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DOE OSTI2015

2–stage stochastic Runge–Kutta for stochastic delay differential equations

This paper proposes a newly developed one-step derivative-free method, that is 2-stage stochastic Runge-Kutta (SRK2) to approximate the solution of stochastic delay differential equations (SDDEs) with a constant time lag, r > 0. General formulation of stochastic Runge-Kutta for SDDEs is introduced and Stratonovich Taylor series expansion for numerical solution of SRK2 is presented. Local truncation error of SRK2 is measured by comparing the Stratonovich Taylor expansion of the exact solution with the computed solution. Numerical experiment is performed to assure the validity of the method in simulating the strong solution of SDDEs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2023

CFL Optimized Forward–Backward Runge–Kutta Schemes for the Shallow-Water Equations

Abstract We present the formulation and optimization of a Runge–Kutta-type time-stepping scheme for solving the shallow-water equations, aimed at substantially increasing the effective allowable time step over that of comparable methods. This scheme, called FB-RK(3,2), uses weighted forward–backward averaging of thickness data to advance the momentum equation. The weights for this averaging are chosen with an optimization process that employs a von Neumann–type analysis, ensuring that the weights maximize the admittable Courant number. Through a simplified local truncation error analysis and numerical experiments, we show that the method is at least second-order in time for any choice of weights and exhibits low dispersion and dissipation errors for well-resolved waves. Further, we show that an optimized FB-RK(3,2) can take time steps up to 2.8 times as large as a popular three-stage, third-order strong stability-preserving Runge–Kutta method in a quasi-linear test case. In fully nonlinear shallow-water test cases relevant to oceanic and atmospheric flows, FB-RK(3,2) outperforms SSPRK3 in admittable time step by factors roughly between 1.6 and 2.2, making the scheme approximately twice as computationally efficient with little to no effect on solution quality. Significance Statement The purpose of this work is to develop and optimize time-stepping schemes for models relevant to oceanic and atmospheric flows. Specifically, for the shallow-water equations we optimize for schemes that can take time steps as large as possible while retaining solution quality. We find that our optimized schemes can take time steps between 1.6 and 2.2 times larger than schemes that cost the same number of floating point operations, translating directly to a corresponding speedup. Our ultimate goal is to use these schemes in climate-scale simulations.

54 ENVIRONMENTAL SCIENCES↗

NASA NTRS1972

Generation and application of the equations of condition for high order Runge-Kutta methods

This thesis develops the equations of condition necessary for determining the coefficients for Runge-Kutta methods used in the solution of ordinary differential equations. The equations of condition are developed for Runge-Kutta methods of order four through order nine. Once developed, these equations are used in a comparison of the local truncation errors for several sets of Runge-Kutta coefficients for methods of order three up through methods of order eight.

Haley, D. C.↗

NASA NTRS1974

Classical seventh-, sixth-, and fifth-order Runge-Kutta-Nystrom formulas with stepsize control for general second-order differential equations

Runge-Kutta-Nystrom formulas of the seventh, sixth, and fifth order were derived for the general second order (vector) differential equation written as the second derivative of x = f(t, x, the first derivative of x). The formulas include a stepsize control procedure, based on a complete coverage of the leading term of the local truncation error in x, and they require no more evaluations per step than the earlier Runge-Kutta formulas for the first derivative of x = f(t, x). The developed formulas are expected to be time saving in comparison to the Runge-Kutta formulas for first-order differential equations, since it is not necessary to convert the second-order differential equations into twice as many first-order differential equations. The examples shown saved from 25 percent to 60 percent more computer time than the earlier formulas for first-order differential equations, and are comparable in accuracy.

Fehlberg, E.↗

NASA NTRS1974

Time elements

Time elements are introduced for use with Sundman time transformations of the type dt = r(alpha)ds for satellite equations of motion. Two time elements are given, one providing maximum accuracy for alpha = 1, the other for alpha = 2. Time elements and time transformations reduce local truncation error and Liapunov (in track) instability, and provide analytical step size control. Numerical results show accuracy improvements of more than one order of magnitude when time elements are employed with time transformations in the numerical integration of the satellite equations, compared with using time transformations alone.

Nacozy, P. E.↗

NASA NTRS1975

Time elements

Time elements are introduced for use with Sundman time transformations for satellite equations of motion. Two time elements are presented, one providing maximum accuracy when the exponent of the governing equation equals 1, the other when the exponent equals 2. Time elements and time transformations reduce local truncation error and Liapunov (in-track) instability, and provide analytical step size control. Numerical results show accuracy improvements of more than one order of magnitude when time elements are employed with time transformations in the numerical integration of the satellite equations, compared with using time transformations alone.

Nacozy, P. E.↗

NASA NTRS1979

Optimal nodal point distribution for improved accuracy in computational fluid dynamics

In applying finite-difference techniques to flow field problems, the accuracy attained for a fixed number of node points can be improved using unequally-spaced node points. The distribution of these node points is chosen here by minimizing a measure of local truncation error with respect to the parameters which define a transformation between the computational space of equally-spaced node points and the physical space of unequally-spaced node points. The problem then becomes a nonlinear programming problem. Numerical results are presented for two one-dimensional test problems: the Blasius boundary layer problem and the inviscid Burgers' equation.

Pierson, B. L.↗

NASA NTRS1979

An accurate method for two-point boundary value problems

A second-order method for solving two-point boundary value problems on a uniform mesh is presented where the local truncation error is obtained for use with the deferred correction process. In this simple finite difference method the tridiagonal nature of the classical method is preserved but the magnitude of each term in the truncation error is reduced by a factor of two. The method is applied to a number of linear and nonlinear problems and it is shown to produce more accurate results than either the classical method or the technique proposed by Keller (1969).

Walker, J. D. A.↗

NASA NTRS1980

Grid generation for time dependent problems: Criteria and methods

The problem of generating local mesh refinements when solving time dependent partial differential equations was examined. The problem of creating an appropriate grid, given a mesh function h defined over the spatial domain is discussed. A data structure which permits efficient use of the resulting grid is described. A good choice for h is an estimate of the local truncation error, and several ways to estimate it are discussed. The efficiency and implementation problems of these error estimates were compared.

Berger, M.↗

NASA NTRS1981

Influence of boundary approximations and conditions on finite difference solutions

Numerical representations of boundary approximations and conditions for three problems are investigated to determine the resulting global accuracy of the steady state solution. Numerical accuracy with various boundary approximations is determined for quasi-one-dimensional inviscid flow in a duct with the interior grid points evaluated using the MacCormack scheme. When an extrapolation approximation with first order local truncation error is used, the global second order accuracy of the difference scheme can be destroyed. For one dimensional flow in a porous medium, an implicit midpoint difference scheme which is consistent with the boundary conditions is developed without the need of boundary approximations. A dissipative model problem is solved with the boundary conditions discretized with first and second order accuracy. The overall second order accuracy of the difference scheme is destroyed if first order numerical representation of one of the boundary conditions is used. With a boundary approximation, the second order global accuracy of the model problem is retained if either second order extrapolation or first order representation of the governing equation is used.

Blottner, F. G.↗

NASA NTRS1984

Recent advances in methods for numerical solution of O.D.E. initial value problems

In the mathematical modeling of physical systems, it is often necessary to solve an initial value problem (IVP), consisting of a system of ordinary differential equations (ODE). A typical program produces approximate solutions at certain mesh points. Almost all existing codes try to control the local truncation error, while the user is really interested in controlling the true or global error. The present investigation provides a review of recent advances regarding the solution of the IVP, giving particular attention to stiff systems. Stiff phenomena are customarily defined in terms of the eigenvalues of the Jacobian. There are, however, some difficulties connected with this approach. It is pointed out that an estimate of the Lipschitz constant proves to be a very practical way to determine the stiffness of a problem.

Bui, T. D.↗

NASA NTRS1990

High accuracy solutions of incompressible Navier-Stokes equations

In recent years, high accuracy finite difference approximations were developed for partial differential equations of elliptic type, with particular emphasis on the convection-diffusion equation. These approximations are of compact type, have a local truncation error of fourth order, and allow the use of standard iterative schemes to solve the resulting systems of algebraic equations. These high accuracy approximations are extended to the solution of Navier-Stokes equations. Solutions are obtained for the model problem of driven cavity and are compared with solutions obtained using other approximations and those obtained by other authors. It is discovered that the high order approximations do indeed produce high accuracy solutions and have a potential for use in solving important problems of viscous fluid flows.

Gupta, Murli M.↗

NASA NTRS1992

An efficient HZETRN (a galactic cosmic ray transport code)

An accurate and efficient engineering code for analyzing the shielding requirements against the high-energy galactic heavy ions is needed. The HZETRN is a deterministic code developed at Langley Research Center that is constantly under improvement both in physics and numerical computation and is targeted for such use. One problem area connected with the space-marching technique used in this code is the propagation of the local truncation error. By improving the numerical algorithms for interpolation, integration, and grid distribution formula, the efficiency of the code is increased by a factor of eight as the number of energy grid points is reduced. The numerical accuracy of better than 2 percent for a shield thickness of 150 g/cm(exp 2) is found when a 45 point energy grid is used. The propagating step size, which is related to the perturbation theory, is also reevaluated.

Shinn, Judy L.↗

NASA NTRS1993

Finite element/finite volume approaches with adaptive time stepping strategies for transient thermal problems

An adaptive time stepping strategy for transient thermal analysis of engineering systems is described which computes the time step based on the local truncation error with a good global error control and obtains optimal time steps to be used during the analysis. Combined mesh partitionings involving FEM/FVM meshes based on physical situations to obtain numerically improved physical representations are also proposed. Numerical test cases are described and comparative pros and cons are identified for practical situations.

Mohan, Ram V.↗

NASA NTRS1994

A new flux-conserving numerical scheme for the steady, incompressible Navier-Stokes equations

This paper is concerned with the continued development of a new numerical method, the space-time solution element (STS) method, for solving conservation laws. The present work focuses on the two-dimensional, steady, incompressible Navier-Stokes equations. Using first an integral approach, and then a differential approach, the discrete flux conservation equations presented in a recent paper are rederived. Here a simpler method for determining the flux expressions at cell interfaces is given; a systematic and rigorous derivation of the conditions used to simulate the differential form of the governing conservation law(s) is provided; necessary and sufficient conditions for a discrete approximation to satisfy a conservation law in E2 are derived; and an estimate of the local truncation error is given. A specific scheme is then constructed for the solution of the thin airfoil boundary layer problem. Numerical results are presented which demonstrate the ability of the scheme to accurately resolve the developing boundary layer and wake regions using grids which are much coarser than those employed by other numerical methods. It is shown that ten cells in the cross-stream direction are sufficient to accurately resolve the developing airfoil boundary layer.

Scott, James R.↗

NASA NTRS1994

Accurate finite difference methods for time-harmonic wave propagation

Finite difference methods for solving problems of time-harmonic acoustics are developed and analyzed. Multidimensional inhomogeneous problems with variable, possibly discontinuous, coefficients are considered, accounting for the effects of employing nonuniform grids. A weighted-average representation is less sensitive to transition in wave resolution (due to variable wave numbers or nonuniform grids) than the standard pointwise representation. Further enhancement in method performance is obtained by basing the stencils on generalizations of Pade approximation, or generalized definitions of the derivative, reducing spurious dispersion, anisotropy and reflection, and by improving the representation of source terms. The resulting schemes have fourth-order accurate local truncation error on uniform grids and third order in the nonuniform case. Guidelines for discretization pertaining to grid orientation and resolution are presented.

Harari, Isaac↗

NASA NTRS2000

A Domain-Decomposed Multilevel Method for Adaptively Refined Cartesian Grids with Embedded Boundaries

Preliminary verification and validation of an efficient Euler solver for adaptively refined Cartesian meshes with embedded boundaries is presented. The parallel, multilevel method makes use of a new on-the-fly parallel domain decomposition strategy based upon the use of space-filling curves, and automatically generates a sequence of coarse meshes for processing by the multigrid smoother. The coarse mesh generation algorithm produces grids which completely cover the computational domain at every level in the mesh hierarchy. A series of examples on realistically complex three-dimensional configurations demonstrate that this new coarsening algorithm reliably achieves mesh coarsening ratios in excess of 7 on adaptively refined meshes. Numerical investigations of the scheme's local truncation error demonstrate an achieved order of accuracy between 1.82 and 1.88. Convergence results for the multigrid scheme are presented for both subsonic and transonic test cases and demonstrate W-cycle multigrid convergence rates between 0.84 and 0.94. Preliminary parallel scalability tests on both simple wing and complex complete aircraft geometries shows a computational speedup of 52 on 64 processors using the run-time mesh partitioner.

Aftosmis, M. J.↗

NASA NTRS2012

Apparatus, Method and Program Storage Device for Determining High-Energy Neutron/Ion Transport to a Target of Interest

An apparatus, method and program storage device for determining high-energy neutron/ion transport to a target of interest. Boundaries are defined for calculation of a high-energy neutron/ion transport to a target of interest; the high-energy neutron/ion transport to the target of interest is calculated using numerical procedures selected to reduce local truncation error by including higher order terms and to allow absolute control of propagated error by ensuring truncation error is third order in step size, and using scaling procedures for flux coupling terms modified to improve computed results by adding a scaling factor to terms describing production of j-particles from collisions of k-particles; and the calculated high-energy neutron/ion transport is provided to modeling modules to control an effective radiation dose at the target of interest.

Wilson, John W.↗