Reduced‐order modelling of an adaptive mesh ocean model

A novel proper orthogonal decomposition (POD) model has been developed for use with an advanced unstructured mesh finite‐element ocean model, the Imperial College Ocean Model (ICOM, described in detail below), which includes many recent developments in ocean modelling and numerical analysis. The advantages of the POD model developed here over existing POD approaches are the ability:

• 1. To increase accuracy when representing geostrophic balance (the balance between the Coriolis terms and the pressure gradient). This is achieved through the use of two sets of geostrophic basis functions where each one is calculated by basis functions for velocities u and v.
• 2. To speed up the POD simulation. To achieve this a new numerical technique is introduced, whereby a time‐dependent matrix in the discretized equation is rapidly constructed from a series of time‐independent matrices. This development imparts considerable efficiency gains over the often‐used alternative of calculating each finite element over the computational domain at each time level.
• 3. To use dynamically adaptive meshes in the above POD model.

Copyright © 2008 John Wiley & Sons, Ltd.     

High‐order discontinuous Galerkin nonlocal transport and energy equations scheme for radiation hydrodynamics

The nonlocal theory of the radiative energy transport in laser‐heated plasmas of arbitrary ratio of the characteristic inhomogeneity scale length to the photon mean free paths is applied to define the closure relations of a hydrodynamic system. The corresponding transport phenomena cannot be described accurately using the Chapman–Enskog approach, that is, with the usual fluid approach dealing only with local values and derivatives. Thus, we directly solve the photon transport equation allowing one to take into account the effect of long‐range photon transport. The proposed approach is based on the Bhatnagar–Gross–Krook collision operator using the photon mean free path as a unique parameter. Such an approach delivers a calculation efficiency and an inherent coupling of radiation to the fluid plasma parameters in an implicit way and directly incorporates nonequilibrium physics present under the condition of intense laser energy deposition due to inverse bremsstrahlung. In combination with a higher order discontinuous Galerkin scheme of the transport equation, the solution obeys both limiting cases, that is, the local diffusion asymptotic usually present in radiation hydrodynamics models and the collisionless transport asymptotic of free‐streaming photons. In other words, we can analyze the radiation transport closure for radiation hydrodynamics and how it behaves when deviating from the conditions of validity of Chapman–Enskog method, which is demonstrated in the case of exact steady transport and approximate multigroup diffusion numerical tests. As an application, we present simulation results of intense laser‐target interaction, where the radiative energy transport is controlled by the mean free path of photons. Copyright © 2016 John Wiley & Sons, Ltd.     

Multi‐material closure model for high‐order finite element Lagrangian hydrodynamics

We present a new closure model for single fluid, multi‐material Lagrangian hydrodynamics and its application to high‐order finite element discretizations of these equations 1 . The model is general with respect to the number of materials, dimension and space and time discretizations. Knowledge about exact material interfaces is not required. Material indicator functions are evolved by a closure computation at each quadrature point of mixed cells, which can be viewed as a high‐order variational generalization of the method of Tipton 2 . This computation is defined by the notion of partial non‐instantaneous pressure equilibration, while the full pressure equilibration is achieved by both the closure model and the hydrodynamic motion. Exchange of internal energy between materials is derived through entropy considerations, that is, every material produces positive entropy, and the total entropy production is maximized in compression and minimized in expansion. Results are presented for standard one‐dimensional two‐material problems, followed by two‐dimensional and three‐dimensional multi‐material high‐velocity impact arbitrary Lagrangian–Eulerian calculations. Published 2016. This article is a U.S. Government work and is in the public domain in the USA.     

A high‐order alternating direction implicit method for the unsteady convection‐dominated diffusion problem

A high‐order alternating direction implicit (ADI) method for solving the unsteady convection‐dominated diffusion equation is developed. The fourth‐order Padé scheme is used for the discretization of the convection terms, while the second‐order Padé scheme is used for the diffusion terms. The Crank–Nicolson scheme and ADI factorization are applied for time integration. After ADI factorization, the two‐dimensional problem becomes a sequence of one‐dimensional problems. The solution procedure consists of multiple use of a one‐dimensional tridiagonal matrix algorithm that produces a computationally cost‐effective solver. Von Neumann stability analysis is performed to show that the method is unconditionally stable. An unsteady two‐dimensional problem concerning convection‐dominated propagation of a Gaussian pulse is studied to test its numerical accuracy and compare it to other high‐order ADI methods. The results show that the overall numerical accuracy can reach third or fourth order for the convection‐dominated diffusion equation depending on the magnitude of diffusivity, while the computational cost is much lower than other high‐order numerical methods. Copyright © 2011 John Wiley & Sons, Ltd.     

An efficient goal‐based reduced order model approach for targeted adaptive observations

An efficient adjoint sensitivity technique for optimally collecting targeted observations is presented. The targeting technique incorporates dynamical information from the numerical model predictions to identify when, where and what types of observations would provide the greatest improvement to specific model forecasts at a future time. A functional (goal) is defined to measure what is considered important in modelling problems. The adjoint sensitivity technique is used to identify the impact of observations on the predictive accuracy of the functional, then placing the sensors at the locations with high impacts. The adaptive (goal) observation technique developed here has the following features: (i) over existing targeted observation techniques, its novelty lies in that the interpolation error of numerical results is introduced to the functional (goal), which ensures the measurements are a distance apart; (ii) the use of proper orthogonal decomposition (POD) and reduced order modelling for both the forward and backward simulations, thus reducing the computational cost; and (iii) the use of unstructured meshes. The targeted adaptive observation technique is developed here within an unstructured mesh finite element model (Fluidity). In this work, a POD reduced order modelling is used to form the reduced order forward model by projecting the original complex model from a high dimensional space onto a reduced order space. The reduced order adjoint model is then constructed directly from the reduced order forward model. This efficient adaptive observation technique has been validated with two test cases: a model of an ocean gyre and a model of 2D urban street canyon flows. Copyright © 2016 John Wiley & Sons, Ltd.     

Monotonicity in high‐order curvilinear finite element arbitrary Lagrangian–Eulerian remap

The remap phase in arbitrary Lagrangian–Eulerian (ALE) hydrodynamics involves the transfer of field quantities defined on a post‐Lagrangian mesh to some new mesh, usually generated by a mesh optimization algorithm. This problem is often posed in terms of transporting (or advecting) some state variable from the old mesh to the new mesh over a fictitious time interval. It is imperative that this remap process be monotonic, that is, not generate any new extrema in the field variables. It is well known that the only linear methods that are guaranteed to be monotonic for such problems are first‐order accurate; however, much work has been performed in developing non‐linear methods, which blend both high and low (first) order solutions to achieve monotonicity and preserve high‐order accuracy when the field is sufficiently smooth. In this paper, we present a set of methods for enforcing monotonicity targeting high‐order discontinuous Galerkin methods for advection equations in the context of high‐order curvilinear ALE hydrodynamics. Published 2014. This article is a U.S. Government work and is in the public domain in the USA.     

The partition‐of‐unity method for linear diffusion and convection problems: accuracy,stabilization and multiscale interpretation

We investigate the effectiveness of the partition‐of‐unity method (PUM) for convection–diffusion problems. We show that for the linear diffusion equation, an exponential enrichment function based on an approximation of the analytic solution leads to improved accuracy compared to the standard finite‐element method. It is illustrated that this approach can be more efficient than using polynomial enrichment to increase the order of the scheme. We argue that the PUM enrichment, can be interpreted as a subgrid‐scale model in a multiscale framework, and that the choice of enrichment function has consequences for the stabilization properties of the method. The exponential enrichment is shown to function as a near optimal subgrid‐scale model for linear convection. Copyright © 2003 John Wiley & Sons, Ltd.     

The third‐order polynomial method for two‐dimensional convection and diffusion

Using the upstream polynomial approximation a series of accurate two‐dimensional explicit numerical schemes is developed for the solution of the convection–diffusion equation. A third‐order polynomial approximation (TOP) of the convection term and a consistent second‐order approximation of the diffusion term are combined in a single‐step flux‐difference algorithm. Stability analysis confirms that the TOP‐12 scheme satisfies the CFL condition for two dimensions. Using smaller and narrower flux stencils compared to algorithms of similar accuracy, the TOP‐12 scheme is more efficient in terms of computations per single node. Numerical tests and comparison with other well‐known algorithms show a high performance of the developed schemes. Copyright © 2003 John Wiley & Sons, Ltd.     

Efficient approximation of Sparse Jacobians for time‐implicit reduced order models

This paper introduces a sparse matrix discrete interpolation method to effectively compute matrix approximations in the reduced order modeling framework. The sparse algorithm developed herein relies on the discrete empirical interpolation method and uses only samples of the nonzero entries of the matrix series. The proposed approach can approximate very large matrices, unlike the current matrix discrete empirical interpolation method, which is limited by its large computational memory requirements. The empirical interpolation indices obtained by the sparse algorithm slightly differ from the ones computed by the matrix discrete empirical interpolation method as a consequence of the singular vectors round‐off errors introduced by the economy or full singular value decomposition (SVD) algorithms when applied to the full matrix snapshots. When appropriately padded with zeros, the economy SVD factorization of the nonzero elements of the snapshots matrix is a valid economy SVD for the full snapshots matrix. Numerical experiments are performed with the 1D Burgers and 2D shallow water equations test problems where the quadratic reduced nonlinearities are computed via tensorial calculus. The sparse matrix approximation strategy is compared against five existing methods for computing reduced Jacobians: (i) matrix discrete empirical interpolation method, (ii) discrete empirical interpolation method, (iii) tensorial calculus, (iv) full Jacobian projection onto the reduced basis subspace, and (v) directional derivatives of the model along the reduced basis functions. The sparse matrix method outperforms all other algorithms. The use of traditional matrix discrete empirical interpolation method is not possible for very large dimensions because of its excessive memory requirements. Copyright © 2016 John Wiley & Sons, Ltd.     

The independent set perturbation adjoint method: A new method of differentiating mesh‐based fluids models

A new scheme for differentiating complex mesh‐based numerical models (e.g. finite element models), the Independent Set Perturbation Adjoint method (ISP‐Adjoint), is presented. Differentiation of the matrices and source terms making up the discrete forward model is realized by a graph coloring approach (forming independent sets of variables) combined with a perturbation method to obtain gradients in numerical discretizations. This information is then convolved with the ‘mathematical adjoint’, which uses the transpose matrix of the discrete forward model. The adjoint code is simple to implement even with complex governing equations, discretization methods and non‐linear parameterizations. Importantly, the adjoint code is independent of the implementation of the forward code. This greatly reduces the effort required to implement the adjoint model and maintain it as the forward model continues to be developed; as compared with more traditional approaches such as applying automatic differentiation tools. The approach can be readily extended to reduced‐order models. The method is applied to a one‐dimensional Burgers' equation problem, with a highly non‐linear high‐resolution discretization method, and to a two‐dimensional, non‐linear, reduced‐order model of an idealized ocean gyre. Copyright © 2010 John Wiley & Sons, Ltd.     

Explicit reduced‐order models for the stabilized finite element approximation of the incompressible Navier–Stokes equations

In this paper, we present an explicit formulation for reduced‐order models of the stabilized finite element approximation of the incompressible Navier–Stokes equations. The basic idea is to build a reduced‐order model based on a proper orthogonal decomposition and a Galerkin projection and treat all the terms in an explicit way in the time integration scheme, including the pressure. This is possible because the reduced model snapshots do already fulfill the continuity equation. The pressure field is automatically recovered from the reduced‐order basis and solution coefficients. The main advantage of this explicit treatment of the incompressible Navier–Stokes equations is that it allows for the easy use of hyper‐reduced order models, because only the right‐hand side vector needs to be recovered by means of a gappy data reconstruction procedure. A method for choosing the optimal set of sampling points at the discrete level in the gappy procedure is also presented. Numerical examples show the performance of the proposed strategy. Copyright © 2013 John Wiley & Sons, Ltd.     

A POD reduced‐order 4D‐Var adaptive mesh ocean modelling approach

Inflow and outflow boundary conditions are essential for the application of computational fluid dynamics to many engineering scenarios. In this paper we present a new boundary condition implementation that enables the simulation of flow through permeable boundaries in the Lagrangian mesh‐free method, smoothed particle hydrodynamics (SPH). Each permeable boundary is associated with an inflow or outflow zone outside the domain, in which particles are created or removed as required. The analytic boundary condition is applied by prescribing the appropriate variables for particles in an inflow or outflow zone, and extrapolating other variables from within the domain. Characteristic‐based non‐reflecting boundary conditions, described in the literature for mesh‐based methods, can be implemented within this framework. Results are presented for simple one‐dimensional flows, quasi‐one‐dimensional compressible nozzle flow, and two‐dimensional flow around a cylinder at Reynolds numbers of 40 and 100 and a Mach number of 0.1. These results establish the capability of SPH to model flows through open domains, opening a broad new class of applications. Copyright © 2008 John Wiley & Sons, Ltd.     

Fourth‐order exponential finite difference methods for boundary value problems of convective diffusion type

Methods based on exponential finite difference approximations of h⁴ accuracy are developed to solve one and two‐dimensional convection–diffusion type differential equations with constant and variable convection coefficients. In the one‐dimensional case, the numerical scheme developed uses three points. For the two‐dimensional case, even though nine points are used, the successive line overrelaxation approach with alternating direction implicit procedure enables us to deal with tri‐diagonal systems. The methods are applied on a number of linear and non‐linear problems, mostly with large first derivative terms, in particular, fluid flow problems with boundary layers. Better accuracy is obtained in all the problems, compared with the available results in the literature. Application of an exponential scheme with a non‐uniform mesh is also illustrated. The h⁴ accuracy of the schemes is also computationally demonstrated. Copyright © 2001 John Wiley & Sons, Ltd.     

A high‐order fully explicit flux‐form semi‐Lagrangian shallow‐water model

A new approach is proposed for constructing a fully explicit third‐order mass‐conservative semi‐Lagrangian scheme for simulating the shallow‐water equations on an equiangular cubed‐sphere grid. State variables are staggered with velocity components stored pointwise at nodal points and mass variables stored as element averages. In order to advance the state variables in time, we first apply an explicit multi‐step time‐stepping scheme to update the velocity components and then use a semi‐Lagrangian advection scheme to update the height field and tracer variables. This procedure is chosen to ensure consistency between dry air mass and tracers, which is particularly important in many atmospheric chemistry applications. The resulting scheme is shown to be competitive with many existing numerical methods on a suite of standard test cases and demonstrates slightly improved performance over other high‐order finite‐volume models. Copyright © 2014 John Wiley & Sons, Ltd.     

Principal interval decomposition framework for POD reduced‐order modeling of convective Boussinesq flows

A principal interval decomposition (PID) approach is presented for the reduced‐order modeling of unsteady Boussinesq equations. The PID method optimizes the lengths of the time windows over which proper orthogonal decomposition (POD) is performed and can be highly effective in building reduced‐order models for convective problems. The performance of these POD models with and without using the PID approach is investigated by applying these methods to the unsteady lock‐exchange flow problem. This benchmark problem exhibits a strong shear flow induced by a temperature jump and results in the Kelvin–Helmholtz instability. This problem is considered a challenging benchmark problem for the development of reduced‐order models. The reference solutions are obtained by direct numerical simulations of the vorticity and temperature transport equations using a compact fourth‐order‐accurate scheme. We compare the accuracy of reduced‐order models developed with different numbers of POD basis functions and different numbers of principal intervals. A linear interpolation model is constructed to obtain basis functions when varying physical parameters. The predictive performance of our models is then analyzed over a wide range of Reynolds numbers. It is shown that the PID approach provides a significant improvement in accuracy over the standard Galerkin POD reduced‐order model. This numerical assessment of the PID shows that it may represent a reliable model reduction tool for convection‐dominated, unsteady‐flow problems. Copyright © 2015 John Wiley & Sons, Ltd.     

A hybrid Padé ADI scheme of higher‐order for convection–diffusion problems

A high‐order Padé alternating direction implicit (ADI) scheme is proposed for solving unsteady convection–diffusion problems. The scheme employs standard high‐order Padé approximations for spatial first and second derivatives in the convection‐diffusion equation. Linear multistep (LM) methods combined with the approximate factorization introduced by Beam and Warming (J. Comput. Phys. 1976; 22 : 87–110) are applied for the time integration. The approximate factorization imposes a second‐order temporal accuracy limitation on the ADI scheme independent of the accuracy of the LM method chosen for the time integration. To achieve a higher‐order temporal accuracy, we introduce a correction term that reduces the splitting error. The resulting scheme is carried out by repeatedly solving a series of pentadiagonal linear systems producing a computationally cost effective solver. The effects of the approximate factorization and the correction term on the stability of the scheme are examined. A modified wave number analysis is performed to examine the dispersive and dissipative properties of the scheme. In contrast to the HOC‐based schemes in which the phase and amplitude characteristics of a solution are altered by the variation of cell Reynolds number, the present scheme retains the characteristics of the modified wave numbers for spatial derivatives regardless of the magnitude of cell Reynolds number. The superiority of the proposed scheme compared with other high‐order ADI schemes for solving unsteady convection‐diffusion problems is discussed. A comparison of different time discretizations based on LM methods is given. Copyright © 2009 John Wiley & Sons, Ltd.     

Die swell measurements of second‐order fluids: numerical experiments

An analysis of the flow of a second‐order fluid is presented. Reference values for some variables are defined, and with these a non‐dimensional formulation of the governing equations. From this formulation, three dimensionless numbers appear; one is the Reynolds number, and two numbers that are called the first‐ and second‐dimensionless normal stress (NSD) coefficients. The equations of motion are solved by a finite element method using a commercially available program (Fidap), and the steady state converged solution was used to measure the die swell. The factors that influence die swell and that are studied in this work include: the die geometry for circular cross sectional dies, including tubular, converging, diverging, half‐converging/half‐tubular shapes; fluid characteristics such as Reynolds number and first‐ and second‐DNS coefficients (both positive and negative values); and flow rates, as determined by the maximum velocity in a parabolic velocity profile at the entrance to the die. The results suggest that shear and deformation histories of the fluid directly influence not only swell characteristics, but also convergence characteristics of the numerical simulation. © 1999 John Wiley & Sons, Ltd.     

Modal decomposition‐based global stability analysis for reduced order modeling of 2D and 3D wake flows

The method for computation of stability modes for two‐ and three‐dimensional flows is presented. The method is based on the dynamic mode decomposition of the data resulting from DNS of the flow in the regime close to stable flow (fixed‐point dynamics, small perturbations about steady flow). The proposed approach is demonstrated on the wake flows past a 2D, circular cylinder, and a sphere. The resulting modes resemble the eigenmodes computed conventionally from global stability analysis and are used in model order reduction of the flow. The designed low‐dimensional Galerkin model uses continuous mode interpolation between dynamic mode decomposition mode bases and reproduces the dynamics of Navier–Stokes equations. Copyright © 2015 John Wiley & Sons, Ltd.