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NASA NTRS1996

Multigrid Acceleration of Time-Accurate Navier-Stokes Calculations

A numerical scheme to solve the unsteady Navier-Stokes equations is described. The scheme is fully implicit in time and is unconditionally stable (at least for first- and second-order discretizations of the physical time derivatives). With unconditional stability, the choice of the time step is based on the physical phenomena to be resolved rather than limited by numerical stability. This is especially important for high Reynolds number viscous flows, where the spatial variation of grid cell size can be as much as six orders of magnitude. A multigrid-multiblock, steady-state, three-dimensional Navier-Stokes solver, TLNS3D, was modified to iteratively invert the equations at each physical time step. The implementation of this procedure in TLNS3D is discussed. The implications of applying several popular turbulence models to unsteady flow are also considered. Numerical results are presented to show the application of the scheme to various two-dimensional turbulent flows. The results of a three-dimensional laminar flow calculation are also given.

Melson, N. Duane↗

NASA NTRS1980

Alternating direction implicit methods for parabolic equations with a mixed derivative

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.

Beam, R. M.↗

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 NTRS1981

Stability analysis of numerical boundary conditions and implicit difference approximations for hyperbolic equations

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.

Beam, R. M.↗

DOE OSTI2025

A provably stable numerical method for the anisotropic diffusion equation in confined magnetic fields

We present a novel numerical method for solving the anisotropic diffusion equation in magnetic fields confined to a periodic box which is accurate and provably stable. We derive energy estimates of the solution of the continuous initial boundary value problem. A discrete formulation is presented using operator splitting in time with the summation by parts finite difference approximation of spatial derivatives for the perpendicular diffusion operator. Weak penalty procedures are derived for implementing both boundary conditions and parallel diffusion operator obtained by field line tracing. We prove that the fully-discrete approximation is unconditionally stable. Discrete energy estimates are shown to match the continuous energy estimate given the correct choice of penalty parameters. A nonlinear penalty parameter is shown to provide an effective method for tuning the parallel diffusion penalty and significantly minimises rounding errors. Several numerical experiments, using manufactured solutions, the “NIMROD benchmark” problem and a single island problem, are presented to verify numerical accuracy, convergence, and asymptotic preserving properties of the method. Finally, we present a magnetic field with chaotic regions and islands and show the contours of the anisotropic diffusion equation reproduce key features in the field.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

NASA NTRS1995

Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - 2

The global asymptotic nonlinear behavior of 1 1 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODES) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDES.

Yee, H. C.↗

NASA NTRS1995

Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - Part 2

The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDEs.

Yee, H. C.↗

NASA NTRS1981

Stable boundary approximations for a class of implicit schemes for the one-dimensional inviscid equations of gas dynamics

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.

Yee, H. C.↗

DOE OSTI2025

A Particle-in-Cell Method for Plasmas with a Generalized Momentum Formulation, Part I: Model Formulation

Here, this paper formulates a new particle-in-cell method for the Vlasov–Maxwell system. Under the Lorenz gauge condition, Maxwell’s equations for the electromagnetic fields can be written as a collection of scalar and vector wave equations. The use of potentials for the fields motivates the adoption of a Hamiltonian formulation for particles that employs the generalized (conjugate) momentum. A notable advantage offered by the Hamiltonian formulation is the elimination of time derivatives in the Lorenz gauge formulation that are required by the standard Newton–Lorentz treatment of the particles. This allows the fields to retain the full time-accuracy guaranteed by the field solver. The resulting updates for particles require only knowledge of the fields and their spatial derivatives. An analytical method for constructing these spatial derivatives is presented that exploits the underlying integral solution used in the field solver for the wave equations. Moreover, these derivatives are demonstrated to converge at the same rate as the fields in both time and space. The Method of Lines Transpose field solver we consider in this work is globally first-order accurate in time and high-order accurate in space (e.g., fourth- and fifth-order) and belongs to a larger class of methods which are unconditionally stable, can address geometry, and leverage $\mathcal {O}(N)$ fast summation methods for efficiency. We demonstrate the method on several well-established benchmark problems on bounded domains, including a plasma sheath as well as a relativistic particle beam. The efficacy of the proposed formulation is established by comparing with a second-order accurate finite-difference time-domain method that employs a leapfrog time advance for particles and a charge conserving map suitable for bounded domains. The new method shows mesh-independent numerical heating properties even in cases where the plasma Debye length is smaller than the grid spacing. This is an important feature of the new method for problems defined on bounded domains, because it permits the use of coarser grids in space in the representation of the fields. Such a capability has significant implications for the simulation of plasmas in bounded domains with complex geometry, where the ratio between the largest and smallest cells can vary significantly. The use of high-order spatial approximations in the new method also means that fewer grid points are required in order to achieve a fixed accuracy. Our results also suggest that the new method can be used with fewer simulation particles per cell compared to the benchmark explicit method, which permits further computational savings.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Physics-based stabilized finite element approximations of the Poisson–Nernst–Planck equations

We present and analyze two stabilized finite element methods for solving numerically the Poisson–Nernst–Planck equations. The stabilization we consider is carried out by using a shock detector and a discrete graph Laplacian operator for the ion equations, whereas the discrete equation for the electric potential need not be stabilized. Discrete solutions stemmed from the first algorithm preserve both maximum and minimum discrete principles. For the second algorithm, its discrete solutions are conceived so that they hold discrete principles and obey an entropy law provided that an acuteness condition is imposed for meshes. Remarkably the latter is found to be unconditionally stable. We validate our methodology through transient numerical experiments that show convergence toward steady-state solutions.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1973

Partial implicitization

The steady-state solution to the full Navier-Stokes equations for complicated flows is generally difficult to obtain. The Burgers (1948) equation is used as a model of the Navier-Stokes equations. The steady-state solution is obtained by a one-step explicit technique resulting from a partial implicitization of the difference equation. Stability analysis shows that the technique is unconditionally stable, and numerical tests show the technique to be accurate.

Graves, R. A., Jr.↗

NASA NTRS1975

Generalized Du Fort-Frankel methods for parabolic initial boundary value problems

The Du Fort-Frankel difference scheme is generalized to difference operators of arbitrary high order accuracy in space and to arbitrary order of the parabolic differential operator. Spectral methods can also be used to approximate the spatial part of the differential operator. The scheme is explicit, and it is unconditionally stable for the initial value problem. Stable boundary conditions are given for two different fourth order accurate space approximations.

Gottlieb, D.↗

NASA NTRS1975

Calculation of three-dimensional compressible laminar and turbulent boundary layers. An implicit finite-difference procedure for solving the three-dimensional compressible laminar, transitional, and turbulent boundary-layer equations

An implicit finite-difference procedure is presented for solving the compressible three-dimensional boundary-layer equations. The method is second-order accurate, unconditionally stable (conditional stability for reverse cross flow), and efficient from the viewpoint of computer storage and processing time. The Reynolds stress terms are modeled by (1) a single-layer mixing length model and (2) a two-layer eddy viscosity model. These models, although simple in concept, accurately predicted the equilibrium turbulent flow for the conditions considered. Numerical results are compared with experimental wall and profile data for a cone at an angle of attack larger than the cone semiapex angle. These comparisons clearly indicate that the numerical procedure and turbulence models accurately predict the experimental data with as few as 21 nodal points in the plane normal to the wall boundary.

Harris, J. E.↗

NASA NTRS1975

Implicit approximate-factorization schemes for the low-frequency transonic equation

Two- and three-level implicit finite-difference algorithms for the low-frequency transonic small disturbance-equation are constructed using approximate factorization techniques. The schemes are unconditionally stable for the model linear problem. For nonlinear mixed flows, the schemes maintain stability by the use of conservatively switched difference operators for which stability is maintained only if shock propagation is restricted to be less than one spatial grid point per time step. The shock-capturing properties of the schemes were studied for various shock motions that might be encountered in problems of engineering interest. Computed results for a model airfoil problem that produces a flow field similar to that about a helicopter rotor in forward flight show the development of a shock wave and its subsequent propagation upstream off the front of the airfoil.

Ballhaus, W. F.↗

NASA NTRS1976

Generalized Du Fort-Frankel methods for parabolic initial-boundary value problems

Gottlieb, D.↗

NASA NTRS1976

Solutions to divergence form equations using the method of partial implicitization

Partial implicitization is well suited for use on vector-processing computers since the method is an explicit unconditionally stable numerical technique. So far equations cast in nondivergence form have been used, though equations cast in the divergence form would have inherently greater accuracy. Since the method of partial implicitization is applicable only to relaxing problems to their steady state and is not applicable to true transient problems, a simple mathematical manipulation can be carried out which will produce the desired partial implicitization solution to divergence form equations.

Graves, R. A., Jr.↗

NASA NTRS1977

An implicit factored scheme for the compressible Navier-Stokes equations

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.

Beam, R. M.↗

NASA NTRS1979

An implicit factored scheme for the compressible Navier-Stokes equations. II - The numerical ODE connection

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.

Beam, R. M.↗