This paper presents a detailed multi-methods comparison of the spatial errors associated with finite difference, finite element and finite volume semi-discretizations of the scalar advection-diffusion equation. The errors are reported in terms of non-dimensional phase and group speed, discrete diffusivity, artificial diffusivity, and grid-induced anisotropy, it is demonstrated that Fourier analysis provides an automatic process for separating the discrete advective operator into its symmetric and skew-symmetric components and characterizing the spectral behaviour of each operator. For each of the numerical methods considered, asymptotic truncation error and resolution estimates are presented for the limiting cases of pure advection and pure diffusion. It is demonstrated that streamline upwind Petrov-Galerkin and its control-volume finite element analogue, the streamline upwind control-volume method, produce both an artificial diffusivity and a concomitant phase speed adjustment in addition to the usual semi-discrete artifacts observed in the phase speed, group speed and diffusivity. The Galerkin finite element method and its streamline upwind derivatives are shown to exhibit super-convergent behaviour in terms of phase and group speed when a consistent mass matrix is used in the formulation. In contrast, the CVFEM method and its streamline upwind derivatives yield strictly second-order behaviour. In Part II of this paper, we consider two-dimensional semi-discretizations of the advection-diffusion equation and also assess the affects of grid-induced anisotropy observed in the non-dimensional phase speed, and the discrete and artificial diffusivities. Although this work can only be considered a first step in a comprehensive multi-methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common analysis framework.

Part I of this work presents a detailed multi-methods comparison of the spatial errors associated with the one-dimensional finite difference, finite element and finite volume semi-discretizations of the scalar advection-diffusion equation. In Part II we extend the analysis to two-dimensional domains and also consider the effects of wave propagation direction and grid aspect ratio on the phase speed, and the discrete and artificial diffusivities. The observed dependence of dispersive and diffusive behaviour on propagation direction makes comparison of methods more difficult relative to the one-dimensional results. For this reason, integrated (over propagation direction and wave number) error and anisotropy metrics are introduced to facilitate comparison among the various methods. With respect to these metrics, the consistent mass Galerkin and consistent mass control-volume finite element methods, and their streamline upwind derivatives, exhibit comparable accuracy, and generally out-perform their lumped mass counterparts and finite-difference based schemes. While this work can only be considered a first step in a comprehensive multi-methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common mathematical framework.

Existing approaches in multiscale science and engineering have evolved from a range of ideas and solutions that are reflective of their original problem domains. As a result, research in multiscale science has followed widely diverse and disjoint paths, which presents a barrier to cross pollination of ideas and application of methods outside their application domains. The status of the research environment calls for an abstract mathematical framework that can provide a common language to formulate and analyze multiscale problems across a range of scientific and engineering disciplines. In such a framework, critical common issues arising in multiscale problems can be identified, explored and characterized in an abstract setting. This type of overarching approach would allow categorization and clarification of existing models and approximations in a landscape of seemingly disjoint, mutually exclusive and ad hoc methods. More importantly, such an approach can provide context for both the development of new techniques and their critical examination. As with any new mathematical framework, it is necessary to demonstrate its viability on problems of practical importance. At Sandia, lab-centric, prototype application problems in fluid mechanics, reacting flows, magnetohydrodynamics (MHD), shock hydrodynamics and materials science span an important subset of DOE Office of Science applications and form an ideal proving ground for new approaches in multiscale science.

High-resolution finite volume methods for solving systems of conservation laws have been widely embraced in research areas ranging from astrophysics to geophysics and aero-thermodynamics. These methods are typically at least second-order accurate in space and time, deliver non-oscillatory solutions in the presence of near discontinuities, e.g., shocks, and introduce minimal dispersive and diffusive effects. High-resolution methods promise to provide greatly enhanced solution methods for Sandia's mainstream shock hydrodynamics and compressible flow applications, and they admit the possibility of a generalized framework for treating multi-physics problems such as the coupled hydrodynamics, electro-magnetics and radiative transport found in Z pinch physics. In this work, we describe initial efforts to develop a generalized 'black-box' conservation law framework based on modern high-resolution methods and implemented in an object-oriented software framework. The framework is based on the solution of systems of general non-linear hyperbolic conservation laws using Godunov-type central schemes. In our initial efforts, we have focused on central or central-upwind schemes that can be implemented with only a knowledge of the physical flux function and the minimal/maximal eigenvalues of the Jacobian of the flux functions, i.e., they do not rely on extensive Riemann decompositions. Initial experimentation with high-resolution central schemes suggests that contact discontinuities with the concomitant linearly degenerate eigenvalues of the flux Jacobian do not pose algorithmic difficulties. However, central schemes can produce significant smearing of contact discontinuities and excessive dissipation for rotational flows. Comparisons between 'black-box' central schemes and the piecewise parabolic method (PPM), which relies heavily on a Riemann decomposition, shows that roughly equivalent accuracy can be achieved for the same computational cost with both methods. However, PPM clearly outperforms the central schemes in terms of accuracy at a given grid resolution and the cost of additional complexity in the numerical flux functions. Overall we have observed that the finite volume schemes, implemented within a well-designed framework, are extremely efficient with (potentially) very low memory storage. Finally, we have found by computational experiment that second and third-order strong-stability preserving (SSP) time integration methods with the number of stages greater than the order provide a useful enhanced stability region. However, we observe that non-SSP and non-optimal SSP schemes with SSP factors less than one can still be very useful if used with time-steps below the standard CFL limit. The 'well-designed' integration schemes that we have examined appear to perform well in all instances where the time step is maintained below the standard physical CFL limit.

This report presents a detailed multi-methods comparison of the spatial errors associated with finite difference, finite element and finite volume semi-discretizations of the scalar advection-diffusion equation. The errors are reported in terms of non-dimensional phase and group speeds, discrete diffusivity, artificial diffusivity, and grid-induced anisotropy. It is demonstrated that Fourier analysis (aka von Neumann analysis) provides an automatic process for separating the spectral behavior of the discrete advective operator into its symmetric dissipative and skew-symmetric advective components. Further it is demonstrated that streamline upwind Petrov-Galerkin and its control-volume finite element analogue, streamline upwind control-volume, produce both an artificial diffusivity and an artificial phase speed in addition to the usual semi-discrete artifacts observed in the discrete phase speed, group speed and diffusivity. For each of the numerical methods considered, asymptotic truncation error and resolution estimates are presented for the limiting cases of pure advection and pure diffusion. The Galerkin finite element method and its streamline upwind derivatives are shown to exhibit super-convergent behavior in terms of phase and group speed when a consistent mass matrix is used in the formulation. In contrast, the CVFEM method and its streamline upwind derivatives yield strictly second-order behavior. While this work can only be considered a first step in a comprehensive multi-methods analysis and comparison, it serves to identify some of the relative strengths and weaknesses of multiple numerical methods in a common mathematical framework.

ALEGRA is an arbitrary Lagrangian-Eulerian finite element code that emphasizes large distortion and shock propagation. This document describes the user input language for the code.

This report describes research and development of the large eddy simulation (LES) turbulence modeling approach conducted as part of Sandia's laboratory directed research and development (LDRD) program. The emphasis of the work described here has been toward developing the capability to perform accurate and computationally affordable LES calculations of engineering problems using unstructured-grid codes, in wall-bounded geometries and for problems with coupled physics. Specific contributions documented here include (1) the implementation and testing of LES models in Sandia codes, including tests of a new conserved scalar--laminar flamelet SGS combustion model that does not assume statistical independence between the mixture fraction and the scalar dissipation rate, (2) the development and testing of statistical analysis and visualization utility software developed for Exodus II unstructured grid LES, and (3) the development and testing of a novel new LES near-wall subgrid model based on the one-dimensional Turbulence (ODT) model.

The Reproducing Kernel Particle Method (RKPM) is a discretization technique for partial differential equations that uses the method of weighted residuals, classical reproducing kernel theory and modified kernels to produce either ``mesh-free'' or ``mesh-full'' methods. Although RKPM has many appealing attributes, the method is new, and its numerical performance is just beginning to be quantified. In order to address the numerical performance of RKPM, von Neumann analysis is performed for semi-discretizations of three model one-dimensional PDEs. The von Neumann analyses results are used to examine the global and asymptotic behavior of the semi-discretizations. The model PDEs considered for this analysis include the parabolic and hyperbolic (first and second-order wave) equations. Numerical diffusivity for the former and phase speed for the later are presented over the range of discrete wavenumbers and in an asymptotic sense as the particle spacing tends to zero. Group speed is also presented for the hyperbolic problems. Excellent diffusive and dispersive characteristics are observed when a consistent mass matrix formulation is used with the proper choice of refinement parameter. In contrast, the row-sum lumped mass matrix formulation severely degraded performance. The asymptotic analysis indicates that very good rates of convergence are possible when the consistent mass matrix formulation is used with an appropriate choice of refinement parameter.