend on p, then (2.4) is the system of nonlinear equations:
A(p)p = g(p), (2.7)
where entries of matrix A and right-hand side g may depend on p.

The solution of (2.7) (if exists) can be found by available nonlinear solvers:
• Picard iteration A(pk )pk+1 = g(pk );
• Anderson acceleration [109] of Picard iterations;
• Newton method with analytically computed Jacobian or Jacobian due to automated
differentiation.
Although nonlinear flux discretizations produce nonlinear systems even for linear
PDEs, they provide both approximation and monotonicity of the discrete solution.
Depending on the scheme, by monotonicity we understand either discrete solution
positivity or the discrete maximum principle. Numerical and theoretical analysis of
the schemes is given at the end of the chapter.
Now, we proceed to derivation of flux discretizations (2.3). The derivation is based
on definition of the discrete solution and assumptions for problem and mesh data. We
present two approaches to derivation: finite difference approximation for collocated
discrete solution and gradient recovery of piecewise linear local approximation of
the solution.
We distinguish discretization for internal and boundary faces. An internal face

f is assumed to be shared by two cells ω+ and ω− with barycenters x+ , x− and
diffusion tensors K+ , K− , respectively. A boundary face f is assumed to belong to
cell ω+ with diffusion tensor K+ .
2.2 Monotone Two-Point Flux Approximation Based on

Finite Differences
First, one assumes that discrete solutions p∗ are collocated at barycenters x∗ of cells
ω∗ . Therefore, approximate derivative of the discrete solution may be computed by
finite differences. If one assumes a homogeneous media and mesh K-orthogonality
(i.e., collinearity of and x+ − x− ), then one defines the linear two-point flux approx-
imation (TPFA)
· (x+ − x− ) p+ − p−
qh = , (2.8)
|x+ − x− | |x+ − x− |
where q = qh + O(h), h = |x+ − x− |.

If the media is homogeneous and the mesh is not K-orthogonal, then (2.8) does
not provide approximation, i.e., qh q as h → 0. In this case, we will design a
nonlinear flux approximation. To this end, for every cell ω we define a set ω of
nearby collocation points as follows. First, we add to ω the collocation point xω .
Then, for every face f ∈ F (ω), we add the collocation point xωf , where ωf is the
cell, other than ω, that has face f .
Returning to internal face f shared by two cells ω+ and ω− with the unit normal n
directed toward ω− , we assume that there exist three points x±,1 , x±,2 , and x±,3 in set
ω± , that for vectors t±,k = x±,k − x± , k = 1, 2, 3, the following condition holds:
= α+,1 t+,1 + α+,2 t+,2 + α+,3 t+,3 , (2.9)
− = α−,1 t−,1 + α−,2 t−,2 + α−,3 t−,3 , (2.10)
where α±,1 > 0, α±,2 ≥ 0, and α±,3 ≥ 0. In geometric terms, this implies that the
co-normal vector started from x+ belongs to the trihedral corner formed by vectors
t+,k , whereas the co-normal vector − started from x− belongs to the trihedral corner
formed by vectors t−,k , see Fig. 2.1 for 2D example.
We also assume that if one of the points x±,k coincides with x∓ , its index k = 1.
Note that if ω± does not contain the desired three points, one can extend the set
ω± with other neighbors of ω± increasing the discretization stencil.
Now, using

·∇p = α+,k ∇ p · t+,k , − · ∇ p = α−,k ∇ p · t−,k
k=1,2,3 k=1,2,3
2.2 Monotone Two-Point Flux Approximation Based on Finite Differences 9
Fig. 2.1 Two

representations of co-normal
vector that belongs to the
angle formed by t+,k and
t−,k , respectively
(2D example)
and finite differences to approximate directional derivatives, we obtain two approx-

imations of flux q:
qh+ = − α+,k ( p+,k − p+ ),
k=1,2,3
(2.11)
qh− = α−,k ( p−,k − p− ).
k=1,2,3
Note that q = qh+ + O(h), q = qh− + O(h). The final numerical flux is a linear com-
bination of these two fluxes:
qh = μ+ qh+ + μ− (−qh− )
= μ+ (α+,1 ( p+ − p+,1 ) + α+,2 ( p+ − p+,2 ) + α+,3 ( p+ − p+,3 )) (2.12)
− μ− (α−,1 ( p− − p−,1 ) + α−,2 ( p− − p−,2 ) + α−,3 ( p− − p−,3 )).
The weights μ+ and μ− are selected to keep only two unknowns p+ and p− in (2.12).
The second requirement is to approximate the true flux. These requirements lead us
to the following system:
μ+ d+ − μ− d− = 0, (2.13)
μ+ + μ− = 1,
where d± = (α±,1 p±,1 + α±,2 p±,2 + α±,3 p±,3 ), if x∓ = x±,1 , and d± = (α±,2 p±,2 +
α±,3 p±,3 ) otherwise. We also define β± = α±,1 if x∓ = x±,1 , and β± = 0, otherwise.
The solution of (2.13), μ+ = d− /(d+ + d− ), μ− = d+ /(d+ + d− ) defines the non-
linear two-point flux approximation

3
qh = T+ p+ − T− p− , T± = μ± || α±,k |t+,k | + μ∓ || β± |t+,k |. (2.14)
k=1
To avoid possible division by 0 in case d+ + d− = 0, we modify μ± by regular-

ization
d− + ε d+ + ε
μ+ = , μ− = , (2.15)
d+ + d− + 2ε d+ + d− + 2ε
where small ε > 0 is equal to the machine precision.

Note that coefficients T± depend on problem coefficients (K), mesh geometry
(α± , t±,k , ), and the discrete solution (μ± ).
If a boundary face f ∈ F N belongs to the Neumann part of the boundary where
α = 0, β = 1, then the flux is given as
qh = γ . (2.16)
If a boundary face f ∈ F D ∩ F (ω+ ), i.e., belongs to the Dirichlet part of the bound-
ary where α = 1, β = 0, then we exploit face f as a slim cell ω− with collocated
value p f = | 1f | γ ds at its center x f and apply the same formula (2.14). Note
f
that vectors from the triplet {t−,1 , t−,2 , t−,3 } may be chosen from vectors x+ − x f ,
xek − x f , k = 1, 2, 3, where xek is the center of edge ek of face f , and p(xek ) =
1
|ek |
γ de.
ek
For inhomogeneous media, the derivation of flux discretization is based on inter-
polated values in cell vertices and/or in face centers [51]. We shall not present these
approaches since we are going to present the most general approach for derivation
of nonlinear TPFA.
2.3 Monotone Two-Point Flux Approximation Based on

Gradient Reconstruction
In the general case of piecewise-constant coefficient K, we assume additionally that

jumps of K may occur across faces of h . Moreover, in a vicinity of such face f
the discrete solution ph may be recovered from the collocated values to a continuous
piecewise linear function which is represented by linear functions p± (x) in cells
ω± sharing f . This implies that the gradient ∇ ph is constant in each cell ω± . To
calculate the fluxes q+ = −K+ n · ∇ p+ and q− = −K− n · ∇ p− , we need gradient
reconstruction which uses boundary data and an interpolated value at a point x∗
belonging to the plane of face f .
The divergence form of (2.1) suggests discrete flux continuity on face f
− K+ n · ∇ p+ = −K− n · ∇ p− , (2.17)
whereas continuity of ph at point x∗ suggests
p+ + (x∗ − x+ ) · ∇ p+ = p− + (x∗ − x− ) · ∇ p− . (2.18)

2.3 Monotone Two-Point Flux Approximation Based on Gradient Reconstruction 11
Let us define the distances r+ = n · (x∗ − x+ ) and r− = n · (x− − x∗ ). If the cell

ω± is star-shaped with respect to x± , then r± > 0. For general non-convex cell, one
may need to change the collocation point to satisfy r± > 0. Using this notation and
p∗ = ph (x∗ ), we express the gradients by
1 1
∇ p+ = n ( p∗ − p+ ) + I − n · (x∗ − x+ ) ∇ pτ ,
r+ r+
(2.19)
1 1
∇ p− = n ( p− − p∗ ) + I − n · (x− − x∗ ) ∇ pτ ,
r− r−

where I is the unit matrix of order 3, ∇ pτ = I − nnT ∇ p+ = I − nnT ∇ p− is
the transversal part of the gradients. The latter has to be continuous due to continuity
of ph . Using (2.19) and (2.17), we get
λ+ r − p + + λ− r + p −
p∗ =
λ+ r − + λ− r +
(2.20)
r+r− (K+ − K− ) n + λ+r− x+ + λ−r+ x−
+ x∗ − · ∇ pτ ,
λ+ r − + λ− r +
where the co-normal projection λ± = nT K± n is positive due to positive-definiteness

of K± . We see that there exists such point
r+r− (K+ − K− ) n + λ+r− x+ + λ−r+ x−

xH = (2.21)
λ+ r − + λ− r +
that for x∗ = x H the expression for p∗ has the two-point stencil:
λ+ r − p + + λ− r + p −
pH = . (2.22)
λ+ r − + λ− r +
Such interpolation point x H is known as the harmonic averaging point, and inter-
polation (2.22) is known as harmonic averaging [19].
Let now f be a boundary face adjacent to cell ω+ (i.e., f = ω+ ∩ ∂) with outer
unit normal n and face center xb . Let also x∗ be a point belonging to the plane of face
f . Using the expression for ∇ p+ from (2.19) and p(xb ) = p∗ + (xb − x∗ )T ∇ pτ in
boundary conditions from (2.1), we obtain an expression for p∗ at x∗ :
−1
λ+ λ+
p∗ = α + β γ +β p+
r+ r+
(2.23)
−1
λ+ λ+
+ x∗ − α + β βK+ n + β x+ + αxb · ∇ pτ .
r+ r+
Similar to (2.20), we see that there exists such point

−1
λ+ λ+
xH = α + β βK+ n + β x+ + αxb
r+ r+
that ∇ pτ is not involved in interpolation of p∗ :

−1
λ+ λ+
pH = α + β γ +β p+ . (2.24)
r+ r+
Now we can proceed to gradient ∇ p+ reconstruction in cell ω+ . Reconstruction

of ∇ p− in cell ω− is derived similarly. For any face f ∈ F (ω+ ) of the cell ω+ , one
has
(x H − x+ ) · ∇ p+ = p H − p+ . (2.25)
For internal face f = ω+ ∩ ω− , we use (2.22):
p H = (1 − m H ) p+ + m H p− , x H = (1 − m H )x+ + m H x− + H ,
λ− r + r+r− (K+ − K− ) n (2.26)
mH = , H = ,
λ+ r − + λ− r + λ+ r − + λ− r +
and for boundary face f = ω+ ∩ ∂ we use (2.24):
p H = (1 − m H ) p+ + g H , x H = (1 − m H )x+ + H ,
−1 −1
λ+ λ+
mH = α + β α, H = α + β (βK+ n + αxb ) ,
r+ r+ (2.27)
−1
λ+
gH = α + β γ.
r+
If a non-convex cell ω+ is star-shaped with respect to its center, coefficients m H

in (2.26) and (2.27) belong to interval (0, 1).
In order to reconstruct ∇ p+ , we choose three faces f 1 , f 2 , f 3 ∈ F (ω+ ) and solve
the system: ⎛ T ⎞ ⎛ ⎞
x H1 − x+ p H1 − p+
⎜ T ⎟
⎝ x H2 − x+ ⎠ ∇ p+ = ⎝ p H2 − p+ ⎠ . (2.28)
T p H3 − p+
x H − x+
3
The inverse Q of the matrix in (2.28) is obtained by
⎛ T ⎞−1
x H1 − x+
⎜ ⎟
Q = ⎝ x H2 − x+ T ⎠ (2.29)
T
x H3 − x+

x H2 − x+ × x H3 − x+ x H1 − x+ × x H3 − x+ x H1 − x+ × x H2 − x+
= .
x H1 − x+ · x H2 − x+ × x H3 − x+
For a boundary face f = ω+ ∩ ∂, one needs to reconstruct also the gradient at
face center xb where unknown pb is collocated. Then, instead of (2.28), we write
(x+ − xb ) · ∇ pb = p+ − pb , (2.30)
and additional conditions on two faces f i ∈ F (ω+ ), f i = f :

x Hi − xb · ∇ pb = p Hi − pb . (2.31)
In this case in expressions (2.21), (2.22) for x Hi and p Hi , we use xb instead of x+ ,

pb instead of p+ and distance from face f i to xb instead of distance r+ . As we will
further see, the actual value of pb will not be used.
Computation of the co-normal for face f of cell ω+ exploits matrix Q from
(2.29):
⎛ ⎞ ⎛ ⎞
p H1 − p+ p H1 − p+
K+ n · ∇ p+ = K+ n · Q ⎝ p H2 − p+ ⎠ = c1 c2 c3 ⎝ p H2 − p+ ⎠ , (2.32)
p H3 − p+ p H3 − p+
where c1 , c2 , c3 are the coefficients of the stencil. For both internal and boundary
fluxes, we search for such faces f 1 , f 2 , f 3 ∈ F (ω+ ) that c1 , c2 , c3 are non-negative
and their sum is minimal. If there exist several admissible triplets of f 1 , f 2 , f 3 , we
select the one for which condition number of matrix Q T K+ Q is minimal. The stencil
has to be computed only once for a given grid and coefficients; thus, the computational
cost of stencil selection is not of a big concern.
Now we can proceed to the flux discretization on internal face f = ω+ ∩ ω− . To
present the general case, we assume that the three faces f +,1 , f +,2 , f +,3 ∈ F (ω+ )
selected for calculation of ∇ p+ in cell ω+ with coefficients c+,1 , c+,2 , c+,3 cor-
respond to the face f , another internal face, and a boundary face, respectively.
Then f +,1 = ω+ ∩ ω− , f +,2 = ω+ ∩ ω+,2 , f 3 = ω+ ∩ ∂. Analogously, we assume
that the three faces f −,1 , f −,2 , f −,3 ∈ F (ω− ) selected for calculation of ∇ p− in
cell ω− with coefficients c−,1 , c−,2 , c−,3 correspond to the face f , another internal
face, and a boundary face, respectively, and f −,1 = ω− ∩ ω+ , f −,2 = ω− ∩ ω−,2 ,
f −,3 = ω− ∩ ∂. Then, the discrete fluxes qh+ and qh− are expressed as

qh+ = c+,1 m +,1 ( p+ − p− ) + c+,2 m +,2 p+ − p+,2 + c+,3 m +,3 p+ − g+,3 ,

qh− = c−,1 m −,1 ( p+ − p− ) + c−,2 m −,2 p−,2 − p− + c−,3 g−,3 − m −,3 p− ,
(2.33)
where m ±,1 , m ±,2 are defined by m H in (2.26) and m ±,3 , g±,3 are defined by m H and
g H in (2.27).
We define the convex (μ+ + μ− = 1) combination of fluxes with positive coeffi-
cients μ+ and μ− :

qh = μ+ qh+ + μ− qh− = μ+ c+,1 m +,1 + c+,2 m +,2 + c+,3 m +,3 + μ− c−,1 m −,1 p+

− μ− c−,1 m −,1 + c−,2 m −,2 + c−,3 m −,3 + μ+ c+,1 m +,1 p−

+ μ− c−,2 m −,2 p−,2 + c−,3 g−,3 − μ+ c+,2 m +,2 p+,2 + c+,3 g+,3
= T+ p+ − T− p− + μ− R− − μ+ R+ + G,
(2.34)
with the definitions:

T+ = μ+ c+,1 m +,1 + c+,2 m +,2 + c+,3 m +,3 + μ− c−,1 m −,1 ≥ 0,

T− = μ− c−,1 m −,1 + c−,2 m −,2 + c−,3 m −,3 + μ+ c+,1 m +,1 ≥ 0,
R+ = c+,2 m +,2 p+,2 ≥ 0, (2.35)
R− = c−,2 m −,2 p−,2 ≥ 0,
G = μ− c−,3 g−,3 − μ+ c+,3 g+,3 ,
coefficients T+ , T− , R+ , R− , and G depend on unknowns p± , p±,2 in the stencil.

The solution μ+ = R− /(R+ + R− ), μ− = R+ /(R+ + R− ) to
μ+ R+ − μ− R− = 0, (2.36)
μ+ + μ− = 1
produces the two-point flux approximation qh :
qh = T+ p+ − T− p− + G. (2.37)
To avoid degeneracy in case R+ + R− = 0, we use regularized solution
R− + ε R+ + ε
μ+ = , μ− = , (2.38)
R+ + R− + 2ε R+ + R− + 2ε
where small ε > 0 is the machine precision. Note that T+ and T− are continuously
differentiable with respect to unknowns from the stencil provided that the unknowns
are positive.
Now we discuss the flux discretization on boundary face f = ω+ ∩ ∂. For the
general case, we assume that the three faces f +,1 , f +,2 , f +,3 ∈ F (ω+ ) selected for
calculation of ∇ p+ in cell ω+ with coefficients c+,1 , c+,2 , c+,3 correspond to face f ,
an internal face, and another boundary face of cell ω+ , respectively. Then f +,1 = f ,
f +,2 = ω+ ∩ ω+,2 , f 3 = ω+ ∩ ∂ = f . Analogously, we assume that the three faces
f −,1 , f −,2 , f −,3 ∈ F (ω+ ) selected for calculation of gradient at face center xb (where
unknown pb is collocated) with coefficients c−,1 , c−,2 , c−,3 correspond to face f , an
internal face, and another boundary face of cell ω+ , respectively, and f −,1 = f ,
f −,2 = ω+ ∩ ω+,2 , f −,3 = ω+ ∩ ∂ = f . Then the discrete fluxes qh+ and qh− are
expressed as

qh+ = c+,1 m +,1 ( p+ − pb ) + c+,2 m +,2 p+ − p+,2 + c+,3 m +,3 p+ − g+,3 ,

qh− = c−,1 m −,1 ( p+ − pb ) + c−,2 m −,2 p−,2 − pb + c−,3 g−,3 − m −,3 pb ,
(2.39)
where m ±,2 are defined by m H in (2.26) and m ±,1 , m ±,3 , g±,3 are defined by m H and
g H in (2.27).
Using the convex combination, we get

qh = μ+ qh+ + μ− qh− = μ+ c+,1 m +,1 + c+,2 m +,2 + c+,3 m +,3 + μ− c−,1 m −,1 p+

− μ− c−,1 m −,1 + c−,2 m −,2 + c−,3 m −,3 + μ+ c+,1 m +,1 pb

+ μ− c−,2 m −,2 p−,2 + c−,3 g−,3 − μ+ c+,2 m +,2 p+,2 + c+,3 g+,3
= T+ p+ − T− pb + μ− R− − μ+ R+ + G,
(2.40)
with the definitions for T+ , T− , R+ , R− , G similar to (2.35) and defining μ+ and μ−
similarly to (2.38) we finally arrive to
qh = T+ p+ − T− pb + G. (2.41)
We can eliminate pb from (2.41) by considering the boundary conditions:
αpb + β (T− pb − T+ p+ − G) = γ , pb = (α + βT− )−1 (βT+ p+ + γ + βG) ,

(2.42)
then with (2.42) in (2.41) we get
qh = (α + βT− )−1 (α (T+ p+ + G) − T− γ ) . (2.43)
Expression (2.43) does not require pb . Expressions (2.37) and (2.43) are expressions
for the flux discretization.
2.4 Monotone Multi-Point Flux Approximation
The two-point flux approximations (2.14) and (2.37) admit multi-point generaliza-
tions which result in schemes satisfying the discrete maximum principle excluding
spurious oscillations in the numerical solution.
The alternative to (2.13) or (2.36) requirement to the weights μ+ and μ− balances
the relative contribution of the left and the right fluxes to the final flux. The second
requirement remains approximation of the true flux. These requirements lead us to
the following system:
qh+ μ+ + qh− μ− = 0, (2.44)

μ+ + μ− = 1.
We must consider two cases. In the first case, qh+ qh− ≤ 0 and the regularized
solution to (2.44) is
|qh− | + ε |q + | + ε
μ+ = , μ− = + h − . (2.45)
|qh+ | −
+ |qh | + 2ε |qh | + |qh | + 2ε
Thus, the flux discretization has two equivalent algebraic representations:
qh = 2qh+ = −2qh− . (2.46)
In case of one-sided flux approximations (2.11), the discrete flux (2.46) becomes
qh = 2μ± (α±,1 ( p± − p±,1 ) + α±,2 ( p± − p±,2 ) + α±,3 ( p± − p±,3 ))

(2.47)
= T±,1 ( p± − p±,1 ) + T±,2 ( p± − p±,2 ) + T±,3 ( p± − p±,3 )
with non-negative coefficients T±,i = 2μ± α±,i . Each representation has the zero
row sum and contributes to matrix A assembling for the cell associated with it. Note
that these coefficients depend on the fluxes and hence on the discrete solution in
neighboring cells.
The second case qh+ qh− > 0 leads to a potentially degenerate diffusive flux. In
order to avoid this degeneracy, we re-group the terms in (2.12)
qh = μ+ q̃h+ + μ− (−q̃h− ) + (μ+ α+,1 + μ− α−,1 )( p+ − p− ), (2.48)
where q̃h± collects all the remaining terms. In case of discretization (2.11) q̃h+ =
α+,2 ( p+ − p+,2 ) + α+,3 ( p+ − p+,3 ), q̃h− = α−,2 ( p− − p−,2 ) + α−,3 ( p− − p−,3 ).
The coefficients μ+ and μ− are computed as before by balancing the modified
numerical fluxes
q̃h+ μ+ + q̃h− μ− = 0
and using the convexity condition μ+ + μ− = 1. The regularized solution is
|q̃h− | + ε |q̃h+ | + ε
μ+ = , μ− = . (2.49)
|q̃h+ | + |q̃h− | + 2ε |q̃h+ | + |q̃h− | + 2ε
For the case q̃h+ q̃h− > 0, we obtain
qh = (μ+ α+,1 + μ− α−,1 )( p+ − p− ) = T+,1 ( p+ − p− ). (2.50)
For the case q̃h+ q̃h− ≤ 0, we get
qh = 2μ+ q̃h+ + (μ+ α+,1 + μ− α−,1 )( p+ − p− )

(2.51)
= −2μ− q̃h− − (μ+ α+,1 + μ− α−,1 )( p+ − p− ),
which for discretization (2.11) implies
qh = T+,2 ( p+ − p+,2 ) + T+,3 ( p+ − p+,3 ) + T+,1 ( p+ − p− )

(2.52)
= −T−,2 ( p− − p−,2 ) − T−,3 ( p− − p−,3 ) − T−,1 ( p− − p+ ),
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renunciation of Roman Catholicism, privately, however, and under an
assumed character, in one of the London churches!
In December the same journals chronicle as a notable incident,
‘That the Chevalier de St. George and his Son (call’d Cardinall of
York) had a long audience of the Pope, a few days ago, which ’tis
pretended turn’d upon some despatches, receiv’d the day before
from the Chevalier’s eldest Son.’ Whatever these despatches
contained, loyal Londoners hugged themselves on the fact that the
Princess of Wales was taking her part in annually increasing the
number of heirs to the Protestant Succession, and loyal clerics
expounded the favourite text (Prov. xxix. 2), ‘When the righteous are
in authority, the people rejoice.’ Preachers of the old Sacheverel
quality took the other half of the verse, ‘When the wicked beareth
rule, the people mourn.’ These were convenient texts, which did not
require particularly clever fellows to twist them in any direction.
CHAPTER XII.
(1751 to 1761.)
rom the year 1751 to the coronation of George III.
(1761), the London Parliament and the London
newspapers were the sole sources from which the
metropolitan Jacobites, who were not ‘in the secret,’
could obtain any information. There were two events in
the earlier year which in some degree interested the Jacobite party.
The first was the death of Frederick, Prince of Wales. His way of life
has been mercilessly censured, but, considering the standard of
morals of his time, it was not worse than that of contemporary
princes. It was quite as pure as that of Charles Edward (the Jacobite
‘Prince of Wales’), with whom ultra-Tories disparagingly compared
him. Many lies were told of him, cowardly defamers knowing that a
prince cannot stoop to defend himself from calumny. It was assumed
that he was of the bad quality of the worthless, scampish men who
were among his friends. The assumption was not altogether
unjustifiable. ‘He possessed many amiable qualities,’ said Mrs.
Delany, speaking for the aristocracy. ‘His condescension was such
that he kept very bad company,’ said a May Fair parson on the part
of the church. The well-known Jacobite epigram not only refused to
be sorry at his death, but declared that had it been the whole royal
generation, it would have been so much the better for the nation.
The press chronicled the event without comment. On ‘Change, the
Jacobites openly said, ‘Oh, had it only been the butcher!’ A few
weeks later everybody was drinking ‘the Prince of Wales’—George
or Charles Edward.
The other death was that of Viscount Bolingbroke,
DEATH OF
which occurred in the last month of the year 1751. GREAT
Bubb Dodington reflected the general indifference, by PERSONAGES
the simple entry in his Diary, ‘Dec. 12. This day died .
Lord Bolingbroke.’ The newspapers said little more of the pseudo-
Jacobite than they had said of the prince. It amounted to the sum of
Mrs. Delany’s testimony, and ‘she remembered Lord Bolingbroke’s
person; that he was handsome, had a fine address, but that he was
a great drinker, and swore terribly.’ His own treachery to the
Chevalier de St. George caused more than one honest Jacobite to
be suspected of treason to his lawful king. He made the name
odious, and almost warranted the assertion of Burgess (an old
divine, a familiar friend of the St. John family), who declared in all
good faith, that God ever hated Jacobites, and therefore He called
Jacob’s sons by the name of Israelites!
The references to modern Jacobites in the
THE NEW
Parliament at Westminster began, however, now to HEIR TO THE
be fewer and far between. There was not, on the THRONE.
other hand, much additional respect expressed for
‘the happy establishment.’ On an occasion in 1752, when 22,000l.
were about to be voted as a subsidy to the Elector of Saxony, some
of ‘the electoral family’ seem to have been present in the House.
Beckford, as outspoken as Shippen of old, saw his opportunity and
remarked: ‘I am here as an English gentleman; as such, I have the
right to talk freely of the greatest subject of the King, and much more
of the greatest subject of any foreign state. If there be any persons in
the House, belonging to any Princes of Germany, they ought not to
be here; and, if they are, they must take it for their pains;—for, their
presence, I hope, will not keep any member in such an awe as to
prevent him from freely speaking.’ The subsidy, however, was
granted.
The principles of the men who surrounded the young Prince of
Wales became of absorbing interest,—for pure, as well as party,
reasons. Bubb Dodington, in December, 1752, speaks in his Diary of
an anonymous manifesto, which was in fact a remonstrance to the
king from the Whig nobility and gentry, against the method according
to which the heir to the throne was being educated; and also against
the arbitrary principles of the men then in power; but especially that
‘there was a permanency of power placed in three men whom they
looked upon as dangerous; and that these three men entirely trusted
and were governed by two others, one of whom had the absolute
direction of the Prince, and was of a Tory family, and bred in arbitrary
principles; and the other, who was bred a professed Jacobite, of a
declared Jacobite family, and whose brother, now at Rome, was a
favourite of the Pretender, and even his Secretary of State. In short,
the corollary was, that Murray, Solicitor-General, and Stone,
governed the country.’ A copy of this anti-Jacobite declaration
reached the king’s hands. ‘What was the effect,’ says the diarist, ‘I
can’t tell; but I know they were very much intrigued to find out
whence it came, and who was the author.’
In 1753, in the debate in the Commons on the
LORD
number of land forces to be raised and paid for during EGMONT ON
that year, Lord Egmont made a speech, the JACOBITES.
immediate report of which must have raised surprise
and anger in St. James’s Street and Pall Mall. That Lord Egmont
should denounce increase in the number of men was to be
expected, but the Jacobites hardly expected from him such a blow
as was dealt in the following words:—‘I am sure the old pretence of
Jacobitism can now furnish no argument for keeping up a numerous
army in time of peace, for they met with such a rebuff in their last
attempt that I am convinced they will never make another, whatever
sovereign possesses, as his Majesty does, the hearts and affections
of all the rest of his subjects, especially as they must now be
convinced, however much France may encourage them to rebel, she
will never give them any effectual assistance.’
It is observable that the Jacobites began to be IN BOTH
spoken of in less unworthy tones by their antagonists HOUSES.
than before. The Pope and ‘Papists’ were referred to
in no unbecoming phrases. Indeed, the English ‘Catholics’ were
never rancorously assailed. The popular spirit was (and is) against
that Ultramontanism which would stop at no crime to secure its own
triumph; which recognises no law, no king, no country, but Roman,
and which, asserting licence for itself, is the bitter and treacherous
enemy of every civil and religious liberty. The Earl of Bath reflected
the better spirit that prevailed when, in 1753, in the debate on the Bill
for annexing the forfeited estates in Scotland to the Crown (which
ultimately passed), he said, ‘I wish national prejudices were utterly
extinguished. We ought to live like brothers, for we have long lived
under the same sovereign, and are now firmly united not only into
one kingdom, but into one and the same general interest; therefore,
the question ought never to be, who are English? or, who are Scots?
but, who are most capable and most diligent in the service of their
King and Country.’
One reference to the rebellion was made in the House of
Commons, in 1754, in the debate on the propriety of extending the
action of the Mutiny Bill to the East Indies. Murray, the Solicitor-
(soon after the Attorney-) General, observed, ‘His present Majesty
will not attempt it’ (proclaim martial law, under any circumstance,
independently of parliament), ‘as no such thing was thought of during
the late Rebellion, notwithstanding the immense danger we should
have been in, had His Royal Highness and troops from Flanders
been detained but a few weeks by contrary winds.’
Although there was plotting in 1753, and mischief
JACOBITE
was a-foot, and Government spies were far from HEALTHS.
having an idle time of it, the royal family lived in
comparative quiet, save one passing episode connected with a
charge laid, in the month of March, against Bishop Johnson, of
Gloucester, Murray (Solicitor-General), and Stone (one of the sub-
preceptors to the Princes George and Edward)—as Jacobites—of
having had, as Walpole puts it, ‘an odd custom of toasting the
Chevalier and my Lord Dunbar (Murray’s brother and one of the
Chevalier’s peers) at one Vernon’s, a merchant, about twenty years
ago. The Pretender’s counterpart (the King) ordered the Council to
examine into it.’ The accuser, Fawcett, a lawyer, prevaricated. ‘Stone
and Murray,’ says Walpole, ‘took the Bible, on their innocence.
Bishop Johnson scrambled out of the scrape at the very beginning;
and the Council have reported to the King that the accusation was
false and malicious.’
Vernon was in reality a linen-draper. Few people doubted the
alleged drinking of Jacobite healths at his house. The dowager
Princess of Wales told Bubb Dodington that her late husband had
told her that Stone was a Jacobite,—the prince was convinced of it,
and when affairs went ill abroad, he used to say to her in a passion:
How could better be expected when such a Jacobite as Stone could
be trusted?
Lord Harcourt, Prince George’s governor, was a THE ROYAL
pedantic man, having no sympathies with the young. FAMILY.
My lord was not much of a Mentor for a young
Telemachus. He bored the prince by enjoining him to hold up his
head, and, ‘for God’s sake,’ to turn out his toes. The tutors of Prince
George, after his father’s death, were in fact divided among
themselves. Bishop Hayter, of Norwich, and Lord Harcourt were
openly at war with Stone and Scott (the last put in by Bolingbroke),
who were countenanced by the dowager princess and Murray, ‘so
my Lord Bolingbroke dead, will govern, which he never could living.’
Murray, and Stone, and Cresset were Jacobites. Cresset called Lord
Harcourt a groom, and the bishop an atheist. The princess accused
the latter of teaching her sons, George and Edward, nothing. The
bishop retorted by declaring that he was never allowed to teach them
anything. His chief complaint was that Jacobite Stone had lent
Prince George (or the Prince of Wales) a highly Jacobite book to
read, namely, ‘The Revolutions of England,’ by Father D’Orléans; but
the objectionable work had really been lent by ‘Lady Augusta’ to
Prince Edward, and by him to his elder brother.
Tindal, the historian, remarks that about this very PARLIAMENTA
year (1753) ‘a wonderful spirit of loyalty began to take RY
place all over the kingdom.’ The debates in the two ANECDOTES.
Houses at Westminster confirm this. The old anxious
tone was no longer heard. Not a single reference to Jacobites and
their designs can be found in the reports of the proceedings in the
Legislature. ‘High Church,’ which was once a disloyal menace,
became a subject of ridicule. Horace Walpole thus playfully
illustrated the ignorance of the High Church party in a debate on the
proposal to repeal the Jews’ Naturalization Bill. ‘I remember,’ he said
‘to have heard a story of a gentleman, a High Churchman, who was
a member of this House, when it was the custom that candles could
not be brought in without a motion regularly made and seconded for
that purpose, and an order of the House pursuant thereto, so that it
often became a question whether candles should be brought in or
no, and this question was sometimes debated until the members
could hardly see one another, for those who were against, or for
putting off the affair before the House, were always against the
question for candles. Now it happened, upon one of those
occasions, that the High Church party were against the affair then
depending, and therefore against the question for candles; but this
gentleman, by mistake, divided for it, and when he was challenged
by one of his party for being against them, “Oh Lord!” says he, “I’m
sorry for it, but I thought that candles were for the church!”’
Admiral Vernon, ‘the people’s man,’ supporting the
ATTEMPT TO
popular prejudice against the emancipation of the MAKE
Jews, said that if the Bill passed, rich Jews would ‘PERVERTS.’
insist upon the conversion of everyone employed by
them, ‘and should they once get the majority of common people on
their side, we should soon be all obliged to be circumcised. That this
is no chimerical danger, Sir, I am convinced from what lately
happened in my county. There was there a great and a rich Popish
lady lived in it, who, by connivance, had publicly a chapel in her own
house, where mass was celebrated every Sunday and Holiday. The
lady, out of zeal for her religion, had every such day a great number
of buttocks and sirloins of beef roasted or boiled, with plenty of roots
and greens from her own garden, and every poor person who came
to hear mass at her chapel was sure of a good dinner. What was the
consequence? The neighbouring parish churches were all deserted,
and the lady’s chapel was crowded, for as the common people have
not learning enough, no more than some of their betters, to
understand or judge of abstruse speculative points of divinity, they
thought that mass, with a good dinner, was better than the church
service without one, and probably they would judge in the same
manner of a Jewish synagogue.’
In one sense Tindal’s view of the general increase
DR.
of loyalty was not ill-founded. There was, however, an ARCHIBALD
increase of Jacobite audacity also; but the CAMERON.
Government were as well aware of it as they were
that the Chevalier was hiding at Bouillon, and that the people there
were heartily sick of him. One proof of their vigilance was made
manifest in the spring of 1753. On the 16th of April, at 6 o’clock in
the evening, a coach, with an escort of dragoons about it, and a
captive gentleman within, was driven rapidly through the City
towards the Tower. The day was the anniversary of Culloden. The
time of day was that when the friends of the happy establishment
were at the tipsiest of their tipsy delight in drunken honour of the
victory. It was soon known who the prisoner was. He was Dr.
Archibald Cameron, brother of Duncan Cameron, of Lochiel. Duncan
had joined Charles Edward, in obedience to his sentimental prince,
but with the conviction that the insurrection would be a failure.
Archibald had followed his elder brother as in duty bound, and the
prince from a principle of allegiance. After Culloden and much
misery, they and others escaped to France by the skin of their teeth.
The King of France gave Duncan the command of a regiment of
Scots; Archibald was appointed doctor to it, and each pretty well
starved on his appointment. Both were under attainder, and subject
to death, not having surrendered before a certain date, or offered to
do so after it.
Had Archibald remained quietly in France, his life at least would
have been in no danger; but in the early part of 1753, he crossed to
Scotland in the utmost secrecy, and when he landed he had not the
remotest idea that the eye of Sam Cameron, a Government spy, was
upon him, by whom his movements were made known to the
Ministry at the Cockpit in Downing Street. There can be no doubt
that the doctor went to his native land on a political mission. ‘He
certainly,’ says Walpole, ‘came over with commission to feel the
ground.’ He always protested that he was there on private business
connected with the estate of Lochiel. His enemies declared that the
private business referred to a deposit of money for the Jacobite
cause, the secret of the hiding-place of which was known to
Archibald, and that he intended to appropriate the cash to his own
use. Had Cameron’s mission not been hostile to the established
government, he probably would have asked permission to visit
Scotland; and, more than probably, he would have been permitted to
do so. Be this as it may, his namesake, the spy, betrayed him; and
the Justice Clerk of Edinburgh, washing his hands of the business,
sent the trapped captive to London, where he arrived on the seventh
anniversary of the decisive overthrow of the Stuart cause, and while
the ‘joyous and loyal spirits’ were getting preciously hysterical in
memory thereof. The ‘quality,’ however, were supremely indifferent
‘Nobody,’ writes Walpole, ‘troubled their head about him, or anything
else but Newmarket, where the Duke of Cumberland is at present
making a campaign, with half the nobility, and half the money of
England, attending him.’
In the Tower Dr. Cameron was allowed to rest BEFORE THE
some eight and forty hours, and then a multitude saw COUNCIL.
him carried from the fortress to where the Privy
Council were sitting. The illustrious members of that body were in an
angry mood. They were blustering in their manner, but they stooped
to flattering promises if he would only make a revelation. When he
declined to gratify them, they fell into loud tumultuous threatenings.
They could neither frighten nor cajole him; and accordingly they flung
him to the law, and to the expounders and the executants of it.
Very short work did the latter make with the poor TRIAL OF
gentleman. It is said that when he was first captured CAMERON.
he denied being the man they took him for. Now, on
the 17th of May, he made no such denial, nor did he deny having
been in arms against the ‘present happy establishment.’ He declared
that circumstances, over which he had no control, prevented him
from clearing his attainder by a surrender on or before a stated day.
But he neither concealed his principles nor asked for mercy. There
was no intention of according him any. Sir William Lee and his
brother judges, the identity of the prisoner being undisputed, agreed
that he must be put to death under the old attainder, and Lee
delivered the sentence with a sort of solemn alacrity. It was the old,
horrible sentence of partial hanging, disembowelling, and so forth.
When Lee had reached the declaration as to hanging, he looked the
doctor steadily in the face, said with diabolical emphasis, ‘but not till
you are dead;’ and added all the horrible indignities to which the poor
body, externally and internally, was to be subjected. The judge was
probably vexed at finding no symptom that he had scared the
helpless victim, who was carried back to the Tower amid the
sympathies of Jacobites and the decorous curiosity of ladies and
gentlemen who gazed at him, and the gay dragoons escorting him,
as they passed.
Next day, and for several days, Jean Cameron, the THE
doctor’s wife, was seen going to St. James’s Palace, DOCTOR’S
to Leicester House, and to Kensington. She was JACOBITISM.
admitted, by proper introduction to majesty, to the
dowager Princess of Wales and to the Princess Amelia. The
sunshine of such High Mightinesses should ever bear with it grace
and mercy; but poor and pretty Jean Cameron found nothing but
civility, and an expression of regret that the law must be left to take
its course. She went back to cheer, if she could, her doomed, but not
daunted, husband. He was not allowed pen and ink and paper, but
under rigid restrictions. What he wrote was read. If it was not to the
taste of the warders, they tore up the manuscript, and deprived the
doctor of the means of writing. Nevertheless, he contrived to get
slips of paper and a pencil, and therewith to record certain opinions,
all of which he made over to his wife.
It cannot be said that the record showed any respect whatever for
the king de facto, or for his family. These were referred to as ‘the
Usurper and his Faction.’ The Duke of Cumberland was ‘the
inhuman son of the Elector of Hanover.’ Not that Cameron wished
any harm to them hereafter. He hoped God would forgive, as he put
it, ‘all my enemies, murderers, and false accusers, from the Elector
of Hanover (the present possessor of the throne of our injured
sovereign) and his bloody son down to Sam Cameron, the basest of
their spies, as I freely do!’ He himself, he said, had done many a
good turn to English prisoners in Scotland, had also prevented the
Highlanders from burning the houses and other property of Whigs,
‘for all which,’ he added, ‘I am like to meet with a Hanover reward.’
On the other hand, the doomed man wrote in CHARLES
terms of the highest praise of the old and young EDWARD, A
Chevalier, or the King and Prince of Wales. There PROTESTANT.
would be neither peace nor prosperity till the Stuarts
were restored. The prince was as tenderly affectioned as he was
brave, and Dr. Cameron knew of no order issued at Culloden to give
no quarter to the Elector’s troops. As aide-de-camp to the prince, he
must (he said) have known if such an order was issued. On another
subject, the condemned Jacobite wrote: ‘On the word of a dying
man, the last time I had the honour of seeing His Royal Highness
Charles, Prince of Wales, he told me from his own mouth, and bid
me assure his friends from him, that he was a member of the Church
of England.’ It is to be regretted that no date fixes ‘the last time.’ As
to the assurance, it proves the folly of the speaker; also, that
Cameron himself was not a Roman Catholic, as he was reported to
be.
From Walpole’s Letters and the daily and weekly papers, ample
details of the last moments of this unfortunate man may be collected.
They were marked by a calm, unaffected heroism. ‘The parting with
his wife (writes Walpole) the night before (his execution) was heroic
and tender. He let her stay till the last moment, when being aware
that the gates of the Tower would be locked, he told her so; she fell
at his feet in agonies: he said, “Madam, this is not what you
promised me,” and embracing her, forced her to retire; then, with the
same coolness, looked at the window till her coach was out of sight,
after which, he turned about and wept.’
On the following morning, the 7th of June, Dr. CAMERON’S
Cameron expressed a strong desire to see his wife CREED.
once more, to take a final leave, but this was
explained to him to be impossible. With a singular carefulness as to
his own appearance, which carefulness indeed distinguished all who
suffered in the same cause, he was dressed in a new suit, a light
coloured coat, red waistcoat and breeches, and even a new bagwig!
The hangman chained him to the hurdle on which he was drawn
from the Tower to Tyburn. ‘He looked much at the Spectators in the
Houses and Balconies,’ say the papers, ‘as well as at those in the
Street, and he bowed to several persons.’ He seemed relieved by his
arrival at the fatal tree. Rising readily from the straw in the hurdle, he
ascended the steps into the cart, the hangman slightly supporting
him under one arm. Cameron, with a sort of cheerfulness, welcomed
a reverend gentleman who followed him,—‘a Gentleman in a lay
habit,’ says the ‘Daily Advertiser,’ ‘who prayed with him and then left
him to his private devotions, by which ’twas imagined the Doctor was
a Roman Catholic, and the Gentleman who prayed with him, a
Priest.’ This imagining was wrong. On one of the slips, pencilled in
the Tower, and delivered to his wife, the Doctor had written: ‘I die a
member of the Episcopal Church of Scotland, as by law established
before that most unnatural Rebellion began in 1688, which, for the
sins of this nation, hath continued till this day.’ At Tyburn, moreover,
Cameron made a statement to the sheriff, that he had always been a
member of the Church of England. There was no discrepancy in this,
he was simply an active Jacobite Nonjuror. As the
THE LAST
reverend gentleman who attended him, hurriedly VICTIM.
descended the steps, he slipped. Cameron was quite
concerned for him, and called to him from the cart, ‘I think you do not
know the way so well as I do.’ Walpole says: ‘His only concern
seemed to be at the ignominy of Tyburn. He was not disturbed at the
dresser for his body, nor for the fire to burn his bowels;’ but he
remembered the emphatic remark of his Judge, that the burning was
to take place while he was yet alive; and he asked the sheriff to
order things so that he might be quite dead before the more brutal
part of the sentence was carried out. The sheriff was a remarkably
polite person. He had begged Cameron, after he had mounted into
the cart, not to hurry himself, but to take his own time: they would
wait his pleasure and convenience, and so on. The courteous official
now promised he would see the Doctor effectually strangled out of
life, before knife or fire touched him. On which, Cameron declared
himself to be ready. It was at this juncture, the chaplain hurriedly slipt
down the steps. ‘The wretch,’ says Walpole, who in doubt as to his
Church, calls him ‘minister or priest,’ ‘after taking leave, went into a
landau, where, not content with seeing the Doctor hanged, he let
down the top of the landau, for the better convenience of seeing him
embowelled.’
Even such brutes as then found a sensual delight IN THE SAVOY.
in witnessing the Tyburn horrors were touched by the
unpretentious heroism of this unhappy victim. Some of them
recovered their spirits a day or two after, when a man was pilloried at
Charing Cross. They repaired to the spot with a supply of bricks and
flung them with such savage dexterity as soon to break a couple of
the patient’s ribs. On the 9th of June at midnight, there was a
spectacle to which they were not invited. The Government (wisely
enough) were resolved that Cameron’s funeral should be private.
The body lay where Lovat’s had lain, at Stephenson’s the
undertaker, in the Strand, opposite Exeter Change. A few Jacobite
friends attended and saw the body quietly deposited in what the
papers styled, ‘the great vault in the precincts of the Savoy.’
It was in this month a report was spread that an attempt had been
made to blow up the Tower, from which, perhaps, the legend has
arisen that the young Chevalier and a friend in disguise had been
there to see if it could not be done! ‘The Report,’ according to the
‘Weekly Journal,’ ‘of a lighted match being found at the door of the
Powder Magazine in the Tower was not true.’ A bit of burnt paper
lying on the ground within the Tower gave rise to a story which
agitated all London for a day or two;—and which will be presently
referred to.
How Dr. Cameron’s death affected both parties, in
A SCENE AT
London, is best illustrated by a well-known and RICHARDSON’
picturesque incident recorded by Boswell. Soon after S.
the execution, Hogarth was visiting Richardson, the
author of ‘Clarissa Harlowe.’ ‘And being a warm partisan of George
II., he observed to Richardson that certainly there must have been
some very unfavourable circumstances lately discovered in this
particular case which had induced the King to approve of an
execution for rebellion so long after the time when it was committed,
as this had the appearance of putting a man to death in cold blood,
and was very unlike his Majesty’s usual clemency. While he was
talking, he perceived a person standing at a window of the room
shaking his head, and rolling himself about in a strange ridiculous
manner. He concluded that he was an idiot whom his relations had
put under the care of Mr. Richardson, as a very good man. To his
great surprise, however, this figure stalked forward to where he and
Mr. Richardson were sitting, and all at once took up the argument,
and burst out into an invective against George II., as one who, upon
all occasions, was unrelenting and barbarous, mentioning many
instances. In short, he displayed such a power of eloquence that
Hogarth looked at him with astonishment, and actually imagined that
the idiot had been at the moment inspired. Hogarth and Johnson
were not made known to each other at this interview.’
Neither Hogarth nor Johnson knew the real facts of CAMERON’S
this case. Cameron played a desperate game and CASE.
lost his stake. Scott, in the Introduction to
Redgauntlet,’ declares that whether the execution of Cameron was
political or otherwise, it might have been justified upon reasons of a
public nature had the king’s Ministry thought proper to do so.
Cameron had not visited Scotland solely on private affairs. ‘It was
not considered prudent by the English Ministry to let it be generally
known that he came to inquire about a considerable sum of money
which had been remitted from France to the friends of the exiled
family.’ He had also, as Scott points out, a commission to confer with
Macpherson of Cluny who, from 1746 to 1756, was the
representative or chief agent of the ‘rightful King,’ an office which he
carried on under circumstances of personal misery and peril.
Cameron and Macpherson were to gather together the scattered
embers of disaffection. The former, being captured, paid the forfeit
which was legally due. ‘The ministers, however,’ says Scott, ‘thought
it proper to leave Dr. Cameron’s new schemes in concealment, lest,
by divulging them, they had indicated the channel of communication
which, as is now well known, they possessed to all the plots of
Charles Edward. But it was equally ill-advised and ungenerous to
sacrifice the character of the King to the policy of the administration.
Both points might have been gained by sparing the life of Dr.
Cameron, after conviction, and limiting his punishment to perpetual
exile.’ As it was, Jacobite plots continued to ‘rise and burst like
bubbles on a fountain.’ An affectionate memory of Cameron was
also transmitted through the hearts of his descendants. In the reign
of Victoria, his grandson restored honour to a name which, in a
political point of view, had never been dishonoured.
In the royal chapel of the Savoy, the following inscription is to be
read on the wall beneath a painted glass window:—In memory of
Archibald Cameron, brother of Donald Cameron of Lochiel, who
having been attainted after the battle of Culloden in 1746, escaped
to France, but returning to Scotland in 1753, was apprehended and
executed. He was buried beneath the Altar of this Chapel. This
window is inserted by Her Majesty’s permission in place of a
sculptured tablet which was erected by his grandson, Charles Hay
Cameron, in 1846, and consumed by the fire which partially
destroyed the Chapel in 1864.
The window above referred to has six lights, and each light now
contains figures representing St. Peter, St. Philip, St. Paul, St. John,
St. James, and St. Andrew.
As a sample of how minor offences on the part of A MINOR
unquiet Jacobites were punished, the case may be OFFENDER.
cited of the Rev. James Taylor, who was not allowed
to indulge his Jacobitism even in a compassionate form. A beggar
was arrested in his progress from house to house. He was found to
be the bearer of a recommendatory letter from the Nonjuror Taylor, in
which it was stated that the bearer had fought on the right side at
Preston Pans and Culloden. For this offence Mr. Taylor was tried,
convicted, and heavily sentenced;—namely, to two years’
imprisonment, a fine of 300l., and to find sureties for his good
behaviour during the next seven years, himself in 1000l., and two
others in 500l. each.
All this time, Parliament was perfectly tranquil. There was no flash
of anti-Jacobitism. There was nothing in the debates but what
partook of the lightest of summer-lightning. In the whole session of
1755, there is but one allusion to Jacobites, and that took the form of
a wish that, ten years before, Scotland had been as heavily
oppressed as England was,—in that and many a succeeding year,—
in one special respect. Mr. Robert Dundas, in the Commons’ debate
on speedily manning the Navy, insisted on the legality and propriety
of pressing seamen, and remarked: ‘How happy it would have been
for Scotland, in 1745, if all her seamen had been pressed into the
public service, in order to man a few guard-ships, to prevent the
landing of those who, at that time, raised such a flame in the country;
and yet I believe that a press could not then have been carried on
without the aid of the military.’
At this time there was one especial trouble in the
SUSPICION
royal family. The dowager Princess of Wales had as AGAINST THE
much dread of the conqueror at Culloden, as if he had DUKE.
been the Jacobite prince himself. Her dominant idea
was that the really good-natured and now corpulent duke would act
Richard III. towards the prince, her son, if opportunity should offer.
Bubb Dodington says, in his Diary, May, 1755: ‘On my commending
the Prince’s figure, and saying he was much taller than the King, she
replied, yes; he was taller than his uncle. I said, in height it might be
so, but if they measured round, the Duke had the advantage of him.
She answered, it was true; but she hoped it was the only advantage
that he ever would have of him.’
In the following year, 1756, electioneering politics THE ANTI-
found violent suggestion and expression. Walpole, JACOBITE
referring to the clamour raised by the Jacobites, PRESS.
speaks of ‘Instructions from counties, cities,
boroughs, especially from the City of London, in the style of 1641,
and really in the spirit of 1715 and 1745, (which) have raised a great
flame.’ On the other hand, Jacobites and their manifestations were
treated by the Whig press with boundless contempt. For example,
the ‘Contest,’ in 1757, flung this paragraph at the supposed few
Jacks now left in London to read it:—‘The word Jacobite is vox et
prœterea nihil. The Name survives after the Party is extinct. There
may be a few enthusiastic Bigots who deem Obstinacy a Merit, and
who appear to be ungrateful for the Liberty and Security they enjoy
under the present Government, and insensible of the Calamity and
Oppression of the Government they would be willing to restore. But
their Power is as inconsiderable as their Principles are detestable.
And many of them, had they an Opportunity of accomplishing their
proposed desires, would be the last to put them in Execution; for
they are mostly influenced by an idle Affectation of Singularity, and
the ridiculous Pride of opposing the Common Sense of their Fellow
Citizens.’
In the same year, the ‘Independent Freeholder’ turned the
question to party account, and divided the people of England into
three classes. It admitted the diminished numbers of Jacobites,
recorded their disaffection, and also accounted for it. The three
classes were—Place Hunters, Jacobites, and English Protestants,
whether Whig or Tory. The ‘Freeholder’ described the Jacobites as:
—‘An Offspring of Zealots, early trained to support the divine
hereditary Right of Men, who forfeited all Right by persisting to do
every Wrong. They are not considerable in Number; and had
probably mixed with the Mass of rational Men, had not the continued
Abuses of the Administration furnished cause of Clamour, enabling
secret Enemies of the Constitution to cherish a groundless Enmity to
the Succession.’
As the reign of George II. drew to a close, in the THE CITY
autumn of 1760, a change came over the City of GATES.
London, which, to many, indicated a new era; namely,
the destruction of those City gates in the preservation of which timid
Whigs saw safety from the assaults of Jacobites. Read announced
the fate of those imaginary defences, in the ‘Journal’ of August 2nd:
—‘On Wednesday, the materials of the three following City Gates
were sold before the Committee of Lands, to Mr. Blagden, a
carpenter, in Coleman Street; namely, Aldgate, for 157l. 10s.;
Cripplegate, for 91l.; and Ludgate, for 148l. The purchaser is to
begin to pull down the two first, on the first day of September; and
Ludgate on the 4th of August, and is to clear away all the rubbish,
&c., in two months from these days.’ In two months, a new reign had
begun, and the old gates had disappeared.
But before proceeding to the new reign, there remains to be
chronicled how the ordinary London Jacobites obtained news of their
King, James, and their Prince of Wales, Charles Edward.
CHAPTER XIII.
(1751 to 1761.)
uring this decade, there was great
THE OLD
anxiety, on the part of the Jacobites in CHEVALIER
London, to have news of their Prince. Of AND THE
their ‘King’s’ whereabout they knew as CARDINAL.
much as the papers could tell them. These anxious
Jacobites who eagerly opened the London journals for news from
Rome, of ‘the King’ or ‘Prince of Wales,’ were not often rewarded for
their pains. The ‘London Gazette,’ which chronicled the veriest small
beer, had not a word to say as to the Chevalier or his sons. The
other papers recorded, for the comfort or diversion of readers, such
paragraphs as these; namely, that Cardinal York, on his brother’s
birthday, had given a grand entertainment to a brilliant company of
Cardinals and Ladies; and that Rome was more crowded with
English nobility than Hanover, even when King George was in his
electoral dominions. Some sympathy was excited in Jacobite
company, at the intelligence that the Cardinal was recovering from
‘an attack of Small Pocks,’ which had carried off thousands of
victims. As for Prince Edward, as the Cardinal’s brother is often
called in the papers, ‘his place of residence is not known, there being
no other proof of his being alive but the rejoicings of his father on his
son’s birthday.’ Next, ‘Read’ announced, no doubt for the pleasure of
some of its readers, ‘We hear from Rome, by authentick hand, that
Henderson has been formally excommunicated for his “History of the
Rebellion.”’ ‘No one can tell in what place Prince Edward resides,’
says another ‘authentick hand,’ ‘it is currently reported that he is
actually in Italy;’ and again, ‘Some are ready to believe he is still
incog. in France.’ Then came ‘authentick’ news to London, of ignoble
quarrels between the Chevalier and his younger son, squabbles
about money, squabbles among their friends in trying to reconcile
them;—the Pope himself being mixed up in the turmoil, and getting

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Parallel Finite Volume Computation on

General Meshes Yuri Vassilevski

Personalized Computational Hemodynamics: Models,

Fields of Logic and Computation III Essays Dedicated to

Green s Functions Potential Fields on Surfaces 1st

Cable Driven Parallel Robots Proceedings of the Second

The Fitted Finite Volume and Power Penalty Methods for

Essay on Machines in General 1786 Text Translations and

Advances on P2P, Parallel, Grid, Cloud and Internet

The Chinese Dream and Zhejiang s Practice General

Kirill Nikitin Ivan Kapyrin

Parallel Finite Volume

ISBN 978-3-030-47231-3 ISBN 978-3-030-47232-0 (eBook)

3.3 Simulation of Waterﬂood . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 49

6.3 Parallel Mesh Operations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 136

DDF Density-driven flow

coordinate x ¼ ðx1 ; x2 ; x3 ÞT or x ¼ ðx; y; zÞT

Cauchy stress tensor r

Other Quantities and Conventions

spatial mesh size h

© Springer Nature Switzerland AG 2020 1

differentiation. Fifth, we address topical geophysical and biomedical challenges.

1.3 Structure and Overview of the Book

multi-physics simulations is under active development in Dune (within Dumux

2.1 Cell-Centered Finite Volume Method on General

© Springer Nature Switzerland AG 2020 5

where K is piecewise-constant symmetric positive-definite diffusion tensor, and

where G f denotes possible contributions of the boundary conditions.

where χωi , f is either 1 or −1 depending on the mutual orientation of outer normal

where vector p is composed of p j , and matrix A is assembled from coefficients in

A(p)p = g(p), (2.7)

where entries of matrix A and right-hand side g may depend on p.

We distinguish discretization for internal and boundary faces. An internal face

2.2 Monotone Two-Point Flux Approximation Based on

where q = qh + O(h), h = |x+ − x− |.

= α+,1 t+,1 + α+,2 t+,2 + α+,3 t+,3 , (2.9)

− = α−,1 t−,1 + α−,2 t−,2 + α−,3 t−,3 , (2.10)

Fig. 2.1 Two

and finite differences to approximate directional derivatives, we obtain two approx-

To avoid possible division by 0 in case d+ + d− = 0, we modify μ± by regular-

where small ε > 0 is equal to the machine precision.

2.3 Monotone Two-Point Flux Approximation Based on

In the general case of piecewise-constant coefficient K, we assume additionally that

whereas continuity of ph at point x∗ suggests

p+ + (x∗ − x+ ) · ∇ p+ = p− + (x∗ − x− ) · ∇ p− . (2.18)

Let us define the distances r+ = n · (x∗ − x+ ) and r− = n · (x− − x∗ ). If the cell

where the co-normal projection λ± = nT K± n is positive due to positive-definiteness

r+r− (K+ − K− ) n + λ+r− x+ + λ−r+ x−

that for x∗ = x H the expression for p∗ has the two-point stencil:

Similar to (2.20), we see that there exists such point

that ∇ pτ is not involved in interpolation of p∗ :

Now we can proceed to gradient ∇ p+ reconstruction in cell ω+ . Reconstruction

For internal face f = ω+ ∩ ω− , we use (2.22):

and for boundary face f = ω+ ∩ ∂ we use (2.24):

If a non-convex cell ω+ is star-shaped with respect to its center, coefficients m H

The inverse Q of the matrix in (2.28) is obtained by

and additional conditions on two faces f i ∈ F (ω+ ), f i = f :

In this case in expressions (2.21), (2.22) for x Hi and p Hi , we use xb instead of x+ ,

coefficients T+ , T− , R+ , R− , and G depend on unknowns p± , p±,2 in the stencil.