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Barth, Timothy

Publications and source records attributed to Barth, Timothy.

Multilevel Monte Carlo Estimation of Unbiased Expectation via Sample Reuse and the Low Variance Estimation of Asymptotic Rates

A new variant of the multilevel Monte Carlo estimator [5, 3, 9, 12] is presented for the estimation of expectation statistics that utilizes sample reuse in specified levels, explicitly removes approximation error bias associated with numerically computed output quantities of interest that have an asymptotic limit behavior, and permits a low variance estimate of the asymptotic rate of convergence to that limit. In addition, it is shown that this new multilevel Monte Carlo variant can yield a computational cost savings. A review of Monte Carlo and multilevel Monte Carlo estimators is presented that includes analysis of expected value, expected mean squared error, and the calculation of optimized multilevel sample size parameters. The multilevel Monte Carlo estimator produces estimates of expectation for numerically approximated output quantities of interest that are biased by approximation error. When the quantity of interest can be modeled as the asymptotic limit of numerically approximated output quantities of interest, it is theoretically possible to remove this approximation error bias in the multilevel Monte Carlo estimator. In actual implementations, however, this procedure is unreliable due to statistical variability and inaccuracy in estimating the needed asymptotic limit. Analysis and numerical experiment show that the proposed variant of the multilevel Monte Carlo method greatly reduces (in some cases eliminates) the statistical variability in this limit estimation.

Barth, Timothy

On the Calculation of Exact Cumulative Distribution Statistics for Burgers Equation

A mathematical procedure is presented for the calculation of exact cumulative distribution statistics for a viscosity-free variant of Burgers nonlinear partial differential equation (PDE) in one space dimension and time subject to sinusoidal initial data with uncertain (random variable) amplitude or phase shift. Analytical solutions of nonlinear PDEs with uncertain initial and/or boundary data are invaluable benchmarks in assessing approximate uncertainty quantification techniques. The Burgers equation solution with uncertain initial data results in nonsmooth solution behavior in both physical and random variable dimensions which provides a severe test for approximate uncertainty quantification techniques. Mathematical proofs are provided to verify that exact cumulative distribution statistics can be systematically and robustly obtained for all forward time.

Burgers

Combined Error and Uncertainty Estimates for CFD Problems

Given input sources of uncertainty, non-intrusive uncertainty propagation methods quantify the uncertainty in output quantities of interest (QoI) by performing a nite number of CFD (Computational Fluid Dynamics) instance realizations needed in the calculation of output statistics. It is well known that this introduces multiple sources of error. CFD codes often utilize finite-dimensional approximation (grids, basis functions, etc.) thus incurring CFD numerical errors often approximately reinterpreted as a statistical bias. Uncertainty propagation methods calculate uncertainty statistics for output quantities of interest using a numerical method (e.g. deterministic quadrature, sampling, etc.) thus incurring UQ (Uncertainty Quantification) numerical errors. Importance of quantifying these errors in large scale scientific computing: How accurate is an output statistic?; How should additional computational resources be invested to further reduce the error in a statistic?

Posteriori

Human Factors Checklist: Think Human Factors - Focus on the People

A quick-look Human Factors (HF) Checklist condenses industry and NASA Agency standards consisting of thousands of requirements into 14 main categories. With support from contractor HF and Safety Practitioners, NASA developed a means to share key HF messages with Design, Engineering, Safety, Project Management, and others. It is often difficult to complete timely assessments due to the large volume of HF information. The HF Checklist evolved over time into a simple way to consider the most important concepts. A wide audience can apply the checklist early in design or through planning phases, even before hardware or processes are finalized or implemented. The checklist is a good place to start to supplement formal HF evaluation. The HF Checklist was based on many Space Shuttle processing experiences and lessons learned. It is now being applied to ground processing of new space vehicles and adjusted for new facilities and systems.

Human Factors; Human Systems Integration

The Development of NASA's Fault Management Handbook

NASA is developing a FM Handbook to establish guidelines and to provide recommendations for defining, developing, analyzing, evaluating, testing, and operating FM systems. It establishes a process for developing FM throughout the lifecycle of a mission and provides a basis for moving the field toward a formal and consistent FM methodology to be applied on future programs. This paper describes the motivation for, the development of, and the future plans for the NASA FM Handbook.

fault tolerant control

ON THE ROLE OF INVOLUTIONS IN THE DISCONTINUOUS GALERKIN DISCRETIZATION OF MAXWELL AND MAGNETOHYDRODYNAMIC SYSTEMS

The role of involutions in energy stability of the discontinuous Galerkin (DG) discretization of Maxwell and magnetohydrodynamic (MHD) systems is examined. Important differences are identified in the symmetrization of the Maxwell and MHD systems that impact the construction of energy stable discretizations using the DG method. Specifically, general sufficient conditions to be imposed on the DG numerical flux and approximation space are given so that energy stability is retained These sufficient conditions reveal the favorable energy consequence of imposing continuity in the normal component of the magnetic induction field at interelement boundaries for MHD discretizations. Counterintuitively, this condition is not required for stability of Maxwell discretizations using the discontinuous Galerkin method.

Barth, Timothy

A Streaming Language Implementation of the Discontinuous Galerkin Method

We present a Brook streaming language implementation of the 3-D discontinuous Galerkin method for compressible fluid flow on tetrahedral meshes. Efficient implementation of the discontinuous Galerkin method using the streaming model of computation introduces several algorithmic design challenges. Using a cycle-accurate simulator, performance characteristics have been obtained for the Stanford Merrimac stream processor. The current Merrimac design achieves 128 Gflops per chip and the desktop board is populated with 16 chips yielding a peak performance of 2 Teraflops. Total parts cost for the desktop board is less than $20K. Current cycle-accurate simulations for discretizations of the 3-D compressible flow equations yield approximately 40-50% of the peak performance of the Merrimac streaming processor chip. Ongoing work includes the assessment of the performance of the same algorithm on the 2 Teraflop desktop board with a target goal of achieving 1 Teraflop performance.

Barth, Timothy

A-Posteriori Error Estimation for Hyperbolic Conservation Laws with Constraint

This lecture considers a-posteriori error estimates for the numerical solution of conservation laws with time invariant constraints such as those arising in magnetohydrodynamics (MHD) and gravitational physics. Using standard duality arguments, a-posteriori error estimates for the discontinuous Galerkin finite element method are then presented for MHD with solenoidal constraint. From these estimates, a procedure for adaptive discretization is outlined. A taxonomy of Green's functions for the linearized MHD operator is given which characterizes the domain of dependence for pointwise errors. The extension to other constrained systems such as the Einstein equations of gravitational physics are then considered. Finally, future directions and open problems are discussed.

Barth, Timothy

Finite Volume Methods: Foundation and Analysis

Finite volume methods are a class of discretization schemes that have proven highly successful in approximating the solution of a wide variety of conservation law systems. They are extensively used in fluid mechanics, porous media flow, meteorology, electromagnetics, models of biological processes, semi-conductor device simulation and many other engineering areas governed by conservative systems that can be written in integral control volume form. This article reviews elements of the foundation and analysis of modern finite volume methods. The primary advantages of these methods are numerical robustness through the obtention of discrete maximum (minimum) principles, applicability on very general unstructured meshes, and the intrinsic local conservation properties of the resulting schemes. Throughout this article, specific attention is given to scalar nonlinear hyperbolic conservation laws and the development of high order accurate schemes for discretizing them. A key tool in the design and analysis of finite volume schemes suitable for non-oscillatory discontinuity capturing is discrete maximum principle analysis. A number of building blocks used in the development of numerical schemes possessing local discrete maximum principles are reviewed in one and several space dimensions, e.g. monotone fluxes, E-fluxes, TVD discretization, non-oscillatory reconstruction, slope limiters, positive coefficient schemes, etc. When available, theoretical results concerning a priori and a posteriori error estimates are given. Further advanced topics are then considered such as high order time integration, discretization of diffusion terms and the extension to systems of nonlinear conservation laws.

Barth, Timothy

Energy Stable Flux Formulas For The Discontinuous Galerkin Discretization Of First Order Nonlinear Conservation Laws

We consider the discontinuous Galerkin (DG) finite element discretization of first order systems of conservation laws derivable as moments of the kinetic Boltzmann equation. This includes well known conservation law systems such as the Euler For the class of first order nonlinear conservation laws equipped with an entropy extension, an energy analysis of the DG method for the Cauchy initial value problem is developed. Using this DG energy analysis, several new variants of existing numerical flux functions are derived and shown to be energy stable.

Barth, Timothy

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

Residual Distribution Schemes for Conservation Laws Via Adaptive Quadrature

This paper considers a family of nonconservative numerical discretizations for conservation laws which retains the correct weak solution behavior in the limit of mesh refinement whenever sufficient order numerical quadrature is used. Our analysis of 2-D discretizations in nonconservative form follows the 1-D analysis of Hou and Le Floch. For a specific family of nonconservative discretizations, it is shown under mild assumptions that the error arising from non-conservation is strictly smaller than the discretization error in the scheme. In the limit of mesh refinement under the same assumptions, solutions are shown to satisfy an entropy inequality. Using results from this analysis, a variant of the "N" (Narrow) residual distribution scheme of van der Weide and Deconinck is developed for first-order systems of conservation laws. The modified form of the N-scheme supplants the usual exact single-state mean-value linearization of flux divergence, typically used for the Euler equations of gasdynamics, by an equivalent integral form on simplex interiors. This integral form is then numerically approximated using an adaptive quadrature procedure. This renders the scheme nonconservative in the sense described earlier so that correct weak solutions are still obtained in the limit of mesh refinement. Consequently, we then show that the modified form of the N-scheme can be easily applied to general (non-simplicial) element shapes and general systems of first-order conservation laws equipped with an entropy inequality where exact mean-value linearization of the flux divergence is not readily obtained, e.g. magnetohydrodynamics, the Euler equations with certain forms of chemistry, etc. Numerical examples of subsonic, transonic and supersonic flows containing discontinuities together with multi-level mesh refinement are provided to verify the analysis.

Barth, Timothy

High Order Approximations for Compressible Fluid Dynamics on Unstructured and Cartesian Meshes

The development of high-order accurate numerical discretization techniques for irregular domains and meshes is often cited as one of the remaining challenges facing the field of computational fluid dynamics. In structural mechanics, the advantages of high-order finite element approximation are widely recognized. This is especially true when high-order element approximation is combined with element refinement (h-p refinement). In computational fluid dynamics, high-order discretization methods are infrequently used in the computation of compressible fluid flow. The hyperbolic nature of the governing equations and the presence of solution discontinuities makes high-order accuracy difficult to achieve. Consequently, second-order accurate methods are still predominately used in industrial applications even though evidence suggests that high-order methods may offer a way to significantly improve the resolution and accuracy for these calculations. To address this important topic, a special course was jointly organized by the Applied Vehicle Technology Panel of NATO's Research and Technology Organization (RTO), the von Karman Institute for Fluid Dynamics, and the Numerical Aerospace Simulation Division at the NASA Ames Research Center. The NATO RTO sponsored course entitled "Higher Order Discretization Methods in Computational Fluid Dynamics" was held September 14-18, 1998 at the von Karman Institute for Fluid Dynamics in Belgium and September 21-25, 1998 at the NASA Ames Research Center in the United States. During this special course, lecturers from Europe and the United States gave a series of comprehensive lectures on advanced topics related to the high-order numerical discretization of partial differential equations with primary emphasis given to computational fluid dynamics (CFD). Additional consideration was given to topics in computational physics such as the high-order discretization of the Hamilton-Jacobi, Helmholtz, and elasticity equations. This volume consists of five articles prepared by the special course lecturers. These articles should be of particular relevance to those readers with an interest in numerical discretization techniques which generalize to very high-order accuracy. The articles of Professors Abgrall and Shu consider the mathematical formulation of high-order accurate finite volume schemes utilizing essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) reconstruction together with upwind flux evaluation. These formulations are particularly effective in computing numerical solutions of conservation laws containing solution discontinuities. Careful attention is given by the authors to implementational issues and techniques for improving the overall efficiency of these methods. The article of Professor Cockburn discusses the discontinuous Galerkin finite element method. This method naturally extends to high-order accuracy and has an interpretation as a finite volume method. Cockburn addresses two important issues associated with the discontinuous Galerkin method: controlling spurious extrema near solution discontinuities via "limiting" and the extension to second order advective-diffusive equations (joint work with Shu). The articles of Dr. Henderson and Professor Schwab consider the mathematical formulation and implementation of the h-p finite element methods using hierarchical basis functions and adaptive mesh refinement. These methods are particularly useful in computing high-order accurate solutions containing perturbative layers and corner singularities. Additional flexibility is obtained using a mortar FEM technique whereby nonconforming elements are interfaced together. Numerous examples are given by Henderson applying the h-p FEM method to the simulation of turbulence and turbulence transition.

Barth, Timothy

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

Discretization and Preconditioning Algorithms for the Euler and Navier-Stokes Equations on Unstructured Meshes

Several stabilized discretization procedures for conservation law equations on triangulated domains will be considered. Specifically, numerical schemes based on upwind finite volume, fluctuation splitting, Galerkin least-squares, and space discontinuous Galerkin discretization will be considered in detail. A standard energy analysis for several of these methods will be given via entropy symmetrization. Next, we will present some relatively new theoretical results concerning congruence relationships for left or right symmetrized equations. These results suggest new variants of existing FV, DG, GLS and FS methods which are computationally more efficient while retaining the pleasant theoretical properties achieved by entropy symmetrization. In addition, the task of Jacobian linearization of these schemes for use in Newton's method is greatly simplified owing to exploitation of exact symmetries which exist in the system. These variants have been implemented in the "ELF" library for which example calculations will be shown. The FV, FS and DG schemes also permit discrete maximum principle analysis and enforcement which greatly adds to the robustness of the methods. Some prevalent limiting strategies will be reviewed. Next, we consider embedding these nonlinear space discretizations into exact and inexact Newton solvers which are preconditioned using a nonoverlapping (Schur complement) domain decomposition technique. Elements of nonoverlapping domain decomposition for elliptic problems will be reviewed followed by the present extension to hyperbolic and elliptic-hyperbolic problems. Other issues of practical relevance such the meshing of geometries, code implementation, turbulence modeling, global convergence, etc. will be addressed as needed.

Barth, Timothy

Practical Aspects of Krylov Subspace Iterative Methods in CFD

Implementation issues associated with the application of Krylov subspace iterative methods, such as Newton-GMRES, are presented within the framework of practical computational fluid dynamic (CFD) applications. This paper categorizes, evaluates, and contrasts the major ingredients (function evaluations, matrix-vector products, and preconditioners) of Newton-GMRES Krylov subspace methods in terms of their effect on the local linear and global nonlinear convergence, memory requirements, and accuracy. The discussion focuses on Newton-GMRES in both a structured multi-zone incompressible Navier-Stokes solver and an unstructured mesh finite-volume Navier-Stokes solver. Approximate versus exact matrix-vector products, effective preconditioners, and other pertinent issues are addressed.

Pulliam, Thomas H.

Three-dimensional unstructured grid refinement and optimization using edge-swapping

This paper presents a three-dimensional (3-D) 'edge-swapping method based on local transformations. This method extends Lawson's edge-swapping algorithm into 3-D. The 3-D edge-swapping algorithm is employed for the purpose of refining and optimizing unstructured meshes according to arbitrary mesh-quality measures. Several criteria including Delaunay triangulations are examined. Extensions from two to three dimensions of several known properties of Delaunay triangulations are also discussed.

Gandhi, Amar