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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↗

Higher Order Modeling In the BEM/FEM Hybrid Formulation

Hybrid formulations using low order curl-conforming bases to represent the total electric field within a finite element region and low order divergence-conforming bases to represent equivalent electric and magnetic currents on the boundary are well known. However, higher-order divergence and curl-conforming bases have been shown to provide significant benefits in convergence rates and accuracy when employed in strictly integral equation and strictly finite element formulations. In this paper, a hybrid electric field formulation employing higher order bases is presented. The paper addresses benefits and issues associated with using higher order divergence-and curl-conforming bases in the hybrid finite element/boundary element electric field formulation. The method of singularity subtraction may be used to compute the self terms of the boundary integral when the bases are of low order. But this method becomes laborious and requires great care when the divergence conforming bases are of higher order. In order to handle these singularities simply and accurately, a generalized Gaussian quadrature method is employed in which the expansion functions account for the singularity. In preliminary tests of the higher order hybrid formulation, the equivalent electric current induced by scattering of a plane wave from a square dielectric cylinder is examined. Accurate results are obtained using only a two-triangle mesh when the current basis is of order 4 or 5. Additional results are presented comparing the error obtained using higher order bases to that obtained using lower order bases when the number of unknowns is approximately equal. Also, convergence rates obtained with higher order bases are compared to those obtained with lower order bases for selected sample problems.

Fink, Patrick W.↗

Ordered fast fourier transforms on a massively parallel hypercube multiprocessor

Design alternatives for ordered Fast Fourier Transformation (FFT) algorithms were examined on massively parallel hypercube multiprocessors such as the Connection Machine. Particular emphasis is placed on reducing communication which is known to dominate the overall computing time. To this end, the order and computational phases of the FFT were combined, and the sequence to processor maps that reduce communication were used. The class of ordered transforms is expanded to include any FFT in which the order of the transform is the same as that of the input sequence. Two such orderings are examined, namely, standard-order and A-order which can be implemented with equal ease on the Connection Machine where orderings are determined by geometries and priorities. If the sequence has N = 2 exp r elements and the hypercube has P = 2 exp d processors, then a standard-order FFT can be implemented with d + r/2 + 1 parallel transmissions. An A-order sequence can be transformed with 2d - r/2 parallel transmissions which is r - d + 1 fewer than the standard order. A parallel method for computing the trigonometric coefficients is presented that does not use trigonometric functions or interprocessor communication. A performance of 0.9 GFLOPS was obtained for an A-order transform on the Connection Machine.

Tong, Charles↗

3D Higher Order Modeling in the BEM/FEM Hybrid Formulation

Higher order divergence- and curl-conforming bases have been shown to provide significant benefits, in both convergence rate and accuracy, in the 2D hybrid finite element/boundary element formulation (P. Fink and D. Wilton, National Radio Science Meeting, Boulder, CO, Jan. 2000). A critical issue in achieving the potential for accuracy of the approach is the accurate evaluation of all matrix elements. These involve products of high order polynomials and, in some instances, singular Green's functions. In the 2D formulation, the use of a generalized Gaussian quadrature method was found to greatly facilitate the computation and to improve the accuracy of the boundary integral equation self-terms. In this paper, a 3D, hybrid electric field formulation employing higher order bases and higher order elements is presented. The improvements in convergence rate and accuracy, compared to those resulting from lower order modeling, are established. Techniques developed to facilitate the computation of the boundary integral self-terms are also shown to improve the accuracy of these terms. Finally, simple preconditioning techniques are used in conjunction with iterative solution procedures to solve the resulting linear system efficiently. In order to handle the boundary integral singularities in the 3D formulation, the parent element- either a triangle or rectangle-is subdivided into a set of sub-triangles with a common vertex at the singularity. The contribution to the integral from each of the sub-triangles is computed using the Duffy transformation to remove the singularity. This method is shown to greatly facilitate t'pe self-term computation when the bases are of higher order. In addition, the sub-triangles can be further divided to achieve near arbitrary accuracy in the self-term computation. An efficient method for subdividing the parent element is presented. The accuracy obtained using higher order bases is compared to that obtained using lower order bases when the number of unknowns is approximately equal. Also, convergence rates obtained using higher order bases are compared to those obtained with lower order bases for selected sample

Fink, P. W.↗

The 4th order GISS model of the global atmosphere

The new GISS 4th order model of the global atmosphere is described. It is based on 4th order quadratically conservative differences with the periodic application of a 16th order filter on the sea level pressure and potential temperature equations, a combination which is approximately enstrophy conserving. Several short range forecasts indicate a significant improvement over 2nd order forecasts with the same resolution (approximately 400 km). However the 4th order forecasts are somewhat inferior to 2nd order forecasts with double resolution. This is probably due to the presence of short waves in the range between 1000 km and 2000 km, which are computed more accurately by the 2nd order high resolution model. An operation count of the schemes indicates that with similar code optimization, the 4th order model will require approximately the same amount of computer time as the 2nd order model with the same resolution. It is estimated that the 4th order model with a grid size of 200 km provides enough accuracy to make horizontal truncation errors negligible over a period of a week for all synoptic scales (waves longer than 1000 km).

Kalnay-Rivas, E.↗

Control of Initialized Fractional-Order Systems

Due to the importance of historical effects in fractional-order systems, this paper presents a general fractional-order control theory that includes the time-varying initialization response. Previous studies have not properly accounted for these historical effects. The initialization response, along with the forced response, for fractional-order systems is determined. Stability properties of fractional-order systems are presented in the complex Airplane, which is a transformation of the s-plane. Time responses are discussed with respect to pole positions in the complex Airplane and frequency response behavior is included. A fractional-order vector space representation, which is a generalization of the state space concept, is presented including the initialization response. Control methods for vector representations of initialized fractional-order systems are shown. Nyquist, root-locus, and other input-output control methods are adapted to the control of fractional-order systems. Finally, the fractional-order differintegral is generalized to continuous order-distributions that have the possibility of including a continuum of fractional orders in a system element.

Hartly, Tom T.↗

Control of Initialized Fractional-Order Systems

Due to the importance of historical effects in fractional-order systems, this paper presents a general fractional-order control theory that includes the time-varying initialization response. Previous studies have not properly accounted for these historical effects. The initialization response, along with the forced response, for fractional-order systems is determined. Stability properties of fractional-order systems are presented in the complex w-plane, which is a transformation of the s-plane. Time responses are discussed with respect to pole positions in the complex w-plane and frequency response behavior is included. A fractional-order vector space representation, which is a generalization of the state space concept, is presented including the initialization response. Control methods for vector representations of initialized fractional-order systems are shown. Nyquist, root-locus, and other input-output control methods are adapted to the control of fractional-order systems. Finally, the fractional-order differintegral is generalized to continuous order-distributions that have the possibility of including a continuum of fractional orders in a system element.

Hartley, Tom T.↗

Higher Order, Hybrid BEM/FEM Methods Applied to Antenna Modeling

In this presentation, the authors address topics relevant to higher order modeling using hybrid BEM/FEM formulations. The first of these is the limitation on convergence rates imposed by geometric modeling errors in the analysis of scattering by a dielectric sphere. The second topic is the application of an Incomplete LU Threshold (ILUT) preconditioner to solve the linear system resulting from the BEM/FEM formulation. The final tOpic is the application of the higher order BEM/FEM formulation to antenna modeling problems. The authors have previously presented work on the benefits of higher order modeling. To achieve these benefits, special attention is required in the integration of singular and near-singular terms arising in the surface integral equation. Several methods for handling these terms have been presented. It is also well known that achieving ~he high rates of convergence afforded by higher order bases may als'o require the employment of higher order geometry models. A number of publications have described the use of quadratic elements to model curved surfaces. The authors have shown in an EFIE formulation, applied to scattering by a PEC .sphere, that quadratic order elements may be insufficient to prevent the domination of modeling errors. In fact, on a PEC sphere with radius r = 0.58 Lambda(sub 0), a quartic order geometry representation was required to obtain a convergence benefi.t from quadratic bases when compared to the convergence rate achieved with linear bases. Initial trials indicate that, for a dielectric sphere of the same radius, - requirements on the geometry model are not as severe as for the PEC sphere. The authors will present convergence results for higher order bases as a function of the geometry model order in the hybrid BEM/FEM formulation applied to dielectric spheres. It is well known that the system matrix resulting from the hybrid BEM/FEM formulation is ill -conditioned. For many real applications, a good preconditioner is required to obtain usable convergence from an iterative solver. The authors have examined the use of an Incomplete LU Threshold (ILUT) preconditioner . to solver linear systems stemming from higher order BEM/FEM formulations in 2D scattering problems. Although the resulting preconditioner provided aD excellent approximation to the system inverse, its size in terms of non-zero entries represented only a modest improvement when compared with the fill-in associated with a sparse direct solver. Furthermore, the fill-in of the preconditioner could not be substantially reduced without the occurrence of instabilities. In addition to the results for these 2D problems, the authors will present iterative solution data from the application of the ILUT preconditioner to 3D problems.

Fink, P. W.↗

Measurement of distributed strain and temperature based on higher order and higher mode Bragg conditions

A Bragg grating sensor for measuring distributed strain and temperature at the same time comprises an optical fiber having a single mode operating wavelength region and below a cutoff wavelength of the fiber having a multimode operating wavelength region. A saturated, higher order Bragg grating having first and second order Bragg conditions is fabricated in the optical fiber. The first order of Bragg resonance wavelength of the Bragg grating is within the single mode operating wavelength region of the optical fiber and the second order of Bragg resonance wavelength is below the cutoff wavelength of the fiber within the multimode operating wavelength region. The reflectivities of the saturated Bragg grating at the first and second order Bragg conditions are less than two orders of magnitude of one another. In use, the first and second order Bragg conditions are simultaneously created in the sensor at the respective wavelengths and a signal from the sensor is demodulated with respect to each of the wavelengths corresponding to the first and second order Bragg conditions. Two Bragg conditions have different responsivities to strain and temperature, thus allowing two equations for axial strain and temperature to be found in terms of the measure shifts in the primary and second order Bragg wavelengths. This system of equations can be solved for strain and temperature.

Sirkis, James S.↗

Explanation-based generalization of partially ordered plans

Most previous work in analytic generalization of plans dealt with totally ordered plans. These methods cannot be directly applied to generalizing partially ordered plans, since they do not capture all interactions among plan operators for all total orders of such plans. We introduce a new method for generalizing partially ordered plans. This method is based on providing explanation-based generalization (EBG) with explanations which systematically capture the interactions among plan operators for all the total orders of a partially-ordered plan. The explanations are based on the Modal Truth Criterion which states the necessary and sufficient conditions for ensuring the truth of a proposition at any point in a plan, for a class of partially ordered plans. The generalizations obtained by this method guarantee successful and interaction-free execution of any total order of the generalized plan. In addition, the systematic derivation of the generalization algorithms from the Modal Truth Criterion obviates the need for carrying out a separate formal proof of correctness of the EBG algorithms.

Kambhampati, Subbarao↗

First-order inflation

In the original proposal, inflation occurred in the process of a strongly first-order phase transition. This model was soon demonstrated to be fatally flawed. Subsequent models for inflation involved phase transitions that were second-order, or perhaps weakly first-order; some even involved no phase transition at all. Recently the possibility of inflation during a strongly first-order phase transition has been revived. In this talk I will discuss some models for first-order inflation, and emphasize unique signatures that result if inflation is realized in a first-order transition. Before discussing first-order inflation, I will briefly review some of the history of inflation to demonstrate how first-order inflation differs from other models.

Kolb, Edward W.↗

An approach to the development of numerical algorithms for first order linear hyperbolic systems in multiple space dimensions: The constant coefficient case

Two methods for developing high order single step explicit algorithms on symmetric stencils with data on only one time level are presented. Examples are given for the convection and linearized Euler equations with up to the eighth order accuracy in both space and time in one space dimension, and up to the sixth in two space dimensions. The method of characteristics is generalized to nondiagonalizable hyperbolic systems by using exact local polynominal solutions of the system, and the resulting exact propagator methods automatically incorporate the correct multidimensional wave propagation dynamics. Multivariate Taylor or Cauchy-Kowaleskaya expansions are also used to develop algorithms. Both of these methods can be applied to obtain algorithms of arbitrarily high order for hyperbolic systems in multiple space dimensions. Cross derivatives are included in the local approximations used to develop the algorithms in this paper in order to obtain high order accuracy, and improved isotropy and stability. Efficiency in meeting global error bounds is an important criterion for evaluating algorithms, and the higher order algorithms are shown to be up to several orders of magnitude more efficient even though they are more complex. Stable high order boundary conditions for the linearized Euler equations are developed in one space dimension, and demonstrated in two space dimensions.

Goodrich, John W.↗

High Order Discontinuous Gelerkin Methods for Convection Dominated Problems with Application to Aeroacoustics

This project is about the investigation of the development of the discontinuous Galerkin finite element methods, for general geometry and triangulations, for solving convection dominated problems, with applications to aeroacoustics. On the analysis side, we have studied the efficient and stable discontinuous Galerkin framework for small second derivative terms, for example in Navier-Stokes equations, and also for related equations such as the Hamilton-Jacobi equations. This is a truly local discontinuous formulation where derivatives are considered as new variables. On the applied side, we have implemented and tested the efficiency of different approaches numerically. Related issues in high order ENO and WENO finite difference methods and spectral methods have also been investigated. Jointly with Hu, we have presented a discontinuous Galerkin finite element method for solving the nonlinear Hamilton-Jacobi equations. This method is based on the RungeKutta discontinuous Galerkin finite element method for solving conservation laws. The method has the flexibility of treating complicated geometry by using arbitrary triangulation, can achieve high order accuracy with a local, compact stencil, and are suited for efficient parallel implementation. One and two dimensional numerical examples are given to illustrate the capability of the method. Jointly with Hu, we have constructed third and fourth order WENO schemes on two dimensional unstructured meshes (triangles) in the finite volume formulation. The third order schemes are based on a combination of linear polynomials with nonlinear weights, and the fourth order schemes are based on combination of quadratic polynomials with nonlinear weights. We have addressed several difficult issues associated with high order WENO schemes on unstructured mesh, including the choice of linear and nonlinear weights, what to do with negative weights, etc. Numerical examples are shown to demonstrate the accuracies and robustness of the methods for shock calculations. Jointly with P. Montarnal, we have used a recently developed energy relaxation theory by Coquel and Perthame and high order weighted essentially non-oscillatory (WENO) schemes to simulate the Euler equations of real gas. The main idea is an energy decomposition under the form epsilon = epsilon(sub 1) + epsilon(sub 2), where epsilon(sub 1) is associated with a simpler pressure law (gamma)-law in this paper) and the nonlinear deviation epsilon(sub 2) is convected with the flow. A relaxation process is performed for each time step to ensure that the original pressure law is satisfied. The necessary characteristic decomposition for the high order WENO schemes is performed on the characteristic fields based on the epsilon(sub l) gamma-law. The algorithm only calls for the original pressure law once per grid point per time step, without the need to compute its derivatives or any Riemann solvers. Both one and two dimensional numerical examples are shown to illustrate the effectiveness of this approach.

Shu, Chi-Wang↗

Control of Initialized Fractional-Order Systems

Fractional-Order systems, or systems containing fractional derivatives and integrals, have been studied by many in the engineering area. Additionally, very readable discussions, devoted specifically to the subject, are presented by Oldham and Spanier, Miller and Ross, and Pudlubny (1999a). It should be noted that there are a growing number of physical systems whose behavior can be compactly described using fractional system theory. Of specific interest to electrical engineers are long lines, electrochemical processes, dielectric polarization, colored noise, viscoelastic materials, and chaos. With the growing number of applications, it is important to establish a theory of control for these fractional-order systems, and for the potential use of fractional-order systems as feedback compensators. This topic is addressed in this paper. The first section discusses the control of fractional-order systems using a vector space representation, where initialization is included in the discussion. It should be noted that Bagley and Calico and Padovan and Sawicki both present a fractional state-space representation, which do not include the important historic effects. Incorporation of these effects based on the initialized fractional calculus is presented . The control methods presented in this paper are based on the initialized fractional order system theory. The second section presents an input-output approach. Some of the problems encountered in these sections are: a) the need to introduce a new complex plane to study the dynamics of fractional-order systems, b) the need to properly define the Laplace transform of the fractional derivative, and c) the proper inclusion of the initialization response in the system and control formulation. Following this, the next section generalizes the proportional-plus-integral-control (PI-control) and PID-control (PI-plus- derivative) concepts using fractional integrals. This is then further generalized using general fractional- order compensators. Finally the compensator concept is generalized by the use of a continuum of fractions in the compensator via the concept of order-distributions. The last section introduces fractional feedback in discrete-time.

Hartley, Tom T.↗

Adaptive Numerical Dissipative Control in High Order Schemes for Multi-D Non-Ideal MHD

The goal is to extend our adaptive numerical dissipation control in high order filter schemes and our new divergence-free methods for ideal MHD to non-ideal MHD that include viscosity and resistivity. The key idea consists of automatic detection of different flow features as distinct sensors to signal the appropriate type and amount of numerical dissipation/filter where needed and leave the rest of the region free of numerical dissipation contamination. These scheme-independent detectors are capable of distinguishing shocks/shears, flame sheets, turbulent fluctuations and spurious high-frequency oscillations. The detection algorithm is based on an artificial compression method (ACM) (for shocks/shears), and redundant multi-resolution wavelets (WAV) (for the above types of flow feature). These filter approaches also provide a natural and efficient way for the minimization of Div(B) numerical error. The filter scheme consists of spatially sixth order or higher non-dissipative spatial difference operators as the base scheme for the inviscid flux derivatives. If necessary, a small amount of high order linear dissipation is used to remove spurious high frequency oscillations. For example, an eighth-order centered linear dissipation (AD8) might be included in conjunction with a spatially sixth-order base scheme. The inviscid difference operator is applied twice for the viscous flux derivatives. After the completion of a full time step of the base scheme step, the solution is adaptively filtered by the product of a 'flow detector' and the 'nonlinear dissipative portion' of a high-resolution shock-capturing scheme. In addition, the scheme independent wavelet flow detector can be used in conjunction with spatially compact, spectral or spectral element type of base schemes. The ACM and wavelet filter schemes using the dissipative portion of a second-order shock-capturing scheme with sixth-order spatial central base scheme for both the inviscid and viscous MHD flux derivatives and a fourth-order Runge-Kutta method are denoted.

Yee, H. C.↗

1st- and 2nd-order motion and texture resolution in central and peripheral vision

STIMULI. The 1st-order stimuli are moving sine gratings. The 2nd-order stimuli are fields of static visual texture, whose contrasts are modulated by moving sine gratings. Neither the spatial slant (orientation) nor the direction of motion of these 2nd-order (microbalanced) stimuli can be detected by a Fourier analysis; they are invisible to Reichardt and motion-energy detectors. METHOD. For these dynamic stimuli, when presented both centrally and in an annular window extending from 8 to 10 deg in eccentricity, we measured the highest spatial frequency for which discrimination between +/- 45 deg texture slants and discrimination between opposite directions of motion were each possible. RESULTS. For sufficiently low spatial frequencies, slant and direction can be discriminated in both central and peripheral vision, for both 1st- and for 2nd-order stimuli. For both 1st- and 2nd-order stimuli, at both retinal locations, slant discrimination is possible at higher spatial frequencies than direction discrimination. For both 1st- and 2nd-order stimuli, motion resolution decreases 2-3 times more rapidly with eccentricity than does texture resolution. CONCLUSIONS. (1) 1st- and 2nd-order motion scale similarly with eccentricity. (2) 1st- and 2nd-order texture scale similarly with eccentricity. (3) The central/peripheral resolution fall-off is 2-3 times greater for motion than for texture.

Pattern Recognition, Visual/physiology↗