MINISTRY OF DEFENSE BRAZILIAN ARMY DEPARTMENT OF SCIENCE AND TECHNOLOGY MILITARY INSTITUTE OF ENGINEERING

(Royal Academy of Artillery, Fortication and Design, 1792)

GRADUATE PROGRAM IN DEFENSE ENGINEERING

DISSERTATION PROPOSAL

STRONG STABILITY PRESERVING PRECONDITIONED IMPLICIT RUNGE-KUTTA METHODS

Author: GABRIEL DE MORAES tech ID: ED 11306 Advisor: Leonardo Santos de Brito Alves, Ph.D. Concentration Field: Defense Engineering Research Line: Defense modeling and simulation

May, 2012 Rio de Janeiro

MILITARY INSTITUTE OF ENGINEERING

GABRIEL DE MORAES

STRONG STABILITY PRESERVING PRECONDITIONED IMPLICIT RUNGE-KUTTA METHOD

A dissertation proposal submitted in partial fulllment of the requirements for the degree of Master of Science in Defense Engineering. Supervisor: Prof. Leonardo Santos de Brito Alves, Ph.D

Rio de Janeiro 2012

TABLE OF CONTENTS

1 1.1 1.2 1.3 1.4 1.5 2 2.1 3

INTRODUCTION . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Background of Study . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Research Aim and Objectives . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Research Limitations . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Contribution to Academic Knowledge . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Military Rationale . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . METHODS AND PROCEDURES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . Timetable . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . REFERENCES . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

3 4 5 5 6 6 7 7 8

1 INTRODUCTION

At the dawn of the twenty rst century, the concepts of national power and national security are more important than ever. Both are elusive ideas, in its broadest sense, the former embraces how national resources are converted through state processes into feasible power, while the latter encompasses the protection of these resources. Once synonymous with natural assets, the acquaintance of national resources today comprehends within its natural reserves, economics, military forces and its population. Understanding the nature of national power long has been central to sustainable development of nations. In this context, science and technology innovation play an essential role in the task of converting national resources into power. Furthermore, its superiority provides deterrence in peace, offers options in crisis, and supplies edge in war. These areas of knowledge are also engines of cultural and socioeconomic development of nations; they generate employment, economic growth and improvement of the quality of life for all nation. Finally, bearing in mind that is a governmental obligation to guarantee sovereignty, it is consequently expected the employment of public resources to promote the progress of science and technology, among other ways, by supporting the development of high-level human capital. Aware of the importance of science and technology to integral development of the nation, the Military Institute of Engineering is embarking on a new era in defense research. Recently approved by CAPES, the graduate program in defense engineering (PGED) is a multidisciplinary course embracing several branches of science as engineering, physics, biology, chemistry and scientic computing. As suggested by its name, this program encompasses basic research, applied research, and technology development in defense systems. The overall goal of PGED is to provide integral development of defense systems by combining three research lines: RL1(Intelligence and information systems), RL2(Mechatronics and weapon systems), and RL3(Defense modeling and simulation). The focus of RL3 members is on developing innovative, efcient, and accurate numerical methods capable of measure, model, analyze and predict complex phenomena related to defense systems. By employing high performance computing, such methods can translate mathematical models into realistic simulations. Numerical computation has become an important element in technological development. This methodology is considered the third technique of the scientic method, complementing theoretical and experimental approaches. It allows researchers to test various models over wide parameter ranges and several operating conditions. Such simulations commonly require sub3

stantial effort to setup, demand a considerable run time on high performance systems, and necessitate signicant exertion to extract important information from the resulting massive data sets. Presently, the state of knowledge on numerical simulation leaded LR3 researches to concentrate studies on developing robust high order methods, capable of dealing with compressible ows at arbitrary Mach number. 1.1 BACKGROUND OF STUDY Transport phenomena problems can exhibit quite different physical behaviors. Considering the variety of complex phenomena related to defense systems, is highly recommended the use of robust methods to simulate these processes. Numerical methods in computational uid dynamics are considered robust when capable of solving both compressible and incompressible ows at arbitrary Mach number. Currently, pressure-based and density-based are the two major methodologies capable of solving both compressible and incompressible ows(ALVES, 2009). The former adopts pressure as main variable, while in the latter density plays a key role. Although density based methodologies are capable of accurately simulate high-speed ows, computing low Mach regimes remain a problem. The Mach number is a dimensionless number representing the ratio of acoustic to convective time-scales. Ergo, low Mach number ows are those in which the magnitude of convective timescale is considerably slower than acoustic ones. Numerically, these regimes yield eigenvalues with vastly different magnitudes causing stiffness(TURKEL, 1987). In order to overcome this limitation, preconditioning schemes were implemented with the dual time stepping (DTS) methodology. In this technique, physical time-derivative terms are treated as source terms. During each physical time-step, the system of pseudo-temporal equations is advanced in articial time to reach a pseudo-steady-state, so that ultimately, a divergence-free constraint on the velocity eld is satised (LIU e Liu, 1993). Likewise (HOSANGADI et al., 1990) work, several techniques have been developed to deal with unsteady compressible ows at arbitrary Mach number. However, most of them make a use of multi-step schemes for physical-time marching. As a result these schemes have been limited to second-order accuracy at most, (SUH et al., 2006) once there are no A-stable multistep schemes with accuracy orders greater than two (DAHLQUIST, 1963). Only a few higher order versions are available, but they are all conditionally stable LOMAX et al. (2001). Thereby, conditional stability in higher order multi-step schemes led several researchers 4

towards their multi-stage counterparts to minimize the physical-time step restrictions imposed by low Mach regimes (JOTHIPRASAD et al., 2003, and ASCHER et al., 1997). They are known as implicit Runge-Kutta (IRK) methods (BUTCHER, 2008). High accuracy-order with stronger numerical stability is achieved through an increase in the number of intermediate stages used between physical-time steps. However, not even the superior numerical stability of IRK methods is able to control the stiffness inherent in very low Mach number ows. Recently, ALVES (2010) developed a new methodology that allows to efciently use implicit Runge-Kutta schemes in physical-time, where the preconditioning matrix is introduced into the intermediate stages in an appropriate manner. Thus, the immense eld of existing diagonally-and fully-implicit Runge-Kutta methods, with their superior numerical stability properties, can now be used to achieve arbitrary accuracy orders in physical-time. Nevertheless, it is important to realize that Preconditioned Implicit Runge-Kutta (PIRK) methods on its original form fullls just linear stability requirements. Hence, there is a need for PIRK extension towards nonlinear stability properties in order to increase its robustness. 1.2 RESEARCH AIM AND OBJECTIVES The aim of this research is to establish conditions for ensuring nonlinear stability properties for PIRK schemes. In order to achieve this aim the following research objectives have been identied: 1. To investigate nonlinear stability properties and nd out how its maintenance operates on controlling spurious oscillations and numerical instability. 2. To propose parameters capable of ensuring strong stability preserving property for PIRK schemes. 3. To analyze whether SSPPIRK scheme can offset the extra computational effort required in the implicit solution by the acceptance of one lager SSP coefcient. 4. To ripen the PIRK method by performing its derivation alike Shu-Oshers approach. 1.3 RESEARCH LIMITATIONS The focus of this research is on providing nonlinear stability for PIRK schemes. Today, several SSP methods are available in the literature. Therefore, it is important to highlight that no coefcient optimization studies will be done.

1.4

CONTRIBUTION TO ACADEMIC KNOWLEDGE The research proposed in this report will contribute to the theoretical understanding of how

spurious oscillations affect numerical solutions and also establishes conditions to overcome this problem. PIRK methods were neatly developed to solve problems related to the aeroespacial eld. In the same way of the traditional Runge-Kutta method, PIRK methodology requires several tests to establish its efciency under different applications and also needs for extensions. 1.5 MILITARY RATIONALE Military applications have been a major reason to develop High Performance Computing (HPC). The focus of RL3 members is on developing innovative, efcient, and accurate numerical methods that compose computational uid dynamics codes. Thereby, these codes perform aerodynamic and hydrodynamic modelling, translating mathematical models into realistic simulations of missiles, ships, aircrafts and nuclear weapons design. The reliability of simulations in defense systems strongly depends on the robustness of numerical methods embodied in these systems. In a broadest sense, attesting robustness of a numerical method depend on performing appropriate verication, validation, and several testing cases. Defense systems are commonly related to complex phenomena, and because of their specicity it is difcult to integrate existing solutions into larger systems or reuse models and simulations in solving new problems. Historically, defense systems less robust than operational requirements leaded to epic disasters. Thus, the property of being strong in its constitution, over several operating conditions is still a major challenge on developing defense systems.

2 METHODS AND PROCEDURES

The whole project can be broken down into three stages: Stage 1 Examine the relevant literature available on nonlinear stability and strong stability preserving. Furthermore, executing a systematic study on PIRK derivation will be essential to achieve objective 2. During this rst stage much research will be performed in academic databases and search engines such as Peridicos CAPES, ISI Web of Knowledge and Google Scholar. Stage 2 Analyze the data produced in the previous stage. These results will guide our development actions further. Stage 3 After considering the ndings of previous stages a novel implementation of the PIRK scheme will be feasible. 2.1 TIMETABLE In order to achieve the objectives of this dissertation the following activities are proposed: TIMETABLE ACTIVITY 0. Dissertation Proposal 1. Read literature, write Literature Review chapter 2. Do objective 1 3. Do objective 2 4. Do objective 3 5. Do objective 4 6. Process data and write Results chapter 7. Analyse data and write Conclusions chapter 8. Write Introduction chapter 9. Write Abstract Submit Dissertation 10. Prepare for viva voce 11. Viva voce Publications 2012 3rd 4th 2013 5th 6th

TABLE 2.1: Dissertation Timetable

3 REFERENCES

ALVES, L. S. B. Review of numerical methods for the compressible ow equations at low mach numbers. Em XII Encontro de Modelagem Computacional, Rio de Janeiro, RJ, Brazil, Dezembro 2009. ALVES, L. S. B. Dual time stepping with multi-stage schemes in physical time for unsteady low mach number compressible ows. Em VII Escola de Primavera de Transio e Turbulncia, ABCM, Ilha Solteira, So Paulo, Brasil, September 2010. ASCHER, U. M., RUUTH, S. J. e SPITERI, R. J. Implicit-explicit Runge-Kutta methods for time-dependent partial differential equations. Applied Numerical Mathematics, 25:151167, 1997. BUTCHER, J. C. Numerical Methods for Ordinary Differential Equations. John Wiley & Sons, Inc., England, 2008. DAHLQUIST, G. A special stability problem for linear multistep methods. BIT Numerical Mathematics, 3:2743, 1963. HOSANGADI, A., MERKLE, C. L. e TURNS, S. R. Analysis of forced combusting jets. AIAA Journal, 28(8):14731480, 1990. JOTHIPRASAD, G., MAVRIPLIS, D. J. e CAUGHEY, D. A. Higher-order time integration schemes for the unsteady Navier-Stokes equations on unstructured meshes. Journal of Computational Physics, 191(2):542566, 2003. LIU, C. e LIU, Z. High order nite difference and multigrid methods for spatially evolving instability in a planar channel. Journal of Computational Physics, 106:92100, 1993. LOMAX, H., PULLIAM, T. H. e ZINGG, D. W. Fudamentals od Computational Fluid Dynamics. Scientic Computation. Springer & Verlag, Berlin, 2001. SUH, J., FRANKEL, S. H., MONGEAU, L. e PLESNIAK, M. W. Compressible large eddy simulations of wall-bounded turbulent ows using a semi-implicit numerical scheme for low Mach number aeroacoustics. Journal of Computational Physics, 215(2):526551, 2006. TURKEL, E. Preconditioned methods for solving the incompressible and low speed compressible equations. Journal of Computational Physics, 72(2):277298, 1987.