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Maximum bound principle preserving integrating factor Runge–Kutta methods for semilinear parabolic equations

A large class of semilinear parabolic equations satisfy the maximum bound principle (MBP) in the sense that the time-dependent solution preserves for any time a uniform pointwise bound imposed by its initial and boundary conditions. Here, the MBP plays a crucial role in understanding the physical meaning and the well-posedness of the mathematical model. Investigation on numerical algorithms with preservation of the MBP has attracted increasingly attentions in recent years, especially for the temporal discretizations, since the violation of MBP may lead to nonphysical solutions or even blow-ups of the algorithms. In this paper, we study high-order MBP-preserving time integration schemes by means of the integrating factor Runge-Kutta (IFRK) method. Beginning with the space-discrete system of semilinear parabolic equations, we present the IFRK method in general form and derive the sufficient conditions for the method to preserve the MBP. In particular, we show that the classic four-stage, fourth-order IFRK scheme is MBP preserving for some typical semilinear systems although not strong stability preserving, which can be instantly applied to the Allen-Cahn type of equations. To our best knowledge, this is the first time to present a fourth-order linear numerical method preserving the MBP. In addition, convergence of these numerical schemes is proved theoretically and verified numerically, as well as their efficiency by simulations of 2D and 3D long-time evolutional behaviors. Numerical experiments are also carried out for a model which is not a typical gradient flow as the Allen-Cahn type of equations.

97 MATHEMATICS AND COMPUTING↗

Flow simulations about steady-complex and unsteady moving configurations using structured-overlapped and unstructured grids

The limiting factor in simulating flows past realistic configurations of interest has been the discretization of the physical domain on which the governing equations of fluid flow may be solved. In an attempt to circumvent this problem, many Computational Fluid Dynamic (CFD) methodologies that are based on different grid generation and domain decomposition techniques have been developed. However, due to the costs involved and expertise required, very few comparative studies between these methods have been performed. In the present work, the two CFD methodologies which show the most promise for treating complex three-dimensional configurations as well as unsteady moving boundary problems are evaluated. These are namely the structured-overlapped and the unstructured grid schemes. Both methods use a cell centered, finite volume, upwind approach. The structured-overlapped algorithm uses an approximately factored, alternating direction implicit scheme to perform the time integration, whereas, the unstructured algorithm uses an explicit Runge-Kutta method. To examine the accuracy, efficiency, and limitations of each scheme, they are applied to the same steady complex multicomponent configurations and unsteady moving boundary problems. The steady complex cases consist of computing the subsonic flow about a two-dimensional high-lift multielement airfoil and the transonic flow about a three-dimensional wing/pylon/finned store assembly. The unsteady moving boundary problems are a forced pitching oscillation of an airfoil in a transonic freestream and a two-dimensional, subsonic airfoil/store separation sequence. Accuracy was accessed through the comparison of computed and experimentally measured pressure coefficient data on several of the wing/pylon/finned store assembly's components and at numerous angles-of-attack for the pitching airfoil. From this study, it was found that both the structured-overlapped and the unstructured grid schemes yielded flow solutions of comparable accuracy for these simulations. This study also indicated that, overall, the structured-overlapped scheme was slightly more CPU efficient than the unstructured approach.

Newman, James C., III↗

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.↗

Multirate partitioned Runge–Kutta methods for coupled Navier–Stokes equations

Earth system models are complex integrated models of atmosphere, ocean, sea ice, and land surface. Coupling the components can be a significant challenge due to the difference in physics, temporal, and spatial scales. Further, this study explores multirate partitioned Runge-Kutta methods for the fluid-fluid interaction problem and demonstrates its parallel performance by using the PETSc library. We consider compressible Navier-Stokes equations with gravity coupled through a rigid-lid interface. Our large-scale numerical experiments reveal that multirate partitioned Runge-Kutta coupling schemes (1) can conserve total mass; (2) have second-order accuracy in time; and (3) provide favorable strong- and weak-scaling performance on modern computing architectures. We also show that the speedup factors of multirate partitioned Runge-Kutta methods match theoretical expectations over their base (single-rate) method.

54 ENVIRONMENTAL SCIENCES↗

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗

Euler solutions for high-speed flow about complex three-dimensional configurations

A numerical algorithm based on a finite-volume explicit scheme with Runge-Kutta time integration of the Euler equations is presented for calculating high-speed three-dimensional flow about complex aerospace configurations. The use of enhancing factors such as artificial dissipative terms, enthalpy damping and local time-stepping are described. An algebraic method for generating quasi-three-dimensional computational grids for realistic aerospace configurations is presented. Computed results for various three-dimensional bodies at different Mach numbers and angles of attack have been obtained using the methods for grid-generation and flow simulation. Comparison of computed and experimental data for an advanced tactical aircraft-like configuration is presented, and a reasonable agreement of the data is noticed.

Moitra, A.↗

The efficient numerical calculation of condensational cloud drop growth

A modified Runge-Kutta integration technique is applied to condensational cloud droplet growth calculations, using the device of limiting dr, the growth of a droplet of radius r over the time step dt to some function of the absolute value of r(eq)-r, where r(eq) denotes the equilibrium value. The use of variable time steps to obtain an efficient choice of dt is also discussed. Results using these techniques are compared with those obtained with the standard fourth-order Runge-Kutta method, showing that the modified technique reduces the requisite computer time by a factor of about one hundred.

Robinson, N. F.↗

Time Integration Schemes for the Unsteady Navier-stokes Equations

The efficiency and accuracy of several time integration schemes are investigated for the unsteady Navier-Stokes equations. This study focuses on the efficiency of higher-order Runge-Kutta schemes in comparison with the popular Backward Differencing Formulations. For this comparison an unsteady two-dimensional laminar flow problem is chosen, i.e., flow around a circular cylinder at Re = 1200. It is concluded that for realistic error tolerances (smaller than 10(exp -1)) fourth-and fifth-order Runge-Kutta schemes are the most efficient. For reasons of robustness and computer storage, the fourth-order Runge-Kutta method is recommended. The efficiency of the fourth-order Runge-Kutta scheme exceeds that of second-order Backward Difference Formula by a factor of 2.5 at engineering error tolerance levels (10(exp -1) to 10(exp -2)). Efficiency gains are more dramatic at smaller tolerances.

Bijl, Hester↗

TAILSIM Users Guide

The TAILSIM program uses a 4th order Runge-Kutta method to integrate the standard aircraft equations-of-motion (EOM). The EOM determine three translational and three rotational accelerations about the aircraft's body axis reference system. The forces and moments that drive the EOM are determined from aerodynamic coefficients, dynamic derivatives, and control inputs. Values for these terms are determined from linear interpolation of tables that are a function of parameters such as angle-of-attack and surface deflections. Buildup equations combine these terms and dimensionalize them to generate the driving total forces and moments. Features that make TAILSIM applicable to studies of tailplane stall include modeling of the reversible control System, modeling of the pilot performing a load factor and/or airspeed command task, and modeling of vertical gusts. The reversible control system dynamics can be described as two hinged masses connected by a spring. resulting in a fifth order system. The pilot model is a standard form of lead-lag with a time delay applied to an integrated pitch rate and/or airspeed error feedback. The time delay is implemented by a Pade approximation, while the commanded pitch rate is determined by a commanded load factor. Vertical gust inputs include a single 1-cosine gust and a continuous NASA Dryden gust model. These dynamic models. coupled with the use of a nonlinear database, allow the tailplane stall characteristics, elevator response, and resulting aircraft response, to be modeled. A useful output capability of the TAILSIM program is the ability to display multiple post-run plot pages to allow a quick assessment of the time history response. There are 16 plot pages currently available to the user. Each plot page displays 9 parameters. Each parameter can also be displayed individually. on a one plot-per-page format. For a more refined display of the results the program can also create files of tabulated data. which can then be used by other plotting programs. The TAILSIM program was written straightforwardly assuming the user would want to change the database tables, the buildup equations, the output parameters. and the pilot model parameters. A separate database file and input file are automatically read in by the program. The use of an include file to set up all common blocks facilitates easy changing of parameter names and array sizes.

Hiltner, Dale W.↗

An unconditionally stable Runge-Kutta method for unsteady flows

A quasi-three dimensional analysis was developed for unsteady rotor-stator interaction in turbomachinery. The analysis solves the unsteady Euler or thin-layer Navier-Stokes equations in a body fitted coordinate system. It accounts for the effects of rotation, radius change, and stream surface thickness. The Baldwin-Lomax eddy viscosity model is used for turbulent flows. The equations are integrated in time using a four stage Runge-Kutta scheme with a constant time step. Implicit residual smoothing was employed to accelerate the solution of the time accurate computations. The scheme is described and accuracy analyses are given. Results are shown for a supersonic through-flow fan designed for NASA Lewis. The rotor:stator blade ratio was taken as 1:1. Results are also shown for the first stage of the Space Shuttle Main Engine high pressure fuel turbopump. Here the blade ratio is 2:3. Implicit residual smoothing was used to increase the time step limit of the unsmoothed scheme by a factor of six with negligible differences in the unsteady results. It is felt that the implicitly smoothed Runge-Kutta scheme is easily competitive with implicit schemes for unsteady flows while retaining the simplicity of an explicit scheme.

Jorgenson, Philip C. E.↗

An unconditionally stable Runge-Kutta method for unsteady flows

A quasi-three-dimensional analysis was developed for unsteady rotor-stator interaction in turbomachinery. The analysis solves the unsteady Euler or thin-layer Navier-Stokes equations in a body-fitted coordinate system. It accounts for the effects of rotation, radius change, and stream surface thickness. The Baldwin-Lomax eddy viscosity model is used for turbulent flows. The equations are integrated in time using a four-stage Runge-Kutta scheme with a constant time step. Implicit residual smoothing was employed to accelerate the solution of the time accurate computations. The scheme is described and accuracy analyses are given. Results are shown for a supersonic through-flow fan designed for NASA Lewis. The rotor:stator blade ratio was taken as 1:1. Results are also shown for the first stage of the Space Shuttle Main Engine high pressure fuel turbopump. Here the blade ratio is 2:3. Implicit residual smoothing was used to increase the time step limit of the unsmoothed scheme by a factor of six with negligible differences in the unsteady results. It is felt that the implicitly smoothed Runge-Kutta scheme is easily competitive with implicit schemes for unsteady flows while retaining the simplicity of an explicit scheme.

Jorgenson, Philip C. E.↗

Orbit Determination of Spacecraft in Earth-Moon L1 and L2 Libration Point Orbits

The ARTEMIS mission, part of the THEMIS extended mission, is the first to fly spacecraft in the Earth-Moon Lissajous regions. In 2009, two of the five THEMIS spacecraft were redeployed from Earth-centered orbits to arrive in Earth-Moon Lissajous orbits in late 2010. Starting in August 2010, the ARTEMIS P1 spacecraft executed numerous stationkeeping maneuvers, initially maintaining a lunar L2 Lissajous orbit before transitioning into a lunar L1 orbit. The ARTEMIS P2 spacecraft entered a L1 Lissajous orbit in October 2010. In April 2011, both ARTEMIS spacecraft will suspend Lissajous stationkeeping and will be maneuvered into lunar orbits. The success of the ARTEMIS mission has allowed the science team to gather unprecedented magnetospheric measurements in the lunar Lissajous regions. In order to effectively perform lunar Lissajous stationkeeping maneuvers, the ARTEMIS operations team has provided orbit determination solutions with typical accuracies on the order of 0.1 km in position and 0.1 cm/s in velocity. The ARTEMIS team utilizes the Goddard Trajectory Determination System (GTDS), using a batch least squares method, to process range and Doppler tracking measurements from the NASA Deep Space Network (DSN), Berkeley Ground Station (BGS), Merritt Island (MILA) station, and United Space Network (USN). The team has also investigated processing of the same tracking data measurements using the Orbit Determination Tool Kit (ODTK) software, which uses an extended Kalman filter and recursive smoother to estimate the orbit. The orbit determination results from each of these methods will be presented and we will discuss the advantages and disadvantages associated with using each method in the lunar Lissajous regions. Orbit determination accuracy is dependent on both the quality and quantity of tracking measurements, fidelity of the orbit force models, and the estimation techniques used. Prior to Lissajous operations, the team determined the appropriate quantity of tracking measurements that would be needed to meet the required orbit determination accuracies. Analysts used the Orbit Determination Error Analysis System (ODEAS) to perform covariance analyses using various tracking data schedules. From this analysis, it was determined that 3.5 hours of DSN TRK-2-34 range and Doppler tracking data every other day would suffice to meet the predictive orbit knowledge accuracies in the Lissajous region. The results of this analysis are presented. Both GTDS and ODTK have high-fidelity environmental orbit force models that allow for very accurate orbit estimation in the lunar Lissajous regime. These models include solar radiation pressure, Earth and Moon gravity models, third body gravitational effects from the Sun, and to a lesser extent third body gravitational effects from Jupiter, Venus, Saturn, and Mars. Increased position and velocity uncertainties following each maneuver, due to small execution performance errors, requires that several days of post-maneuver tracking data be processed to converge on an accurate post-maneuver orbit solution. The effects of maneuvers on orbit determination accuracy will be presented, including a comparison of the batch least squares technique to the extended Kalman filter/smoother technique. We will present the maneuver calibration results derived from processing post-maneuver tracking data. A dominant error in the orbit estimation process is the uncertainty in solar radiation pressure and the resultant force on the spacecraft. An estimation of this value can include many related factors, such as the uncertainty in spacecraft reflectivity and surface area which is a function of spacecraft orientation (spin-axis attitude), uncertainty in spacecraft wet mass, and potential seasonal variability due to the changing direction of the Sun line relative to the Earth-Moon Lissajous reference frame. In addition, each spacecraft occasionally enters into Earth or Moon penumbra or umbra and these shadow crossings reduche solar radiation force for several hours. The effects of these events on orbit determination accuracy will be presented. In order to plan for upcoming stationkeeping maneuvers, the maneuver planning team must take the current orbit estimate, propagate it forward to the planned maneuver time, and determine the optimal maneuver to maintain the Lissajous orbit for one or more revolutions. The propagation is performed using a Runge-Kutta 7/8 integrator and typically the position and velocity uncertainty increases with propagation time, increasing the overall uncertainty of the orbit state at the maneuver execution time. The effect of orbit knowledge uncertainty on stationkeeping operations will be presented.

Woodard, Mark↗