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At least 19 records

Finite difference schemes for long-time integration

Finite difference schemes for the evaluation of first and second derivatives are presented. These second order compact schemes were designed for long-time integration of evolution equations by solving a quadratic constrained minimization problem. The quadratic cost function measures the global truncation error while taking into account the initial data. The resulting schemes are applicable for integration times fourfold, or more, longer than similar previously studied schemes. A similar approach was used to obtain improved integration schemes.

Haras, Zigo↗

Flow-driven spectral chaos (FSC) method for long-time integration of second-order stochastic dynamical systems

For decades, uncertainty quantification techniques based on the spectral approach have been demonstrated to be computationally more efficient than the Monte Carlo method for a wide variety of problems, particularly when the dimensionality of the probability space is relatively low. The time-dependent generalized polynomial chaos (TD-gPC) is one such technique that uses an evolving orthogonal basis to better represent the stochastic part of the solution space in time. Here in this paper, we present a new numerical method that uses the concept of enriched stochastic flow maps to track the evolution of the stochastic part of the solution space in time. The computational cost of this proposed flow-driven stochastic chaos (FSC) method is an order of magnitude lower than TD-gPC for comparable solution accuracy. This gain in computational cost is realized because, unlike most existing methods, the number of basis vectors required to track the stochastic part of the solution space does not depend upon the dimensionality of the probability space. Four representative numerical examples are presented to demonstrate the performance of the FSC method for long-time integration of second-order stochastic dynamical systems in the context of stochastic dynamics of structures.

FSC↗

Designing Adaptive Low-Dissipative High Order Schemes for Long-Time Integrations

A general framework for the design of adaptive low-dissipative high order schemes is presented. It encompasses a rather complete treatment of the numerical approach based on four integrated design criteria: (1) For stability considerations, condition the governing equations before the application of the appropriate numerical scheme whenever it is possible; (2) For consistency, compatible schemes that possess stability properties, including physical and numerical boundary condition treatments, similar to those of the discrete analogue of the continuum are preferred; (3) For the minimization of numerical dissipation contamination, efficient and adaptive numerical dissipation control to further improve nonlinear stability and accuracy should be used; and (4) For practical considerations, the numerical approach should be efficient and applicable to general geometries, and an efficient and reliable dynamic grid adaptation should be used if necessary. These design criteria are, in general, very useful to a wide spectrum of flow simulations. However, the demand on the overall numerical approach for nonlinear stability and accuracy is much more stringent for long-time integration of complex multiscale viscous shock/shear/turbulence/acoustics interactions and numerical combustion. Robust classical numerical methods for less complex flow physics are not suitable or practical for such applications. The present approach is designed expressly to address such flow problems, especially unsteady flows. The minimization of employing very fine grids to overcome the production of spurious numerical solutions and/or instability due to under-resolved grids is also sought. The incremental studies to illustrate the performance of the approach are summarized. Extensive testing and full implementation of the approach is forthcoming. The results shown so far are very encouraging.

Yee, Helen C.↗

Designing Adaptive Low-Dissipative High Order Schemes for Long-Time Integrations

A general framework for the design of adaptive low-dissipative high order schemes is presented. It encompasses a rather complete treatment of the numerical approach based on four integrated design criteria: (1) For stability considerations, condition the governing equations before the application of the appropriate numerical scheme whenever it is possible. (2) For consistency, compatible schemes that possess stability properties, including physical and numerical boundary condition treatments, similar to those of the discrete analogue of the continuum are preferred. (3) For the minimization of numerical dissipation contamination, efficient and adaptive numerical dissipation control to further improve nonlinear stability and accuracy should be used. (4) For practical considerations, the numerical approach should be efficient and applicable to general geometries, and an efficient and reliable dynamic grid adaptation should be used if necessary. These design criteria are, in general, very useful to a wide spectrum of flow simulations. However, the demand on the overall numerical approach for non-linear stability and accuracy is much more stringent for long-time integration of complex multiscale viscous shock/shear/turbulence/acoustics interactions and numerical combustion. Robust classical numerical methods for less complex flow physics are not suitable or practical for such applications. The present approach is designed expressly to address such flow problems, especially unsteady flows.

Yee, H. C.↗

Long-time integration of parametric evolution equations with physics-informed DeepONets

Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to introduce new effective ways of simulating such equations, however existing approaches are not able to reliably return stable and accurate predictions across long temporal horizons. We aim to address this challenge by introducing an effective framework for learning evolution operators that map random initial conditions to associated ODE/PDE solutions within a short time interval. Such operators can be parametrized by deep neural networks that are trained in an entirely self-supervised manner without requiring one to generate any paired input-output observations. Global long-time predictions across a range of initial conditions can be then obtained by iteratively evaluating the trained model using each prediction as the initial condition for the next evaluation step. Here, this introduces a new approach to temporal domain decomposition that is shown to be effective in performing accurate long-time simulations for a wide range of parametric ODE and PDE systems, from wave propagation, to reaction-diffusion dynamics and stiff chemical kinetics, introducing a new way of rapidly emulating non-equilibrium processes in science and engineering.

97 MATHEMATICS AND COMPUTING↗

PPINN: Parareal physics-informed neural network for time-dependent PDEs

Physics-informed neural networks (PINNs) encode physical conservation laws and prior physical knowledge into the neural networks, ensuring the correct physics is represented accurately while alleviating the need for supervised learning to a great degree. While effective for relatively short-term time integration, when long time integration of the time-dependent PDEs is sought, the time–space domain may become arbitrarily large and hence training of the neural network may become prohibitively expensive. To this end, we develop a parareal physics-informed neural network (PPINN), hence decomposing a long-time problem into many independent short-time problems supervised by an inexpensive/fast coarse-grained (CG) solver. In particular, the serial CG solver is designed to provide approximate predictions of the solution at discrete times, while initiate many fine PINNs simultaneously to correct the solution iteratively. There is a two-fold benefit from training PINNs with small-data sets rather than working on a large-data set directly, i.e., training of individual PINNs with small-data is much faster, while training the fine PINNs can be readily parallelized. Consequently, compared to the original PINN approach, the proposed PPINN approach may achieve a significant speed-up for long-time integration of PDEs, assuming that the CG solver is fast and can provide reasonable predictions of the solution, hence aiding the PPINN solution to converge in just a few iterations. To investigate the PPINN performance on solving time-dependent PDEs, we first apply the PPINN to solve the Burgers equation, and subsequently we apply the PPINN to solve a two-dimensional nonlinear diffusion–reaction equation. Furthermore, our results demonstrate that PPINNs converge in a few iterations with significant speed-ups proportional to the number of time-subdomains employed.

42 ENGINEERING↗

Extreme and far ultraviolet astronomy from Voyagers 1 and 2

The instrumental characteristics, observational capabilities and scientific results of the Voyager 1 and 2 ultraviolet spectrometers are reviewed. These instruments provide current and ongoing access to low resolution spectra for a wide variety of astronomical sources in the 500 to 1700 A band. Observations of the brightest OB stars and hot subluminous stars as faint as V = 15 mag, are possible. In the EUV, at wavelengths shortward of 900 A, several new sources have been detected and a host of potential sources ruled out. In the far UV, particularly at wavelengths between 900 and 1200 A, Voyager is capable of observing a wide range of stellar and non-stellar sources. Such observations can often provide a valuable complement to IUE and other data sets at longer wavelengths. The Voyager spectrometers have proved remarkably stable photon counting instruments, capable of extremely long integration times. The long integration times, relatively large field of view, and location in the outer solar system also provide an ideal platform for observations of sources of faint diffuse emission, such as nebulae and the general sky background.

Holberg, J. B.↗

ICASE/LaRC Workshop on Benchmark Problems in Computational Aeroacoustics (CAA)

The proceedings of the Benchmark Problems in Computational Aeroacoustics Workshop held at NASA Langley Research Center are the subject of this report. The purpose of the Workshop was to assess the utility of a number of numerical schemes in the context of the unusual requirements of aeroacoustical calculations. The schemes were assessed from the viewpoint of dispersion and dissipation -- issues important to long time integration and long distance propagation in aeroacoustics. Also investigated were the effect of implementation of different boundary conditions. The Workshop included a forum in which practical engineering problems related to computational aeroacoustics were discussed. This discussion took the form of a dialogue between an industrial panel and the workshop participants and was an effort to suggest the direction of evolution of this field in the context of current engineering needs.

Hardin, Jay C.↗

Extension of Low Dissipative High Order Hydrodynamics Schemes for MHD Equations

The objective of this paper is to extend our recently developed highly parallelizable nonlinear stable high order schemes for complex multiscale hydrodynamic applications to the viscous MHD (magnetohydrodynamic) equations. These schemes employed multiresolution wavelets as adaptive numerical dissipation controls to limit the amount and to aid the selection and/or blending of the appropriate types of dissipation to be used. The new scheme is formulated for both the conservative and non-conservative form of the MHD equations in curvi-linear grids. The three features of the present MHD scheme over existing schemes in the open literature are as follows. First, the scheme is constructed for long-time integrations of shock/turbulence/combustion magnetized flows. Available schemes are too diffusive for long-time integrations and/or turbulence/combustion problems. Second, unlike existing schemes for the conservative MHD equations which suffer from ill-conditioned eigen-decompositions, the present scheme makes use of a well-conditioned eigen-decomposition to solve the conservative form of the MHD equations. This is due to, partly. the fact that the divergence of the magnetic field condition is a different type of constraint from its incompressible Navier-Stokes cousin. Third, a new approach to minimize the numerical error of the divergence free magnetic condition for high order scheme is introduced.

Yee, H. C.↗

Efficient Low Dissipative High Order Schemes for Multiscale MHD Flows, I: Basic Theory

The objective of this paper is to extend our recently developed highly parallelizable nonlinear stable high order schemes for complex multiscale hydrodynamic applications to the viscous MHD equations. These schemes employed multiresolution wavelets as adaptive numerical dissipation controls t o limit the amount of and to aid the selection and/or blending of the appropriate types of dissipation to be used. The new scheme is formulated for both the conservative and non-conservative form of the MHD equations in curvilinear grids. The four advantages of the present approach over existing MHD schemes reported in the open literature are as follows. First, the scheme is constructed for long-time integrations of shock/turbulence/combustion MHD flows. Available schemes are too diffusive for long-time integrations and/or turbulence/combustion problems. Second, unlike exist- ing schemes for the conservative MHD equations which suffer from ill-conditioned eigen- decompositions, the present scheme makes use of a well-conditioned eigen-decomposition obtained from a minor modification of the eigenvectors of the non-conservative MHD equations t o solve the conservative form of the MHD equations. Third, this approach of using the non-conservative eigensystem when solving the conservative equations also works well in the context of standard shock-capturing schemes for the MHD equations. Fourth, a new approach to minimize the numerical error of the divergence-free magnetic condition for high order schemes is introduced. Numerical experiments with typical MHD model problems revealed the applicability of the newly developed schemes for the MHD equations.

Sjoegreen, Bjoern↗

Entropy Splitting and Numerical Dissipation

A rigorous stability estimate for arbitrary order of accuracy of spatial central difference schemes for initial-boundary value problems of nonlinear symmetrizable systems of hyperbolic conservation laws was established recently by Olsson and Oliger (1994) and Olsson (1995) and was applied to the two-dimensional compressible Euler equations for a perfect gas by Gerritsen and Olsson (1996) and Gerritsen (1996). The basic building block in developing the stability estimate is a generalized energy approach based on a special splitting of the flux derivative via a convex entropy function and certain homogeneous properties. Due to some of the unique properties of the compressible Euler equations for a perfect gas, the splitting resulted in the sum of a conservative portion and a non-conservative portion of the flux derivative. hereafter referred to as the "Entropy Splitting." There are several potential desirable attributes and side benefits of the entropy splitting for the compressible Euler equations that were not fully explored in Gerritsen and Olsson. The paper has several objectives. The first is to investigate the choice of the arbitrary parameter that determines the amount of splitting and its dependence on the type of physics of current interest to computational fluid dynamics. The second is to investigate in what manner the splitting affects the nonlinear stability of the central schemes for long time integrations of unsteady flows such as in nonlinear aeroacoustics and turbulence dynamics. If numerical dissipation indeed is needed to stabilize the central scheme, can the splitting help minimize the numerical dissipation compared to its un-split cousin? Extensive numerical study on the vortex preservation capability of the splitting in conjunction with central schemes for long time integrations will be presented. The third is to study the effect of the non-conservative proportion of splitting in obtaining the correct shock location for high speed complex shock-turbulence interactions. The fourth is to determine if this method can be extended to other physical equations of state and other evolutionary equation sets. If numerical dissipation is needed, the Yee, Sandham, and Djomehri (1999) numerical dissipation is employed. The Yee et al. schemes fit in the Olsson and Oliger framework.

Yee, H. C.↗

A New Approach for a Wider Class of Entropy Split Methods for Compressible Gas Dynamics and MHD

The high order entropy split methods of Sjögreen & Yee [1, 2] by entropy splitting of the compressible Euler (inviscid) flux derivatives for a thermally-perfect gas are based on Harten’s entropy function [3, 4, 5]. Their derivation takes advantage of the homogeneity property of Euler flux, symmetrizable Euler flux derivatives and energy-norm stability in conjunction with high order classical spatial central, DRP (dispersion relation-preserving) [6, 7, 8] or Padé (compact) spatial discretizations [9] with summation-by-parts (SBP) operators [10]. Our entropy split methods have been proven entropy conserving and stable [1, 11, 12]. Our proofs do not rely on a two-point numerical flux, but rather only a linear difference operator is required to derive these methods. To extend the entropy split method for the MHD, we used the Godunov symmetrizable non-conservative MHD form [12, 13, 14]. These high order entropy split methods not only preserve certain physical properties of the chosen governing equations but are also known to either improve numerical stability, and/or minimize aliasing errors in long time integration of turbulent flow computations without the aid of added numerical dissipation. In our previous published work, extensive error norm comparison with grid refinement was performed to show the high accuracy performance of these methods. These studies also showed how well the entropy split methods conserve the entropy, momentum and mass, and preserve the kinetic energy for long time integration of the various flows [1, 2, 12, 13, 14]. The objective of the present work is to use a new approach to obtain a wider class of entropy split methods consisting of a two-point numerical flux portion and a non-conservative portion in such a way that the homogeneity property of the compressible Euler flux is not required. For high order classical spatial central, DRP (dispersion relation-preserving) or Padé (compact) spatial discretizations, this new approach can be proven to be entropy conservative with conservative spatial dsicretizations while at the same time allowing a wider class of symmetrizable inviscid flux derivatives. We also use this generalization to derive an entropy split scheme that is entropy conserving for the equations of MHD without the homogeneity property using the Godunov symmetrizable ideal MHD formulation [15].

High Order Physical Preserving Methods↗

An Improved Approach to the Predictability & Reliability of the Onset of Turbulence With Shocks

The construction of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and for (b) obtaining correct propagation speed of discontinuities in the presence of stiff source terms share one important ingredient – minimization of numerical dissipation while maintaining numerical stability. The dual requirements to achieve both numerical stability and minimal numerical dissipation are often conflicting since existing shock capturing schemes were designed mainly to be robust for rapidly developed turbulence-free flows and for shock waves without stiff source term. For the past two decades, Yee and collaborators have focused on an improved understanding of the nonlinear behavior of different high order shock-capturing methods. It was found that even very high order methods without proper nonlinear stability and numerical dissipation control can either numerically smear the onset of turbulence due to excess numerical dissipation, or induce (onset) numerical turbulence that is not physical turbulence due to lack of proper numerical dissipation to improve nonlinear stability for long time integration. Our approach is to combine (I) and (II) below for obtaining the physically correct onset of turbulence with shocks, including problems with stiff source terms: (I) Nonlinear dynamics is utilized to complement the traditional linearized stability theory (Yee & Sweby, Yee et al., Griffiths et al., Lafon & Yee, Yee, Wang et al., Kotov et al. 1990- 2015) in order to (i) Minimize numerically induced false transition to turbulence, (ii) Minimize numerical instability due to long time integration of turbulent flows, (iii) Minimize numerically induced standing wave solutions, and (iv) Minimize wrong propagation of speed of discontinuities due to the presence of stiff source terms. (II) Our recently developed physical preserving (structural preserving) high order methods with improved nonlinear stability & accuracy that are essential in minimizing spurious numerics are used.

HECC↗

Long-Time Numerical Integration of the Three-Dimensional Wave Equation in the Vicinity of a Moving Source

We propose a family of algorithms for solving numerically a Cauchy problem for the three-dimensional wave equation. The sources that drive the equation (i.e., the right-hand side) are compactly supported in space for any given time; they, however, may actually move in space with a subsonic speed. The solution is calculated inside a finite domain (e.g., sphere) that also moves with a subsonic speed and always contains the support of the right-hand side. The algorithms employ a standard consistent and stable explicit finite-difference scheme for the wave equation. They allow one to calculate tile solution for arbitrarily long time intervals without error accumulation and with the fixed non-growing amount of tile CPU time and memory required for advancing one time step. The algorithms are inherently three-dimensional; they rely on the presence of lacunae in the solutions of the wave equation in oddly dimensional spaces. The methodology presented in the paper is, in fact, a building block for constructing the nonlocal highly accurate unsteady artificial boundary conditions to be used for the numerical simulation of waves propagating with finite speed over unbounded domains.

Ryabenkii, V. S.↗

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↗

Multi-element flow-driven spectral chaos (ME-FSC) method for uncertainty quantification of dynamical systems

The flow-driven spectral chaos (FSC) is a recently developed method for tracking and quantifying uncertainties in the long-time response of stochastic dynamical systems using the spectral approach. The method uses a novel concept called enriched stochastic flow maps as a means to construct an evolving finite-dimensional random function space that is both accurate and computationally efficient in time. In this paper, we present a multi-element version of the FSC method (the ME-FSC method for short) to tackle (mainly) those dynamical systems that are inherently discontinuous over the probability space. In ME-FSC, the random domain is partitioned into several elements, and then the problem is solved separately on each random element using the FSC method. Subsequently, results are aggregated to compute the probability moments of interest using the law of total probability. To demonstrate the effectiveness of the ME-FSC method in dealing with discontinuities and long-time integration of stochastic dynamical systems, four representative numerical examples are presented in this paper, including the Van-der-Pol oscillator problem and the Kraichnan-Orszag three-mode problem. Results show that the ME-FSC method is capable of solving problems that have strong nonlinear dependencies over the probability space, both reliably and at low computational cost.

97 MATHEMATICS AND COMPUTING↗