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All sourcesNASA NTRSDOE OSTI
DOE OSTI2026

Overlapping Schwarz Methods Are Not Anisotropy‐Robust Multigrid Smoothers

We analyze overlapping multiplicative Schwarz methods as smoothers in the geometric multigrid solution of two-dimensional anisotropic diffusion problems. For diffusion equations, it is well known that the smoothing properties of point-wise smoothers, such as Gauss Seidel, rapidly deteriorate as the strength of anisotropy increases. On the other hand, global smoothers based on line smoothing are known to generally provide good smoothing for diffusion problems, independent of the anisotropy strength. Here, a natural question is whether global methods are really necessary to achieve good smoothing in such problems, or whether it can be obtained with locally overlapping block smoothers using sufficiently large blocks and overlap. Through local Fourier analysis and careful numerical experimentation, we show that global methods are indeed necessary to achieve anisotropy-robust smoothing. Specifically, for any fixed block size bounded sufficiently far away from the global domain size, we find that the smoothing properties of overlapping multiplicative Schwarz rapidly deteriorate with increasing anisotropy, irrespective of the amount of overlap between blocks. Moreover, our results indicate that anisotropy-robust smoothing requires blocks of diameter 𝒪⁡(𝜖 −1/2 ) for anisotropy ratio 𝜖 ∈(0,1] .

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1989

Solution techniques for incompressible flow problems

A three-step Petrov-Galerkin (PG)/operator spliting scheme for the time-dependent incompressible Navier-Stokes equations is proposed. Each time step is split into two Stokes problems and one nonlinear convection-diffusion problem. Using a PG technique on the two outer Stokes problems ensures a stable scheme despite equal-order interpolation, while using a streamline upwind PG scheme on the inner convection-diffusion problem ensures a numerically stable solution at high Reynolds numbers. Numerical tests of this method have been carried out.

Tezduyar, T. E.↗
NASA NTRS1996

A Systematic Solution Approach for Neutron Transport Problems in Diffuse Regimes

A systematic solution approach for the neutron transport equation, based on a least-squares finite-element discretization, is presented. This approach includes the theory for the existence and uniqueness of the analytical as well as of the discrete solution, bounds for the discretization error, and guidance for the development of an efficient multigrid solver for the resulting discrete problem. To guarantee the accuracy of the discrete solution for diffusive regimes, a scaling transformation is applied to the transport operator prior to the discretization. The key result is the proof of the V-ellipticity and continuity of the scaled least-squares bilinear form with constants that are independent of the total cross section and the absorption cross section. For a variety of least-squares finite-element discretizations this leads to error bounds that remain valid in diffusive regimes. Moreover, for problems in slab geometry a full multigrid solver is presented with V(1, 1)-cycle convergence rates approximately equal to 0.1, independent of the size of the total cross section and the absorption cross section.

Manteuffel, T. A.↗
NASA NTRS1998

Comments on the Diffusive Behavior of Two Upwind Schemes

The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and locally one-dimensional finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2.5 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a speedup of 29 over finite volume.

Wood, William A.↗
NASA NTRS1998

Diffusion Characteristics of Upwind Schemes on Unstructured Triangulations

The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and dimensionally-split finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the dimensionally-split finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2-3 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a 20-25 speedup over finite volume.

Wood, William A.↗
DOE OSTI2026

Taylor approximation variance reduction for approximation errors in PDE-constrained Bayesian inverse problems

In numerous applications, surrogate models are used as a replacement for accurate parameter-to-observable mappings when solving large-scale inverse problems governed by partial differential equations (PDEs). The surrogate model may be a computationally cheaper alternative to the accurate parameter-to-observable mappings and/or may ignore additional unknowns or sources of uncertainty. The Bayesian approximation error (BAE) approach provides a means to account for the induced uncertainties and approximation errors, i.e. the errors between the accurate parameter-to-observable mapping and the surrogate. The statistics of these errors are, however, in general unknown a priori, and are thus calculated using Monte Carlo sampling. Although the sampling is typically carried out offline, i.e. before considering the data, the process can still represent a computational bottleneck. In this work, we develop a scalable computational approach for reducing the costs associated with the sampling stage of the BAE approach. Specifically, we consider the Taylor expansion of the accurate and surrogate forward models with respect to the uncertain parameter fields either as a control variate for variance reduction or as a means to directly and efficiently approximate the mean and covariance of the approximation errors. We propose efficient methods for evaluating the expressions for the mean and covariance of the Taylor approximations based on linear(-ized) PDE solves. Furthermore, the proposed approach is independent of the dimension of the uncertain parameter, depending instead on the intrinsic dimension of the data, ensuring scalability to high-dimensional problems. The potential benefits of the proposed approach are demonstrated for two high-dimensional inverse problems governed by PDE examples, namely for the estimation of a distributed Robin boundary coefficient in a linear diffusion problem, and for a coefficient estimation problem governed by a nonlinear diffusion problem.

Bayesian approximation error↗
NASA NTRS1988

Domain decomposition algorithms and computational fluid dynamics

Some of the new domain decomposition algorithms are applied to two model problems in computational fluid dynamics: the two-dimensional convection-diffusion problem and the incompressible driven cavity flow problem. First, a brief introduction to the various approaches of domain decomposition is given, and a survey of domain decomposition preconditioners for the operator on the interface separating the subdomains is then presented. For the convection-diffusion problem, the effect of the convection term and its discretization on the performance of some of the preconditioners is discussed. For the driven cavity problem, the effectiveness of a class of boundary probe preconditioners is examined.

Chan, Tony F.↗
NASA NTRS2014

High-Order Residual-Distribution Hyperbolic Advection-Diffusion Schemes: 3rd-, 4th-, and 6th-Order

In this paper, spatially high-order Residual-Distribution (RD) schemes using the first-order hyperbolic system method are proposed for general time-dependent advection-diffusion problems. The corresponding second-order time-dependent hyperbolic advection- diffusion scheme was first introduced in [NASA/TM-2014-218175, 2014], where rapid convergences over each physical time step, with typically less than five Newton iterations, were shown. In that method, the time-dependent hyperbolic advection-diffusion system (linear and nonlinear) was discretized by the second-order upwind RD scheme in a unified manner, and the system of implicit-residual-equations was solved efficiently by Newton's method over every physical time step. In this paper, two techniques for the source term discretization are proposed; 1) reformulation of the source terms with their divergence forms, and 2) correction to the trapezoidal rule for the source term discretization. Third-, fourth, and sixth-order RD schemes are then proposed with the above techniques that, relative to the second-order RD scheme, only cost the evaluation of either the first derivative or both the first and the second derivatives of the source terms. A special fourth-order RD scheme is also proposed that is even less computationally expensive than the third-order RD schemes. The second-order Jacobian formulation was used for all the proposed high-order schemes. The numerical results are then presented for both steady and time-dependent linear and nonlinear advection-diffusion problems. It is shown that these newly developed high-order RD schemes are remarkably efficient and capable of producing the solutions and the gradients to the same order of accuracy of the proposed RD schemes with rapid convergence over each physical time step, typically less than ten Newton iterations.

Mazaheri, Alireza R.↗
NASA NTRS1972

A direct numerical method for predicting concentration profiles in a turbulent boundary layer over a flat plate

A numerical solution of the turbulent mass transport equation utilizing the concept of eddy diffusivity is presented as an efficient method of investigating turbulent mass transport in boundary layer type flows. A FORTRAN computer program is used to study the two-dimensional diffusion of ammonia, from a line source on the surface, into a turbulent boundary layer over a flat plate. The results of the numerical solution are compared with experimental data to verify the results of the solution. Several other solutions to diffusion problems are presented to illustrate the versatility of the computer program and to provide some insight into the problem of mass diffusion as a whole.

Dow, J. W.↗
NASA NTRS1988

Domain decomposition algorithms and computation fluid dynamics

In the past several years, domain decomposition was a very popular topic, partly motivated by the potential of parallelization. While a large body of theory and algorithms were developed for model elliptic problems, they are only recently starting to be tested on realistic applications. The application of some of these methods to two model problems in computational fluid dynamics are investigated. Some examples are two dimensional convection-diffusion problems and the incompressible driven cavity flow problem. The construction and analysis of efficient preconditioners for the interface operator to be used in the iterative solution of the interface solution is described. For the convection-diffusion problems, the effect of the convection term and its discretization on the performance of some of the preconditioners is discussed. For the driven cavity problem, the effectiveness of a class of boundary probe preconditioners is discussed.

Chan, Tony F.↗
NASA NTRS1979

Numerical solution of compressible viscous flows

The presented review is concerned with the problem of calculating compressible viscous flows. Basic numerical considerations and problems associated with calculating viscous flows are examined and current numerical approaches toward the solution of the Navier-Stokes equations are discussed. It is pointed out that the numerical solution of the full time-dependent equations for turbulent flow is not practical with present computers. Therefore, turbulence effects must be accounted for by modeling. Developments related to turbulence modeling are described. In connection with a discussion of numerical methods for solving viscous flow equations, attention is given to numerical domains of dependence of typical explicit and implicit methods, the diffusion problem, the convection-diffusion problem, and the split-hybrid method.

Maccormack, R. W.↗
NASA NTRS1986

Numerical simulation of electrophoresis separation processes

A new Petrov-Galerkin finite element formulation has been proposed for transient convection-diffusion problems. Most Petrov-Galerkin formulations take into account the spatial discretization, and the weighting functions so developed give satisfactory solutions for steady state problems. Though these schemes can be used for transient problems, there is scope for improvement. The schemes proposed here, which consider temporal as well as spatial discretization, provide improved solutions. Electrophoresis, which involves the motion of charged entities under the influence of an applied electric field, is governed by equations similiar to those encountered in fluid flow problems, i.e., transient convection-diffusion equations. Test problems are solved in electrophoresis and fluid flow. The results obtained are satisfactory. It is also expected that these schemes, suitably adapted, will improve the numerical solutions of the compressible Euler and the Navier-Stokes equations.

Ganjoo, D. K.↗
NASA NTRS1977

Reaction diffusion in the nickel-chromium-aluminum and cobalt-chromium-aluminum systems

The effects of MCrAl coating-substrate interdiffusion on oxidation life and the general mutliphase, multicomponent diffusion problem were examined. Semi-infinite diffusion couples that had sources representing coatings and sinks representing gas turbine alloys were annealed at 1,000, 1,095, 1,150, or 1,205 C for as long as 500 hours. The source and sink aluminum and chromium contents and the base metal (cobalt or nickel) determined the parabolic diffusion rate constants of the couples and predicted finite coating lives. The beta source strength concept provided a method (1) for correlating beta recession rate constants with composition; (2) for determining reliable average total, diffusion, and constitutional activation energies; and (3) for calculating interdiffusion coefficients.

Levine, S. R.↗
NASA NTRS1979

Comptonization of X-rays by low-temperature electrons

A method is described for calculating the spectrum that results from the Compton scattering of a monochromatic source of X-rays by low-temperature electrons, both for initial-value relaxation problems and for steady-state spatial diffusion problems. The method gives an exact solution of the inital-value problem for evolution of the spectrum in an infinite homogeneous medium if Klein-Nishina corrections to the Thomson cross section are neglected. This, together with approximate solutions for problems in which Klein-Nishina corrections are significant and/or spatial diffusion occurs, shows spectral structure near the original photon wavelength that may be used to infer physical conditions in cosmic X-ray sources. Explicit results, shown for examples of time relaxation in an infinite medium and spatial diffusion through a uniform sphere, are compared with results obtained by Monte Carlo calculations and by solving the appropriate Fokker-Planck equation.

Illarionov, A.↗
NASA NTRS2022

Diffusion in Melts and Magmas

Diffusion results from random motion of particles and entities. Diffusion in melts and magmas is due to thermally excited random motion of atoms, ions, and clusters, and plays a critical role in magmatic and volcanic processes. In melts and magmas, diffusion is one of the two mechanisms of mass transfer; the other being bulk flow (referred to as convection or advection). When both are present, diffusion refers to the dispersive motion relative to the mean bulk flow in a given reference frame (Richter et al. 1998). Diffusion plays critical roles in controlling magma mixing (Watson 1982; Koyaguchi 1985, 1989; Lesher 1994; Huber et al. 2009; Guo and Zhang 2020), mineral growth and dissolution rates in magmas (e.g., Watson 1982; Harrison and Watson 1983; Zhang et al. 1989; Newcombe et al. 2014; Macris et al. 2018), bubble growth and dissolution rate in magmas (Sparks 1978; Proussevitch and Sahagian 1998; Liu and Zhang 2000; Zhang 2013), and elemental and isotope fractionation during mineral 2 growth and dissolution (Jambon 1980; Richter et al. 1999, 2003; Watson and Muller 2009; Chopra et al. 2012; Watkins et al. 2014, 2017; Holycross et al. 2016, 2018). As a result, diffusion also plays an essential role in explosive volcanic eruptions and magma crystallization. Furthermore, diffusion has important applications in geospeedometry (Lasaga 1983, 1998; Zhang 1994, 2008; Trail et al. 2016; Zhang and Xu 2016). Experimental investigation of diffusion in geologically relevant silicate melts began to flourish in the 1970’s when micro-analytical measurements of diffusion profiles became available. In addition to the vast number of papers published since then, numerous books and reviews are available for diffusion in silicate melts. Hofmann et al. (1974) edited a book titled “Geochemical Transport and Kinetics” published by Carnegie Institution of Washington. This was the first landmark book summarizing the field. Lasaga and Kirkpatrick (1981) edited a book “Kinetics of Geochemical Processes” as volume 8 of the Reviews in Mineralogy (later becoming Reviews in Mineralogy and Geochemistry) series. Zhang and Cherniak (2010) edited “Diffusion in Minerals and Melts” as volume 72 of Reviews of Mineralogy and Geochemistry series, in which one chapter focused on diffusion theory, five chapters on diffusion in silicate melts (Behrens 2010; Lesher 2010; Liang 2010; Zhang and Ni 2010; Zhang et al. 2010), and other chapters were on experimental, analytical, and computational methods, and diffusion in minerals. Several textbooks covered the principles and applications of diffusion theories (Kirkaldy and Young 1987; Shewmon 1989; Cussler 1997; Lasaga 1998; Zhang 2008; Vrentas and Vrentas 2016), and two classic books covered the mathematics of diffusion (Carslaw and Jaeger 1959; Crank 1975). In preparing for this review chapter, we thought carefully about what to cover for this vast field, and decided to briefly go through the fundamentals of diffusion (more complete review can be found in Chakraborty 1995; Zhang 2008, 2010) and solutions to often-encountered 3 diffusion problems, and then focus on post-2010 diffusion studies on silicate melts and magmas. Here, melts refer to (mostly natural) silicate liquid, and magmas refer to crystal-bearing and/or bubble-bearing melts in which the continuous phase is the melt. There is a large body of work on diffusion in glasses, especially in the materials science literature, which is not covered in this review.

Youxue Zhang↗