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At least 19 records

On the Dynamics of Implicit Linear Multistep Methods

Some new guidelines on the usage of implicit linear multistep methods (LMMs) as time-dependent approaches for obtaining steady-state numerical solutions in computational fluid dynamics (CFD) are explored. The commonly used implicit LMMs in CFD belong to the class of superstable time discretizations. It can be shown that the nonlinear asymptotic behavior in terms of bifurcation diagrams and basins of attractions of these schemes can provide an improved range of initial data and time step over the linearized stability limit.

Yee, H. C.↗

On stiffly stable implicit linear multistep methods.

The motivation to increase the step size with no degradation of numerical accuracy and stability has led to the discovery of particular members of the class of stiffly stable implicit linear multistep algorithms. Sufficient conditions for a consistent linear multistep method to be stiffly stable are given. These conditions involve properties of the stability mapping from the extended complex plane onto itself.

Cooke, C. H.↗

Analysis of implicit local linearization techniques for upwind and TVD algorithms

An attempt is made to investigate local time linearization techniques for implicit flux-difference splitting and flux-vector splitting schemes in the simplest settings (i.e., first-order spatial schemes and one-dimensional Euler flows). It is noted that first-order spatial schemes provide the simplest examples of schemes which are collective extensions of scalar TVD schemes. Simple analytical results concerning the local linearizations are highlighted and subsequently verified using a numerical fixed-point analysis on selected problems. It is noted that while primary emphasis is on asymptotic behavior, many of the results have implications for time-accurate calculations as well.

Barth, Timothy J.↗

A non-linearly stable implicit finite element algorithm for hypersonic aerodynamics

A generalized curvilinear coordinate Taylor weak statement implicit finite element algorithm is developed for the two-dimensional and axisymmetric compressible Navier-Stokes equations for ideal and reacting gases. For accurate hypersonic simulation, air is modeled as a mixture of five perfect gases, i.e., molecular and atomic oxygen and nitrogen as well as nitric oxide. The associated pressure is then determined via Newton solution of the classical chemical equilibrium equation system. The directional semidiscretization is achieved using an optimal metric data Galerkin finite element weak statement, on a developed 'companion conservation law system', permitting classical test and trial space definitions. Utilizing an implicit Runge-Kutta scheme, the terminal algorithm is then nonlinearly stable, and second-order accurate in space and time on arbitrary curvilinear coordinates. Subsequently, a matrix tensor product factorization procedure permits an efficient numerical linear algebra handling for large Courant numbers. For ideal- and real-gas hypersonic flows, the algorithm generates essentially nonoscillatory numerical solutions in the presence of strong detached shocks and boundary layer-inviscid flow interactions.

Iannelli, G. S.↗

Implicit Preconditioning for Explicit Multigrid Solvers on Cut-Cell Cartesian Meshes

This work assesses the effectiveness of linearized implicit Euler preconditioning for multigrid solvers using an unpreconditioned, Jacobian-free Newton Krylov method to converge the linear system of equations. Multigrid convergence rates improve to approximately 0.75 across the cases tested including a Mach 2 supersonic wedge, transonic NACA 0012 airfoil, and ONERA M6 wing. While larger Krylov subspaces increase the convergence rate, they also increase the computational cost, such that 4-8 Krylov vectors often offers the fastest turnaround. Further reductions in computational cost are achieved with a sequential hybrid preconditioner that begins with the explicit multigrid solver before transitioning to the preconditioned algorithm later on. In addition, a novel implementation of dual time stepping is extended to include both common BDF methods as well as high-order implicit Runge-Kutta schemes. This particular formulation, which uses A −1 preconditioning, is amenable to matrix-free solvers, and the L-stable methods are especially suited for meshes with arbitrarily small cut-cells. Asymptotic order of convergence is demonstrated for BDF1, BDF2, SDIRK2, and 3rd-order Radau IIA time integration with unsteady 2D vortex simulations.

ARMD↗

Parabolized Navier-Stokes analysis of ducted turbulent mixing problems with finite-rate chemistry

A hybrid implicit/explicit approach for analyzing 2D ducted turbulent mixing problems with finite-rate chemistry is presented. The approach combines a fully-implicit parabolic mixing algorithm, an explicit viscous-characteristic based shock-capturing algorithm, and linearized implicit chemical kinetic algorithm. The resultant model provides spatial marching solutions of the parabolized Navier-Stokes (PNS) equations for supersonic combustion and viscous nozzle flowfields. Specialized procedures are incorporated to deal with the near wall sublayer and with small central pockets of subsonic flow. A parabolic option is available which can be utilized in the direct or inverse mode for design applications. The ability of the model to treat shock waves and wave/mixing layer interactions is assessed via comparisons of predictions with those of well established explicit shock-capturing Euler (SCIPPY) and PNS (SCIPVIS) models. Applications to a variety of supersonic combustion flowfield problems involving tangential or moderately inclined fuel injection, and, to a viscous nozzle flow problem, are presented. This paper serves to exhibit overall capabilities of the model developed and no comparisons with supersonic combustion data are presented. Such comparisons serve mainly to validate the modeling of the turbulence and turbulence/chemical interactions and will be the subject of a future paper.

Sinha, N.↗

Linearized form of implicit TVD schemes for the multidimensional Euler and Navier-Stokes equations

Linearized alternating direction implicit (ADI) forms of a class of total variation diminishing (TVD) schemes for the Euler and Navier-Stokes equations have been developed. These schemes are based on the second-order-accurate TVD schemes for hyperbolic conservation laws developed by Harten (1983, 1984). They have the property of not generating spurious oscillations across shocks and contact discontinuities. In general, shocks can be captured within 1-2 grid points. These schemes are relatively simple to understand and easy to implement into a new or existing computer code. One can modify a standard three-point central-difference code by simply changing the conventional numerical dissipation term into the one designed for the TVD scheme. For steady-state applications, the only difference in computation is that the current schemes require a more elaborate dissipation term for the explicit operator; no extra computation is required for the implicit operator. Numerical experiments with the proposed algorithms on a variety of steady-state airfoil problems illustrate the versatility of the schemes.

Yee, H. C.↗

Two dimensional and axisymmetric heat transfer results with the CSCM upwind implicit algorithm

The single level conservative supra characteristic method (CSCM-S) is an upwind implicit method that is very robust and in a single level relaxation format makes efficient use of computer resources, and is very rapidly convergent. These factors render the unconditionally stable algorithm a useful compromise between Parabolized Navier-Stokes methods and two level linearized implicit time dependent methods and, thus, the method is very attractive for multidimensional Navier-Stokes problems. In this paper the heat transfer prediction capabilities of the CSCM schemes for flat plate, nozzle, blunt cone and bluff body flows are reported for the first time. Results are compared with available experimental heat transfer measurements.

Bardina, J.↗

Global Asymptotic Behavior of Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing three models of 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed using the theory of dynamical systems. The iterative procedures include simple iteration and full and modified Newton iterations. The results are compared with standard Runge-Kutta explicit methods, a noniterative implicit procedure, and the Newton method of solving the steady part of the ODEs. Studies showed that aside from exhibiting spurious asymptotes, all of the four implicit LMMs can change the type and stability of the steady states of the differential equations (DEs). They also exhibit a drastic distortion but less shrinkage of the basin of attraction of the true solution than standard nonLMM explicit methods. The simple iteration procedure exhibits behavior which is similar to standard nonLMM explicit methods except that spurious steady-state numerical solutions cannot occur. The numerical basins of attraction of the noniterative implicit procedure mimic more closely the basins of attraction of the DEs and are more efficient than the three iterative implicit procedures for the four implicit LMMs. Contrary to popular belief, the initial data using the Newton method of solving the steady part of the DEs may not have to be close to the exact steady state for convergence. These results can be used as an explanation for possible causes and cures of slow convergence and nonconvergence of steady-state numerical solutions when using an implicit LMM time-dependent approach in computational fluid dynamics.

Yee, H. C.↗

The Dynamics of Some Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations is analyzed using the theory of dynamical systems. With the aid of parallel Connection Machines (CM-2 and CM-5), the associated bifurcation diagrams as a function of the time step, and the complex behavior of the associated 'numerical basins of attraction' of these iterative implicit schemes are revealed and compared. Studies showed that all of the four implicit LMMs exhibit a drastic distortion and segmentation but less shrinkage of the basin of attraction of the true solution than standard explicit methods. The numerical basins of attraction of a noniterative implicit procedure mimic more closely the basins of attraction of the differential equations than the iterative implicit procedures for the four implicit LMMs.

Yee, H. C.↗

Universal single level implicit algorithm for gasdynamics

A single level effectively explicit implicit algorithm for gasdynamics is presented. The method meets all the requirements for unconditionally stable global iteration over flows with mixed supersonic and supersonic zones including blunt body flow and boundary layer flows with strong interaction and streamwise separation. For hyperbolic (supersonic flow) regions the method is automatically equivalent to contemporary space marching methods. For elliptic (subsonic flow) regions, rapid convergence is facilitated by alternating direction solution sweeps which bring both sets of eigenvectors and the influence of both boundaries of a coordinate line equally into play. Point by point updating of the data with local iteration on the solution procedure at each spatial step as the sweeps progress not only renders the method single level in storage but, also, improves nonlinear accuracy to accelerate convergence by an order of magnitude over related two level linearized implicit methods. The method derives robust stability from the combination of an eigenvector split upwind difference method (CSCM) with diagonally dominant ADI(DDADI) approximate factorization and computed characteristic boundary approximations.

Lombard, C. K.↗

An explicit, energy-conserving particle-in-cell scheme

We present an explicit temporal discretization of particle-in-cell schemes for the non-relativistic Vlasov equation that results in exact energy conservation when combined with an appropriate spatial discretization. The scheme is inspired by a simple, second-order explicit scheme that conserves energy exactly in the Eulerian context. We show that direct translation to particle-in-cell does not result in strict conservation, but derive a simple correction based on an analytically solvable optimization problem that recovers conservation. While this optimization problem is not guaranteed to have a real solution for every particle, we provide a correction that makes imaginary values extremely rare and still admits $\mathcal{O}$(10 –12 ) fractional errors in energy for practical simulation parameters. We present the scheme in both electrostatic – where we use the Ampère formulation – and electromagnetic contexts. With an electromagnetic field solve, the field update is most naturally linearly implicit, but the more computationally intensive particle update remains fully explicit. Here, we also show how the scheme can be extended to use the fully explicit leapfrog and pseudospectral analytic time-domain (PSATD) field solvers. The scheme is tested on standard kinetic plasma problems, confirming its conservation properties.

Energy conservation↗

On the convergence of an IEQ-based first-order semi-discrete scheme for the Beris-Edwards system

We present a convergence analysis of an unconditionally energy-stable first-order semi-discrete numerical scheme designed for a hydrodynamic Q-tensor model, the so-called Beris-Edwards system, based on the Invariant Energy Quadratization Method (IEQ). The model consists of the Navier–Stokes equations for the fluid flow, coupled to the Q-tensor gradient flow describing the liquid crystal molecule alignment. By using the Invariant Energy Quadratization Method, we obtain a linearly implicit scheme, accelerating the computational speed. However, this introduces an auxiliary variable to replace the bulk potential energy and it is a priori unclear whether the reformulated system is equivalent to the Beris-Edward system. In this work, we prove stability properties of the scheme and show its convergence to a weak solution of the coupled liquid crystal system. We also demonstrate the equivalence of the reformulated and original systems in the weak sense.

Weber, Franziska↗

A Fast Algebraic Multigrid Solver and Accurate Discretization for Highly Anisotropic Heat Flux I: Open Field Lines

We present a novel solver technique for the anisotropic heat flux equation, aimed at the high level of anisotropy seen in magnetic confinement fusion plasmas. Such problems pose two major challenges: (i) discretization accuracy and (ii) efficient implicit linear solvers. We simultaneously address each of these challenges by constructing a new finite element discretization with excellent accuracy properties, tailored to a novel solver approach based on algebraic multigrid (AMG) methods designed for advective operators. We pose the problem in a mixed formulation, introducing the directional temperature gradient as an auxiliary variable. The temperature and auxiliary fields are discretized in a scalar discontinuous Galerkin space with upwinding principles used for discretizations of advection. We demonstrate the proposed discretization’s superior accuracy over other discretizations of anisotropic heat flux, achieving error 1000x smaller for anisotropy ratio of 10 9 , for closed field lines. The block matrix system is reordered and solved in an approach where the two advection operators are inverted using AMG solvers based on approximate ideal restriction, which is particularly efficient for upwind discontinuous Galerkin discretizations of advection. To ensure that the advection operators are nonsingular, in this paper we restrict ourselves to considering open (acyclic) magnetic field lines for the linear solvers. We demonstrate fast convergence of the proposed iterative solver in highly anisotropic regimes where other diffusion-based AMG methods fail.

97 MATHEMATICS AND COMPUTING↗

A fast semi-implicit algorithm for problems of mixed type

Certain physical processes are modeled by partial differential equations which are parabolic over part of the domain and elliptic over the remainder. A family of semi-implicit algorithms which are well suited to initial-boundary value problems of this mixed type is discussed. One important feature of these algorithms is the use of an approximate inverse for the solution of the implicit linear system. A strong error analysis results in an estimate of the total error as a function of approximate inverse error e and time step h.

Frederickson, P. O.↗

High-resolution shock-capturing schemes for inviscid and viscous hypersonic flows

A class of implicit Total Variation Diminishing (TVD) type algorithms suitable for transonic and supersonic multidimensional Euler and Navier-Stokes equations was extended to hypersonic computations. The improved conservative shock-capturing schemes are spatially second- and third-order, and are fully implicit. They can be first- or second-order accurate in time and are suitable for either steady or unsteady calculations. Enhancement of stability and convergence rate for hypersonic flows is discussed. With the proper choice of the temporal discretization and suitable implicit linearization, these schemes are fairly efficient and accurate for very complex two-dimensional hypersonic inviscid and viscous shock interactions. This study is complimented by a variety of steady and unsteady viscous and inviscid hypersonic blunt-body flow computations. Due to the inherent stiffness of viscous flow problems, numerical experiments indicated that the convergence rate is in general slower for viscous flows than for inviscid steady flows.

Yee, H. C.↗

Hopf bifurcation in the driven cavity

Incompressible two dimensional calculations are reported for the impulsively started lid driven cavity with aspect ratio two. The algorithm is based on the time dependent streamfunction equation, with a Crank-Nicolson differencing scheme for the diffusion terms, and with an Adams-Bashforth scheme for the convection terms. A multigrid method is used to solve the linear implicit equations at each time step. Periodic asymptotic solutions have been found for Re = 10000 and for Re = 5000. The Re = 5000 results are validated by grid refinement calculations. The solutions are shown to be precisely periodic, and care is taken to demonstrate that asymptotic states were reached. A discussion is included about the indicators that are used to show that an asymptotic state was reached, and to show that the asymptotic state is indeed periodic.

Goodrich, John W.↗

Extending substructure based iterative solvers to multiple load and repeated analyses

Direct solvers currently dominate commercial finite element structural software, but do not scale well in the fine granularity regime targeted by emerging parallel processors. Substructure based iterative solvers--often called also domain decomposition algorithms--lend themselves better to parallel processing, but must overcome several obstacles before earning their place in general purpose structural analysis programs. One such obstacle is the solution of systems with many or repeated right hand sides. Such systems arise, for example, in multiple load static analyses and in implicit linear dynamics computations. Direct solvers are well-suited for these problems because after the system matrix has been factored, the multiple or repeated solutions can be obtained through relatively inexpensive forward and backward substitutions. On the other hand, iterative solvers in general are ill-suited for these problems because they often must restart from scratch for every different right hand side. In this paper, we present a methodology for extending the range of applications of domain decomposition methods to problems with multiple or repeated right hand sides. Basically, we formulate the overall problem as a series of minimization problems over K-orthogonal and supplementary subspaces, and tailor the preconditioned conjugate gradient algorithm to solve them efficiently. The resulting solution method is scalable, whereas direct factorization schemes and forward and backward substitution algorithms are not. We illustrate the proposed methodology with the solution of static and dynamic structural problems, and highlight its potential to outperform forward and backward substitutions on parallel computers. As an example, we show that for a linear structural dynamics problem with 11640 degrees of freedom, every time-step beyond time-step 15 is solved in a single iteration and consumes 1.0 second on a 32 processor iPSC-860 system; for the same problem and the same parallel processor, a pair of forward/backward substitutions at each step consumes 15.0 seconds.

Farhat, Charbel↗