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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↗

Solutions to divergence form equations using the method of partial implicitization

Partial implicitization is well suited for use on vector-processing computers since the method is an explicit unconditionally stable numerical technique. So far equations cast in nondivergence form have been used, though equations cast in the divergence form would have inherently greater accuracy. Since the method of partial implicitization is applicable only to relaxing problems to their steady state and is not applicable to true transient problems, a simple mathematical manipulation can be carried out which will produce the desired partial implicitization solution to divergence form equations.

Graves, R. A., Jr.↗

Coefficient matrices for implicit finite difference solution of the inviscid fluid conservation law equations

Although the Navier-Stokes equations describe most flows of interest in aerodynamics, the inviscid conservation law equations may be used for small regions with viscous forces. Thus, Euler equations and several time-accurate finite difference procedures, explicit and implicit, are discussed. Although implicit techniques require more computational work, they permit larger time steps to be taken without instability. It is noted that the Jacobian matrices for Euler equations in conservation-law form have certain eigenvalue-eigenvector properties which may be used to construct conservative-form coefficient matrices. This reduces the computation time of several implicit and semiimplicit schemes. Extensions of the basic approach to other areas are suggested.

Steger, J. L.↗

Boundary conditions for implicit solutions to the compressible Navier-Stokes equations in finite computational domains

The admissible boundary conditions for the unsteady Navier-Stokes equations are insufficient to determine completely the flow variables at grid points on the boundaries of a finite computational domain. A general method is presented in which the boundary conditions are supplemented by conservatively differenced forms of the flow equations. For implicit algorithms, the method provides a fully implicit coupling between boundary and interior points. Implicit boundary-point computation schemes are given for most types of flow boundary encountered in internal and external flow problems. Convergence to steady state is generally faster than with locally explicit boundary-point schemes.

Thomas, P. D.↗

On the performance of explicit and implicit algorithms for transient thermal analysis

The status of an effort to increase the efficiency of calculating transient temperature fields in complex aerospace vehicle structures is described. The advantages and disadvantages of explicit and implicit algorithms are discussed. A promising set of implicit algorithms, known as the GEAR package is described. Four test problems, used for evaluating and comparing various algorithms, have been selected and finite element models of the configurations are discribed. These problems include a space shuttle frame component, an insulated cylinder, a metallic panel for a thermal protection system and a model of the space shuttle orbiter wing. Calculations were carried out using the SPAR finite element program, the MITAS lumped parameter program and a special purpose finite element program incorporating the GEAR algorithms. Results generally indicate a preference for implicit over explicit algorithms for solution of transient structural heat transfer problems when the governing equations are stiff. Careful attention to modeling detail such as avoiding thin or short high-conducting elements can sometimes reduce the stiffness to the extent that explicit methods become advantageous.

Adelman, H. M.↗

Fully implicit shock tracking

A tracking method for solving hyperbolic free boundary problems arising in fluid dynamics is presented. The principal feature of the new approach is that the implicit form is used to simultaneously treat both interior points and boundary conditions. In particular, the location of the free boundary (shock) surface is treated implicitly and coupled with all other unknowns. The method is presented in the context of unsteady one-dimensional flow in a variable area duct with an internal shock wave. The fully implicit method and other strategies for advancing the shock are compared for computing a steady solution via a time asymptotic approach. Issues regarding extension of the method to multiple dimensions are also discussed.

Bell, J. B.↗

A diagonal form of an implicit approximate-factorization algorithm

A modification of an implicit approximate-factorization finite-difference algorithm applied to partial differential equations is presented. This algorithm is applied to the two- and three-dimensional Euler equations in general curvilinear coordinates. The modification transforms the coupled system of equations into an uncoupled diagonal form that requires less computational work. For steady-state applications, the resulting diagonal algorithm retains the stability and accuracy characteristics of the original algorithm. The diagonal algorithm reduces the storage requirement of the implicit solution process and therefore has an important effect on the application of implicit finite-difference schemes to vector processors. Results are presented for realistic two-dimensional transonic flow fields about airfoils. Computation costs are reduced to 24-34%.

Pulliam, T. H.↗

Stable boundary approximations for a class of implicit schemes for the one-dimensional inviscid equations of gas dynamics

The applicability to practical calculations of recent theoretical developments in the stability analysis of difference approximations for initial-boundary-value problems of the hyperbolic type. For the numerical experiments, select the one-dimensional inviscid gas-dynamic equations in conservation-law form is selected. A class of implicit schemes based on linear multistep methods for ordinary differential equations is chosen and the use of space or space-time extrapolations as implicit or explicit boundary schemes is emphasized. Some numerical examples with various inflow-outflow conditions highlight the commonly discussed issues: explicit versus implicit boundary schemes, unconditionally stable schemes, and underspecification or overspecification of boundary conditions.

Yee, H. C.↗