On the Accumulation of Errors at Numerical Integration in Some Problems of Celestial Mechanics
Accumulation of errors using numerical integration methods for solving celestial equations of motion
MOTION EQUATION↗
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On the application of difference methods for the asymptotic estimates of errors at numerical integration of systems of ordinary differential equations
Difference methods for asymptotic estimates of errors at numerical integration of systems of ordinary differential equations
NUMERICAL INTEGRATION↗
Characterizing the Sample Selection for Supernova Cosmology
Type Ia supernovae (SNe Ia) are used as distance indicators to infer the cosmological parameters that specify the expansion history of the universe. Parameter inference depends on the criteria by which the analysis SN sample is selected. Only for the simplest selection criteria and population models can the likelihood be calculated analytically, otherwise it needs to be determined numerically, a process that inherently has error. Numerical errors in the likelihood lead to errors in parameter inference. This article presents toy examples where the distance modulus is inferred given a set of SNe at a single redshift. Parameter estimators and their uncertainties are calculated using Monte Carlo techniques. The relationship between the number of Monte Carlo realizations and numerical errors is presented. The procedure can be applied to more realistic models and used to determine the computational and data management requirements of the transient analysis pipeline.
79 ASTRONOMY AND ASTROPHYSICS↗
Numerical Uncertainties vs. Model Uncertainties in Two-phase Flow Simulations
In recent years, verification, validation and uncertainty quantification (VVUQ) have become a common practice in thermal-hydraulics analysis. In general, these activities deal with propagations of uncertainties in computer code simulations, e.g., through system analysis codes. However, most existing such activities in thermal-hydraulics analysis have been primarily focused on model uncertainties, while numerical uncertainties were largely overlooked. Numerical uncertainties (or numerical errors) can appear in many different forms, e.g., round-off error, statistical sampling error, and discretization error. As pointed out by Oberkampf and Roy, discretization error is usually the largest however the most difficult type of error to estimate reliably. In thermal-hydraulics analysis, especially two-phase flow simulations commonly encountered in reactor safety analysis, the lack of consideration on discretization error is mainly due to the difficulty in estimating them. Accurate estimations on discretization error require continuous mesh refinement and/or implementation of high-order numerical schemes in system analysis code, both of which are unfortunately difficult to achieve for existing codes. At first, it should be emphasized that mesh refinement (or mesh sensitivity study) is a well-understood concept in the thermal-hydraulics field. However, it is not commonly practiced for many reasons, e.g., lack of understanding on numerical errors by code users, consideration on computational cost, deteriorated numerical stability performance with refined meshes, and etc. Secondly, high-order (e.g., second-order) numerical schemes are simply unavailable in almost any existing system analysis code. Implementation of high-order numerical schemes in these codes is difficult, if not impossible, given the complexity of these codes. On the other hand, people tend to argue that numerical uncertainties (or discretization error as we have emphasized) are not as important as the commonly large uncertainties in two-phase flow models, e.g., closure correlations. As a result, nodalization is sometimes played unintentionally, or maybe intentionally, to match experimental data, which is referred as 'user effects' or 'compensating errors' in thermal-hydraulics community. Such a practice is highly criticized by Levy. In this work, we will at first build a computer code that incorporates both first-order and second-order numerical methods to solve the two-phase flow problems. The first-order method resembles the one used in many existing system analysis codes; and the second-order method works as the reference to estimate numerical errors. Numerical verifications on spatial discretization schemes will be presented in the form of mesh convergence study. It will also be demonstrated that, in practical scenarios, discretization errors can be as large as, or even larger than, model uncertainties via case studies.
42 ENGINEERING↗
EFFECT OF DISCRETIZATION ERROR ON THE QUANTIFICATION OF MODEL UNCERTAINTY IN TWO-PHASE FLOW SIMULATIONS
Verification, validation and uncertainty quantification (VVUQ) have become a common practice in thermal-hydraulics analysis. In general, these activities deal with propagations of uncertainties in computer code simulations, e.g., through system analysis codes. However, most existing such activities in thermal-hydraulics analysis have been primarily focused on input and model uncertainties, while numerical errors were largely overlooked. Numerical errors can appear in many different forms, e.g., round-off error, statistical sampling error, and discretization error. In thermal-hydraulics analysis, especially two-phase flow simulations commonly encountered in reactor safety analysis, the lack of consideration of discretization error is mainly due to the difficulty in estimating them. Accurate estimations of discretization error require continuous mesh refinement and/or implementation of high-order numerical schemes in system analysis code, both of which are difficult to achieve in existing codes. In this work, we will build a computer code that incorporates both first-order and second-order numerical methods to solve the two-phase flow problems. The first-order method resembles the one used in many existing system analysis codes; and the second-order method works as the reference to estimate numerical errors. Numerical verification of spatial discretization schemes will be presented in the form of mesh convergence study. It will also be demonstrated via case studies that, in practical scenarios, discretization errors can be as large as, or even larger than, model uncertainties.
42 ENGINEERING↗
Acoustic Codes in 2D Spherical Coordinate
Finite-difference methods are widely used to simulate infrasound propagation in the atmosphere. Flexibility of finite-difference scheme allows implementation of highly heterogeneous media for sound propagation as well as complex source models for sound generation. While full 3-D finite-difference methods have been utilized for local infrasound propagation with pronounced topography, 2-D modeling approach has been preferred for regional and global propagation as full 3-D methods generally require enormous computational resources. Infrasound propagation is often simulated with a second-order finite difference scheme. This lowest-order finite-difference scheme is robust and straightforward to implement complex boundary conditions, but the solution includes large error with numerical dispersion and dissipation. This large numerical error may make the second-order finite-difference not optimal for long range infrasound propagation modeling as the numerical dispersion degrades the accuracy of the solution unacceptably. Here, we developed a high-order finite-difference solver for long-range infrasound simulation. The high-order scheme is particularly popular for linear wave modeling in aeroacoustics owing to its low-dispersive and low-dissipative behavior. We develop and evaluate a high-order finite difference scheme in 2-D axisymmetric coordinates. The axisymmetry allows to approximate 3-D spherical sound propagation and amplitude attenuation by a 2-D method. AC2Dr is developed to simulate infrasound propagation in realistic atmosphere, but can be used for linear acoustic waves in general materials with background flow. AC2Dr in an axisymmetric coordinates allows for spherical radiation of acoustic waves from compact sources.
Sjogreen, Bjorn↗
Re-Computation of Numerical Results Contained in NACA Report No. 685
In an engineering note published in the Journal of Aircraft in the year 2000, Thomas A. Zeiler made generally known that some of the early works on aeroelastic flutter by Theodore Theodorsen and I.E. Garrick (NACA Report Nos. 496, 685, and 741) contained numerical errors in some of their numerical examples. Some of the plots containing numerical errors were later reproduced in two classic aeroelasticity texts (BAH and BA). Because these foundational papers and texts are often used in graduate courses on aeroelasticity, Zeiler recommended that an effort be undertaken to employ the computational resources available today (digital computers) to recompute the example problems in these early works and to publish the results to provide a complete and error-free set of numerical examples. This paper presents recomputed theoretical results contained in NACA Report No. 685 (NACA 685), “Mechanism of Flutter, A Theoretical and Experimental Investigation of the Flutter Problem,” by Theodore Theodorsen and I.E. Garrick. The recomputations were performed employing the solution method described in NACA 685, but using modern computational tools. With some exceptions, the magnitudes and trends of the original results were in good-to-excellent agreement with the recomputed results, a surprising but gratifying result considering that the NACA 685 results were computed “by hand” using pencil, paper, slide rules, and mechanical calculators called comptometers. Checks on the recomputations (about 25% were checked) were performed using the so-called 𝑝𝑝-method of flutter solution. In all cases, including those where the original and recomputed results differed significantly, the checks were in excellent agreement with the recomputed results.
Boyd Perry, III↗
Modeling and Simulation Techniques for the NASA SLS Service Module Panel Separation Event; from Loosely-Coupled Euler to Fully-Coupled 6-DOF, Time-Accurate, Navier-Stokes Methodologies
An aerodynamic database has been generated for use by the Orion Multi-Purpose Crew Vehicle (MPCV) Program to analyze Service Module (SM) panel jettison from the NASA SLS vehicle. The database is a combination of CFD data for the panel aerodynamic coefficients, and MATLAB code written to query the CFD data. The Cart3D inviscid CFD flow solver was used to generate the panel aerodynamic coefficients for static panel orientations and free stream conditions that can occur during the jettison event. The MATLAB code performs the multivariate interpolation to obtain aerodynamic coefficients. The MATLAB code uses input for SM panel parameters and returns the SM panel aerodynamic force and moment coefficients for use with a Six-Degree-of-Freedom (6-DOF) motion solver to model the jettison event. This paper examines the accuracy of the sequential-static database approach by modeling the panel jettison event with a fully-coupled, time-dependent, viscous, moving-body CFD simulation. The fully-coupled simulation is obtained using the Loci/Chem unstructured Navier-Stokes CFD solver. The results show that the fully-coupled approach agrees well with the loosely-coupled database/6-DOF approach, indicating that unsteady effects are minimal for the panel jettison event. These results suggest that the database/6-DOF approach is sufficient. In addition, this paper presents the development of an uncertainty model for use in Monte Carlo analysis of the panel jettison event. Here viscous CFD simulations are obtained with Loci/Chem and compared to the inviscid CFD forces and moments. An uncertainty model based on model-form error and numerical error is presented.
Hall, Leslie H.↗
Numerical discreteness errors in multispecies cosmological N -body simulations
ABSTRACT We present a detailed analysis of numerical discreteness errors in two-species, gravity-only, cosmological simulations using the density power spectrum as a diagnostic probe. In a simple set-up where both species are initialized with the same total matter transfer function, biased growth of power forms on small scales when the solver force resolution is finer than the mean interparticle separation. The artificial bias is more severe when individual density and velocity transfer functions are applied. In particular, significant large-scale offsets in power are measured between simulations with conventional offset grid initial conditions when compared against converged high-resolution results where the force resolution scale is matched to the interparticle separation. These offsets persist even when the cosmology is chosen so that the two particle species have the same mass, indicating that the error is sourced from discreteness in the total matter field as opposed to unequal particle mass. We further investigate two mitigation strategies to address discreteness errors: the frozen potential method and softened interspecies short-range forces. The former evolves particles under the approximately ‘frozen’ total matter potential in linear theory at early times, while the latter filters cross-species gravitational interactions on small scales in low-density regions. By modelling closer to the continuum limit, both mitigation strategies demonstrate considerable reductions in large-scale power spectrum offsets.
79 ASTRONOMY AND ASTROPHYSICS↗
The Role of Model and Initial Condition Error in Numerical Weather Forecasting Investigated with an Observing System Simulation Experiment
A series of experiments that explore the roles of model and initial condition error in numerical weather prediction are performed using an observing system simulation experiment (OSSE) framework developed at the National Aeronautics and Space Administration Global Modeling and Assimilation Office (NASA/GMAO). The use of an OSSE allows the analysis and forecast errors to be explicitly calculated, and different hypothetical observing networks can be tested with ease. In these experiments, both a full global OSSE framework and an 'identical twin' OSSE setup are utilized to compare the behavior of the data assimilation system and evolution of forecast skill with and without model error. The initial condition error is manipulated by varying the distribution and quality of the observing network and the magnitude of observation errors. The results show that model error has a strong impact on both the quality of the analysis field and the evolution of forecast skill, including both systematic and unsystematic model error components. With a realistic observing network, the analysis state retains a significant quantity of error due to systematic model error. If errors of the analysis state are minimized, model error acts to rapidly degrade forecast skill during the first 24-48 hours of forward integration. In the presence of model error, the impact of observation errors on forecast skill is small, but in the absence of model error, observation errors cause a substantial degradation of the skill of medium range forecasts.
Model Error↗
Numerical Uncertainty Estimation for Stochastic Particle-in-Cell Simulations Applied to Verification and Validation.
Systematic veri cation and validation (V&V) is necessary to establish the credibility for high consequence simulations. In this paper, we focus on a radiation-induced plasma experimental validation exercise for simulations which uses both numerical error estimation and input parameter uncertainty quanti cation to provide a direct comparison between Particle-In-Cell (PIC) plasma simulations and experiments. This approach demonstrates how careful validation can uncover missing physics in the simulation. Three di erent validation examples are shown; a vacuum space charge limited cavity, a gas lled space charge limited cavity, and a vacuum non space charge limited cavity. Two of the example are picked to show the importance of error estimation in uncovering inaccuracy/incomplete simulation models. We also report on a newly-developed numerical error estimation approach, StREEQ, which is a notable improvement to past approaches. In the StREEQ approach, a multi- tting scheme based on L 1 , L 2 , and L$\infty$ error norms and alternate weightings is used to propagate uncertainties in the relative importance of outliers and coarse/re ned discretization levels. Bootstrap sampling is used to represent the stochasticity in the response data. The resulting method appears to robustly and conservatively predict the fully-converged response within estimated numerical error bounds for stochastic simulations. The StREEQ approach is demonstrated on two related prototype electron diode problems, and preliminary results are reported for a radiation-induced plasma simulation.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Extended Forward Sensitivity Analysis for Uncertainty Quantification
Verification and validation (V&V) are playing more important roles to quantify uncertainties and realize high fidelity simulations in engineering system analyses, such as transients happened in a complex nuclear reactor system. Traditional V&V in the reactor system analysis focused more on the validation part or did not differentiate verification and validation. The traditional approach to uncertainty quantification is based on a 'black box' approach. The simulation tool is treated as an unknown signal generator, a distribution of inputs according to assumed probability density functions is sent in and the distribution of the outputs is measured and correlated back to the original input distribution. The 'black box' method mixes numerical errors with all other uncertainties. It is also not efficient to perform sensitivity analysis. Contrary to the 'black box' method, a more efficient sensitivity approach can take advantage of intimate knowledge of the simulation code. In these types of approaches equations for the propagation of uncertainty are constructed and the sensitivities are directly solved for as variables in the simulation. This paper presents the forward sensitivity analysis as a method to help uncertainty qualification. By including time step and potentially spatial step as special sensitivity parameters, the forward sensitivity method is extended as one method to quantify numerical errors. Note that by integrating local truncation errors over the whole system through the forward sensitivity analysis process, the generated time step and spatial step sensitivity information reflect global numerical errors. The discretization errors can be systematically compared against uncertainties due to other physical parameters. This extension makes the forward sensitivity method a much more powerful tool to help uncertainty qualification. By knowing the relative sensitivity of time and space steps with other interested physical parameters, the simulation is allowed to run at optimized time and space steps without affecting the confidence of the physical parameter sensitivity results. The time and space steps forward sensitivity analysis method can also replace the traditional time step and grid convergence study with much less computational cost. Several well defined benchmark problems with manufactured solutions are utilized to demonstrate the extended forward sensitivity analysis method. All the physical solutions, parameter sensitivity solutions, even the time step sensitivity in one case, have analytical forms, which allows the verification to be performed in the strictest sense.
97 MATHEMATICS AND COMPUTING↗
A flexible method to calculate the distributions of discretization errors in operator-split codes with stochastic noise in problem data
This report investigates a technique to calculate the distributions of discretization errors for a model of advection-diffusion-reaction with stochastic noise in problem data. The focus is on operator-split discretization methods. The error is decomposed into components due to the splitting and due to the discretization within each component. We present a method to estimate the distributions of the total discretization error for a quantity of interest as well as the aforementioned error components. These computations require information about the propagation of uncertainty within and between code modules, for which purpose we use a flexible code framework for uncertainty quantification. Computational examples illustrate that in certain cases the distribution of numerical error can have a significant impact on the code output. Using information about the components of the numerical error, decisions can be made regarding discretization parameters to efficiently reduce the impact of numerical error on the distribution of model outputs.
97 MATHEMATICS AND COMPUTING↗
A Study on Particle Trajectory Error in Finite-Element Particle-in-Cell Algorithms
Particle-in-cell (PIC) algorithms are widely used for the simulation of kinetic plasmas. PIC algorithms account for the interaction between charged particles in a plasma and the electromagnetic field in ambient space, including self-field interactions. The objective of this article is to study the error in charged particle trajectories present in finite-element (FE)-based PIC algorithms on unstructured meshes. We study how the trajectory error behaves according to the FE mesh resolution and the matrix solver employed in the FE algorithm. The study is performed by considering a trajectory established by a parabolic electric potential and an axial magnetic force acting on the charged particle. Under a proper choice combination of electric and magnetic field parameters, the 2-D particle trajectories comprise closed orbits. Numerical errors cause small perturbations on the trajectories, with cumulative effects. As a result, the resulting orbital trajectories exhibit distortions including spurious apsidal precession. These distortions provide a clear imprint of the numerical error. Here, we also study the numerical error in a quantitative fashion by computing the distance norm between the trajectories obtained by the exact fields and numerical fields.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Accuracy of Partial Core Corrections Using Fourier Transforms in Pseudopotential–Density Functional Theory
Partial core corrections can be important in obtaining an accurate description of nonlinear exchange-correlation functionals and improving the transferability of pseudopotentials. We show that a widely used procedure, which calculates partial core charge density, $ρ^{partial}_{core}$, in Fourier space and then converts it to real space with fast Fourier transforms, can lead to sizable numerical errors of exchange-correlation potentials in the vacuum region. Such errors occur in modeling low-dimensional materials or surfaces with supercells. The loss of accuracy originates from the slow-decaying feature of core charge density in reciprocal space. Numerical errors on the order of 1 eV in the Kohn–Sham energies of unoccupied states can occur in pseudopotential–density functional calculations. The direct calculation of the partial core charge in real space can avoid the numerical errors caused by Fourier transforms.
37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
CFD validation for aerodynamic flows - Challenge for the '90's
The process of computational fluid dynamics (CFD) validation is described from two perspectives, numerical error validation and physical model validation. Errors associated with time and space discretization, grid refinement, numerical dissipation, and level of solution convergence, are all possible sources of numerical error. The second aspect of CFD code validation is associated with the governing equations and the physical models, e.g., chemistry and turbulence models. This type of validation requires comparisons with carefully conducted experiments and is the primary aspect of the validation process discussed in this paper. Examples of validation are shown for selected Reynolds-averaged Navier-Stokes codes for conditions from transonic through hypersonic. Since code applications are becoming more complex, it no longer suffices to use data from surface or integral quantities alone to provide the required validation. Flow field surveys and experimental boundary condition measurements are emerging as critical data that must be obtained for CFD code validation. Progress in the overall level of validation is shown to be improving. However, future challenges remain, some of which are enumerated.
Marvin, Joseph G.↗
Solving Drift-flux Model Using High-Resolution Spatial Discretization Scheme
Accurate modeling and simulation of the two-phase flow phenomena are critical to the system and safety analysis of light water reactors. Compared to the more complex two-fluid model, the drift-flux model treats the two phases as a mixture, and thus the models are formulated to consider the conservation laws of the mixture. The relative motion between the two phases is realized by constitutive correlations. Although the drift flux models have limitations in certain applications, they are widely used in many applications due to their simplicity and applicability to a wide range of two-phase flow problems. First-order numerical schemes are widely used in existing codes, which introduces excessive numerical diffusions. The objective of this work is to investigate a high-resolution spatial scheme in the application to solve drift-flux two-phase flow problems. In this study, a high-resolution spatial discretization scheme has been investigated in the application of solving drift-flux two-phase flow problem. The scheme is validated using existing experimental results. Compared to the first order scheme, it demonstrated excellent capability in reducing numerical error. Extended work will focus on the comparison of numerical errors from discretization schemes and model uncertainties. (authors)
42 ENGINEERING↗
Computational general relativistic force-free electrodynamics: I. Multi-coordinate implementation and testing
General relativistic force-free electrodynamics is one possible plasma-limit employed to analyze energetic outflows in which strong magnetic fields are dominant over all inertial phenomena. The amazing images of black hole (BH) shadows from the Galactic Center and the M87 galaxy provide a first direct glimpse into the physics of accretion flows in the most extreme environments of the universe. The efficient extraction of energy in the form of collimated outflows or jets from a rotating BH is directly linked to the topology of the surrounding magnetic field. We aim at providing a tool to numerically model the dynamics of such fields in magnetospheres around compact objects, such as BHs and neutron stars. To do so, we probe their role in the formation of high energy phenomena such as magnetar flares and the highly variable teraelectronvolt emission of some active galactic nuclei. In this work, we present numerical strategies capable of modeling fully dynamical force-free magnetospheres of compact astrophysical objects. Here, we provide implementation details and extensive testing of our implementation of general relativistic force-free electrodynamics in Cartesian and spherical coordinates using the infrastructure of the E INSTEIN T OOLKIT . The employed hyperbolic/parabolic cleaning of numerical errors with full general relativistic compatibility allows for fast advection of numerical errors in dynamical spacetimes. Such fast advection of divergence errors significantly improves the stability of the general relativistic force-free electrodynamics modeling of BH magnetospheres.
79 ASTRONOMY AND ASTROPHYSICS↗