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A note on windowing for the waveform relaxation

The technique of windowing has been often used in the implementation of the waveform relaxations for solving ODE's or time dependent PDE's. Its efficiency depends upon problem stiffness and operator splitting. Using model problems, the estimates for window length and convergence rate are derived. The electiveness of windowing is then investigated for non-stiff and stiff cases respectively. lt concludes that for the former, windowing is highly recommended when a large discrepancy exists between the convergence rate on a time interval and the ones on its subintervals. For the latter, windowing does not provide any computational advantage if machine features are disregarded. The discussion is supported by experimental results.

Zhang, Hong↗

On Bi-Grid Local Mode Analysis of Solution Techniques for 3-D Euler and Navier-Stokes Equations

A procedure is presented for utilizing a bi-grid stability analysis as a practical tool for predicting multigrid performance in a range of numerical methods for solving Euler and Navier-Stokes equations. Model problems based on the convection, diffusion and Burger's equation are used to illustrate the superiority of the bi-grid analysis as a predictive tool for multigrid performance in comparison to the smoothing factor derived from conventional von Neumann analysis. For the Euler equations, bi-grid analysis is presented for three upwind difference based factorizations, namely Spatial, Eigenvalue and Combination splits, and two central difference based factorizations, namely LU and ADI methods. In the former, both the Steger-Warming and van Leer flux-vector splitting methods are considered. For the Navier-Stokes equations, only the Beam-Warming (ADI) central difference scheme is considered. In each case, estimates of multigrid convergence rates from the bi-grid analysis are compared to smoothing factors obtained from single-grid stability analysis. Effects of grid aspect ratio and flow skewness are examined. Both predictions are compared with practical multigrid convergence rates for 2-D Euler and Navier-Stokes solutions based on the Beam-Warming central scheme.

Ibraheem, S. O.↗

Multigrid methods in structural mechanics

Although the application of multigrid methods to the equations of elasticity has been suggested, few such applications have been reported in the literature. In the present work, multigrid techniques are applied to the finite element analysis of a simply supported Bernoulli-Euler beam, and various aspects of the multigrid algorithm are studied and explained in detail. In this study, six grid levels were used to model half the beam. With linear prolongation and sequential ordering, the multigrid algorithm yielded results which were of machine accuracy with work equivalent to 200 standard Gauss-Seidel iterations on the fine grid. Also with linear prolongation and sequential ordering, the V(1,n) cycle with n greater than 2 yielded better convergence rates than the V(n,1) cycle. The restriction and prolongation operators were derived based on energy principles. Conserving energy during the inter-grid transfers required that the prolongation operator be the transpose of the restriction operator, and led to improved convergence rates. With energy-conserving prolongation and sequential ordering, the multigrid algorithm yielded results of machine accuracy with a work equivalent to 45 Gauss-Seidel iterations on the fine grid. The red-black ordering of relaxations yielded solutions of machine accuracy in a single V(1,1) cycle, which required work equivalent to about 4 iterations on the finest grid level.

Raju, I. S.↗

On-line parameter estimation using a high sensitivity estimator

An on-line parameter identification method is presented. The method is based on a recursive formulation of the maximum likelihood method, with a significant modification on the gains of the state estimator. In the conventional maximum likelihood method, the Kalman gains are used in the state estimator. This produces unbiased, minimum variance parameter estimates in the presence of process noise and measurement noise, but it also slows the convergence rate when the identification is done on-line. Here we suggest choosing the gains to maximize a measure of the sensitivities of the state estimates to parameter variations. One such criterion is to minimize the trace of the inverse information matrix. This increases the convergence rate significantly. After one or two time constants, the gains are switched to the Kalman values to assure unbiased, minimum-variance estimates. The state estimate will initially be nonoptimal, and may not be adequate for control purposes. In this case, a parallel Kalman filter which uses the identifier's parameter estimates can be used. This method is applied here for the identification of a simple first-order system, and for the identification of short-period stability derivatives of an F-8 aircraft from simulated data.

Mishne, D.↗

Coarsening strategies for unstructured multigrid techniques with application to anisotropic problems

Over the years, multigrid has been demonstrated as an efficient technique for solving inviscid flow problems. However, for viscous flows, convergence rates often degrade. This is generally due to the required use of stretched meshes (i.e., the aspect-ratio AR = delta y/delta x is much less than 1) in order to capture the boundary layer near the body. Usual techniques for generating a sequence of grids that produce proper convergence rates on isotopic meshes are not adequate for stretched meshes. This work focuses on the solution of Laplace's equation, discretized through a Galerkin finite-element formulation on unstructured stretched triangular meshes. A coarsening strategy is proposed and results are discussed.

Morano, E.↗

Coarsening Strategies for Unstructured Multigrid Techniques with Application to Anisotropic Problems

Over the years, multigrid has been demonstrated as an efficient technique for solving inviscid flow problems. However, for viscous flows, convergence rates often degrade. This is generally due to the required use of stretched meshes (i.e. the aspect-ratio AR = (delta)y/(delta)x much less than 1) in order to capture the boundary layer near the body. Usual techniques for generating a sequence of grids that produce proper convergence rates on isotropic meshes are not adequate for stretched meshes. This work focuses on the solution of Laplace's equation, discretized through a Galerkin finite-element formulation on unstructured stretched triangular meshes. A coarsening strategy is proposed and results are discussed.

Morano, E.↗

Indirect addressing and load balancing for faster solution to Mandelbrot Set on SIMD architectures

SIMD computers with local indirect addressing allow programs to have queues and buffers, making certain kinds of problems much more efficient. Examined here are a class of problems characterized by computations on data points where the computation is identical, but the convergence rate is data dependent. Normally, in this situation, the algorithm time is governed by the maximum number of iterations required by each point. Using indirect addressing allows a processor to proceed to the next data point when it is done, reducing the overall number of iterations required to approach the mean convergence rate when a sufficiently large problem set is solved. Load balancing techniques can be applied for additional performance improvement. Simulations of this technique applied to solving Mandelbrot Sets indicate significant performance gains.

Tomboulian, Sherryl↗

Comments on the Diffusive Behavior of Two Upwind Schemes

The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and locally one-dimensional finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2.5 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a speedup of 29 over finite volume.

Wood, William A.↗

Diffusion Characteristics of Upwind Schemes on Unstructured Triangulations

The diffusive characteristics of two upwind schemes, multi-dimensional fluctuation splitting and dimensionally-split finite volume, are compared for scalar advection-diffusion problems. Algorithms for the two schemes are developed for node-based data representation on median-dual meshes associated with unstructured triangulations in two spatial dimensions. Four model equations are considered: linear advection, non-linear advection, diffusion, and advection-diffusion. Modular coding is employed to isolate the effects of the two approaches for upwind flux evaluation, allowing for head-to-head accuracy and efficiency comparisons. Both the stability of compressive limiters and the amount of artificial diffusion generated by the schemes is found to be grid-orientation dependent, with the fluctuation splitting scheme producing less artificial diffusion than the dimensionally-split finite volume scheme. Convergence rates are compared for the combined advection-diffusion problem, with a speedup of 2-3 seen for fluctuation splitting versus finite volume when solved on the same mesh. However, accurate solutions to problems with small diffusion coefficients can be achieved on coarser meshes using fluctuation splitting rather than finite volume, so that when comparing convergence rates to reach a given accuracy, fluctuation splitting shows a 20-25 speedup over finite volume.

Wood, William A.↗

Numerical Speed of Sound and its Application to Schemes for all Speeds

The concept of "numerical speed of sound" is proposed in the construction of numerical flux. It is shown that this variable is responsible for the accurate resolution of' discontinuities, such as contacts and shocks. Moreover, this concept can he readily extended to deal with low speed and multiphase flows. As a results, the numerical dissipation for low speed flows is scaled with the local fluid speed, rather than the sound speed. Hence, the accuracy is enhanced the correct solution recovered, and the convergence rate improved. We also emphasize the role of mass flux and analyze the behavior of this flux. Study of mass flux is important because the numerical diffusivity introduced in it can be identified. In addition, it is the term common to all conservation equations. We show calculated results for a wide variety of flows to validate the effectiveness of using the numerical speed of sound concept in constructing the numerical flux. We especially aim at achieving these two goals: (1) improving accuracy and (2) gaining convergence rates for all speed ranges. We find that while the performance at high speed range is maintained, the flux now has the capability of performing well even with the low: speed flows. Thanks to the new numerical speed of sound, the convergence is even enhanced for the flows outside of the low speed range. To realize the usefulness of the proposed method in engineering problems, we have also performed calculations for complex 3D turbulent flows and the results are in excellent agreement with data.

Liou, Meng-Sing↗

Hypersonic blunt body computations including real gas effects

Various second-order explicit and implicit TVD shock-capturing methods, a generalization of Roe's approximate Riemann solver, and a generalized flux-vector splitting scheme are used to study two-dimensional hypersonic real-gas flows. Special attention is given to the identification of some of the elements and parameters which can affect the convergence rate for high Mach numbers or real gases, but have negligible effect for low Mach numbers, for cases involving steady-state inviscid blunt flows. Blunt body calculations at Mach numbers of greater than 15 are performed to treat real-gas effects, and impinging shock results are obtained to test the treatment of slip surfaces and complex structures. Even with the addition of improvements, the convergence rate of algorithms in the hypersonic flow regime is found to be generally slower for a real gas than for a perfect gas.

Montagne, J.-L.↗

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.↗

A Critical Study of Agglomerated Multigrid Methods for Diffusion

Agglomerated multigrid techniques used in unstructured-grid methods are studied critically for a model problem representative of laminar diffusion in the incompressible limit. The studied target-grid discretizations and discretizations used on agglomerated grids are typical of current node-centered formulations. Agglomerated multigrid convergence rates are presented using a range of two- and three-dimensional randomly perturbed unstructured grids for simple geometries with isotropic and highly stretched grids. Two agglomeration techniques are used within an overall topology-preserving agglomeration framework. The results show that multigrid with an inconsistent coarse-grid scheme using only the edge terms (also referred to in the literature as a thin-layer formulation) provides considerable speedup over single-grid methods but its convergence deteriorates on finer grids. Multigrid with a Galerkin coarse-grid discretization using piecewise-constant prolongation and a heuristic correction factor is slower and also grid-dependent. In contrast, grid-independent convergence rates are demonstrated for multigrid with consistent coarse-grid discretizations. Actual cycle results are verified using quantitative analysis methods in which parts of the cycle are replaced by their idealized counterparts.

Thomas, James L.↗

Development of a pressure based multigrid solution method for complex fluid flows

In order to reduce the computational difficulty associated with a single grid (SG) solution procedure, the multigrid (MG) technique was identified as a useful means for improving the convergence rate of iterative methods. A full MG full approximation storage (FMG/FAS) algorithm is used to solve the incompressible recirculating flow problems in complex geometries. The algorithm is implemented in conjunction with a pressure correction staggered grid type of technique using the curvilinear coordinates. In order to show the performance of the method, two flow configurations, one a square cavity and the other a channel, are used as test problems. Comparisons are made between the iterations, equivalent work units, and CPU time. Besides showing that the MG method can yield substantial speed-up with wide variations in Reynolds number, grid distributions, and geometry, issues such as the convergence characteristics of different grid levels, the choice of convection schemes, and the effectiveness of the basic iteration smoothers are studied. An adaptive grid scheme is also combined with the MG procedure to explore the effects of grid resolution on the MG convergence rate as well as the numerical accuracy.

Shyy, Wei↗

Retrieval of ice thickness from polarimetric SAR data

We describe a potential procedure for retrieving ice thickness from multi-frequency polarimetric SAR data for thin ice. This procedure includes first masking out the thicker ice types with a simple classifier and then deriving the thickness of the remaining pixels using a model-inversion technique. The technique used to derive ice thickness from polarimetric observations is provided by a numerical estimator or neural network. A three-layer perceptron implemented with the backpropagation algorithm is used in this investigation with several improved aspects for a faster convergence rate and a better accuracy of the neural network. These improvements include weight initialization, normalization of the output range, the selection of offset constant, and a heuristic learning algorithm. The performance of the neural network is demonstrated by using training data generated by a theoretical scattering model for sea ice matched to the database of interest. The training data are comprised of the polarimetric backscattering coefficients of thin ice and the corresponding input ice parameters to the scattering model. The retrieved ice thickness from the theoretical backscattering coefficients is compare with the input ice thickness to the scattering model to illustrate the accuracy of the inversion method. Results indicate that the network convergence rate and accuracy are higher when multi-frequency training sets are presented. In addition, the dominant backscattering coefficients in retrieving ice thickness are found by comparing the behavior of the network trained backscattering data at various incidence angels. After the neural network is trained with the theoretical backscattering data at various incidence anges, the interconnection weights between nodes are saved and applied to the experimental data to be investigated. In this paper, we illustrate the effectiveness of this technique using polarimetric SAR data collected by the JPL DC-8 radar over a sea ice scene.

Kwok, R.↗

Higher Order Modeling In the BEM/FEM Hybrid Formulation

Hybrid formulations using low order curl-conforming bases to represent the total electric field within a finite element region and low order divergence-conforming bases to represent equivalent electric and magnetic currents on the boundary are well known. However, higher-order divergence and curl-conforming bases have been shown to provide significant benefits in convergence rates and accuracy when employed in strictly integral equation and strictly finite element formulations. In this paper, a hybrid electric field formulation employing higher order bases is presented. The paper addresses benefits and issues associated with using higher order divergence-and curl-conforming bases in the hybrid finite element/boundary element electric field formulation. The method of singularity subtraction may be used to compute the self terms of the boundary integral when the bases are of low order. But this method becomes laborious and requires great care when the divergence conforming bases are of higher order. In order to handle these singularities simply and accurately, a generalized Gaussian quadrature method is employed in which the expansion functions account for the singularity. In preliminary tests of the higher order hybrid formulation, the equivalent electric current induced by scattering of a plane wave from a square dielectric cylinder is examined. Accurate results are obtained using only a two-triangle mesh when the current basis is of order 4 or 5. Additional results are presented comparing the error obtained using higher order bases to that obtained using lower order bases when the number of unknowns is approximately equal. Also, convergence rates obtained with higher order bases are compared to those obtained with lower order bases for selected sample problems.

Fink, Patrick W.↗