Engineering PapersSearch

SEARCH · Engineering Papers

Results for “explicit and implicit methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 37 records · Page 2

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one-dimensional convection-diffusion-reaction (CDR) equations. First, accuracy, stability, conservation, and dense output are considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, N = 2, additive Runge-Kutta ARK2 methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms are of equal order to those of the elemental methods. Derived ARK2 methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z(exp [I]) goes to infinity, and retain high stability efficiency in the absence of stiffness, z(exp [I]) goes to zero. Extrapolation-type stage-value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK2 error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK2 methods while offering error control and stage-value predictors.

Kennedy, Christopher A.

A class of high resolution explicit and implicit shock-capturing methods

An attempt is made to give a unified and generalized formulation of a class of high resolution, explicit and implicit shock capturing methods, and to illustrate their versatility in various steady and unsteady complex shock wave computations. Included is a systematic review of the basic design principle of the various related numerical methods. Special emphasis is on the construction of the basis nonlinear, spatially second and third order schemes for nonlinear scalar hyperbolic conservation laws and the methods of extending these nonlinear scalar schemes to nonlinear systems via the approximate Riemann solvers and the flux vector splitting approaches. Generalization of these methods to efficiently include equilibrium real gases and large systems of nonequilibrium flows are discussed. Some issues concerning the applicability of these methods that were designed for homogeneous hyperbolic conservation laws to problems containing stiff source terms and shock waves are also included. The performance of some of these schemes is illustrated by numerical examples for 1-, 2- and 3-dimensional gas dynamics problems.

Yee, H. C.

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one- dimensional convection-diffusion-reaction (CDR) equations. Accuracy, stability, conservation, and dense-output are first considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, (N = 2), additive Runge-Kutta (ARK(sub 2)) methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms of the partitioned method are of equal order to those of the elemental methods. Derived ARK(sub 2) methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z['] yields -infinity, and retain high stability efficiency in the absence of stiffness, z['] yield 0. Extrapolation-type stage- value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK(sub 2) error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK(sub 2) methods.

Kennedy, Christopher A.

Adaptive explicit and implicit finite element methods for transient thermal analysis

The application of adaptive finite element methods to the solution of transient heat conduction problems in two dimensions is investigated. The computational domain is represented by an unstructured assembly of linear triangular elements and the mesh adaptation is achieved by local regeneration of the grid, using an error estimation procedure coupled to an automatic triangular mesh generator. Two alternative solution procedures are considered. In the first procedure, the solution is advanced by explicit timestepping, with domain decomposition being used to improve the computational efficiency of the method. In the second procedure, an algorithm for constructing continuous lines which pass only once through each node of the mesh is employed. The lines are used as the basis of a fully implicit method, in which the equation system is solved by line relaxation using a block tridiagonal equation solver. The numerical performance of the two procedures is compared for the analysis of a problem involving a moving heat source applied to a convectively cooled cylindrical leading edge.

Probert, E. J.

High-Order Space-Time Methods for Conservation Laws

Current high-order methods such as discontinuous Galerkin and/or flux reconstruction can provide effective discretization for the spatial derivatives. Together with a time discretization, such methods result in either too small a time step size in the case of an explicit scheme or a very large system in the case of an implicit one. To tackle these problems, two new high-order space-time schemes for conservation laws are introduced: the first is explicit and the second, implicit. The explicit method here, also called the moment scheme, achieves a Courant-Friedrichs-Lewy (CFL) condition of 1 for the case of one-spatial dimension regardless of the degree of the polynomial approximation. (For standard explicit methods, if the spatial approximation is of degree p, then the time step sizes are typically proportional to 1/p(exp 2)). Fourier analyses for the one and two-dimensional cases are carried out. The property of super accuracy (or super convergence) is discussed. The implicit method is a simplified but optimal version of the discontinuous Galerkin scheme applied to time. It reduces to a collocation implicit Runge-Kutta (RK) method for ordinary differential equations (ODE) called Radau IIA. The explicit and implicit schemes are closely related since they employ the same intermediate time levels, and the former can serve as a key building block in an iterative procedure for the latter. A limiting technique for the piecewise linear scheme is also discussed. The technique can suppress oscillations near a discontinuity while preserving accuracy near extrema. Preliminary numerical results are shown

Huynh, H. T.

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Ortega, J. M.

Solution of partial differential equations on vector and parallel computers

The present status of numerical methods for partial differential equations on vector and parallel computers was reviewed. The relevant aspects of these computers are discussed and a brief review of their development is included, with particular attention paid to those characteristics that influence algorithm selection. Both direct and iterative methods are given for elliptic equations as well as explicit and implicit methods for initial boundary value problems. The intent is to point out attractive methods as well as areas where this class of computer architecture cannot be fully utilized because of either hardware restrictions or the lack of adequate algorithms. Application areas utilizing these computers are briefly discussed.

Ortega, J. M.

A Class of High-Resolution Explicit and Implicit Shock-Capturing Methods

The development of shock-capturing finite difference methods for hyperbolic conservation laws has been a rapidly growing area for the last decade. Many of the fundamental concepts, state-of-the-art developments and applications to fluid dynamics problems can only be found in meeting proceedings, scientific journals and internal reports. This paper attempts to give a unified and generalized formulation of a class of high-resolution, explicit and implicit shock capturing methods, and to illustrate their versatility in various steady and unsteady complex shock waves, perfect gases, equilibrium real gases and nonequilibrium flow computations. These numerical methods are formulated for the purpose of ease and efficient implementation into a practical computer code. The various constructions of high-resolution shock-capturing methods fall nicely into the present framework and a computer code can be implemented with the various methods as separate modules. Included is a systematic overview of the basic design principle of the various related numerical methods. Special emphasis will be on the construction of the basic nonlinear, spatially second and third-order schemes for nonlinear scalar hyperbolic conservation laws and the methods of extending these nonlinear scalar schemes to nonlinear systems via the approximate Riemann solvers and flux-vector splitting approaches. Generalization of these methods to efficiently include real gases and large systems of nonequilibrium flows will be discussed. Some perbolic conservation laws to problems containing stiff source terms and terms and shock waves are also included. The performance of some of these schemes is illustrated by numerical examples for one-, two- and three-dimensional gas-dynamics problems. The use of the Lax-Friedrichs numerical flux to obtain high-resolution shock-capturing schemes is generalized. This method can be extended to nonlinear systems of equations without the use of Riemann solvers or flux-vector splitting approaches and thus provides a large savings for multidimensional, equilibrium real gases and nonequilibrium flow computations.

Yee, H. C.

Choice of implicit and explicit operators for the upwind differencing method

The flux-vector and flux-difference splittings of Steger-Warming, van Leer and Roe are tested in all possible combinations on the implicit and explicit operators that can be distinguished in implicit relaxation methods for the steady Euler and Navier-Stokes equations. The tests include one-dimensional inviscid nozzle flow, and two-dimensional inviscid and viscous shock reflection. Roe's splitting, as anticipated, is found to uniformly yield the most accurate results. On the other hand, an approximate Roe splitting of the implicit operator (the complete Roe splitting is too complicated for practical use) proves to be the least robust with regard to convergence to the steady state. In this respect, the Steger-Warming splitting is the most robust; it leads to convergence when combined with any of the splittings in the explicit operator, although not necessarily in the most efficient way.

Liou, Meng-Sing

Choice of implicit and explicit operators for the upwind differencing method

The flux-vector and flux-difference splittings of Steger-Warming, Van Leer and Roe are tested in all possible combinations in the implicit and explicit operators that can be distinguished in implicit relaxation methods for the steady Euler and Navier-Stokes equations. The tests include one-dimensional inviscid nozzle flow, and two-dimensional inviscid and viscous shock reflection. Roe's splitting, as anticipated, is found to uniformly yield the most accurate results. On the other hand, an approximate Roe splitting of the implicit operator (the complete Roe splitting is too complicated for practical use) proves to be the least robust with regard to convergence to the steady state. In this respect, the Steger-Warming splitting is the most robust: it leads to convergence when combined with any of the splittings in the explicit operator, although not necessarily in the most efficient way.

Liou, Meng-Sing

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

Pratt, D. T.

Numerical solution of compressible viscous flows

The presented review is concerned with the problem of calculating compressible viscous flows. Basic numerical considerations and problems associated with calculating viscous flows are examined and current numerical approaches toward the solution of the Navier-Stokes equations are discussed. It is pointed out that the numerical solution of the full time-dependent equations for turbulent flow is not practical with present computers. Therefore, turbulence effects must be accounted for by modeling. Developments related to turbulence modeling are described. In connection with a discussion of numerical methods for solving viscous flow equations, attention is given to numerical domains of dependence of typical explicit and implicit methods, the diffusion problem, the convection-diffusion problem, and the split-hybrid method.

Maccormack, R. W.

A deterministic particle method for one-dimensional reaction-diffusion equations

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Mascagni, Michael

Calculation of wall and free turbulent-shear flows at supersonic speeds

Supersonic turbulent flows are simulated numerically by solving the Reynolds-averaged full Navier-Stokes equations by an implicit finite-volume method. This flux-vector-split upwind scheme uses approximate factorization followed by line-Gauss-Seidel relaxations. The effects of turbulence are modeled by two eddy viscosity models. High-Reynolds-number form of the k-epsilon model is coupled with a wall-function to avoid excessive refinement of the grid in the low-Reynolds number regions. The k-epsilon equations are solved by the explicit-implicit MacCormack method. The algebraic Baldwin-Lomax model is also being used as an inexpensive alternative for the cases which do not experience massive separation. Several examples of two-dimensional solutions are given to illustrate both wall and free turbulent shear flows which include fluid dynamic phenomena, such as shocks, boundary layers, shear layers, wakes, separations and recirculations. The results compared with experimental data show good agreeent.

Baysal, O.

Computational methods for structural load and resistance modeling

An automated capability for computing structural reliability considering uncertainties in both load and resistance variables is presented. The computations are carried out using an automated Advanced Mean Value iteration algorithm (AMV +) with performance functions involving load and resistance variables obtained by both explicit and implicit methods. A complete description of the procedures used is given as well as several illustrative examples, verified by Monte Carlo Analysis. In particular, the computational methods described in the paper are shown to be quite accurate and efficient for a material nonlinear structure considering material damage as a function of several primitive random variables. The results show clearly the effectiveness of the algorithms for computing the reliability of large-scale structural systems with a maximum number of resolutions.

Thacker, B. H.

Generalized disks of contractivity for explicit and implicit Runge-Kutta methods

The A-contractivity of Runge-Kutta methods with respect to an inner product norm was investigated thoroughly by Butcher and Burrage (who used the term B-stability). Their theory is extended to contractivity in a region bounded by a circle through the origin. The largest possible circle is calculated for many known explicit Runge-Kutta methods. As a rule it is considerably smaller than the stability region, and in several cases it degenerates to a point. It is shown that an explicit Runge-Kutta method cannot be contractive in any circle of this class if it is more than fourth order accurate.

Dahlquist, G.

Computer simulation of impurity diffusion in silicon, part 1

The elementary classical models for idealized diffusion conditions are described, and the principles are then used in developing more realistic models. The practical models require some type of numerical analysis. The numerical techniques are outlined and details concerning their implementation are given. Some results are presented which were obtained with the computer programs implementing the numerical techniques with implicit and explicit methods. Special problems of impurity-rich interlayers forming between an oxide and silicon are considered. A set of computed curves for sheet resistance, junction depth, and oxide thickness for different diffusion schedules is included.

Gassaway, J. D.

Optical systolic solutions of linear algebraic equations

The philosophy and data encoding possible in systolic array optical processor (SAOP) were reviewed. The multitude of linear algebraic operations achievable on this architecture is examined. These operations include such linear algebraic algorithms as: matrix-decomposition, direct and indirect solutions, implicit and explicit methods for partial differential equations, eigenvalue and eigenvector calculations, and singular value decomposition. This architecture can be utilized to realize general techniques for solving matrix linear and nonlinear algebraic equations, least mean square error solutions, FIR filters, and nested-loop algorithms for control engineering applications. The data flow and pipelining of operations, design of parallel algorithms and flexible architectures, application of these architectures to computationally intensive physical problems, error source modeling of optical processors, and matching of the computational needs of practical engineering problems to the capabilities of optical processors are emphasized.

Neuman, C. P.