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At least 19 records

Preconditioning for the Navier-Stokes equations with finite-rate chemistry

The extension of Van Leer's preconditioning procedure to generalized finite-rate chemistry is discussed. Application to viscous flow is begun with the proper preconditioning matrix for the one-dimensional Navier-Stokes equations. Eigenvalue stiffness is resolved and convergence-rate acceleration is demonstrated over the entire Mach-number range from nearly stagnant flow to hypersonic. Specific benefits are realized at the low and transonic flow speeds typical of complete propulsion-system simulations. The extended preconditioning matrix necessarily accounts for both thermal and chemical nonequilibrium. Numerical analysis reveals the possible theoretical improvements from using a preconditioner for all Mach number regimes. Numerical results confirm the expectations from the numerical analysis. Representative test cases include flows with previously troublesome embedded high-condition-number areas. Van Leer, Lee, and Roe recently developed an optimal, analytic preconditioning technique to reduce eigenvalue stiffness over the full Mach-number range. By multiplying the flux-balance residual with the preconditioning matrix, the acoustic wave speeds are scaled so that all waves propagate at the same rate, an essential property to eliminate inherent eigenvalue stiffness. This session discusses a synthesis of the thermochemical nonequilibrium flux-splitting developed by Grossman and Cinnella and the characteristic wave preconditioning of Van Leer into a powerful tool for implicitly solving two and three-dimensional flows with generalized finite-rate chemistry. For finite-rate chemistry, the state vector of unknowns is variable in length. Therefore, the preconditioning matrix extended to generalized finite-rate chemistry must accommodate a flexible system of moving waves. Fortunately, no new kind of wave appears in the system. The only existing waves are entropy and vorticity waves, which move with the fluid, and acoustic waves, which propagate in Mach number dependent directions. The nonequilibrium vibrational energies and species densities in the unknown state vector act strictly as convective waves. The essential concept for extending the preconditioning to generalized chemistry models is determining the differential variables which symmetrize the flux Jacobians. The extension is then straight-forward. This algorithm research effort will be released in a future version of the production level computational code coined the General Aerodynamic Simulation Program (GASP), developed by Walters, Slack, and McGrory.

Godfrey, Andrew G.

Parallel Preconditioning for CFD Problems on the CM-5

Up to today, preconditioning methods on massively parallel systems have faced a major difficulty. The most successful preconditioning methods in terms of accelerating the convergence of the iterative solver such as incomplete LU factorizations are notoriously difficult to implement on parallel machines for two reasons: (1) the actual computation of the preconditioner is not very floating-point intensive, but requires a large amount of unstructured communication, and (2) the application of the preconditioning matrix in the iteration phase (i.e. triangular solves) are difficult to parallelize because of the recursive nature of the computation. Here we present a new approach to preconditioning for very large, sparse, unsymmetric, linear systems, which avoids both difficulties. We explicitly compute an approximate inverse to our original matrix. This new preconditioning matrix can be applied most efficiently for iterative methods on massively parallel machines, since the preconditioning phase involves only a matrix-vector multiplication, with possibly a dense matrix. Furthermore the actual computation of the preconditioning matrix has natural parallelism. For a problem of size n, the preconditioning matrix can be computed by solving n independent small least squares problems. The algorithm and its implementation on the Connection Machine CM-5 are discussed in detail and supported by extensive timings obtained from real problem data.

Simon, Horst D.

Convergence Acceleration of the Navier-Stokes Equations Through Time-Derivative Preconditioning

Chorin's method of artificial compressibility is extended to both compressible and incompressible fluids by using physical arguments to define artificial fluid properties that make up a local preconditioning matrix. In particular, perturbation expansions are used to provide appropriate temporal derivatives for the equations of motion at both low speeds and low Reynolds numbers. These limiting forms are then combined into a single function that smoothly merges into the physical time derivatives at high speeds so that the equations are left unchanged at transonic, high Reynolds number conditions. The effectiveness of the resulting preconditioning procedures for the Navier-Stokes equations is demonstrated for a wide speed and Reynolds number ranges by means of stability results and computational solutions. Nevertheless, the preconditioned equations sometimes fail to provide a solution for applications for which the non-preconditioned equations converge. Often this is because the reduced dissipation in the preconditioned equations results in an unsteady solution while the more dissipative non-preconditioned equations result in a steady state. Problems of this type represent a computational challenge; it is important to distinguish between non-convergence of algorithms, and the non-existence of steady state solutions.

Merkle, Charles L.

Preconditioning for stratospheric sudden warmings - Sensitivity studies with a numerical model

Results are presented of numerical experiments performed to determine what constitutes preconditioning for stratospheric sudden warmings. A number of 20-d runs were performed with a 3D primitive equation model. Runs varied in that they had different (zonally symmetric) initial fields and different lower boundary planetary wave fields, both based on NMC data for particular days. Initial and boundary data were used from the two minor and the sole major sudden warmings of January-February 1979 and some minor and the sole major sudden warmings of January-February 1989. To isolate the properties of the initial conditions from preconditioned cases and those with no warming, hybrid initial fields were created by combining data from two different days, one preconditioned and the other not. Runs with the hybrid initial conditions indicate that it is the lower stratospheric winds that are important in characterizing a preconditioned flow. It is suggested that it would be possible for a preconditioned state to exist for at least a short time without a warming occurring.

Smith, Anne K.

Implementation of Preconditioned Dual-Time Procedures in OVERFLOW

Preconditioning methods have become the method of choice for the solution of flowfields involving the simultaneous presence of low Mach and transonic regions. It is well known that these methods are important for insuring accurate numerical discretization as well as convergence efficiency over various operating conditions such as low Mach number, low Reynolds number and high Strouhal numbers. For unsteady problems, the preconditioning is introduced within a dual-time framework wherein the physical time-derivatives are used to march the unsteady equations and the preconditioned time-derivatives are used for purposes of numerical discretization and iterative solution. In this paper, we describe the implementation of the preconditioned dual-time methodology in the OVERFLOW code. To demonstrate the performance of the method, we employ both simple and practical unsteady flowfields, including vortex propagation in a low Mach number flow, flowfield of an impulsively started plate (Stokes' first problem) arid a cylindrical jet in a low Mach number crossflow with ground effect. All the results demonstrate that the preconditioning algorithm is responsible for improvements to both numerical accuracy and convergence efficiency and, thereby, enables low Mach number unsteady computations to be performed at a fraction of the cost of traditional time-marching methods.

Pandya, Shishir A.

Preconditioning matrices for Chebyshev derivative operators

The problem of preconditioning the matrices arising from pseudo-spectral Chebyshev approximations of first order operators is considered in both one and two dimensions. In one dimension a preconditioner represented by a full matrix which leads to preconditioned eigenvalues that are real, positive, and lie between 1 and pi/2, is already available. Since there are cases in which it is not computationally convenient to work with such a preconditioner, a large number of preconditioners were studied which were more sparse (in particular three and four diagonal matrices). The eigenvalues of such preconditioned matrices are compared. The results were applied to the problem of finding the steady state solution to an equation of the type u sub t = u sub x + f, where the Chebyshev collocation is used for the spatial variable and time discretization is performed by the Richardson method. In two dimensions different preconditioners are proposed for the matrix which arises from the pseudo-spectral discretization of the steady state problem. Results are given for the CPU time and the number of iterations using a Richardson iteration method for the unpreconditioned and preconditioned cases.

Rothman, Ernest E.

Approximate polynomial preconditioning applied to biharmonic equations on vector supercomputers

Applying a finite difference approximation to a biharmonic equation results in a very ill-conditioned system of equations. This paper examines the conjugate gradient method used in conjunction with the generalized and approximate polynomial preconditionings for solving such linear systems. An approximate polynomial preconditioning is introduced, and is shown to be more efficient than the generalized polynomial preconditionings. This new technique provides a simple but effective preconditioning polynomial, which is based on another coefficient matrix rather than the original matrix operator as commonly used.

Wong, Yau Shu

Preconditioning and the limit to the incompressible flow equations

The use of preconditioning methods to accelerate the convergence to a steady state for both the incompressible and compressible fluid dynamic equations are considered. The relation between them for both the continuous problem and the finite difference approximation is also considered. The analysis relies on the inviscid equations. The preconditioning consists of a matrix multiplying the time derivatives. Hence, the steady state of the preconditioned system is the same as the steady state of the original system. For finite difference methods the preconditioning can change and improve the steady state solutions. An application to flow around an airfoil is presented.

Turkel, E.

Preconditioning for Numerical Simulation of Low Mach Number Three-Dimensional Viscous Turbomachinery Flows

A preconditioning scheme has been implemented into a three-dimensional viscous computational fluid dynamics code for turbomachine blade rows. The preconditioning allows the code, originally developed for simulating compressible flow fields, to be applied to nearly-incompressible, low Mach number flows. A brief description is given of the compressible Navier-Stokes equations for a rotating coordinate system, along with the preconditioning method employed. Details about the conservative formulation of artificial dissipation are provided, and different artificial dissipation schemes are discussed and compared. The preconditioned code was applied to a well-documented case involving the NASA large low-speed centrifugal compressor for which detailed experimental data are available for comparison. Performance and flow field data are compared for the near-design operating point of the compressor, with generally good agreement between computation and experiment. Further, significant differences between computational results for the different numerical implementations, revealing different levels of solution accuracy, are discussed.

Tweedt, Daniel L.

Progress in Parallel Schur Complement Preconditioning for Computational Fluid Dynamics

We consider preconditioning methods for nonself-adjoint advective-diffusive systems based on a non-overlapping Schur complement procedure for arbitrary triangulated domains. The ultimate goal of this research is to develop scalable preconditioning algorithms for fluid flow discretizations on parallel computing architectures. In our implementation of the Schur complement preconditioning technique, the triangulation is first partitioned into a number of subdomains using the METIS multi-level k-way partitioning code. This partitioning induces a natural 2X2 partitioning of the p.d.e. discretization matrix. By considering various inverse approximations of the 2X2 system, we have developed a family of robust preconditioning techniques. A computer code based on these ideas has been developed and tested on the IBM SP2 and the SGI Power Challenge array using MPI message passing protocol. A number of example CFD calculations will be presented to illustrate and assess various Schur complement approximations.

Barth, Timothy J.

Multigrid Preconditioning for a Space-Time Spectral-Element Discontinuous-Galerkin Solver

In this work we examine a multigrid preconditioning approach in the context of a high- order tensor-product discontinuous-Galerkin spectral-element solver. We couple multigrid ideas together with memory lean and efficient tensor-product preconditioned matrix-free smoothers. Block ILU(0)-preconditioned GMRES smoothers are employed on the coarsest spaces. The performance is evaluated on nonlinear problems arising from unsteady scale- resolving solutions of the Navier-Stokes equations: separated low-Mach unsteady ow over an airfoil from laminar to turbulent ow. A reduction in the number of ne space iterations is observed, which proves the efficiency of the approach in terms of preconditioning the linear systems, however this gain was not reflected in the CPU time. Finally, the preconditioner is successfully applied to problems characterized by stiff source terms such as the set of RANS equations, where the simple tensor product preconditioner fails. Theoretical justification about the findings is reported and future work is outlined.

Franciolini, Matteo

Sequential Kalman tuning of the t -preconditioned Crank-Nicolson algorithm: efficient, adaptive and gradient-free inference for Bayesian inverse problems

Ensemble Kalman Inversion (EKI) has been proposed as an efficient method for the approximate solution of Bayesian inverse problems with expensive forward models. However, when applied to the Bayesian inverse problem EKI is only exact in the regime of Gaussian target measures and linear forward models. Here, in this work we propose embedding EKI and Flow Annealed Kalman Inversion, its normalizing flow (NF) preconditioned variant, within a Bayesian annealing scheme as part of an adaptive implementation of the t-preconditioned Crank-Nicolson (tpCN) sampler. The tpCN sampler differs from standard pCN in that its proposal is reversible with respect to the multivariate t-distribution. The more flexible tail behaviour allows for better adaptation to sampling from non-Gaussian targets. Within our Sequential Kalman Tuning (SKT) adaptation scheme, EKI is used to initialize and precondition the tpCN sampler for each annealed target. The subsequent tpCN iterations ensure particles are correctly distributed according to each annealed target, avoiding the accumulation of errors that would otherwise impact EKI. We demonstrate the performance of SKT for tpCN on three challenging numerical benchmarks, showing significant improvements in the rate of convergence compared to adaptation within standard SMC with importance weighted resampling at each temperature level, and compared to similar adaptive implementations of standard pCN. The SKT scheme applied to tpCN offers an efficient, practical solution for solving the Bayesian inverse problem when gradients of the forward model are not available. Code implementing the SKT schemes for tpCN is available at https://github.com/RichardGrumitt/KalmanMC.

97 MATHEMATICS AND COMPUTING

Preconditioned Minimal Residual Methods for Chebyshev Spectral Caluclations

The problem of preconditioning the pseudospectral Chebyshev approximation of an elliptic operator is considered. The numerical sensitiveness to variations of the coefficients of the operator are investigated for two classes of preconditioning matrices: one arising from finite differences, the other from finite elements. The preconditioned system is solved by a conjugate gradient type method, and by a DuFort-Frankel method with dynamical parameters. The methods are compared on some test problems with the Richardson method and with the minimal residual Richardson method.

Canuto, C.

Preconditioning for first-order spectral discretization

Efficient solution of the equations from spectral discretizations is essential if the high-order accuracy of these methods is to be realized. Direct solution of these equations is rarely feasible, thus iterative techniques are required. A preconditioning scheme for first-order Chebyshev collocation operators is proposed herein, in which the central finite difference mesh is finer than the collocation mesh. Details of the proper techniques for transferring information between the meshes are given here, and the scheme is analyzed by examination of the eigenvalue spectra of the preconditioned operators. The effect of artificial viscosity required in the inversion of the finite difference operator is examined. A second preconditioning scheme, involving a high-order upwind finite difference operator of the van Leer type is also analyzed to provide a comparison with the present scheme. Finally, the performance of the present scheme is verified by application to several test problems.

Streett, C. L.

Preconditioned minimal residual methods for Chebyshev spectral calculations

The problem of preconditioning the pseudospectral Chebyshev approximation of an elliptic operator is considered. The numerical sensitiveness to variations of the coefficients of the operator are investigated for two classes of preconditioning matrices: one arising from finite differences, the other from finite elements. The preconditioned system is solved by a conjugate gradient type method, and by a Dufort-Frankel method with dynamical parameters. The methods are compared on some test problems with the Richardson method and with the minimal residual Richardson method.

Canuto, C.

Preconditioned conjugate gradient technique for the analysis of symmetric anisotropic structures

An efficient preconditioned conjugate gradient (PCG) technique and a computational procedure are presented for the analysis of symmetric anisotropic structures. The technique is based on selecting the preconditioning matrix as the orthotropic part of the global stiffness matrix of the structure, with all the nonorthotropic terms set equal to zero. This particular choice of the preconditioning matrix results in reducing the size of the analysis model of the anisotropic structure to that of the corresponding orthotropic structure. The similarities between the proposed PCG technique and a reduction technique previously presented by the authors are identified and exploited to generate from the PCG technique direct measures for the sensitivity of the different response quantities to the nonorthotropic (anisotropic) material coefficients of the structure. The effectiveness of the PCG technique is demonstrated by means of a numerical example of an anisotropic cylindrical panel.

Noor, Ahmed K.

On polynomial preconditioning for indefinite Hermitian matrices

The minimal residual method is studied combined with polynomial preconditioning for solving large linear systems (Ax = b) with indefinite Hermitian coefficient matrices (A). The standard approach for choosing the polynomial preconditioners leads to preconditioned systems which are positive definite. Here, a different strategy is studied which leaves the preconditioned coefficient matrix indefinite. More precisely, the polynomial preconditioner is designed to cluster the positive, resp. negative eigenvalues of A around 1, resp. around some negative constant. In particular, it is shown that such indefinite polynomial preconditioners can be obtained as the optimal solutions of a certain two parameter family of Chebyshev approximation problems. Some basic results are established for these approximation problems and a Remez type algorithm is sketched for their numerical solution. The problem of selecting the parameters such that the resulting indefinite polynomial preconditioners speeds up the convergence of minimal residual method optimally is also addressed. An approach is proposed based on the concept of asymptotic convergence factors. Finally, some numerical examples of indefinite polynomial preconditioners are given.

Freund, Roland W.

Characteristic time-stepping or local preconditioning of the Euler equations

A derivation is presented of a local preconditioning matrix for multidimensional Euler equations, that reduces the spread of the characteristic speeds to the lowest attainable value. Numerical experiments with this preconditioning matrix are applied to an explicit upwind discretization of the two-dimensional Euler equations, showing that this matrix significantly increases the rate of convergence to a steady solution. It is predicted that local preconditioning will also simplify convergence-acceleration boundary procedures such as the Karni (1991) procedure for the far field and the Mazaheri and Roe (1991) procedure for a solid wall.

Van Leer, Bram