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NASA NTRS1995

Local multiplicative Schwarz algorithms for convection-diffusion equations

We develop a new class of overlapping Schwarz type algorithms for solving scalar convection-diffusion equations discretized by finite element or finite difference methods. The preconditioners consist of two components, namely, the usual two-level additive Schwarz preconditioner and the sum of some quadratic terms constructed by using products of ordered neighboring subdomain preconditioners. The ordering of the subdomain preconditioners is determined by considering the direction of the flow. We prove that the algorithms are optimal in the sense that the convergence rates are independent of the mesh size, as well as the number of subdomains. We show by numerical examples that the new algorithms are less sensitive to the direction of the flow than either the classical multiplicative Schwarz algorithms, and converge faster than the additive Schwarz algorithms. Thus, the new algorithms are more suitable for fluid flow applications than the classical additive or multiplicative Schwarz algorithms.

Cai, Xiao-Chuan↗

NASA NTRS1993

A simple parallel prefix algorithm for compact finite-difference schemes

A compact scheme is a discretization scheme that is advantageous in obtaining highly accurate solutions. However, the resulting systems from compact schemes are tridiagonal systems that are difficult to solve efficiently on parallel computers. Considering the almost symmetric Toeplitz structure, a parallel algorithm, simple parallel prefix (SPP), is proposed. The SPP algorithm requires less memory than the conventional LU decomposition and is highly efficient on parallel machines. It consists of a prefix communication pattern and AXPY operations. Both the computation and the communication can be truncated without degrading the accuracy when the system is diagonally dominant. A formal accuracy study was conducted to provide a simple truncation formula. Experimental results were measured on a MasPar MP-1 SIMD machine and on a Cray 2 vector machine. Experimental results show that the simple parallel prefix algorithm is a good algorithm for the compact scheme on high-performance computers.

Sun, Xian-He↗

NASA NTRS1999

Eigenmodes of Ducted Flows With Radially-Dependent Axial and Swirl Velocity Components

This report characterizes the sets of small disturbances possible in cylindrical and annular ducts with mean flow whose axial and tangential components vary arbitrarily with radius. The linearized equations of motion are presented and discussed, and then exponential forms for the axial, circumferential, and time dependencies of any unsteady disturbances are assumed. The resultant equations form a generalized eigenvalue problem, the solution of which yields the axial wavenumbers and radial mode shapes of the unsteady disturbances. Two numerical discretizations are applied to the system of equations: (1) a spectral collocation technique based on Chebyshev polynomial expansions on the Gauss-Lobatto points, and (2) second and fourth order finite differences on uniform grids. The discretized equations are solved using a standard eigensystem package employing the QR algorithm. The eigenvalues fall into two primary categories: a discrete set (analogous to the acoustic modes found in uniform mean flows) and a continuous band (analogous to convected disturbances in uniform mean flows) where the phase velocities of the disturbances correspond to the local mean flow velocities. Sample mode shapes and eigensystem distributions are presented for both sheared axial and swirling flows. The physics of swirling flows is examined with reference to hydrodynamic stability and completeness of the eigensystem expansions. The effect of assuming exponential dependence in the axial direction is discussed.

Kousen, Kenneth A.↗

NASA NTRS1993

Adjoint methods for aerodynamic wing design

A model inverse design problem is used to investigate the effect of flow discontinuities on the optimization process. The optimization involves finding the cross-sectional area distribution of a duct that produces velocities that closely match a targeted velocity distribution. Quasi-one-dimensional flow theory is used, and the target is chosen to have a shock wave in its distribution. The objective function which quantifies the difference between the targeted and calculated velocity distributions may become non-smooth due to the interaction between the shock and the discretization of the flowfield. This paper offers two techniques to resolve the resulting problems for the optimization algorithms. The first, shock-fitting, involves careful integration of the objective function through the shock wave. The second, coordinate straining with shock penalty, uses a coordinate transformation to align the calculated shock with the target and then adds a penalty proportional to the square of the distance between the shocks. The techniques are tested using several popular sensitivity and optimization methods, including finite-differences, and direct and adjoint discrete sensitivity methods. Two optimization strategies, Gauss-Newton and sequential quadratic programming (SQP), are used to drive the objective function to a minimum.

Grossman, Bernard↗

DOE OSTI2024

A finite difference informed random walker (FDiRW) solver for strongly inhomogeneous diffusion problems

In nature, many complex multi-physics coupling problems exhibit strong diffusivity inhomogeneity. For instance, in the context of radionuclide absorption by porous wasteform materials within a flowing waste stream, the difference of species’ diffusivity in solid and liquid phases spans by 3~8 orders of magnitude. To solve the diffusion equations with strongly inhomogeneous diffusivity, traditional discretization-based methods, such as the Finite Difference Method (FDM), require infinitesimally small time steps (<10 -10 ) as high spatial resolutions are employed in most microstructure evolution processes, leading to prohibitively high computational costs. Here, this work developed an integrated numerical approach (FDiRW: Finite Difference informed Random Walk) to tackle this challenge. The idea is that utilizing the Random Walk concept, the fast diffusion is modeled as a superposition of point source’s solution for a concentration distribution while FDM is used to obtain the point source’s solution at each node. A mesh-coarsening algorithm is developed to generate an exclusive coarse mesh for FDiRW approach to maximize its efficiency. The effectiveness of the coarse mesh-based FDiRW approach is validated by benchmarking Finite Difference solutions. Numerical results demonstrated that FDiRW achieves a remarkable 1000x computational efficiency improvement over FDM while preserving desired accuracy for a medium-sized model of 192 × 192 × 192 grids. Finally, as models scale up, a floating-point operations (PLOPs) analysis of the FDiRW algorithm reveals that its computational complexity grows quadratically in terms of the number of nodes employed in computation.

36 MATERIALS SCIENCE↗

DOE OSTI2024

Lattice Green’s Functions for High-Order Finite Difference Stencils

Lattice Green's Functions (LGFs) are fundamental solutions to discretized linear operators, and as such they are a useful tool for solving discretized elliptic PDEs on domains that are unbounded in one or more directions. The majority of existing numerical solvers that make use of LGFs rely on a second-order discretization and operate on domains with free-space boundary conditions in all directions. Under these conditions, fast expansion methods are available that enable precomputation of 2D or 3D LGFs in linear time, avoiding the need for brute-force multi-dimensional quadrature of numerically unstable integrals. Here we focus on higher-order discretizations of the Laplace operator on domains with more general boundary conditions, by (1) providing an algorithm for fast and accurate evaluation of the LGFs associated with high-order dimension-split centered finite differences on unbounded domains, and (2) deriving closed-form expressions for the LGFs associated with both dimension-split and Mehrstellen discretizations on domains with one unbounded dimension. Through numerical experiments we demonstrate that these techniques provide LGF evaluations with near machine-precision accuracy, and that the resulting LGFs allow for numerically consistent solutions to high-order discretizations of the Poisson's equation on fully or partially unbounded 3D domains.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1990

Numerical simulation of rarefied gas flow through a slit

Two different approaches, the finite-difference method coupled with the discrete-ordinate method (FDDO), and the direct-simulation Monte Carlo (DSMC) method, are used in the analysis of the flow of a rarefied gas from one reservoir to another through a two-dimensional slit. The cases considered are for hard vacuum downstream pressure, finite pressure ratios, and isobaric pressure with thermal diffusion, which are not well established in spite of the simplicity of the flow field. In the FDDO analysis, by employing the discrete-ordinate method, the Boltzmann equation simplified by a model collision integral is transformed to a set of partial differential equations which are continuous in physical space but are point functions in molecular velocity space. The set of partial differential equations are solved by means of a finite-difference approximation. In the DSMC analysis, three kinds of collision sampling techniques, the time counter (TC) method, the null collision (NC) method, and the no time counter (NTC) method, are used.

Keith, Theo G., Jr.↗

NASA NTRS1982

Finite difference modeling of rotor flows including wake effects

Rotary wing finite difference methods are investigated. The main concern is the specification of boundary conditions to properly account for the effect of the wake on the blade. Examples are given of an approach where wake effects are introduced by specifying an equivalent angle of attack. An alternate approach is also given where discrete vortices are introduced into the finite difference grid. The resulting computations of hovering and high advance ratio cases compare well with experiment. Some consideration is also given to the modeling of low to moderate advance ratio flows.

Caradonna, F. X.↗

DOE OSTI2021

Error estimates of finite difference methods for the Dirac equation in the massless and nonrelativistic regime

We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter 0 < ε &NestedLessLess; 1 inversely proportional to the speed of light. In the massless and nonrelativistic regime, the solution exhibits rapid motion in space and is highly oscillatory in time. Specifically, the wavelength of the propagating waves in time is at O(ε), while in space, it is at O(1) with the wave speed at O(ε -1 ). We adopt one leap-frog, two semi-implicit, and one conservative Crank-Nicolson finite difference methods to numerically discretize the Dirac equation in one dimension and establish rigorously the error estimates which depend explicitly on the time step τ, mesh size h, and the small parameter ε. The error bounds indicate that, to obtain the “correct” numerical solution in the massless and nonrelativistic regime, i.e., 0 < ε &NestedLessLess; 1, all these finite difference methods share the same ε-scalability as time step τ = O(ε 3/2 ) and mesh size h = O(ε 1/2 ). A large number of numerical results are reported to verify the error estimates.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1997

External Boundary Conditions for Three-Dimensional Problems of Computational Aerodynamics

We consider an unbounded steady-state flow of viscous fluid over a three-dimensional finite body or configuration of bodies. For the purpose of solving this flow problem numerically, we discretize the governing equations (Navier-Stokes) on a finite-difference grid. The grid obviously cannot stretch from the body up to infinity, because the number of the discrete variables in that case would not be finite. Therefore, prior to the discretization we truncate the original unbounded flow domain by introducing some artificial computational boundary at a finite distance of the body. Typically, the artificial boundary is introduced in a natural way as the external boundary of the domain covered by the grid. The flow problem formulated only on the finite computational domain rather than on the original infinite domain is clearly subdefinite unless some artificial boundary conditions (ABC's) are specified at the external computational boundary. Similarly, the discretized flow problem is subdefinite (i.e., lacks equations with respect to unknowns) unless a special closing procedure is implemented at this artificial boundary. The closing procedure in the discrete case is called the ABC's as well. In this paper, we present an innovative approach to constructing highly accurate ABC's for three-dimensional flow computations. The approach extends our previous technique developed for the two-dimensional case; it employs the finite-difference counterparts to Calderon's pseudodifferential boundary projections calculated in the framework of the difference potentials method (DPM) by Ryaben'kii. The resulting ABC's appear spatially nonlocal but particularly easy to implement along with the existing solvers. The new boundary conditions have been successfully combined with the NASA-developed production code TLNS3D and used for the analysis of wing-shaped configurations in subsonic (including incompressible limit) and transonic flow regimes. As demonstrated by the computational experiments and comparisons with the standard (local) methods, the DPM-based ABC's allow one to greatly reduce the size of the computational domain while still maintaining high accuracy of the numerical solution. Moreover, they may provide for a noticeable increase of the convergence rate of multigrid iterations.

Tsynkov, Semyon V.↗

NASA NTRS1988

Implications of truncating semi-infinite physical domains on the accuracy of the solutions to the N-S equations

Numerical techniques for solving the Navier-Stokes equations of laminar incompressible flow over a forward-facing step on a semiinfinite flat plate are evaluated analytically and by means of sample computations. A primitive-variable method with pseudocompressibility and full mapping of the semiinfinite domain is compared with a vorticity/stream-function method with a truncated domain, applying a flux-corrected explicit finite-difference procedure to solve the discretized transport equations. The results are presented in graphs and compared with published experimental data. The solutions obtained with the truncated-domain methods are shown to be inaccurate, even in cases when they are smooth.

Dekruif, Jeffery S.↗

NASA NTRS1989

One-dimensional analysis of plane and radial thin film flows including solid-body rotation

The flow of a thin liquid film with a free surface along a horizontal plate which emanates from a pressurized vessel is examined by integrating the equations of motion across the thin liquid layer and discretizing the integrated equations using finite difference techniques. The effects of 0-g and solid-body rotation will be discussed. The two cases of interest are plane flow and radial flow. In plane flow, the liquid is considered to be flowing along a channel with no change in the width of the channel, whereas in radial flow the liquid spreads out radially over a disk, so that the area changes along the radius. It is desired to determine the height of the liquid film at any location along the plate of disk, so that the heat transfer from the plate or disk can be found. The possibility that the flow could encounter a hydraulic jump is accounted for.

Thomas, S.↗

NASA NTRS1991

A Fourier-Chebyshev pseudospectral method for solving steady 3-D Navier-Stokes and heat equations in cylindrical cavities

A Fourier-Chebyshev pseudospectral method for solving steady 3D Navier-Stokes equations in cylindrical cavities is presented and discussed. The general method is pseudo-unsteady and uses a semi-implicit finite difference scheme for the time discretization. The generalized ADI (Alternating Direction Implicit) procedure is then applied to reduce the problem to a successive solution of one-dimensional problems. The spatial approximation uses a Fourier-Galerkin approximation in the periodic direction and a Chebyshev-collocation approximation in the other directions. Difficulties related to the pressure are surmounted by using the artifical compressibility method. A suitable variable change was chosen to avoid the problem of singularity at the axis generated by cylindrical coordinates. The method is first tested on an advection-diffusion equation and then on the Navier-Stokes equations. Finally, the method is illustrated by a convection problem of a differentially heated fluid.

Pulicani, J. P.↗

NASA NTRS1993

An adaptive multigrid model for hurricane track prediction

This paper describes a simple numerical model for hurricane track prediction which uses a multigrid method to adapt the model resolution as the vortex moves. The model is based on the modified barotropic vorticity equation, discretized in space by conservative finite differences and in time by a Runge-Kutta scheme. A multigrid method is used to solve an elliptic problem for the streamfunction at each time step. Nonuniform resolution is obtained by superimposing uniform grids of different spatial extent; these grids move with the vortex as it moves. Preliminary numerical results indicate that the local mesh refinement allows accurate prediction of the hurricane track with substantially less computer time than required on a single uniform grid.

Fulton, Scott R.↗

NASA NTRS1996

Fast Multigrid Techniques in Total Variation-Based Image Reconstruction

Existing multigrid techniques are used to effect an efficient method for reconstructing an image from noisy, blurred data. Total Variation minimization yields a nonlinear integro-differential equation which, when discretized using cell-centered finite differences, yields a full matrix equation. A fixed point iteration is applied with the intermediate matrix equations solved via a preconditioned conjugate gradient method which utilizes multi-level quadrature (due to Brandt and Lubrecht) to apply the integral operator and a multigrid scheme (due to Ewing and Shen) to invert the differential operator. With effective preconditioning, the method presented seems to require Omicron(n) operations. Numerical results are given for a two-dimensional example.

Oman, Mary Ellen↗

NASA NTRS1992

FDDO and DSMC analyses of rarefied gas flow through 2D nozzles

Two different approaches, the finite-difference method coupled with the discrete-ordinate method (FDDO), and the direct-simulation Monte Carlo (DSMC) method, are used in the analysis of the flow of a rarefied gas expanding through a two-dimensional nozzle and into a surrounding low-density environment. In the FDDO analysis, by employing the discrete-ordinate method, the Boltzmann equation simplified by a model collision integral is transformed to a set of partial differential equations which are continuous in physical space but are point functions in molecular velocity space. The set of partial differential equations are solved by means of a finite-difference approximation. In the DSMC analysis, the variable hard sphere model is used as a molecular model and the no time counter method is employed as a collision sampling technique. The results of both the FDDO and the DSMC methods show good agreement. The FDDO method requires less computational effort than the DSMC method by factors of 10 to 40 in CPU time, depending on the degree of rarefaction.

Chung, Chan-Hong↗

DOE OSTI2020

A cancellation problem in hybrid particle-in-cell schemes due to finite particle size

The quasi-neutral hybrid particle-in-cell algorithm with kinetic ions and fluid electrons is a popular model to study multi-scale problems in laboratory, space, and astrophysical plasmas. Here, it is shown that the different spatial discretizations of ions as finite-spatial-size particles and electrons as a grid-based fluid can lead to significant numerical wave dispersion errors in the long wavelength limit (kd i «1, where k is the wavenumber and di is the ion skin-depth). The problem occurs when high-order particle-grid interpolations, or grid-based smoothing, spreads the electric field experienced by the ions across multiple spatial cells and leads to inexact cancellation of electric field terms in the total (ion + electron) momentum equation. Practical requirements on the mesh spacing Δx/d i are suggested to bound these errors from above. The accuracy impact of not respecting these resolution constraints is shown for a non-linear shock problem.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

DOE OSTI2024

Solution of the Schrödinger equation for quasi-one-dimensional materials using helical waves

We formulate and implement a spectral method for solving the Schrödinger equation, as it applies to quasi-one-dimensional materials and structures. This allows for computation of the electronic structure of important technological materials such as nanotubes (of arbitrary chirality), nanowires, nanoribbons, chiral nanoassemblies, nanosprings and nanocoils, in an accurate, efficient and systematic manner. Our work is motivated by the observation that one of the most successful methods for carrying out electronic structure calculations of bulk/crystalline systems — the plane-wave method — is a spectral method based on eigenfunction expansion. Our scheme avoids computationally onerous approximations involving periodic supercells often employed in conventional plane-wave calculations of quasi-one-dimensional materials, and also overcomes several limitations of other discretization strategies, e.g., those based on finite differences and atomic orbitals. The basis functions in our method — called helical waves (or twisted waves) — are eigenfunctions of the Laplacian with symmetry adapted boundary conditions, and are expressible in terms of plane waves and Bessel functions in helical coordinates. We describe the setup of fast transforms to carry out discretization of the governing equations using our basis set, and the use of matrix-free iterative diagonalization to obtain the electronic eigenstates. Miscellaneous computational details, including the choice of eigensolvers, use of a preconditioning scheme, evaluation of oscillatory radial integrals and the imposition of a kinetic energy cutoff are discussed. We have implemented these strategies into a computational package called HelicES (Helical Electronic Structure). We demonstrate the utility of our method in carrying out systematic electronic structure calculations of various quasi-one-dimensional materials through numerous examples involving nanotubes, nanoribbons and nanowires. We also explore the convergence properties of our method, and assess its accuracy and computational efficiency by comparison against reference finite difference, transfer matrix method and plane-wave results. We anticipate that our method will find applications in computational nanomechanics and multiscale modeling, for carrying out transport calculations of interest to the field of semiconductor devices, and for the discovery of novel chiral phases of matter that are of relevance to the burgeoning quantum hardware industry.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗