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Galerkin/Runge-Kutta discretizations for parabolic equations with time dependent coefficients

A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.

Keeling, Stephen L.

Galerkin/Runge-Kutta discretizations for parabolic equations with time-dependent coefficients

A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.

Keeling, Stephen L.

Compressible stability of growing boundary layers using parabolized stability equations

The parabolized stability equation (PSE) approach is employed to study linear and nonlinear compressible stability with an eye to providing a capability for boundary-layer transition prediction in both 'quiet' and 'disturbed' environments. The governing compressible stability equations are solved by a rational parabolizing approximation in the streamwise direction. Nonparallel flow effects are studied for both the first- and second-mode disturbances. For oblique waves of the first-mode type, the departure from the parallel results is more pronounced as compared to that for the two-dimensional waves. Results for the Mach 4.5 case show that flow nonparallelism has more influence on the first mode than on the second. The disturbance growth rate is shown to be a strong function of the wall-normal distance due to either flow nonparallelism or nonlinear interactions. The subharmonic and fundamental types of breakdown are found to be similar to the ones in incompressible boundary layers.

Chang, Chau-Lyan

Parabolized stability equations

The parabolized stability equations (PSE) are a new approach to analyze the streamwise evolution of single or interacting Fourier modes in weakly nonparallel flows such as boundary layers. The concept rests on the decomposition of every mode into a slowly varying amplitude function and a wave function with slowly varying wave number. The neglect of the small second derivatives of the slowly varying functions with respect to the streamwise variable leads to an initial boundary-value problem that can be solved by numerical marching procedures. The PSE approach is valid in convectively unstable flows. The equations for a single mode are closely related to those of the traditional eigenvalue problems for linear stability analysis. However, the PSE approach does not exploit the homogeneity of the problem and, therefore, can be utilized to analyze forced modes and the nonlinear growth and interaction of an initial disturbance field. In contrast to the traditional patching of local solutions, the PSE provide the spatial evolution of modes with proper account for their history. The PSE approach allows studies of secondary instabilities without the constraints of the Floquet analysis and reproduces the established experimental, theoretical, and computational benchmark results on transition up to the breakdown stage. The method matches or exceeds the demonstrated capabilities of current spatial Navier-Stokes solvers at a small fraction of their computational cost. Recent applications include studies on localized or distributed receptivity and prediction of transition in model environments for realistic engineering problems. This report describes the basis, intricacies, and some applications of the PSE methodology.

Herbert, Thorwald

Transient Growth Analysis of Compressible Boundary Layers with Parabolized Stability Equations

The linear form of parabolized linear stability equations (PSE) is used in a variational approach to extend the previous body of results for the optimal, non-modal disturbance growth in boundary layer flows. This methodology includes the non-parallel effects associated with the spatial development of boundary layer flows. As noted in literature, the optimal initial disturbances correspond to steady counter-rotating stream-wise vortices, which subsequently lead to the formation of stream-wise-elongated structures, i.e., streaks, via a lift-up effect. The parameter space for optimal growth is extended to the hypersonic Mach number regime without any high enthalpy effects, and the effect of wall cooling is studied with particular emphasis on the role of the initial disturbance location and the value of the span-wise wavenumber that leads to the maximum energy growth up to a specified location. Unlike previous predictions that used a basic state obtained from a self-similar solution to the boundary layer equations, mean flow solutions based on the full Navier-Stokes (NS) equations are used in select cases to help account for the viscous-inviscid interaction near the leading edge of the plate and also for the weak shock wave emanating from that region. These differences in the base flow lead to an increasing reduction with Mach number in the magnitude of optimal growth relative to the predictions based on self-similar mean-flow approximation. Finally, the maximum optimal energy gain for the favorable pressure gradient boundary layer near a planar stagnation point is found to be substantially weaker than that in a zero pressure gradient Blasius boundary layer.

Compressible boundary layer

A stability analysis for a semilinear parabolic partial differential equation

The parabolic partial differential equation considered is u sub t = u sub xx + f(u), where minus infinity x plus infinity and o t plus infinity. Under suitable hypotheses pertaining to f, a class of initial data is exhibited: phi(x), minus infinity x plus infinity, for which the corresponding solutions u(x,t) appraoch zero as t approaches the limit of plus infinity. This convergence is uniform with respect to x on any compact subinterval of the real axis.

Chafee, N.

An Operator Method for Field Moments from the Extended Parabolic Wave Equation and Analytical Solutions of the First and Second Moments for Atmospheric Electromagnetic Wave Propagation

The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the delta-correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The comprehensive operator solution also allows one to obtain expressions for the longitudinal (generalized) second order moment. This is also considered and the solution for the atmospheric case is obtained and discussed. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.

Manning, Robert M.

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.

Real-time optical laboratory solution of parabolic differential equations

An optical laboratory matrix-vector processor is used to solve parabolic differential equations (the transient diffusion equation with two space variables and time) by an explicit algorithm. This includes optical matrix-vector nonbase-2 encoded laboratory data, the combination of nonbase-2 and frequency-multiplexed data on such processors, a high-accuracy optical laboratory solution of a partial differential equation, new data partitioning techniques, and a discussion of a multiprocessor optical matrix-vector architecture.

Casasent, David

Role of secondary instability theory and parabolized stability equations in transition modeling

In modeling the laminar-turbulent transition region, the designer depends largely on benchmark data from experiments and/or direct numerical simulations that are usually extremely expensive. An understanding of the evolution of the Reynolds stresses, turbulent kinetic energy, and quantifies in the transport equations like the dissipation and production is essential in the modeling process. The secondary instability theory and the parabolized stability equations method are used to calculate these quantities, which are then compared with corresponding quantities calculated from available direct numerical simulation data for the incompressible boundary-layer flow of laminar-turbulent transition conditions. The potential of the secondary instability theory and the parabolized stability equations approach in predicting these quantities is discussed; results indicate that inexpensive data that are useful for transition modeling in the early stages of the transition region can be provided by these tools.

El-Hady, Nabil M.

NASTRAN solutions of problems described by simultaneous parabolic differential equations

NASTRAN solution techniques are shown for a numerical analysis of a class of coupled vector flow processes described by simultaneous parabolic differential equations. To define one physical problem type where equations of this form arise, the differential equations describing the coupled transfers of heat and mass in mechanical equilibrium with negligible mass average velocity are presented and discussed. Also shown are the equations describing seepage when both electrokinetic and hydrodynamic forces occur. Based on a variational statement of the general problem type, the concepts of scalar transfer elements and parallel element systems are introduced. It is shown that adoptation of these concepts allows the direct use of NASTRAN's existing Laplace type elements for uncoupled flow (the heat transfer elements) for treating multicomponent coupled transfer. Sample problems are included which demonstrate the application of these techniques for both steady-state and transient problems.

Mason, J. B.

Noniterative grid generation using parabolic difference equations for fuselage-wing flow calculations

A fast method for generating three-dimensional grids for fuselage-wing transonic flow calculations using parabolic difference equations is described. No iterative scheme is used in the three-dimensional sense; grids are generated from one grid surface to the next starting from the fuselage surface. The computational procedure is similar to the iterative solution of the two-dimensional heat conduction equation. The proposed method is at least 10 times faster than the elliptic grid generation method and has much smaller memory requirements. Results are presented for a fuselage and wing of NACA-0012 section and thickness ratio of 10 percent. Although only H-grids are demonstrated, the present technique should be applicable to C-grids and O-grids in three dimensions.

Nakamura, S.

Weakly nonparallel and curvature effects on stationary crossflow instability: Comparison of results from multiple-scales analysis and parabolized stability equations

A multiple-scales approach is used to approximate the effects of nonparallelism and streamwise surface curvature on the growth of stationary crossflow vortices in incompressible, three-dimesional boundary layers. The results agree with results predicted by solving the parabolized stability equations in regions where the nonparallelism is sufficiently weak. As the nonparallelism increases, the agreement between the two approaches worsens. An attempt has been made to quantify the nonparallelism on flow stability in terms of a nondimensional number that describes the rate of change of the mean flow relative to the disturbance wavelength. We find that the above nondimensional number provides useful information about the adequacy of the multiple-scales approximation for different disturbances for a given flow geometry, but the number does not collapse data for different flow geometries onto a single curve.

Singer, Bart A.

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.