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NASA NTRS1980

Alternating direction implicit methods for parabolic equations with a mixed derivative

Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A(0)-stable linear two-step methods in conjunction with the method of approximate factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A(0)-stable method. The parameter space for which the resulting ADI schemes are second-order accurate and unconditionally stable is determined. Some numerical examples are given.

Beam, R. M.↗

NASA NTRS1996

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.↗

NASA NTRS1981

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.↗

NASA NTRS1995

Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - 2

The global asymptotic nonlinear behavior of 1 1 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODES) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDES.

Yee, H. C.↗

NASA NTRS1995

Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - Part 2

The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDEs.

Yee, H. C.↗

NASA NTRS1981

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.↗

NASA NTRS1973

Partial implicitization

The steady-state solution to the full Navier-Stokes equations for complicated flows is generally difficult to obtain. The Burgers (1948) equation is used as a model of the Navier-Stokes equations. The steady-state solution is obtained by a one-step explicit technique resulting from a partial implicitization of the difference equation. Stability analysis shows that the technique is unconditionally stable, and numerical tests show the technique to be accurate.

Graves, R. A., Jr.↗

NASA NTRS1975

Generalized Du Fort-Frankel methods for parabolic initial boundary value problems

The Du Fort-Frankel difference scheme is generalized to difference operators of arbitrary high order accuracy in space and to arbitrary order of the parabolic differential operator. Spectral methods can also be used to approximate the spatial part of the differential operator. The scheme is explicit, and it is unconditionally stable for the initial value problem. Stable boundary conditions are given for two different fourth order accurate space approximations.

Gottlieb, D.↗

NASA NTRS1975

Calculation of three-dimensional compressible laminar and turbulent boundary layers. An implicit finite-difference procedure for solving the three-dimensional compressible laminar, transitional, and turbulent boundary-layer equations

An implicit finite-difference procedure is presented for solving the compressible three-dimensional boundary-layer equations. The method is second-order accurate, unconditionally stable (conditional stability for reverse cross flow), and efficient from the viewpoint of computer storage and processing time. The Reynolds stress terms are modeled by (1) a single-layer mixing length model and (2) a two-layer eddy viscosity model. These models, although simple in concept, accurately predicted the equilibrium turbulent flow for the conditions considered. Numerical results are compared with experimental wall and profile data for a cone at an angle of attack larger than the cone semiapex angle. These comparisons clearly indicate that the numerical procedure and turbulence models accurately predict the experimental data with as few as 21 nodal points in the plane normal to the wall boundary.

Harris, J. E.↗

NASA NTRS1975

Implicit approximate-factorization schemes for the low-frequency transonic equation

Two- and three-level implicit finite-difference algorithms for the low-frequency transonic small disturbance-equation are constructed using approximate factorization techniques. The schemes are unconditionally stable for the model linear problem. For nonlinear mixed flows, the schemes maintain stability by the use of conservatively switched difference operators for which stability is maintained only if shock propagation is restricted to be less than one spatial grid point per time step. The shock-capturing properties of the schemes were studied for various shock motions that might be encountered in problems of engineering interest. Computed results for a model airfoil problem that produces a flow field similar to that about a helicopter rotor in forward flight show the development of a shock wave and its subsequent propagation upstream off the front of the airfoil.

Ballhaus, W. F.↗

NASA NTRS1976

Generalized Du Fort-Frankel methods for parabolic initial-boundary value problems

Gottlieb, D.↗

NASA NTRS1976

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.↗

NASA NTRS1977

An implicit factored scheme for the compressible Navier-Stokes equations

An implicit finite difference scheme is developed for the numerical solution of the compressible Navier-Stokes equations in conservation-law form. The algorithm is second-order-time accurate, noniterative, and spatially factored. In order to obtain an efficient factored algorithm, the spatial cross-derivatives are evaluated explicitly. However, the algorithm is unconditionally stable and, although a three-time-level scheme, requires only two-time-levels of data storage. The algorithm is constructed in a 'delta' form (i.e., increments of the conserved variables and fluxes) that provides a direct derivation of the scheme and leads to an efficient computational algorithm. In addition, the delta form has the advantageous property of a steady-state (if one exists) independent of the size of the time step. Numerical results are presented for a two-dimensional shock boundary-layer interaction problem.

Beam, R. M.↗

NASA NTRS1979

An implicit factored scheme for the compressible Navier-Stokes equations. II - The numerical ODE connection

An attempt is made to establish a connection between linear multistep methods for applications to ordinary differential equations and their extension (by approximate factorization) to alternating direction implicit methods for partial differential equations. An earlier implicit factored scheme for the compressible Navier-Stokes equations is generalized by innovations that (1) increase the class of temporal difference schemes to include all linear multistep methods, (2) optimize the class of unconditionally stable factored schemes by a new choice of unknown variable, and (3) improve the computational efficiency by the introduction of quasi-one-leg methods.

Beam, R. M.↗

NASA NTRS1981

A numerical method for solving the equations of compressible viscous flow

Although much progress has already been made in solving problems in aerodynamic design, many new developments are still needed before the equations for unsteady compressible viscous flow can be solved routinely. This paper describes one such development. A method for solving these equations has been devised that: (1) is second-order accurate in space and time; (2) is unconditionally stable; (3) preserves conservation form; (4) requires no block or scalar tridiagonal inversions; (5) is simple and straightforward to program (estimated 10% modification for the update of many existing programs); (6) is more efficient than present methods; and (7) should easily adapt to current and future computer architectures. Computational results for laminar and turbulent flows at Reynolds numbers from 300,000 to 3 x 10 to the 7th and at CFL numbers as high as 1000 are compared with theory and experiment.

Maccormack, R. W.↗

NASA NTRS1981

An alternating-direction implicit algorithm for unsteady potential flow

An implicit finite-difference scheme is presented for the efficient computation of unsteady potential flow about airfoils. The formulation uses density and the velocity potential as dependent variables and is cast in conservation form to assure the theoretically correct determination of shockwave location and speed. To enable boundary conditions to be imposed directly on the airfoil surface, a time-varying sheared-rectilinear coordinate transformation is employed. Calculated time-history solutions on a pulsating airfoil are compared with the results of other unsteady transonic codes, including a previous method of the authors. The present method is demonstrated to be unconditionally stable and to give accurate solutions with sharply resolved shocks.

Chipman, R.↗

NASA NTRS1980

On time discretizations for spectral methods

New methods are introduced for the time integration of the Fourier and Chebyshev methods of solution for dynamic differential equations. These methods are unconditionally stable, even though no matrix inversions are required. Time steps are chosen by accuracy requirements alone. For the Fourier method both leapfrog and Runge-Kutta methods are considered. For the Chebyshev method only Runge-Kutta schemes are tested. Numerical calculations are presented to verify the analytic results. Applications to the shallow water equations are presented.

Gottlieb, D.↗

NASA NTRS1981

On a fourth order accurate implicit finite difference scheme for hyperbolic conservation laws. I - Nonstiff strongly dynamic problems

An implicit finite difference method of fourth order accuracy in space and time is introduced for the numerical solution of one-dimensional systems of hyperbolic conservation laws. The basic form of the method is a two-level scheme which is unconditionally stable and nondissipative. The scheme uses only three mesh points at level t and three mesh points at level t + delta t. The dissipative version of the basic method given is conditionally stable under the CFL (Courant-Friedrichs-Lewy) condition. This version is particularly useful for the numerical solution of problems with strong but nonstiff dynamic features, where the CFL restriction is reasonable on accuracy grounds. Numerical results are provided to illustrate properties of the proposed method.

Harten, A.↗