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High-order cyclo-difference techniques: An alternative to finite differences

The summation-by-parts energy norm is used to establish a new class of high-order finite-difference techniques referred to here as 'cyclo-difference' techniques. These techniques are constructed cyclically from stable subelements, and require no numerical boundary conditions; when coupled with the simultaneous approximation term (SAT) boundary treatment, they are time asymptotically stable for an arbitrary hyperbolic system. These techniques are similar to spectral element techniques and are ideally suited for parallel implementation, but do not require special collocation points or orthogonal basis functions. The principal focus is on methods of sixth-order formal accuracy or less; however, these methods could be extended in principle to any arbitrary order of accuracy.

Carpenter, Mark H.↗

Efficient Entropy Stable Gauss Collocation Methods

The construction of high-order entropy stable collocation schemes on quadrilateral and hexahedral elements has relied on the use of Gauss-Legendre-Lobatto collocation points and their equivalence with summation-by-parts (SBP) finite difference operators. In this work, we show how to efficiently generalize the construction of semidiscrete, entropy stable schemes on tensor product elements to Gauss points and generalized SBP operators. Numerical experiments suggest 8 that the use of Gauss points significantly improves accuracy on curved meshes.

Jesse Chan↗

A Stable and Conservative Interface Treatment of Arbitrary Spatial Accuracy

Stable and accurate interface conditions are derived for the linear advection-diffusion equation. The conditions are functionally independent of the spatial order of accuracy and rely only on the form of the discrete operator. We focus on high-order finite-difference operators that satisfy the summation-by-parts (SBP) property. We prove that stability is a natural consequence of the SBP operators used in conjunction with the new boundary conditions. In addition, we show that the interface treatments are conservative. New finite-difference operators of spatial accuracy up to sixth order are constructed: these operators satisfy the SBP property. Finite-difference operators are shown to admit design accuracy (p(sup th)-order global accuracy) when (p - 1)(sup th)-order stencil closures are used near the boundaries if the physical boundary conditions are implemented to at least p(sup th)-order accuracy. Stability and accuracy are demonstrated on the nonlinear Burgers' equation for an twelve-subdomain problem with randomly distributed interfaces.

Carpenter, Mark H.↗

Summation by parts, projections, and stability

We have derived stability results for high-order finite difference approximations of mixed hyperbolic-parabolic initial-boundary value problems (IBVP). The results are obtained using summation by parts and a new way of representing general linear boundary conditions as an orthogonal projection. By slightly rearranging the analytic equations, we can prove strict stability for hyperbolic-parabolic IBVP. Furthermore, we generalize our technique so as to yield strict stability on curvilinear non-smooth domains in two space dimensions. Finally, we show how to incorporate inhomogeneous boundary data while retaining strict stability. Using the same procedure one can prove strict stability in higher dimensions as well.

Olsson, Pelle↗

Entropy Stable Wall Boundary Conditions for the Three-Dimensional Compressible Navier-Stokes Equations

Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the three-dimensional compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators on unstructured grids are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite difference, finite volume, discontinuous Galerkin, and flux reconstruction/correction procedure via reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

Parsani, Matteo↗

Entropy Stable Wall Boundary Conditions for the Compressible Navier-Stokes Equations

Non-linear entropy stability and a summation-by-parts framework are used to derive entropy stable wall boundary conditions for the compressible Navier-Stokes equations. A semi-discrete entropy estimate for the entire domain is achieved when the new boundary conditions are coupled with an entropy stable discrete interior operator. The data at the boundary are weakly imposed using a penalty flux approach and a simultaneous-approximation-term penalty technique. Although discontinuous spectral collocation operators are used herein for the purpose of demonstrating their robustness and efficacy, the new boundary conditions are compatible with any diagonal norm summation-by-parts spatial operator, including finite element, finite volume, finite difference, discontinuous Galerkin, and flux reconstruction schemes. The proposed boundary treatment is tested for three-dimensional subsonic and supersonic flows. The numerical computations corroborate the non-linear stability (entropy stability) and accuracy of the boundary conditions.

Parsani, Matteo↗

High-Order Entropy Stable Formulations for Computational Fluid Dynamics

A systematic approach is presented for developing entropy stable (SS) formulations of any order for the Navier-Stokes equations. These SS formulations discretely conserve mass, momentum, energy and satisfy a mathematical entropy inequality. They are valid for smooth as well as discontinuous flows provided sufficient dissipation is added at shocks and discontinuities. Entropy stable formulations exist for all diagonal norm, summation-by-parts (SBP) operators, including all centered finite-difference operators, Legendre collocation finite-element operators, and certain finite-volume operators. Examples are presented using various entropy stable formulations that demonstrate the current state-of-the-art of these schemes.

Carpenter, Mark H.↗

Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: Methodology and application to high-order compact schemes

We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First, a roper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' (SAT) is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.

Carpenter, Mark H.↗

Time-stable boundary conditions for finite-difference schemes solving hyperbolic systems: Methodology and application to high-order compact schemes

We present a systematic method for constructing boundary conditions (numerical and physical) of the required accuracy, for compact (Pade-like) high-order finite-difference schemes for hyperbolic systems. First a proper summation-by-parts formula is found for the approximate derivative. A 'simultaneous approximation term' is then introduced to treat the boundary conditions. This procedure leads to time-stable schemes even in the system case. An explicit construction of the fourth-order compact case is given. Numerical studies are presented to verify the efficacy of the approach.

Carpenter, Mark H.↗

Discretely Conservative Finite-Difference Formulations for Nonlinear Conservation Laws in Split Form: Theory and Boundary Conditions

Simulations of nonlinear conservation laws that admit discontinuous solutions are typically restricted to discretizations of equations that are explicitly written in divergence form. This restriction is, however, unnecessary. Herein, linear combinations of divergence and product rule forms that have been discretized using diagonal-norm skew-symmetric summation-by-parts (SBP) operators, are shown to satisfy the sufficient conditions of the Lax-Wendroff theorem and thus are appropriate for simulations of discontinuous physical phenomena. Furthermore, special treatments are not required at the points that are near physical boundaries (i.e., discrete conservation is achieved throughout the entire computational domain, including the boundaries). Examples are presented of a fourth-order, SBP finite-difference operator with second-order boundary closures. Sixth- and eighth-order constructions are derived, and included in E. Narrow-stencil difference operators for linear viscous terms are also derived; these guarantee the conservative form of the combined operator.

Fisher, Travis C.↗

High Order Difference Method for Low Mach Number Aeroacoustics

A high order finite difference method with improved accuracy and stability properties for computational aeroacoustics (CAA) at low Mach numbers is proposed. The Euler equations are split into a conservative and a symmetric non- conservative portion to allow the derivation of a generalized energy estimate. Since the symmetrization is based on entropy variables, that splitting of the flux derivatives is referred to as entropy splitting. Its discretization by high order central differences was found to need less numerical dissipation than conventional conservative schemes. Owing to the large disparity of acoustic and stagnation quantities in low Mach number aeroacoustics, the split Euler equations are formulated in perturbation form. The unknowns are the small changes of the conservative variables with respect to their large stagnation values. All nonlinearities and the conservation form of the conservative portion of the split flux derivatives can be retained, while cancellation errors are avoided with its discretization opposed to the conventional conservative form. The finite difference method is third-order accurate at the boundary and the conventional central sixth-order accurate stencil in the interior. The difference operator satisfies the summation by parts property analogous to the integration by parts in the continuous energy estimate. Thus, strict stability of the difference method follows automatically. Spurious high frequency oscillations are suppressed by a characteristic-based filter similar to but without limiter. The time derivative is approximated by a 4-stage low-storage second-order explicit Runge-Kutta method. The method has been applied to simulate vortex sound at low Mach numbers. We consider the Kirchhoff vortex, which is an elliptical patch of constant vorticity rotating with constant angular frequency in irrotational flow. The acoustic pressure generated by the Kirchhoff vortex is governed by the 2D Helmholtz equation, which can be solved analytically using separation of variables.

Mueller, B.↗

Compact finite volume methods for the diffusion equation

The paper describes an approach to treating initial-boundary-value problems by finite volume methods in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second-order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and ADI methods.

Rose, Milton E.↗

Compact finite volume methods for the diffusion equation

An approach to treating initial-boundary value problems by finite volume methods is described, in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and alternating direction implicit (ADI) methods. The treatment of general curvilinear coordinates is shown to result from a specialization of these general results.

Rose, Milton E.↗

Boundary Closures for Fourth-order Energy Stable Weighted Essentially Non-Oscillatory Finite Difference Schemes

A general strategy exists for constructing Energy Stable Weighted Essentially Non Oscillatory (ESWENO) finite difference schemes up to eighth-order on periodic domains. These ESWENO schemes satisfy an energy norm stability proof for both continuous and discontinuous solutions of systems of linear hyperbolic equations. Herein, boundary closures are developed for the fourth-order ESWENO scheme that maintain wherever possible the WENO stencil biasing properties, while satisfying the summation-by-parts (SBP) operator convention, thereby ensuring stability in an L2 norm. Second-order, and third-order boundary closures are developed that achieve stability in diagonal and block norms, respectively. The global accuracy for the second-order closures is three, and for the third-order closures is four. A novel set of non-uniform flux interpolation points is necessary near the boundaries to simultaneously achieve 1) accuracy, 2) the SBP convention, and 3) WENO stencil biasing mechanics.

Fisher, Travis C.↗

High Order Numerical Simulation of Sound Generated by the Kirchhoff Vortex

An improved high order finite difference method for low Mach number computational aeroacoustics (CAA) is described. The improvements involve the conditioning of the Euler equations in perturbation form to minimize numerical cancellation error, and the use of a stable non-dissipative sixth-order central spatial differencing for the interior points and third-order at the boundary points. The spatial difference operator satisfies the summation-by-parts property to guarantee strict stability for linear hyperbolic systems. Spurious high frequency oscillations are damped by a third-order characteristic-based filter. The objective of this paper is to apply these improvements in the simulation of sound generated by the Kirchhoff vortex.

Mueller, Bernhard↗

Revisiting and Extending Interface Penalties for Multi-Domain Summation-by-Parts Operators

General interface coupling conditions are presented for multi-domain collocation methods, which satisfy the summation-by-parts (SBP) spatial discretization convention. The combined interior/interface operators are proven to be L2 stable, pointwise stable, and conservative, while maintaining the underlying accuracy of the interior SBP operator. The new interface conditions resemble (and were motivated by) those used in the discontinuous Galerkin finite element community, and maintain many of the same properties. Extensive validation studies are presented using two classes of high-order SBP operators: 1) central finite difference, and 2) Legendre spectral collocation.

Carpenter, Mark H.↗

TURBOMAT-FR: Turbomachinery Aeroelastic Forced Response Analysis Automation Using MATLAB®: PART 1

The primary aim of this effort is to develop a software tool named “Turbomachinery Aeroelastic Analysis Tool for Forced Response (TURBOMAT-FR)” using MATLAB® (The MathWorks, Inc.) scripts. The tool will aid in performing routine forced response analysis of turbomachinery fan blades with the aid of the modal summation method (MSUM). The MSUM approach requires a modal solution consisting of modal displacements, modal frequencies, and modal stresses. The MATLAB® scripts facilitate easy extraction of the required quantities from the computational fluid dynamics (CFD) and MSC Nastran (Hexagon AB) solution files. These quantities are subsequently utilized by the MSUM approach to perform a complete forced response analysis.The MATLAB® scripts in TURBOMAT-FR are utilized in postprocessing of the MSC Nastran finite element analysis outputs in three types of solutions or steps, namely (1) stresses and displacements from static and steady response solution, (2) unsteady stresses and displacements from direct forced response solution, and (3) modal solution containing modal displacements and modal stresses. In step (4), separate MATLAB® scripts are also developed to read the processed outputs in step (3) and perform forced response analysis using MSUM. The TURBOMAT-FR MATLAB® scripts mentioned previously are presented in two reports designated “Part 1” and “Part 2”. The current report, Part 1, presents the scripts needed to accomplish steps (1) and (2), noted previously. This will be exclusively useful for performing only the static and steady response analysis and the forced response analysis using the direct forced response solution approach. Part 2 contains the TURBOMAT-FR MATLAB® scripts needed to accomplish steps (3) and (4). The MATLAB® scripts given in Part 2 facilitate the calculation of unsteady stresses using MSUM and provide an automated procedure associated with aeroelastic forced response analysis with different pressure files for the same structural model. The unsteady stresses calculated using MSUM in Part 2 can be compared with those presented in Part 1. A cantilevered blade-alone model subjected to a realistic pressure loading to a boundary was used for static and unsteady direct forced response analysis to demonstrate the effectiveness of the TURBOMATFR MATLAB® scripts.

MATLAB-Scripts↗

TURBOMAT-FR: Turbomachinery Aeroelastic Forced Response Analysis Automation Using MATLAB® Part 2

The primary aim of this effort is to develop a software tool named “Turbomachinery Aeroelastic Analysis Tool for Forced Response (TURBOMAT-FR)” using MATLAB® (The MathWorks, Inc.) scripts. The tool will aid in performing routine forced response analysis of turbomachinery fan blades with the aid of the modal summation method (MSUM). The MSUM approach requires a modal solution consisting of modal displacements, frequencies, and stresses. The MATLAB® scripts facilitate easy extraction of the required quantities from the computational fluid dynamics (CFD) and MSC Nastran (Hexagon AB) solution files. These quantities are subsequently utilized by the MSUM approach to perform a complete forced response analysis using the MATLAB® scripts. The MATLAB® scripts in TURBOMAT-FR are utilized in postprocessing of the MSC Nastran finite element analysis outputs in three types of solutions or steps, namely (1) stresses and displacements from static or steady response solution, (2) unsteady stresses and displacements from direct forced response solution, and (3) modal solution containing modal displacements and modal stresses. In step (4), separate MATLAB® scripts are also developed to read the processed outputs in step (3) and perform forced response analysis using MSUM. It should be noted that the direct forced response solution from step (2) will provide for a comparison with those obtained from the MSUM approach in steps (3) and (4). The TURBOMAT-FR MATLAB® scripts mentioned previously are presented in two reports designated Parts 1 and 2. Part 1 presents the scripts needed to accomplish steps (1) and (2). The current report, Part 2, presents the scripts needed to accomplish steps (3) and (4), noted previously. The TURBOMAT-FR MATLAB® scripts provided here in Part 2 facilitate the calculation of unsteady stresses using MSUM and provide an automated procedure associated with aeroelastic forced response analysis with different pressure files. The unsteady stresses calculated using MSUM can be compared with those presented in Part 1. A cantilevered blade-alone model subjected to a realistic pressure loading to a boundary was used for static and unsteady direct forced response analysis to demonstrate the effectiveness of the TURBOMATFR MATLAB® scripts.

T S R Reddy↗