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At least 235 records · Page 13

Lack of robustness and accuracy of many numerical schemes for phase-field simulations

In this paper, we study the stability, accuracy and convergence behavior of various numerical schemes for phase-field modeling through a simple ODE model. Both theoretical analysis and numerical experiments are carried out on this ODE model to demonstrate the limitation of most numerical schemes that have been used in practice. One main conclusion is that the first-order fully implicit scheme is the only robust algorithm for phase-field simulations while all other schemes (that have been analyzed) may have convergence issue if the time step size is not exceedingly small. More specifically, by rigorous analysis in most cases, we have the following conclusions: (i) The first-order fully implicit scheme converges to the correct steady state solution for all time step sizes. In the case of multiple solutions, one of the solution branches always converges to the correct steady state solution. (ii) The first-order convex splitting scheme, which is equivalent to the first-order fully implicit scheme with a different time scaling, always converges to the correct steady state solution but may seriously lack numerical accuracy for transient solutions. (iii) For the second-order fully implicit and convex splitting schemes, for any time step size $δt > 0$, there exists an initial condition $u_0$ , with $|u_0| > 1$, such that the numerical solution converges to the wrong steady state solution. (iv) For $|u_0|$ ≤ 1, all second-order schemes studied in this paper converge to the correct steady state solution although severe numerical oscillations occur for most of them if the time step size is not sufficiently small. (v) An unconditionally energy-stable scheme (such as the modified Crank–Nicolson scheme) is not necessarily better than a conditionally energy-stable scheme (such as the Crank–Nicolson scheme). Finally, most, if not all, of the above conclusions are expected to be true for more general Allen–Cahn and other phase-field models.

97 MATHEMATICS AND COMPUTING↗

Improving the trust in results of numerical simulations and scientific data analytics

This white paper investigates several key aspects of the trust that a user can give to the results of numerical simulations and scientific data analytics. In this document, the notion of trust is related to the integrity of numerical simulations and data analytics applications. This white paper complements the DOE ASCR report on Cybersecurity for Scientific Computing Integrity by (1) exploring the sources of trust loss; (2) reviewing the definitions of trust in several areas; (3) providing numerous cases of result alteration, some of them leading to catastrophic failures; (4) examining the current notion of trust in numerical simulation and scientific data analytics; (5) providing a gap analysis; and (6) suggesting two important research directions and their respective research topics. To simplify the presentation without loss of generality, we consider that trust in results can be lost (or the results’ integrity impaired) because of any form of corruption happening during the execution of the numerical simulation or the data analytics application. In general, the sources of such corruption are threefold: errors, bugs, and attacks. Current applications are already using techniques to deal with different types of corruption. However, not all potential corruptions are covered by these techniques. We firmly believe that the current level of trust that a user has in the results is at least partially founded on ignorance of this issue or the hope that no undetected corruptions will occur during the execution. This white paper explores the notion of trust and suggests recommendations for developing a more scientifically grounded notion of trust in numerical simulation and scientific data analytics. We first formulate the problem and show that it goes beyond previous questions regarding the quality of results such as V&V, uncertainly quantification, and data assimilation. We then explore the complexity of this difficult problem, and we sketch complementary general approaches to address it. This paper does not focus on the trust that the execution will actually complete. The product of simulation or of data analytic executions is the final element of a potentially long chain of transformations, where each stage has the potential to introduce harmful corruptions. These corruptions may produce results that deviate from the user-expected accuracy without notifying the user of this deviation. There are many potential sources of corruption before and during the execution; consequently, in this white paper we do not focus on the protection of the end result after the execution.

97 MATHEMATICS AND COMPUTING↗

Pitfalls and guidelines for the numerical evaluation of moderate-order system frequency response

The design and evaluation of a feedback control system via frequency response methods relies heavily upon numerical methods. In application, one can usually develop low order simulation models which for the most part are devoid of numerical problems. However, when complex feedback interactions, for example, between instrument control systems and their flexible mounting structure, must be evaluated, simulation models become moderate to large order and numerical problems become common. A large body of relevant numerical error analysis literature is summarized in a large language understandable to nonspecialists. The intent is to provide engineers using simulation models with an engineering feel for potential numerical problems without getting intertwined in the complexities of the associated mathematical theory. Guidelines are also provided by suggesting alternate state of the art methods which have good numerical evaluation characteristics.

Frisch, H. P.↗

Finite analytic numerical solution of axisymmetric Navier-Stokes and energy equations

Convective heat transfer for steady state laminar flow in axisymmetric coordinates is considered. Numerical solutions for flow pattern and temperature distribution are obtained by the finite analytic numerical method applied to the Navier-Stokes equations expressed in terms of vorticity and stream function, and the energy equation. The finite analytic numerical method differs from other numerical methods in that it utilizes a local analytic solution in an element of the problem to construct the total numerical solution. Finite analytic solutions of vorticity, stream function, temperature and heat transfer coefficients for flow with Reynolds number of 5.0, 100.0, 1000.0, and 2000.0, and Prandtl number of 0.1, 1.0, and 10.0 with uniform grid sizes are reported for axisymmetric pipe with sudden expansion and contraction. The wall temperature is considered to be isothermal and differs from the inlet temperature. It is shown that the finite analytic solution is stable, converges rapidly, and simulates the convection of fluid flow accurately since the local analytic solution is capable of simulating automatically the influence of skewed convection through the element boundary on the interior nodal values thereby minimizing the false numerical diffusion.

Chen, C.-J.↗

Numerical investigation of separated transonic turbulent flows with a multiple-time-scale turbulence model

A numerical investigation of transonic turbulent flows separated by curvature and shock wave - boundary layer interaction is presented. The free stream Mach numbers considered are 0.4, 0.5, 0.6, 0.7, 0.8, 0.825, 0.85, 0.875, 0.90, and 0.925. In the numerical method, the conservation of mass equation is replaced by a pressure correction equation for compressible flows and thus incremental pressure is solved for instead of density. The turbulence is described by a multiple-time-scale turbulence model supplemented with a near-wall turbulence model. The present numerical results show that there exists a reversed flow region at all free stream Mach numbers considered whereas various k-epsilon turbulence models fail to predict such a reversed flow region at low free stream Mach numbers. The numerical results also show that the size of the reversed flow region grows extensively due to the shock wave - turbulent boundary layer interaction as the free stream Mach number is increased. These numerical results show that the turbulence model can resolve the turbulence field subjected to extra strains caused by the curvature and the shock wave - turbulent boundary layer interaction and that the numerical method yields a significantly accurate solution for the complex compressible turbulent flow.

Kim, S.-W.↗

A numerical study of mixing in supersonic combustors with hypermixing injectors

A numerical study was conducted to evaluate the performance of wall mounted fuel-injectors designed for potential Supersonic Combustion Ramjet (SCRAM-jet) engine applications. The focus of this investigation was to numerically simulate existing combustor designs for the purpose of validating the numerical technique and the physical models developed. Three different injector designs of varying complexity were studied to fully understand the computational implications involved in accurate predictions. A dual transverse injection system and two streamwise injector designs were studied. The streamwise injectors were designed with swept ramps to enhance fuel-air mixing and combustion characteristics at supersonic speeds without the large flow blockage and drag contribution of the transverse injection system. For this study, the Mass-Averaged Navier-Stokes equations and the chemical species continuity equations were solved. The computations were performed using a finite-volume implicit numerical technique and multiple block structured grid system. The interfaces of the multiple block structured grid systems were numerically resolved using the flux-conservative technique. Detailed comparisons between the computations and existing experimental data are presented. These comparisons show that numerical predictions are in agreement with the experimental data. These comparisons also show that a number of turbulence model improvements are needed for accurate combustor flowfield predictions.

Lee, J.↗

A numerical study of mixing in supersonic combustors with hypermixing injectors

A numerical study was conducted to evaluate the performance of wall mounted fuel-injectors designed for potential Supersonic Combustion Ramjet (SCRAM-jet) engine applications. The focus of this investigation was to numerically simulate existing combustor designs for the purpose of validating the numerical technique and the physical models developed. Three different injector designs of varying complexity were studied to fully understand the computational implications involved in accurate predictions. A dual transverse injection system and two streamwise injector designs were studied. The streamwise injectors were designed with swept ramps to enhance fuel-air mixing and combustion characteristics at supersonic speeds without the large flow blockage and drag contribution of the transverse injection system. For this study, the Mass-Average Navier-Stokes equations and the chemical species continuity equations were solved. The computations were performed using a finite-volume implicit numerical technique and multiple block structured grid system. The interfaces of the multiple block structured grid systems were numerically resolved using the flux-conservative technique. Detailed comparisons between the computations and existing experimental data are presented. These comparisons show that numerical predictions are in agreement with the experimental data. These comparisons also show that a number of turbulence model improvements are needed for accurate combustor flowfield predictions.

Lee, J.↗

Dynamical Approach Study of Spurious Numerics in Nonlinear Computations

The last two decades have been an era when computation is ahead of analysis and when very large scale practical computations are increasingly used in poorly understood multiscale complex nonlinear physical problems and non-traditional fields. Ensuring a higher level of confidence in the predictability and reliability (PAR) of these numerical simulations could play a major role in furthering the design, understanding, affordability and safety of our next generation air and space transportation systems, and systems for planetary and atmospheric sciences, and in understanding the evolution and origin of life. The need to guarantee PAR becomes acute when computations offer the ONLY way of solving these types of data limited problems. Employing theory from nonlinear dynamical systems, some building blocks to ensure a higher level of confidence in PAR of numerical simulations have been revealed by the author and world expert collaborators in relevant fields. Five building blocks with supporting numerical examples were discussed. The next step is to utilize knowledge gained by including nonlinear dynamics, bifurcation and chaos theories as an integral part of the numerical process. The third step is to design integrated criteria for reliable and accurate algorithms that cater to the different multiscale nonlinear physics. This includes but is not limited to the construction of appropriate adaptive spatial and temporal discretizations that are suitable for the underlying governing equations. In addition, a multiresolution wavelets approach for adaptive numerical dissipation/filter controls for high speed turbulence, acoustics and combustion simulations will be sought. These steps are corner stones for guarding against spurious numerical solutions that are solutions of the discretized counterparts but are not solutions of the underlying governing equations.

Yee, H. C.↗

Numerical Modeling of Active Flow Control in a Boundary Layer Ingesting Offset Inlet

This investigation evaluates the numerical prediction of flow distortion and pressure recovery for a boundary layer ingesting offset inlet with active flow control devices. The numerical simulations are computed using a Reynolds averaged Navier-Stokes code developed at NASA. The numerical results are validated by comparison to experimental wind tunnel tests conducted at NASA Langley Research Center at both low and high Mach numbers. Baseline comparisons showed good agreement between numerical and experimental results. Numerical simulations for the inlet with passive and active flow control also showed good agreement at low Mach numbers where experimental data has already been acquired. Numerical simulations of the inlet at high Mach numbers with flow control jets showed an improvement of the flow distortion. Studies on the location of the jet actuators, for the high Mach number case, were conducted to provide guidance for the design of a future experimental wind tunnel test.

Allan, Brian G.↗

Adaptive Numerical Dissipation Control in High Order Schemes for Multi-D Non-Ideal MHD

The required type and amount of numerical dissipation/filter to accurately resolve all relevant multiscales of complex MHD unsteady high-speed shock/shear/turbulence/combustion problems are not only physical problem dependent, but also vary from one flow region to another. In addition, proper and efficient control of the divergence of the magnetic field (Div(B)) numerical error for high order shock-capturing methods poses extra requirements for the considered type of CPU intensive computations. The goal is to extend our adaptive numerical dissipation control in high order filter schemes and our new divergence-free methods for ideal MHD to non-ideal MHD that include viscosity and resistivity. The key idea consists of automatic detection of different flow features as distinct sensors to signal the appropriate type and amount of numerical dissipation/filter where needed and leave the rest of the region free from numerical dissipation contamination. These scheme-independent detectors are capable of distinguishing shocks/shears, flame sheets, turbulent fluctuations and spurious high-frequency oscillations. The detection algorithm is based on an artificial compression method (ACM) (for shocks/shears), and redundant multiresolution wavelets (WAV) (for the above types of flow feature). These filters also provide a natural and efficient way for the minimization of Div(B) numerical error.

Yee, H. C.↗

Controlling Reflections from Mesh Refinement Interfaces in Numerical Relativity

A leading approach to improving the accuracy on numerical relativity simulations of black hole systems is through fixed or adaptive mesh refinement techniques. We describe a generic numerical error which manifests as slowly converging, artificial reflections from refinement boundaries in a broad class of mesh-refinement implementations, potentially limiting the effectiveness of mesh- refinement techniques for some numerical relativity applications. We elucidate this numerical effect by presenting a model problem which exhibits the phenomenon, but which is simple enough that its numerical error can be understood analytically. Our analysis shows that the effect is caused by variations in finite differencing error generated across low and high resolution regions, and that its slow convergence is caused by the presence of dramatic speed differences among propagation modes typical of 3+1 relativity. Lastly, we resolve the problem, presenting a class of finite-differencing stencil modifications which eliminate this pathology in both our model problem and in numerical relativity examples.

Baker, John G.↗

Numerical Dissipation and Wrong Propagation Speed of Discontinuities for Stiff Source Terms

In compressible turbulent combustion/nonequilibrium flows, the constructions of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and (b) obtaining correct propagation speed of discontinuities for stiff reacting terms on coarse grids share one important ingredient - minimization of numerical dissipation while maintaining numerical stability. Here coarse grids means standard mesh density requirement for accurate simulation of typical non-reacting flows. This dual requirement to achieve both numerical stability and accuracy with zero or minimal use of numerical dissipation is most often conflicting for existing schemes that were designed for non-reacting flows. The goal of this paper is to relate numerical dissipations that are inherited in a selected set of high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities for two representative stiff detonation wave problems.

Yee, H. C.↗

Numerical Dissipation and Wrong Propagation Speed of Discontinuities for Stiff Source Terms

In compressible turbulent combustion/nonequilibrium flows, the constructions of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and (b) obtaining correct propagation speed of discontinuities for stiff reacting terms on coarse grids share one important ingredient - minimization of numerical dissipation while maintaining numerical stability. Here coarse grids means standard mesh density requirement for accurate simulation of typical non-reacting flows. This dual requirement to achieve both numerical stability and accuracy with zero or minimal use of numerical dissipation is most often conflicting for existing schemes that were designed for non-reacting flows. The goal of this paper is to relate numerical dissipations that are inherited in a selected set of high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities as a function of stiffness of the source term and the grid spacing.

Yee, H. C.↗

Numerical Experiments in Error Control for Sound Propagation Using a Damping Layer Boundary Treatment

This paper presents results from numerical experiments for controlling the error caused by a damping layer boundary treatment when simulating the propagation of an acoustic signal from a continuous pressure source. The computations are with the 2D Linearized Euler Equations (LEE) for both a uniform mean flow and a steady parallel jet. The numerical experiments are with algorithms that are third, fifth, seventh and ninth order accurate in space and time. The numerical domain is enclosed in a damping layer boundary treatment. The damping is implemented in a time accurate manner, with simple polynomial damping profiles of second, fourth, sixth and eighth power. At the outer boundaries of the damping layer the propagating solution is uniformly set to zero. The complete boundary treatment is remarkably simple and intrinsically independant from the dimension of the spatial domain. The reported results show the relative effect on the error from the boundary treatment by varying the damping layer width, damping profile power, damping amplitude, propagtion time, grid resolution and algorithm order. The issue that is being addressed is not the accuracy of the numerical solution when compared to a mathematical solution, but the effect of the complete boundary treatment on the numerical solution, and to what degree the error in the numerical solution from the complete boundary treatment can be controlled. We report maximum relative absolute errors from just the boundary treatment that range from O[10-2] to O[10-7].

Algorithm↗

Numerical Experiments in Error Control for Sound Propagation Using a Damping Layer Boundary Treatment

This paper presents results from numerical experiments for controlling the error caused by a damping layer boundary treatment when simulating the propagation of an acoustic signal from a continuous pressure source. The computations are with the 2D Linearized Euler Equations (LEE) for both a uniform mean flow and a steady parallel jet. The numerical experiments are with algorithms that are third, fifth, seventh and ninth order accurate in space and time. The numerical domain is enclosed in a damping layer boundary treatment. The damping is implemented in a time accurate manner, with simple polynomial damping profiles of second, fourth, sixth and eighth power. At the outer boundaries of the damping layer the propagating solution is uniformly set to zero. The complete boundary treatment is remarkably simple and intrinsically independant from the dimension of the spatial domain. The reported results show the relative effect on the error from the boundary treatment by varying the damping layer width, damping profile power, damping amplitude, propagtion time, grid resolution and algorithm order. The issue that is being addressed is not the accuracy of the numerical solution when compared to a mathematical solution, but the effect of the complete boundary treatment on the numerical solution, and to what degree the error in the numerical solution from the complete boundary treatment can be controlled. We report maximum relative absolute errors from just the boundary treatment that range from O[10-2] to O[10-7].

Computational Aeroacoustics↗

Convergence and asymptotical stability of numerical solutions for neutral stochastic delay differential equations driven by G-Brownian motion

There are few numerical analysis results for nonlinear neutral stochastic delay differential equations driven by G-Brownian motion (G-NSDDEs). This paper is concerned with the numerical solutions of the G-NSDDEs to fill this gap. In this paper, we first devote to show that the stochastic theta numerical solution converges to the exact solution for the G-NSDDE. We then prove that the backward Euler–Maruyama numerical solution for the G-NSDDE is asymptotically mean-square stable under suitable conditions. Moreover, a numerical example is demonstrated to illustrate the effectiveness of our obtained results.

97 MATHEMATICS AND COMPUTING↗

Removing Numerical Pathologies in a Turbulence Parameterization Through Convergence Testing

Abstract Discretized numerical models of the atmosphere are usually intended to faithfully represent an underlying set of continuous equations, but this necessary condition is violated sometimes by subtle pathologies that have crept into the discretized equations. Such pathologies can introduce undesirable artifacts, such as sawtooth noise, into the model solutions. The presence of these pathologies can be detected by numerical convergence testing. This study employs convergence testing to verify the discretization of the Cloud Layers Unified By Binormals (CLUBB) model of clouds and turbulence. That convergence testing identifies two aspects of CLUBB's equation set that contribute to undesirable noise in the solutions. First, numerical limiters (i.e., clipping) used by CLUBB introduce discontinuities or slope discontinuities in model fields. Second, nonlinear artificial diffusion employed for improving numerical stability can introduce unintended small‐scale features into the solution of the model equations. Smoothing the limiters and using linear artificial diffusion reduces the noise and restores the expected first‐order convergence in CLUBB's solutions. These model reformulations enhance our confidence in the trustworthiness of solutions from CLUBB by eliminating the unphysical oscillations in high‐resolution simulations. The improvements in the results at coarser, near‐operational grid spacing and timestep are also seen in cumulus cloud and dry turbulence tests. In addition, convergence testing is proven to be a valuable tool for detecting pathologies, including unintended discontinuities and grid dependence, in the model equation set.

58 GEOSCIENCES↗

Solving numerically nonlinear systems of balance laws by multivariate sigmoidal functions approximation

A numerical method for solving systems of nonlinear one-dimensional balance laws, based on multivariate sigmoidal functions approximation, is developed. Constructive approximation theorems are first established in both, uniform and L{sup p} norms. A priori as well as a posteriori error estimates are derived for the numerical solutions, when various kinds of sigmoidal functions, such as unit step, logistic and Gompertz functions, are chosen. The residual of the numerical method is also estimated. Numerical examples are given to test the performance of the algorithm, a comparison with the Godunov method is made concerning accuracy and computational cost. Finally, the numerical stability of the method is analyzed.

97 MATHEMATICS AND COMPUTING↗