Skip to main content

Building Blocks for Reliable Complex Nonlinear Numerical Simulations

  • Chapter
Turbulent Flow Computation

Part of the book series: Fluid Mechanics and Its Applications ((FMIA,volume 66))

Abstract

This chapter describes some of the building blocks to ensure a higher level of confidence in the predictability and reliability (PAR) of numerical simulation of multiscale complex nonlinear problems. The focus is on relating PAR of numerical simulations with complex nonlinear phenomena of numerics. To isolate sources of numerical uncertainties, the possible discrepancy between the chosen partial differential equation (PDE) model and the real physics and/or experimental data is set aside. The discussion is restricted to how well numerical schemes can mimic the solution behavior of the underlying PDE model for finite time steps and grid spacings. The situation is complicated by the fact that the available theory for the understanding of nonlinear behavior of numerics is not at a stage to fully analyze the nonlinear Euler and Navier-Stokes equations. The discussion is based on the knowledge gained for nonlinear model problems with known analytical solutions to identify and explain the possible sources and remedies of numerical uncertainties in practical computations. Examples relevant to turbulent flow computations are included.

This is a preview of subscription content, log in via an institution to check access.

Access this chapter

Chapter
USD 29.95
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
eBook
USD 129.00
Price excludes VAT (USA)
  • Available as PDF
  • Read on any device
  • Instant download
  • Own it forever
Softcover Book
USD 169.99
Price excludes VAT (USA)
  • Compact, lightweight edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info
Hardcover Book
USD 169.99
Price excludes VAT (USA)
  • Durable hardcover edition
  • Dispatched in 3 to 5 business days
  • Free shipping worldwide - see info

Tax calculation will be finalised at checkout

Purchases are for personal use only

Institutional subscriptions

Preview

Unable to display preview. Download preview PDF.

Unable to display preview. Download preview PDF.

References

  1. Brown, D.L. and Minion, M.L. (1995), “Performance of Under-resolved Two-Dimensional Incompressible Flow Simulations,” J. Comput. Phys., Vol. 122, pp. 165–183.

    Article  MathSciNet  MATH  ADS  Google Scholar 

  2. Butcher, J.C. (1987), Numerical Analysis of Ordinary Differential Equations, John Wiley & Son, Chichester.

    MATH  Google Scholar 

  3. Davidson, B. (1997), Large Scale Continuation and Numerical Bifurcation for PDE’s, SIAM J. of Numer. Analy., Vol. 34, No. 5, pp. 2008–2027.

    Article  MathSciNet  MATH  Google Scholar 

  4. Doedel, E. (2000), AUTO: Software for Continuation and Bifurcation Problems in Ordinary Differential Equations, Concordia University, Montreal, Canada and Cal. Tech., Pasadena, Calif.

    Google Scholar 

  5. Ehrenstein, U. and Koch, W. (1991), “Nonlinear bifurcation study of plane Poiseuille flow,” J. Fluid Mech., Vol. 228, pp. 111–148.

    ADS  MATH  Google Scholar 

  6. Fischer, P.F. and Mullen, J.S., (2001) “Filter-Based Stabilization of Spectral Element Methods”, Comptes Rendus de ľAcadémie des sciences Paris, t. 332, Série I — Analyse numérique, 265–270 (2001).

    MathSciNet  MATH  ADS  Google Scholar 

  7. Fischer, P.F., (2001) Private communication.

    Google Scholar 

  8. Fortin, A., Jardak, M., Gervais, J.J. and Pierre, R. (1996), “Localization of Hopf Bifurcations in Fluid Flow Problems,” Intern. J. Numer. Meth. Fluids.

    Google Scholar 

  9. Gresho, P.M., Gartling, D.K., Torczynski, J.R., Cliffe, K.A., Winters, K.H., Garrett, T.J., Spencer, A. and Goodrich, J.W. (1993), “Is the Steady Viscous Incompressible Two-Dimensional Flow Over a Backward-Facing Step at Re=800 Stable?” Intern. J. Numer. Meth. Fluids, Vol. 17, pp. 501–541.

    Article  MATH  ADS  Google Scholar 

  10. Grebogi, C., Ott, E. and Yorke, J.A. (1983), “Crises, Sudden Changes in Chaotic Attractors, and Transient Chaos,” Physica 7D, pp. 181–200.

    MathSciNet  ADS  Google Scholar 

  11. Griffiths, D.F., Sweby, P.K. and Yee, H.C. (1992a), “On Spurious Asymptotes Numerical Solutions of Explicit Runge-Kutta Schemes,” IMA J. Numer. Anal., Vol. 12, pp. 319–338.

    Article  MathSciNet  MATH  Google Scholar 

  12. Griffiths, D.F., Stuart, A.M. and Yee, H.C. (1992b), “Numerical Wave Propagation in Hyperbolic Problems with Nonlinear Source Terms,” SIAM J. of Numer. Analy., Vol. 29, pp. 1244–1260.

    Article  MathSciNet  MATH  Google Scholar 

  13. Henderson, R. D., (1999) “Adaptive Spectral Element Methods for Turbulence and Transition, in High-Order Methods for Computational Physics”, T. J. Barth and H. Deconinck, editors. Springer.

    Google Scholar 

  14. Herbert, Th. (1976), Lecture Notes in Physics 59, Springer-Verlag, p 235.

    Article  MATH  ADS  Google Scholar 

  15. Hoppensteadt, F.C. (1993), Analysis and Simulation of Chaotic Systems, Springer-Verlag, New York.

    MATH  Google Scholar 

  16. Kaiktsis, L., Karniadakis, G.E. and Orszag, S.A. (1991), “Onset of Three-Dimensionality, Equilibria, and Early Transition in Flow Over a Backward-Facing Step,” J. Fluid Mech., Vol. 231, pp. 501–528.

    Article  ADS  MATH  Google Scholar 

  17. Kaiktsis, L., Karniadakis, G.E. and Orszag, S.A. (1996), “Unsteadiness and Convective Instabilities in Two-Dimensional Flow Over a Backward-Facing Step,” J. Fluid Mech., Vol. 321, pp. 157–187.

    Article  ADS  MATH  Google Scholar 

  18. Keefe, L., Moin, P. and Kim, J. (1992), “The Dimension of Attractors Underlying Periodic Turbulent Poiseuille Flow,” J. Fluid Mech., Vol. 242, pp. 1–29.

    Article  MathSciNet  ADS  MATH  Google Scholar 

  19. Keefe, L. (1988–1996), unpublished; private communication.

    Google Scholar 

  20. Kim, J., Moin, P. and Moser, R. (1987), “Turbulence statistics in fully developed channel flow at low Reynolds number,” J. Fluid Mech., Vol. 177, pp. 133–166.

    Article  ADS  MATH  Google Scholar 

  21. Keller, H.B. (1977), “Numerical Solution of Bifurcation and Nonlinear Eigenvalue Problems,” Applications of Bifurcation Theory, P.H. Rabinowitz, ed., Academic Press, pp. 359–384.

    Google Scholar 

  22. Lafon, A. and Yee, H.C. (1991), “Dynamical Approach Study of Spurious Steady-State Numerical Solutions for Nonlinear Differential Equations, Part III: The Effects of Nonlinear Source Terms in Reaction-Convection Equations,” NASA Technical Memorandum 103877, July 1991; International J. Comput. Fluid Dyn., Vol. 6, pp. 1–36, 1996.

    Google Scholar 

  23. Lafon, A. and Yee, H.C. (1992), “Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations, Part IV: Stability vs. Numerical Treatment of Nonlinear Source Terms,” ONERA-CERT Technical Report DERAT 45/5005.38, also, International J. Comput. Fluid Dyn., Vol. 6, pp. 89–123, 1996.

    Google Scholar 

  24. LeVeque, R.J. and Yee, H.C. (1990), “A Study of Numerical Methods for Hyperbolic Conservation Laws with Stiff Source Terms,” J. Comput. Phys., Vol. 86, pp. 187–210.

    Article  MathSciNet  ADS  Google Scholar 

  25. Maday, Y. and Patera, A.T., (1989) “Spectral Element Methods for the Navier-Stokes Equations”, State of the Art Survey in Computational Mechanics, A.K. Noor, ed., ASME, New York, pp. 71–143.

    Google Scholar 

  26. Maday, Y., Patera, T. and Rønquist, E.M., (1990) “An operator-integration-factor splitting method for time-dependent problems: Application to incompressible fluid flow. newblock J.Sci.Comput., Vol. 5, pp. 263–292.

    Article  MathSciNet  MATH  Google Scholar 

  27. Minion, M.L. and Brown, D.L., (1997) “Performance of Under-resolved Two-Dimensional Incompressible Flow Simulations II”, J. Comput. Phys. 138, 734–765.

    Article  MATH  ADS  Google Scholar 

  28. Moin, P., and Kim, J. (1982), “Numerical investigation of turbulent channel flow,” J. Fluid Mech., Vol. 118, pp. 341–378.

    Article  ADS  MATH  Google Scholar 

  29. Moore, D.R., Weiss, N.O. and Wilkins, J.M. (1990), “The Reliability of Numerical Experiments: Transitions to Chaos in Thermosolutal Convection,” Nonlinearity, Vol. 3, pp. 997–1014.

    Article  MathSciNet  ADS  MATH  Google Scholar 

  30. Moretti, G. and Abbett, M., (1966), “A Time-Dependent Computational Method for Blunt Body Flows,” AIAA Journal, Vol. 4, pp. 2136–2141.

    Article  MATH  ADS  Google Scholar 

  31. NEKTON User’s Guide, Version 2.8, 1991, Nektonics Inc., Cambridge, MA.

    Google Scholar 

  32. Orszag, S. (1971), “Accurate solution of the Orr-Sommerfeld stability equation,” J. Fluid Mech., Vol. 50, pp. 689–703.

    Article  MATH  ADS  Google Scholar 

  33. Poliashenko, M. and Aidun, C.K. (1995), “Computational Dynamics of Ordinary Differential Equations,” Intern. J. Bifurcation and Chaos, Vol. 5, pp. 159–174.

    Article  MathSciNet  MATH  Google Scholar 

  34. Schreiber, R. and Keller, H.B. (1983), “Spurious Solution in Driven Cavity Calculations,” J. Comput. Phys., Vol. 49, pp. 310–333.

    Article  MathSciNet  ADS  MATH  Google Scholar 

  35. Shroff, G.M. and Keller, H.B. (1993), Stabilisation ofunstable procedures: The RPM, SIAM J. of Numer. Analy., Vol. 30, No. 4, pp. 1099–1120.

    Article  MathSciNet  MATH  Google Scholar 

  36. Shubin, G.R., Stephens, A.B. and Glaz, H.M. (1981), “Steady Shock Tracking and Newton’s Method Applied to One-Dimensional Duct Flow,” J. Comput. Phys., Vol. 39, pp. 364–374.

    Article  ADS  MATH  Google Scholar 

  37. Sjögreen, B. and Yee, H.C., (2000) “Multiresolution Wavelet Based Adaptive Numerical Dissipation Control for Shock-Turbulence Computations”, RIACS Report 01.01, NASA Ames research center (Oct 2000).

    Google Scholar 

  38. Sjögreen, B. and Yee, H.C., (2001) “On Entropy Splitting, Linear and Nonlinear Numerical Dissipations and Long-Time Integrations, Proceedings of the 5th Internat. Conf. on Spectral and High Order Methods, Uppsala, Sweden, June 11–15, 2001.

    Google Scholar 

  39. Spalart, P.R., Moser, R.D. and Rogers, M.M. (1991), “Spectral methods for the Navier-Stokes equations with one infinite and two periodic directions,” J. Comput. Phys., Vol. 96, p297.

    Article  MathSciNet  ADS  MATH  Google Scholar 

  40. Stephens, A.B. and Shubin, G.R. (1981) “Multiple Solutions and Bifurcation of Finite Difference Approximations to Some Steady Problems of Fluid Dynamics,” SIAM J. Sci. Statist Comput., Vol. 2, pp. 404–415.

    Article  MathSciNet  MATH  Google Scholar 

  41. Sweby, P.K. and Yee, H.C. (1994), “On the Dynamics of Some Grid Adaptation Schemes,” Proceedings of the 4th International Conference on Numerical Grid Generation in CFD and Related Fields, University College of Swansea, UK, also RIACS Technical Report 94.02, Feb. 1994.

    Google Scholar 

  42. Sweby, P.K., Lafon, A. and Yee, H.C. (1995), “On the Dynamics of Computing a Chemically Relaxed Nonequilibrium Flow,” presented at the ICFD Conference on Numerical Methods for Fluid Dynamics, April 3–6, 1995, Oxford, UK.

    Google Scholar 

  43. Thompson, J.M.T. and Stewart, H.B. (1986), Nonlinear Dynamics and Chaos, John Wiley, New York.

    MATH  Google Scholar 

  44. Torczynski, J.R. (1993), “A Grid Refinement Study of Two-Dimensional Transient Flow Over a Backward-Facing Step Using a Spectral-Element Method,” FED-Vol. 149, Separated Flows, ASME 1993, J.C. Dutton and L.P. Purtell, editors.

    Google Scholar 

  45. Yee, H.C., Sweby, P.K. and Griffiths, D.F. (1991), “Dynamical Approach Study of Spurious Steady-State Numerical Solutions for Nonlinear Differential Equations, Part I: The Dynamics of Time Discretizations and Its Implications for Algorithm Development in Computational Fluid Dynamics,” NASA TM-102820, April 1990; J. Comput. Phys., Vol. 97, pp. 249–310.

    Google Scholar 

  46. Yee, H.C. and Sweby, P.K. (1992), “Dynamical Approach Study of Spurious Steady-State Numerical Solutions for Nonlinear Differential Equations, Part II: Global Asymptotic Behavior of Time Discretizations,” RNR-92-008, March 1992, NASA Ames Research Center; also International J. Comput. Fluid Dyn., Vol. 4, pp. 219–283, 1995.

    Google Scholar 

  47. Yee, H.C. and Sweby, P.K. (1993), “Global Asymptotic Behavior of Iterative Implicit Schemes,” RIACS Technical Report 93.11, December 1993, NASA Ames Research Center, also Intern. J. Bifurcation & Chaos, Vol. 4, pp. 1579–1611.

    Google Scholar 

  48. Yee, H.C. and Sweby, P.K. (1995), “On Super-Stable Implicit Methods and Time-Marching Approaches,” RIACS Technical Report 95.12, NASA Ames Research Center, July 1995; also, Proceedings of the Conference on Numerical Methods for Euler and Navier-Stokes Equations, Sept. 14–16, 1995, University of Montreal, Canada; International J. Comput. Fluid Dyn. Vol. 8, pp. 265–286, 1997.

    Google Scholar 

  49. Yee, H.C. and Sweby, P.K. (1996), “Some Aspects of Numerical Uncertainties in Time Marching to Steady-State Computations,” AIAA-96-2052, 27th AIAA Fluid Dynamics Conference, June 18–20, 1996, New Orleans, LA., AIAA J., Vol. 36, No. 5, pp. 712–724, 1998

    Article  ADS  Google Scholar 

  50. Yee, H.C., Torczynski, J.R., Morton, S.A., Visbal, M.R. and Sweby, P.K. (1997), “On Spurious Behavior of CFD Simulations,” AIAA 97-1869, Proceedings of the 13th AIAA Computational Fluid Dynamics Conference, June 29–July 2, 1997, Snowmass, CO.; also International J. Num. Meth. Fluids, Vol. 30, pp. 675–711, 1999.

    Google Scholar 

  51. Yee, H.C. and Sweby, P.K. (1997), “Dynamics of Numerics & Spurious Behaviors in CFD Computations,” Keynote paper, 7th ISCFD Conference, Sept. 15–19, 1997, Beijing, China, RIACS Technical Report 97.06, June 1997.

    Google Scholar 

  52. Yee, H.C., Sandham, N.D. and Djomehri, M.J., (1999) “Low Dissipative High Order Shock-Capturing Methods Using Characteristic-Based Filters”, J. Comput. Phys., 150 199–238.

    Article  MathSciNet  ADS  MATH  Google Scholar 

  53. Yee, H.C., Vinokur, M. and Djomehri, M.J., (1999) “Entropy Splitting and Numerical Dissipation,” NASA Technical Memorandum 208793, August, 1999, NASA Ames Research Center; J. Comput. Phys., 162, 33 (2000).

    Google Scholar 

  54. Yee, H.C. and Sjögreen, B., (2001a) “Adaptive Numerical-Dissipation/Filter Controls for High Order Numerical Methods,” Proceedings of the 3rd International Conference on DNS/LES, Arlington, Texas, August 4–9, 2001.

    Google Scholar 

  55. Yee, H.C. and Sjögreen, B., (2001b) “Designing Adaptive Low Dissipative High Order Schemes for Long-Time Integrations,” Turbulent Flow Computation, (Eds. D. Drikakis & B. Geurts), Kluwer Academic Publisher; also RIACS Technical Report, Dec. 2001.

    Google Scholar 

Download references

Author information

Authors and Affiliations

Authors

Editor information

Editors and Affiliations

Rights and permissions

Reprints and permissions

Copyright information

© 2004 Kluwer Academic Publishers

About this chapter

Cite this chapter

Yee, H.C. (2004). Building Blocks for Reliable Complex Nonlinear Numerical Simulations. In: Drikakis, D., Geurts, B. (eds) Turbulent Flow Computation. Fluid Mechanics and Its Applications, vol 66. Springer, Dordrecht. https://doi.org/10.1007/0-306-48421-8_6

Download citation

  • DOI: https://doi.org/10.1007/0-306-48421-8_6

  • Publisher Name: Springer, Dordrecht

  • Print ISBN: 978-1-4020-0523-7

  • Online ISBN: 978-0-306-48421-6

  • eBook Packages: Springer Book Archive

Publish with us

Policies and ethics