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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.↗

FIERRO V.X

FIERRO is a modern C++ code intended to simulate quasi-static solid mechanics problems and transient, compressible material dynamic problems with Lagrangian methods, which have meshes with constant mass elements that move with the material. FIERRO is designed to aid a) material model research that has historically been done using commercial implicit and explicit finite element codes, b) numerical methods research, and c) computer science research. FIERRO supports user developed material models that adhere to several industry standard formats by using a C++ to Fortran interface to couple the model to the numerical solvers. FIERRO is built on the ELEMENTS library that supports a diverse suite of element types, including high-order elements, and quadrature rules. The mesh class within the ELEMENTS library is designed for efficient calculations on unstructured meshes and to minimize memory usage. FIERRO is designed to readily accommodate a range of numerical methods including continuous finite element, finite volume, and discontinuous Galerkin methods. FIERRO is designed to support explicit and implicit time integration methods. FIERRO only supports a single material in an element. No physical data exists within the code.

Morgan, Nathaniel↗

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.↗

Strong Stability Preserving Integrating Factor Two-Step Runge-Kutta Methods

In this report, problems with components that feature significantly different time scales, where the stiff time-step restriction comes from a linear component, implicit-explicit (IMEX) methods alleviate this restriction if the concern is linear stability. However, when nonlinear non-inner-product stability properties are of interest, such as in the evolution of hyperbolic partial differential equations with shocks or sharp gradients, linear inner-product stability is no longer sufficient for convergence, and so strong stability preserving (SSP) methods are often needed. Where the SSP property is needed, IMEX SSP Runge-Kutta (SSP-IMEX) methods have very restrictive time-steps. An alternative to SSP-IMEX schemes is to adopt an integrating factor approach to handle the linear component exactly and step the transformed problem forward using some time-evolution method. The strong stability properties of integrating factor Runge-Kutta methods were established in Isherwood et al. (SIAM J Numer Anal 56(6):3276–3307, 2018), where it was shown that it is possible to define explicit integrating factor Runge-Kutta methods that preserve strong stability properties satisfied by each of the two components when coupled with forward Euler time-stepping. It was proved that the solution will be SSP if the transformed problem is stepped forward with an explicit SSP Runge-Kutta method that has non-decreasing abscissas. However, explicit SSP Runge-Kutta methods have an order barrier of p=4, and sometimes higher order is desired. In this work we consider explicit SSP two-step Runge-Kutta integrating factor methods to raise the order. We show that strong stability is ensured if the two-step Runge-Kutta method used to evolve the transformed problem is SSP and has non-decreasing abscissas. We find such methods up to eighth order and present their SSP coefficients. Adding a step allows us to break the fourth order barrier on explicit SSP Runge-Kutta methods; furthermore, our explicit SSP two-step Runge-Kutta methods with non-decreasing abscissas typically have larger SSP coefficients than the corresponding one-step methods. A selection of our methods are tested for convergence and demonstrate the design order. We also show, for selected methods, that the SSP time-step predicted by the theory is a lower bound of the allowable time-step for linear and nonlinear problems that satisfy the total variation diminishing (TVD) condition. We compare some of the non-decreasing abscissa SSP two-step Runge-Kutta methods to previously found methods that do not satisfy this criterion on linear and nonlinear TVD test cases to show that this non-decreasing abscissa condition is indeed necessary in practice as well as theory. We also compare these results to our SSP integrating factor Runge-Kutta methods designed in Isherwood et al. (2018).

97 MATHEMATICS AND COMPUTING↗

ARKODE: A Flexible IVP Solver Infrastructure for One-step Methods

We describe the ARKODE library of one-step time integration methods for ordinary differential equation (ODE) initial-value problems (IVPs). In addition to providing standard explicit and diagonally implicit Runge–Kutta methods, ARKODE supports one-step methods designed to treat additive splittings of the IVP, including implicit-explicit (ImEx) additive Runge–Kutta methods and multirate infinitesimal (MRI) methods. We present the role of ARKODE within the SUNDIALS suite of time integration and nonlinear solver libraries, the core ARKODE infrastructure for utilities common to large classes of one-step methods, as well as its use of “time stepper” modules enabling easy incorporation of novel algorithms into the library. Numerical results show example problems of increasing complexity, highlighting the algorithmic flexibility afforded through this infrastructure, and include a larger multiphysics application leveraging multiple algorithmic features from ARKODE and SUNDIALS.

97 MATHEMATICS AND COMPUTING↗

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.↗