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Runge-Kutta Methods for Linear Ordinary Differential Equations

Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

Zingg, David W.↗

A Survey of Composite Grid Generation for General Three-dimensional Sections

The generation and use of composite grids for general three-dimensional physical boundary configurations is discussed, and the availability of several codes or procedures is noted. With the composite framework, the physical region is segmented into sub-regions, each bounded by six curved sides, and a grid is generated in each sub-region. These grids may be joined at the interfaces between the sub-regions with various degrees of continuity. This structure allows codes to be constructed to operate on rectangular blocks in computational space, so that existing solution procedures can be readily incorporated in the construction of codes for general configurations. Numerical grid generation is an integral part of the numerical solution of partial differential equations and is one of the pacing items in the development of codes for general configurations. The numerically generated grid frees the computational simulation from restriction to certain boundary shapes and allows general codes to be written in which the boundary shape is specified simply by input. The numerically generated grid allows all computation to be done on a fixed square grid in the computational space, which is always rectangular by construction.

Thompson, J. F.↗

Numerical computation of transonic flow governed by the full-potential equation

Basic concepts associated with the numerical solution of elliptic partial differential equations are introduced, and procedures used to solve the full potential equation for transonic flow fields are discussed. Governing equations, classical relaxation schemes and concepts regarding transonic, full potential equation algorithms are covered. The equation transformation and grid generation procedures; full potential spatial differencing schemes; full potential iteration schemes, emphasizing convergence acceleration; and three dimensional applications are presented.

Holst, T. L.↗

High-order numerical solutions using cubic splines

The cubic spline collocation procedure for the numerical solution of partial differential equations was reformulated so that the accuracy of the second-derivative approximation is improved and parallels that previously obtained for lower derivative terms. The final result is a numerical procedure having overall third-order accuracy for a nonuniform mesh and overall fourth-order accuracy for a uniform mesh. Application of the technique was made to the Burger's equation, to the flow around a linear corner, to the potential flow over a circular cylinder, and to boundary layer problems. The results confirmed the higher-order accuracy of the spline method and suggest that accurate solutions for more practical flow problems can be obtained with relatively coarse nonuniform meshes.

Rubin, S. G.↗

A fourth-order box method for solving the boundary layer equations

A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.

Wornom, S. F.↗

Error induced by coordinate systems

It is pointed out that the choice of a curvilinear coordinate system can have a substantial effect on the error in the numerical solution of a partial differential equation. The truncation error is dependent not only on the higher order derivatives of the solution and the local grid spacing, but also on the rate-of-change of the grid spacing and on the departure of the grid from orthogonality. In connection with the present investigation, an analysis is conducted of the local truncation error in the approximation of first and second order derivatives on a curvilinear grid. Attention is given to a number of examples which illustrate the two fundamental sources of truncation error in the numerical solution of partial differential equations on curvilinear coordinate systems. The first is the grid spacing and changes in grid spacing which is measured by the first and second order derivatives of the functions defining the coordinate system. The second source is the higher order derivatives of the solution itself.

Mastin, C. W.↗

Higher-order numerical solutions using cubic splines

A cubic spline collocation procedure was developed for the numerical solution of partial differential equations. This spline procedure is reformulated so that the accuracy of the second-derivative approximation is improved and parallels that previously obtained for lower derivative terms. The final result is a numerical procedure having overall third-order accuracy of a nonuniform mesh. Solutions using both spline procedures, as well as three-point finite difference methods, are presented for several model problems.

Rubin, S. G.↗

Higher-order numerical solutions using cubic splines

A cubic spline collocation procedure has recently been developed for the numerical solution of partial differential equations. In the present paper, this spline procedure is reformulated so that the accuracy of the second-derivative approximation is improved and parallels that previously obtained for lower derivative terms. The final result is a numerical procedure having overall third-order accuracy for a non-uniform mesh and overall fourth-order accuracy for a uniform mesh. Solutions using both spline procedures, as well as three-point finite difference methods, will be presented for several model problems.-

Rubin, S. G.↗

High Order Approximations for Compressible Fluid Dynamics on Unstructured and Cartesian Meshes

The development of high-order accurate numerical discretization techniques for irregular domains and meshes is often cited as one of the remaining challenges facing the field of computational fluid dynamics. In structural mechanics, the advantages of high-order finite element approximation are widely recognized. This is especially true when high-order element approximation is combined with element refinement (h-p refinement). In computational fluid dynamics, high-order discretization methods are infrequently used in the computation of compressible fluid flow. The hyperbolic nature of the governing equations and the presence of solution discontinuities makes high-order accuracy difficult to achieve. Consequently, second-order accurate methods are still predominately used in industrial applications even though evidence suggests that high-order methods may offer a way to significantly improve the resolution and accuracy for these calculations. To address this important topic, a special course was jointly organized by the Applied Vehicle Technology Panel of NATO's Research and Technology Organization (RTO), the von Karman Institute for Fluid Dynamics, and the Numerical Aerospace Simulation Division at the NASA Ames Research Center. The NATO RTO sponsored course entitled "Higher Order Discretization Methods in Computational Fluid Dynamics" was held September 14-18, 1998 at the von Karman Institute for Fluid Dynamics in Belgium and September 21-25, 1998 at the NASA Ames Research Center in the United States. During this special course, lecturers from Europe and the United States gave a series of comprehensive lectures on advanced topics related to the high-order numerical discretization of partial differential equations with primary emphasis given to computational fluid dynamics (CFD). Additional consideration was given to topics in computational physics such as the high-order discretization of the Hamilton-Jacobi, Helmholtz, and elasticity equations. This volume consists of five articles prepared by the special course lecturers. These articles should be of particular relevance to those readers with an interest in numerical discretization techniques which generalize to very high-order accuracy. The articles of Professors Abgrall and Shu consider the mathematical formulation of high-order accurate finite volume schemes utilizing essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) reconstruction together with upwind flux evaluation. These formulations are particularly effective in computing numerical solutions of conservation laws containing solution discontinuities. Careful attention is given by the authors to implementational issues and techniques for improving the overall efficiency of these methods. The article of Professor Cockburn discusses the discontinuous Galerkin finite element method. This method naturally extends to high-order accuracy and has an interpretation as a finite volume method. Cockburn addresses two important issues associated with the discontinuous Galerkin method: controlling spurious extrema near solution discontinuities via "limiting" and the extension to second order advective-diffusive equations (joint work with Shu). The articles of Dr. Henderson and Professor Schwab consider the mathematical formulation and implementation of the h-p finite element methods using hierarchical basis functions and adaptive mesh refinement. These methods are particularly useful in computing high-order accurate solutions containing perturbative layers and corner singularities. Additional flexibility is obtained using a mortar FEM technique whereby nonconforming elements are interfaced together. Numerous examples are given by Henderson applying the h-p FEM method to the simulation of turbulence and turbulence transition.

Barth, Timothy↗

Critical study of higher order numerical methods for solving the boundary-layer equations

A fourth order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method, which is the natural extension of the second order box scheme to fourth order, was demonstrated with application to the incompressible, laminar and turbulent, boundary layer equations. The efficiency of the present method is compared with two point and three point higher order methods, namely, the Keller box scheme with Richardson extrapolation, the method of deferred corrections, a three point spline method, and a modified finite element method. For equivalent accuracy, numerical results show the present method to be more efficient than higher order methods for both laminar and turbulent flows.

Wornom, S. F.↗

Application of higher-order numerical methods to the boundary-layer equations

A fourth-order method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations for both attached and separated flows. The efficiency of the present method is compared with other higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, the three-point spline methods, and a modified finite-element method. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.

Wornom, S. F.↗

A critical study of higher-order numerical methods for solving the boundary-layer equations

A fourth-order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations. The efficiency of the present method is compared with other two-point and three-point higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, and the three-point spline methods. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.

Wornom, S. F.↗

Linear and nonlinear PSE for compressible boundary layers

Compressible stability of growing boundary layers is studied by numerically solving the partial differential equations under a parabolizing approximation. The resulting parabolized stability equations (PSE) account for nonparallel as well as nonlinear effects. Evolution of disturbances in compressible flat-plate boundary layers are studied for freestream Mach numbers ranging from 0 to 4.5. Results indicate that the effect of boundary-layer growth is important for linear disturbances. Nonlinear calculations are performed for various Mach numbers. Two-dimensional nonlinear results using the PSE approach agree well with those from direct numerical simulations using the full Navier-Stokes equations while the required computational time is less by an order of magnitude. Spatial simulation using PSE were carried out for both the fundamental and subharmonic type breakdown for a Mach 1.6 boundary layer. The promising results obtained show that the PSE method is a powerful tool for studying boundary-layer instabilities and for predicting transition over a wide range of Mach numbers.

Chang, Chau-Lyan↗

Vertical distribution of vibrational energy of molecular nitrogen in a stable auroral red arc and its effect on ionospheric electron densities

Previous solutions of the problem of the distribution of vibrationally excited molecular nitrogen in the thermosphere have either assumed a Boltzmann distribution and considered diffusion as one of the loss processes or solved for the energy level populations and neglected diffusion. Both of the previous approaches are combined by solving the time dependent continuity equations, including the diffusion process, for the first six energy levels of molecular nitrogen for conditions in the thermosphere corresponding to a stable auroral red arc. The primary source of molecular nitrogen excitation was subexcitation, and inelastic collisions between thermal electrons and molecular nitrogen. The reaction rates for this process were calculated from published cross section calculations. The loss processes for vibrational energy were electron and atomic oxygen quenching and vibrational energy exchange. The coupled sets of nonlinear, partial differential equations were solved numerically by employing finite difference equations.

Newton, G. P.↗

Historical evolution of vortex-lattice methods

A review of the beginning and some orientation of the vortex-lattice method were given. The historical course of this method was followed in conjunction with its field of computational fluid dynamics, spanning the period from L.F. Richardson's paper in 1910 to 1975. The following landmarks were pointed out: numerical analysis of partial differential equations, lifting-line theory, finite-difference method, 1/4-3/4 rule, block relaxation technique, application of electronic computers, and advanced panel methods.

Deyoung, J.↗