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At least 109 records · Page 6

Nonoverlapping Localized Exponential Time Differencing Methods for Diffusion Problems

In this paper, we propose nonoverlapping localized exponential time differencing (ETD) methods for diffusion problems. The model time-dependent diffusion equation is first reformulated on subdomains based on the nonoverlapping domain decomposition, in which Neumann boundary conditions are imposed on the interfaces for the subdomain problems and Dirichlet type conditions are enforced to form a space-time interface problem. After spatial discretization by standard central finite differences and temporal integration with the first or second order ETD methods, the fully discrete interface problem is obtained. Such an interface problem is then solved iteratively either at each time step or over the whole time interval: the former involves the solution of stationary problems in each subdomain at each iteration while the latter involves the solution of time-dependent subdomain problems at each iteration. For both approaches, we prove that localized ETD solutions conserve mass exactly and converge in time to the exact space semidiscrete solution. Numerical experiments in two dimensions are also presented to illustrate the performance of the proposed methods.

Mass conservation↗

The Schwarz Alternating Method for the Seamless Coupling of Nonlinear Reduced Order Models and Full Order Models

Projection-based model order reduction allows for the parsimonious representation of full order models (FOMs), typically obtained through the discretization of a set of partial differential equations (PDEs) using conventional techniques (e.g., finite element, finite volume, finite difference methods) where the discretization may contain a very large number of degrees of freedom. As a result of this more compact representation, the resulting projection-based reduced order models (ROMs) can achieve considerable computational speedups, which are especially useful in real-time or multi-query analyses. One known deficiency of projection-based ROMs is that they can suffer from a lack of robustness, stability and accuracy, especially in the predictive regime, which ultimately limits their useful application. Another research gap that has prevented the widespread adoption of ROMs within the modeling and simulation community is the lack of theoretical and algorithmic foundations necessary for the “plug-and-play” integration of these models into existing multi-scale and multi-physics frameworks. This paper describes a new methodology that has the potential to address both of the aforementioned deficiencies by coupling projection-based ROMs with each other as well as with conventional FOMs by means of the Schwarz alternating method [41]. Leveraging recent work that adapted the Schwarz alternating method to enable consistent and concurrent multiscale coupling of finite element FOMs in solid mechanics [35, 36], we present a new extension of the Schwarz framework that enables FOM-ROM and ROM-ROM coupling, following a domain decomposition of the physical geometry on which a PDE is posed. In order to maintain efficiency and achieve computation speed-ups, we employ hyper-reduction via the Energy-Conserving Sampling and Weighting (ECSW) approach [13]. We evaluate the proposed coupling approach in the reproductive as well as in the predictive regime on a canonical test case that involves the dynamic propagation of a traveling wave in a nonlinear hyper-elastic material.

97 MATHEMATICS AND COMPUTING↗

Methods for analysis of cracks in three-dimensional solids

Various analytical and numerical methods used to evaluate the stress intensity factors for cracks in three-dimensional (3-D) solids are reviewed. Classical exact solutions and many of the approximate methods used in 3-D analyses of cracks are reviewed. The exact solutions for embedded elliptic cracks in infinite solids are discussed. The approximate methods reviewed are the finite element methods, the boundary integral equation (BIE) method, the mixed methods (superposition of analytical and finite element method, stress difference method, discretization-error method, alternating method, finite element-alternating method), and the line-spring model. The finite element method with singularity elements is the most widely used method. The BIE method only needs modeling of the surfaces of the solid and so is gaining popularity. The line-spring model appears to be the quickest way to obtain good estimates of the stress intensity factors. The finite element-alternating method appears to yield the most accurate solution at the minimum cost.

Raju, I. S.↗

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↗

Discretized Newton-relaxation solution of high resolution flux-difference split schemes

A method is presented for the implicit solution of high resolution flux-difference split schemes for which it is impractical to obtain the Jacobian matrix analytically. The method is used frequently in numerical schemes for solving nonlinear systems of equations, but apparently has not been used to date for approximating the Jacobian of the Roe numerical flux vectors. The method consists of obtaining a discretized Jacobian by using simple finite-differences of the flux vectors, and then using this discretized Jacobian in a Newton-relaxation solution method. The method is applied to both compressible and incompressible flows. Numerical results are presented that demonstrate the method works for both inviscid and viscous flows.

Whitfield, David L.↗

A Particle-in-Cell Method for Plasmas with a Generalized Momentum Formulation, Part II: Enforcing the Lorenz Gauge Condition

In a previous paper Christlieb et al. (A particle-in-cell method for plasmas with a generalized momentum formulation, part I: Model formulation, 2024), we developed a new particle-in-cell (PIC) method for the relativistic Vlasov–Maxwell system in which the electromagnetic fields and the equations of motion for the particles were cast in terms of scalar and vector potentials through a Hamiltonian formulation. This new method evolved the potentials under the Lorenz gauge using integral equation methods. New methods to construct spatial derivatives of the potentials that converge at the same rates as the fields were also presented. The new particle method was compared against standard explicit discretizations, including the well-known FDTD-PIC method, for a range of applications involving sheaths and particle beams. Here, this paper extends this new class of methods by focusing on the enforcement the Lorenz gauge condition in both exact and approximate forms using co-located meshes. A time-consistency property of the proposed field solver for the vector potential form of Maxwell’s equations is established, which is shown to preserve the equivalence between the semi-discrete Lorenz gauge condition and the analogous semi-discrete continuity equation. Using this property, we present three methods to enforce a semi-discrete gauge condition. The first method introduces an update for the continuity equation that is consistent with the discretization of the Lorenz gauge condition. Both the finite difference and spectral implementations satisfy this discrete gauge condition to machine precision. The second approach we propose enforces a semi-discrete continuity equation using the boundary integral solution to the field equations. The potential benefit of this approach is that it eliminates spatial derivatives that appear on the particle data, namely the current density, which is often calculated by linear combinations of low-order spline basis functions. This method is ideally suited to boundary integral equation methods that invert multi-dimensional operators without dimensional splitting techniques and will be the subject of future work. The third approach introduces a gauge correcting method that makes direct use of the gauge condition to modify the scalar potential and uses local maps for both the charge and current densities. This results in a gauge error, as the maps do not enforce the continuity equation. The vector potential coming from the current density is taken to be exact, and using the Lorenz gauge, we compute a correction to the scalar potential that makes the two potentials satisfy the gauge condition. This method also enforces the gauge condition to machine precision. We demonstrate two of the proposed methods in the context of periodic domains. Problems defined on bounded domains, including those with complex geometric features remain an ongoing effort. However, this work shows that it is possible to design computationally efficient methods that can effectively enforce the Lorenz gauge condition in a non-staggered PIC formulation.

97 MATHEMATICS AND COMPUTING↗

Efficient Multigrid Reduction-in-Time for Method-of-Lines Discretizations of Linear Advection

Parallel-in-time methods for partial differential equations (PDEs) have been the subject of intense development over recent decades, particularly for diffusion-dominated problems. It has been widely reported in the literature, however, that many of these methods perform quite poorly for advection-dominated problems. In this report we analyze the particular iterative parallel-in-time algorithm of multigrid reduction-in-time (MGRIT) for discretizations of constant-wave-speed linear advection problems. We focus on common method-of-lines discretizations that employ upwind finite differences in space and Runge-Kutta methods in time. Using a convergence framework we developed in previous work, we prove for a subclass of these discretizations that, if using the standard approach of rediscretizing the fine-grid problem on the coarse grid, robust MGRIT convergence with respect to CFL number and coarsening factor is not possible. This poor convergence and non-robustness is caused, at least in part, by an inadequate coarse-grid correction for smooth Fourier modes in space-time known as characteristic components. We propose an alternative coarse-grid operator that provides a better correction of these modes. This coarse-grid operator is related to previous work and uses a semi-Lagrangian discretization combined with an implicitly treated truncation error correction. Theory and numerical experiments show the proposed coarse-grid operator yields fast MGRIT convergence for many of the method-of-lines discretizations considered, including for both implicit and explicit discretizations of high order. Parallel results demonstrate speed-up over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

A high-order finite difference method for moving immersed domain boundaries and material interfaces

Here, we present a high-order sharp treatment of immersed moving domain boundaries and material interfaces, and apply it to the advection-diffusion equation in two and three dimensions. The spatial discretization combines dimension-split finite difference schemes with an immersed boundary treatment based on a weighted least-squares reconstruction of the solution, providing stable discretizations with up to sixth order accuracy for diffusion terms and third order accuracy for advection terms. The temporal discretization relies on a novel strategy for maintaining high-order temporal accuracy in problems with moving boundaries that minimizes implementation complexity and allows arbitrary explicit or diagonally-implicit Runge-Kutta schemes. The approach is broadly compatible with popular PDE-specialized Runge-Kutta time integrators, including low-storage, strong stability preserving, and diagonally implicit schemes. Through numerical experiments we demonstrate that the full discretization maintains high-order spatial and temporal accuracy in the presence of complex 3D geometries and for a range of boundary conditions, including Dirichlet, Neumann, and flux conditions with large jumps in coefficients.

97 MATHEMATICS AND COMPUTING↗

Numerical computation of transonic flows by finite-element and finite-difference methods

Studies on applications of the finite element approach to transonic flow calculations are reported. Different discretization techniques of the differential equations and boundary conditions are compared. Finite element analogs of Murman's mixed type finite difference operators for small disturbance formulations were constructed and the time dependent approach (using finite differences in time and finite elements in space) was examined.

Hafez, M. M.↗

Jacobian-free Newton–Krylov method for the simulation of non-thermal plasma discharges with high-order time integration and physics-based preconditioning

A preconditioning framework for the numerical simulation of non-thermal streamer discharges is developed using the Jacobian-free Newton-Krylov (JFNK) method. A reduced plasma fluid model is considered, consisting of electrons, one positive ion, one negative ion, and the electrostatic potential. Here, the plasma kinetics model includes ionization, electron-ion recombination, electron attachment, electron detachment, and ion-ion recombination. The governing equations are made dimensionless, discretized in space with finite differences, and integrated in time with a fully implicit method based on high-order backward differentiation formulas. The preconditioning framework is based on a linearized form of the governing equations and physics-based operator splitting. The efficiency of the preconditioning strategy is assessed through two test cases: streamer propagation between parallel plates and an axisymmetric pin-to-pin discharge. The fully implicit approach overcomes traditional restrictions in the time step size due to processes such as electron drift, electron diffusion, and dielectric relaxation. Excellent performance is observed through relevant statistics of the JFNK solver, although the number of linear iterations increases for the pin-to-pin discharge when nonlinear numerical boundary conditions are imposed at the electrodes. Performance studies show scalability with O(100-1000) processors for O(10M) unknowns with ample room for optimization.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗

A study of turbulent flow between parallel plates by a statistical method

Turbulent Couette flow between parallel plates was studied from a statistical mechanics approach utilizing a model equation, similar to the Boltzmann equation of kinetic theory, which was proposed by Lundgren from the velocity distribution of fluid elements. Solutions to this equation are obtained numerically, employing the discrete ordinate method and finite differences. Two types of boundary conditions on the distribution function are considered, and the results of the calculations are compared to available experimental data. The research establishes that Lundgren's equation provides a very good description of turbulence for the flow situation considered and that it offers an analytical tool for further study of more complex turbulent flows. The present work also indicates that modelling of the boundary conditions is an area where further study is required.

Srinivasan, R.↗

Turbulent plane Couette flow using probability distribution functions

A numerical scheme employing a combination of the discrete ordinate method and finite differences is developed for solving the one-dimensional form of Lundgren's (1967) model equation for turbulent plane Couette flow. The approach used requires no a priori assumption about the form of the turbulent distribution function, and the numerical solution is obtained directly from the governing differential equations. Two different types of boundary conditions (zero-gradient and Chapman-Enskog) for the distribution function are evaluated by comparing the numerical results with experimental data. It is found that: (1) the present approach gives convergent and stable results over a wide range of Reynolds numbers; (2) Lundgren's equation yields results that compare well with experimental data for mean velocity and skin friction in the case of simple Couette flow; (3) the zero-gradient boundary condition leads to a logarithmic flow profile; and (4) the Chapman-Enskog boundary condition provides very good agreement with experimental data when applied within the near-wall region.

Srinivasan, R.↗

Application of the method of integral relations to unsteady fluid flow problems with shocks

A mixed method using both the method of integral relations and the finite difference technique is developed for the solution of unsteady flow problems. The integral relations method is based upon a chosen interpolating function dependent only on the time domain. The resulting local semidiscrete finite element equations obtained are assembled into a global form. The spatial derivatives at the nodes are replaced by finite difference operators and the discretized nonlinear algebraic system is solved by an iterative scheme. Solutions are obtained for the one-dimensional gasdynamics equation, the one-dimensional wave equation and Burger's model of turbulence. Agreement with other numerical and analytical solutions is excellent for the gasdynamics problem and satisfactory for the Burger equation in cases of small viscous effects.

Wadia, A. R.↗

Methods for analysis of cracks in three-dimensional solids

Analytical and numerical methods evaluating the stress-intensity factors for three-dimensional cracks in solids are presented, with reference to fatigue failure in aerospace structures. The exact solutions for embedded elliptical and circular cracks in infinite solids, and the approximate methods, including the finite-element, the boundary-integral equation, the line-spring models, and the mixed methods are discussed. Among the mixed methods, the superposition of analytical and finite element methods, the stress-difference, the discretization-error, the alternating, and the finite element-alternating methods are reviewed. Comparison of the stress-intensity factor solutions for some three-dimensional crack configurations showed good agreement. Thus, the choice of a particular method in evaluating the stress-intensity factor is limited only to the availability of resources and computer programs.

Raju, I. S.↗

Survey of computer programs for heat transfer analysis

An overview is given of the current capabilities of thirty-three computer programs that are used to solve heat transfer problems. The programs considered range from large general-purpose codes with broad spectrum of capabilities, large user community, and comprehensive user support (e.g., ABAQUS, ANSYS, EAL, MARC, MITAS II, MSC/NASTRAN, and SAMCEF) to the small, special-purpose codes with limited user community such as ANDES, NTEMP, TAC2D, TAC3D, TEPSA and TRUMP. The majority of the programs use either finite elements or finite differences for the spatial discretization. The capabilities of the programs are listed in tabular form followed by a summary of the major features of each program. The information presented herein is based on a questionnaire sent to the developers of each program. This information is preceded by a brief background material needed for effective evaluation and use of computer programs for heat transfer analysis. The present survey is useful in the initial selection of the programs which are most suitable for a particular application. The final selection of the program to be used should, however, be based on a detailed examination of the documentation and the literature about the program.

Noor, Ahmed K.↗

Flow of rarefied gases over two-dimensional bodies

A kinetic-theory analysis is made of the flow of rarefied gases over two-dimensional bodies of arbitrary curvature. The Boltzmann equation simplified by a model collision integral is written in an arbitrary orthogonal curvilinear coordinate system, and solved by means of finite-difference approximation with the discrete ordinate method. A numerical code is developed which can be applied to any two-dimensional submerged body of arbitrary curvature for the flow regimes from free-molecular to slip at transonic Mach numbers. Predictions are made for the case of a right circular cylinder.

Jeng, Duen-Ren↗

Rarefied gas flow through two-dimensional nozzles

A kinetic theory analysis is made of the flow of a rarefied gas from one reservoir to another through two-dimensional nozzles with arbitrary curvature. The Boltzmann equation simplified by a model collision integral is solved by means of finite-difference approximations with the discrete ordinate method. The physical space is transformed by a general grid generation technique and the velocity space is transformed to a polar coordinate system. A numerical code is developed which can be applied to any two-dimensional passage of complicated geometry for the flow regimes from free-molecular to slip. Numerical values of flow quantities can be calculated for the entire physical space including both inside the nozzle and in the outside plume. Predictions are made for the case of parallel slots and compared with existing literature data. Also, results for the cases of convergent or divergent slots and two-dimensional nozzles with arbitrary curvature at arbitrary knudsen number are presented.

De Witt, Kenneth J.↗