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NASA NTRS1988

On the coupling of hyperbolic and parabolic systems: Analytical and numerical approach

The coupling of hyperbolic and parabolic systems is discussed in a domain Omega divided into two distinct subdomains omega(+) and omega(-). The main concern is to find the proper interface conditions to be fulfilled at the surface separating the two domains. Next, they are used in the numerical approximation of the problem. The justification of the interface conditions is based on a singular perturbation analysis, i.e., the hyperbolic system is rendered parabolic by adding a small artifical viscosity. As this goes to zero, the coupled parabolic-parabolic problem degenerates into the original one, yielding some conditions at the interface. These are taken as interface conditions for the hyperbolic-parabolic problem. Actually, two alternative sets of interface conditions are discussed according to whether the regularization procedure is variational or nonvariational. It is shown how these conditions can be used in the frame of a numerical approximation to the given problem. Furthermore, a method of resolution is discussed which alternates the resolution of the hyperbolic problem within omega(-) and of the parabolic one within omega(+). The spectral collocation method is proposed, as an example of space discretization (different methods could be used as well); both explicit and implicit time-advancing schemes are considered. The present study is a preliminary step toward the analysis of the coupling between Euler and Navier-Stokes equations for compressible flows.

Gastaldi, Fabio↗

NASA NTRS1985

The numerical viscosity of entropy stable schemes for systems of conservation laws

Discrete approximations to hyperbolic systems of conservation laws are studied. The amount of numerical viscosity present in such schemes, is quantified and related to their entropy stability by means of comparison. To this end, conservative schemes which are also entropy conservative are constructed. These entropy conservative schemes enjoy second-order accuracy; moreover, they admit a particular interpretation within the finite-element frameworks, and hence can be formulated on various mesh configurations. It is then shown that conservative schemes are entropy stable if and only if they contain more viscosity than the mentioned above entropy conservative ones.

Tadmor, E.↗

NASA NTRS1987

The numerical viscosity of entropy stable schemes for systems of conservation laws. I

Discrete approximations to hyperbolic systems of conservation laws are studied. The amount of numerical viscosity present in such schemes is quantified and related to their entropy stability by means of comparison.To this end, conservative schemes which are also entropy-conservative are constructed. These entropy-conservative schemes enjoy second-order accuracy; moreover, they can be interpreted as piecewise-linear finite-element methods, and hence can be formulated on various mesh configurations. It is then shown that conservative schemes are entropy stable, if and (for three-point schemes) only they contain more viscosity than that present in the above-mentioned entropy-conservative ones.

Tadmor, Eitan↗

NASA NTRS1989

Domain decomposition methods for systems of conservation laws: Spectral collocation approximations

Hyperbolic systems of conversation laws are considered which are discretized in space by spectral collocation methods and advanced in time by finite difference schemes. At any time-level a domain deposition method based on an iteration by subdomain procedure was introduced yielding at each step a sequence of independent subproblems (one for each subdomain) that can be solved simultaneously. The method is set for a general nonlinear problem in several space variables. The convergence analysis, however, is carried out only for a linear one-dimensional system with continuous solutions. A precise form of the error reduction factor at each iteration is derived. Although the method is applied here to the case of spectral collocation approximation only, the idea is fairly general and can be used in a different context as well. For instance, its application to space discretization by finite differences is straight forward.

Quarteroni, Alfio↗

NASA NTRS1990

High order filtering methods for approximating hyberbolic systems of conservation laws

In the computation of discontinuous solutions of hyperbolic systems of conservation laws, the recently developed essentially non-oscillatory (ENO) schemes appear to be very useful. However, they are computationally costly compared to simple central difference methods. A filtering method which is developed uses simple central differencing of arbitrarily high order accuracy, except when a novel local test indicates the development of spurious oscillations. At these points, the full ENO apparatus is used, maintaining the high order of accuracy, but removing spurious oscillations. Numerical results indicate the success of the method. High order of accuracy was obtained in regions of smooth flow without spurious oscillations for a wide range of problems and a significant speed up of generally a factor of almost three over the full ENO method.

Lafon, F.↗

NASA NTRS1985

Implicit TVD schemes for hyperbolic conservation laws in curvilinear coordinates

The Harten (1983, 1984) total variation-diminishing (TVD) schemes, constituting a one-parameter explicit and implicit, second-order-accurate family, have the property of not generating spurious oscillations when applied to one-dimensional, nonlinear scalar hyperbolic conservation laws and constant coefficient hyperbolic systems. These methods are presently extended to the multidimensional hyperbolic conservation laws in curvilinear coordinates. Means by which to linearize the implicit operator and solution strategies, in order to improve the computation efficiency of the implicit algorithm, are discussed. Numerical experiments with steady state airfoil calculations indicate that the proposed linearized implicit TVD schemes are accurate and robust.

Yee, H. C.↗

NASA NTRS2014

High-Order Residual-Distribution Hyperbolic Advection-Diffusion Schemes: 3rd-, 4th-, and 6th-Order

In this paper, spatially high-order Residual-Distribution (RD) schemes using the first-order hyperbolic system method are proposed for general time-dependent advection-diffusion problems. The corresponding second-order time-dependent hyperbolic advection- diffusion scheme was first introduced in [NASA/TM-2014-218175, 2014], where rapid convergences over each physical time step, with typically less than five Newton iterations, were shown. In that method, the time-dependent hyperbolic advection-diffusion system (linear and nonlinear) was discretized by the second-order upwind RD scheme in a unified manner, and the system of implicit-residual-equations was solved efficiently by Newton's method over every physical time step. In this paper, two techniques for the source term discretization are proposed; 1) reformulation of the source terms with their divergence forms, and 2) correction to the trapezoidal rule for the source term discretization. Third-, fourth, and sixth-order RD schemes are then proposed with the above techniques that, relative to the second-order RD scheme, only cost the evaluation of either the first derivative or both the first and the second derivatives of the source terms. A special fourth-order RD scheme is also proposed that is even less computationally expensive than the third-order RD schemes. The second-order Jacobian formulation was used for all the proposed high-order schemes. The numerical results are then presented for both steady and time-dependent linear and nonlinear advection-diffusion problems. It is shown that these newly developed high-order RD schemes are remarkably efficient and capable of producing the solutions and the gradients to the same order of accuracy of the proposed RD schemes with rapid convergence over each physical time step, typically less than ten Newton iterations.

Mazaheri, Alireza R.↗

NASA NTRS1986

Stability analysis of spectral methods for hyperbolic initial-boundary value systems

A constant coefficient hyperbolic system in one space variable, with zero initial data is discussed. Dissipative boundary conditions are imposed at the two points x = + or - 1. This problem is discretized by a spectral approximation in space. Sufficient conditions under which the spectral numerical solution is stable are demonstrated - moreover, these conditions have to be checked only for scalar equations. The stability theorems take the form of explicit bounds for the norm of the solution in terms of the boundary data. The dependence of these bounds on N, the number of points in the domain (or equivalently the degree of the polynomials involved), is investigated for a class of standard spectral methods, including Chebyshev and Legendre collocations.

Gottlieb, D.↗

NASA NTRS1977

An accuracy analysis of the LDAR system

An accuracy report of the Lightning Detection and Ranging System is presented. The effect of quantizing errors are modelled by use of a computer. The errors in the four configurations of the LDAR System are compared to the limiting errors in an ideal hyperbolic system. Performance data from the track of a jet plane and for the indicated position of a fixed lightning simulator are analyzed for dispersions in the data. Error models show the quality and the areas of highly accurate data, and show how the data deteriorates outside the primary measuring range.

Poehler, H. A.↗

NASA NTRS1996

Orbits Close to Asteroid 4769 Castalia

We use a radar-derived physical model of 4769 Castalia (1989 PB) to investigate close orbit dynamics around that kilometer- sized, uniformly rotating asteroid. Our methods of analysis provide a basis for systematic studies of particle dynamics close to any uniformly rotating asteroid. We establish that a Jacobi integral exists for particles orbiting this asteroid, examine the attendant zero-velocity surfaces, find families of periodic orbits, and determine their stability. All synchronous orbits and direct orbits within approx. 3 mean radii of Castalia are unstable and are subject to impact or escape from Castalia. Retrograde orbits are mostly stable and allow particles to orbit close to the asteroid surface. We derive a model which allows us to predict the escape conditions of a particle in orbit about Castalia and the (temporary) capture conditions for a hyperbolic interloper. Orbits within 1.5 km of Castalia are subject to immediate ejection from the system. Hyperbolic orbits with a V(sub infinity) less than 0.4 m/sec can potentially be captured by Castalia if their periapsis radius Is within approx. 2 km. For Castalia this capture region is small, but the results also apply to larger asteroids whose capture regions would also be larger. We determine bounds on ejecta speeds which either ensure ejecta escape or re-impact as functions of location on Castalia's surface. The speeds that ensure escape range from 0.28 to 0.84 m/sec and the speeds that ensure re-impact range from 0 to 0.18 m/sec. Speeds between these two bounds lead either to escape, re-impact, or potentially finite-time stable orbits. We develop a simple criterion which can establish whether a particle could have been ejected from the asteroid in the past and if it will impact the surface in the future.

Scheeres, D. J.↗

NASA NTRS1990

A parallel iterative solution method for systems of nonlinear hyperbolic equations

An iterative algorithm suitable for the solution of a system of nonlinear hyperbolic partial differentiation equations in multiple dimensions is discussed. Current numerical methods for systems of nonlinear PDEs have limited parallelism due to strong coupling between the equations. This method decouples the PDEs by linearizing the convention coefficient for a space-time domain. This provides large grain parallelism. The linearization also allows the treatment of some terms in the equations as source terms, providing more freedom to choose from a wider variety of numerical methods. Smaller grain parallelism may be exploited within the solves for each equation. Thus, the method has potential for parallelism at several levels.

Scroggs, Jeffrey S.↗

NASA NTRS1997

The Local Discontinuous Galerkin Method for Time-Dependent Convection-Diffusion Systems

In this paper, we study the Local Discontinuous Galerkin methods for nonlinear, time-dependent convection-diffusion systems. These methods are an extension of the Runge-Kutta Discontinuous Galerkin methods for purely hyperbolic systems to convection-diffusion systems and share with those methods their high parallelizability, their high-order formal accuracy, and their easy handling of complicated geometries, for convection dominated problems. It is proven that for scalar equations, the Local Discontinuous Galerkin methods are L(sup 2)-stable in the nonlinear case. Moreover, in the linear case, it is shown that if polynomials of degree k are used, the methods are k-th order accurate for general triangulations; although this order of convergence is suboptimal, it is sharp for the LDG methods. Preliminary numerical examples displaying the performance of the method are shown.

Cockburn, Bernardo↗

NASA NTRS1989

An iterative method for systems of nonlinear hyperbolic equations

An iterative algorithm for the efficient solution of systems of nonlinear hyperbolic equations is presented. Parallelism is evident at several levels. In the formation of the iteration, the equations are decoupled, thereby providing large grain parallelism. Parallelism may also be exploited within the solves for each equation. Convergence of the interation is established via a bounding function argument. Experimental results in two-dimensions are presented.

Scroggs, Jeffrey S.↗

NASA NTRS1990

A two-step iterative method for evolving nonlinear acoustic systems to a steady-state

A new approach for evolving two-dimensional nonlinear acoustic systems with flow to a steady state is presented. The approach is a two-step iterative method which is tested on a benchmark acoustic problem for which an exact analytical solution is available. Results are also calculated for a nonlinear acoustic problem for which an exact analytical solution is not known. Results indicate that the two-step method represents a powerful, efficient, and stable method for evolving two-dimensional acoustic systems to a steady state, and that the method is applicable to any number of spatial dimensions and to other hyperbolic systems. It is noted that for the benchmark problem only a single iteration on the method is required when the transient and steady-state field are of the same order of magnitude; however, four iterations are required when the steady-state field is several orders of magnitude smaller than the transient field. This method requires six iterations before achieving a steady state for the nonlinear test problem.

Watson, Willie R.↗

NASA NTRS2001

Discontinuous Galerkin Methods for NonLinear Differential Systems

This talk considers simplified finite element discretization techniques for first-order systems of conservation laws equipped with a convex (entropy) extension. Using newly developed techniques in entropy symmetrization theory, simplified forms of the discontinuous Galerkin (DG) finite element method have been developed and analyzed. The use of symmetrization variables yields numerical schemes which inherit global entropy stability properties of the PDE (partial differential equation) system. Central to the development of the simplified DG methods is the Eigenvalue Scaling Theorem which characterizes right symmetrizers of an arbitrary first-order hyperbolic system in terms of scaled eigenvectors of the corresponding flux Jacobian matrices. A constructive proof is provided for the Eigenvalue Scaling Theorem with detailed consideration given to the Euler equations of gas dynamics and extended conservation law systems derivable as moments of the Boltzmann equation. Using results from kinetic Boltzmann moment closure theory, we then derive and prove energy stability for several approximate DG fluxes which have practical and theoretical merit.

Barth, Timothy↗

NASA NTRS1985

A computational study of saddle point separation and horseshoe vortex system

Incompressible flow around a cylinder-end wall junction has been simulated by solving the incompressible Navier-Stokes equations in three dimensions. The equations, cast in generalized curvilinear coordinates, are solved in time as a hyperbolic system by adding a pressure term in the continuity equation and are marched to a steady state. Various physical quantities associated with the saddle point of separation and the horseshoe vortex system are calculated. Computational and experimental results are generally consistent. The skin friction and the pressure distribution on the end wall are consistent with the physics of the problem. Secondary flows both in front of the cylinder and behind it are predicted that are in qualitative agreement with flow visualization results. The calculations also indicate a strongly nonuniform pressure loading along the length of the cylinder. A new mechanism for the existence of the recirculation bubbles behind the cylinder-end wall with relatively low ratio of cylinder height to the approaching boundary layer thickness is observed which is markedly different from its two-dimensional counterpart.

Kaul, U. K.↗

NASA NTRS1986

Preconditioned methods for solving the incompressible and low speed compressible equations

Acceleration methods are presented for solving the steady state incompressible equations. These systems are preconditioned by introducing artificial time derivatives which allow for a faster convergence to the steady state. The compressible equations in conservation form with slow flow are also considered. Two arbitrary functions, alpha and beta, are introduced in the general preconditioning. An analysis of this system is presented and an optimal value for beta is determined given a constant, alpha. It is further shown that the resultant incompressible equations form a symmetric hyperbolic system and so are well posed. Several generalizations to the compressible equations are presented which generalize previous results.

Turkel, E.↗

NASA NTRS1999

Practical Aspects of Stabilized FEM Discretizations of Nonlinear Conservation Law Systems with Convex Extension

This talk considers simplified finite element discretization techniques for first-order systems of conservation laws equipped with a convex (entropy) extension. Using newly developed techniques in entropy symmetrization theory, simplified forms of the Galerkin least-squares (GLS) and the discontinuous Galerkin (DG) finite element method have been developed and analyzed. The use of symmetrization variables yields numerical schemes which inherit global entropy stability properties of the POE system. Central to the development of the simplified GLS and DG methods is the Degenerative Scaling Theorem which characterizes right symmetrizes of an arbitrary first-order hyperbolic system in terms of scaled eigenvectors of the corresponding flux Jacobean matrices. A constructive proof is provided for the Eigenvalue Scaling Theorem with detailed consideration given to the Euler, Navier-Stokes, and magnetohydrodynamic (MHD) equations. Linear and nonlinear energy stability is proven for the simplified GLS and DG methods. Spatial convergence properties of the simplified GLS and DO methods are numerical evaluated via the computation of Ringleb flow on a sequence of successively refined triangulations. Finally, we consider a posteriori error estimates for the GLS and DG demoralization assuming error functionals related to the integrated lift and drag of a body. Sample calculations in 20 are shown to validate the theory and implementation.

Barth, Timothy↗