Stochastic Approaches to Uncertainty Quantification in CFD Simulations

This paper discusses two stochastic approaches to computing the propagation of uncertainty in numerical simulations: polynomial chaos and stochastic collocation. Chebyshev polynomials are used in both cases for the conventional, deterministic portion of the discretization in physical space. For the stochastic parameters, polynomial chaos utilizes a Galerkin approximation based upon expansions in Hermite polynomials, whereas stochastic collocation rests upon a novel transformation between the stochastic space and an artificial space. In our present implementation of stochastic collocation, Legendre interpolating polynomials are employed. These methods are discussed in the specific context of a quasi-one-dimensional nozzle flow with uncertainty in inlet conditions and nozzle shape. It is shown that both stochastic approaches efficiently handle uncertainty propagation. Furthermore, these approaches enable computation of statistical moments of arbitrary order in a much more effective way than other usual techniques such as the Monte Carlo simulation or perturbation methods. The numerical results indicate that the stochastic collocation method is substantially more efficient than the full Galerkin, polynomial chaos method. Moreover, the stochastic collocation method extends readily to highly nonlinear equations. An important application is to the stochastic Riemann problem, which is of particular interest for spectral discontinuous Galerkin methods.     

Stochastic approaches to uncertainty quantification in CFD simulations

This paper discusses two stochastic approaches to computing the propagation of uncertainty in numerical simulations: polynomial chaos and stochastic collocation. Chebyshev polynomials are used in both cases for the conventional, deterministic portion of the discretization in physical space. For the stochastic parameters, polynomial chaos utilizes a Galerkin approximation based upon expansions in Hermite polynomials, whereas stochastic collocation rests upon a novel transformation between the stochastic space and an artificial space. In our present implementation of stochastic collocation, Legendre interpolating polynomials are employed. These methods are discussed in the specific context of a quasi-one-dimensional nozzle flow with uncertainty in inlet conditions and nozzle shape. It is shown that both stochastic approaches efficiently handle uncertainty propagation. Furthermore, these approaches enable computation of statistical moments of arbitrary order in a much more effective way than other usual techniques such as the Monte Carlo simulation or perturbation methods. The numerical results indicate that the stochastic collocation method is substantially more efficient than the full Galerkin, polynomial chaos method. Moreover, the stochastic collocation method extends readily to highly nonlinear equations. An important application is to the stochastic Riemann problem, which is of particular interest for spectral discontinuous Galerkin methods.     

Efficient boundary element methods for three-dimensional exterior viscous flows

An efficient numerical algorithm for partial differential equations in complicated three-dimensional (3-D) geometries is developed in case of exterior viscous flows. The algorithm essentially consists of a boundary element method, where the resulting algebraic system is solved with a multigrid procedure. Our investigation covers and exact mathematical foundation, a detailed analysis of the discretization error, and some numerical tests with reasonable physical examples.     

Stability and convergence of optimum spectral non‐linear Galerkin methods

Our objective in this article is to present some numerical schemes for the approximation of the 2‐D Navier–Stokes equations with periodic boundary conditions, and to study the stability and convergence of the schemes. Spatial discretization can be performed by either the spectral Galerkin method or the optimum spectral non‐linear Galerkin method; time discretization is done by the Euler scheme and a two‐step scheme. Our results show that under the same convergence rate the optimum spectral non‐linear Galerkin method is superior to the usual Galerkin methods. Finally, numerical example is provided and supports our results. Copyright © 2001 John Wiley & Sons, Ltd.     

Approximate deconvolution boundary conditions for large eddy simulation

We introduce new boundary conditions for large eddy simulation. These boundary conditions are based on an approximate deconvolution approach. They are computationally efficient and general, which makes them appropriate for the numerical simulation of turbulent flows with time-dependent boundary conditions. Numerical results are presented to demonstrate the new boundary conditions in a simplified linear setting.     

Bernstein modal basis: Application to the spectral Petrov‐Galerkin method for fractional partial differential equations

In the spectral Petrov‐Galerkin methods, the trial and test functions are required to satisfy particular boundary conditions. By a suitable linear combination of orthogonal polynomials, a basis, that is called the modal basis, is obtained. In this paper, we extend this idea to the nonorthogonal dual Bernstein polynomials. A compact general formula is derived for the modal basis functions based on dual Bernstein polynomials. Then, we present a Bernstein‐spectral Petrov‐Galerkin method for a class of time fractional partial differential equations with Caputo derivative. It is shown that the method leads to banded sparse linear systems for problems with constant coefficients. Some numerical examples are provided to show the efficiency and the spectral accuracy of the method.     

Stokes' first problem for a Newtonian fluid in a non‐Darcian porous half‐space using a Laguerre–Galerkin method

A Laguerre–Galerkin method is proposed and analysed for the Stokes' first problem of a Newtonian fluid in a non‐Darcian porous half‐space on a semi‐infinite interval. It is well known that Stokes' first problem has a jump discontinuity on boundary which is the main obstacle in numerical methods. By reformulating this equation with suitable functional transforms, it is shown that the Laguerre–Galerkin approximations are convergent on a semi‐infinite interval with spectral accuracy. An efficient and accurate algorithm based on the Laguerre–Galerkin approximations of the transformed equations is developed and implemented. Numerical results indicating the high accuracy and effectiveness of this algorithm are presented. Copyright © 2007 John Wiley & Sons, Ltd.     

Implicit finite element schemes for stationary compressible particle-laden gas flows

The derivation of macroscopic models for particle-laden gas flows is reviewed. Semi-implicit and Newton-like finite element methods are developed for the stationary two-fluid model governing compressible particle-laden gas flows. The Galerkin discretization of the inviscid fluxes is potentially oscillatory and unstable. To suppress numerical oscillations, the spatial discretization is performed by a high-resolution finite element scheme based on algebraic flux correction. A multidimensional limiter of TVD type is employed. An important goal is the efficient computation of stationary solutions in a wide range of Mach numbers. This is a challenging task due to oscillatory correction factors associated with TVD-type flux limiters and the additional strong nonlinearity caused by interfacial coupling terms. A semi-implicit scheme is derived by a time-lagged linearization of the nonlinear residual, and a Newton-like method is obtained in the limit of infinite CFL numbers. The original Jacobian is replaced by a low-order approximation. Special emphasis is laid on the numerical treatment of weakly imposed boundary conditions. It is shown that the proposed approach offers unconditional stability and faster convergence rates for increasing CFL numbers. The strongly coupled solver is compared to operator splitting techniques, which are shown to be less robust.     

Discontinuous Galerkin derivative operators with applications to second‐order elliptic problems and stability

A discontinuous Galerkin (DG) finite‐element interior calculus is used as a common framework to describe various DG approximation methods for second‐order elliptic problems. Using the framework, symmetric interior‐penalty methods, local discontinuous Galerkin methods, and dual‐wind discontinuous Galerkin methods will be compared by expressing all of the methods in primal form. The penalty‐free nature of the dual‐wind discontinuous Galerkin method will be both motivated and used to better understand the analytic properties of the various DG methods. Consideration will be given to Neumann boundary conditions with numerical experiments that support the theoretical results. Many norm equivalencies will be derived laying the foundation for applying dual‐winding techniques to other problems. Copyright © 2015 John Wiley & Sons, Ltd.     

Three-point finite-difference schemes, Padé and the spectral Galerkin method. I. One-sided impedance approximation

A method for calculating special grid placement for three-point schemes which yields exponential superconvergence of the Neumann to Dirichlet map has been suggested earlier. Here we show that such a grid placement can yield impedance which is equivalent to that of a spectral Galerkin method, or more generally to that of a spectral Galerkin-Petrov method. In fact we show that for every stable Galerkin-Petrov method there is a three-point scheme which yields the same solution at the boundary. We discuss the application of this result to partial differential equations and give numerical examples. We also show equivalence at one corner of a two-dimensional optimal grid with a spectral Galerkin method.

     

Numerical simulation of a modified KdV equation on the whole real axis

The numerical simulation of the solution to a modified KdV equation on the whole real axis is considered in this paper. Based on the work of Fokas (Comm Pure Appl Math 58(5):639–670, 2005), a kind of exact nonreflecting boundary conditions which are suitable for numerical purposes are presented with the inverse scattering theory. With these boundary conditions imposed on the artificially introduced boundary points, a reduced problem defined on a finite computational interval is formulated. The discretization of the nonreflecting boundary conditions is studied in detail, and a dual-Petrov–Galerkin spectral method is proposed for the numerical solution to the reduced problem. Some numerical tests are given, which validate the effectiveness, and suggest the stability of the proposed scheme.Supported by the National Natural Science Foundation of China under Grant No. 10401020, the Alexander von Humboldt Foundation, and the Key Project of China High Performance Scientific Computation Research.     

Simulation of Premixed Turbulent Combustion in a Gas Engine using the Immersed Boundary Method and a Level Set Flame Model

An efficient simulation approach for turbulent flame brush propagation is a level set formulation closed by the turbulent flame speed. A formulation of the level set equation with the corresponding treatment of the turbulent mass burning rate that is compatible with standard Finite Volume discretization schemes available in computational fluid dynamics codes is employed. In order to simplify and to speed up the meshing process in complicated geometries (here in gas engines) the immersed boundary method in a continuous formulation, where the forces replacing the boundaries are introduced in the momentum conservation equations before discretization, is employed. In our contribution, aspects of the numerical implementation of the level set flame model combined with the immersed boundary formulation in OpenFOAM are presented. First representative simulation results of a homogeneous methane/air mixture combustion in a simplified engine geometry are shown. (© 2014 Wiley-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Numerical comparison of three stochastic methods for nonlinear PN junction problems

We apply the Monte Carlo, stochastic Galerkin, and stochastic collocation methods to solving the drift-diffusion equations coupled with the Poisson equation arising in semiconductor devices with random rough surfaces. Instead of dividing the rough surface into slices, we use stochastic mapping to transform the original deterministic equations in a random domain into stochastic equations in the corresponding deterministic domain. A finite element discretization with the help of AFEPack is applied to the physical space, and the equations obtained are solved by the approximate Newton iterative method. Comparison of the three stochastic methods through numerical experiment on different PN junctions are given. The numerical results show that, for such a complicated nonlinear problem, the stochastic Galerkin method has no obvious advantages on efficiency except accuracy over the other two methods, and the stochastic collocation method combines the accuracy of the stochastic Galerkin method and the easy implementation of the Monte Carlo method.     

Dynamics of regularized cavity flow at high Reynolds numbers

A numerical simulation of the unsteady incompressible flows in the unit cavity is performed by using a Chebychev-Tau approximation for the space variables. The high accuracy of the spectral methods and the condensed distribution of the Chebychev-collocation points near the boundary enable us to obtain reliable results for high Reynolds numbers with a moderate number of modes. It is found that a stationary solution always exists for Reynolds numbers up to 10000. For Reynolds numbers larger than a critical value which is between 10000 and 12000, no more steady solution is found, instead, there is a persistent oscillation indicating a Hopf bifurcation.     

Wavelets collocation methods for the numerical solution of elliptic BV problems

Based on collocation with Haar and Legendre wavelets, two efficient and new numerical methods are being proposed for the numerical solution of elliptic partial differential equations having oscillatory and non-oscillatory behavior. The present methods are developed in two stages. In the initial stage, they are developed for Haar wavelets. In order to obtain higher accuracy, Haar wavelets are replaced by Legendre wavelets at the second stage. A comparative analysis of the performance of Haar wavelets collocation method and Legendre wavelets collocation method is carried out. In addition to this, comparative studies of performance of Legendre wavelets collocation method and quadratic spline collocation method, and meshless methods and Sinc–Galerkin method are also done. The analysis indicates that there is a higher accuracy obtained by Legendre wavelets decomposition, which is in the form of a multi-resolution analysis of the function. The solution is first found on the coarse grid points, and then it is refined by obtaining higher accuracy with help of increasing the level of wavelets. The accurate implementation of the classical numerical methods on Neumann’s boundary conditions has been found to involve some difficulty. It has been shown here that the present methods can be easily implemented on Neumann’s boundary conditions and the results obtained are accurate; the present methods, thus, have a clear advantage over the classical numerical methods. A distinct feature of the proposed methods is their simple applicability for a variety of boundary conditions. Numerical order of convergence of the proposed methods is calculated. The results of numerical tests show better accuracy of the proposed method based on Legendre wavelets for a variety of benchmark problems.     

On an implicit particle method for simulation of forming processes

Task is the simulation of forming processes using particle methods. We implemented some mesh-free methods (the element free Galerkin method [1] and others) and the finite element method in one programme system which permits a direct comparison. For the mesh-free methods a moving least squares approximation is applied. The shape functions are not zero or one at the nodes, thus essential boundary conditions cannot be imposed directly [2]. We use a penalty method to enforce essential boundary conditions and contact conditions. The contact algorithm (normal contact of nodes to C¹-continuous surfaces) is checked by means of the element free Galerkin method and the FEM on the basis of numerical examples which deal with forming processes. (© 2005 WILEY-VCH Verlag GmbH & Co. KGaA, Weinheim)     

Large deformation analysis of a gel using the complex variable element-free Galerkin method

Deformation of a gel is a complicated multiphysical process involving the diffusion of solvent and the mechanical stretching of polymeric networks. This process leads to a mechanical and diffusional equilibrium after a certain period of evolution. Here we present a large deformation analysis of a gel in the equilibrium state under environmental triggers using the complex variable element-free Galerkin (CVEFG) method. The work mainly addresses the numerical challenges encountered while a gel in contact with a solvent deforms only with the geometric constraints but without any force boundary conditions (implying that the force column in the final standard algebraic equations equals zero) and emphasizes the implementation of a different CVEFG approach. The material model is based on the work of Hong et al. (2008) and incorporates our previous efforts in the numerical implementation. The discretized equation system is derived from the complex variable moving least squares approximation and the Galerkin method. The essential boundary conditions are imposed through the penalty method. The proposed approach is verified by the simulation of the swelling-induced large deformation and surface instability of a confined single gel layer.     

Positivity-Preserving Runge-Kutta Discontinuous Galerkin Method on Adaptive Cartesian Grid for Strong Moving Shock

In order to suppress the failure of preserving positivity of density or pressure, a positivity-preserving limiter technique coupled with $h$-adaptive Runge-Kutta discontinuous Galerkin (RKDG) method is developed in this paper. Such a method is implemented to simulate flows with the large Mach number, strong shock/obstacle interactions and shock diffractions. The Cartesian grid with ghost cell immersed boundary method for arbitrarily complex geometries is also presented. This approach directly uses the cell solution polynomial of DG finite element space as the interpolation formula. The method is validated by the well documented test examples involving unsteady compressible flows through complex bodies over a large Mach numbers. The numerical results demonstrate the robustness and the versatility of the proposed approach.     

AN ARTIFICIAL BOUNDARY CONDITION FOR THE INCOMPRESSIBLE VISCOUS FLOWS IN A NO-SLIP CHANNEL

1.IntroductionWhencomputingthenumericals0luti0nsofviscousfluidfl0wproblemsinallun-boundedd0main,0neoftenintroducesartificialboundaries,andsetsupanartificialbopundarycondition0nthem;thenthe0riginalproblemisreducedtoaproblemonab0undedc0mputationald0main.InordertoIimitthecomputatio11alcost,theseboundariesmustnotbet00farfromthedomainofinterest.Theref0re,theartificialboundaryc0nditi0nsmustbegoodapprotimationt0the"exact"boundaryconditions(sothatthes0lutionoftheproblemintheboundeddonlainisequaltothes…     

One-step Taylor–Galerkin methods for convection–diffusion problems

Third and fourth order Taylor–Galerkin schemes have shown to be efficient finite element schemes for the numerical simulation of time-dependent convective transport problems. By contrast, the application of higher-order Taylor–Galerkin schemes to mixed problems describing transient transport by both convection and diffusion appears to be much more difficult. In this paper we develop two new Taylor–Galerkin schemes maintaining the accuracy properties and improving the stability restrictions in convection–diffusion. We also present an efficient algorithm for solving the resulting system of the finite element method. Finally we present two numerical simulations that confirm the properties of the methods.