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At least 217 records · Page 12

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.↗

Generalized Linear Covariance Analysis

We review and extend in two directions the results of prior work on generalized covariance analysis methods. This prior work allowed for partitioning of the state space into "solve-for" and "consider" parameters, allowed for differences between the formal values and the true values of the measurement noise, process noise, and a priori solve-for and consider covariances, and explicitly partitioned the errors into subspaces containing only the influence of the measurement noise, process noise, and a priori solve-for and consider covariances. In this work, we explicitly add sensitivity analysis to this prior work, and relax an implicit assumption that the batch estimator s anchor time occurs prior to the definitive span. We also apply the method to an integrated orbit and attitude problem, in which gyro and accelerometer errors, though not estimated, influence the orbit determination performance. We illustrate our results using two graphical presentations, which we call the "variance sandpile" and the "sensitivity mosaic," and we compare the linear covariance results to confidence intervals associated with ensemble statistics from a Monte Carlo analysis.

Carpenter, J. Russell↗

Model checking

Automatic formal verification methods for finite-state systems, also known as model-checking, successfully reduce labor costs since they are mostly automatic. Model checkers explicitly or implicitly enumerate the reachable state space of a system, whose behavior is described implicitly, perhaps by a program or a collection of finite automata. Simple properties, such as mutual exclusion or absence of deadlock, can be checked by inspecting individual states. More complex properties, such as lack of starvation, require search for cycles in the state graph with particular properties. Specifications to be checked may consist of built-in properties, such as deadlock or 'unspecified receptions' of messages, another program or implicit description, to be compared with a simulation, bisimulation, or language inclusion relation, or an assertion in one of several temporal logics. Finite-state verification tools are beginning to have a significant impact in commercial designs. There are many success stories of verification tools finding bugs in protocols or hardware controllers. In some cases, these tools have been incorporated into design methodology. Research in finite-state verification has been advancing rapidly, and is showing no signs of slowing down. Recent results include probabilistic algorithms for verification, exploitation of symmetry and independent events, and the use symbolic representations for Boolean functions and systems of linear inequalities. One of the most exciting areas for further research is the combination of model-checking with theorem-proving methods.

Dill, David L.↗

Implicit Kalman filtering

For an implicitly defined discrete system, a new algorithm for Kalman filtering is developed and an efficient numerical implementation scheme is proposed. Unlike the traditional explicit approach, the implicit filter can be readily applied to ill-conditioned systems and allows for generalization to descriptor systems. The implementation of the implicit filter depends on the solution of the congruence matrix equation (A1)(Px)(AT1) = Py. We develop a general iterative method for the solution of this equation, and prove necessary and sufficient conditions for convergence. It is shown that when the system matrices of an implicit system are sparse, the implicit Kalman filter requires significantly less computer time and storage to implement as compared to the traditional explicit Kalman filter. Simulation results are presented to illustrate and substantiate the theoretical developments.

Non-NASA Center↗

Estimation of Surface Temperature and Heat Flux by Inverse Heat Transfer Methods Using Internal Temperatures Measured While Radiantly Heating a Carbon/Carbon Specimen up to 1920 F

The ability to solve the heat conduction equation is needed when designing materials to be used on vehicles exposed to extremely high temperatures; e.g. vehicles used for atmospheric entry or hypersonic flight. When using test and flight data, computational methods such as finite difference schemes may be used to solve for both the direct heat conduction problem, i.e., solving between internal temperature measurements, and the inverse heat conduction problem, i.e., using the direct solution to march forward in space to the surface of the material to estimate both surface temperature and heat flux. The completed research first discusses the methods used in developing a computational code to solve both the direct and inverse heat transfer problems using one dimensional, centered, implicit finite volume schemes and one dimensional, centered, explicit space marching techniques. The developed code assumed the boundary conditions to be specified time varying temperatures and also considered temperature dependent thermal properties. The completed research then discusses the results of analyzing temperature data measured while radiantly heating a carbon/carbon specimen up to 1920 F. The temperature was measured using thermocouple (TC) plugs (small carbon/carbon material specimens) with four embedded TC plugs inserted into the larger carbon/carbon specimen. The purpose of analyzing the test data was to estimate the surface heat flux and temperature values from the internal temperature measurements using direct and inverse heat transfer methods, thus aiding in the thermal and structural design and analysis of high temperature vehicles.

Pizzo, Michelle↗

Evolution of rotating interstellar clouds. I - Numerical techniques

A method is described for the numerical calculation of the hydrodynamic evolution of a self-gravitating configuration in two space dimensions with assumed axial symmetry. The calculation is formulated in cylindrical coordinates with respect to a moving Eulerian grid and is solved using explicit hydrodynamics combined with implicit radiative transfer. The physics included is appropriate for calculation of the collapse of a rotating protostellar cloud. The gravitational field is obtained by means of an alternating-direction iterative technique. Numerical tests to demonstrate the correctness of the method are presented for special cases.

Black, D. C.↗

Transonic solutions of the Euler equations by the finite volume method

An investigation is conducted of the time-accurate convergence of representative transonic flows to a steady state under given constraints of time-accuracy. Factored explicit and implicit difference operators are used to accelerate the calculations. Attention is given to flow at a Mach number of 1.35 past a circular cylinder and supersonic flow past a NACA 0012 airfoil for three different Mach numbers. Questions of transonic wave behavior are considered along with the equations of motion and the characteristics of the mesh network.

Rizzi, A.↗

Multigrid for hypersonic viscous two- and three-dimensional flows

The use of a multigrid method with central differencing to solve the Navier-Stokes equations for hypersonic flows is considered. The time dependent form of the equations is integrated with an explicit Runge-Kutta scheme accelerated by local time stepping and implicit residual smoothing. Variable coefficients are developed for the implicit process that removes the diffusion limit on the time step, producing significant improvement in convergence. A numerical dissipation formulation that provides good shock capturing capability for hypersonic flows is presented. This formulation is shown to be a crucial aspect of the multigrid method. Solutions are given for two-dimensional viscous flow over a NACA 0012 airfoil and three-dimensional flow over a blunt biconic.

Turkel, E.↗

Multigrid for hypersonic viscous two- and three-dimensional flows

The use of a multigrid method with central differencing to solve the Navier-Stokes equations for hypersonic flows is considered. The time-dependent form of the equations is integrated with an explicit Runge-Kutta scheme accelerated by local time stepping and implicit residual smoothing. Variable coefficients are developed for the implicit process that remove the diffusion limit on the time step, producing significant improvement in convergence. A numerical dissipation formulation that provides good shock-capturing capability for hypersonic flows is presented. This formulation is shown to be a crucial aspect of the multigrid method. Solutions are given for two-dimensional viscous flow over a NACA 0012 airfoil and three-dimensional viscous flow over a blunt biconic.

Turkel, E.↗

Development of Computational Aeroacoustics Code for Jet Noise and Flow Prediction

Accurate prediction of jet fan and exhaust plume flow and noise generation and propagation is very important in developing advanced aircraft engines that will pass current and future noise regulations. In jet fan flows as well as exhaust plumes, two major sources of noise are present: large-scale, coherent instabilities and small-scale turbulent eddies. In previous work for the NASA Glenn Research Center, three strategies have been explored in an effort to computationally predict the noise radiation from supersonic jet exhaust plumes. In order from the least expensive computationally to the most expensive computationally, these are: 1) Linearized Euler equations (LEE). 2) Very Large Eddy Simulations (VLES). 3) Large Eddy Simulations (LES). The first method solves the linearized Euler equations (LEE). These equations are obtained by linearizing about a given mean flow and the neglecting viscous effects. In this way, the noise from large-scale instabilities can be found for a given mean flow. The linearized Euler equations are computationally inexpensive, and have produced good noise results for supersonic jets where the large-scale instability noise dominates, as well as for the tone noise from a jet engine blade row. However, these linear equations do not predict the absolute magnitude of the noise; instead, only the relative magnitude is predicted. Also, the predicted disturbances do not modify the mean flow, removing a physical mechanism by which the amplitude of the disturbance may be controlled. Recent research for isolated airfoils' indicates that this may not affect the solution greatly at low frequencies. The second method addresses some of the concerns raised by the LEE method. In this approach, called Very Large Eddy Simulation (VLES), the unsteady Reynolds averaged Navier-Stokes equations are solved directly using a high-accuracy computational aeroacoustics numerical scheme. With the addition of a two-equation turbulence model and the use of a relatively coarse grid, the numerical solution is effectively filtered into a directly calculated mean flow with the small-scale turbulence being modeled, and an unsteady large-scale component that is also being directly calculated. In this way, the unsteady disturbances are calculated in a nonlinear way, with a direct effect on the mean flow. This method is not as fast as the LEE approach, but does have many advantages to recommend it; however, like the LEE approach, only the effect of the largest unsteady structures will be captured. An initial calculation was performed on a supersonic jet exhaust plume, with promising results, but the calculation was hampered by the explicit time marching scheme that was employed. This explicit scheme required a very small time step to resolve the nozzle boundary layer, which caused a long run time. Current work is focused on testing a lower-order implicit time marching method to combat this problem.

Keith, Theo G., Jr.↗

Probabilistic Risk Assessment Procedures Guide for NASA Managers and Practitioners (Second Edition)

Probabilistic Risk Assessment (PRA) is a comprehensive, structured, and logical analysis method aimed at identifying and assessing risks in complex technological systems for the purpose of cost-effectively improving their safety and performance. NASA's objective is to better understand and effectively manage risk, and thus more effectively ensure mission and programmatic success, and to achieve and maintain high safety standards at NASA. NASA intends to use risk assessment in its programs and projects to support optimal management decision making for the improvement of safety and program performance. In addition to using quantitative/probabilistic risk assessment to improve safety and enhance the safety decision process, NASA has incorporated quantitative risk assessment into its system safety assessment process, which until now has relied primarily on a qualitative representation of risk. Also, NASA has recently adopted the Risk-Informed Decision Making (RIDM) process [1-1] as a valuable addition to supplement existing deterministic and experience-based engineering methods and tools. Over the years, NASA has been a leader in most of the technologies it has employed in its programs. One would think that PRA should be no exception. In fact, it would be natural for NASA to be a leader in PRA because, as a technology pioneer, NASA uses risk assessment and management implicitly or explicitly on a daily basis. NASA has probabilistic safety requirements (thresholds and goals) for crew transportation system missions to the International Space Station (ISS) [1-2]. NASA intends to have probabilistic requirements for any new human spaceflight transportation system acquisition. Methods to perform risk and reliability assessment in the early 1960s originated in U.S. aerospace and missile programs. Fault tree analysis (FTA) is an example. It would have been a reasonable extrapolation to expect that NASA would also become the world leader in the application of PRA. That was, however, not to happen. Early in the Apollo program, estimates of the probability for a successful roundtrip human mission to the moon yielded disappointingly low (and suspect) values and NASA became discouraged from further performing quantitative risk analyses until some two decades later when the methods were more refined, rigorous, and repeatable. Instead, NASA decided to rely primarily on the Hazard Analysis (HA) and Failure Modes and Effects Analysis (FMEA) methods for system safety assessment.

Stamatelatos,Michael↗

Numerical solution of the two-dimensional Euler equations by second-order upwind difference schemes

Two time-level, five-point explicit and implicit upwind difference schemes based on the characteristic flux difference splitting concept have been developed for the two-dimensional Euler equations. The method is conservative, second-order accurate in time and space, and general coordinate systems are used to treat complex geometries. Nonlinear flux limiters are employed to yield oscillation free sharp shock profiles. Upstream interpolation is used to yield a class of higher-order upwind schemes which closely mimic the locally one-dimensional method of characteristics (with fixed time intervals) through operator splitting. Numerical results have been obtained for a plane shock reflection and for flow over a circular arc in a channel. Characteristics of upwind TVD schemes, as applied to two-dimensional flows with embedded shocks are discussed.

Yang, J. Y.↗

Finite element solution techniques for large-scale problems in computational fluid dynamics

Element-by-element approximate factorization, implicit-explicit and adaptive implicit-explicit approximation procedures are presented for the finite-element formulations of large-scale fluid dynamics problems. The element-by-element approximation scheme totally eliminates the need for formation, storage and inversion of large global matrices. Implicit-explicit schemes, which are approximations to implicit schemes, substantially reduce the computational burden associated with large global matrices. In the adaptive implicit-explicit scheme, the implicit elements are selected dynamically based on element level stability and accuracy considerations. This scheme provides implicit refinement where it is needed. The methods are applied to various problems governed by the convection-diffusion and incompressible Navier-Stokes equations. In all cases studied, the results obtained are indistinguishable from those obtained by the implicit formulations.

Liou, J.↗

Parabolized Navier-Stokes algorithm for chemically reacting flows

A second-order parabolized Navier-Stokes algorithm based on the MacCormack (1969) explicit scheme is used to study three-dimensional chemically reacting flows with finite-rate chemistry. The method can treat the chemical source term implicitly, and it accounts for the multicomponent diffusion and convection of the chemical species. The method is demonstrated with the nonreacting case of a Mach-3 flow over a double-wedge compression corner and the case of streamwise hydrogen injection at sonic velocity in a Mach-2.44 vitiated air stream.

Kamath, H.↗

Finite-difference algorithms for the time-domain Maxwell's equations - A numerical approach to RCS analysis

The applications of two CFD-based finite-difference methods to computational electromagnetics are investigated. In the first method, the time-domain Maxwell's equations are solved using the explicit Lax-Wendroff scheme and in the second method, the second-order wave equations satisfying the Maxwell's equations are solved using the implicit Crank-Nicolson scheme. The governing equations are transformed to a generalized curvilinear coordinate system and solved on a body-conforming mesh using the scattered-field formulation. The induced surface current and the bistatic radar cross section are computed and the results are validated for several two-dimensional test cases involving perfectly-conducting scatterers submerged in transverse-magnetic plane waves.

Vinh, Hoang↗

Derivatives Across Adaptive-Step Integration Accurately and Efficiently

The numerical integration of ordinary differential equations (ODEs) is common in trajectory optimization. Previous studies have shown that the use of adaptive-step Runge-Kutta integration schemes can introduce errors in the derivatives due to non-differentiable behavior within the integration scheme itself. The authors previously demonstrated the use of an implicit adaptation to the Runge-Kutta methods to mitigate this issue, but at a significant computational cost. In this work, the authors demonstrate an explicit adaptation to the Runge-Kutta methods to address the issue that does not incur a significant computational cost.

Kaushik Ponnapalli↗

Upwind MacCormack Euler solver with non-equilibrium chemistry

A computer code, designated UMPIRE, is currently under development to solve the Euler equations in two dimensions with non-equilibrium chemistry. UMPIRE employs an explicit MacCormack algorithm with dissipation introduced via Roe's flux-difference split upwind method. The code also has the capability to employ a point-implicit methodology for flows where stiffness is introduced through the chemical source term. A technique consisting of diagonal sweeps across the computational domain from each corner is presented, which is used to reduce storage and execution requirements. Results depicting one dimensional shock tube flow for both calorically perfect gas and thermally perfect, dissociating nitrogen are presented to verify current capabilities of the program. Also, computational results from a chemical reactor vessel with no fluid dynamic effects are presented to check the chemistry capability and to verify the point implicit strategy.

Sherer, Scott E.↗

Comparison of three explicit multigrid methods for the Euler and Navier-Stokes equations

Three explicit multigrid methods, Ni's method, Jameson's finite-volume method, and a finite-difference method based on Brandt's work, are described and compared for two model problems. All three methods use an explicit multistage Runge-Kutta scheme on the fine grid, and this scheme is also described. Convergence histories for inviscid flow over a bump in a channel for the fine-grid scheme alone show that convergence rate is proportional to Courant number and that implicit residual smoothing can significantly accelerate the scheme. Ni's method was slightly slower than the implicitly-smoothed scheme alone. Brandt's and Jameson's methods are shown to be equivalent in form but differ in their node versus cell-centered implementations. They are about 8.5 times faster than Ni's method in terms of CPU time. Results for an oblique shock/boundary layer interaction problem verify the accuracy of the finite-difference code. All methods slowed considerably on the stretched viscous grid but Brandt's method was still 2.1 times faster than Ni's method.

Chima, Rodrick V.↗