Stability analysis of numerical boundary conditions and implicit difference approximations for hyperbolic equations
Previously announced in STAR as N81-33870
Engineering topics
Publications and source records attributed to Beam, R. M..
Previously announced in STAR as N81-33870
Implicit, noniterative, finite difference schemes were recently developed by several authors for multidimensional systems of nonlinear hyperbolic partial differential equations. When applied to linear model equations with periodic boundary conditions those schemes are unconditionally stable (A-stable). As applied in practice the algorithms often face a severe time step restriction. A major source of the difficulty is the treatment of the numerical boundary conditions. One conjecture was that unconditional stability requires implicit numerical boundary conditions. An apparent counter example was the space time extrapolation considered by Gustafsson, Kreiss, and Sunstrom. Spatial (implicit) and space time (explicit) extrapolation using normal mode analysis for a finite and infinite number of spatial mesh intervals are examined. The results indicate that for unconditional stability with a finite number of spatial mesh intervals, the numerical boundary conditions must be implicit.
The applicability to practical calculations of recent theoretical developments in the stability analysis of difference approximations for initial-boundary-value problems of the hyperbolic type. For the numerical experiments, select the one-dimensional inviscid gas-dynamic equations in conservation-law form is selected. A class of implicit schemes based on linear multistep methods for ordinary differential equations is chosen and the use of space or space-time extrapolations as implicit or explicit boundary schemes is emphasized. Some numerical examples with various inflow-outflow conditions highlight the commonly discussed issues: explicit versus implicit boundary schemes, unconditionally stable schemes, and underspecification or overspecification of boundary conditions.
Innovations and extensions of implicit schemes for equations of fluid dynamics are presented. The notation and theory for linear multistep methods are reviewed, and extensions of work by Beam and Warming (1979) include the implementation of one-leg methods, ADI methods for equations with mixed derivatives, flux vector splitting, the P-dimensional wave equation, and boundary conditions. Numerical experiments indicate that implicit treatment of the boundary conditions is necessary for unconditional stability, and the improvement and implementation of the boundary condition theory should improve the implicit algorithms for gas dynamic equations.
Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A(0)-stable linear two-step methods in conjunction with the method of approximate factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A(0)-stable method. The parameter space for which the resulting ADI schemes are second-order accurate and unconditionally stable is determined. Some numerical examples are given.
Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A sub 0-stable linear two-step methods in conjunction with the method of approximation factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A sub 0-stable method. The parameter space for which the resulting ADI schemes are second order accurate and unconditionally stable is determined. Some numerical examples are given.
An attempt is made to establish a connection between linear multistep methods for applications to ordinary differential equations and their extension (by approximate factorization) to alternating direction implicit methods for partial differential equations. An earlier implicit factored scheme for the compressible Navier-Stokes equations is generalized by innovations that (1) increase the class of temporal difference schemes to include all linear multistep methods, (2) optimize the class of unconditionally stable factored schemes by a new choice of unknown variable, and (3) improve the computational efficiency by the introduction of quasi-one-leg methods.
An alternating direction implicit (ADI) scheme was constructed by the method of approximate factorization. An A-stable linear multistep method (LMM) was used to integrate a model two-dimensional hyperbolic-parabolic partial differential equation. Sufficient conditions for the A-stability of the LMM were determined by applying the theory of positive real functions to reduce the stability analysis of the partial differential equations to a simple algebraic test. A linear test equation for partial differential equations is defined and then used to analyze the stability of approximate factorization schemes. An ADI method for the three-dimensional heat equation is also presented.
Efficient, noniterative, implicit finite difference algorithms are systematically developed for nonlinear conservation laws including purely hyperbolic systems and mixed hyperbolic parabolic systems. Utilization of a rational fraction or Pade time differencing formulas, yields a direct and natural derivation of an implicit scheme in a delta form. Attention is given to advantages of the delta formation and to various properties of one- and two-dimensional algorithms.
An implicit finite difference scheme is developed for the numerical solution of the compressible Navier-Stokes equations in conservation-law form. The algorithm is second-order-time accurate, noniterative, and spatially factored. In order to obtain an efficient factored algorithm, the spatial cross-derivatives are evaluated explicitly. However, the algorithm is unconditionally stable and, although a three-time-level scheme, requires only two-time-levels of data storage. The algorithm is constructed in a 'delta' form (i.e., increments of the conserved variables and fluxes) that provides a direct derivation of the scheme and leads to an efficient computational algorithm. In addition, the delta form has the advantageous property of a steady-state (if one exists) independent of the size of the time step. Numerical results are presented for a two-dimensional shock boundary-layer interaction problem.
An implicit finite-difference scheme is developed for the efficient numerical solution of nonlinear hyperbolic systems in conservation-law form. The algorithm is second-order time-accurate, noniterative, and in a spatially factored form. Second- or fourth-order central and second-order one-sided spatial differencing are accommodated within the solution of a block tridiagonal system of equations. Significant conceptual and computational simplifications are made for systems whose flux vectors are homogeneous functions (of degree one), e.g., the Eulerian gasdynamic equations. Conservative hybrid schemes, which switch from central to one-sided spatial differencing whenever the local characteristic speeds are of the same sign, are constructed to improve the resolution of weak solutions. Numerical solutions are presented for a nonlinear scalar model equation and the two-dimensional Eulerian gasdynamic equations.
The hyperbolic nature of the unsteady, inviscid, gas-dynamic equations implies the existence of a similarity transformation for diagonalizing an arbitrary linear combination of coefficient matrices. It is shown that the individual matrices are simultaneously symmetrized by the similarity transformation. The transformations and their norms can be applied to the well-posedness of the Cauchy problem, linear stability theory for finite-difference approximations, and simplification of block-tridiagonal systems that arise in implicit time-split algorithms.
Explicit second-order upwind difference schemes in combination with spatially symmetric schemes can produce larger stability bounds and better numerical resolution than symmetric schemes alone. However, if conservation form is essential, a special operator is required for transition between schemes. An operational approach has been devised for deriving transition operators so that strict conservation and local consistency are maintained. Various aspects of hybrid schemes are studied numerically for model linear and nonlinear equations. To demonstrate the utility of combining two different algorithms, MacCormack's explicit, noncentered, second-order method is combined with a completely upwind version, and numerical solutions of the Euler equations are obtained for two-dimensional, transonic flows with embedded supersonic regions and shock waves. The general utility of the operational approach for combining schemes is emphasized by deriving a second-order conservative scheme for the steady transonic small-disturbance potential equation.
A device is described which uses a single phase metallic working substance to convert thermal energy directly into mechanical energy. The device consists of a cylindrical metal tube which is free to rotate about its axis while being subjected to continuous bending moment stresses along the longitudinal axis of rotation. The stressing causes portions of the tube to be under compression while other parts are under tension which in turn causes the tube to rotate and provide mechanical energy.
The feasibility of obtaining two-dimensional, unsteady transonic aerodynamic data by numerically integrating the Euler equations is investigated. An explicit, third-order-accurate, noncentered, finite-difference scheme is used to compute unsteady flows about airfoils. Solutions for lifting and nonlifting airfoils are presented and compared with subsonic linear theory. The applicability and efficiency of the numerical indicial function method are outlined. Numerically computed subsonic and transonic oscillatory aerodynamic coefficients are presented and compared with those obtained from subsonic linear theory and transonic wind-tunnel data.
Ends of metal tube are fastened to axles which are supported on bearings so tube can rotate about its long axis while subjected to invariant bending moment that stresses it along longitudinal axis of rotation. Heat absorbed leads to expansion of metal, which unbalances internal forces and generates rotational moment in tube.
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