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On High-Order Upwind Methods for Advection

In the fourth installment of the celebrated series of five papers entitled "Towards the ultimate conservative difference scheme", Van Leer (1977) introduced five schemes for advection, the first three are piecewise linear, and the last two, piecewise parabolic. Among the five, scheme I, which is the least accurate, extends with relative ease to systems of equations in multiple dimensions. As a result, it became the most popular and is widely known as the MUSCL scheme (monotone upstream-centered schemes for conservation laws). Schemes III and V have the same accuracy, are the most accurate, and are closely related to current high-order methods. Scheme III uses a piecewise linear approximation that is discontinuous across cells, and can be considered as a precursor of the discontinuous Galerkin methods. Scheme V employs a piecewise quadratic approximation that is, as opposed to the case of scheme III, continuous across cells. This method is the basis for the on-going "active flux scheme" developed by Roe and collaborators. Here, schemes III and V are shown to be equivalent in the sense that they yield identical (reconstructed) solutions, provided the initial condition for scheme III is defined from that of scheme V in a manner dependent on the CFL number. This equivalence is counter intuitive since it is generally believed that piecewise linear and piecewise parabolic methods cannot produce the same solutions due to their different degrees of approximation. The finding also shows a key connection between the approaches of discontinuous and continuous polynomial approximations. In addition to the discussed equivalence, a framework using both projection and interpolation that extends schemes III and V into a single family of high-order schemes is introduced. For these high-order extensions, it is demonstrated via Fourier analysis that schemes with the same number of degrees of freedom 𝐾 per cell, in spite of the different piecewise polynomial degrees, share the same sets of eigenvalues and thus, have the same stability and accuracy. Moreover, these schemes are accurate to order 2𝐾−1, which is higher than the expected order of 𝐾.

high-order methods

Divergence Free High Order Filter Methods for Multiscale Non-ideal MHD Flows

Low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous MHD flows has been constructed. Several variants of the filter approach that cater to different flow types are proposed. These filters provide a natural and efficient way for the minimization of the divergence of the magnetic field (Delta . B) numerical error in the sense that no standard divergence cleaning is required. For certain 2-D MHD test problems, divergence free preservation of the magnetic fields of these filter schemes has been achieved.

Yee, H. C.

Analysis of High Order Difference Methods for Multiscale Complex Compressible Flows

Accurate numerical simulations of complex multiscale compressible viscous flows, especially high speed turbulence combustion and acoustics, demand high order schemes with adaptive numerical dissipation controls. Standard high resolution shock-capturing methods are too dissipative to capture the small scales and/or long-time wave propagations without extreme grid refinements and small time steps. An integrated approach for the control of numerical dissipation in high order schemes with incremental studies was initiated. Here we further refine the analysis on, and improve the understanding of the adaptive numerical dissipation control strategy. Basically, the development of these schemes focuses on high order nondissipative schemes and takes advantage of the progress that has been made for the last 30 years in numerical methods for conservation laws, such as techniques for imposing boundary conditions, techniques for stability at shock waves, and techniques for stable and accurate long-time integration. We concentrate on high order centered spatial discretizations and a fourth-order Runge-Kutta temporal discretizations as the base scheme. Near the bound-aries, the base scheme has stable boundary difference operators. To further enhance stability, the split form of the inviscid flux derivatives is frequently used for smooth flow problems. To enhance nonlinear stability, linear high order numerical dissipations are employed away from discontinuities, and nonlinear filters are employed after each time step in order to suppress spurious oscillations near discontinuities to minimize the smearing of turbulent fluctuations. Although these schemes are built from many components, each of which is well-known, it is not entirely obvious how the different components be best connected. For example, the nonlinear filter could instead have been built into the spatial discretization, so that it would have been activated at each stage in the Runge-Kutta time stepping. We could think of a mechanism that activates the split form of the equations only at some parts of the domain. Another issue is how to define good sensors for determining in which parts of the computational domain a certain feature should be filtered by the appropriate numerical dissipation. For the present study we employ a wavelet technique introduced in as sensors. Here, the method is briefly described with selected numerical experiments.

Sjoegreen, Bjoern

Divergence Free High Order Filter Methods for the Compressible MHD Equations

The generalization of a class of low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous gas dynamic flows to compressible MHD equations for structured curvilinear grids has been achieved. The new scheme is shown to provide a natural and efficient way for the minimization of the divergence of the magnetic field numerical error. Standard diver- gence cleaning is not required by the present filter approach. For certain MHD test cases, divergence free preservation of the magnetic fields has been achieved.

Yea, H. C.

High Order And High Resolution Methods For a Model CAA Problem

The initial value problem for the first order linear wave equation in one space dimension is treated for two cases with specified initial data and grid, and data from solutions at t = 400 and t = 800 are presented, as prescribed for Problem 1 in Category 1. Results are shown from computations with a sequence of recently developed high order and high resolution methods which combine Hermite interpolation, Cauchy-Kowaleskya recursion for time derivatives, and Taylor series time advancement. These methods have the same order of accuracy in time as in space. Results are shown from methods that range from third to nineteenth order. The stated problems with the prescribed coarse grid can be simulated with errors that are at the level of machine accuracy if the method is sufficiently high order. In addition, the growth of the maximum absolute error out to t = 100,000 is given for simulations with the stated problem data.

Goodrich, John W.

High Order Filter Methods for the Non-ideal Compressible MHD Equations

The generalization of a class of low-dissipative high order filter finite difference methods for long time wave propagation of shock/turbulence/combustion compressible viscous gas dynamic flows to compressible MHD equations for structured curvilinear grids has been achieved. The new scheme is shown to provide a natural and efficient way for the minimization of the divergence of the magnetic field numerical error. Standard divergence cleaning is not required by the present filter approach. For certain non-ideal MHD test cases, divergence free preservation of the magnetic fields has been achieved.

Yee, H. C.

On controlling nonlinear dissipation in high order filter methods for ideal and non-ideal MHD

The newly developed adaptive numerical dissipation control in spatially high order filter schemes for the compressible Euler and Navier-Stokes equations has been recently extended to the ideal and non-ideal magnetohydrodynamics (MHD) equations. These filter schemes are applicable to complex unsteady MHD high-speed shock/shear/turbulence problems. They also provide a natural and efficient way for the minimization of Div(B) numerical error. The adaptive numerical dissipation mechanism 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 from numerical dissipation contamination. The numerical dissipation considered consists of high order linear dissipation for the suppression of high frequency oscillation and the nonlinear dissipative portion of high-resolution shock-capturing methods for discontinuity capturing. The applicable nonlinear dissipative portion of high-resolution shock-capturing methods is very general. The objective of this paper is to investigate the performance of three commonly used types of nonlinear numerical dissipation for both the ideal and non-ideal MHD.

Yee, H. C.

Multigrid methods and high order finite difference for flow in transition - Effects of isolated and distributed roughness elements

The high order finite difference and multigrid methods have been successfully applied to direct numerical simulation (DNS) for flow transition in 3D channels and 3D boundary layers with 2D and 3D isolated and distributed roughness in a curvilinear coordinate system. A fourth-order finite difference technique on stretched and staggered grids, a fully-implicit time marching scheme, a semicoarsening multigrid method associated with line distributive relaxation scheme, and a new treatment of the outflow boundary condition, which needs only a very short buffer domain to damp all wave reflection, are developed. These approaches make the multigrid DNS code very accurate and efficient. This makes us not only able to do spatial DNS for the 3D channel and flat plate at low computational costs, but also able to do spatial DNS for transition in the 3D boundary layer with 3D single and multiple roughness elements. Numerical results show good agreement with the linear stability theory, the secondary instability theory, and a number of laboratory experiments.

Liu, C.

Research in computational fluid dynamics and analysis of algorithms

Recently, higher-order compact schemes have seen increasing use in the DNS (Direct Numerical Simulations) of the Navier-Stokes equations. Although they do not have the spatial resolution of spectral methods, they offer significant increases in accuracy over conventional second order methods. They can be used on any smooth grid, and do not have an overly restrictive CFL dependence as compared with the O(N(exp -2)) CFL dependence observed in Chebyshev spectral methods on finite domains. In addition, they are generally more robust and less costly than spectral methods. The issue of the relative cost of higher-order schemes (accuracy weighted against physical and numerical cost) is a far more complex issue, depending ultimately on what features of the solution are sought and how accurately they must be resolved. In any event, the further development of the underlying stability theory of these schemes is important. The approach of devising suitable boundary clusters and then testing them with various stability techniques (such as finding the norm) is entirely the wrong approach when dealing with high-order methods. Very seldom are high-order boundary closures stable, making them difficult to isolate. An alternative approach is to begin with a norm which satisfies all the stability criteria for the hyperbolic system, and look for the boundary closure forms which will match the norm exactly. This method was used recently by Strand to isolate stable boundary closure schemes for the explicit central fourth- and sixth-order schemes. The norm used was an energy norm mimicking the norm for the differential equations. Further research should be devoted to BC for high order schemes in order to make sure that the results obtained are reliable. The compact fourth order and sixth order finite difference scheme had been incorporated into a code to simulate flow past circular cylinders. This code will serve as a verification of the full spectral codes. A detailed stability analysis by Carpenter (from the fluid Mechanics Division) and Gottlieb gave analytic conditions for stability as well as asymptotic stability. This had been incorporated in the code in form of stable boundary conditions. Effects of the cylinder rotations had been studied. The results differ from the known theoretical results. We are in the middle of analyzing the results. A detailed analysis of the effects of the heating of the cylinder on the shedding frequency had been studied using the above schemes. It has been found that the shedding frequency decreases when the wire was heated. Experimental work is being carried out to affirm this result.

Gottlieb, David

High order filtering methods for approximating hyperbolic systems of conservation laws

The essentially nonoscillatory (ENO) schemes, while potentially useful in the computation of discontinuous solutions of hyperbolic conservation-law systems, are computationally costly relative to simple central-difference methods. A filtering technique is presented which employs central differencing of arbitrarily high-order accuracy except where a local test detects the presence of spurious oscillations and calls upon the full ENO apparatus to remove them. A factor-of-three speedup is thus obtained over the full-ENO method for a wide range of problems, with high-order accuracy in regions of smooth flow.

Lafon, F.

On High-Order Upwind Methods for Advection

Scheme III (piecewise linear) and V (piecewise parabolic) of Van Leer are shown to yield identical solutions provided the initial conditions are chosen in an appropriate manner. This result is counter intuitive since it is generally believed that piecewise linear and piecewise parabolic methods cannot produce the same solutions due to their different degrees of approximation. The result also shows a key connection between the approaches of discontinuous and continuous representations.

high-order methods

On High-Order Upwind Methods for Advection

Scheme III (piecewise linear) and V (piecewise parabolic) of Van Leer are shown to yield identical solutions provided the initial conditions are chosen in an appropriate manner. This result is counter intuitive since it is generally believed that piecewise linear and piecewise parabolic methods cannot produce the same solutions due to their different degrees of approximation. The result also shows a key connection between the approaches of discontinuous and continuous representations.

high-order methods

High-order ENO methods for the unsteady compressible Navier-Stokes equations

The adaptive stencil concepts of ENO (Essentially Non-Oscillatory) methods are applied to the laminar Navier-Stokes equations to yield a high-order, time-accurate algorithm with a shock-capturing capability. The method targets problems in the areas of nonlinear acoustics, compressible transition, and turbulence which, due to the presence of shocks or complex geometries, are not easily solved by spectral methods. The present approach has been implemented and tested for the full three-dimensional Navier-Stokes equations in a transformed curvilinear coordinate system. Validation results are presented for a variety of problems which verify the method's accuracy properties and shock capturing capabilities, as well as demonstrate its use as a direct simulation tool.

Atkins, H. L.

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

Parallel 3D Mortar Element Method for Adaptive Nonconforming Meshes

High order methods are frequently used in computational simulation for their high accuracy. An efficient way to avoid unnecessary computation in smooth regions of the solution is to use adaptive meshes which employ fine grids only in areas where they are needed. Nonconforming spectral elements allow the grid to be flexibly adjusted to satisfy the computational accuracy requirements. The method is suitable for computational simulations of unsteady problems with very disparate length scales or unsteady moving features, such as heat transfer, fluid dynamics or flame combustion. In this work, we select the Mark Element Method (MEM) to handle the non-conforming interfaces between elements. A new technique is introduced to efficiently implement MEM in 3-D nonconforming meshes. By introducing an "intermediate mortar", the proposed method decomposes the projection between 3-D elements and mortars into two steps. In each step, projection matrices derived in 2-D are used. The two-step method avoids explicitly forming/deriving large projection matrices for 3-D meshes, and also helps to simplify the implementation. This new technique can be used for both h- and p-type adaptation. This method is applied to an unsteady 3-D moving heat source problem. With our new MEM implementation, mesh adaptation is able to efficiently refine the grid near the heat source and coarsen the grid once the heat source passes. The savings in computational work resulting from the dynamic mesh adaptation is demonstrated by the reduction of the the number of elements used and CPU time spent. MEM and mesh adaptation, respectively, bring irregularity and dynamics to the computer memory access pattern. Hence, they provide a good way to gauge the performance of computer systems when running scientific applications whose memory access patterns are irregular and unpredictable. We select a 3-D moving heat source problem as the Unstructured Adaptive (UA) grid benchmark, a new component of the NAS Parallel Benchmarks (NPB). In this paper, we present some interesting performance results of ow OpenMP parallel implementation on different architectures such as the SGI Origin2000, SGI Altix, and Cray MTA-2.

Feng, Huiyu

High order multi-grid methods to solve the Poisson equation

High order multigrid methods based on finite difference discretization of the model problem are examined. The following methods are described: (1) a fixed high order FMG-FAS multigrid algorithm; (2) the high order methods; and (3) results are presented on four problems using each method with the same underlying fixed FMG-FAS algorithm.

Schaffer, S.

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.