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A discrete model of a modified Burgers' partial differential equation

A new finite-difference scheme is constructed for a modified Burger's equation. Three special cases of the equation are considered, and the 'exact' difference schemes for the space- and time-independent forms of the equation are presented, along with the diffusion-free case of Burger's equation modeled by a difference equation. The desired difference scheme is then obtained by imposing on any difference model of the initial equation the requirement that, in the appropriate limits, its difference scheme must reduce the results of the obtained equations.

Mickens, R. E.↗

Adaptive Activation Functions Accelerate Convergence in Deep and Physics-informed Neural Networks

We employ adaptive activation functions for regression in deep and physics-informed neural networks (PINNs) to approximate smooth and discontinuous functions as well as solutions of linear and nonlinear partial differential equations. In particular, we solve the nonlinear Klein-Gordon equation, which has smooth solutions, the nonlinear Burgers equation, which can admit high gradient solutions, and the Helmholtz equation. We introduce a scalable hyper-parameter in the activation function, which can be optimized to achieve best performance of the network as it changes dynamically the topology of the loss function involved in the optimization process. The adaptive activation function has better learning capabilities than the traditional one (fixed activation) as it improves greatly the convergence rate, especially at early training, as well as the solution accuracy. To better understand the learning process, we plot the neural network solution in the frequency domain to examine how the network captures successively different frequency bands present in the solution. We consider both forward problems, where the approximate solutions are obtained, as well as inverse problems, where parameters involved in the governing equation are identified. Our simulation results show that the proposed method is a very simple and effective approach to increase the efficiency, robustness and accuracy of the neural network approximation of nonlinear functions as well as solutions of partial differential equations, especially for forward problems. We theoretically prove that in the proposed method, gradient descent algorithms are not attracted to suboptimal critical points or local minima.

machine leaning, Bad minima, Inverse problems, Phy↗

Higher-order numerical methods derived from three-point polynomial interpolation

Higher-order collocation procedures resulting in tridiagonal matrix systems are derived from polynomial spline interpolation and Hermitian finite-difference discretization. The equations generally apply for both uniform and variable meshes. Hybrid schemes resulting from different polynomial approximations for first and second derivatives lead to the nonuniform mesh extension of the so-called compact or Pade difference techniques. A variety of fourth-order methods are described and this concept is extended to sixth-order. Solutions with these procedures are presented for the similar and non-similar boundary layer equations with and without mass transfer, the Burgers equation, and the incompressible viscous flow in a driven cavity. Finally, the interpolation procedure is used to derive higher-order temporal integration schemes and results are shown for the diffusion equation.

Rubin, S. G.↗

Sonic Boom Propagation Model Based on a Single-Ray Jacobian

A sonic boom is a nonlinear event whose propagation can be modeled involving two stages. The first stage consists of ray path calculations using linear approximations, while the second stage deals with a nonlinear transport of the acoustic energy along these paths. This presentation discusses a second-order finite difference numerical approach used to predict the ray paths in range-dependent atmospheres and compares it to existing finite difference schemes. The approach is validated using exact solutions obtained for stratified atmospheres. In the second stage, the geometrical spreading effect needed in determining sonic boom waveforms from a Burgers' equation is obtained using a method that only needs a single ray rather than four rays required by most existing sonic boom propagation codes. The single-ray method calculates the Jacobian, associated with the coordinate transformation from a suitable ray coordinate system to the Cartesian coordinate system, directly from the ray tracing equations. While the four-ray method approximates the geometrical spreading using a finite difference scheme involving the four rays, the single-ray method does not rely on this approximation and instead depends purely on the acoustical kinematic properties of the atmosphere. Comparisons of results using these two methods are discussed.

sonic boom↗

A least-squares finite element method based on the Helmholtz decomposition for hyperbolic balance laws

In this paper, a least-squares finite element method for scalar nonlinear hyperbolic balance laws is proposed and studied. The approach is based on a formulation that utilizes an appropriate Helmholtz decomposition of the flux vector and is related to the standard notion of a weak solution. This relationship, together with a corresponding connection to negative-norm least-squares, is described in detail. As a consequence, an important numerical conservation theorem is obtained, similar to the famous Lax–Wendroff theorem. The numerical conservation properties of the method in this paper do not fall precisely in the framework introduced by Lax and Wendroff, but they are similar in spirit as they guarantee that when L 2 convergence holds, the resulting approximations approach a weak solution to the hyperbolic problem. The least-squares functional is continuous and coercive in an H -1 -type norm, but not L 2 -coercive. Nevertheless, the L 2 convergence properties of the method are discussed. Convergence can be obtained either by an explicit regularization of the functional, that provides control of the L 2 norm, or by properly choosing the finite element spaces, providing implicit control of the L 2 norm. Numerical results for the inviscid Burgers equation with discontinuous source terms are shown, demonstrating the L 2 convergence of the obtained approximations to the physically admissible solution. The numerical method utilizes a least-squares functional, minimized on finite element spaces, and a Gauss–Newton technique with nested iteration. Finally, we believe that the linear systems encountered with this formulation are amenable to multigrid techniques and combining the method with adaptive mesh refinement would make this approach an efficient tool for solving balance laws (this is the focus of a future study).

97 MATHEMATICS AND COMPUTING↗

Forward sensitivity approach for estimating eddy viscosity closures in nonlinear model reduction

In this paper, we propose a variational approach to estimate eddy viscosity using forward sensitivity method (FSM) for closure modeling in nonlinear reduced order models. FSM is a data assimilation technique that blends model's predictions with noisy observations to correct initial state and/or model parameters. We apply this approach on a projection based reduced order model (ROM) of the one-dimensional viscous Burgers equation with a square wave defining a moving shock, and the two-dimensional vorticity transport equation formulating a decay of Kraichnan turbulence. We investigate the capability of the approach to approximate an optimal value for eddy viscosity with different measurement configurations. Specifically, we show that our approach can sufficiently assimilate information either through full field or sparse noisy measurements to estimate eddy viscosity closure to cure standard Galerkin reduced order model (GROM) predictions. Therefore, our approach provides a modular framework to correct forecasting error from a sparse observational network on a latent space. We highlight that the proposed GROM-FSM framework is promising for emerging digital twin applications, where real-time sensor measurements can be used to update and optimize surrogate model's parameters.

42 ENGINEERING↗

The Thin Oil Film Equation

A thin film of oil on a surface responds primarily to the wall shear stress generated on that surface by a three-dimensional flow. The oil film is also subject to wall pressure gradients, surface tension effects and gravity. The partial differential equation governing the oil film flow is shown to be related to Burgers' equation. Analytical and numerical methods for solving the thin oil film equation are presented. A direct numerical solver is developed where the wall shear stress variation on the surface is known and which solves for the oil film thickness spatial and time variation on the surface. An inverse numerical solver is also developed where the oil film thickness spatial variation over the surface at two discrete times is known and which solves for the wall shear stress variation over the test surface. A One-Time-Level inverse solver is also demonstrated. The inverse numerical solver provides a mathematically rigorous basis for an improved form of a wall shear stress instrument suitable for application to complex three-dimensional flows. To demonstrate the complexity of flows for which these oil film methods are now suitable, extensive examination is accomplished for these analytical and numerical methods as applied to a thin oil film in the vicinity of a three-dimensional saddle of separation.

Brown, James L.↗

Filtering of non-linear instabilities

For Courant numbers larger than one and cell Reynolds numbers larger than two, oscillations and in some cases instabilities are typically found with implicit numerical solutions of the fluid dynamics equations. This behavior has sometimes been associated with the loss of diagonal dominance of the coefficient matrix. It is shown that these problems can be related to the choice of the spatial differences, with the resulting instability related to aliasing or nonlinear interaction. Appropriate filtering can reduce the intensity of these oscillations and possibly eliminate the instability. These filtering procedures are equivalent to a weighted average of conservation and nonconservation differencing. The entire spectrum of filtered equations retains a three point character as well as second order spatial accuracy. Burgers equation was considered as a model.

Khosla, P. K.↗

Application of the Space-Time Conservation Element and Solution Element Method to One-Dimensional Advection-Diffusion Problems

Test problems are used to examine the performance of several one-dimensional numerical schemes based on the space-time conservation and solution element (CE/SE) method. Investigated in this paper are the CE/SE schemes constructed previously for solving the linear unsteady advection-diffusion equation and the schemes derived here for solving the nonlinear viscous and inviscid Burgers equations. In comparison with the numerical solutions obtained using several traditional finite-difference schemes with similar accuracy, the CE/SE solutions display much lower numerical dissipation and dispersion errors.

Wang, Xiao-Yen↗

Filtering of non-linear instabilities

For Courant numbers larger than one and cell Reynolds numbers larger than two, oscillations and in some cases instabilities are typically found with implicit numerical solutions of the fluid dynamics equations. This behavior has sometimes been associated with the loss of diagonal dominance of the coefficient matrix. It is shown here that these problems can in fact be related to the choice of the spatial differences, with the resulting instability related to aliasing or nonlinear interaction. Appropriate 'filtering' can reduce the intensity of these oscillations and in some cases possibly eliminate the instability. These filtering procedures are equivalent to a weighted average of conservation and non-conservation differencing. The entire spectrum of filtered equations retains a three-point character as well as second-order spatial accuracy. Burgers equation has been considered as a model. Several filters are examined in detail, and smooth solutions have been obtained for extremely large cell Reynolds numbers.

Khosla, P. K.↗

Implicit fast sweeping method for hyperbolic systems of conservation laws

Implicit time-accurate methods are often used to integrate stiff problems where explicit schemes impose severe time step restrictions. This paper presents an efficient numerical framework based on the Fast Sweeping Method (FSM) for solving linear and nonlinear hyperbolic systems of conservation laws. The solution at each discrete location is computed by sweeping the numerical domain in several predetermined directions that follow the causality of the characteristic families. The use of a fractional step strategy eliminates the need for a solution selection criterion while one-sided stencils limit the number of sweeps to at most 2 d for d space dimensions. This work focuses on the first-order implicit upwind method since it constitutes the building block for high-order conservative schemes. For problems where the degree of stiffness evolves over time, implicit-explicit hybridization can be accomplished with the same algorithm by simply switching the stencil at each time level. As opposed to traditional implicit solvers, the sweeping method does not require a local time linearization of the fluxes thereby preserving the nonlinear stability properties of the original implicit scheme. It also avoids the large computational and memory requirements associated with solving large block-diagonal systems of equations. Here, a series of one- and two-dimensional test cases are presented for the inviscid Burgers' equation and the reactive Euler equations. The results indicate that the implicit FSM can allow a major reduction in the number of time steps even in the presence of discontinuous solution profiles.

74 ATOMIC AND MOLECULAR PHYSICS↗

Optimal moving grids for time-dependent partial differential equations

Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of partial differential equation solutions in the least squares norm.

Wathen, A. J.↗

Optimal moving grids for time-dependent partial differential equations

Various adaptive moving grid techniques for the numerical solution of time-dependent partial differential equations were proposed. The precise criterion for grid motion varies, but most techniques will attempt to give grids on which the solution of the partial differential equation can be well represented. Moving grids are investigated on which the solutions of the linear heat conduction and viscous Burgers' equation in one space dimension are optimally approximated. Precisely, the results of numerical calculations of optimal moving grids for piecewise linear finite element approximation of PDE solutions in the least-squares norm are reported.

Wathen, A. J.↗

A comparison of numerical solutions to the inviscid equations of fluid motion

The second-order MacCormack method and the third-order Rusanov and Kutler-Warming-Lomax methods are applied to the inviscid 1-d Burgers' equation, wedge flow, and the problem of shock reflection from a rigid boundary. The numerical solution in each case is compared to the exact solution and the quantitative estimates of accuracy are obtained. Results of this study show that the third-order Kutler-Warming-Lomax or the Rusanov methods tuned for minimum dissipation or minimum dispersion provide the most accurate solution in each of the examples considered.

Anderson, D. A.↗

Adaptive mesh strategies for the spectral element method

An adaptive spectral method was developed for the efficient solution of time dependent partial differential equations. Adaptive mesh strategies that include resolution refinement and coarsening by three different methods are illustrated on solutions to the 1-D viscous Burger equation and the 2-D Navier-Stokes equations for driven flow in a cavity. Sharp gradients, singularities, and regions of poor resolution are resolved optimally as they develop in time using error estimators which indicate the choice of refinement to be used. The adaptive formulation presents significant increases in efficiency, flexibility, and general capabilities for high order spectral methods.

Mavriplis, Catherine↗

Local Analysis of Shock Capturing Using Discontinuous Galerkin Methodology

The compact form of the discontinuous Galerkin method allows for a detailed local analysis of the method in the neighborhood of the shock for a non-linear model problem. Insight gained from the analysis leads to new flux formulas that are stable and that preserve the compactness of the method. Although developed for a model equation, the flux formulas are applicable to systems such as the Euler equations. This article presents the analysis for methods with a degree up to 5. The analysis is accompanied by supporting numerical experiments using Burgers' equation and the Euler equations.

Atkins, H. L.↗

Application of the space-time conservation element and solution element method to two-dimensional advection-diffusion problems

The existing 2-D alpha-mu scheme and alpha-epsilon scheme based on the method of space-time conservation element and solution element, which were constructed for solving the linear 2-D unsteady advection-diffusion equation and unsteady advection equation, respectively, are tested. Also, the alpha-epsilon scheme is modified to become the V-E scheme for solving the nonlinear 2-D inviscid Burgers equation. Numerical solutions of six test problems are presented in comparison with their exact solutions or numerical solutions obtained by traditional finite-difference or finite-element methods. It is demonstrated that the 2-D alpha-mu, alpha-epsilon, and nu-epsilon schemes can be used to obtain numerical results which are more accurate than those based on some of the traditional methods but without using any artificial tuning in the computation. Similar to the previous 1-D test problems, the high accuracy and simplicity features of the space-time conservation element and solution element method have been revealed again in the present 2-D test results.

Wang, Xiao-Yen↗