Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. Part 1: The ODE connection and its implications for algorithm development in computational fluid dynamics

Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit

Characteristic Evolution and Matching

I review the development of numerical evolution codes for general relativity based upon the characteristic initial value problem. Progress in characteristic evolution is traced from the early stage of 1D feasibility studies to 2D axisymmetric codes that accurately simulate the oscillations and gravitational collapse of relativistic stars and to current 3D codes that provide pieces of a binary black hole spacetime. Cauchy codes have now been successful at simulating all aspects of the binary black hole problem inside an artificially constructed outer boundary. A prime application of characteristic evolution is to extend such simulations to null infinity where the waveform from the binary inspiral and merger can be unambiguously computed. This has now been accomplished by Cauchy-characteristic extraction, where data for the characteristic evolution is supplied by Cauchy data on an extraction worldtube inside the artificial outer boundary. The ultimate application of characteristic evolution is to eliminate the role of this outer boundary by constructing a global solution via Cauchy-characteristic matching. Progress in this direction is discussed.Comment: New version to appear in Living Reviews 2012. arXiv admin note: updated version of arXiv:gr-qc/050809

A linearized Euler analysis of unsteady flows in turbomachinery

A method for calculating unsteady flows in cascades is presented. The model, which is based on the linearized unsteady Euler equations, accounts for blade loading shock motion, wake motion, and blade geometry. The mean flow through the cascade is determined by solving the full nonlinear Euler equations. Assuming the unsteadiness in the flow is small, then the Euler equations are linearized about the mean flow to obtain a set of linear variable coefficient equations which describe the small amplitude, harmonic motion of the flow. These equations are discretized on a computational grid via a finite volume operator and solved directly subject to an appropriate set of linearized boundary conditions. The steady flow, which is calculated prior to the unsteady flow, is found via a Newton iteration procedure. An important feature of the analysis is the use of shock fitting to model steady and unsteady shocks. Use of the Euler equations with the unsteady Rankine-Hugoniot shock jump conditions correctly models the generation of steady and unsteady entropy and vorticity at shocks. In particular, the low frequency shock displacement is correctly predicted. Results of this method are presented for a variety of test cases. Predicted unsteady transonic flows in channels are compared to full nonlinear Euler solutions obtained using time-accurate, time-marching methods. The agreement between the two methods is excellent for small to moderate levels of flow unsteadiness. The method is also used to predict unsteady flows in cascades due to blade motion (flutter problem) and incoming disturbances (gust response problem)

Asymptotic Preserving time-discretization of optimal control problems for the Goldstein-Taylor model

We consider the development of implicit-explicit time integration schemes for optimal control problems governed by the Goldstein-Taylor model. In the diffusive scaling this model is a hyperbolic approximation to the heat equation. We investigate the relation of time integration schemes and the formal Chapman-Enskog type limiting procedure. For the class of stiffly accurate implicit-explicit Runge-Kutta methods (IMEX) the discrete optimality system also provides a stable numerical method for optimal control problems governed by the heat equation. Numerical examples illustrate the expected behavior

Numerical stability for finite difference approximations of Einstein's equations

We extend the notion of numerical stability of finite difference approximations to include hyperbolic systems that are first order in time and second order in space, such as those that appear in Numerical Relativity. By analyzing the symbol of the second order system, we obtain necessary and sufficient conditions for stability in a discrete norm containing one-sided difference operators. We prove stability for certain toy models and the linearized Nagy-Ortiz-Reula formulation of Einstein's equations. We also find that, unlike in the fully first order case, standard discretizations of some well-posed problems lead to unstable schemes and that the Courant limits are not always simply related to the characteristic speeds of the continuum problem. Finally, we propose methods for testing stability for second order in space hyperbolic systems.Comment: 18 pages, 9 figure

Implementation of standard testbeds for numerical relativity

We discuss results that have been obtained from the implementation of the initial round of testbeds for numerical relativity which was proposed in the first paper of the Apples with Apples Alliance. We present benchmark results for various codes which provide templates for analyzing the testbeds and to draw conclusions about various features of the codes. This allows us to sharpen the initial test specifications, design a new test and add theoretical insight.Comment: Corrected versio

Computed Chaos or Numerical Errors

Discrete numerical methods with finite time-steps represent a practical technique to solve initial-value problems involving nonlinear differential equations. These methods seem particularly useful to the study of chaos since no analytical chaotic solution is currently available. Using the well-known Lorenz equations as an example, it is demonstrated that numerically computed results and their associated statistical properties are time-step dependent. There are two reasons for this behavior. First, chaotic differential equations are unstable so that any small error is amplified exponentially near an unstable manifold. The more serious and lesser-known reason is that stable and unstable manifolds of singular points associated with differential equations can form virtual separatrices. The existence of a virtual separatrix presents the possibility of a computed trajectory actually jumping through it due to the finite time-steps of discrete numerical methods. Such behavior violates the uniqueness theory of differential equations and amplifies the numerical errors explosively. These reasons imply that, even if computed results are bounded, their independence on time-step should be established before accepting them as useful numerical approximations to the true solution of the differential equations. However, due to these exponential and explosive amplifications of numerical errors, no computed chaotic solutions of differential equations independent of integration-time step have been found. Thus, reports of computed non-periodic solutions of chaotic differential equations are simply consequences of unstably amplified truncation errors, and are not approximate solutions of the associated differential equations.Comment: pages 24, Figures

Parameter identification in a semilinear hyperbolic system

We consider the identification of a nonlinear friction law in a one-dimensional damped wave equation from additional boundary measurements. Well-posedness of the governing semilinear hyperbolic system is established via semigroup theory and contraction arguments. We then investigte the inverse problem of recovering the unknown nonlinear damping law from additional boundary measurements of the pressure drop along the pipe. This coefficient inverse problem is shown to be ill-posed and a variational regularization method is considered for its stable solution. We prove existence of minimizers for the Tikhonov functional and discuss the convergence of the regularized solutions under an approximate source condition. The meaning of this condition and some arguments for its validity are discussed in detail and numerical results are presented for illustration of the theoretical findings