Deferred Correction Method Research Articles

Overdetermined shooting methods for computing standing water waves with spectral accuracy

A high-performance shooting algorithm is developed to compute time-periodic solutions of the free-surface Euler equations with spectral accuracy in double and quadruple precision. The method is used to study resonance and its effect on standing water waves. We identify new nucleation mechanisms in which isolated large-amplitude solutions, and closed loops of such solutions, suddenly exist for depths below a critical threshold. We also study degenerate and secondary bifurcations related to Wilton's ripples in the traveling case, and explore the breakdown of self-similarity at the crests of extreme standing waves. In shallow water, we find that standing waves take the form of counter-propagating solitary waves that repeatedly collide quasi-elastically. In deep water with surface tension, we find that standing waves resemble counter-propagating depression waves. We also discuss existence and non-uniqueness of solutions, and smooth versus erratic dependence of Fourier modes on wave amplitude and fluid depth. In the numerical method, robustness is achieved by posing the problem as an overdetermined nonlinear system and using either adjoint-based minimization techniques or a quadratically convergent trust-region method to minimize the objective function. Accuracy is maintained using spectral collocation with optional mesh refinement in space, a high order Runge-Kutta or spectral deferred correction method in time, and quadruple-precision for improved navigation of delicate regions of parameter space as well as validation of double-precision results. Implementation issues for GPU acceleration are briefly discussed, and the performance of the algorithm is tested for a number of hardware configurations.

Modified QUICK schemes for 3D advection-diffusion equation of pollutants on unstructured grids

In the framework of finite volume method (FVM), two modified schemes of quadratic upstream interpolation for convective kinematics (QUICK), namely quasi-QUICK (Q-QUICK) and normal quasi-QUICK (NQ-QUICK), for improving the precision of convective flux approximation are verified in 3D unsteady advection-diffusion equation of pollutants on unstructured grids. The constructed auxiliary nodes for Q-QUICK or NQQUICK are composed of two neighboring nodes plus the next upwind node; the later node is generated from intersection of the line of current neighboring nodes and their corresponding interfaces. The numerical results show that Q-QUICK and NQ-QUICK overwhelm central differencing scheme (CDS) in computational accuracy and behave similar numerical stability to upwind difference scheme (UDS), hybrid differencing scheme (HDS) and power difference scheme (PDS) after applying the deferred correction method. Their corresponding CPU time is approximately equivalent to that of traditional difference schemes. In addition, their abilities for adapting high grid deformation are robust. It is so promising to apply the suggested schemes to simulate pollutant transportation on arbitrary 3D natural boundary in the hydraulic or environmental engineering.

Computation of Turbulent Natural Convection in a Rectangular Cavity with the Lattice Boltzmann Method

A numerical study of a turbulent natural convection in a rectangular cavity with the lattice Boltzmann method (LBM) is presented. The primary emphasis of the present study is placed on investigation of accuracy and numerical stability of the LBM for the turbulent natural-convection flow. A HYBRID method in which the thermal equation is solved by the conventional Reynolds-averaged Navier-Stokes equation (RANS) method while the conservation of mass and momentum equations are resolved by the LBM is employed in the present study. The elliptic-relaxation model is employed for the turbulence model and the turbulent heat fluxes are treated by the algebraic flux model. All the governing equations are discretized on a cell-centered, nonuniform grid using the finite-volume method. The convection terms are treated by a second-order central-difference scheme with the deferred correction method to ensure accuracy and stability of solutions. The present LBM is applied to the prediction of a turbulent natural convection in a rectangular cavity and the computed results are compared with the experimental data commonly used for the validation of turbulence models and those by the conventional finite-volume method. It is shown that the LBM with the present HYBRID thermal model predicts mean velocity components and turbulent quantities which are as good as those by the conventional finite-volume method. It is also found that the accuracy and stability of the solution is significantly affected by the treatment of the convection term, especially near the wall.

A Parallel Space-Time Algorithm

With the continued evolution of computing architectures towards many-core computing, algorithms that can effectively and efficiently use many cores are crucial. In this paper, we propose, as a proof of principle, a parallel space-time algorithm that layers time parallelization together with a parallel elliptic solver to solve time dependent partial differential equations (PDEs). The parallel elliptic solver utilizes domain decomposition to divide a spatial grid into subdomains, and applies a parallel Schwarz iteration to find consistent solutions. The high-order parallel time integrator employed belongs to the family of revisionist integral deferred correction methods (RIDC) introduced by Christlieb, Macdonald, and Ong [SIAM J. Sci. Comput., 32 (2010), pp. 818--835], which allows for the small scale parallelization of solutions to initial value problems. The two established algorithms are combined in this proposed space-time algorithm to add parallel scalability. As a proof of concept, we utilize a framew...

Semi-implicit Krylov deferred correction methods for differential algebraic equations

In the recently developed Krylov deferred correction (KDC) methods for differential algebraic equation initial value problems (Huang, Jia, Minion, 2007), a Picard-type collocation formulation is preconditioned using low-order time integration schemes based on spectral deferred correction (SDC), and the resulting system is solved efficiently using Newton-Krylov methods. KDC methods have the advantage that methods with arbitrarily high order of accuracy can be easily constructed which have similar computational complexity as lower order methods. In this paper, we investigate semi-implicit KDC (SI-KDC) methods in which the stiff component of the preconditioner is treated implicitly and the non-stiff parts explicitly. For certain types of problems, such a semi-implicit treatment can significantly reduce the computational cost of the preconditioner compared to fully implicit KDC (FI-KDC) methods. Preliminary analysis and numerical experiments show that the convergence of Newton-Krylov iterations in the SI-KDC methods is similar to that in FI-KDC, and hence the SI-KDC methods offer a reduction in overall computational cost for such problems.

Lattice Boltzmann 방법을 사용한 자연대류 해석에서 열모델의 선택에 관한 연구

A comparative analysis of thermal models in the lattice Boltzmann method(LBM) for the simulation of laminar natural convection in a square cavity is presented. A HYBRID method, in which the thermal equation is solved by the Navier-Stokes equation method while the mass and momentum conservation are resolved by the lattice Boltzmann method, is introduced and its merits are explained. All the governing equations are discretized on a cell-centered, non-uniform grid using the finite-volume method. The convection terms are treated by a second-order central-difference scheme with a deferred correction method to ensure stability of the solutions. The HYBRID method and the double-population method are applied to the simulation of natural convection in a square cavity and the predicted results are compared with the benchmark solutions given in the literatures. The predicted results are also compared with those by the conventional Navier-Stokes equation method. In general, the present HYBRID method is as accurate as the Navier-Stokes equation method and the double-population method. The HYBRID method shows better convergence and stability than the double-population method. These observations indicate that this HYBRID method is an efficient and economic method for the simulation of incompressible fluid flow and heat transfer problem with the LBM.

Comparative Analysis of Thermal Models in the Lattice Boltzmann Method for the Simulation of Natural Convection in a Square Cavity

In this article, a comparative analysis of thermal models in the lattice Boltzmann method for the simulation of natural convection in a square cavity is presented. A hybrid method, in which the thermal equation is solved by the Navier-Stokes equation method while the mass and momentum equations are solved by the lattice Boltzmann method (LBM), is introduced and its merits are explained. All the governing equations are discretized on a cell-centered, nonuniform grid using the finite-volume method. The convection terms are treated by a second-order central-difference scheme with a deferred-correction method to ensure accuracy of solutions. The resulting algebraic equations are solved by a strongly implicit procedure. The hybrid method is applied to the simulation of natural convection in a square cavity and the predicted results are compared with the benchmark solutions given in the literatures. The predicted results are also compared with those by the double-population LBM and by the Navier-Stokes equation method. In general, the present hybrid method is as accurate as the Navier-Stokes equation method and the double-population LBM. The hybrid method shows better convergence and stability than the double-population LBM. These observations indicate that this hybrid method is an efficient and economic method for the simulation of incompressible fluid flow and heat transfer problems involving complex geometries.

On the order of deferred correction

New deferred correction methods for the numerical solution of initial value problems in ordinary differential equations have recently been introduced by Dutt, Greengard and Rokhlin. A convergence proof is presented for these methods, based on the abstract Stetter–Lindberg–Skeel framework and Spijker-type norms. It is shown that p corrections of an order- r one-step solver yield order- r ( p + 1 ) accuracy.

A hybrid parareal spectral deferred corrections method

The parareal algorithm introduced in 2001 by Lions, Maday, and Turinici is an iterative method for the parallelization of the numerical solution of ordinary differential equations or partial differential equations discretized in the temporal direction. The temporal interval of interest is partitioned into successive domains which are assigned to separate processor units. Each iteration of the parareal algorithm consists of a high accuracy solution procedure performed in parallel on each domain using approximate initial conditions and a serial step which propagates a correction to the initial conditions through the entire time interval. The original method is designed to use classical single-step numerical methods for both of these steps. This paper investigates a variant of the parareal algorithm first outlined by Minion and Williams in 2008 that utilizes a deferred correction strategy within the parareal iterations. Here, the connections between parareal, parallel deferred corrections, and a hybrid parareal-spectral deferred correction method are further explored. The parallel speedup and efficiency of the hybrid methods are analyzed, and numerical results for ODEs and discretized PDEs are presented to demonstrate the performance of the hybrid approach.

Performance comparison of the NWF and DC methods for implementing High-Resolution schemes in a fully coupled incompressible flow solver

This paper reports on the use of the Normalized Weighting Factor (NWF) method and the Deferred Correction (DC) approach for the implementation of High Resolution (HR) convective schemes in an implicit, fully coupled, pressure-based flow solver. Four HR schemes are realized within the framework of the NWF and DC methods and employed to solve the following three laminar flow problems: (i) lid-driven flow in a square cavity, (ii) sudden expansion in a square cavity, and (iii) flow in a planar T-junction, over three grid systems with sizes of 104, 5×104, and 3×105 control volumes. The merit of both approaches is demonstrated by comparing the computational costs required to solve these problems using the various HR schemes on the different grid systems. Whereas previous attempts to use the NWF method in a segregated flow solver failed to produce converged solutions, current results clearly demonstrate that both methods are suitable for utilization in a coupled flow solver. In terms of CPU efficiency, there is no global and consistent superiority of any method over another even though the DC method outperformed the NWF method in two of the three test problems solved.

Integral deferred correction methods constructed with high order Runge–Kutta integrators

Spectral deferred correction (SDC) methods for solving ordinary differential equations (ODEs) were introduced by Dutt, Greengard and Rokhlin (2000). It was shown in that paper that SDC methods can achieve arbitrary high order accuracy and possess nice stability properties. Their SDC methods are constructed with low order integrators, such as forward Euler or backward Euler, and are able to handle stiff and non-stiff terms in the ODEs. In this paper, we use high order Runge-Kutta (RK) integrators to construct a family of related methods, which we refer to as integral deferred correction (IDC) methods. The distribution of quadrature nodes is assumed to be uniform, and the corresponding local error analysis is given. The smoothness of the error vector associated with an IDC method, measured by the discrete Sobolev norm, is a crucial tool in our analysis. The expected order of accuracy is demonstrated through several numerical examples. Superior numerical stability and accuracy regions are observed when high order RK integrators are used to construct IDC methods.

Comments on high-order integrators embedded within integral deferred correction methods

A class of novel deferred correction methods, integral deferred correction (IDC) methods, is studied. This class of methods is an extension of ideas introduced by Dutt, Greengard and Rokhlin on spectral deferred correction (SDC) methods for solving ordinary differential equations (ODEs). The novel nature of this class of defect correction methods is that the correction of the defect is carried out using an accurate integral form of the residual instead of the more familiar differential form. As a family of methods, these schemes are capable of matching the efficiency of popular high-order RK methods. The smoothness of the error vector associated with an IDC method is an important indicator of the order of convergence that can be expected from a scheme (Christlieb, Ong, and Qiu; Hansen and Strain; Skeel). It is demonstrated that embedding an r-th order integrator in the correction loop of an IDC method does not always result in an r-th order increase in accuracy. Examples include IDC methods constructed using non-self-starting multistep integrators, and IDC methods constructed using a nonuniform distribution of quadrature nodes. Additionally, the integral deferred correction concept is reposed as a framework to generate high-order Runge–Kutta (RK) methods; specifically, we explain how the prediction and correction loops can be incorporated as stages of a high-order RK method. This alternate point of view allows us to utilize standard methods for quantifying the performance (efficiency, accuracy and stability) of integral deferred correction schemes. It is found that IDC schemes constructed using uniformly distributed nodes and high-order integrators are competitive in terms of efficiency with IDC schemes constructed using Gauss–Lobatto nodes and forward Euler integrators. With respect to regions of absolute stability, however, IDC methods constructed with uniformly distributed nodes and high-order integrators are far superior. It is observed that as the order of the embedded integrator increases, the stability region of the IDC method increases.

Two Modified QUICK Schemes for Advection-Diffusion Equation of Pollutants on Unstructured Grids

In this paper, two modified QUICK schemes, namely Q-QUICK and UQ-QUICK, for improving the preci-sion of convective flux approximation are verified in advection-diffusion equation of pollutants on unstruc-tured grids. The constructed auxiliary nodes for Q-QUICK/UQ-QUICK are composed of two neighboring nodes plus the next upwind node, the later node is generated from intersection of the line of current neighboring nodes and their corresponding interfaces. 2D unsteady advection-diffusion equation of pollut-ants is conducted for their verifications on unstructured grids. The numerical results show that Q-QUICK and UQ-QUICK have similar computational accuracy to the central difference scheme and similar numerical stability to upwind difference scheme after applying the deferred correction method. In addition, their corre-sponding CPU times are approximately equivalent to those of traditional difference schemes and their abili-ties for adapting high grid deformation are robust.

On the efficiency of spectral deferred correction methods for time-dependent partial differential equations

Many physical and biological systems involve the interactions of two or more processes with widely-differing characteristic time scales. Previously, high-order semi-implicit and multi-implicit formulations of the spectral deferred correction methods (denoted by SISDC and MISDC methods, respectively) have been proposed for solving partial differential equations arising in such model systems. These methods compute a temporally high-order approximation by means of a first-order numerical method, which solves a series of correction equations to increase the temporal order of accuracy of the approximation. MISDC methods also allow several fast-evolving processes to be handled implicitly but independently, allowing for different time steps for each process while avoiding the splitting errors present in traditional operator-splitting methods. In this study, we propose MISDC methods that use second- and third-order integration and splitting methods in the prediction steps, and we assess the efficiency of SISDC and MISDC methods that are based on those moderate-order integration methods. Numerical results indicate that SISDC methods using third-order prediction steps are the most efficient, but the efficiency of SISDC methods using first-order steps improves, particularly in higher spatial dimensions, when combined with a “ladder approach” that uses a less refined spatial discretization during the initial SDC iterations. Among the MISDC methods studied, the one with a third-order prediction step is the most efficient for a mildly-stiff problem, but the method with a first-order prediction step has the least splitting error and thus the highest efficiency for a stiff problem. Furthermore, a MISDC method using a second-order prediction step with Strang splitting generates approximations with large splitting errors, compared with methods that use a different operator-splitting approach that orders the integration of processes according to their relative stiffness.

An essentially non‐oscillatory Crank–Nicolson procedure for incompressible Navier–Stokes equations

AbstractThis article introduces an essentially non‐oscillatory Crank–Nicolson (ENO‐CN) scheme for the numerical solution of unsteady incompressible Navier–Stokes (NS) equations. ENO‐CN utilizes the second‐order upwind ENO scheme for the approximation of the convection term in the explicit step, while everything else is discretized by the central finite volume method. It has been numerically verified for NS equations in 2D that the resulting algorithm is non‐oscillatory for a large range of Reynolds numbers and less dissipative than the conventional upwind methods and deferred correction methods. The new approach can be extended for 3D problems straightforwardly. Copyright © 2007 John Wiley & Sons, Ltd.

A two-dimensional finite volume hydrodynamic model for coastal areas: Model development and validation

A two dimensional implicit finite volume scheme for solving the shallow-water equations is developed. The effects of the Coriolis force, surface wind stress, and waves are included. A non-uniform rectilinear forward staggered grid is used with Cartesian coordinates. The time integration is performed using the Euler implicit technique. The convective flux is treated using the deferred correction method. The viscous terms are discretized using a second order central difference approximation. The SIMPLE (Semi-Implicit Method for Pressure-Linked Equations) algorithm is used for coupling the velocity components and the water elevation gradient for the water level correction. The system of equations is solved sequentially using the Strongly Implicit Procedure (SIP). To simulate wave driven current, a phase averaged wave model is used first to simulate wave transformation and calculate radiation stresses. The performance of the developed model is validated for different sources of external forces and different combinations of boundary conditions. The validation cases include tidal circulation in a harbor and wave induced currents behind a breakwater parallel to the coastline. The model is finally applied to simulate the flow pattern in a closed artificial lagoon and along the coastline near Damietta Port located along the Northern coast of Egypt. Results of the developed model agree well with the published results for the considered cases.

Implications of the choice of predictors for semi-implicit Picard integral deferred correction methods

High-order semi-implicit Picard integral deferred correction (SIPIDC) methods have previously been proposed for the time-integration of partial differential equations with two or more disparate time scales. The SIPIDC methods studied to date compute a high-order approximation byfirst computing a provisional solution with a first-order semi-implicit method and then using a similar semi-implicit method to solve a series of correction equations, each of which raises the order of accuracy of the solution by one. This study assesses the efficiency of SIPIDC methods that instead use standard semi-implicit methods with orders two through four to compute the provisional solution. Numerical results indicate that using a method with more than first-order accuracy in the computation of the provisional solution increases the efficiency of SIPIDC methods in some cases. First-order PIDC corrections can improve the efficiency of semi-implicit integration methods based on backward difference formulae (BDF) or Runge‐Kutta methods while maintaining desirable stability properties. Finally, the phenomenon of order reduction, which may be encountered in the integration of stiff problems, can be partially alleviated by the use of BDF methods in the computation of the provisional solution.

On the choice of correctors for semi-implicit Picard deferred correction methods

The goal of this study is to assess the implications of the choice of correctors for semi-implicit Picard integral deferred correction (SIPIDC) methods. The SIPIDC methods previously developed compute a high-order approximation by first computing a low-order provisional solution using a semi-implicit method and then using a first-order semi-implicit method to solve a series of correction equations, each of which raises the order of accuracy of the solution by one. In this study, we examine the efficiency of SIPIDC methods that instead use standard second-order semi-implicit methods to solve the correction equations. The accuracy, efficiency, and stability of the resulting methods are compared to previously developed methods, in the context of both nonstiff and stiff problems.

A modified higher order Godunov’s scheme for stiff source conservative hydrodynamics

We present an efficient second-order accurate scheme to treat stiff source terms within the framework of higher order Godunov’s methods. We employ Duhamel’s formula to devise a modified predictor step which accounts for the effects of stiff source terms on the conservative fluxes and recovers the correct isothermal behavior in the limit of an infinite cooling/reaction rate. Source term effects on the conservative quantities are fully accounted for by means of a one-step, second-order accurate semi-implicit corrector scheme based on the deferred correction method of Dutt et al. We demonstrate the accurate, stable and convergent results of the proposed method through a set of benchmark problems for a variety of stiffness conditions and source types.

Arbitrary order Krylov deferred correction methods for differential algebraic equations

In this paper, a new framework for the construction of accurate and efficient numerical methods for differential algebraic equation (DAE) initial value problems is presented. The methods are based on applying spectral deferred correction techniques as preconditioners to a Picard integral collocation formulation for the solution. The resulting preconditioned nonlinear system is solved using Newton–Krylov schemes such as the Newton-GMRES method. Least squares based orthogonal polynomial approximations are computed using Gaussian type quadratures, and spectral integration is used to avoid the numerically unstable differentiation operator. The resulting Krylov deferred correction (KDC) methods are of arbitrary order of accuracy and very stable. Preliminary results show that these new methods are very competitive with existing DAE solvers, particularly when high precision is desired.