Fully adaptive multiresolution methods

for evolutionary PDEs

Kai Schneider
M2P2-CNRS & CMI, Universit de Provence, Marseille, France

Joint work with :

Margarete Domingues, INPE, Brazil

Sonia Gomes, Campinas, Brazil
Olivier Roussel, TCP, Unversitt Karlsruhe, Germany

Workshop on Multiresolution and Adaptive Methods for Convection-Dominated Problems

January 22-23, 2009
Laboratoire Jacques Louis Lions, Paris, France

Outline
Motivation
Introduction
Adaptivity in space and time
Adaptive multiresolution method
Local time stepping / Controlled time stepping
Applications to reaction-diffusion equations
Applications to compressible Euler and Navier-Stokes
Conclusions and perspectives

Motivation
Context: Systems of nonlinear partial differential equations (PDEs) of hyperbolic or parabolic type.
Turbulent reactive or non-reactive flows exhibit a multitude of active spatial and temporal scales.
Scales are mostly not uniformly distributed in the space-time domain,
Efficient numerical discretizations could take advantage of this property -> adaptivity in space and time
Reduction of the computational complexity with respect to uniform discretizations
while controlling the accuracy of the adaptive discretization.

Here: adaptive multiresolution techniques

Introduction

Multiresolution schemes (Harten 1995)

o Solution on fine grid -> solution on coarse grid + details
o Details small -> interpolation, no computation (CPU time reduced)
o 2d non-linear hyperbolic problems (Bihari-Harten 1996, Abgrall-Harten 1996, Chiavassa-Donat 2001,
Dahmen et al. 2001, )

Adaptive Multiresolution schemes

(Mller 2001, Cohen et al. 2002, Roussel et al. 2003, Brger et al. 2007, )
o Details small -> interpolation and remove from memory (CPU time and memory reduction)

Aim of this talk

o fully adaptive schemes (space + time) for 2d and 3d problems
o Compare with Adaptive Mesh Refinement (preliminary results)

Adaptivity: space and time

Numerical method: finite volume schemes
Space adaptivity (MR): Hartens multiresolution (MR) for cell averages.
Decay of the wavelet coeffcients to obtain information on local regularity of the solution.
coarser grids in regions where coeffcients are small and the solution is smooth,
while fine grids where coeffcients are significant and the solution has strong variations.
Controlled Time Stepping (CTS): The time integration with variable time steps,
time step size selection is based on estimated local truncation errors.
When the estimated local error is smaller than a given tolerance, the time step is increased to
make the integration more effcient.
Local time stepping (LTS): Scale-dependent time steps. Different time steps, according to each cell scale: if t is
used for the cells in the finest level, then a double time step 2t is used in coarser level with double spacing.
Required missing values in ghost cells are interpolated in intermediate time levels.










l,i
U
























0i<2l



l = Ul,i
U

U dV
l,i

Z
1
=
|l,i |
l,i



= (l,i)0i<2l 0 l L





































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l (U
l1, Dl )
U
N 1

P
l,i U
l,i
Dl,i = U

Pll1
Pll+1

l1 = Pll1 U
l
U
l+1 = Pll+1 U
l
U












|Dl,i| < l










Dl,i





l = (
ul,i)0lL, il
U

B  B  D 
B  B 
B 
D 
B 
B 
B 
B
D
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D(U ) = (f (U ) + (U, U )) + S(U )




t U = D(U ) U = (, ~v , e)t

2nd






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.






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(

2
2






l,i = D
l,i
(l, i) t U


l,i
U

1
=
|l,i |

U dV

l,i




l,i
D

1
:=
|l,i|

1
D dV =
|l,i|
l,i

i
(f (U ) + (U, U )) nl,i ds + S
l,i

Ref. Roussel, Schneider, Tsigulin, Bockhorn. JCP 188 (2003)







 









2.













%




















%

.














O(N log N ) N

E(t)

T()

1 T() M
E(t) U
n+1 = M
n
U

Ref. Roussel, Schneider, Tsigulin, Bockhorn. JCP 188 (2003)

Conservative flux computation

Ingoing and outgoing flux computation in 2D for two different levels

Ref. Roussel, Schneider, Tsigulin, Bockhorn. JCP 188 (2003)




/


.



1













l = 2( 2 1)(lL) L
d

l,i||H1 = 1
||

l = 2 2 (lL) L
d

l,i||L2 = 1
||

l = 2d(lL) L
l,i||L1 = 1
||

l,i
l,i >
< U,
Dl,i

l,i > | <  |Dl,i| < l

| < U,

Local Time Stepping (LTS) : main aspects

I

On the finest scale L, t is imposed by the stability condition

of the explicit scheme

On larger scales ` < L, t ` = 2L` t

One LTS cycle: tn t n+2

At intermediate steps of the evolution of fine cells, required

information of coarser neighbours are interpolated in time.

Scheme of local scale-dependent time-stepping

RK2
x

1st. time step

x

1st. stage

2nd. stage

update
t

2nd. time step

x

1st. stage

2nd. stage

update

evolution (expensive)
interpolation (cheap)
return to the stored value (no cost)

Ref. Domingues, Gomes, Roussel and Schneider. JCP 227 (2008)

Controlled Time Stepping (CTS) : main aspects

MR/CTS/LTS scheme
Combination of MR, CTS and LTS strategies:
1. MR/CTS is applied to determine the time step t required to
attain a specified accuracy with a global time stepping;
2. the MR/LTS cycle is computed using the obtained step size
t for the evolution of the cell averages on the finest scale;
3. another MR/CTS time step is then done to adjust the next
time step, and so on.

Numerical validation
Error analysis
Stability
Convection-diffusion equation: tu + xu =

1 2
u,
P e xx

TVD if (Bihari 1996)

x2
L
t
,
x

2
4P e1 + x

(7)

||
uL
L
uL
L
uL
L
ex u
M R || ||
ex u
F V || + ||
FV u
M R ||

(8)

Accuracy
L
Discretization error: ||
uL
L
ex u
F V || 2
Perturbation error: ||
uL
L
FV u
M R || n =

T
 (Cohen et al 2002)
t

We want the perturbation error to be of the same order as the discretization

error. Therefore we choose
2(+1)L
=C
, C>0
P e + 2L+2

(9)

Ref. Roussel, Schneider, Tsigulin, Bockhorn. JCP 188 (2003)

Numerical validation
% CPU time compression
MR

100

% Memory compression

80

80

60

60

40

40

20

20

7 8 9 10 11 12 13
L

L -error

1e+01
1e+00

FV
MR
O(x2 )

MR

100

7 8 9 10 11 12 13
L
1
L -error

1e+00
1e-01

1e-01

1e-02

1e-02

1e-03

1e-03

1e-04

1e-04

1e-05

7 8 9 10 11 12 13
L

FV
MR
O(x2 )

7 8 9 10 11 12 13
L

Convection-diffusion: P e = 10000, t = 0.2, C = 5.108

Numerical validation
Viscous Burgers equation: t u + x
Analogously, we set

u2
2

1 2
u
Re xx

2(+1)L
=C
, C>0
L+2
Re + 2

100

MR

100

MR

(10)

1e+00
1e-01

80

80

60

60

1e-03

40

40

1e-04

20

20

1e-05

7 8 9 10 11 12 13
L

% CPU time compression

1e-02

7 8 9 10 11 12 13
L

1e-06

% Memory compression

FV
MR
O(x2 )

7 8 9 10 11 12 13
L
L1 -error

Re = 1000, t = 0.2, C = 5.108

Ref. Roussel, Schneider, Tsigulin, Bockhorn. JCP 188 (2003)

Coherent Vortex Simulation

Compressible Navier-Stokes equations

Turbulent weakly compressible 3d mixing layer

Coherent Vortex Simulation

total

coherent

||

incoherent

||max

(M. Farge and K. Schneider. Flow, Turbulence and Combustion, 66, 2001.).

Principle of CVS (I)

CVS of incompressible turbulent flows: decomp osition of the vorticity
= u into coherent and incoherent parts using thresholding of
the wavelet coefficients.

Evolution of the coherent flow is then computed deterministically in a

dynamically adapted wavelet basis and the influence of the incoherent
components is statistically modelled (Farge & Schneider 2001).
Here: compressible flows.
Decomp ose the conservative variables U = (, u1, u2, u3, e) into
a biorthogonal wavelet series.

A decomposition of the conservative variables into coherent and incoherent components is then obtained by decomposing the conservative
variables into wavelet coefficients, applying a thresholding and reconstructing the coherent and incoherent contributions from the strong
and weak coefficients, respectively.

Principle of CVS (II)

Dimensionless density and pressure are decomp osed into
= C + I ,
p = pC + pI .

(5)

where C and pC respectively denote the coherent part of the density and pressure fields, while I and pI denote the corresponding
incoherent parts.
Velocity u1, u2, u3, temperature T and energy e, are decomposed
using the Favre averaging technique, i.e. density weighted.
For a quantity we obtain,
()C
(6)
= C + I , where C =
()C
Finally, retaining only the coherent contributions of the conservative
variables we obtain the filtered compressible Navier-Stokes equations
which describ e the flow evolution of the coherent flow UC . The
influence of the incoherent contributions UI is in the current approach
completely negleted.

NavierStokes equations for compressible flows (I)

Three-dimensional compressible flow of a Newtonian fluid in the Stokes
hypothesis in a domain R3.

=
t
xj

( ui ) =
t
xj

e
=

( )
t
xj

uj

ui uj + p i,j i,j

( e + p) uj ui i,j

T
xj

, p,T and e denote the dimensionless density, pressure, temp erature

and sp ecific total energy p er unit of mass, resp ectively; (u1, u2, u3)T
is the dimensionless velocity vector.

NavierStokes equations for compressible flows (II)

The comp onents of the dimensionless viscous strain tensor i,j are
!

uj
2 uk
ui
+

i,j ,
i,j =
Re xj
xi
3 xk
where denotes the dimensionless molecular viscosity and Re the
Reynolds numb er. The dimensionless conductivity is defined by

,
=
2
( 1) M a Re P r

where , M a and P r respectively denote the specific heat ratio and

the Mach and Prandtl numbers.
The system is completed by an equation of state for a calorically ideal
gas
T
.
p=
2
Ma
and suitable initial and boundary conditions.

NavierStokes equations for compressible flows (III)

Assuming the temp erature to b e larger than 120 K , the molecular
viscosity varies with the temp erature according to the dimensionless
Sutherland law


3 1 + Ts
= T2
T + Ts
where Ts 0.404.

Denoting by (x, y, z) the three Cartesian directions, this system of

equations can be written in the following compact form
F
G H
U
=

t
x
y
z

where U = (, u1, u2, u3, e)T denotes the vector of the conservative quantities, and F , G, H are the flux vectors in the directions
x, y, and z, respectively.

Time evolution (I)

Explicit 2-4 Mac Cormack scheme, which is second-order accurate in
time, fourth-order in space for the convective terms, and second-order
in space for the diffusive terms

n
n
n
7 Fl,i,j,k + 8 Fl,i+1,j,k Fl,i+2,j,k

l,i,j,k = U
l,i,j,k + t
U

6x

n
n
n
7 G
+
8
G

G
l,i,j,k
l,1,j+1,k
l,i,j+2,k
+ t
6y

+ t

n
n
n
7 H
+
8
H

H
l,i,j,k
l,1,j,k+1
l,i,j,k+2
6z

Time evolution (II)

n+1 =
U
l,i,j,k

U
+
U
l,i,j,k
l,i,j,k
2

+
+
+

t
2

n
n
n
7 Fl,i,j,k
+ 8 Fl,i1,j,k
Fl,i2,j,k

6x
6y

6z

n
n
n

t 7 G
l,i,j,k + 8 Gl,1,j1,k Gl,i,j2,k

n
n
n

t 7 H
l,i,j,k + 8 Hl,1,j,k1 Hl,i,j,k2

Note that, for the computation of the diffusive terms, we do not

use a decentered scheme. Here the diffusive terms are approximated
the same way as if we were using a second-order Runge-Kutta-Heun
metho d in time, together with a second-order centered scheme in
space.

%





2
.










N = 1283

/

2











Re = 50

M a = 0.3 P r = 0.7

= [30, 30]3

t = 80



2


.

./








Numerical results

As test case for the CVS method we consider in the following a three-dimensional
weakly compressible temporally developing turbulent mixing layer, see [22].
The CVS results are compared with a DNS reference computation, using a
finite volume scheme on the finest regular grid. We study the impact of the
different thresholding rules, the choice of the threshold and the influence of
the Reynolds number to assess the precision and efficiency of CVS.

Flow configuration of the mixing layer

We initialize the test-case by setting two layers of a fluid stacked one upon the
other one, each of them with the same velocity norm but opposed directions.

Uo

Lz

Ly

Lx

Fig. 2. Flow configuration: domain and initial basic flow u0 of the three-dimensional
mixing layer.

The computational domain of all computations is a three-dimensional cube

= [30, 30]3 with sidelength L = 60, and the final time of all computations
corresponds to t = 80. We set periodic boundary conditions for the x- and
y-direction and Neumann conditions are imposed in the z-direction, i.e. on the
top and bottom boundaries. The Prandtl and Mach numbers are set to 0.71
and 0.3 respectively, whereas the specific heat ratio equals 1.4. The CFL
number is set to 0.4 and the maximal resolution is 1283 , which corresponds
to L = 7 scales, except in section 4.5 where L = 8 scales, coresponding to a
resolution of 2563 , are considered.
11

Coherent Vortex Simulation

<
3

8
;
5
B
7

5
6*

;
2-

@8C


E
C
5
<< A

63

8
B
8
34C


7C
5
<2C7
3

-C

3Z

y=0
0.25
A

0.5

Coherent Vortex Simulation

Slices of vorticity at y = 0

Coherent Vortex Simulation

Adaptive grid

Coherent Vortex Simulation

DNS
CVS Epsilon=0.3
CVS Epsilon=0.25
CVS Epsilon=0.2
CVS Epsilon=0.1

140000

120000

DNS
CVS Epsilon=0.08
CVS Epsilon=0.07

140000

100000

100000

80000

80000

80000

100000

120000

120000

60000

60000

60000

40000

40000

40000

20000

20000

20000

10

20

30

40 50

60 70 80

10 20 30 40 50 60 70 80

6@

>g

500

80

6*

500

70

500

60

6@

2000

1000

50

C
0
2-

2000

1000

40

2500

1000

30

65

2500

1500

20

DNS
CVS Epsilon=0.06
CVS Epsilon=0.05
CVS Epsilon=0.04
CVS Epsilon=0.03

3000

1500

10

H1

3500

DNS
CVS Epsilon=0.08
CVS Epsilon=0.07

1500

5
B
2*

C
0

L2

6@

28

<

2 A

65

2B

25

3,

>8

28C

3
5

4<C

-@

L1

3000

2000

10 20 30 40 50 60 70 80
t

3500

DNS
CVS Epsilon=0.3
CVS Epsilon=0.25
CVS Epsilon=0.2
CVS Epsilon=0.1

2500

3500

3000

DNS
CVS Epsilon=0.06
CVS Epsilon=0.05
CVS Epsilon=0.04
CVS Epsilon=0.03

140000

10

20

30

40

50

60

70

80

10

20

6@

Z>

40

50

60

70

80

>g

6*

H1
3

6@

C
0
2-

65

L2

5
B
2*

6@

C
0
28 -

<

2 A

68

25

>8

28C

3
5

4<C

@-

L1

30

Coherent Vortex Simulation

1e+03

1e+02

1e+03

DNS
CVS Epsilon = 0.08

1e+02

1e+01

1e+00

1e+00

1e+00

1e-01

1e-01

1e-01

1e+01

1e-02

1e-02

1e-02

1e-03

1e-03

1e-03

1e-04

1e-04

1e-04

1e-05

1e-05

DNS
CVS Epsilon = 0.03

1e+02

1e+01

1e+03

DNS
CVS Epsilon = 0.2

1e-05

10

10

10

>g

6*

6@

H1

C
0
2-

65

5
B
2*

6@

L2

C
0
28 -

<

=
Z
A







L1

6@

2

68
B

65

W2

t = 80

VX
>

Y








>

i
%

i

>`








O_






H1

L2

L1




  


!

     

* 1%       "  " 

M a = 0.3 P r = 0.7

= [60, 60]3

  "

2        3

%      

4   

N = 2563 

    

Re = 200

t = 80
  !  

1283

0 !  



 
01230 4

*      ,

56     

     

35265 4
27

Fig. 17. Time evolution of a weakly compressible mixing layer at resolution N = 2563
in the quasi-2D regime. CVS computation with = 0.03 and norm #3. First row:
Two-dimensional cut of vorticity at y = 0, 10 isolines of vorticity between 0.1 and
1. Second row: Corresponding isosurfaces of vorticity |||| = 0.5 (black) and ||||
= 0.25 (gray). Third Row: Corresponding adaptive mesh of the CVS computation.
The corresponding time instants are t = 19 (left), t = 37 (center) and t = 78 (right).
1e+03

10000

870000
CVS

1e+02

CVS

1e+01

CVS

860000

9000

850000

8000

1e-01

1e+00

1e-02
1e-03

7000

840000

1e-04
1e-05

830000
10

100
k

6000
0 10 20 30 40 50 60 70 80
t

0 10 20 30 40 50 60 70 80
t

Fig. 18. Energy spectra in the streamwise direction at t = 80 (left). Time evolution
of the kinetic energy (center) and enstrophy (right) for the CVS computations at
Re = 200, N = 2563 .

25

Conclusions (CVS I)
Adaptive multiresolution method to solve the three-dimensional compressible NavierStokes equations in a Cartesian geometry.
Extension of the Coherent Vortex Simulation approach to compressible flows.
Time evolution of the coherent flow contributions computed efficiently using the adaptive multiresolution method.
Generic test case: weakly compressible turbulent mixing layers.
Different thresholding rules, i.e. L1, L2 and H 1 norms.
H 1 based threshold yields the b est results in terms of accuracy and
efficiency.

Conclusions (CVS II)

CVS required only ab out 1/3 of the CPU time needed for DNS and
allows furthermore a memory reduction by almost a factor 5. Nevertheless all dynamically active scales of the flow are well resolved.

Drawbacks:
Explicit time discretization, imp oses a time step limitation due to
stability reasons, i.e. the smallest spatial scale dictates the actual
size of the time step ( local time stepping strategies).
Using lo cal time stepping the time step on larger scales can b e increased without violating the stability criterion of the explicit time
integration (further speed up).
Generalisation to complex geometries: volume p enalization approach
(cf. Angot et al. 1999, Schneider & Farge 2005).
http://www.cmi.univ-mrs.fr/~kschneid

http://wavelets.ens.fr

Compressible Euler equations

Multiresolution or Adaptive Mesh Refinement ?
2D Riemann problem: Lax-Liou test case 5
3D expanding circular shock wave

(joint work with Ralf Deiterding, Oak Ridge, USA)

2D/3D Euler equations

The compressible Euler equations:

Q F
+
= 0, with Q = ~v
t ~r
e

and

where t is time,
p
~r is 2D position vector with |~r |= (x 2 + y 2 ),
= (~r , t) density,
~v = ~v (~r , t) velocity with components (v1 , v2 ),
e = e(~r , t) energy per unit of mass and
p = p(~r , t) pressure.

~v
F = u 2 + p
(e + p)~v

The equation of state for an ideal gas



|~v |2
,
p = RT = ( 1) e
2
completes the system, where
T = T (~r , t) is temperature,
specific heat ratio and
R universal gas constant.
In dimensionless form, we obtain the same system of equations,
T
but the equation of state becomes p = Ma
2 , where Ma denotes
the Mach number.

Inviscid implosion phenomenon (2d)

The initial conditions are

(r , 0) =

e(r , 0) =

1
0.125

if r r0
if r > r0 ,

2.5
0.25

if r r0
if r > r0 ,

v1 = v2 = 0 and r0 denotes the initial radius.

This initial condition is stretched in one direction and a rotation in the axes is
applied.
r
X2
Y2
+ 2,
r=
2
a
b
X = x cos y sin ,
Y = x sin + y cos
The parameters of the ellipse: a = 1/3, b = 1, the rotation angle is = /3
with an initial radius r0 = 1, computational domain is = [2, 2]2 , = 102 .
Ref.: Domingues et al., ANM, 2009, in press

Multiresolution Computation : elliptical implosion

Density

Grid
Ref.: Domingues et al., ANM, 2009, in press

adaptive schemes, Table 5 shows that the MR/CTS/LTS-RK2(3) method is 1.5 times faster than the MR-RK3 method,
and 8.33 times faster than the FV-RK3 computation, which nicely illustrates the additional speed-up of adaptive and
local time stepping.
Comparison for the numerical solutions of the 2D Euler equations for t = 0.5 with L = 10 and = 2 103 .

Method

FV-RK2, CFL(0)=0.18 (Ref.)

MR-RK2, CFL(0) = 0.18
MR/LTS-RK2, CFL(0) = 0.18
MR/CTS/LTS-RK2(3), CFL(0) = 0.24
FV-RK3, CFL(0)=0.18 (Ref.)
MR-RK3, CFL(0) = 0.18
MR/CTS-RK2(3), CFL(0) = 0.24

Error
E
(%)
0.60
0.67
1.09
0.66
0.59
0.66
0.63

CPU
Time
(103 sec)
45
10
9
8
65
12
9

Memory
(%)
100
18
16
18
100
18
18

(%)
100
23
19
18
100
18
14

In Fig. 16, we plot the evolution of the time step, together with the CFL number. We observe that all the methods
with a fixed time step and the MR/CTS-RK2(3) method guarantee the condition CFL 0.5. However, the MR/CTSRK2(3) scheme forces the time step to decrease in the region around t = 0.1, where max is larger. After t = 0.2, for
smaller values of max , the time step increases again. This behavior illustrates the ability of CTS methods to adapt the
step size according to needs of the numerical solution.
For the MR/CTS/LTS-RK2(3) method, the CFL locally reaches 0.65, since the time step on the finest grid can
only be modified at the end of a time cycle (see Fig. 16, left). Nevertheless, this fact does not affect much the quality of
the solution, since the error on the kinetic energy is roughly the same as the one obtained using the MR-RK3 method.

1.0e-03

0.7

-4

t = 6.10
MR/CTS RK2(3)
MR/CTS/LTS RK2(3)

9.0e-04

-4

t = 6.10
MR/CTS RK2(3)
MR/CTS/LTS RK2(3)
CFL=0.5

0.6

8.0e-04

CFL

0.5

7.0e-04

0.4

6.0e-04
0.3

5.0e-04

4.0e-04

0.2

0.1

0.2

0.3
t

0.4

0.1

0.2

0.3

0.4

Figure 16: 2D Euler equations: time evolution of the time step t (left) and the CFL number (right) for the different adaptive methods.

5. Conclusion
In the present paper, different time stepping strategies for space adaptive MR methods for hyperbolic conservation
laws were investigated and applied to the compressible Euler equations in one and two space dimensions. We have
compared explicit time stepping using a fixed time step with a level-dependent time-stepping MR/LTS method, where
21

2d Riemann problem: Lax-Liu test case 5

Computational domain is = [0, 1] [0, 1],
4 free-slip boundary conditions and
Physical parameters Ma = 1 and = 1.4.
Initial conditions:
Parameters
1
Density()
Presure (p)
Velocity Component (v1 )
Velocity Component (v2 )

1.00
1.00
-0.75
-0.50

Domain position
2
3
2.00
1.00
-0.75
0.50

1.00
1.00
0.75
0.50

y
4
3.00
1.00
0.75
-0.50

4
x

MR and AMR computations

MR method: 2nd order MUSCL with AUSM+-up Scheme flux
vector splitting Liou(JCP, 2006) with van Albada limiter is used.
RK2. Wavelet threshold  = 0.01.
AMR method: 2nd order unsplit shock-capturing MUSCL scheme
with AUSMDV flux vector splitting Wada& Liou (SIAM J.Comput.
Sci., 1997) . Limiting and reconstruction in primitive variables with
Minmod limiter. Modified RK2. Adaptive parameters
= p = 0.05 and p =  = 0.05, with coarser level 128 128.
Computations at final time 0.3.
Target CFL number is 0.45.
In collaboration with Ralf Deiterding, Oak Ridge, USA

Adaptive Multiresolution Computation : Lax-Liu test case 5

Density

Grid

AMR simulation
Uniform
x = 1/1024

r1,2,3 = 2, 2, 2
x = 1/1024

Reference solution
x = 1/4096

Reference solution computed with Wave Propagation Method.

In collaboration with Ralf Deiterding, Oak Ridge, USA

Summary of the results for MR and AMR/LT

Level
L=8
L=9
L=10

Level
L=8
L=9
L=10

Le1 ()
[102 ]
4.13
2.79
1.84

Overhead
per it. cell
0.58
0.52
0.63

MR
Grid Compression
(%)
24.98
13.23
6.58

Overhead
per it. (%)
14.6
6.8
4.2

Le1 ()
[102 ]
4.00
2.66
1.57

Overhead
per it. cell
0.13
0.03
0.12

AMR
Grid Compression
(%)
68.2
44.4
26.2

Overhead
per it. (%)
8.7
1.3
3.1

In collaboration with Ralf Deiterding, Oak Ridge, USA Preliminary results

3d expanding circular shock-wave

As 3D test case, we study an inviscid expansion phenomenon in a
square periodic box which contains the same gas, but with
different conditions of pressure and temperature.
The initial condition is given by

~0 for |~r | < r0 ,

12.5

Q(~r , t = 0) =

~0 otherwise.

2.5
The computational domain is = [0, 1] [0, 1] [0, 1].
The computations are performed until t = 0.84.
The physical parameters are Ma = 1 and = 1.4.

MR computations
Numerical Parameters: L = 7,  = 0.001, RK2 scheme, MUSCL
AUSM+up flux, CFL = 0.8.

Density initial condition.

Evolution of density at
t = 0.042, 0.084, 0.126, 0.210, 0.252, 0.294, 0.336, 0.378, 0.420
(from left to right and top to bottom).

Adaptive grid: xy projection grid at

t = 0.042, 0.084, 0.126, 0.210, 0.252, 0.294, 0.336, 0.378, 0.420
(from left to right and top to bottom).

AMR computations
Numerical Parameters: 2 levels with refinement factor 2 are used,
finest level: 120 120 120 grid (1.73 M cells), coarse grid of
30 30 30 cells, minmod-limiter, CFL = 0.8, until physical time
t = 0.84, 58 time steps.

Evolution of density at t = 0,t = 0.21 and t = 0.84

(from left to right).
Source: amroc.sourceforge.net/examples/euler/3d/html.

In collaboration with Ralf Deiterding, Oak Ridge, USA

Evolution of the density solution, adaptive computations with 3

levels and 2 buffer cells.
Cut at z = 0 and z = 0.5 at time t = 0.84 (from left to right) .
Source: amroc.sourceforge.net/examples/euler/3d/html.

In collaboration with Ralf Deiterding, Oak Ridge, USA

Reaction-diffusion equations

2D thermo-diffusive flames
3D flame balls

Governing equations
Non-dimensional thermodiffusive equations
~ 2 T = s
tT + ~v T
1 2
~
tY + ~v Y
Y =
Le
Ze2

(1)
(2)

Ze(T 1)
(reaction rate)
2 Le
1 + (T 1)
h

4

4 i
1
1
s(T ) = T + 1 1
(heat loss due to radiation)

(T, Y ) =

Y exp

+ initial and boundary conditions

T Tu

Tb Tu
Ea
Y = Y1 , T =
, Le =
(Lewis), =
, Ze =
(Zeldovich)
Tb Tu
D
Tb
RTb
~v given by the incompressible NS equations. When the fluid is at rest, ~v = ~0.

Governing equations
Planar flames
Flame propagation at the velocity vf
When the fresh mixture is advected at v = vf steady planar flame
T
Y

0
A

AB: fresh mixture, BC: preheat zone, CD: reaction zone d = O(Ze1), DE: burnt mixture

Governing equations
Thermodiffusive instability
y

y
<0

x
Fresh gas

Burnt gas

x
Fresh gas

Burnt gas

heat
mass

Stable: for Le = 1, Ze = 10 (animation) - Unstable: for Le = 0.3, Ze = 10 (animation)

Asymptotic theory for Ze >> 1 (Sivashinsky 1977, Joulin-Clavin 1979)
1) Ze(Le 1) < 2 : cellular flames

2) Ze(Le 1) > 16 : pulsating flames

2D Flame front
Temperature

stable
Le = 1.0

Unstable
Le = 0.3

Reaction rate

Adaptive grid

Application to TD flames
The flame ball configuration
Simplest experiment to study the interaction of chemistry and transport of
gases (experimental: Ronney 1984, theory: Buckmaster-Joulin-Ronney 1990-91)
Enables to study the flammability limit of lean gaseous mixtures
COLD PREMIXED GAS
radiation
heat conduction
HOT BURNT GAS
reactant diffusion

Problem: the combustion chamber is finite Interaction with wall

Application to TD flames
Interaction flame front-adiabatic wall: the 1D case
Lean mixture H2-air, Ze = 10, = 0.64, = [0, 30]
Radiation neglected
Adiabatic walls Neuman boundary conditions
Objective: study the inflence of Le
Profiles of T and for Le = 0.3 (animation 1)
Profiles of T and for Le = 1 (animation 2)
Profiles of T and for Le = 1.4 (animation 3)

Ref. Roussel, Schneider, CTM 10 (2006)

Application to TD flames
Interaction flame front-adiabatic wall: the 1D case
2

Le = 0.3
Le = 0.7
Le = 0.8
Le = 0.9

1.5

Le = 0.95
Le = 1
Le = 1.4

6
5
4

3
2

0.5

10 12

t
Flame velocity vf for Le < 0.95

10 12

t
Flame velocity vf for Le 0.95

Ref. Roussel, Schneider, CTM 10 (2006)

Application to TD flames
Interaction flame ball-adiabatic wall
Radiation neglected, Ze = 10, = 0.64, = [50, 50]d
Adiabatic walls Neuman boundary conditions
At t = 0, the radius of the flame ball is r0 = 2.
2D: Evolution of T and mesh for Le = 0.3 (animations 1-2)
2D: Evolution of T for Le = 1 (animation 3)
2D: Evolution of T for Le = 1.4 (animation 4)
3D: Evolution of T and mesh for Le = 1 (animations 5-6)
Analogy with capillarity for a fluid droplet

Ref. Roussel, Schneider, CTM 10 (2006)

Application to TD flames
Interaction flame ball-adiabatic wall
140

Le = 0.3
Le = 1
Le = 1.4

120
100
80
60
40
20
0

0 10 20 30 40 50 60 70
t
R=

d in 2D

8000
7000
6000
5000
4000
3000
2000
1000
0

Le = 0.3
Le = 1
Le = 1.4

10

t
R=

d in 3D

Ref. Roussel, Schneider, CTM 10 (2006)

Application to TD flames
Interaction flame ball-adiabatic wall: Performances
d

Le

Nmax

% CPU % Mem

2
2
2

0.3
1
1.4

2562
2562
2562

25.50%
21.50%
21.00%

14.10%
11.75%
11.10%

1283

12.98%

4.38%

Application to TD flames
Interaction flame ball-vortex

Phenomenon which happens e.g. in furnaces

Thermodiffusive model, ~v analytic solution of Navier-Stokes
Evolution of T and mesh for Ze = 10, Le = 0.3, no radiation (animations)

Application to TD flames
Interaction flame ball-vortex
40
35
30

d:

30
25

20

20

15

15

10

10

0.2 0.4 0.6 0.8

t

for MR and FV methods

6= 0
=0

35

25

R=

40

MR
F V 25622
F V 512

0.2 0.4 0.6 0.8

t

with and without vortex

Ref. Roussel, Schneider. Comp. Fluids 34 (2005)

3D flame ball, Le = 1
Temperature

Adaptive grid

Splitting flame ball computed with the MR/LTS method

Temperature

Concentration

grid xy

grid yz

Iso-surfaces and isolines on the cut-plane for temperature (top) and concentration (bottom) with
L=8 scales, Le=0.3, Ze=10,k=0.1.

Ref. Domingues Gomes, Roussel and Schneider. JCP 227 (2008)

Splitting flame ball: projections of the cell centers used on

the adaptive mesh

Ref. Domingues Gomes, Roussel and Schneider. JCP 227 (2008)

Splitting flame ball: CPU and memory compressions for the

different methods with L=8 scales

Method

% CPU time

% Memory

Integral reaction
rate

MR

2.7

1.05

669.09

MR/LTS

2.3

1.05

669.11

Ref. Domingues Gomes, Roussel and Schneider. JCP 227 (2008)

Conclusions
Finite volume discretization with explicit time integration (both of second-order) to
solve evolutionary PDEs in Cartesian geometry.
Efficient space-adaptive multiresolution method (MR) with local time stepping (LTS).
CPU speed-up and memory reduction, while controling the accuracy.
Further speed-up due to an improved time advancement using larger time steps on
large scales without violating the stability condition of the explicit scheme.
However, synchronization of the tree data structure necessary.
Time-step control (CTS) for space adaptive schemes (embedded Runge-Kutta schemes)
and combination with LTS.
Applications to reaction-diffusion equations, compressible Euler and Navier-Stokes equations.
Next: develop level dependent time step control which allows to adapt the time step within a
cycle of the level dependent time stepping MR/LTS.

http://www.cmi.univ-mrs.fr/~kschneid

http://wavelets.ens.fr