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Multigrid method for stability problems

The problem of calculating the stability of steady state solutions of differential equations is treated. Leading eigenvalues (i.e., having maximal real part) of large matrices that arise from discretization are to be calculated. An efficient multigrid method for solving these problems is presented. The method begins by obtaining an initial approximation for the dominant subspace on a coarse level using a damped Jacobi relaxation. This proceeds until enough accuracy for the dominant subspace has been obtained. The resulting grid functions are then used as an initial approximation for appropriate eigenvalue problems. These problems are being solved first on coarse levels, followed by refinement until a desired accuracy for the eigenvalues has been achieved. The method employs local relaxation on all levels together with a global change on the coarsest level only, which is designed to separate the different eigenfunctions as well as to update their corresponding eigenvalues. Coarsening is done using the FAS formulation in a non-standard way in which the right hand side of the coarse grid equations involves unknown parameters to be solved for on the coarse grid. This in particular leads to a new multigrid method for calculating the eigenvalues of symmetric problems. Numerical experiments with a model problem demonstrate the effectiveness of the method proposed. Using an FMG algorithm a solution to the level of discretization errors is obtained in just a few work units (less than 10), where a work unit is the work involved in one Jacobi relization on the finest level.

Taasan, Shlomo↗

Spectral multigrid methods for elliptic equations 2

A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.

Zang, T. A.↗

Spectral multigrid methods for elliptic equations II

A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.

Zang, T. A.↗

Introduction to multigrid methods

These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians. The use of more advanced mathematical tools, such as functional analysis, is avoided. The course is intended to be accessible to a wide audience of users of computational methods. We restrict ourselves to finite volume and finite difference discretization. The basic principles are given. Smoothing methods and Fourier smoothing analysis are reviewed. The fundamental multigrid algorithm is studied. The smoothing and coarse grid approximation properties are discussed. Multigrid schedules and structured programming of multigrid algorithms are treated. Robustness and efficiency are considered.

Wesseling, P.↗

Comparison of three explicit multigrid methods for the Euler and Navier-Stokes equations

Three explicit multigrid methods, Ni's method, Jameson's finite-volume method, and a finite-difference method based on Brandt's work, are described and compared for two model problems. All three methods use an explicit multistage Runge-Kutta scheme on the fine grid, and this scheme is also described. Convergence histories for inviscid flow over a bump in a channel for the fine-grid scheme alone show that convergence rate is proportional to Courant number and that implicit residual smoothing can significantly accelerate the scheme. Ni's method was slightly slower than the implicitly-smoothed scheme alone. Brandt's and Jameson's methods are shown to be equivalent in form but differ in their node versus cell-centered implementations. They are about 8.5 times faster than Ni's method in terms of CPU time. Results for an oblique shock/boundary layer interaction problem verify the accuracy of the finite-difference code. All methods slowed considerably on the stretched viscous grid but Brandt's method was still 2.1 times faster than Ni's method.

Chima, Rodrick V.↗

Comparison of three explicit multigrid methods for the Euler and Navier-Stokes equations

Three explicit multigrid methods, Ni's method, Jameson's finite-volume method, and a finite-difference method based on Brandt's work, are described and compared for two model problems. All three methods use an explicit multistage Runge-Kutta scheme on the fine grid, and this scheme is also described. Convergence histories for inviscid flow over a bump in a channel for the fine-grid scheme alone show that convergence rate is proportional to Courant number and that implicit residual smoothing can significantly accelerate the scheme. Ni's method was slightly slower than the implicitly-smoothed scheme alone. Brandt's and Jameson's methods are shown to be equivalent in form but differ in their node versus cell-centered implementations. They are about 8.5 times faster than Ni's method in terms of CPU time. Results for an oblique shock/boundary layer interaction problem verify the accuracy of the finite-difference code. All methods slowed considerably on the stretched viscous grid but Brandt's method was still 2.1 times faster than Ni's method.

Chima, Rodrick V.↗

Numerical Evaluation of P-Multigrid Method for the Solution of Discontinuous Galerkin Discretizations of Diffusive Equations

This paper describes numerical experiments with P-multigrid to corroborate analysis, validate the present implementation, and to examine issues that arise in the implementations of the various combinations of relaxation schemes, discretizations and P-multigrid methods. The two approaches to implement P-multigrid presented here are equivalent for most high-order discretization methods such as spectral element, SUPG, and discontinuous Galerkin applied to advection; however it is discovered that the approach that mimics the common geometric multigrid implementation is less robust, and frequently unstable when applied to discontinuous Galerkin discretizations of di usion. Gauss-Seidel relaxation converges 40% faster than block Jacobi, as predicted by analysis; however, the implementation of Gauss-Seidel is considerably more expensive that one would expect because gradients in most neighboring elements must be updated. A compromise quasi Gauss-Seidel relaxation method that evaluates the gradient in each element twice per iteration converges at rates similar to those predicted for true Gauss-Seidel.

Atkins, H. L.↗

An effective multigrid method for high-speed flows

The use is considered of a multigrid method with central differencing to solve the Navier-Stokes equations for high speed flows. The time dependent form of the equations is integrated with a Runge-Kutta scheme accelerated by local time stepping and variable coefficient implicit residual smoothing. Of particular importance are the details of the numerical dissipation formulation, especially the switch between the second and fourth difference terms. Solutions are given for 2-D laminar flow over a circular cylinder and a 15 deg compression ramp.

Swanson, R. C.↗

An effective multigrid method for high-speed flows

The use is considered of a multigrid method with central differencing to solve the Navier-Stokes equations for high speed flows. The time dependent form of the equations is integrated with a Runge-Kutta scheme accelerated by local time stepping and variable coefficient implicit residual smoothing. Of particular importance are the details of the numerical dissipation formulation, especially the switch between the second and fourth difference terms. Solutions are given for 2-D laminar flow over a circular cylinder and a 15 deg compression ramp.

Swanson, R. C.↗

Multigrid method for integral equations and automatic programs

Several iterative algorithms based on multigrid methods are introduced for solving linear Fredholm integral equations of the second kind. Automatic programs based on these algorithms are introduced using Simpson's rule and the piecewise Gaussian rule for numerical integration.

Lee, Hosae↗

Multigrid method for the equilibrium equations of elasticity using a compact scheme

A compact difference scheme is derived for treating the equilibrium equations of elasticity. The scheme is inconsistent and unstable. A multigrid method which takes into account these properties is described. The solution of the discrete equations, up to the level of discretization errors, is obtained by this method in just two multigrid cycles.

Taasan, S.↗

Multigrid method for the equilibrium equations of elasticity using a compact scheme

A compact difference scheme is derived for treating the equilibrium equations of elasticity. The scheme is inconsistent and unstable. A multigrid method which takes into account these properties is described. The solution of the discrete equations, up to the level of discretization errors, is obtained by this method in just two multigrid cycles.

Taasan, Shlomo↗

A multiblock multigrid method for the solution of the three-dimensional Euler equations

A general multiblock, multigrid method for the solution of the Euler equations has been developed. Two types of numerical methods were investigated, van Leer's flux-vector-splitting and Roe's flux-difference-splitting, with MUSCL type differencing used in both methods. An explicit two-step method and a multi-stage Runge-Kutta method have been tested. Results are presented for test cases of a channel flow, nozzle exhaust flow, and a transonic wing.

Cannizzaro, Frank E.↗

Layout optimization with algebraic multigrid methods

Finding the optimal position for the individual cells (also called functional modules) on the chip surface is an important and difficult step in the design of integrated circuits. This paper deals with the problem of relative placement, that is the minimization of a quadratic functional with a large, sparse, positive definite system matrix. The basic optimization problem must be augmented by constraints to inhibit solutions where cells overlap. Besides classical iterative methods, based on conjugate gradients (CG), we show that algebraic multigrid methods (AMG) provide an interesting alternative. For moderately sized examples with about 10000 cells, AMG is already competitive with CG and is expected to be superior for larger problems. Besides the classical 'multiplicative' AMG algorithm where the levels are visited sequentially, we propose an 'additive' variant of AMG where levels may be treated in parallel and that is suitable as a preconditioner in the CG algorithm.

Regler, Hans↗

A multiple-block multigrid method for the solution of the three-dimensional Euler and Navier-Stokes equations

A multiple block multigrid method for the solution of the three dimensional Euler and Navier-Stokes equations is presented. The basic flow solver is a cell vertex method which employs central difference spatial approximations and Runge-Kutta time stepping. The use of local time stepping, implicit residual smoothing, multigrid techniques and variable coefficient numerical dissipation results in an efficient and robust scheme is discussed. The multiblock strategy places the block loop within the Runge-Kutta Loop such that accuracy and convergence are not affected by block boundaries. This has been verified by comparing the results of one and two block calculations in which the two block grid is generated by splitting the one block grid. Results are presented for both Euler and Navier-Stokes computations of wing/fuselage combinations.

Atkins, Harold↗

Numerical study of a multigrid method with four smoothing methods for the incompressible Navier-Stokes equations in general coordinates

The performance of a linear multigrid method using four smoothing methods, called SCGS (Symmetrical Coupled GauBeta-Seidel), CLGS (Collective Line GauBeta-Seidel), SILU (Scalar ILU), and CILU (Collective ILU), is investigated for the incompressible Navier-Stokes equations in general coordinates, in association with Galerkin coarse grid approximation. Robustness and efficiency are measured and compared by application to test problems. The numerical results show that CILU is the most robust, SILU the least, with CLGS and SCGS in between. CLGS is the best in efficiency, SCGS and CILU follow, and SILU is the worst.

Zeng, S.↗

A nonconforming multigrid method using conforming subspaces

For second-order elliptic boundary value problems, we develop a nonconforming multigrid method using the coarser-grid correction on the conforming finite element subspaces. The convergence proof with an arbitrary number of smoothing steps for nu-cycle is presented.

Lee, Chang Ock↗