Search NASA⌕ Search

SEARCH · Search NASA

Results for “implicit method”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 181 records · Page 10

Asymptotic integration algorithms for nonhomogeneous, nonlinear, first order, ordinary differential equations

New methods for integrating systems of stiff, nonlinear, first order, ordinary differential equations are developed by casting the differential equations into integral form. Nonlinear recursive relations are obtained that allow the solution to a system of equations at time t plus delta t to be obtained in terms of the solution at time t in explicit and implicit forms. Examples of accuracy obtained with the new technique are given by considering systems of nonlinear, first order equations which arise in the study of unified models of viscoplastic behaviors, the spread of the AIDS virus, and predator-prey populations. In general, the new implicit algorithm is unconditionally stable, and has a Jacobian of smaller dimension than that which is acquired by current implicit methods, such as the Euler backward difference algorithm; yet, it gives superior accuracy. The asymptotic explicit and implicit algorithms are suitable for solutions that are of the growing and decaying exponential kinds, respectively, whilst the implicit Euler-Maclaurin algorithm is superior when the solution oscillates, i.e., when there are regions in which both growing and decaying exponential solutions exist.

Walker, K. P.↗

Transonic potential flow in hyperbolic nozzles

The full potential equation for the classical problem of transonic flow through a hyperbolic nozzle (with or without a shock wave) is solved in conservation form using the finite volume method of Jameson and Caughey (1977). Either a firstor a second-order numerical viscosity is added in the direction of the flow, explicitly, in conservation form. A multigrid alternating direction implicit method is used to solve the difference equations, and the results obtained are compared with analytical and numerical results from previous researches.

Park, M.↗

Calculation of flow about two-dimensional bodies by means of the velocity-vorticity formulation on a staggered grid

A method for calculating the incompressible viscous flow about two-dimensional bodies, utilizing the velocity-vorticity form of the Navier-Stokes equations using a staggered-grid formulation is presented. The solution is obtained by employing an alternative-direction implicit method for the solution of the block tridiagonal matrix resulting from the finite-difference representation of the governing equations. The boundary vorticity and the conservation of mass are calculated implicitly as a part of the solution. The mass conservation is calculated to machine zero for the duration of the computation. Calculations for the flow about a circular cylinder, a 2-pct thick flat plate at 90-deg incidence, an elliptic cylinder at 45-deg incidence, and a NACA 0012, with and without a deflected flap, at - 90-deg incidence are performed and compared with the results of other numerical investigations.

Stremel, Paul M.↗

Additive Polynomial Time Integrators, Part I: Framework and Fully Implicit-Explicit Collocation Methods

In this paper we generalize the polynomial time integration framework to additively partitioned initial value problems. The framework we present is general and enables the construction of many new families of additive integrators with arbitrary order-of-accuracy and varying degree of implicitness. In this first work, we focus on a new class of implicit-explicit polynomial block methods that are based on fully implicit Runge–Kutta methods with Radau nodes and that possess high stage order. Here, we show that the new fully implicit-explicit (FIMEX) integrators have improved stability compared to existing IMEX Runge–Kutta methods, while also being more computationally efficient due to recent developments in preconditioning techniques for solving the associated systems of nonlinear equations. For PDEs on periodic domains where the implicit component is trivial to invert, we will show how parallelization of the right-hand side evaluations can be exploited to obtain significant speedup compared to existing serial IMEX Runge–Kutta methods. For parallel (in space) finite element discretizations, the new methods can achieve orders of magnitude better accuracy than existing IMEX Runge–Kutta methods and/or achieve a given accuracy several times times faster in terms of computational runtime.

97 MATHEMATICS AND COMPUTING↗

On the performance of exponential integrators for problems in magnetohydrodynamics

Exponential integrators have been introduced as an efficient alternative to explicit and implicit methods for integrating large stiff systems of differential equations. Over the past decades these methods have been studied theoretically and their performance was evaluated using a range of test problems. While the results of these investigations showed that exponential integrators can provide significant computational savings, the research on validating this hypothesis for large scale systems and understanding what classes of problems can particularly benefit from the use of the new techniques is in its initial stages. Resistive magnetohydrodynamic (MHD) modeling is widely used in studying large scale behavior of laboratory and astrophysical plasmas. In many problems numerical solution of MHD equations is a challenging task due to the temporal stiffness of this system in the parameter regimes of interest. In this paper we evaluate the performance of exponential integrators on large MHD problems and compare them to a state-of-the-art implicit time integrator. Both the variable and constant time step exponential methods of EPIRK-type are used to simulate magnetic reconnection and the Kevin–Helmholtz instability in plasma. Performance of these methods, which are part of the EPIC software package, is compared to the variable time step variable order BDF scheme included in the CVODE (part of SUNDIALS) library. We study performance of the methods on parallel architectures and with respect to magnitudes of important parameters such as Reynolds, Lundquist, and Prandtl numbers. We find that the exponential integrators provide superior or equal performance in most circumstances and conclude that further development of exponential methods for MHD problems is warranted and can lead to significant computational advantages for large scale stiff systems of differential equations such as MHD.

97 MATHEMATICS AND COMPUTING↗

Computing high-speed flows past an oscillating cylinder near a vertical wall

A computational method to simulate unsteady flows involving moving rigid boundaries and interference has been developed. The method is used to solve inviscid equations governing the fluid flow and the dynamic equations governing the motion of rigid bodies. A second-order accurate, upwind-biased, and alterating-direction-implicit method is used to solve the governing equations of the flow. A kinematic domain decomposition (KDD) procedure is extended to treat 3D problems with a high degree of accuracy and generality. The method under consideration is applied to both transonic and supertransonic flows. Both cases involve flow past a cylinder which is forced to pitch sinusoidally near a vertical wall. Benefits of the proposed approach include accurate calculation of the flow around 3D moving multiple bodies with interference; reduction of a numerical error; in particular, the dispersion error which strongly affects wave propagation; and minimization of the phase error which is accumulated according to the time advance procedure.

Yen, Guan-Wei↗

A robust and efficient finite volume method for compressible inviscid and viscous two-phase flows [A robust and efficient finite volume method for compressible viscous two-phase flows]

A robust and efficient density-based finite volume method is developed for solving the six-equation single pressure system of two-phase flows at all speeds on hybrid unstructured grids. Unlike conventional approaches where an expensive exact Riemann solver is normally required for computing numerical fluxes at the two-phase interfaces in addition to AUSM-type fluxes for single-phase interfaces in order to maintain stability and robustness in cases involving interactions of strong pressure and void-fraction discontinuities, a volume-fraction coupling term for the AUSM + -up fluxes is introduced in this work to impart the required robustness without the need of the exact Riemann solver. The resulting method is significantly less expensive in regions where otherwise the Riemann solver would be invoked. A transformation from conservative variables to primitive variables is presented and the primitive variables are then solved in the implicit method in order for the current finite volume method to be able to solve, effectively and efficiently, low Mach number flows in traditional multiphase applications, which otherwise is a great challenge for the standard density-based algorithms. Here, a number of benchmark test cases are presented to assess the performance and robustness of the developed finite volume method for both inviscid and viscous two-phase flow problems. The numerical results indicate that the current density-based method provides an attractive and viable alternative to its pressure-based counterpart for compressible two-phase flows at all speeds.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Downwinding for preserving strong stability in explicit integrating factor Runge-Kutta methods

Here strong stability preserving (SSP) Runge-Kutta methods are desirable when evolving in time problems that have discontinuities or sharp gradients and require nonlinear non-inner-product stability properties to be satisfied. Unlike the case for L 2 linear stability, implicit methods do not significantly alleviate the time-step restriction when the SSP property is needed. For this reason, when handling problems with a linear component that is stiff and a nonlinear component that is not, SSP integrating factor Runge-Kutta methods may offer an attractive alternative to traditional time-stepping methods. The strong stability properties of integrating factor Runge-Kutta methods where the transformed problem is evolved with an explicit SSP Runge-Kutta method with non-decreasing abscissas was recently established. However, these methods typically have smaller SSP coefficients (and therefore a smaller allowable time-step) than the optimal SSP Runge-Kutta methods, which often have some decreasing abscissas. In this work, we consider the use of downwinded spatial operators to preserve the strong stability properties of integrating factor Runge-Kutta methods where the Runge-Kutta method has some decreasing abscissas. We present the SSP theory for this approach and present numerical evidence to show that such an approach is feasible and performs as expected. However, we also show that in some cases the integrating factor approach with explicit SSP Runge-Kutta methods with non-decreasing abscissas performs nearly as well, if not better, than with explicit SSP Runge-Kutta methods with downwinding. In conclusion, while the downwinding approach can be rigorously shown to guarantee the SSP property for a larger timestep, in practice using the integrating factor approach by including downwinding as needed with optimal explicit SSP Runge-Kutta methods does not necessarily provide significant benefit over using explicit SSP Runge-Kutta methods with non-decreasing abscissas.

97 MATHEMATICS AND COMPUTING↗

Decoupled direct method for sensitivity analysis in combustion kinetics

An efficient, decoupled direct method for calculating the first order sensitivity coefficients of homogeneous, batch combustion kinetic rate equations is presented. In this method the ordinary differential equations for the sensitivity coefficients are solved separately from , but sequentially with, those describing the combustion chemistry. The ordinary differential equations for the thermochemical variables are solved using an efficient, implicit method (LSODE) that automatically selects the steplength and order for each solution step. The solution procedure for the sensitivity coefficients maintains accuracy and stability by using exactly the same steplengths and numerical approximations. The method computes sensitivity coefficients with respect to any combination of the initial values of the thermochemical variables and the three rate constant parameters for the chemical reactions. The method is illustrated by application to several simple problems and, where possible, comparisons are made with exact solutions and those obtained by other techniques.

Radhakrishnan, Krishnan↗

Numerical Method for Fractional Advection-Diffusion Equation with Heredity

We propose a method of construction of difference schemes for fractional partial differential equations with delay in time. For the fractional equation with two-sided diffusion, fractional transfer in time, and a functional aftereffect, we construct an implicit difference scheme. We use the shifted Grünwald–Letnikov formulas for the approximation of fractional derivatives with respect to spatial variables and the L1-algorithm for the approximation of fractional derivatives in time. Also we use piecewise constant interpolation and extrapolation by extending the discrete prehistory of the model in time. The algorithm is a fractional analog of a purely implicit method; on each time step, it is reduced to the solution of linear algebraic systems. We prove the stability of the method and find its order of convergence.

97 MATHEMATICS AND COMPUTING↗

Computational methods for structural load and resistance modeling

An automated capability for computing structural reliability considering uncertainties in both load and resistance variables is presented. The computations are carried out using an automated Advanced Mean Value iteration algorithm (AMV +) with performance functions involving load and resistance variables obtained by both explicit and implicit methods. A complete description of the procedures used is given as well as several illustrative examples, verified by Monte Carlo Analysis. In particular, the computational methods described in the paper are shown to be quite accurate and efficient for a material nonlinear structure considering material damage as a function of several primitive random variables. The results show clearly the effectiveness of the algorithms for computing the reliability of large-scale structural systems with a maximum number of resolutions.

Thacker, B. H.↗

OTIS 3.2 Software Released

Trajectory, mission, and vehicle engineers concern themselves with finding the best way for an object to get from one place to another. These engineers rely upon special software to assist them in this. For a number of years, many engineers have used the OTIS program for this assistance. With OTIS, an engineer can fully optimize trajectories for airplanes, launch vehicles like the space shuttle, interplanetary spacecraft, and orbital transfer vehicles. OTIS provides four modes of operation, with each mode providing successively stronger optimization capability. The most powerful mode uses a mathematical method called implicit integration to solve what engineers and mathematicians call the optimal control problem. OTIS 3.2, which was developed at the NASA Glenn Research Center, is the latest release of this industry workhorse and features new capabilities for parameter optimization and mission design. OTIS stands for Optimal Control by Implicit Simulation, and it is implicit integration that makes OTIS so powerful at solving trajectory optimization problems. Why is this so important? The optimization process not only determines how to get from point A to point B, but it can also determine how to do this with the least amount of propellant, with the lightest starting weight, or in the fastest time possible while avoiding certain obstacles along the way. There are numerous conditions that engineers can use to define optimal, or best. OTIS provides a framework for defining the starting and ending points of the trajectory (point A and point B), the constraints on the trajectory (requirements like "avoid these regions where obstacles occur"), and what is being optimized (e.g., minimize propellant). The implicit integration method can find solutions to very complicated problems when there is not a lot of information available about what the optimal trajectory might be. The method was first developed for solving two-point boundary value problems and was adapted for use in OTIS. Implicit integration usually allows OTIS to find solutions to problems much faster than programs that use explicit integration and parametric methods. Consequently, OTIS is best suited to solving very complicated and highly constrained problems.

Riehl, John P.↗

Viscous flow analysis in mixed flow rotors

A method for analyzing the viscous flow through turbomachine rotors is presented. The field analysis is based upon the solution of the full Navier-Stokes equations over the rotor blade-to-blade stream channels. An Alternating-Direction-Implicit method is employed to carry out the necessary numerical integration of the elliptic governing equations. The flow analysis may be applied to various types of turbomachine rotors. Preliminarily, only the case of laminar flows are considered in this paper. The flow characteristics within the rotors of a mixed flow turbine and a radial bladed compressor are investigated over a wide range of operating conditions. Excellent results are obtained when compared with existing experimental data. The method of this analysis is quite general and can deal with a wide range of applications. Possible modification of the present study to deal with turbulent flow cases are also identified.

Khalil, I.↗

Unstructured-grid methods development: Lessons le arned

The development is summarized of unstructured grid methods for the solution of the equations of fluid flow and some of the lessons learned are shared. The 3-D Euler equations are solved, including spatial discretizations, temporal discretizations, and boundary conditions. An example calculation with an upwind implicit method using a CFL (Courant Friedricks Lewy) number of infinity is presented for the Boeing 747 aircraft. The results obtained in less than one hour of CPU time on a Cray-2 computer, thus demonstrating the speed and robustness of the present capability.

Batina, John T.↗

Numerical methods for large-scale time-dependent partial differential equations

The factors that influence the choice of a numerical solution scheme for large-scale time-dependent partial differential equations are examined with emphasis on the treatment of boundaries. Consideration is given to standard boundary treatments, moving boundaries, and artificial boundaries simulating an infinite domain. Implicit methods and applications to specific problems are discussed with special attention to shocks and steady state solutions.

Turkel, E.↗

Fast explicit solutions for neutrino-electron scattering: Explicit asymptotic methods

Here, we present results of explicit asymptotic approximations applied to neutrino-electron scattering in a representative model of neutrino population evolution under conditions characteristic of core-collapse supernova explosions or binary neutron star mergers. It is shown that this approach provides stable solutions of these stiff systems of equations, with accuracy and time stepping comparable to that for standard implicit treatments such as backward Euler, fixed point iteration, and Anderson-accelerated fixed point iteration. Because each time step can be computed more rapidly with the explicit asymptotic approximation than with implicit methods, this suggests that algebraically stabilized explicit integration methods could be used to compute neutrino evolution coupled to hydrodynamics more efficiently in stellar explosions and mergers than the methods currently in use.

79 ASTRONOMY AND ASTROPHYSICS↗

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↗

A study of numerical methods for hyperbolic conservation laws with stiff source terms

The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained.

Leveque, R. J.↗