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At least 19 records

On implicit Runge-Kutta methods for parallel computations

Implicit Runge-Kutta methods which are well-suited for parallel computations are characterized. It is claimed that such methods are first of all, those for which the associated rational approximation to the exponential has distinct poles, and these are called multiply explicit (MIRK) methods. Also, because of the so-called order reduction phenomenon, there is reason to require that these poles be real. Then, it is proved that a necessary condition for a q-stage, real MIRK to be A sub 0-stable with maximal order q + 1 is that q = 1, 2, 3, or 5. Nevertheless, it is shown that for every positive integer q, there exists a q-stage, real MIRK which is I-stable with order q. Finally, some useful examples of algebraically stable MIRKs are given.

Keeling, Stephen L.

Generalized disks of contractivity for explicit and implicit Runge-Kutta methods

The A-contractivity of Runge-Kutta methods with respect to an inner product norm was investigated thoroughly by Butcher and Burrage (who used the term B-stability). Their theory is extended to contractivity in a region bounded by a circle through the origin. The largest possible circle is calculated for many known explicit Runge-Kutta methods. As a rule it is considerably smaller than the stability region, and in several cases it degenerates to a point. It is shown that an explicit Runge-Kutta method cannot be contractive in any circle of this class if it is more than fourth order accurate.

Dahlquist, G.

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING

A Particle-in-cell Method for Plasmas with A Generalized Momentum Formulation, Part III: A family of Gauge Conserving Methods

In this paper, we introduce a new family of spatially co-located field solvers for particle-in-cell applications which evolve the potential formulation of Maxwell’s equations under the Lorenz gauge. Our recent work [2] introduced the concept of time-consistency, which connects charge conservation to the preservation of the gauge at the semi-discrete level. It will be shown that there exists a large family of time discretizations which satisfy this property. Additionally, it will be further shown that for large classes of time marching methods, the satisfaction of the gauge condition automatically implies the satisfaction of Gauss’s law for electricity, with the potential formulation ensuring that that Gauss’s law for magnetism is satisfied by definition. We focus on popular time marching methods including centered differences, backward differences, and diagonally-implicit Runge-Kutta methods, which are coupled to a spectral discretization in space. We demonstrate the theory by testing the methods on a relativistic Weibel instability and a drifting cloud of electrons.

97 MATHEMATICS AND COMPUTING

Navier-Stokes cascade analysis with a stiff Kappa-Epsilon turbulence solver

The two dimensional, compressible, thin layer Navier-Stokes equations with the Baldwin-Lomax turbulence model and the kinetic energy-energy dissipation (k-epsilon) model are solved numerically to simulate the flow through a cascade. The governing equations are solved for the entire flow domain, without the boundary layer assumptions. The stiffness of the k-epsilon equations is discussed. A semi-implicit, Runge-Kutta, time-marching scheme is developed to solve the k-epsilon equations. The impact of the k-epsilon solver on the explicit Runge-Kutta Navier-Stokes solver is discussed. Numerical solutions are presented for two dimensional turbulent flow over a flat plate and a double circular arc cascade and compared with experimental data.

Liu, Jong-Shang

Unsteady Euler solution of transonic helicopter rotor flow

A new time-accurate Euler method is presented for calculating the transonic flow over a lifting or nonlifting rotor blade in both hover and forward flight. The approach is to solve the conservative Euler equations in a rotor-fixed frame of reference using a finite-volume method. The discretized equations are solved by using a Runge-Kutta multistage scheme with a new higher-order implicit residual smoothing procedure. Preliminary results were compared with wind-tunnel data. In all the cases considered, good agreement was found with experimental data.

Chang, I-Chung

Spectral methods for modeling supersonic chemically reacting flow fields

A partial implicit numerical algorithm has been developed for solving the equations describing chemically reacting supersonic flows. The algorithm employs a two-stage Runge-Kutta method for integrating the equations in time and a Chebyshev spectral method for integrating the equations in space. The accuracy and efficiency of the new technique have been assessed by comparison with an existing implicit finite-difference procedure for modeling chemically reacting flows. The comparison showed that the new procedure yielded equivalent accuracy on much coarser grids as compared to the finite-difference procedure with resultant significant gains in computational efficiency.

Drummond, J. P.

Conservation properties of numerical integration methods for systems of ordinary differential equations

If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

Rosenbaum, J. S.

An ILLIAC program for the numerical simulation of homogeneous incompressible turbulence

An algorithm and ILLIAC computer program, developed for the simulation of homogeneous incompressible turbulence in the presence of an applied mean strain, are described. The turbulence field is represented spatially by a truncated triple Fourier series (spectral method) and followed in time using a fourth-order Runge-Kutta algorithm. These include: (1) transformation of variables suggested by Taylor's sudden-distortion theory; (2) implicit viscous diffusion by use of an integrating factor; (3) implicit pressure calculation suggested by Taylor's sudden-distortion theory, and (4) inexpensive control of aliasing by random and phased coordinate shifts.

Rogallo, R. S.

An implicit-explicit time splitting strategy for the far SOL plasma fluid model with DG-FEM discretization

We consider a far scrape-off layer (SOL) plasma fluid model of ions that is governed by a Braginskiitype model: a one-dimensional, nonlinear system of advection-diffusion equations coupled with a diffusion equation for neutral particles. Our motivation for studying this system arises from the coupling between the edge plasma and radio-frequency (RF) heating, where solving a far SOL plasma fluid model provides critical insights into edge plasma dynamics. Numerical simulations of plasma fluid models require advanced computational techniques to achieve both efficiency and accuracy, especially when resolving the boundary layer in magnetically confined plasmas. In this work, we propose an implicit-explicit time operator splitting strategy that allows for an efficient solution algorithm, where the diffusive terms are treated semi-implicitly requiring only a linear solve, while the advection part is handled explicitly using a strong-stability-preserving Runge-Kutta (SSP-RK3) scheme. This leads to a fully decoupled system in which the diffusion and advection sub-problems can be solved separately, simplifying the overall solution procedure and allowing for efficient parallelization, which is particularly relevant for exploring the impact of RF heating on the SOL plasma. The main challenge of the discretization is due to the strong coupling between diffusion and advection, particularly through the boundary conditions. This makes implementation of such a scheme in an accurate and stable manner nontrivial. We discuss in detail how to split the equations and manage boundary conditions to maintain stability and well-posedness for each subsystem. We also describe a spatial discretization approach, based on the discontinuous Galerkin finite element method (DG-FEM) and present numerical results for a one-dimensional system.

Burkovska, Olena [ORNL] (ORCID:0000000163101130)

The efficient calculation of chemically reacting flow

A semi-implicit finite volume formulation is used to study flows with chemical reactions. In this formulation the source terms resulting from the chemical reactions are treated implicitly and the resulting system of partial differential equations is solved using two time-stepping schemes. The first is based on the Runge-Kutta method while the second is based on an Adams predictor-corrector method. Results show that improvements in computational efficiency depend to a large extent on the manner in which the source term is treated. Further, analysis and computation indicate that the Runge-Kutta method is more efficient than the Adams methods. Finally, an adaptive time stepping scheme is developed to study problems involving shock ignition. Calculations for a hydrogen-air system agree well with other methods.

Eklund, D. R.

On the Solution of the Three-Dimensional Flowfield About a Flow-Through Nacelle

The solution of the three dimensional flow field for a flow through nacelle was studied. Both inviscid and viscous inviscid interacting solutions were examined. Inviscid solutions were obtained with two different computational procedures for solving the three dimensional Euler equations. The first procedure employs an alternating direction implicit numerical algorithm, and required the development of a complete computational model for the nacelle problem. The second computational technique employs a fourth order Runge-Kutta numerical algorithm which was modified to fit the nacelle problem. Viscous effects on the flow field were evaluated with a viscous inviscid interacting computational model. This model was constructed by coupling the explicit Euler solution procedure with a flag entrainment boundary layer solution procedure in a global iteration scheme. The computational techniques were used to compute the flow field for a long duct turbofan engine nacelle at free stream Mach numbers of 0.80 and 0.94 and angles of attack of 0 and 4 deg.

Compton, William Bernard

Non-linear effects on sound propagation in a variable area duct carrying high subsonic Mach number flows

The general one-dimensional non-linear equation for the acoustic velocity potential in a variable area duct carrying high subsonic Mach number flows is presented and solved numerically using an implicit finite difference scheme. For the linearized equation with no flow, the present scheme is compared with the exact solution and the fourth-order Runge-Kutta method with excellent agreement for dimensionless time periods. Non-linear solutions are more sensitive to Mach numbers and exciting amplitudes and less sensitive to exciting frequencies. In general, non-linear effects can be safely neglected for low Mach number flows but must be accounted for when high Mach number flows are encountered.

Lumsdaine, E.

Spectral methods for modeling supersonic chemically reacting flow fields

A numerical algorithm was developed for solving the equations describing chemically reacting supersonic flows. The algorithm employs a two-stage Runge-Kutta method for integrating the equations in time and a Chebyshev spectral method for integrating the equations in space. The accuracy and efficiency of the technique were assessed by comparison with an existing implicit finite-difference procedure for modeling chemically reacting flows. The comparison showed that the procedure presented yields equivalent accuracy on much coarser grids as compared to the finite-difference procedure with resultant significant gains in computational efficiency.

Drummond, J. P.

Computer program for solving laminar, transitional, or turbulent compressible boundary-layer equations for two-dimensional and axisymmetric flow

A numerical algorithm and computer program are presented for solving the laminar, transitional, or turbulent two dimensional or axisymmetric compressible boundary-layer equations for perfect-gas flows. The governing equations are solved by an iterative three-point implicit finite-difference procedure. The software, program VGBLP, is a modification of the approach presented in NASA TR R-368 and NASA TM X-2458, respectively. The major modifications are: (1) replacement of the fourth-order Runge-Kutta integration technique with a finite-difference procedure for numerically solving the equations required to initiate the parabolic marching procedure; (2) introduction of the Blottner variable-grid scheme; (3) implementation of an iteration scheme allowing the coupled system of equations to be converged to a specified accuracy level; and (4) inclusion of an iteration scheme for variable-entropy calculations. These modifications to the approach presented in NASA TR R-368 and NASA TM X-2458 yield a software package with high computational efficiency and flexibility. Turbulence-closure options include either two-layer eddy-viscosity or mixing-length models. Eddy conductivity is modeled as a function of eddy viscosity through a static turbulent Prandtl number formulation. Several options are provided for specifying the static turbulent Prandtl number. The transitional boundary layer is treated through a streamwise intermittency function which modifies the turbulence-closure model. This model is based on the probability distribution of turbulent spots and ranges from zero to unity for laminar and turbulent flow, respectively. Several test cases are presented as guides for potential users of the software.

Harris, J. 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.

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.

Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations

We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.

Applied Dynamical Systems