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The Dynamics of Some Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations is analyzed using the theory of dynamical systems. With the aid of parallel Connection Machines (CM-2 and CM-5), the associated bifurcation diagrams as a function of the time step, and the complex behavior of the associated 'numerical basins of attraction' of these iterative implicit schemes are revealed and compared. Studies showed that all of the four implicit LMMs exhibit a drastic distortion and segmentation but less shrinkage of the basin of attraction of the true solution than standard explicit methods. The numerical basins of attraction of a noniterative implicit procedure mimic more closely the basins of attraction of the differential equations than the iterative implicit procedures for the four implicit LMMs.

Yee, H. C.

A fast implicit upwind solution algorithm for three-dimensional unstructured dynamic meshes

A fast implicit upwind algorithm for the solution of the time-dependent Euler equations is presented for aerodynamic analysis involving unstructured dynamic meshes. The spatial discretization of the scheme is based on the upwind approach of Roe, referred to as flux-difference splitting (FDS). The FDS approach is naturally dissipative and captures shock waves and contact discontinuities sharply. The temporal discretization of the scheme involves an implicit time-integration using a two-sweep Gauss-Seidel relaxation procedure. The procedure is computationally efficient for either steady or unsteady flow problems. A detailed description is given of the implicit upwind solution algorithm along with results which assess the capability. The results are presented for the NACA 0012 airfoil and for the Boeing 747 aircraft. The 747 geometry includes the fuselage, wing, horizontal and vertical tails, under-wing pylons, and flow-through engine nacelles. Euler solutions for the 747 aircraft on an unstructured tetrahedral mesh containing approximately 100,000 cells were obtained to engineering accuracy in less than one hour CPU time on a Cray-2 computer.

Batina, John T.

A fast implicit upwind solution algorithm for three-dimensional unstructured dynamic meshes

A fast implicit upwind algorithm for the solution of the time-dependent Euler equations is presented for aerodynamic analysis involving unstructured dynamic meshes. The spatial discretization of the scheme is based on the upwind approach of Roe, referred to as flux-difference splitting (FDS). The FDS approach is naturally dissipative and captures shock waves and contact discontinuities sharply. The temporal discretization of the scheme involves an implicit time-integration using a two-sweep Gauss-Seidel relaxation procedure. The procedure is computationally efficient for either steady or unsteady flow problems. A detailed description is given of the implicit upwind solution algorithm along with results which assess the capability. The results are presented for the NACA 0012 airfoil and for the Boeing 747 aircraft. The 747 geometry includes the fuselage, wing, horizontal and vertical tails, under-wing pylons, and flow-through engine nacelles. Euler solutions for the 747 aircraft on an unstructured tetrahedral mesh containing approximately 100,000 cells were obtained to engineering accuracy in less than one hour CPU time on a Cray-2 computer.

Batina, John T.

Extending substructure based iterative solvers to multiple load and repeated analyses

Direct solvers currently dominate commercial finite element structural software, but do not scale well in the fine granularity regime targeted by emerging parallel processors. Substructure based iterative solvers--often called also domain decomposition algorithms--lend themselves better to parallel processing, but must overcome several obstacles before earning their place in general purpose structural analysis programs. One such obstacle is the solution of systems with many or repeated right hand sides. Such systems arise, for example, in multiple load static analyses and in implicit linear dynamics computations. Direct solvers are well-suited for these problems because after the system matrix has been factored, the multiple or repeated solutions can be obtained through relatively inexpensive forward and backward substitutions. On the other hand, iterative solvers in general are ill-suited for these problems because they often must restart from scratch for every different right hand side. In this paper, we present a methodology for extending the range of applications of domain decomposition methods to problems with multiple or repeated right hand sides. Basically, we formulate the overall problem as a series of minimization problems over K-orthogonal and supplementary subspaces, and tailor the preconditioned conjugate gradient algorithm to solve them efficiently. The resulting solution method is scalable, whereas direct factorization schemes and forward and backward substitution algorithms are not. We illustrate the proposed methodology with the solution of static and dynamic structural problems, and highlight its potential to outperform forward and backward substitutions on parallel computers. As an example, we show that for a linear structural dynamics problem with 11640 degrees of freedom, every time-step beyond time-step 15 is solved in a single iteration and consumes 1.0 second on a 32 processor iPSC-860 system; for the same problem and the same parallel processor, a pair of forward/backward substitutions at each step consumes 15.0 seconds.

Farhat, Charbel

Flowfield-Dependent Mixed Explicit-Implicit (FDMEL) Algorithm for Computational Fluid Dynamics

Despite significant achievements in computational fluid dynamics, there still remain many fluid flow phenomena not well understood. For example, the prediction of temperature distributions is inaccurate when temperature gradients are high, particularly in shock wave turbulent boundary layer interactions close to the wall. Complexities of fluid flow phenomena include transition to turbulence, relaminarization separated flows, transition between viscous and inviscid incompressible and compressible flows, among others, in all speed regimes. The purpose of this paper is to introduce a new approach, called the Flowfield-Dependent Mixed Explicit-Implicit (FDMEI) method, in an attempt to resolve these difficult issues in Computational Fluid Dynamics (CFD). In this process, a total of six implicitness parameters characteristic of the current flowfield are introduced. They are calculated from the current flowfield or changes of Mach numbers, Reynolds numbers, Peclet numbers, and Damkoehler numbers (if reacting) at each nodal point and time step. This implies that every nodal point or element is provided with different or unique numerical scheme according to their current flowfield situations, whether compressible, incompressible, viscous, inviscid, laminar, turbulent, reacting, or nonreacting. In this procedure, discontinuities or fluctuations of an variables between adjacent nodal points are determined accurately. If these implicitness parameters are fixed to certain numbers instead of being calculated from the flowfield information, then practically all currently available schemes of finite differences or finite elements arise as special cases. Some benchmark problems to be presented in this paper will show the validity, accuracy, and efficiency of the proposed methodology.

Garcia, S. M.

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

Group implicit concurrent algorithms in nonlinear structural dynamics

During the 70's and 80's, considerable effort was devoted to developing efficient and reliable time stepping procedures for transient structural analysis. Mathematically, the equations governing this type of problems are generally stiff, i.e., they exhibit a wide spectrum in the linear range. The algorithms best suited to this type of applications are those which accurately integrate the low frequency content of the response without necessitating the resolution of the high frequency modes. This means that the algorithms must be unconditionally stable, which in turn rules out explicit integration. The most exciting possibility in the algorithms development area in recent years has been the advent of parallel computers with multiprocessing capabilities. So, this work is mainly concerned with the development of parallel algorithms in the area of structural dynamics. A primary objective is to devise unconditionally stable and accurate time stepping procedures which lend themselves to an efficient implementation in concurrent machines. Some features of the new computer architecture are summarized. A brief survey of current efforts in the area is presented. A new class of concurrent procedures, or Group Implicit algorithms is introduced and analyzed. The numerical simulation shows that GI algorithms hold considerable promise for application in coarse grain as well as medium grain parallel computers.

Ortiz, M.

The effect of an unsteady three-dimensional wake on elastic blade-flapping eigenvalues in hover

This paper describes the formulation of a finite-state inflow model based on an acceleration potential and a helical wake geometry. The states of the model are coefficients of an inflow expansion in terms of a Fourier series (azimuthally) and of special polynomials (radially). The integrals over the wake are done in closed-form to obtain a set of ordinary differential equations for the inflow coefficients. The forcing functions for these equations are generalized forces which are integrals of the blade loading exactly as in structural dynamics. This model implicitly includes (for the hover case) Prandtl-Goldstein tip losses, dynamic inflow, and Theodorsen/Loewy lift deficiency. Thus, it is a fully three-dimensional unsteady wake model. Here, this model is coupled with elastic-blade equations in hover and eigenvalues are found. The results show that the three-dimensional wake has a large effect on the flap damping of all modes.

Peters, David A.

Forebody and base region real-gas flow in severe planetary entry by a factored implicit numerical method. I - Computational fluid dynamics

A new code for the simulation of full (forebody and base region) flowfields about bluff bodies in the hypersonic regime of severe planetary entry is described. The present 'maximally conservative, maximally differenced' formulation of the unsteady compressible Navier-Stokes equations for 2-D axisymmetric 3-D flow is contrasted for stability with previous formulations of Viviand, Kutler, et al, and Thomas and Lombard. Discrete metric relations peculiar to the axisymmetric finite volume formulation are presented along with a general discussion of their relations to and consequences of failure to close computational cells. A computational mesh of curvilinear coordinate topology singular in the flow regime is presented that permits aligned capturing of the major physical features of the complex flowfield.

Lombard, C. K.

Applicability and evaluation of an implicit self-starting unconditionally stable methodology for the dynamics of structures

The applicability and evaluation of a new self-starting, unconditionally stable, implicit methodology of computation for the dynamics of structures is described. The methodology offers different perspectives and architecture for structural dynamics compared with the traditional (widely advocated and commonly used) time integration methods. It is based on velocity representations and architecture and uses finite elements as the principal analysis tool for structural dynamic modeling/analysis. In particular, the dynamics of beam-type flexural models are considered, and comparative results validate and support the proposed use of the self-starting methodology of computation for the dynamics of linear/nonlinear structures. The overall effectiveness and elegance strongly support its use in most existing commercial codes.

Tamma, Kumar K.

Development of Implicit Methods in CFD NASA Ames Research Center 1970's - 1980's

The focus here is on the early development (mid 1970's-1980's) at NASA Ames Research Center of implicit methods in Computational Fluid Dynamics (CFD). A class of implicit finite difference schemes of the Beam and Warming approximate factorization type will be addressed. The emphasis will be on the Euler equations. A review of material pertinent to the solution of the Euler equations within the framework of implicit methods will be presented. The eigensystem of the equations will be used extensively in developing a framework for various methods applied to the Euler equations. The development and analysis of various aspects of this class of schemes will be given along with the motivations behind many of the choices. Various acceleration and efficiency modifications such as matrix reduction, diagonalization and flux split schemes will be presented.

Pulliam, Thomas H.

The observability of the celestial pole and its nutations

The expected motion characteristics of the real earth are systematically analysed based on available dynamical theories for the rigid model, the elastic earth model and the earth model with liquid core. The various axes which are implicit in the dynamical theories are investigated regarding observability on the basis of astronomical observations and suitability for defining reference directions. The observational insignificance of the ''diurnal polar motion'' is demonstrated. A special effort is made to clarify customarily used terminology.

Leick, A.

The measurement of global scale surface dynamics

The SCADM mission implicitly contains a requirement for a fundamentally new type of satellite instrument: a very sensitive (approximately 1 m s/1) imaging velocity detector. This is needed to measure global oscillations and global circulation patterns, but the sensitivity requirement is so severe that it has not yet been met even with ground based instruments. In this presentation, the various possible sources of noise and other errors in such a device are considered, and the more detailed instrumental requirements are developed. This leads to the conceptual design of a velocitygraph that appears to achieve the necessary sensitivity and imaging capability within a resonable weight and volume.

Frazier, E. N.

Parallel Implicit Algorithms for CFD

The main goal of this project was efficient distributed parallel and workstation cluster implementations of Newton-Krylov-Schwarz (NKS) solvers for implicit Computational Fluid Dynamics (CFD.) "Newton" refers to a quadratically convergent nonlinear iteration using gradient information based on the true residual, "Krylov" to an inner linear iteration that accesses the Jacobian matrix only through highly parallelizable sparse matrix-vector products, and "Schwarz" to a domain decomposition form of preconditioning the inner Krylov iterations with primarily neighbor-only exchange of data between the processors. Prior experience has established that Newton-Krylov methods are competitive solvers in the CFD context and that Krylov-Schwarz methods port well to distributed memory computers. The combination of the techniques into Newton-Krylov-Schwarz was implemented on 2D and 3D unstructured Euler codes on the parallel testbeds that used to be at LaRC and on several other parallel computers operated by other agencies or made available by the vendors. Early implementations were made directly in Massively Parallel Integration (MPI) with parallel solvers we adapted from legacy NASA codes and enhanced for full NKS functionality. Later implementations were made in the framework of the PETSC library from Argonne National Laboratory, which now includes pseudo-transient continuation Newton-Krylov-Schwarz solver capability (as a result of demands we made upon PETSC during our early porting experiences). A secondary project pursued with funding from this contract was parallel implicit solvers in acoustics, specifically in the Helmholtz formulation. A 2D acoustic inverse problem has been solved in parallel within the PETSC framework.

Keyes, David E.

Element-by-element and implicit-explicit finite element formulations for computational fluid dynamics

Preconditioner algorithms to reduce the computational effort in FEM analyses of large-scale fluid-dynamics problems are presented. A general model problem is constructed on the basis of the convection-diffusion equation and the two-dimensional vorticity/stream-function formulation of the Navier-Stokes equations; this problem is then analyzed using element-by-element, implicit-explicit, and adaptive implicit-explicit approximation schemes. Numerical results for the two-dimensional advection and rigid-body rotation of a cosine hill, flow past a circular cylinder, and driven cavity flow are presented in extensive graphs and shown to be in good agreement with those obtained using implicit methods.

Tezduyar, T. E.

Forebody and base region real gas flow in severe planetary entry by a factored implicit numerical method. II - Equilibrium reactive gas

The factored-implicit, gas-dynamic algorithm has been adapted to the numerical simulation of equilibrium reactive flows. Changes required in the perfect gas version of the algorithm are developed, and the method of coupling gas-dynamic and chemistry variables is discussed. A flow-field solution that approximates a Jovian entry case was obtained by this method and compared with the same solution obtained by HYVIS, a computer program much used for the study of planetary entry. Comparison of surface pressure distribution and stagnation line shock-layer profiles indicates that the two solutions agree well.

Davy, W. C.

Numerical solution of a coupled pair of elliptic equations from solid state electronics

Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.

Phillips, T. N.