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Stability analysis of numerical boundary conditions and implicit difference approximations for hyperbolic equations

Implicit, noniterative, finite difference schemes were recently developed by several authors for multidimensional systems of nonlinear hyperbolic partial differential equations. When applied to linear model equations with periodic boundary conditions those schemes are unconditionally stable (A-stable). As applied in practice the algorithms often face a severe time step restriction. A major source of the difficulty is the treatment of the numerical boundary conditions. One conjecture was that unconditional stability requires implicit numerical boundary conditions. An apparent counter example was the space time extrapolation considered by Gustafsson, Kreiss, and Sunstrom. Spatial (implicit) and space time (explicit) extrapolation using normal mode analysis for a finite and infinite number of spatial mesh intervals are examined. The results indicate that for unconditional stability with a finite number of spatial mesh intervals, the numerical boundary conditions must be implicit.

Beam, R. M.

Implicit finite-difference simulations of steady and unsteady transonic flows

Implicit methods for several fluid dynamic formulations have been developed and applied to steady-state and low-frequency transonic flows. The basic steps involved in the construction of implicit schemes include: selection of linearly stable accurate implicit difference operators, time-linearization of nonlinear terms, and approximate factorization of the implicit operators into easily solved systems of equations. The proposed schemes are found very efficient for the simpler formulations.

Ballhaus, W. F.

Studies of implicit and explicit solution techniques in transient thermal analysis of structures

Studies aimed at an increase in the efficiency of calculating transient temperature fields in complex aerospace vehicle structures are reported. The advantages and disadvantages of explicit and implicit algorithms are discussed and a promising set of implicit algorithms with variable time steps, known as GEARIB, is described. Test problems, used for evaluating and comparing various algorithms, are discussed and finite element models of the configurations are described. These problems include a coarse model of the Space Shuttle wing, an insulated frame tst article, a metallic panel for a thermal protection system, and detailed models of sections of the Space Shuttle wing. Results generally indicate a preference for implicit over explicit algorithms for transient structural heat transfer problems when the governing equations are stiff (typical of many practical problems such as insulated metal structures). The effects on algorithm performance of different models of an insulated cylinder are demonstrated. The stiffness of the problem is highly sensitive to modeling details and careful modeling can reduce the stiffness of the equations to the extent that explicit methods may become the best choice. Preliminary applications of a mixed implicit-explicit algorithm and operator splitting techniques for speeding up the solution of the algebraic equations are also described.

Adelman, H. M.

Implicit Numerical Methods in Meteorology

The development of a fully implicit finite-difference model, whose time step is chosen solely to resolve accurately the physical flow of interest is discussed. The method is based on an operator factorization which reduces the dimensionality of the implicit approach: at each time step only (spatially) one-dimensional block-tridiagonal linear systems must be solved. The scheme uses two time levels and is second-order accurate in time. Compact implicit spatial differences are used, yielding fourth-order accuracy both vertically and horizontally. In addition, the development of a fully interactive computer code is discussed. With this code the user will have a choice of models, with various levels of accuracy and sophistication, which are imbedded, as subsets of the fully implicit 3D code.

Augenbaum, J.

An implicit time-marching method for studying unsteady flow with massive separation

A fully implicit time-marching method is developed such that all spatial derivatives are approximated using central differences, but no use is made of any artificial dissipation. The numerical method solves the discretized equations using Alternating Direction Implicit-Block Gaussian Elimination technique. The method is implemented in the unsteady analysis, which solves the incompressible Navier-Stokes equations in terms of vorticity and stream function in generalized orthogonal coordinates. A clustered conformal C-grid is employed, and every effort is made to resolve the various length scales in the flow problem. The metric discontinuity at the branch-cut is treated appropriately using analytic continuation. Introduction of the BGE reordering permits implicit treatment of the branch cut in the numerical method. The vorticity singularity at the cusped trailing edge is also appropriately treated. This accurate and efficient implicit method is used to study flow at Re = 1000, past a 12-percent thick symmetric Joukowski airfoil at high angle of attack 30 and 53 deg.

Osswald, G. A.

Implicit TVD schemes for hyperbolic conservation laws in curvilinear coordinates

The Harten (1983, 1984) total variation-diminishing (TVD) schemes, constituting a one-parameter explicit and implicit, second-order-accurate family, have the property of not generating spurious oscillations when applied to one-dimensional, nonlinear scalar hyperbolic conservation laws and constant coefficient hyperbolic systems. These methods are presently extended to the multidimensional hyperbolic conservation laws in curvilinear coordinates. Means by which to linearize the implicit operator and solution strategies, in order to improve the computation efficiency of the implicit algorithm, are discussed. Numerical experiments with steady state airfoil calculations indicate that the proposed linearized implicit TVD schemes are accurate and robust.

Yee, H. C.

The effects of various implicit operators on a flux vector splitting method

Three different implicit operators in a numerical method for solving the two-dimensional steady Euler equations using flux vector splitting are investigated. These include the implementation of the true Jacobian matrices in the implicit part, the use of their splitting approximate form, and a modification of the implicit part of the scheme that uses the scalar form of the implicit part based on the spectral radii of the split Jacobian matrices. The three versions of the basic algorithm are compared with the results given by two common numerical methods using several two-dimensional test cases. Special attention is paid to the quality of results as well as computational efficiency and convergence properties.

Von Lavante, E.

Explicit, implicit, and hybrid methods

Time integration methods can be separated into two groups: explicit and implicit. Methods which do not involve the solution of any algebraic equations are called explicit, while those that require the solution of equations are called implicit. The relative advantages and disadvantages of explicit and implicit methods are summarized. The major trend in the past decade of research was to use hybrization methods to take advantage of the complementary nature of the positive attributes of explicit and implicit integration. These trends are briefly discussed.

Belytschko, T.

High-order low-pass implicit tangent filters for use in finite area calculations

High-order implicit tangent filters are developed. The implicit tangent filters possess a highly selective amplitude response function and they can be applied relatively close to a boundary. Comparisons are made between the implicit and the traditional or explicit filters. Numerical simulations are performed to test the response in a limited-area model. An algorithm to maximize computing efficiency is presented. All tests indicate the desirability and utility of the implicit tangent filter.

Raymond, William H.

Analysis of implicit second-order upwind-biased stencils

Truncation error and stability properties of several implicit upwind schemes for the two-dimensional Euler equations are examined. The schemes use linear data reconstruction methods to achieve second-order flux integrations where the implicit Jacobian operators are first order. The stability properties of the schemes are examined by a Von Neumann analysis of the linearized, constant-coefficient Euler equations. The choice of the data reconstruction method used to evaluate the flux integral has a dramatic effect on the convergence properties of the implicit solution method. In particular, the typical one-dimensional data reconstruction methods used with structured grids exhibit poor convergence properties compared to the unstructured grid method considered. Of the schemes examined, the one with the superior convergence properties is well-suited for both unstructured and structured grids, which has important implications for the design of implicit methods.

Roberts, Thomas W.

A transient FETI methodology for large-scale parallel implicit computations in structural mechanics, part 2

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because explicit schemes are also easier to parallellize than implicit ones. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet and perhaps will never be offset by the speed of parallel hardware. Therefore, it is essential to develop efficient and robust alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient than explicit codes when simulating low-frequency dynamics. Here we present a domain decomposition method for implicit schemes that requires significantly less storage than factorization algorithms, that is several times faster than other popular direct and iterative methods, that can be easily implemented on both shared and local memory parallel processors, and that is both computationally and communication-wise efficient. The proposed transient domain decomposition method is an extension of the method of Finite Element Tearing and Interconnecting (FETI) developed by Farhat and Roux for the solution of static problems. Serial and parallel performance results on the CRAY Y-MP/8 and the iPSC-860/128 systems are reported and analyzed for realistic structural dynamics problems. These results establish the superiority of the FETI method over both the serial/parallel conjugate gradient algorithm with diagonal scaling and the serial/parallel direct method, and contrast the computational power of the iPSC-860/128 parallel processor with that of the CRAY Y-MP/8 system.

Farhat, Charbel

Implicit schemes and parallel computing in unstructured grid CFD

The development of implicit schemes for obtaining steady state solutions to the Euler and Navier-Stokes equations on unstructured grids is outlined. Applications are presented that compare the convergence characteristics of various implicit methods. Next, the development of explicit and implicit schemes to compute unsteady flows on unstructured grids is discussed. Next, the issues involved in parallelizing finite volume schemes on unstructured meshes in an MIMD (multiple instruction/multiple data stream) fashion are outlined. Techniques for partitioning unstructured grids among processors and for extracting parallelism in explicit and implicit solvers are discussed. Finally, some dynamic load balancing ideas, which are useful in adaptive transient computations, are presented.

Venkatakrishnam, V.

A transient FETI methodology for large-scale parallel implicit computations in structural mechanics

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because explicit schemes are also easier to parallelize than implicit ones. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet -- and perhaps will never -- be offset by the speed of parallel hardware. Therefore, it is essential to develop efficient and robust alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient when simulating low-frequency dynamics. Here we present a domain decomposition method for implicit schemes that requires significantly less storage than factorization algorithms, that is several times faster than other popular direct and iterative methods, that can be easily implemented on both shared and local memory parallel processors, and that is both computationally and communication-wise efficient. The proposed transient domain decomposition method is an extension of the method of Finite Element Tearing and Interconnecting (FETI) developed by Farhat and Roux for the solution of static problems. Serial and parallel performance results on the CRAY Y-MP/8 and the iPSC-860/128 systems are reported and analyzed for realistic structural dynamics problems. These results establish the superiority of the FETI method over both the serial/parallel conjugate gradient algorithm with diagonal scaling and the serial/parallel direct method, and contrast the computational power of the iPSC-860/128 parallel processor with that of the CRAY Y-MP/8 system.

Farhat, Charbel

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.

Massively Parallel and Scalable Implicit Time Integration Algorithms for Structural Dynamics

Explicit codes are often used to simulate the nonlinear dynamics of large-scale structural systems, even for low frequency response, because the storage and CPU requirements entailed by the repeated factorizations traditionally found in implicit codes rapidly overwhelm the available computing resources. With the advent of parallel processing, this trend is accelerating because of the following additional facts: (a) explicit schemes are easier to parallelize than implicit ones, and (b) explicit schemes induce short range interprocessor communications that are relatively inexpensive, while the factorization methods used in most implicit schemes induce long range interprocessor communications that often ruin the sought-after speed-up. However, the time step restriction imposed by the Courant stability condition on all explicit schemes cannot yet be offset by the speed of the currently available parallel hardware. Therefore, it is essential to develop efficient alternatives to direct methods that are also amenable to massively parallel processing because implicit codes using unconditionally stable time-integration algorithms are computationally more efficient when simulating the low-frequency dynamics of aerospace structures.

Farhat, Charbel

The Implicit and Explicit alpha-mu Schemes

Artificial numerical dissipation is an important issue in large Reynolds number computations. In such computations, the artificial dissipation inherent in traditional numerical schemes can overwhelm the physical dissipation and yield inaccurate results on meshes of practical size. In the present work, the space-time conservation element and solution element method is used to construct new and accurate numerical schemes such that artificial numerical dissipation will not overwhelm physical dissipation. Specifically, these schemes have the property that numerical dissipation vanishes when the physical viscosity goes to zero. These new schemes therefore accurately model the physical dissipation even when it is extremely small. The method of space-time conservation element and solution element, currently under development, is a nontraditional numerical method for solving conservation laws. The method is developed on the basis of local and global flux conservation in a space-time domain, in which space and time are treated in a unified manner. Explicit solvers for model and fluid dynamic conservation laws have previously been investigated. In this paper, we introduce a new concept in the design of implicit schemes, and use it to construct two highly accurate solvers for a convection-diffusion equation. The two schemes become identical in the pure convection case, and in the pure diffusion case. The implicit schemes are applicable over the whole Reynolds number range, from purely diffusive equations to purely inviscid (convective) equations. The stability and consistency of the schemes are analyzed, and some numerical results are presented. It is shown that, in the inviscid case, the new schemes become explicit and their amplification factors are identical to those of the Leapfrog scheme. On the other hand, in the pure diffusion case, their principal amplification factor becomes the amplification factor of the Crank-Nicolson scheme. We also construct an explicit solver with the treatment of diffusion being based on that in the implicit solvers. The explicit solver has only a CFL stability limitation on the Courant number, yet it retains the second-order spatial accuracy of the implicit schemes.

Chang, Sin-Chung

Implicit Formulation of Muscle Dynamics in OpenSim

Astronauts lose bone and muscle mass during spaceflight. Exercise countermeasure is the primary method for counteracting bone and muscle mass loss in space. New spacecraft exercise device concepts are currently being developed for the NASAs new crew exploration vehicle. The NASA Digital Astronaut Project (DAP) uses computational modeling to help determine if the new exercise devices will be effective as countermeasures. The NASA Digital Astronaut Project is developing the ability to utilize predictive simulation to provide insight into the change in kinematics and kinetics with a change in device and gravitational environment (1-g versus 0-g). For example, in space exercise the subject's body weight is applied in addition to the loads prescribed for musculoskeletal maintenance. How and where these loads are applied obviously directly impacts bone and tissue loads. Additionally, due to space vehicle structural requirements, exercise devices are often placed on vibration isolation systems. This changes the apparent impedance or stiffness of the device as seen by the user. Data collection under these conditions is often impractical and limited. Predictive modeling provides a means to have a virtual subject to test hypotheses. Predictive simulation provides a virtual subject for which we are able to perform studies such as sensitivity to device loading and vibration isolation without the need for laboratory kinematic or kinetic test data.Direct Collocation optimization provides an efficient means to perform task based optimization and predictive modeling. It is relatively straight forward to structure a physical exercise task in a Direct Collocation mathematical formulation: perform a motion such that you start at an initial pose, achieve a given amount of deflection i.e a squat, return to the initial pose, and minimize muscle activation cost. Direct Collocation is advantageous in that it does not require numerical integration to evaluate the objective function. Instead, the system dynamics are transformed to discrete time and the optimizer is constrained such that the solution is not considered to be a valid unless the dynamic equations are satisfied at all time points. The simulation and optimization are effectively done simultaneously. Due to the implicit integration, time steps can be more coarse than in a differential equation solver. In a gait scenario this means that that the model constraints and cost function are evaluated at 100 nodes in the gait cycle versus 10,000 integration steps in a variable-step forward dynamic simulation. Furthermore, no time is wasted on accurate simulations of movements that are far from the optimum. Constrained optimization algorithms require a Jacobian matrix that contains the partial derivatives of each of the dynamic constraints with respect to of each of the state and control variables at all time points. This is a large but sparse matrix. An implicit dynamics formulation requires computation of the dynamic residuals f as a function of the states x and their derivatives, and controls u:f(x, dxdt, u) 0If the dynamics of musculoskeletal system are formulated implicitly, the Jacobian elements are often available analytically, eliminating the need for numerical differentiation; this is obviously computationally advantageous. Additionally, implicit formulation of musculoskeletal dynamics do not suffer from singularities from low mass bodies, zero muscle activation, or other stiff system or

physical exercise

A fully implicit, asymptotic-preserving, semi-Lagrangian algorithm for the time dependent anisotropic heat transport equation

In this paper, we extend the operator-split asymptotic-preserving, semi-Lagrangian algorithm for time dependent anisotropic heat transport equation proposed in Chacón et al. (2014) [18] to use a fully implicit time integration with backward differentiation formulas. The proposed implicit method can deal with arbitrary heat-transport anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ $\ggg$ 1 (with $\mathcal{X}$∥, $ \mathcal{X}$⟂ the parallel and perpendicular heat diffusivities, respectively) in complicated magnetic field topologies in an accurate and efficient manner. Further, the implicit algorithm is second-order accurate temporally and demonstrates an accurate treatment at boundary layers (e.g., island separatrices), which was not ensured by the operator-split implementation. The condition number of the resulting algebraic system is independent of the anisotropy ratio, and is inverted with preconditioned GMRES. We propose a simple preconditioner that renders the finite-dimensional linear operator compact, resulting in mesh-independent convergence rates for topologically simple magnetic fields, and convergence rates scaling as ~ (NΔt) 1/4 (with N the total mesh size and Δt the timestep) in topologically complex magnetic-field configurations. We demonstrate the accuracy and performance of the approach with test problems of varying complexity, including an analytically tractable boundary-layer problem in a straight magnetic field, and a topologically complex magnetic field featuring magnetic islands with extreme anisotropy ratios $\mathcal{X}$∥ /$ \mathcal{X}$⟂ = 10 10 ) .

97 MATHEMATICS AND COMPUTING