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A method for exponential propagation of large systems of stiff nonlinear differential equations

A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5-15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.

Friesner, Richard A.↗

Nonequilibrium flow computations. 1: An analysis of numerical formulations of conservation laws

Modern numerical techniques employing properties of flux Jacobian matrices are extended to general, nonequilibrium flows. Generalizations of the Beam-Warming scheme, Steger-Warming and van Leer Flux-vector splittings, and Roe's approximate Riemann solver are presented for 3-D, time-varying grids. The analysis is based on a thermodynamic model that includes the most general thermal and chemical nonequilibrium flow of an arbitrary gas. Various special cases are also discussed.

Liu, Yen↗

Nonequilibrium flow computations. I - An analysis of numerical formulations of conservation laws

Modern numerical techniques employing properties of flux Jacobian matrices are extended to general, nonequilibrium flows. Generalizations of the Beam-Warming scheme, Steger-Warming and van Leer Flux-vector splittings, and Roe's approximate Riemann solver are presented for 3-D, time-varying grids. The analysis is based on a thermodynamic model that includes the most general thermal and chemical nonequilibrium flow of an arbitrary gas. Various special cases are also discussed.

Liu, Yen↗

Iterative Atmospheric Correction Scheme and the Polarization Color of Alpine Snow

Characterization of the Earth's surface is crucial to remote sensing, both to map geomorphological features and because subtracting this signal is essential during retrievals of the atmospheric constituents located between the surface and the sensor. Current operational algorithms model the surface total reflectance through a weighted linear combination of a few geometry-dependent kernels, each devised to describe a particular scattering mechanism. The information content of these measurements is overwhelmed by that of instruments with polarization capabilities: proposed models in this case are based on the Fresnel reflectance of an isotropic distribution of facets. Because of its remarkable lack of spectral contrast, the polarized reflectance of land surfaces in the shortwave infrared spectral region, where atmospheric scattering is minimal, can be used to model the surface also at shorter wavelengths, where aerosol retrievals are attempted based on well-established scattering theories. In radiative transfer simulations, straightforward separation of the surface and atmospheric contributions is not possible without approximations because of the coupling introduced by multiple reflections. Within a general inversion framework, the problem can be eliminated by linearizing the radiative transfer calculation, and making the Jacobian (i.e., the derivative expressing the sensitivity of the reflectance with respect to model parameters) available at output. We present a general methodology based on a Gauss-Newton iterative search, which automates this procedure and eliminates de facto the need of an ad hoc atmospheric correction. In this case study we analyze the color variations in the polarized reflectance measured by the NASA Goddard Institute of Space Studies Research Scanning Polarimeter during a survey of late-season snowfields in the High Sierra. This insofar unique dataset presents challenges linked to the rugged topography associated with the alpine environment and a likely high water content due to melting. The analysis benefits from ancillary information provided by the NASA Langley High Spectral Resolution Lidar deployed on the same aircraft. The results obtained from the iterative scheme are contrasted against the surface polarized reflectance obtained ignoring multiple reflections, via the simplistic subtraction of the atmospheric scattering contribution. Finally, the retrieved reflectance is modeled after the scattering properties of a dense collection of ice crystals at the surface. Confirming that the polarized reflectance of snow is spectrally flat would allow to extend the techniques already in use for polarimetric retrievals of aerosol properties over land to the large portion of snow-covered pixels plaguing orbital and suborbital observations.

Polarized BRDF↗

Equilibrium gas flow computations. II - An analysis of numerical formulations of conservation laws

Modern numerical techniques employing properties of flux Jacobian matrices are extended to general, equilibrium gas laws. Generalizations of the Beam-Warming scheme, Steger-Warming and van Leer flux-vector splittings, and Roe's approximate Riemann solver are presented for three-dimensional, time-varying grids. The approximations inherent in previous generalizations are discussed.

Vinokur, Marcel↗

Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes

The Advisory Group for Aerospace Research and Development (AGARD) has requested my participation in the lecture series entitled Parallel Computing in Computational Fluid Dynamics to be held at the von Karman Institute in Brussels, Belgium on May 15-19, 1995. In addition, a request has been made from the US Coordinator for AGARD at the Pentagon for NASA Ames to hold a repetition of the lecture series on October 16-20, 1995. I have been asked to be a local coordinator for the Ames event. All AGARD lecture series events have attendance limited to NATO allied countries. A brief of the lecture series is provided in the attached enclosure. Specifically, I have been asked to give two lectures of approximately 75 minutes each on the subject of parallel solution techniques for the fluid flow equations on unstructured meshes. The title of my lectures is "Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes" (Parts I-II). The contents of these lectures will be largely review in nature and will draw upon previously published work in this area. Topics of my lectures will include: (1) Mesh partitioning algorithms. Recursive techniques based on coordinate bisection, Cuthill-McKee level structures, and spectral bisection. (2) Newton's method for large scale CFD problems. Size and complexity estimates for Newton's method, modifications for insuring global convergence. (3) Techniques for constructing the Jacobian matrix. Analytic and numerical techniques for Jacobian matrix-vector products, constructing the transposed matrix, extensions to optimization and homotopy theories. (4) Iterative solution algorithms. Practical experience with GIVIRES and BICG-STAB matrix solvers. (5) Parallel matrix preconditioning. Incomplete Lower-Upper (ILU) factorization, domain-decomposed ILU, approximate Schur complement strategies.

Barth, Timothy J.↗

Numerical approximations to nonlinear conservation laws with locally varying time and space grids

Numerical approximations to the initial value problem for nonlinear systems of conservation laws are considered. The considered system is said to be hyperbolic when all eigenvalues of every real linear combination of the Jacobian matrices are real. Solutions may develop discontinuities in finite time, even when the initial data are smooth. In the investigation, explicit finite difference methods which use locally varying time grids are considered. The global CFL restriction is replaced by a local restriction. The numerical flux function is studied from a finite volume viewpoint, and a differencing technique is developed at interface points between regions of distinct time increments.

Osher, S.↗

Algebraic grid generation using tensor product B-splines

Finite difference methods are more successful if the accompanying grid has lines which are smooth and nearly orthogonal. The development of an algorithm which produces such a grid when given the boundary description. Topological considerations in structuring the grid generation mapping are discussed. The concept of the degree of a mapping and how it can be used to determine what requirements are necessary if a mapping is to produce a suitable grid is examined. The grid generation algorithm uses a mapping composed of bicubic B-splines. Boundary coefficients are chosen so that the splines produce Schoenberg's variation diminishing spline approximation to the boundary. Interior coefficients are initially chosen to give a variation diminishing approximation to the transfinite bilinear interpolant of the function mapping the boundary of the unit square onto the boundary grid. The practicality of optimizing the grid by minimizing a functional involving the Jacobian of the grid generation mapping at each interior grid point and the dot product of vectors tangent to the grid lines is investigated. Grids generated by using the algorithm are presented.

Saunders, B. V.↗

Numerical solution of Euler's equation by perturbed functionals

A perturbed functional iteration has been developed to solve nonlinear systems. It adds at each iteration level, unique perturbation parameters to nonlinear Gauss-Seidel iterates which enhances its convergence properties. As convergence is approached these parameters are damped out. Local linearization along the diagonal has been used to compute these parameters. The method requires no computation of Jacobian or factorization of matrices. Analysis of convergence depends on properties of certain contraction-type mappings, known as D-mappings. In this article, application of this method to solve an implicit finite difference approximation of Euler's equation is studied. Some representative results for the well known shock tube problem and compressible flows in a nozzle are given.

Dey, S. K.↗

Krylov methods for compressible flows

We investigate the application of Krylov methods to compressible flows, and the effect of implicit boundary conditions on the implicit solution of nonlinear problems. Two defect-correction procedures, namely, approximate factorization (AF) for structured grids and ILU/GMRES for general grids, are considered. Also considered here are Newton-Krylov matrix-free methods that we combined with the use of mixed discretization schemes in the implicitly defined Jacobian and its preconditioner. Numerical experiments that show the performance of our approaches are then presented.

Tidriri, M. D.↗

Nonlinear control via approximate input-output linearization - The ball and beam example

A study is made of approximate input-output linearization of nonlinear systems which fail to have a well defined relative degree. For such systems, a method is provided for constructing approximate systems that are input-output linearizable. The analysis presented in this note is motivated through its application to a common undergraduate control laboratory experiment, the ball and beam system, where it is shown to be more effective for trajectory tracking than the standard Jacobian linearization.

Hauser, John↗

A quadratic-tensor model algorithm for nonlinear least-squares problems with linear constraints

A new algorithm for solving nonlinear least-squares and nonlinear equation problems is proposed which is based on approximating the nonlinear functions using the quadratic-tensor model by Schnabel and Frank. The algorithm uses a trust region defined by a box containing the current values of the unknowns. The algorithm is found to be effective for problems with linear constraints and dense Jacobian matrices.

Hanson, R. J.↗

Discontinuous Galerkin Methods for NonLinear Differential Systems

This talk considers simplified finite element discretization techniques for first-order systems of conservation laws equipped with a convex (entropy) extension. Using newly developed techniques in entropy symmetrization theory, simplified forms of the discontinuous Galerkin (DG) finite element method have been developed and analyzed. The use of symmetrization variables yields numerical schemes which inherit global entropy stability properties of the PDE (partial differential equation) system. Central to the development of the simplified DG methods is the Eigenvalue Scaling Theorem which characterizes right symmetrizers of an arbitrary first-order hyperbolic system in terms of scaled eigenvectors of the corresponding flux Jacobian matrices. A constructive proof is provided for the Eigenvalue Scaling Theorem with detailed consideration given to the Euler equations of gas dynamics and extended conservation law systems derivable as moments of the Boltzmann equation. Using results from kinetic Boltzmann moment closure theory, we then derive and prove energy stability for several approximate DG fluxes which have practical and theoretical merit.

Barth, Timothy↗

Flux vector splitting and approximate Newton methods

In the present investigation, the basic approach is employed to view an iterative scheme as Newton's method or as a modified Newton's method. Attention is given to various modified Newton methods which can arise from differencing schemes for the Euler equations. Flux vector splitting is considered as the basic spatial differencing technique. This technique is based on the partition of a flux vector into groups which have certain properties. The Euler equations fluxes can be split into two groups, the first group having a flux Jacobian with all positive eigenvalues, and the second group having a flux Jacobian with all negative eigenvalues. Flux vector splitting based on a velocity-sound speed split is considered along with the use of numerical techniques to analyze nonlinear systems, and the steady Euler equations for quasi-one-dimensional flow in a nozzle. Results are given for steady flows with shocks.

Jespersen, D. C.↗

Recent advances in methods for numerical solution of O.D.E. initial value problems

In the mathematical modeling of physical systems, it is often necessary to solve an initial value problem (IVP), consisting of a system of ordinary differential equations (ODE). A typical program produces approximate solutions at certain mesh points. Almost all existing codes try to control the local truncation error, while the user is really interested in controlling the true or global error. The present investigation provides a review of recent advances regarding the solution of the IVP, giving particular attention to stiff systems. Stiff phenomena are customarily defined in terms of the eigenvalues of the Jacobian. There are, however, some difficulties connected with this approach. It is pointed out that an estimate of the Lipschitz constant proves to be a very practical way to determine the stiffness of a problem.

Bui, T. D.↗

Conservative-variable average states for equilibrium gas multi-dimensional fluxes

Modern split component evaluations of the flux vector Jacobians are thoroughly analyzed for equilibrium-gas average-state determinations. It is shown that all such derivations satisfy a fundamental eigenvalue consistency theorem. A conservative-variable average state is then developed for arbitrary equilibrium-gas equations of state and curvilinear-coordinate fluxes. Original expressions for eigenvalues, sound speed, Mach number, and eigenvectors are then determined for a general average Jacobian, and it is shown that the average eigenvalues, Mach number, and eigenvectors may not coincide with their classical pointwise counterparts. A general equilibrium-gas equation of state is then discussed for conservative-variable computational fluid dynamics (CFD) Euler formulations. The associated derivations lead to unique compatibility relations that constrain the pressure Jacobian derivatives. Thereafter, alternative forms for the pressure variation and average sound speed are developed in terms of two average pressure Jacobian derivatives. Significantly, no additional degree of freedom exists in the determination of these two average partial derivatives of pressure. Therefore, they are simultaneously computed exactly without any auxiliary relation, hence without any geometric solution projection or arbitrary scale factors. Several alternative formulations are then compared and key differences highlighted with emphasis on the determination of the pressure variation and average sound speed. The relevant underlying assumptions are identified, including some subtle approximations that are inherently employed in published average-state procedures. Finally, a representative test case is discussed for which an intrinsically exact average state is determined. This exact state is then compared with the predictions of recent methods, and their inherent approximations are appropriately quantified.

Iannelli, G. S.↗

Inflow/Outflow Boundary Conditions with Application to FUN3D

Several boundary conditions that allow subsonic and supersonic flow into and out of the computational domain are discussed. These boundary conditions are demonstrated in the FUN3D computational fluid dynamics (CFD) code which solves the three-dimensional Navier-Stokes equations on unstructured computational meshes. The boundary conditions are enforced through determination of the flux contribution at the boundary to the solution residual. The boundary conditions are implemented in an implicit form where the Jacobian contribution of the boundary condition is included and is exact. All of the flows are governed by the calorically perfect gas thermodynamic equations. Three problems are used to assess these boundary conditions. Solution residual convergence to machine zero precision occurred for all cases. The converged solution boundary state is compared with the requested boundary state for several levels of mesh densities. The boundary values converged to the requested boundary condition with approximately second-order accuracy for all of the cases.

Carlson, Jan-Renee↗

Domain decomposition methods for the parallel computation of reacting flows

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors.

Keyes, David E.↗