P. K. Sweby

High Resolution Schemes Using Flux Limiters for Hyperbolic Conservation Laws

The technique of obtaining high resolution, second order, oscillation free (TVD), explicit scalar difference schemes, by the addition of a limited antidiffusive flux to a first order scheme is expl...

Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. I - The dynamics of time discretization and its implications for algorithm development in computational fluid dynamics

Abstract The goal of this paper is to utilize the theory of nonlinear dynamics approach to investigate the possible sources of errors and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic and parabolic partial differential equations terms. This interdisciplinary research belongs to a subset of a new field of study in numerical analysis sometimes referred to as “ the dynamics of numerics and the numerics of dynamics.” At the present time, this new interdisciplinary topic is still the property of an isolated discipline with all too little effort spent in pointing out an underlying generality that could make it adaptable to diverse fields of applications. This is the first of a series of research papers under the same topic. Our hope is to reach researchers in the fields of computational fluid dynamics (CFD) and, in particular, hypersonic and combustion related CFD. By simple examples (in which the exact solutions of the governing equations are known), the application of the apparently straightforward numerical technique to genuinely nonlinear problems can be shown to lead to incorrect or misleading results. One striking phenomenon is that with the same initial data, the continuum and its discretized counterpart can asymptotically approach different stable solutions. This behavior is especially important for employing a time-dependent approach to the steady state since the initial data are usually not known and a freestream condition or an intelligent guess for the initial conditions is often used. With the unique property of the different dependence of the solution on initial data for the partial differential equation and the discretized counterpart, it is not easy to delineate the true physics from numerical artifacts when numerical methods are the sole source of solution procedure for the continuum. Part I concentrates on the dynamical behavior of time discretization for scalar nonlinear ordinary differential equations in order to motivate this new yet unconventional approach to algorithm development in CFD and to serve as an introduction for parts 11 and III of the same series of research papers.

Formulations for Numerically Approximating Hyperbolic Systems Governing Sediment Transport

This paper investigates the accurate numerical solution of the equations governing bed-load sediment transport. Two approaches: a steady and an unsteady approach are discussed and five different formulations within these frameworks are derived. A flux-limited version of Roes scheme is used with the different formulations on a channel test problem and the results compared.

Aspects of Numerical Uncertainties in Time Marching to Steady-State Numerical Solutions

Knowledge from recent advances in the understanding of global nonlinear behavior of numerical schemes is employed to isolate some aspects of numerical uncertainties in time-marching approaches to obtain steady-state numerical solutions. Strong dependence on initial data and the permissibility of spurious steady-state numerical solutions, stabilization of unstable steady states by implicit time discretizations, and convergence properties and spurious behavior of high-resolution shock-capturing schemes are discussed and illustrated with examples. The goal is to illustrate the important role that global nonlinear behavior of numerical schemes can play in minimizing sources of numerical uncertainties in computational fluid dynamics.

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 2×2 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.

A cell by cell anisotropic adaptive mesh ALE scheme for the numerical solution of the Euler equations

In this paper a cell by cell anisotropic adaptive mesh technique is added to an existing staggered mesh Lagrange plus remap finite element ALE code for the solution of the Euler equations. The quadrilateral finite elements may be subdivided isotropically or anisotropically and a hierarchical data structure is employed. An efficient computational method is proposed, which only solves on the finest level of resolution that exists for each part of the domain with disjoint or hanging nodes being used at resolution transitions. The Lagrangian, equipotential mesh relaxation and advection (solution remapping) steps are generalised so that they may be applied on the dynamic mesh. It is shown that for a radial Sod problem and a two-dimensional Riemann problem the anisotropic adaptive mesh method runs over eight times faster.

On convergence of Roe's scheme for the general non-linear scalar wave equation

Abstract The convergence of Roes scheme for the non-linear scalar wave equation to a weak solution of the Cauchy problem is studied and a modification is indicated which makes the scheme entropy satisfying.

A mathematical model of the sterol regulatory element binding protein 2 cholesterol biosynthesis pathway

Cholesterol is one of the key constituents for maintaining the cellular membrane and thus the integrity of the cell itself. In contrast high levels of cholesterol in the blood are known to be a major risk factor in the development of cardiovascular disease. We formulate a deterministic nonlinear ordinary differential equation model of the sterol regulatory element binding protein 2 (SREBP-2) cholesterol genetic regulatory pathway in a hepatocyte. The mathematical model includes a description of genetic transcription by SREBP-2 which is subsequently translated to mRNA leading to the formation of 3-hydroxy-3-methylglutaryl coenzyme A reductase (HMGCR), a main regulator of cholesterol synthesis. Cholesterol synthesis subsequently leads to the regulation of SREBP-2 via a negative feedback formulation. Parameterised with data from the literature, the model is used to understand how SREBP-2 transcription and regulation affects cellular cholesterol concentration. Model stability analysis shows that the only positive steady-state of the system exhibits purely oscillatory, damped oscillatory or monotic behaviour under certain parameter conditions. In light of our findings we postulate how cholesterol homeostasis is maintained within the cell and the advantages of our model formulation are discussed with respect to other models of genetic regulation within the literature.

On spurious behavior of CFD simulations

Spurious behavior in underresolved grids and/or semi-implicit temporal discretizations for four computational fluid dynamics (CFD) simulations are studied. The numerical simulations consist of (a) a 1-D chemically relaxed nonequilibrium model, (b) the direct numerical simulation (DNS) of 2-D incompressible flow over a backward facing step, (c) a loosely-coupled approach for a 2-D fluid-structure interaction, and (d) a 3-D compressible unsteady flow simulation of vortex breakdown in delta wings. Using knowledge from dynamical systems theory, various types of spurious behaviors that are numerical artifacts were systematically identified. These studies revealed the various possible dangers of misinterpreting numerical simulation of realistic complex flows that are constrained by the available computing power. In large scale computations underresolved grids, semi-implicit procedures, loosely-coupled implicit procedures, and insufficiently long time integration in DNS are most often unavoidable. Consequently, care must be taken in both computation and in interpretation of the numerical data. The results presented confirm the important role that dynamical systems theory can play in the understanding of the nonlinear behavior of numerical algorithms and in aiding the identification of the sources of numerical uncertainties in CFD.

“TVD” Schemes for Inhomogeneous Conservation Laws

Many schemes have been developed for the numerical solution of homogeneous conservation laws giving high resolution, oscillation free results. However the TVD criterion used in these schemes is inappropriate for inhomogeneous problems. Despite this, there have been various attempts to apply such schemes to these problems. We review here one such empirical technique which has been used successfully, although we demonstrate that its successful behaviour cannot be guaranteed. We then utilise a change of dependent variable to reduce the inhomogeneous problem to homogeneous form and thus suggest a correct way to apply TVD schemes to such a problem.