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All sourcesNASA NTRSDOE OSTI
NASA NTRS1983

A new explicit method for the numerical solution of parabolic differential equations

A new method is derived for solving parabolic partial differential equations arising in transient heat conduction or in boundary-layer flows. The method is based on a combination of the modified differential quadrature (MDQ) method with the rational Runge-Kutta time-integration scheme. It is fully explicit, requires no matrix inversion, and is stable for any time-step for the heat equations. Burgers equation and the one- and two-dimensional heat equations are solved to demonstrate the accuracy and efficiency of the proposed algorithm. The present method is found to be very accurate and efficient when results are compared with analytic solutions.

Satofuka, N.↗
NASA NTRS1972

On the stability of numerical integration routines.

Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.

Glover, K.↗
NASA NTRS1973

On the stability of numerical integration routines for ordinary differential equations.

Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.

Glover, K.↗
DOE OSTI2023

Semi-Implicit Computation of Fast Modes in a Scheme Integrating Slow Modes by a Leapfrog Method Based on a Selective Implicit Time Filter

Abstract A scheme for integration of atmospheric equations containing terms with differing time scales is developed. The method employs a filtered leapfrog scheme utilizing a fourth-order implicit time filter with one function evaluation per time step to compute slow-propagating phenomena such as advection and rotation. The terms involving fast-propagating modes are handled implicitly with an unconditionally stable method that permits application of larger time steps and faster computations compared to fully explicit treatment. Implementation using explicit and recurrent formulation is provided. Stability analysis demonstrates that the method is conditionally stable for any combination of frequencies involved in the slow and fast terms as they approach the origin. The implicit filter used in the method damps the computational modes without noticeably sacrificing the accuracy of the physical mode. TheO[(Δt 4 )] accuracy for amplitude errors achieved by the implicitly filtered leapfrog is preserved in applications where terms responsible for fast propagation are integrated with a semi-implicit method. Detailed formulation of the method for soundproof nonhydrostatic anelastic equations is provided. Procedures for implementation in global spectral shallow-water models are also given. Examples comparing numerical and analytical solutions for linear gravity waves demonstrate the accuracy of the scheme. The performance is also shown in more practical nonlinear applications, where numerical solutions accomplished by the method are evaluated against those computed from a scheme where the slow terms are handled by the third-order Runge–Kutta scheme. It demonstrates that the method is able to accurately resolve fine-scale dynamics of Kelvin–Helmholtz shear instabilities, the evolution of density current, and nonlinear drifts of twin tropical cyclones.

Meteorology & Atmospheric Sciences↗
NASA NTRS1990

Some Aspects of Essentially Nonoscillatory (ENO) Formulations for the Euler Equations, Part 3

An essentially nonoscillatory (ENO) formulation is described for hyperbolic systems of conservation laws. ENO approaches are based on smart interpolation to avoid spurious numerical oscillations. ENO schemes are a superset of Total Variation Diminishing (TVD) schemes. In the recent past, TVD formulations were used to construct shock capturing finite difference methods. At extremum points of the solution, TVD schemes automatically reduce to being first-order accurate discretizations locally, while away from extrema they can be constructed to be of higher order accuracy. The new framework helps construct essentially non-oscillatory finite difference methods without recourse to local reductions of accuracy to first order. Thus arbitrarily high orders of accuracy can be obtained. The basic general ideas of the new approach can be specialized in several ways and one specific implementation is described based on: (1) the integral form of the conservation laws; (2) reconstruction based on the primitive functions; (3) extension to multiple dimensions in a tensor product fashion; and (4) Runge-Kutta time integration. The resulting method is fourth-order accurate in time and space and is applicable to uniform Cartesian grids. The construction of such schemes for scalar equations and systems in one and two space dimensions is described along with several examples which illustrate interesting aspects of the new approach.

Chakravarthy, Sukumar R.↗
NASA NTRS1991

The P1-RKDG method for two-dimensional Euler equations of gas dynamics

A class of nonlinearly stable Runge-Kutta local projection discontinuous Galerkin (RKDG) finite element methods for conservation laws is investigated. Two dimensional Euler equations for gas dynamics are solved using P1 elements. The generalization of the local projections, which for scalar nonlinear conservation laws was designed to satisfy a local maximum principle, to systems of conservation laws such as the Euler equations of gas dynamics using local characteristic decompositions is discussed. Numerical examples include the standard regular shock reflection problem, the forward facing step problem, and the double Mach reflection problem. These preliminary numerical examples are chosen to show the capacity of the approach to obtain nonlinearly stable results comparable with the modern nonoscillatory finite difference methods.

Cockburn, Bernardo↗
NASA NTRS1985

Application of Runge Kutta time marching scheme for the computation of transonic flows in turbomachines

Numerical solutions of the unsteady Euler equations are obtained using the classical fourth order Runge Kutta time marching scheme. This method is fully explicit and is applied to the governing equations in the finite volume, conservation law form. In order to determine the efficiency of this scheme for solving turbomachinery flows, steady blade-to-blade solutions are obtained for compressor and turbine cascades under subsonic and transonic flow conditions. Computed results are compared with other numerical methods and wind tunnel measurements. The present study also focuses on other important numerical aspects influencing the performance of the algorithm and the solution accuracy such as grid types, boundary conditions, and artificial viscosity. For this purpose, H, O, and C type computational grids as well as characteristic and extrapolation type boundary conditions are included in the solution procedure.

Subramanian, S. V.↗
NASA NTRS1987

Application of Runge Kutta time marching scheme for the computation of transonic flows in turbomachines

Numerical solutions of the unsteady Euler equations are obtained using the classical fourth order Runge Kutta time marching scheme. This method is fully explicit and is applied to the governing equations in the finite volume, conservation law form. In order to determine the efficiency of this scheme for solving turbomachinery flows, steady blade-to-blade solutions are obtained for compressor and turbine cascades under subsonic and transonic flow conditions. Computed results are compared with other numerical methods and wind tunnel measurements. The study also focuses on other important numerical aspects influencing the performance of the algorithm and the solution accuracy such as grid types, boundary conditions and artificial viscosity. For this purpose, H, O, and C type computational grids as well as characteristic and extrapolation type boundary conditions are included in solution procedures.

Subramanian, S. V.↗
NASA NTRS2002

Spectral (Finite) Volume Method for Conservation Laws on Unstructured Grids II: Extension to Two Dimensional Scalar Equation

The framework for constructing a high-order, conservative Spectral (Finite) Volume (SV) method is presented for two-dimensional scalar hyperbolic conservation laws on unstructured triangular grids. Each triangular grid cell forms a spectral volume (SV), and the SV is further subdivided into polygonal control volumes (CVs) to supported high-order data reconstructions. Cell-averaged solutions from these CVs are used to reconstruct a high order polynomial approximation in the SV. Each CV is then updated independently with a Godunov-type finite volume method and a high-order Runge-Kutta time integration scheme. A universal reconstruction is obtained by partitioning all SVs in a geometrically similar manner. The convergence of the SV method is shown to depend on how a SV is partitioned. A criterion based on the Lebesgue constant has been developed and used successfully to determine the quality of various partitions. Symmetric, stable, and convergent linear, quadratic, and cubic SVs have been obtained, and many different types of partitions have been evaluated. The SV method is tested for both linear and non-linear model problems with and without discontinuities.

Wang, Z. J.↗
NASA NTRS1987

Comparison of three explicit multigrid methods for the Euler and Navier-Stokes equations

Three explicit multigrid methods, Ni's method, Jameson's finite-volume method, and a finite-difference method based on Brandt's work, are described and compared for two model problems. All three methods use an explicit multistage Runge-Kutta scheme on the fine grid, and this scheme is also described. Convergence histories for inviscid flow over a bump in a channel for the fine-grid scheme alone show that convergence rate is proportional to Courant number and that implicit residual smoothing can significantly accelerate the scheme. Ni's method was slightly slower than the implicitly-smoothed scheme alone. Brandt's and Jameson's methods are shown to be equivalent in form but differ in their node versus cell-centered implementations. They are about 8.5 times faster than Ni's method in terms of CPU time. Results for an oblique shock/boundary layer interaction problem verify the accuracy of the finite-difference code. All methods slowed considerably on the stretched viscous grid but Brandt's method was still 2.1 times faster than Ni's method.

Chima, Rodrick V.↗
NASA NTRS1987

Comparison of three explicit multigrid methods for the Euler and Navier-Stokes equations

Three explicit multigrid methods, Ni's method, Jameson's finite-volume method, and a finite-difference method based on Brandt's work, are described and compared for two model problems. All three methods use an explicit multistage Runge-Kutta scheme on the fine grid, and this scheme is also described. Convergence histories for inviscid flow over a bump in a channel for the fine-grid scheme alone show that convergence rate is proportional to Courant number and that implicit residual smoothing can significantly accelerate the scheme. Ni's method was slightly slower than the implicitly-smoothed scheme alone. Brandt's and Jameson's methods are shown to be equivalent in form but differ in their node versus cell-centered implementations. They are about 8.5 times faster than Ni's method in terms of CPU time. Results for an oblique shock/boundary layer interaction problem verify the accuracy of the finite-difference code. All methods slowed considerably on the stretched viscous grid but Brandt's method was still 2.1 times faster than Ni's method.

Chima, Rodrick V.↗
NASA NTRS2010

High-Speed Solution of Spacecraft Trajectory Problems Using Taylor Series Integration

It has been known for some time that Taylor series (TS) integration is among the most efficient and accurate numerical methods in solving differential equations. However, the full benefit of the method has yet to be realized in calculating spacecraft trajectories, for two main reasons. First, most applications of Taylor series to trajectory propagation have focused on relatively simple problems of orbital motion or on specific problems and have not provided general applicability. Second, applications that have been more general have required use of a preprocessor, which inevitably imposes constraints on computational efficiency. The latter approach includes the work of Berryman et al., who solved the planetary n-body problem with relativistic effects. Their work specifically noted the computational inefficiencies arising from use of a preprocessor and pointed out the potential benefit of manually coding derivative routines. In this Engineering Note, we report on a systematic effort to directly implement Taylor series integration in an operational trajectory propagation code: the Spacecraft N-Body Analysis Program (SNAP). The present Taylor series implementation is unique in that it applies to spacecraft virtually anywhere in the solar system and can be used interchangeably with another integration method. SNAP is a high-fidelity trajectory propagator that includes force models for central body gravitation with N X N harmonics, other body gravitation with N X N harmonics, solar radiation pressure, atmospheric drag (for Earth orbits), and spacecraft thrusting (including shadowing). The governing equations are solved using an eighth-order Runge-Kutta Fehlberg (RKF) single-step method with variable step size control. In the present effort, TS is implemented by way of highly integrated subroutines that can be used interchangeably with RKF. This makes it possible to turn TS on or off during various phases of a mission. Current TS force models include central body gravitation with the J2 spherical harmonic, other body gravitation, thrust, constant atmospheric drag from Earth's atmosphere, and solar radiation pressure for a sphere under constant illumination. The purpose of this Engineering Note is to demonstrate the performance of TS integration in an operational trajectory analysis code and to compare it with a standard method, eighth-order RKF. Results show that TS is 16.6 times faster on average and is more accurate in 87.5% of the cases presented.

Scott, James R.↗
DOE OSTI2024

Implementing Ordinary Differential Equation Solvers in Rust Programming Language for Modeling Vehicle Powertrain Systems: Preprint

Efficient and accurate ordinary differential equation (ODE) solvers are necessary for powertrain and vehicle dynamics modeling. However, current commercial ODE solvers can be financially prohibitive, leading to a need for accessible, effective, open-source ODE solvers designed for powertrain modeling. Rust is a compiled programming language that has the potential to be used for fast and easy-to-use powertrain models, given its exceptional computational performance, robust package ecosystem, and short time required for modelers to become proficient. However, of the three commonly used (>3,000 downloads) packages in Rust with ODE solver capabilities, only one has more than four numerical methods implemented, and none are designed specifically for modeling physical systems. Therefore, the goal of the Differential Equation System Solver (DESS) was to implement accurate ODE solvers in Rust designed for the component-based problems often seen in powertrain modeling. DESS is a text-based software package that provides a flexible framework for building and solving systems of ODEs. This allows DESS to be included as a dependency for automotive powertrain models that require a variety of solvers and solver configurations. Seven explicit ODE solver methods have been implemented in DESS: Euler’s, Heun’s, midpoint, Ralston’s, classic Runge-Kutta, Bogacki-Shampine, and Cash-Karp. These represent five fixed-step methods and two adaptive-step methods. This paper shows that the solver implementations increase accuracy and computational efficiency compared to Euler's method when modeling a system of three thermal masses in Rust. DESS also includes features designed for modeling component-based physical systems. Users can define relationships between nodes in their system, which the package then translates into a system of equations, leading to simpler and more intuitive code. In the case of a three-thermal-mass system, the user can specify node thermal properties (e.g., thermal capacitance), how nodes are interconnected, and thermal conductance between nodes rather than providing a system of equations. The core contribution from this work is an open-source, text-based Rust package with ODE solvers for automotive powertrain modeling to support cost-free, fast, and accurate simulation.

ADVANCED PROPULSION SYSTEMS↗
NASA NTRS1990

Discrete approximations to optimal trajectories using direct transcription and nonlinear programming

A recently developed method for solving optimal trajectory problems uses a piecewise-polynomial representation of the state and control variables, enforces the equations of motion via a collocation procedure, and thus approximates the original calculus-of-variations problem with a nonlinear-programming problem, which is solved numerically. This paper identifies this method as a direct transcription method and proceeds to investigate the relationship between the original optimal-control problem and the nonlinear-programming problem. The discretized adjoint equation of the collocation method is found to have deficient accuracy, and an alternate scheme which discretizes the equations of motion using an explicit Runge-Kutta parallel-shooting approach is developed. Both methods are applied to finite-thrust spacecraft trajectory problems, including a low-thrust escape spiral, a three-burn rendezvous, and a low-thrust transfer to the moon.

Enright, Paul J.↗
NASA NTRS1987

An adaptive finite element method for high speed flows

The solution of the equations of compressible high speed flow, on unstructured triangular grids in 2D and tetrahedral grids in 3D, is considered. Solution methods based upon both Taylor-Galerkin and Runge-Kutta time-stepping techniques are presented and the incorporation of the ideas of flux corrected transport (FCT) is discussed. These methods are combined with an adaptive mesh regeneration procedure and are employed in the solution of several examples, consisting of Euler flows in both 2D and 3D and Navier-Stokes flows in 2D.

Peraire, J.↗
NASA NTRS1992

Unsteady transonic Euler solutions using finite elements

A finite element solution of the unsteady Euler equations is presented and demonstrated for 2D airfoil configurations oscillating in transonic flows. Computations are performed by spatially discretizing the conservation equations using the Galerkin weighted residual method and then employing a multistage Runge-Kutta scheme to march forward in time. A mesh deformation scheme has been developed to efficiently move interior points in a smooth fashion as the airfoil undergoes rigid body pitch and plunge motion. Both steady and unsteady results are presented, and a comparison is made with solutions obtained using finite-volume techniques. The effects of using either a lumped or consistent mass matrix are presented; the finite element method provides an accurate solution for unsteady transonic flows about isolated airfoils.

Davis, Gary A.↗
NASA NTRSDate not supplied

Implicit Preconditioning for Explicit Multigrid Solvers on Cut-Cell Cartesian Meshes

This work assesses the effectiveness of linearized implicit Euler preconditioning for multigrid solvers using an unpreconditioned, Jacobian-free Newton Krylov method to converge the linear system of equations. Multigrid convergence rates improve to approximately 0.75 across the cases tested including a Mach 2 supersonic wedge, transonic NACA 0012 airfoil, and ONERA M6 wing. While larger Krylov subspaces increase the convergence rate, they also increase the computational cost, such that 4-8 Krylov vectors often offers the fastest turnaround. Further reductions in computational cost are achieved with a sequential hybrid preconditioner that begins with the explicit multigrid solver before transitioning to the preconditioned algorithm later on. In addition, a novel implementation of dual time stepping is extended to include both common BDF methods as well as high-order implicit Runge-Kutta schemes. This particular formulation, which uses A −1 preconditioning, is amenable to matrix-free solvers, and the L-stable methods are especially suited for meshes with arbitrarily small cut-cells. Asymptotic order of convergence is demonstrated for BDF1, BDF2, SDIRK2, and 3rd-order Radau IIA time integration with unsteady 2D vortex simulations.

ARMD↗
NASA NTRS1992

Validation of three-dimensional incompressible spatial direct numerical simulation code: A comparison with linear stability and parabolic stability equation theories for boundary-layer transition on a flat plate

Spatially evolving instabilities in a boundary layer on a flat plate are computed by direct numerical simulation (DNS) of the incompressible Navier-Stokes equations. In a truncated physical domain, a nonstaggered mesh is used for the grid. A Chebyshev-collocation method is used normal to the wall; finite difference and compact difference methods are used in the streamwise direction; and a Fourier series is used in the spanwise direction. For time stepping, implicit Crank-Nicolson and explicit Runge-Kutta schemes are used to the time-splitting method. The influence-matrix technique is used to solve the pressure equation. At the outflow boundary, the buffer-domain technique is used to prevent convective wave reflection or upstream propagation of information from the boundary. Results of the DNS are compared with those from both linear stability theory (LST) and parabolized stability equation (PSE) theory. Computed disturbance amplitudes and phases are in very good agreement with those of LST (for small inflow disturbance amplitudes). A measure of the sensitivity of the inflow condition is demonstrated with both LST and PSE theory used to approximate inflows. Although the DNS numerics are very different than those of PSE theory, the results are in good agreement. A small discrepancy in the results that does occur is likely a result of the variation in PSE boundary condition treatment in the far field. Finally, a small-amplitude wave triad is forced at the inflow, and simulation results are compared with those of LST. Again, very good agreement is found between DNS and LST results for the 3-D simulations, the implication being that the disturbance amplitudes are sufficiently small that nonlinear interactions are negligible.

Joslin, Ronald D.↗