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The use of back corrections in multistep methods of numerical integration

Generalized multistep methods for the numerical solution of nonlinear systems of ordinary differential equations are introduced which allow the correction of previously computed values of the solution at internal points of the grid. These methods are shown to possess enhanced numerical stability. Preliminary numerical results indicate that for some satellite orbit problems these methods also possess greater overall efficiency. A uniformly converging theory of error propagation is presented which is valid for nonasymptotic values of the step size. Experimental results are seen to conform with theory.

Beaudet, P.↗

Effects of Gravity on Triple Flame Propagation and Stability

Numerical simulations of 2-D triple flames under gravity force have been implemented to identify the effects of gravity on triple flame structure and propagation properties and to understand the mechanisms of instabilities resulting from both heat release and buoyancy effects. A wide range of gravity conditions, heat release and mixing widths for a scalar mixing layer are computed for downward-propagating (in the same direction with the gravity vector) and upward-propagating (in the opposite direction of the gravity vector) triple flames.

Chen, J.-Y.↗

High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs

This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.

Nielsen, Tanner B.↗

The stability of numerical boundary treatments for compact high-order finite-difference schemes

The stability characteristics of various compact fourth and sixth order spatial operators are assessed using the theory of Gustafsson, Kreiss and Sundstrom (G-K-S) for the semi-discrete Initial Boundary Value Problem (IBVP). These results are then generalized to the fully discrete case using a recently developed theory of Kreiss. In all cases, favorable comparisons are obtained between the G-K-S theory, eigenvalue determination, and numerical simulation. The conventional definition of stability is then sharpened to include only those spatial discretizations that are asymptotically stable. It is shown that many of the higher order schemes which are G-K-S stable are not asymptotically stable. A series of compact fourth and sixth order schemes, which are both asymptotically and G-K-S stable for the scalar case, are then developed.

Carpenter, Mark H.↗

The stability of numerical methods for second order ordinary differential equations

An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem dy/dt = Ay are inside this region, the numerical method is stable. If the second order system d/dt(dy/dt) = 2Ady/dt - By is solved as a first order system, the same result applies to the eigenvalues of the generalized eigenvalue problem (lambda-squared)I 2(lambda)A + B. No such region exists for general methods for second order equations, but in some cases a region of absolute stability can be defined for methods for the single second order equation d/dt(dy/dt) = 2ady/dt - by. The absence of a region of absolute stability can occur when different members of a system of first order equations are solved by different methods.

Gear, C. W.↗

Stability of numerical integration techniques for transient rotor dynamics

A finite element model of a rotor bearing system was analyzed to determine the stability limits of the forward, backward, and centered Euler; Runge-Kutta; Milne; and Adams numerical integration techniques. The analysis concludes that the highest frequency mode determines the maximum time step for a stable solution. Thus, the number of mass elements should be minimized. Increasing the damping can sometimes cause numerical instability. For a uniform shaft, with 10 mass elements, operating at approximately the first critical speed, the maximum time step for the Runge-Kutta, Milne, and Adams methods is that which corresponds to approximately 1 degree of shaft movement. This is independent of rotor dimensions.

Kascak, A. F.↗

The use of the modified Cholesky decomposition in divergence and classification calculations

This report analyzes the use of the modified Cholesky decomposition technique as applied to the feature selection and classification algorithms used in the analysis of remote sensing data (e.g., as in LARSYS). This technique is approximately 30% faster in classification and a factor of 2-3 faster in divergence, as compared with LARSYS. Also numerical stability and accuracy are slightly improved. Other methods necessary to deal with numerical stability problems are briefly discussed.

Van Rooy, D. L.↗

A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

Thornton, C. L.↗

Numerical Dissipation and Wrong Propagation Speed of Discontinuities for Stiff Source Terms

In compressible turbulent combustion/nonequilibrium flows, the constructions of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and (b) obtaining correct propagation speed of discontinuities for stiff reacting terms on coarse grids share one important ingredient - minimization of numerical dissipation while maintaining numerical stability. Here coarse grids means standard mesh density requirement for accurate simulation of typical non-reacting flows. This dual requirement to achieve both numerical stability and accuracy with zero or minimal use of numerical dissipation is most often conflicting for existing schemes that were designed for non-reacting flows. The goal of this paper is to relate numerical dissipations that are inherited in a selected set of high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities for two representative stiff detonation wave problems.

Yee, H. C.↗

Numerical Dissipation and Wrong Propagation Speed of Discontinuities for Stiff Source Terms

In compressible turbulent combustion/nonequilibrium flows, the constructions of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and (b) obtaining correct propagation speed of discontinuities for stiff reacting terms on coarse grids share one important ingredient - minimization of numerical dissipation while maintaining numerical stability. Here coarse grids means standard mesh density requirement for accurate simulation of typical non-reacting flows. This dual requirement to achieve both numerical stability and accuracy with zero or minimal use of numerical dissipation is most often conflicting for existing schemes that were designed for non-reacting flows. The goal of this paper is to relate numerical dissipations that are inherited in a selected set of high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities as a function of stiffness of the source term and the grid spacing.

Yee, H. C.↗

Sequential formulation of all‐way coupled finite strain thermoporomechanics for largely deformable gas hydrate deposits

We develop a numerically stable sequential formulation of thermoporomechanics for largely deformable gas hydrate deposits, extended from the fixed stress split of infinitesimal transformation. Constitutive equations are based on the total Lagrangian approach for both flow and geomechanics, including dynamic full tensor permeability and thermal conductivity updated from the deformation gradient. For space discretization, we take the cell-centered finite volume and node-based finite element method for flow and geomechanics, respectively. Then, we propose a sequential implicit method for all-way coupled thermoporomechanics, where the nonisothermal multiphase flow problem of gas hydrates is solved implicitly first and then the geomechanics problem is solved implicitly at the next step. During solution of the flow problem, we fix the rate of first Pioal total stress for numerical stability as well as apply porosity correction and entropy correction to account for geomechanical effects. We test numerical examples where flow and geomechanics parameters are based on deep oceanic gas hydrate deposits. When applying depressurization, even though the results between the infinitesimal transformation and finite strain geomechanics are similar in the early stages due to small deformation, we find differences between them in the late times as deformation becomes large. Accordingly, permeability and thermal conductivity tensors become nonisotropic full tensors although they are initially isotropic. Furthermore, we identify numerical stability of the developed sequential method from the test cases that exhibit the highly complex coupled gas hydrate systems with large deformation. Thus, the proposed sequential formulation can be applied in largely deformable gas hydrate systems.

42 ENGINEERING↗

On the stability of numerical integration routines.

Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.

Glover, K.↗

On the stability of numerical integration routines for ordinary differential equations.

Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.

Glover, K.↗

Stable and verifiable state estimation methods and systems with spacecraft applications

The stability of a recursive estimator process (e.g., a Kalman filter is assured for long time periods by periodically resetting an error covariance P(t.sub.n) of the system to a predetermined reset value P.sub.r. The recursive process is thus repetitively forced to start from a selected covariance and continue for a time period that is short compared to the system's total operational time period. The time period in which the process must maintain its numerical stability is significantly reduced as is the demand on the system's numerical stability. The process stability for an extended operational time period T.sub.o is verified by performing the resetting step at the end of at least one reset time period T.sub.r whose duration is less than the operational time period T.sub.o and then confirming stability of the process over the reset time period T.sub.r. Because the recursive process starts from a selected covariance at the beginning of each reset time period T.sub.r, confirming stability of the process over at least one reset time period substantially confirms stability over the longer operational time period T.sub.o.

Li, Rongsheng↗

A discontinuous Galerkin spectral element method for compressible reacting flows

High-order methods have recently been shown to be an effective tool for high-fidelity flow computations like direct numerical simulations and large-eddy simulations because of their strong balance between accuracy and computational cost. In this work, a high-order discontinuous Galerkin spectral element method (DGSEM) is developed to solve the chemically reacting Navier-Stokes equations. To handle the disparate length and time scales associated with these equations, we develop a novel method which combines the spectral accuracy of the SEM with the flexibility of the DG approach. The framework, implemented in the spectral element code Nek5000, is well suited to capture turbulence in smooth regions of the flow, while maintaining numerical stability in the presence of shocks. An entropy-residual based artificial viscosity is added to smooth shocked regions of flow, and a positivity-preserving limiter is implemented to suppress non-physical oscillations. These enhancements support the numerical stability of the hydrodynamic sub-step, which is decoupled from the chemistry integration through a second-order operator splitting method. Here, a series of smooth and discontinuous validation cases are presented in increasing physical and computational complexity for both inviscid and viscous flows. In particular, simulations of canonical one-dimensional and two-dimensional detonations are performed, and the high-order numerical results are validated against available literature data. Additional validation studies are carried out for classical three-dimensional numerical simulations of incompressible and compressible turbulent flows.

Compressible reacting flows↗

Multiply scaled constrained nonlinear equation solvers

To improve the numerical stability of nonlinear equation solvers, a partitioned multiply scaled constraint scheme is developed. This scheme enables hierarchical levels of control for nonlinear equation solvers. To complement the procedure, partitioned convergence checks are established along with self-adaptive partitioning schemes. Overall, such procedures greatly enhance the numerical stability of the original solvers. To demonstrate and motivate the development of the scheme, the problem of nonlinear heat conduction is considered. In this context the main emphasis is given to successive substitution-type schemes. To verify the improved numerical characteristics associated with partitioned multiply scaled solvers, results are presented for several benchmark examples.

Padovan, Joe↗