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Computing Laboratory
U.S. Department of Energy
The
J.
Scientific
Method
Climm and
D. H. Sharp
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03
UNCLASSIFIED
Glimm and
D.
H.
Sharp
January 1986
Supported by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U. S. Department of Energy under Contract No. DE-AC02-76ER03077
UNCLASSIFIED
-11-
DISCLAIMER
This report was prepared as an account of work sponsored by an agency of the United States Government. Neither the United States Government nor any arency thereof, nor any of their employees, makes any warranty, express or Implied, or assumes any legal liability or responsibility for the accuracy, completeness, or usefulness of any information, apparatus, product, or process disclosed, or represents that its use would not infringe privately owned rights. Reference herein to any specific commercial product, process, or service by trade name, trademark, manufacturer, or otherwise, does not necessarily constitute or imply Its endorsement, recommendation, or favoring by The the United States Government or any agency thereof. views and opinions of authors expressed herein do not necessarily state or reflect those of the United States Government or any agency thereof.
Printed in U.S.A.
Available from
National Technical Information Service U.S. Department of Commerce 5285 Port Royal Road Springfield, VA 22l6l
-Ill-
Contents
Page
Abstract
1. 2.
3.
1
2 4
7 9
4.
5.
Front Tracking
Conclusions
References
12 12
17
6. 7.
Figure Captions
Figures
19
-1-
METHOD
J.
Glimm
1,2,3
Courant
Institute of
Mathematica] Sciences
ABSTRACT
rise to a
new mode
of scientific practice,
methodology.
The impact of
be reviewed.
in
One
of the
demands
dologies.
is
computational metho-
Generic
difficulties
encountered
in
in pan by the National Science Foundation, grant DMS - 831229. Supported in part by the Applied Mathematical Sciences subprogram of the Office of Energy Research, U. S. Department of Energy, under contract DE-ACX)2-76ERC3077 3, Supported in pan by the Army Research Office, grant D,\AG29-85-01S3 4, Work supponed by the Department of Energy.
1,
Supponed
2,
1.
much by
fall
of ideas and
com-
human
we
on
science.
Turning points
in science are
marked by
the
introduction of
new
ideas and
new
tools,
and
DNA
computer revolution
three examples.
will
Very large
In
to
puters, an impressive range of problems have been solved with the aid of computers.
per year.
ally
Supercomputers can explore a much larger range of ideas than can actutest facilities
designs.
In fact a broad reinge of two dimensional fluid flow problems are under
The
list
impending.
As
indications
we can
cite the
recent computer
viruses [37, 49J, computer simulation of the heart with natural and artificial valves
[46]
DNA sequences
[33],
Computers can
unknown,
difficult
or unattainable parameter
ranges, such as the conditions in the interior of the sun or a few microseconds after
the big
bang origin of the universe. They can also simulate undesirable parameter
ranges such as occur in safety studies to avoid accidents in chemical or nuclear reactors.
limits
computational method.
to be,
However,
it is
not clear
how
and
in the authors'
jvdgment,
it is
no more possible
in science
It
on
methodology
than
to set limits
on the
However,
many operaclass of
tions concurrently,
this
problem.
com-
binatorial problems,
effectively outside of
fall into
practical computation.
this class
The extent
or can be
it
not known.
Finally,
in
has
debugged
computers
to solve certhis
problems.
strategics
problem.
We
mention
high level languages and standardized calling sequences and modular libraries to
allow interchangeability of reliable software components which can be used and thus
tested through time in a variety of applications.
There
scientific
is
no shortage of current
limits.
For
all
of
its
astonishing successes, In
most important
undercomputed
is
relative to
often subthis
Narrowing
gap
will
depend on progress
To
methods
It
is
is
can
perhaps wryly be observed that those with responsibility for supporting and maintaining a
code tend
to believe that
is
it is
who
use
it
tend
code
who
acutely
in existing codes.
2.
What
scientifi';
computing as a
distinct
ment?
at this stage.
In order
sequence of models
which capture different aspects of the same problem. The different models may be
integrated hierarchically in that a fine scale
ters of a coarser
scientist or
to set the
parame-
in the final
judgments of the
After the mathematical equations have been formulated, they must be cast in a
is
This step
so important that
it
often influences
discretization.
is
may be accomplished by
solutions,
laboratory
mesh refinement,
ansilysis
mathematically.
Occasionally there
may be
The
computing
is
to
The preceding
as glib as
it
would
strike
most practitioners
omits
all
discussion of difficulties.
We
in the solution
algorithm stage.
numerical analysis.
Typical methodological difficulties, as they manifest themselves to a user,
the following
show
instabilities
is
Nonconvergence
normally
here,
we have
in
may be
invalid.
The
trap
is
easy to
fall into,
since
some
may be
important and the least convergent part of the solution. The discretization process
is
a modification of the
mathemf
ical
problem formulation which the equations represent. In some cases the original physical
process
is
unstable or only weakly stable to changes in the equations or equaIn such cases, there
is
tion parameters.
errors
errors
may
Even
may change
a user
may observe
as a sign of
poor performance
typi-
mathem-tical equations
and
finite
to regular
problems
in a
We
first
want
to
of problem difficulties.
The
They
arise in
and give
rise to
boundary layers.
known
as stiff
tinuous solutions.
To
more
fully
we
gas dynamics
is
of the order of a
mean
free path,
which
about 10~'
cm and
far
The pressure
gra-
cm
For example
in
an
oil
reservoir
feet,
and
still
dimensions.
factor of
10^''
importance of discontinuities and singularities has long been recognized by the com-
just as
important for
due
to
less
emphasis than
class of
it
deserves.
difficulties
problem
we
statistical
mechanics and
equations of state, quantum field theory and stochastic partial differential equations.
is
the
more
fall far
tematic needs for computational solutions in these areas due to slow convergence.
Looking ahead
to
first class
of problems,
we
also
have not
means
to devise numerical
convergence properties.
-7
3.
As
a general principle,
we propose
the
maximal use of
analytic
knowledge of
solution properties.
solutions,
where
the
known
solution
regularity
is
mentioned
in the
previous section,
we
singularities.
Perhaps
Thus
may be an
may
also be a
is
Our proposal
to use
itself,
An
the vortex
shear layers and turbulent flow fields [14, 15, 32, 34, 50, 61, 62]. Related ideas arc
the interface
integral
methods
[3, 58],
and conformal
mapping
[43].
is
work
many
colleagues, and
were presented
in
Smk Scheme
to
arc:
mode
High
quality interior
to
Riemann
solvers to
[9, 16,
36, 57].
front tracking
is
to introduce, as
an independent computa-
may
occur within
more
is
from which we
cite representative
works
[1, 2, 8, 56J.
is
and simplified chemistry, so that the rapid reactions are replaced by frozen or
quasi-steady state conditions.
this
hierarchy, the rapid times are treated as quasi-steady state, the intermediate
times would be treated implicitly, while the slowest times would be treated explicitly
fully
to date to
implement
proposal.
modem
interior
In [6], automatic
efforts to
successfully
added
to
However,
interior
schemes
at the
in the
boundaries of the fine meshes. For a problem which does not contain strong
quality interior
[7].
The automated
is
modes and
solu-
proposed above
attempted to date.
will
be
like
Here we would
Riemann problems
define the scale invariant large time solution asymptotics to leading order and pose a
lems
to the discovery of
new and
strik-
ing mathematical
phenomena
related problem
the hyper-
elliptic
which
and the
relativistic
4,
Front Tracking
Front tracking can be most adequately described by a picture. In Figure 4.1
wc
show
Note
that there
is
a regular two
is
an obstacle in
incident
on
the
walls and the wedge, as well as the inlet and outlet surfaces.
It is
Paemann problem)
of gas dynamics.
The plan
to
authors seven yc2u-s ago; a clear and early statement of the method and the scientific
program
scries of
is
contained
in [22].
see for example [10, 11, 13, 22, 23, 24, 25, 26]. In these papers, proof of principle
and
comparison
to analytic solutions,
computer codes,
as well as
convergence
tests
refinement
one dimensional
in
-10-
work by
At
was considered
to
be hopelessly
approach
in a serious
types: This
it
implement, and
handle
[40,
45, 48].
The
scientific validation
was discussed
Various numerical issues such as the coupling scheme between the interior
in the
and the front have been examined but deserve further study. Local behavior
issues
is dif-
from
that normally
employed
might be worthy of consideration by others. These issues have been [27] and
discussed elsewhere.
be
On
the basis of this success with scientific validation and control of software
it
complexity,
can be stated that a proof of scientific principle for front tracking has
been achieved.
method from
benchmark validation
studies to problems of
changes
in front
is
program
partially
complete and
we
In Figure 4.3
we show
from an
oil
reservoir study in which the jet pinch off instability leads to successive
we show
wave
Mach stem
[11].
11-
show Kclvin-Helmholtz
slip line exiting
roll
[11].
In Figure 4.6
we show
wave
hits
J.
a contact in initiation of
Meshkov
work of
Grove
change
[35].
computation.
One
ij
the
in front
has always been regarded as a significant obstacle to the use of this method.
The
effort.
wc mention
(-y
a calculation of
1.1) SF(,
Grove
[35] in
hit
compressible
from
air.
When
SF(,
itself lie
making
this
problem
virtually impossible to
Grove's solution, calculated easily on a 20x20 grid shows the efficacy of front tracking.
J.
Jones [39] determined the leading order endothcrmic effect of radial cooling
in
on reactive chemistry
was prompted by
the
leading
petroleum engineer.
They showed
that
finite
difference
methods can duplicate the phenomena of viscous fingering with immiscible displace-
ment and
capillary
diffusion,
as
is
This
to
achievement resulted from the need for a benchmark calculation for comparison
front tracking studies [24].
12
5.
Conclaslons.
Science requires computational methods with enhanced capabilities which go
to use
known
solution behavior.
An
outline
for pursuing this strategy in the context of compressible reactive flow has
been
presented.
Work
6.
References.
1.
I.
Babushka and
Mechanics.
W.
In:
tural
New York
(1984).
Finite
Element Meshes
in
RK Math,
3.
Comp. 33 435-463
I.
(1979).
G.R. Baker, D.
in the
5.
M. Berger and
mesh refinement
dynamics. In preparation.
7.
AIAA
J.
8.
M. Berger and
dif-
ferential equations.
9.
Comp. Phys.
J.
Comp. Phys.
11,
38-69
(1973).
-1310.
Two
NYU preprint.
Glimm,
J.
11.
B. Bukiet, C. L. Gardner, J.
Grove,
J.
Jones, O. McBryan, R.
Two
conference
Army Numerical
Conference.
12.
I.-L.
Chem
and P. Colella.
A Conservative Front-Tracking
Method
for Hyper-
bolic Conservation
13.
I.-L.
Laws.
LBL preprint.
S.
Chem,
J.
Gas Dynamics.
14.
Comp.
Phys.
To appear.
Slightly
Viscous Flows.
J. Fluid
Mech. 57 785-
15.
Comp.
16.
P. Colella
ical
Simulations.
Comp. Phys.
Eckmann.
17.
P. Collet
and
J. -P.
Iterated
Maps on
the Interval as
Dynamical Sys-
M.
London
(1983).
19.
Eli Isaacson,
of Quadratic
20.
Riemann Problems.
In preparation.
M. Feigenbaum.
21.
3.
IEEE
trans.
-1422.
J.
Glimm,
Eli baacson,
to
SIAM J.
Sci. Stat.
Comp. To appear.
S.
24.
J.
Glimm,
O. McBryan and
Yaniv.
Statistical
Fluid Dynamics:
tiers in
The
influence of
Geometry on Surface
I.
Instabilities.
In Fron-
tion.
25.
J.
Two
259-290 (1985).
26.
J.
Glimm, B.
Lindquist, O.
Proceedings of the
SEG/SIAM/SPE Confer-
ence on Mathematical and Computational Methods in Seismic Exploration and Reservoir Modeling. January 21-24, 1985, Houston, Texas. IP 27.
J.
Glimm
and O. McBryan.
To appear.
28.
J.
Glimm and D. H.
Sharp.
An
sics.
29.
J.
Shock
Wave
-
Calculations.
21,
Presented at the
Sept.
20
Sept.
1984, Computational
State of the
Art Symposium.
Solutions: Their
Theory and
their
Role
In: Frontiers of
Supercomputing. U.
California Press.
32.
To
appear.
A. Ghoniem and
Flow:
J. Sethian.
Dynamics of Turbulent
Structiire in
a Recirculating
A Computational Study.
AIAA-85-0146 Submitted
to
AIAA J.
-1533.
in
34.
S.
ICASE
report 83-66,
Dec 1983.
35.
J.
tion.
36.
37.
J.M. Hogle, M.
Chow
Vims
38.
at 2.9
Arch.
f.
39. 40.
41.
J.
M. King,
Flow
to
Two
Dimensional Immiscible
Viscous Fingering.
SPE
preprint #13953.
42.
S. Kirkpatrick,
CD.
Gelatt and
M.
ing. Science
43.
J.
(1983).
Teller, E. Teller.
J.
Chem. Phys.
45.
G. Moretti.
On
the Matter of Shock Fitting. In: Proc. 4th International Convcrin Fluid
(1980).
-1647.
H.H. Ratchford.
Instability in
ABIE
Value Problems.
New York
(1967).
49.
M. G. Rossmann
et al. Structure of a
Human Cold
50.
finite
vor-
Siam
J. Sci. Statist.
51.
M.
Shearer. Shock
Waves and
52.
M.
Medium and
Proceedings
of 1985 U.S.
53.
Army
M.
The
Classfication of
Strictly
Comm.
54.
M.
Riemann Problem
2x2 System
Mech.
M. Slemrod.
Elsevier, 57.
New York
(1985).
the Ultimate Conservative Difference
B. van Leer,
Towards
Scheme n, HI,
IV, V.
J.
Comp. Phys.
C.P. Verdon, R.L. McCory, R.L. Morse, G.R. Baker, D.I. Meiron and S.A.
Orszag.
Instabilities
on
-1759.
New York
(1958).
60.
G. Wallis.
(1969).
61,
ad Biology
New
62,
2D
7.
Figure Captions.
Figure 4.1. The grids used by front tracking for a shock on ramp problem.
lar
regu-
is
latter consists
the boun-
is
results obtained
The
two-dimensional front tracking solution at a fixed radius as the angle varies. Thus
the vertical lines
show
on the
solution.
The
grid
is
40 by 40.
Figure 4.2.b Convergence under mesh refinement in the two dimensional computation.
jet
pinch-off ins-
an
oil
reservoir study.
at the
oil is
figure.
The
However
for these
same parameters,
the oil
is
more
jet
An
incident
shock
hits
When
Mach
the regu-
lar reflection
to a
type node
occurs. This
Mach
triple point is
The
grid here
30 by 30.
roll
Mcshkov
instability,
work of
J.
hits
The
first
wave
fronts just before initial contact, the second after the shock
wave has
hit the
in the
third
and fourth figures show only the main waves, consisting of the contact and reflected and transmitted shocks, after these waves have separated from one another. Contin-
ued
nm
will
show an
interface instability
known
as the
Meshkov
instability.
Figure 4.7. The shock contact interaction, with highly compressible fluid below the
contact, taken
J.
Grove.
-19-
'
bo unci dry
S^ctJti\i Shcck
Boui^dar
/?e
iU c t cji
Sli o c /f
Figure 4.1
-20-
2LX
RADIUS
Figure
4. 2.
-21-
20%
10%
/
0%
'il
I
#
I
interior error
froot error
~**
N-80N-40 N-20
Fig 4.2,b.
N10
N5
^ 2Ax - 2A>
Converge under mesh refinement in the two dimensional computation. Convergence of the front and interior schemes. The pressure errors in the interior and at the front are shown for NzN grids at the time indicated by Fig.^% 2b The # signs represent the interior error, where
Interior Error
= 100% x
The
front error (error bars) gives the range of the errors at the front, defined as
Front Error
= 100% x
[P]
where [P] is the pressure jump at the front in the one-dimensional computation at the same time. The asterisks represent the error of the average pressure behind the front, lamely
P-
= 100% x
'^'^ P.~
-22-
Figure 4.3
-23-
time
>
time
0.081
time
0.15
time
22
Figure 4.4
-24-
time
time
0.93
time
2.3
time
2.9
Figure 4.5
-25-
-26-
time
time
" 0.029
time
0.037
time
0.059
Fipure 4.7
FOURTEEN DAYS
A
fine will
is
kept overtiine.