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NASA NTRS1996

New Nonlinear Multigrid Analysis

The nonlinear multigrid is an efficient algorithm for solving the system of nonlinear equations arising from the numerical discretization of nonlinear elliptic boundary problems. In this paper, we present a new nonlinear multigrid analysis as an extension of the linear multigrid theory presented by Bramble. In particular, we prove the convergence of the nonlinear V-cycle method for a class of mildly nonlinear second order elliptic boundary value problems which do not have full elliptic regularity.

Xie, Dexuan↗
NASA NTRS1994

Multigrid techniques for nonlinear eigenvalue probems: Solutions of a nonlinear Schroedinger eigenvalue problem in 2D and 3D

This paper presents multigrid (MG) techniques for nonlinear eigenvalue problems (EP) and emphasizes an MG algorithm for a nonlinear Schrodinger EP. The algorithm overcomes the mentioned difficulties combining the following techniques: an MG projection coupled with backrotations for separation of solutions and treatment of difficulties related to clusters of close and equal eigenvalues; MG subspace continuation techniques for treatment of the nonlinearity; an MG simultaneous treatment of the eigenvectors at the same time with the nonlinearity and with the global constraints. The simultaneous MG techniques reduce the large number of self consistent iterations to only a few or one MG simultaneous iteration and keep the solutions in a right neighborhood where the algorithm converges fast.

Costiner, Sorin↗
NASA NTRS1991

Numerical methods in laminar and turbulent flow; Proceedings of the 7th International Conference, Stanford Univ., CA, July 15-19, 1991. Vol. 7, pts. 1 & 2

Consideration is given to the impulse response of a laminar boundary layer and receptivity; numerical transition to turbulence in plane Poiseuille flow; large eddy simulation of turbulent wake flow; a viscous model and loss calculation of a multisplitter cascade; vortex initiation during dynamic stall of an airfoil; a numerical analysis of isothermal flow in a combustion chamber; and compressible flow calculations with a two-equation turbulence model and unstructured grids. Attention is also given to a 2D calculation of a buoyant flow around a burning sphere, a fast multigrid method for 3D turbulent incompressible flows, a streaming flow induced by an oscillating cascade of circular cylinders, an algebraic multigrid scheme for solving the Navier-Stokes equations on unstructured meshes; and nonlinear coupled multigrid solutions to thermal problems employing different nodal grid arrangements and convective transport approximations.

Taylor, C.↗
NASA NTRS1981

Multigrid solvers on parallel computers

Massively parallel computers, as considered in this investigation, are not yet available. However, a large-scale parallel computer cannot usefully be designed before the hypothetical algorithms which will employ it are studied. Most of the studies of parallel partial differential equations (PDE) solvers are based on solution techniques much slower (on sequential machines) than multigrid methods. Multigrid methods are highly parallelizable. Each of their processes can simultaneously be performed at all grid points. The present investigation is concerned with a preliminary exploration of the potential of multigrid, or, more generally, Multi-Level Adaptive Techniques (MLAT) on computers with many processors. Basic processes are considered, taking into account coarse-grid approximation, relaxation, coarse-grid corrections, full multigrid algorithms, nonlinear problems and eigenvalue problems, fine-to-coarse correction, and chains of problems. Details of parallel multigrid processing are also examined.

Brandt, A.↗
NASA NTRS1996

Numerical Study of Multigrid Methods with Various Smoothers for the Elliptical Grid Generation Equations

A robust solver for the elliptic grid generation equations is sought via a numerical study. The system of PDEs is discretized with finite differences, and multigrid methods are applied to the resulting nonlinear algebraic equations. Multigrid iterations are compared with respect to the robustness and efficiency. Different smoothers are tried to improve the convergence of iterations. The methods are applied to four 2D grid generation problems over a wide range of grid distortions. The results of the study help to select smoothing schemes and the overall multigrid procedures for elliptic grid generation.

Golik, W. L.↗
NASA NTRS1987

Vortex breakdown simulation based on a nonlinear inviscid model

It is shown that the inviscid equations governing steady axisymmetric flow with swirl, admit solutions with closed streamlines. Results are obtained using two different numerical algorithms. The first is based on a multigrid method for nonlinear eigenvalue problems, while the second is based on a least squares formulation.

Hafez, M. M.↗
NASA NTRS1983

A multigrid method for the Euler equations

A multigrid algorithm has been developed for the numerical solution of the steady two-dimensional Euler equations. Flux vector splitting and one-sided differencing are employed to define the spatial discretization. Newton's method is used to solve the nonlinear equations, and a multigrid solver is used on each linear problem. The relaxation scheme for the linear problems is symmetric Gauss-Seidel. Standard restriction and interpolation operators are employed. Local mode analysis is used to predict the convergence rate of the multigrid process on the linear problems. Computed results for transonic flows over airfoils are presented.

Jespersen, D. C.↗
NASA NTRS1990

An adaptive grid algorithm for one-dimensional nonlinear equations

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.

Gutierrez, William E.↗
NASA NTRS1996

Implicit Extrapolation Methods for Variable Coefficient Problems

Implicit extrapolation methods for the solution of partial differential equations are based on applying the extrapolation principle indirectly. Multigrid tau-extrapolation is a special case of this idea. In the context of multilevel finite element methods, an algorithm of this type can be used to raise the approximation order, even when the meshes are nonuniform or locally refined. Here previous results are generalized to the variable coefficient case and thus become applicable for nonlinear problems. The implicit extrapolation multigrid algorithm converges to the solution of a higher order finite element system. This is obtained without explicitly constructing higher order stiffness matrices but by applying extrapolation in a natural form within the algorithm. The algorithm requires only a small change of a basic low order multigrid method.

Jung, M.↗
NASA NTRS1991

Parallel Methods on Large-Scale Structural Analysis and Physics Applications; Symposium, Hampton, VA, Feb. 5, 6, 1991, Selected Papers

Recent advances in parallel methods and algorithms integrated into large-scale codes are presented. Consideration is given to problem decomposition (substructuring), efficient matrix solution algorithms for shared memory architectures, dynamic and transient analysis algorithms for shared memory architectures, and algorithms for distributed and massively parallel architectures. Particular attention is given to partitioning of unstructured problems for parallel processing, parallel-vector computation for linear-structural analysis and nonlinear unconstraint optimization problems, a parallel-vector equation solver for unsymmetric matrices on supercomputers, parallel nonlinear finite element dynamic response, multigrid algorithms for solving structural mechanics problems on supercomputers, structural analysis on massively parallel computers, explicit finite element methods with contact-impact on SIMD computers, and the impact of mapping and sparsity on parallelized finite element method modules.

Storaasli, Olaf O.↗
NASA NTRS1993

Numerical solution of flame sheet problems with and without multigrid methods

Flame sheet problems are on the natural route to the numerical solution of multidimensional flames, which, in turn, are important in many engineering applications. In order to model the structure of flames more accurately, we use the vorticity-velocity formulation of the fluid flow equations, as opposed to the streamfunction-vorticity approach. The numerical solution of the resulting nonlinear coupled elliptic partial differential equations involves a pseudo transient process and a steady state Newton iteration. Rather than working with dimensionless variables, we introduce scale factors that can yield significant savings in the execution time. In this context, we also investigate the applicability and performance of several multigrid methods, focusing on nonlinear damped Newton multigrid, using either one way or correction schemes.

Douglas, Craig C.↗
NASA NTRS1996

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.↗
NASA NTRS1993

The block adaptive multigrid method applied to the solution of the Euler equations

In the present study, a scheme capable of solving very fast and robust complex nonlinear systems of equations is presented. The Block Adaptive Multigrid (BAM) solution method offers multigrid acceleration and adaptive grid refinement based on the prediction of the solution error. The proposed solution method was used with an implicit upwind Euler solver for the solution of complex transonic flows around airfoils. Very fast results were obtained (18-fold acceleration of the solution) using one fourth of the volumes of a global grid with the same solution accuracy for two test cases.

Pantelelis, Nikos↗
NASA NTRS1985

Study of second order upwind differencing in a recirculating flow

The accuracy and stability of the second order upwind differencing scheme was investigated. The solution algorithm employed is based on a coupled solution of the nonlinear finite difference equations by the multigrid technique. Calculations have been made of the driven cavity flow for several Reynolds numbers and finite difference grids. In comparison with the hybrid differencing, the second order upwind differencing is somewhat more accurate but it is not monotonically accurate with mesh refinement. Also, the convergence of the solution algorithm deteriorates with the use of the second order upwind differencing.

Vanka, S. P.↗
NASA NTRS1987

Second-order upwind differencing in a recirculating flow

The accuracy and stability of the second order upwind differencing scheme was investigated. The solution algorithm employed is based on a coupled solution of the nonlinear finite difference equations by the multigrid technique. Calculations have been made of the driven cavity flow for several Reynolds numbers and finite difference grids. In comparison with the hybrid differencing, the second order upwind differencing is somewhat more accurate but it is not monotonically accurate with mesh refinement. Also, the convergence of the solution algorithm deteriorates with the use of the second order upwind differencing.

Vanka, S. P.↗
NASA NTRS2001

Multigrid approaches to non-linear diffusion problems on unstructured meshes

The efficiency of three multigrid methods for solving highly non-linear diffusion problems on two-dimensional unstructured meshes is examined. The three multigrid methods differ mainly in the manner in which the nonlinearities of the governing equations are handled. These comprise a non-linear full approximation storage (FAS) multigrid method which is used to solve the non-linear equations directly, a linear multigrid method which is used to solve the linear system arising from a Newton linearization of the non-linear system, and a hybrid scheme which is based on a non-linear FAS multigrid scheme, but employs a linear solver on each level as a smoother. Results indicate that all methods are equally effective at converging the non-linear residual in a given number of grid sweeps, but that the linear solver is more efficient in cpu time due to the lower cost of linear versus non-linear grid sweeps.

Mavriplis, Dimitri J.↗
NASA NTRS1999

An O(Nm(sup 2)) Plane Solver for the Compressible Navier-Stokes Equations

A hierarchical multigrid algorithm for efficient steady solutions to the two-dimensional compressible Navier-Stokes equations is developed and demonstrated. The algorithm applies multigrid in two ways: a Full Approximation Scheme (FAS) for a nonlinear residual equation and a Correction Scheme (CS) for a linearized defect correction implicit equation. Multigrid analyses which include the effect of boundary conditions in one direction are used to estimate the convergence rate of the algorithm for a model convection equation. Three alternating-line- implicit algorithms are compared in terms of efficiency. The analyses indicate that full multigrid efficiency is not attained in the general case; the number of cycles to attain convergence is dependent on the mesh density for high-frequency cross-stream variations. However, the dependence is reasonably small and fast convergence is eventually attained for any given frequency with either the FAS or the CS scheme alone. The paper summarizes numerical computations for which convergence has been attained to within truncation error in a few multigrid cycles for both inviscid and viscous ow simulations on highly stretched meshes.

Thomas, J. L.↗