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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.

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All sourcesNASA NTRSDOE OSTI
NASA NTRS2007

The alpha(3) Scheme - A Fourth-Order Neutrally Stable CESE Solver

The conservation element and solution element (CESE) development is driven by a belief that a solver should (i) enforce conservation laws in both space and time, and (ii) be built from a non-dissipative (i.e., neutrally stable) core scheme so that the numerical dissipation can be controlled effectively. To provide a solid foundation for a systematic CESE development of high order schemes, in this paper we describe a new 4th-order neutrally stable CESE solver of the advection equation Theta u/Theta + alpha Theta u/Theta x = 0. The space-time stencil of this two-level explicit scheme is formed by one point at the upper time level and three points at the lower time level. Because it is associated with three independent mesh variables u(sup n) (sub j), (u(sub x))(sup n) (sub j) , and (uxz)(sup n) (sub j) (the numerical analogues of u, Theta u/Theta x, and Theta(exp 2)u/Theta x(exp 2), respectively) and four equations per mesh point, the new scheme is referred to as the alpha(3) scheme. As in the case of other similar CESE neutrally stable solvers, the alpha(3) scheme enforces conservation laws in space-time locally and globally, and it has the basic, forward marching, and backward marching forms. These forms are equivalent and satisfy a space-time inversion (STI) invariant property which is shared by the advection equation. Based on the concept of STI invariance, a set of algebraic relations is developed and used to prove that the alpha(3) scheme must be neutrally stable when it is stable. Moreover it is proved rigorously that all three amplification factors of the alpha(3) scheme are of unit magnitude for all phase angles if |v| <= 1/2 (v = alpha delta t/delta x). This theoretical result is consistent with the numerical stability condition |v| <= 1/2. Through numerical experiments, it is established that the alpha(3) scheme generally is (i) 4th-order accurate for the mesh variables u(sup n) (sub j) and (ux)(sup n) (sub j); and 2nd-order accurate for (uxx)(sup n) (sub j). However, in some exceptional cases, the scheme can achieve perfect accuracy aside from round-off errors.

Chang, Sin-Chung↗
DOE OSTI2021

Analysis of Anisotropic Nonlocal Diffusion Models: Well-posedness of Fractional Problems for Anomalous Transport

We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our analysis to a class of fractional-order operators and present rigorous estimates for the solution of the corresponding anisotropic anomalous diffusion equation. Furthermore, we extend our analysis to the anisotropic diffusion-advection equation and prove well-posedness for fractional orders s ∊ [0.5, 1). We also present an application of the advection-diffusion equation to anomalous transport of solutes.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1995

Two-dimensional mesh embedding for Galerkin B-spline methods

A number of advantages result from using B-splines as basis functions in a Galerkin method for solving partial differential equations. Among them are arbitrary order of accuracy and high resolution similar to that of compact schemes but without the aliasing error. This work develops another property, namely, the ability to treat semi-structured embedded or zonal meshes for two-dimensional geometries. This can drastically reduce the number of grid points in many applications. Both integer and non-integer refinement ratios are allowed. The report begins by developing an algorithm for choosing basis functions that yield the desired mesh resolution. These functions are suitable products of one-dimensional B-splines. Finally, test cases for linear scalar equations such as the Poisson and advection equation are presented. The scheme is conservative and has uniformly high order of accuracy throughout the domain.

Shariff, Karim↗
NASA NTRS1995

Application of the space-time conservation element and solution element method to two-dimensional advection-diffusion problems

The existing 2-D alpha-mu scheme and alpha-epsilon scheme based on the method of space-time conservation element and solution element, which were constructed for solving the linear 2-D unsteady advection-diffusion equation and unsteady advection equation, respectively, are tested. Also, the alpha-epsilon scheme is modified to become the V-E scheme for solving the nonlinear 2-D inviscid Burgers equation. Numerical solutions of six test problems are presented in comparison with their exact solutions or numerical solutions obtained by traditional finite-difference or finite-element methods. It is demonstrated that the 2-D alpha-mu, alpha-epsilon, and nu-epsilon schemes can be used to obtain numerical results which are more accurate than those based on some of the traditional methods but without using any artificial tuning in the computation. Similar to the previous 1-D test problems, the high accuracy and simplicity features of the space-time conservation element and solution element method have been revealed again in the present 2-D test results.

Wang, Xiao-Yen↗
NASA NTRS1987

Steady state computations for wave propagation problems

The behavior of difference approximations of hyperbolic partial differential equations as time t goes to infinity is studied. The rate of convergence to steady state is analyzed theoretically and experimentally for the advection equation and the linearized Euler equations. The choice of difference formulas and boundary conditions strongly influences the rate of convergence in practical steady-state calculations. In particular it is shown that upwind difference methods and characteristic boundary conditions have very attractive convergence properties.

Engquist, Bjorn↗
NASA NTRS1988

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.↗
NASA NTRS1990

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

In the present study of the behavior of typical numerical methods in the case of a model advection equation having a parameter-dependent source term, two approaches to the incorporation of the source terms are used: MacCormack-type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. The latter are found to perform slightly better. The model scalar equation is used to show that the incorrectness of the propagation speeds of discontinuities observed in the stiff case is due to the introduction of nonequilibrium values through numerical dissipation in the advection step.

Leveque, R. J.↗
NASA NTRS1993

A numerical treatment of geodynamic viscous flow problems involving the advection of material interfaces

Effective numerical treatment of multicomponent viscous flow problems involving the advection of sharp interfaces between materials of differing physical properties requires correction techniques to prevent spurious diffusion and dispersion. We develop a particular algorithm, based on modern shock-capture techniques, employing a two-step nonlinear method. The first step involves the global application of a high-order upwind scheme to a hyperbolic advection equation used to model the distribution of distinct material components in a flow field. The second step is corrective and involves the application of a global filter designed to remove dispersion errors that result from the advection of discontinuities (e.g., material interfaces) by high-order, minimally dissipative schemes. The filter introduces no additional diffusion error. Nonuniform viscosity across a material interface is allowed for by the implementation of a compositionally weighted-inverse interface viscosity scheme. The combined method approaches the optimal accuracy of modern shock-capture techniques with a minimal increase in computational time and memory. A key advantage of this method is its simplicity to incorporate into preexisting codes be they finite difference, element, or volume of two or three dimensions.

Lenardic, A.↗
NASA NTRS2015

Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

Gnoffo, Peter A.↗
NASA NTRS1994

Fourth order difference methods for hyperbolic IBVP's

Fourth order difference approximations of initial-boundary value problems for hyperbolic partial differential equations are considered. We use the method of lines approach with both explicit and compact implicit difference operators in space. The explicit operator satisfies an energy estimate leading to strict stability. For the implicit operator we develop boundary conditions and give a complete proof of strong stability using the Laplace transform technique. We also present numerical experiments for the linear advection equation and Burgers' equation with discontinuities in the solution or in its derivative. The first equation is used for modeling contact discontinuities in fluid dynamics, the second one for modeling shocks and rarefaction waves. The time discretization is done with a third order Runge-Kutta TVD method. For solutions with discontinuities in the solution itself we add a filter based on second order viscosity. In case of the non-linear Burger's equation we use a flux splitting technique that results in an energy estimate for certain different approximations, in which case also an entropy condition is fulfilled. In particular we shall demonstrate that the unsplit conservative form produces a non-physical shock instead of the physically correct rarefaction wave. In the numerical experiments we compare our fourth order methods with a standard second order one and with a third order TVD-method. The results show that the fourth order methods are the only ones that give good results for all the considered test problems.

Gustafsson, Bertil↗
NASA NTRS2014

A Walsh Function Module Users' Manual

The solution of partial differential equations (PDEs) with Walsh functions offers new opportunities to simulate many challenging problems in mathematical physics. The approach was developed to better simulate hypersonic flows with shocks on unstructured grids. It is unique in that integrals and derivatives are computed using simple matrix multiplication of series representations of functions without the need for divided differences. The product of any two Walsh functions is another Walsh function - a feature that radically changes an algorithm for solving PDEs. A FORTRAN module for supporting Walsh function simulations is documented. A FORTRAN code is also documented with options for solving time-dependent problems: an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the usage of the Walsh function module including such features as operator overloading, Fast Walsh Transforms in multi-dimensions, and a Fast Walsh reciprocal.

Gnoffo, Peter A.↗
DOE OSTI2020

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1985

A time-accurate multiple-grid algorithm

A time-accurate multiple-grid algorithm is described. The algorithm allows one to take much larger time steps with an explicit time-marching scheme than would otherwise be the case. Sample calculations of a scalar advection equation and the Euler equations for an oscillating airfoil are shown. For the oscillating airfoil, time steps an order of magnitude larger than the single-grid algorithm are possible.

Jespersen, D. C.↗
NASA NTRS1985

High resolution TVD schemes using flux limiters

Roe (1981, 1985) has utilized flux limiters to obtain second order monotonicity preserving schemes. In the present paper, the foundation for flux limiters in the formulation of first order three-point schemes are discussed, and a systematic outline is provided of the method of using flux limiters to obtain second order accurate TVD schemes. Attention is given to Phi limiters, the Van Leer limiter, the Chakravarthy-Osher limiter, the linear advection equation and square wave data, the inviscid Burger's equation, and the extension of flux limiters to irregular grids, systems of equations, and implicit calculations.

Sweby, P. K.↗
NASA NTRS1987

Numerical advection algorithms and their role in atmospheric transport and chemistry models

During the last 35 years, well over 100 algorithms for modeling advection processes have been described and tested. This review summarizes the development and improvements that have taken place. The nature of the errors caused by numerical approximation to the advection equation are highlighted. Then the particular devices that have been proposed to remedy these errors are discussed. The extensive literature comparing transport algorithms is reviewed. Although there is no clear cut 'best' algorithm, several conclusions can be made. Spectral and pseudospectral techniques consistently provide the highest degree of accuracy, but expense and difficulties assuring positive mixing ratios are serious drawbacks. Schemes which consider fluid slabs bounded by grid points (volume schemes), rather than the simple specification of constituent values at the grid points, provide accurate positive definite results.

Rood, Richard B.↗