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NASA NTRS1974

A comparison of numerical solutions of the advective equation

Second- and third-order finite-difference methods recently applied to problems in high-speed fluid flow are applied to the model advection equation cast in conservative form. The differencing methods considered use forward time differencing with both centered and preferential space differences employed in the predictor-corrector sequences. The free parameter required for stability in the third-order method is adjusted to cause the solution to be either minimum dispersive or minimum dissipative in nature. Results indicate that the third-order method using minimum dispersion is the most accurate method tested. Computer time requirements are approximately twice those needed for second-order techniques.

Anderson, D.↗
NASA NTRS1984

Empirically derived second order schemes for the advection equations with minimum dissipation and dispersion errors

Two second-order advection schemes of the Lax-Wendroff type are empirically derived which have accuracy and phase characteristics similar to that of a third-order scheme. The new schemes are compared with other currently used methods, and are shown to have superior behavior in simulating the advection of localized disturbances. The schemes are derived for constant flow and generalized to two-dimensional non-uniform flow.

Takacs, L. L.↗
NASA NTRS1985

A two-step scheme for the advection equation with minimized dissipation and dispersion errors

A two-step advection scheme of the Lax-Wendroff type is derived which has accuracy and phase characteristics similar to that of a third-order scheme. The scheme is exactly third-order accurate in time and space for uniform flow. The new scheme is compared with other currently used methods, and is shown to simulate well the advection of localized disturbances with steep gradients. The scheme is derived for constant flow and generalized to two-dimensional nonuniform flow.

Takacs, L. L.↗
NASA NTRS2014

High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs

This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.

Nielsen, Tanner B.↗
NASA NTRS1985

Multigrid techniques for the solution of the passive scalar advection-diffusion equation

The solution of elliptic passive scalar advection-diffusion equations is required in the analysis of many turbulent flow and convective heat transfer problems. The accuracy of the solution may be affected by the presence of regions containing large gradients of the dependent variables. The multigrid concept of local grid refinement is a method for improving the accuracy of the calculations in these problems. In combination with the multilevel acceleration techniques, an accurate and efficient computational procedure is developed. In addition, a robust implementation of the QUICK finite-difference scheme is described. Calculations of a test problem are presented to quantitatively demonstrate the advantages of the multilevel-multigrid method.

Phillips, R. E.↗
NASA NTRS1988

The Galerkin/least-squares method for advective-diffusive equations

Galerkin/least-squares finite-element methods are presented for advective-diffusive equations. Galerkin/least-squares represents a conceptual simplification of streamline-upwind Petrov-Galerkin methods, and is in fact applicable to a wide variety of other problem types. A convergence analysis and error estimates are presented. Some numerical results for compressible Navier-Stokes flows are presented.

Hughes, T. J. R.↗
NASA NTRS1988

Universal limiter for transient interpolation modeling of the advective transport equations: The ULTIMATE conservative difference scheme

A fresh approach is taken to the embarrassingly difficult problem of adequately modeling simple pure advection. An explicit conservative control-volume formation makes use of a universal limiter for transient interpolation modeling of the advective transport equations. This ULTIMATE conservative difference scheme is applied to unsteady, one-dimensional scalar pure advection at constant velocity, using three critical test profiles: an isolated sine-squared wave, a discontinuous step, and a semi-ellipse. The goal, of course, is to devise a single robust scheme which achieves sharp monotonic resolution of the step without corrupting the other profiles. The semi-ellipse is particularly challenging because of its combination of sudden and gradual changes in gradient. The ULTIMATE strategy can be applied to explicit conservation schemes of any order of accuracy. Second-order schemes are unsatisfactory, showing steepening and clipping typical of currently popular so-called high resolution shock-capturing of TVD schemes. The ULTIMATE third-order upwind scheme is highly satisfactory for most flows of practical importance. Higher order methods give predictably better step resolution, although even-order schemes generate a (monotonic) waviness in the difficult semi-ellipse simulation. Little is to be gained above ULTIMATE fifth-order upwinding which gives results close to the ultimate for which one might hope.

Leonard, B. P.↗
NASA NTRS1971

Application of conservative finite-difference methods to advection problems

The possibility of applying the most recent conservative and widely applied numerical techniques in gas dynamics to problems encountered in meteorological computations is investigated. Solutions of the advection equation are obtained using conservative differencing methods. These results are compared to those obtained by differencing the advection equation directly. The comparison shows that better results are obtained when the conservative form of governing equation is used. In addition, better results are obtained with lower order conservative methods as compared with higher order differencing applied to the advection equation.

Fattahi, B.↗
NASA NTRS1976

Numerical problems in the advection of pollutants

Prediction of pollutant transport involves solution of the advection equation numerically. Truncation errors arising from integrating the advection equation by using finite difference schemes are discussed. Numerical errors manifest themselves in artificial dissipation and dispersion of pollutants. Criteria for measuring the dissipation and dispersion are presented, and minimization of those errors is discussed. An alternative procedure by integration in the wavenumber space is examined. Examples illustrating quantitative discrepancy in actual forecasting are also shown.

Liu, C. Y.↗
NASA NTRS2009

The a(4) Scheme-A High Order Neutrally Stable CESE Solver

The CESE development is driven by a belief that a solver should (i) enforce conservation laws in both space and time, and (ii) be built from a nondissipative (i.e., neutrally stable) core scheme so that the numerical dissipation can be controlled effectively. To provide a solid foundation for a systematic CESE development of high order schemes, in this paper we describe a new high order (4-5th order) and neutrally stable CESE solver of a 1D advection equation with a constant advection speed a. The space-time stencil of this two-level explicit scheme is formed by one point at the upper time level and two points at the lower time level. Because it is associated with four independent mesh variables (the numerical analogues of the dependent variable and its first, second, and third-order spatial derivatives) and four equations per mesh point, the new scheme is referred to as the a(4) scheme. As in the case of other similar CESE neutrally stable solvers, the a(4) scheme enforces conservation laws in space-time locally and globally, and it has the basic, forward marching, and backward marching forms. Except for a singular case, these forms are equivalent and satisfy a space-time inversion (STI) invariant property which is shared by the advection equation. Based on the concept of STI invariance, a set of algebraic relations is developed and used to prove the a(4) scheme must be neutrally stable when it is stable. Numerically, it has been established that the scheme is stable if the value of the Courant number is less than 1/3

Chang, Sin-Chung↗
NASA NTRS2007

The alpha(3) Scheme - A Fourth-Order Neutrally Stable CESE Solver

The conservation element and solution element (CESE) development is driven by a belief that a solver should (i) enforce conservation laws in both space and time, and (ii) be built from a non-dissipative (i.e., neutrally stable) core scheme so that the numerical dissipation can be controlled effectively. To provide a solid foundation for a systematic CESE development of high order schemes, in this paper we describe a new 4th-order neutrally stable CESE solver of the advection equation Theta u/Theta + alpha Theta u/Theta x = 0. The space-time stencil of this two-level explicit scheme is formed by one point at the upper time level and three points at the lower time level. Because it is associated with three independent mesh variables u(sup n) (sub j), (u(sub x))(sup n) (sub j) , and (uxz)(sup n) (sub j) (the numerical analogues of u, Theta u/Theta x, and Theta(exp 2)u/Theta x(exp 2), respectively) and four equations per mesh point, the new scheme is referred to as the alpha(3) scheme. As in the case of other similar CESE neutrally stable solvers, the alpha(3) scheme enforces conservation laws in space-time locally and globally, and it has the basic, forward marching, and backward marching forms. These forms are equivalent and satisfy a space-time inversion (STI) invariant property which is shared by the advection equation. Based on the concept of STI invariance, a set of algebraic relations is developed and used to prove that the alpha(3) scheme must be neutrally stable when it is stable. Moreover it is proved rigorously that all three amplification factors of the alpha(3) scheme are of unit magnitude for all phase angles if |v| <= 1/2 (v = alpha delta t/delta x). This theoretical result is consistent with the numerical stability condition |v| <= 1/2. Through numerical experiments, it is established that the alpha(3) scheme generally is (i) 4th-order accurate for the mesh variables u(sup n) (sub j) and (ux)(sup n) (sub j); and 2nd-order accurate for (uxx)(sup n) (sub j). However, in some exceptional cases, the scheme can achieve perfect accuracy aside from round-off errors.

Chang, Sin-Chung↗
NASA NTRS1995

Two-dimensional mesh embedding for Galerkin B-spline methods

A number of advantages result from using B-splines as basis functions in a Galerkin method for solving partial differential equations. Among them are arbitrary order of accuracy and high resolution similar to that of compact schemes but without the aliasing error. This work develops another property, namely, the ability to treat semi-structured embedded or zonal meshes for two-dimensional geometries. This can drastically reduce the number of grid points in many applications. Both integer and non-integer refinement ratios are allowed. The report begins by developing an algorithm for choosing basis functions that yield the desired mesh resolution. These functions are suitable products of one-dimensional B-splines. Finally, test cases for linear scalar equations such as the Poisson and advection equation are presented. The scheme is conservative and has uniformly high order of accuracy throughout the domain.

Shariff, Karim↗
NASA NTRS1995

Application of the space-time conservation element and solution element method to two-dimensional advection-diffusion problems

The existing 2-D alpha-mu scheme and alpha-epsilon scheme based on the method of space-time conservation element and solution element, which were constructed for solving the linear 2-D unsteady advection-diffusion equation and unsteady advection equation, respectively, are tested. Also, the alpha-epsilon scheme is modified to become the V-E scheme for solving the nonlinear 2-D inviscid Burgers equation. Numerical solutions of six test problems are presented in comparison with their exact solutions or numerical solutions obtained by traditional finite-difference or finite-element methods. It is demonstrated that the 2-D alpha-mu, alpha-epsilon, and nu-epsilon schemes can be used to obtain numerical results which are more accurate than those based on some of the traditional methods but without using any artificial tuning in the computation. Similar to the previous 1-D test problems, the high accuracy and simplicity features of the space-time conservation element and solution element method have been revealed again in the present 2-D test results.

Wang, Xiao-Yen↗
NASA NTRS1987

Steady state computations for wave propagation problems

The behavior of difference approximations of hyperbolic partial differential equations as time t goes to infinity is studied. The rate of convergence to steady state is analyzed theoretically and experimentally for the advection equation and the linearized Euler equations. The choice of difference formulas and boundary conditions strongly influences the rate of convergence in practical steady-state calculations. In particular it is shown that upwind difference methods and characteristic boundary conditions have very attractive convergence properties.

Engquist, Bjorn↗
NASA NTRS1988

A study of numerical methods for hyperbolic conservation laws with stiff source terms

The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained.

Leveque, R. J.↗
NASA NTRS1990

A study of numerical methods for hyperbolic conservation laws with stiff source terms

In the present study of the behavior of typical numerical methods in the case of a model advection equation having a parameter-dependent source term, two approaches to the incorporation of the source terms are used: MacCormack-type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. The latter are found to perform slightly better. The model scalar equation is used to show that the incorrectness of the propagation speeds of discontinuities observed in the stiff case is due to the introduction of nonequilibrium values through numerical dissipation in the advection step.

Leveque, R. J.↗
NASA NTRS1993

A numerical treatment of geodynamic viscous flow problems involving the advection of material interfaces

Effective numerical treatment of multicomponent viscous flow problems involving the advection of sharp interfaces between materials of differing physical properties requires correction techniques to prevent spurious diffusion and dispersion. We develop a particular algorithm, based on modern shock-capture techniques, employing a two-step nonlinear method. The first step involves the global application of a high-order upwind scheme to a hyperbolic advection equation used to model the distribution of distinct material components in a flow field. The second step is corrective and involves the application of a global filter designed to remove dispersion errors that result from the advection of discontinuities (e.g., material interfaces) by high-order, minimally dissipative schemes. The filter introduces no additional diffusion error. Nonuniform viscosity across a material interface is allowed for by the implementation of a compositionally weighted-inverse interface viscosity scheme. The combined method approaches the optimal accuracy of modern shock-capture techniques with a minimal increase in computational time and memory. A key advantage of this method is its simplicity to incorporate into preexisting codes be they finite difference, element, or volume of two or three dimensions.

Lenardic, A.↗