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At least 595 records · Page 33

A review of high order strong stability preserving two-derivative explicit, implicit, and IMEX methods

High order strong stability preserving time discretizations ensure the nonlinear non-inner-product strong stability properties of spatial discretizations suited for the stable simulation of hyperbolic PDEs in a wide variety of application areas including fluid dynamics, magnetohydrodynamics, semiconductor devices, electromagnetics, and astrophysics. Over the past decade multiderivative time-stepping have been increasingly used for the time-evolution hyperbolic PDEs, so that the strong stability properties of these methods have become important. In this work we review sufficient conditions for a two-derivative multistage method to preserve the strong stability properties of spatial discretizations in a forward Euler and different conditions on the second derivative. In particular we present the strong stability preserving theory for explicit and implicit two-derivative Runge–Kutta schemes, including a special condition on the second derivative under which these implicit methods may be unconditionally strong stability preserving. This special condition is natural for the stiff component of wide range of plasma physics problems, and can be useful in the context of strong stability preserving implicit-explicit multi-derivative Runge–Kutta schemes, where the time-step restriction is then independent of the stiff term. Lastly, we present the strong stability preserving theory for implicit-explicit multi-derivative general linear methods, and some novel second and third order methods where the time-step restriction is independent of the stiff term.

97 MATHEMATICS AND COMPUTING↗

An implicit sampling theorem for bounded bandlimited functions

A rigorous proof of the 'strong bias tone' scheme is embodied in the implicit sampling theorem. The representation of signals that are sample functions of possible nonstationary random processes being of principal interest, the proof could not directly invoke results from classical analysis, which depend on the existence of the Fourier transform of the function under consideration; rather, it is based on Zakai's (1965) theorem on the series expansion of functions, band-limited under a suitably extended definition. A practical circuit that restores an approximate version of the signal from its sine-wave-crossings is presented and possible improvements to it are discussed.

Bar-David, I.↗

Issues in measure-preserving three dimensional flow integrators: Self-adjointness, reversibility, and non-uniform time stepping

Properties of integration schemes for solenoidal fields in three dimensions are studied, with a focus on integrating magnetic field lines in a plasma using adaptive time stepping. It is shown that implicit midpoint (IM) and a scheme we call three-dimensional leapfrog (LF) can do a good job (in the sense of preserving KAM tori) of integrating fields that are reversible, or (for LF) have a “special divergence-free” (SDF) property. We review the notion of a self-adjoint scheme, showing that such schemes are at least second order accurate and can always be formed by composing an arbitrary scheme with its adjoint. We also review the concept of reversibility, showing that a reversible but not exactly volume-preserving scheme can lead to a fractal invariant measure in a chaotic region, although this property may not often be observable. We also show numerical results indicating that the IM and LF schemes can fail to preserve KAM tori when the reversibility property (and the SDF property for LF) of the field is broken. We discuss extensions to measure preserving flows, the integration of magnetic field lines in a plasma and the integration of rays for several plasma waves. The main new result of this paper relates to non-uniform time stepping for volume-preserving flows. We investigate two potential schemes, both based on the general method of Feng and Shang [Numer. Math. 71, 451 (1995)], in which the flow is integrated in split time steps, each Hamiltonian in two dimensions. The first scheme is an extension of the method of extended phase space, a well-proven method of symplectic integration with non-uniform time steps. This method is found not to work, and an explanation is given. The second method investigated is a method based on transformation to canonical variables for the two split-step Hamiltonian systems. This method, which is related to the method of non-canonical generating functions of Richardson and Finn [Plasma Phys. Controlled Fusion 54, 014004 (2012)], appears to work very well.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Intrastep, Stage-Value Predictors for Diagonally-Implicit Runge-Kutta Methods

To better identify the necessary attributes of good stage-value predictors (SVPs), numerous SVPs are designed for an existing: ESDIRK4(3)7L[2]SA [26] and a new: ESDIRK4(3)8L[2]SA scheme.1 Both are stifflyaccurate, stage-order two, explicit, singly-diagonally implicit Runge–Kutta (ESDIRK) schemes. Tradeoffs are studied in the parameter spaces enforcing the constraints on accuracy, linear stability, nonlinear stability and coefficient size to determine which objectives correlate with effective predictors. The SVPs are tested on three challenging external aerodynamics problems [107 − 108 degrees of freedom (DoFs)], each with a different level of stiffness. The problems include two 3D airfoils simulations and one canonical turbulence simulation. All simulations use the compressible Navier-Stokes equations (CNSE). An entropy stable spectral collocation formulation is used for discretizing the spatial terms in the equations. Simulations are performed at a wide variety of temporal error tolerances. Problems that are sufficiently stiff (e.g., lax temporal error tolerances) benefit from SVPs designed with second-order accuracy and stability properties: A-stability, and L-stability, rather than high accuracy constraints. Simulations with modest stiffness (e.g., strict error tolerances) are better suited for SVPs designed using high accuracy constraints. Designing SVPs with enhanced stability properties is tedious but worthwhile. Simulation times are reduced with optimal SVPs by as much as 100% on some stages, with combined stepwise improvements of between 50 − 100% for both methods. A comparative study is performed with the two aforementioned methods as well as four other ESDIRKs. The newly designed ESDIRK4(3)8L[2]SA with γ ≈ 1/10, proves to be the most efficient of the six tested ESDIRK schemes simulating the CNSE.

Diagonally-Implicit Runge-Kutta↗

Computational aspects of chemically reacting flows

An implicit, time-dependent approach is taken to solve the inviscid conservative equations in a vertex-based finite-volume formulation. The convective fluxes are estimated by a modified Riemann solver, and higher-order accuracy is obtained by means of the MUSCL. Implicit techniques are adopted to deal with the equation stiffness as a result of the clustered grid and chemical source term. The real-gas Roe matrix and the ADI and LU schemes have been tested on the sample problems: hypersonic flow over blunt configurations, such as the forebody of a double ellipse, and the near wake of a conic aerobrake. Temperature distribution and standoff distance are validated against the shock-fitting, central-differencing results. Equilibrium temperature may be recovered by artificially increasing the chemical rates at the wall. The present method satisfactorily resolves the flow structure, including the strong expansion behind the flat base. The relative merits and performance of the real-gas TVD and implicit schemes are discussed briefly.

Li, C. P.↗

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.↗

Higher Order Time Integration Schemes for the Unsteady Navier-Stokes Equations on Unstructured Meshes

The rapid increase in available computational power over the last decade has enabled higher resolution flow simulations and more widespread use of unstructured grid methods for complex geometries. While much of this effort has been focused on steady-state calculations in the aerodynamics community, the need to accurately predict off-design conditions, which may involve substantial amounts of flow separation, points to the need to efficiently simulate unsteady flow fields. Accurate unsteady flow simulations can easily require several orders of magnitude more computational effort than a corresponding steady-state simulation. For this reason, techniques for improving the efficiency of unsteady flow simulations are required in order to make such calculations feasible in the foreseeable future. The purpose of this work is to investigate possible reductions in computer time due to the choice of an efficient time-integration scheme from a series of schemes differing in the order of time-accuracy, and by the use of more efficient techniques to solve the nonlinear equations which arise while using implicit time-integration schemes. This investigation is carried out in the context of a two-dimensional unstructured mesh laminar Navier-Stokes solver.

Jothiprasad, Giridhar↗

Three dimensional hypersonic flow simulations with the CSCM implicit upwind Navier-Stokes method

The Bardina and Lombard (1985) three-dimensional CSCM Navier-Stokes method is presently extended to the simulation of complex hypersonic reentry vehicle external flows at angle of attack. The robust stability of the method derives from the combination of conservative implicit upwind flux difference splitting with a three-dimensional diagonally-dominant approximate factorization and relaxation scheme and characteristic-based implicit boundary approximations. The method's efficiency derives from an implicit symmetric Gauss-Seidel 'method of planes' relaxation scheme with alternating directional space marching sweeps along the flow coordinate direction.

Bardina, Jorge↗

A three-dimensional application with the numerical grid generation code: EAGLE (utilizing an externally generated surface)

Program EAGLE (Eglin Arbitrary Geometry Implicit Euler) is a multiblock grid generation and steady-state flow solver system. This system combines a boundary conforming surface generation, a composite block structure grid generation scheme, and a multiblock implicit Euler flow solver algorithm. The three codes are intended to be used sequentially from the definition of the configuration under study to the flow solution about the configuration. EAGLE was specifically designed to aid in the analysis of both freestream and interference flow field configurations. These configurations can be comprised of single or multiple bodies ranging from simple axisymmetric airframes to complex aircraft shapes with external weapons. Each body can be arbitrarily shaped with or without multiple lifting surfaces. Program EAGLE is written to compile and execute efficiently on any CRAY machine with or without Solid State Disk (SSD) devices. Also, the code uses namelist inputs which are supported by all CRAY machines using the FORTRAN Compiler CF177. The use of namelist inputs makes it easier for the user to understand the inputs and to operate Program EAGLE. Recently, the Code was modified to operate on other computers, especially the Sun Spare4 Workstation. Several two-dimensional grid configurations were completely and successfully developed using EAGLE. Currently, EAGLE is being used for three-dimension grid applications.

Houston, Johnny L.↗

Solution of the transonic full potential equation in conservative form using an implicit algorithm

The paper presents numerical solutions of the full potential equation in conservative form. The iteration scheme used is a fully implicit approximate factorization technique and provides a significant improvement in convergence speed relative to standard successive line overrelaxation algorithms. The spatial differencing algorithm is centrally differenced in both subsonic and supersonic regions to maintain stability. This effectively approximates rotated differencing, thereby greatly improving the reliability of the algorithm.

Holst, T.↗

High-Order Hyperbolic Residual-Distribution Schemes on Arbitrary Triangular Grids

In this paper, we construct high-order hyperbolic residual-distribution schemes for general advection-diffusion problems on arbitrary triangular grids. We demonstrate that the second-order accuracy of the hyperbolic schemes can be greatly improved by requiring the scheme to preserve exact quadratic solutions. We also show that the improved second-order scheme can be easily extended to third-order by further requiring the exactness for cubic solutions. We construct these schemes based on the LDA and the SUPG methodology formulated in the framework of the residual-distribution method. For both second- and third-order-schemes, we construct a fully implicit solver by the exact residual Jacobian of the second-order scheme, and demonstrate rapid convergence of 10-15 iterations to reduce the residuals by 10 orders of magnitude. We demonstrate also that these schemes can be constructed based on a separate treatment of the advective and diffusive terms, which paves the way for the construction of hyperbolic residual-distribution schemes for the compressible Navier-Stokes equations. Numerical results show that these schemes produce exceptionally accurate and smooth solution gradients on highly skewed and anisotropic triangular grids, including curved boundary problems, using linear elements. We also present Fourier analysis performed on the constructed linear system and show that an under-relaxation parameter is needed for stabilization of Gauss-Seidel relaxation.

Mazaheri, Alireza↗

Time integration algorithms for the two-dimensional Euler equations on unstructured meshes

Explicit and implicit time integration algorithms for the two-dimensional Euler equations on unstructured grids are presented. Both cell-centered and cell-vertex finite volume upwind schemes utilizing Roe's approximate Riemann solver are developed. For the cell-vertex scheme, a four-stage Runge-Kutta time integration, a fourstage Runge-Kutta time integration with implicit residual averaging, a point Jacobi method, a symmetric point Gauss-Seidel method and two methods utilizing preconditioned sparse matrix solvers are presented. For the cell-centered scheme, a Runge-Kutta scheme, an implicit tridiagonal relaxation scheme modeled after line Gauss-Seidel, a fully implicit lower-upper (LU) decomposition, and a hybrid scheme utilizing both Runge-Kutta and LU methods are presented. A reverse Cuthill-McKee renumbering scheme is employed for the direct solver to decrease CPU time by reducing the fill of the Jacobian matrix. A comparison of the various time integration schemes is made for both first-order and higher order accurate solutions using several mesh sizes, higher order accuracy is achieved by using multidimensional monotone linear reconstruction procedures. The results obtained for a transonic flow over a circular arc suggest that the preconditioned sparse matrix solvers perform better than the other methods as the number of elements in the mesh increases.

Slack, David C.↗

High-resolution shock-capturing schemes for inviscid and viscous hypersonic flows

A class of implicit Total Variation Diminishing (TVD) type algorithms suitable for transonic and supersonic multidimensional Euler and Navier-Stokes equations was extended to hypersonic computations. The improved conservative shock-capturing schemes are spatially second- and third-order, and are fully implicit. They can be first- or second-order accurate in time and are suitable for either steady or unsteady calculations. Enhancement of stability and convergence rate for hypersonic flows is discussed. With the proper choice of the temporal discretization and suitable implicit linearization, these schemes are fairly efficient and accurate for very complex two-dimensional hypersonic inviscid and viscous shock interactions. This study is complimented by a variety of steady and unsteady viscous and inviscid hypersonic blunt-body flow computations. Due to the inherent stiffness of viscous flow problems, numerical experiments indicated that the convergence rate is in general slower for viscous flows than for inviscid steady flows.

Yee, H. C.↗

Application of viscous-inviscid interaction methods to transonic turbulent flows

Two different viscous-inviscid interaction schemes were developed for the analysis of steady, turbulent, transonic, separated flows over axisymmetric bodies. The viscous and inviscid solutions are coupled through the displacement concept using a transpiration velocity approach. In the semi-inverse interaction scheme, the viscous and inviscid equations are solved in an explicitly separate manner and the displacement thickness distribution is iteratively updated by a simple coupling algorithm. In the simultaneous interaction method, local solutions of viscous and inviscid equations are treated simultaneously, and the displacement thickness is treated as an unknown and is obtained as a part of the solution through a global iteration procedure. The inviscid flow region is described by a direct finite-difference solution of a velocity potential equation in conservative form. The potential equation is solved on a numerically generated mesh by an approximate factorization (AF2) scheme in the semi-inverse interaction method and by a successive line overrelaxation (SLOR) scheme in the simultaneous interaction method. The boundary-layer equations are used for the viscous flow region. The continuity and momentum equations are solved inversely in a coupled manner using a fully implicit finite-difference scheme.

Lee, D.↗

An Inviscid Decoupled Method for the Roe FDS Scheme in the Reacting Gas Path of FUN3D

An approach is described to decouple the species continuity equations from the mixture continuity, momentum, and total energy equations for the Roe flux difference splitting scheme. This decoupling simplifies the implicit system, so that the flow solver can be made significantly more efficient, with very little penalty on overall scheme robustness. Most importantly, the computational cost of the point implicit relaxation is shown to scale linearly with the number of species for the decoupled system, whereas the fully coupled approach scales quadratically. Also, the decoupled method significantly reduces the cost in wall time and memory in comparison to the fully coupled approach. This work lays the foundation for development of an efficient adjoint solution procedure for high speed reacting flow.

Thompson, Kyle B.↗

Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations

We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.

Applied Dynamical Systems↗

Accuracy of upwind schemes applied to the Navier-Stokes equations

A systematic comparison was carried out of the different forms of the van Leer et al. (1987) flux-vector splitting scheme (FVSS) for solving the Navier-Stokes equations with Roe's (1981) implicit flux-difference splitting scheme (FDSS) as applied to a simple viscous configuration. Particular attention is given to the effects of spacial accuracy, grid resolution, and grid stretching on the accuracy of the resulting flow field. It was found that, on coarse highly stretched grids, the FDSS produces more accurate results than the FVSS.

Von Lavante, E.↗

Stability analysis of numerical boundary conditions and implicit difference approximations for hyperbolic equations

Implicit, noniterative, finite difference schemes were recently developed by several authors for multidimensional systems of nonlinear hyperbolic partial differential equations. When applied to linear model equations with periodic boundary conditions those schemes are unconditionally stable (A-stable). As applied in practice the algorithms often face a severe time step restriction. A major source of the difficulty is the treatment of the numerical boundary conditions. One conjecture was that unconditional stability requires implicit numerical boundary conditions. An apparent counter example was the space time extrapolation considered by Gustafsson, Kreiss, and Sunstrom. Spatial (implicit) and space time (explicit) extrapolation using normal mode analysis for a finite and infinite number of spatial mesh intervals are examined. The results indicate that for unconditional stability with a finite number of spatial mesh intervals, the numerical boundary conditions must be implicit.

Beam, R. M.↗