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All sources NASA NTRS DOE OSTI

DOE OSTI2024

Optimal local truncation error method for 3-D elasticity interface problems

The paper deals with a new effective numerical technique on unfitted Cartesian meshes for simulations of heterogeneous elastic materials. Here, we develop the optimal local truncation error method (OLTEM) with 27- point stencils (similar to those for linear finite elements) for the 3-D time-independent elasticity equations with irregular interfaces. Only displacement unknowns at each internal Cartesian grid point are used. The interface conditions are added to the expression for the local truncation error and do not change the width of the stencils. The unknown stencil coefficients are calculated by the minimization of the local truncation error of the stencil equations and yield the optimal second order of accuracy for OLTEM with the 27-point stencils on unfitted Cartesian meshes. A new post-processing procedure for accurate stress calculations has been developed. Similar to basic computations it uses OLTEM with the 27-point stencils and the elasticity equations. The post-processing procedure can be easily extended to unstructured meshes and can be independently used with existing numerical techniques (e.g., with finite elements). Numerical experiments show that at an accuracy of 0.1% for stresses, OLTEM with the new post-processing procedure significantly (by 10 5 -10 9 times) reduces the number of degrees of freedom compared to linear finite elements. OLTEM with the 27-point stencils yields even more accurate results than high-order finite elements with wider stencils.

42 ENGINEERING↗

DOE OSTI2020

Local Truncation Error-Informed Code Verification

The method of manufactured solutions (MMS) has become increasingly popular in conducting code verification studies on predictive codes, such as nuclear power system codes and computational fluid dynamic codes. The reason for the popularity of this approach is that it can be used when an analytical solution is not available. Using MMS, code developers are able to verify that their code is free of coding errors that impact the observed order of accuracy. While MMS is still an excellent tool for code verification, it does not identify coding errors that are of the same order as the numerical method. This paper presents a method that combines MMS with modified equation analysis (MEA), which calculates the local truncation error (LTE) to identify coding error up to and including the order of the numerical method. This method is referred to as modified equation analysis methd of manufactured solutions (MEAMMS). MEAMMS is then applied to a custom-built code, which solves the shallow water equations, to test the performance of the code verification method. MEAMMS is able to detect all coding errors that impact the implementation of the numerical scheme. To show how MEAMMS is different than MMS, they are both applied to the same first-order numerical method test problem with a first-order coding error. When there are first-order coding errors, only MEAMMS is able to identify them. Finally, this shows that MEAMMS is able to identify a larger set of coding errors while still being able to identify the coding errors MMS is able to identify.

42 ENGINEERING↗

NASA NTRS2002

Multilevel Error Estimation and Adaptive h-Refinement for Cartesian Meshes with Embedded Boundaries

This paper presents the development of a mesh adaptation module for a multilevel Cartesian solver. While the module allows mesh refinement to be driven by a variety of different refinement parameters, a central feature in its design is the incorporation of a multilevel error estimator based upon direct estimates of the local truncation error using tau-extrapolation. This error indicator exploits the fact that in regions of uniform Cartesian mesh, the spatial operator is exactly the same on the fine and coarse grids, and local truncation error estimates can be constructed by evaluating the residual on the coarse grid of the restricted solution from the fine grid. A new strategy for adaptive h-refinement is also developed to prevent errors in smooth regions of the flow from being masked by shocks and other discontinuous features. For certain classes of error histograms, this strategy is optimal for achieving equidistribution of the refinement parameters on hierarchical meshes, and therefore ensures grid converged solutions will be achieved for appropriately chosen refinement parameters. The robustness and accuracy of the adaptation module is demonstrated using both simple model problems and complex three dimensional examples using meshes with from 10(exp 6), to 10(exp 7) cells.

Aftosmis, M. J.↗

DOE OSTI2017

Stochastic goal-oriented error estimation with memory

We propose a stochastic dual-weighted error estimator for the viscous shallow-water equation with boundaries. For this purpose, previous work on memory-less stochastic dual-weighted error estimation is extended by incorporating memory effects. The memory is introduced by describing the local truncation error as a sum of time-correlated random variables. The random variables itself represent the temporal fluctuations in local truncation errors and are estimated from high-resolution information at near-initial times. The resulting error estimator is evaluated experimentally in two classical ocean-type experiments, the Munk gyre and the flow around an island. In these experiments, the stochastic process is adapted locally to the respective dynamical flow regime. Our stochastic dual-weighted error estimator is shown to provide meaningful error bounds for a range of physically relevant goals. We prove, as well as show numerically, that our approach can be interpreted as a linearized stochastic-physics ensemble.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2023

11-th order of accuracy for numerical solution of 3-D Poisson equation with irregular interfaces on unfitted Cartesian meshes

For the first time the optimal local truncation error method (OLTEM) with 125-point stencils and unfitted Cartesian meshes has been developed in the general 3-D case for the Poisson equation for heterogeneous materials with smooth irregular interfaces. The 125-point stencils equations that are similar to those for quadratic finite elements are used for OLTEM. The interface conditions for OLTEM are imposed as constraints at a small number of interface points and do not require the introduction of additional unknowns, i.e., the sparse structure of global discrete equations of OLTEM is the same for homogeneous and heterogeneous materials. The stencils coefficients of OLTEM are calculated by the minimization of the local truncation error of the stencil equations. These derivations include the use of the Poisson equation for the relationship between the different spatial derivatives. Such a procedure provides the maximum possible accuracy of the discrete equations of OLTEM. In contrast to known numerical techniques with quadratic elements and third order of accuracy on conforming and unfitted meshes, OLTEM with the 125-point stencils provides 11-th order of accuracy, i.e., an extremely large increase in accuracy by 8 orders for similar stencils. The numerical results show that OLTEM yields much more accurate results than high-order finite elements with much wider stencils. The increased numerical accuracy of OLTEM leads to an extremely large increase in computational efficiency. Additionally, a new post-processing procedure with the 125-point stencil has been developed for the calculation of the spatial derivatives of the primary function. The post-processing procedure includes the minimization of the local truncation error and the use of the Poisson equation. It is demonstrated that the use of the partial differential equation (PDE) for the 125-point stencils improves the accuracy of the spatial derivatives by 6 orders compared to post-processing without the use of PDE as in existing numerical techniques. At an accuracy of 0.1% for the spatial derivatives, OLTEM reduces the number of degrees of freedom by 900 - 4∙10 6 times compared to quadratic finite elements. The developed post-processing procedure can be easily extended to unstructured meshes and can be independently used with existing post-processing techniques (e.g., with finite elements).

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2021

Error Analysis on Numerical Integration Algorithms in a Hypoelasticity Framework

This report determines local truncation errors for common stress integration algorithms used in explicit finite element codes with hypoelastic material models. The hypoelastic integration algorithms in question utilize an operator splitting procedure in a rotation neutralized configuration, where the stress response is determined from de- coupling the total deformation into rotational and strain dependent components. This document analyzes the error in evolving the stress given a one-step time increment Δt and compares the errors associated with both the rotational and strain components of the operator splitting method. A slight modification to a traditional algorithm is proposed and studied, where the rate of deformation is appropriately rotated from the midstep configuration at t n+1/2 to the end step configuration at t n+1 before the constitutive evaluation. The proposed modification either completely eliminates the error associated with the rotation rate or is of the same order of magnitude as the original algorithm for the three test cases considered in this report. These cases consist of an unaxial stretch with a constant true strain rate with a rigid body rotation, an uniaxial stretch with a constant engineering strain rate with a rigid body rotation, and a simple shear deformation. All three cases are compared to a closed form solution, and in almost every test case the alternative algorithm yields the most accurate one-step local truncation error.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

10-th order of accuracy for numerical solution of 3-D elasticity equations for heterogeneous materials on unfitted Cartesian meshes

We have developed the Optimal Local Truncation Error Method (OLTEM) with 10-th order of accuracy on unfitted Cartesian meshes for a system of 3-D elasticity equations with smooth irregular interfaces. 5 x 5 x 5 = 125-point stencils (similar to those for quadratic finite elements) for elastic heterogeneous materials are used for OLTEM. There are no unknowns at the interface points between different materials; the structure of the global discrete equations is the same for homogeneous and heterogeneous materials. The calculation of unknown stencil coefficients is based on the minimization of the local truncation error of the stencil equations and yields the optimal 10-th order of accuracy for OLTEM on unfitted Cartesian meshes, i.e., the increase by 7 orders in accuracy compared to quadratic finite elements on conformal meshes. A new post-processing procedure provides the 9-th order of accuracy for stresses in the 3-D case. Similar to basic computations it uses OLTEM with the 125-point stencils, the interface conditions and the elasticity equations. It was shown that the use of the elasticity equations for post-processing improves the accuracy of 0.1% stresses by 6 orders compared to post-processing without the use of PDEs. At an accuracy of for stresses, OLTEM with the new post-processing procedure reduces the number of degrees of freedom by 360 - 8000 times compared to quadratic finite elements with similar stencils. OLTEM with the 125-point stencils yields even more accurate results than high-order finite elements with much wider stencils. OLTEM provides accurate numerical results for compressible and nearly incompressible materials.

elasticity equations↗

NASA NTRS1973

Classical eighth- and lower-order Runge-Kutta-Nystroem formulas with a new stepsize control procedure for special second-order differential equations

New Runge-Kutta-Nystrom formulas of the eighth, seventh, sixth, and fifth order are derived for the special second-order (vector) differential equation x = f (t,x). In contrast to Runge-Kutta-Nystrom formulas of an earlier NASA report, these formulas provide a stepsize control procedure based on the leading term of the local truncation error in x. This new procedure is more accurate than the earlier Runge-Kutta-Nystrom procedure (with stepsize control based on the leading term of the local truncation error in x) when integrating close to singularities. Two central orbits are presented as examples. For these orbits, the accuracy and speed of the formulas of this report are compared with those of Runge-Kutta-Nystrom and Runge-Kutta formulas of earlier NASA reports.

Fehlberg, E.↗

DOE OSTI2011

Extended Forward Sensitivity Analysis for Uncertainty Quantification

Verification and validation (V&V) are playing more important roles to quantify uncertainties and realize high fidelity simulations in engineering system analyses, such as transients happened in a complex nuclear reactor system. Traditional V&V in the reactor system analysis focused more on the validation part or did not differentiate verification and validation. The traditional approach to uncertainty quantification is based on a 'black box' approach. The simulation tool is treated as an unknown signal generator, a distribution of inputs according to assumed probability density functions is sent in and the distribution of the outputs is measured and correlated back to the original input distribution. The 'black box' method mixes numerical errors with all other uncertainties. It is also not efficient to perform sensitivity analysis. Contrary to the 'black box' method, a more efficient sensitivity approach can take advantage of intimate knowledge of the simulation code. In these types of approaches equations for the propagation of uncertainty are constructed and the sensitivities are directly solved for as variables in the simulation. This paper presents the forward sensitivity analysis as a method to help uncertainty qualification. By including time step and potentially spatial step as special sensitivity parameters, the forward sensitivity method is extended as one method to quantify numerical errors. Note that by integrating local truncation errors over the whole system through the forward sensitivity analysis process, the generated time step and spatial step sensitivity information reflect global numerical errors. The discretization errors can be systematically compared against uncertainties due to other physical parameters. This extension makes the forward sensitivity method a much more powerful tool to help uncertainty qualification. By knowing the relative sensitivity of time and space steps with other interested physical parameters, the simulation is allowed to run at optimized time and space steps without affecting the confidence of the physical parameter sensitivity results. The time and space steps forward sensitivity analysis method can also replace the traditional time step and grid convergence study with much less computational cost. Several well defined benchmark problems with manufactured solutions are utilized to demonstrate the extended forward sensitivity analysis method. All the physical solutions, parameter sensitivity solutions, even the time step sensitivity in one case, have analytical forms, which allows the verification to be performed in the strictest sense.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2013

Extended Forward Sensitivity Analysis for Uncertainty Quantification

This paper presents the extended forward sensitivity analysis as a method to help uncertainty qualification. By including time step and potentially spatial step as special sensitivity parameters, the forward sensitivity method is extended as one method to quantify numerical errors. Note that by integrating local truncation errors over the whole system through the forward sensitivity analysis process, the generated time step and spatial step sensitivity information reflect global numerical errors. The discretization errors can be systematically compared against uncertainties due to other physical parameters. This extension makes the forward sensitivity method a much more powerful tool to help uncertainty qualification. By knowing the relative sensitivity of time and space steps with other interested physical parameters, the simulation is allowed to run at optimized time and space steps without affecting the confidence of the physical parameter sensitivity results. The time and space steps forward sensitivity analysis method can also replace the traditional time step and grid convergence study with much less computational cost. Two well-defined benchmark problems with manufactured solutions are utilized to demonstrate the method.

99 GENERAL AND MISCELLANEOUS↗

DOE OSTI2018

Compact finite difference schemes for the time fractional diffusion equation with nonlocal boundary conditions

Fourth-order compact finite difference schemes for solving the time fractional diffusion equation with nonlocal boundary conditions are considered in this paper. The second-order derivative in one space variable is approximated by a fourth-order compact finite difference. Two different time derivatives, the Caputo derivative and Riemann–Liouville derivative are considered in the equations that we discuss. The Caputo time derivative is discretized by the L1-approximation and a second-order approximation is used for the Riemann–Liouville derivative. Stability analysis using the discrete energy method for Scheme I is given, and error estimation of this scheme is derived by conducting the local truncation error analysis, using the stability result. Numerical results are provided to show that both two fully discrete schemes have fourth-order accuracy in space, and 2−γ order of accuracy in time for Scheme I with γ being the order of the fractional derivative, while Scheme II has second-order accuracy in time when the theoretical solutions are smooth with zero initial values.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1982

Error induced by coordinate systems

It is pointed out that the choice of a curvilinear coordinate system can have a substantial effect on the error in the numerical solution of a partial differential equation. The truncation error is dependent not only on the higher order derivatives of the solution and the local grid spacing, but also on the rate-of-change of the grid spacing and on the departure of the grid from orthogonality. In connection with the present investigation, an analysis is conducted of the local truncation error in the approximation of first and second order derivatives on a curvilinear grid. Attention is given to a number of examples which illustrate the two fundamental sources of truncation error in the numerical solution of partial differential equations on curvilinear coordinate systems. The first is the grid spacing and changes in grid spacing which is measured by the first and second order derivatives of the functions defining the coordinate system. The second source is the higher order derivatives of the solution itself.

Mastin, C. W.↗

NASA NTRS1982

Error norms for the adaptive solution of the Navier-Stokes equations

The adaptive solution of the Navier-Stokes equations depends upon the successful interaction of three key elements: (1) the ability to flexibly select grid length scales in composite grids, (2) the ability to efficiently control residual error in composite grids, and (3) the ability to define reliable, convenient error norms to guide the grid adjustment and optimize the residual levels relative to the local truncation errors. An initial investigation was conducted to explore how to approach developing these key elements. Conventional error assessment methods were defined and defect and deferred correction methods were surveyed. The one dimensional potential equation was used as a multigrid test bed to investigate how to achieve successful interaction of these three key elements.

Forester, C. K.↗

DOE OSTI2024

Numerical coupling of aerosol emissions, dry removal, and turbulent mixing in the E3SM Atmosphere Model version 1 (EAMv1) – Part 2: A semi-discrete error analysis framework for assessing coupling schemes

Abstract. Part 1 (Wan et al., 2024) of this study discusses the motivation and empirical evaluation of a revision to the aerosol-related numerical process coupling in the atmosphere component of the Energy Exascale Earth System Model version 1 (EAMv1) to address the previously reported issue of strong sensitivity of the simulated dust aerosol lifetime and dry removal rate to the model's vertical resolution. This paper complements that empirical justification of the revised scheme with a mathematical justification leveraging a semi-discrete analysis framework for assessing the splitting error of process coupling methods. The framework distinguishes the error due to numerical splitting from the error due to the time integration method(s) used for each individual process. Such a distinction results in a framework that provides an intuitive understanding of the causes of the splitting error. The application of this framework to the dust life cycle in EAMv1 confirms (i) that the original EAMv1 scheme artificially strengthens the effect of dry removal processes and (ii) that the revised splitting reduces that artificial strengthening. While the error analysis framework is presented in the context of the dust life cycle in EAMv1, the framework can be broadly leveraged to evaluate process coupling schemes, both in other physical problems and for any number of processes. This framework will be particularly powerful when the various process implementations support a variety of time integration approaches. Whereas traditional local truncation error approaches require separate consideration of each combination of time integration methods, this framework enables evaluation of coupling schemes independent of particular time integration approaches for each process while still allowing for the incorporation of these specific time integration errors if so desired. The framework also explains how the splitting error terms result from (i) the integration of individual processes in isolation from other processes and (ii) the choices of input state and time step size for the isolated integration of processes. Such a perspective has the potential for the rapid development of alternative coupling approaches that utilize knowledge both about the desired accuracy and about the computational costs of individual processes.

58 GEOSCIENCES↗

NASA NTRS1996

Adaptive grid methods for RLV environment assessment and nozzle analysis

Rapid access to highly accurate data about complex configurations is needed for multi-disciplinary optimization and design. In order to efficiently meet these requirements a closer coupling between the analysis algorithms and the discretization process is needed. In some cases, such as free surface, temporally varying geometries, and fluid structure interaction, the need is unavoidable. In other cases the need is to rapidly generate and modify high quality grids. Techniques such as unstructured and/or solution-adaptive methods can be used to speed the grid generation process and to automatically cluster mesh points in regions of interest. Global features of the flow can be significantly affected by isolated regions of inadequately resolved flow. These regions may not exhibit high gradients and can be difficult to detect. Thus excessive resolution in certain regions does not necessarily increase the accuracy of the overall solution. Several approaches have been employed for both structured and unstructured grid adaption. The most widely used involve grid point redistribution, local grid point enrichment/derefinement or local modification of the actual flow solver. However, the success of any one of these methods ultimately depends on the feature detection algorithm used to determine solution domain regions which require a fine mesh for their accurate representation. Typically, weight functions are constructed to mimic the local truncation error and may require substantial user input. Most problems of engineering interest involve multi-block grids and widely disparate length scales. Hence, it is desirable that the adaptive grid feature detection algorithm be developed to recognize flow structures of different type as well as differing intensity, and adequately address scaling and normalization across blocks. These weight functions can then be used to construct blending functions for algebraic redistribution, interpolation functions for unstructured grid generation, forcing functions to attract/repel points in an elliptic system, or to trigger local refinement, based upon application of an equidistribution principle. The popularity of solution-adaptive techniques is growing in tandem with unstructured methods. The difficultly of precisely controlling mesh densities and orientations with current unstructured grid generation systems has driven the use of solution-adaptive meshing. Use of derivatives of density or pressure are widely used for construction of such weight functions, and have been proven very successful for inviscid flows with shocks. However, less success has been realized for flowfields with viscous layers, vortices or shocks of disparate strength. It is difficult to maintain the appropriate mesh point spacing in the various regions which require a fine spacing for adequate resolution. Mesh points often migrate from important regions due to refinement of dominant features. An example of this is the well know tendency of adaptive methods to increase the resolution of shocks in the flowfield around airfoils, but in the incorrect location due to inadequate resolution of the stagnation region. This problem has been the motivation for this research.

Thornburg, Hugh J.↗

DOE OSTI2025

Robust Implicit Adaptive Low Rank Time-Stepping Methods for Matrix Differential Equations

In this work, we develop implicit rank-adaptive schemes for time-dependent matrix differential equations. The dynamic low rank approximation (DLRA) is a well-known technique to capture the dynamic low rank structure based on Dirac–Frenkel time-dependent variational principle. In recent years, it has attracted a lot of attention due to its wide applicability. Our schemes are inspired by the three-step procedure used in the rank adaptive version of the unconventional robust integrator (the so called BUG integrator) (Ceruti et al. in BIT Numer Math 62(4):1149–1174, 2022) for DLRA. First, a prediction (basis update) step is made computing the approximate column and row spaces at the next time level. Second, a Galerkin evolution step is invoked using an implicit solves for the small core matrix. Finally, a truncation is made according to a prescribed error threshold. Since the DLRA is evolving the differential equation projected on to the tangent space of the low rank manifold, the error estimate of the BUG integrator contains the tangent projection (modeling) error which cannot be easily controlled by mesh refinement. This can cause convergence issue for equations with cross terms. To address this issue, we propose a simple modification, consisting of merging the row and column spaces from the explicit step truncation method together with the BUG spaces in the prediction step. In addition, we propose an adaptive strategy where the BUG spaces are only computed if the residual for the solution obtained from the prediction space by explicit step truncation method, is too large. Here, we prove stability and estimate the local truncation error of the schemes under assumptions. We benchmark the schemes in several tests, such as anisotropic diffusion, solid body rotation and the combination of the two, to show robust convergence properties.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Numerical solutions of FitzHugh–Nagumo equation by exact finite-difference and NSFD schemes

In this paper, numerical solution of the FitzHugh–Nagumo (FN) equation is presented based on the nonstandard finite-difference (NSFD) scheme. At first, two exact finite-difference schemes for FN equation are obtained. Moreover, two NSFD schemes are presented for this equation. The positivity, boundedness, and local truncation error of the schemes are discussed. The numerical results obtained by the NSFD schemes are compared with the exact solution and some available methods, to verify the accuracy and efficiency of the NSFD schemes.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2018

Generalized trigonometric Fourier-series method with automatic time step control for non-linear point kinetics equations

The trigonometric Fourier-series method (TFS) is generalized to provide approximate solutions for non-linear point kinetics equations with feedback using varying step sizes. This method can provide a very stable solution against the size of the discrete time step allowing much larger step sizes to be used. Systems of the point kinetics equations are solved using Fourier-series expansion over a partition of the total time interval. The approximate solution requires determining the series coefficients over each time step in that partition. These coefficients are determined using the high-order derivatives of the solution vector at the beginning of the time step introducing a system of linear algebraic equations to be solved at each step. This system is similar to the Vandermonde system. Two successive orders of the partial sums are used to estimate the local truncation error. This error and some other constrains are used to produce the largest step size allowable at each step while keeping the error within a specific tolerance. The process of calculating suitable step sizes should be automatic and inexpensive. Convergence and stability of the proposed method are discussed and a new formula is introduced to maintain stability. The proposed method solves the general linear and non-linear kinetics problems. The method has been applied to five different types of reactivities including step/ramp insertions with temperature feedback. The method is seemed to be valid for larger time intervals than those used in the conventional numerical integration, and is thus useful in reducing computing time. Computational results are found to be consistent with the analysis, they demonstrate that the convergence of the iteration scheme can be accelerated and the resulting computing times can be greatly reduced while maintain computational accuracy.

97 MATHEMATICS AND COMPUTING↗