Rigor alone is paralytic death, but imagination alone is insanity.

― Gregory Bateson

Solving hyperbolic conservation laws provides a rich vein of knowledge to mine and utilize more generally. Most canonically this involves solving the equations of gas dynamics, but the lessons apply to a host of other equations such as magneto-hydrodynamics, multi-material hydrodynamics, oil-water flow, solid mechanics, and on and on. Gas dynamics is commonly visible in the real world, and includes lots of nonlinearity, structure and complexity to contend with. The structures and complexity includes compressible flow structures such as shock waves, rarefactions and contract discontinuities. In more than one dimension you have shear waves, and instabilities that ultimately lead to turbulent flows. With all of these complications to deal with, these flows present numerous challenges to their robust, reliable and accurate simulation. As such, gas dynamics provides a great springboard for robust methods in many fields as well as a proving ground for much of applied math, engineering and physics. It provides a wonderful canvas for the science and art of modeling and simulation to be improved in the vain, but beneficial atimagestempt at perfection.

Getting a basic working code can come through a variety of ways using some basic methods that provide lots of fundamental functionality. Some of the common options are TVD methods (ala Sweby for example), high order Godunov methods (ala Colella et al), FCT methods (ala Zalesak), or even WENO (Shu and company). For some of these methods the tricks leading to robustness make it into print (Colella, Zalesak come to mind in this regard). All of these will give a passable to even a great solution to most problems, but still all of them can be pushed over the edge with a problem that’s hard enough. So what defines a robust calculation? Let’s say you’ve taken my advice and brutalized your code https://wjrider.wordpress.com/2017/06/09/brutal-problems-make-for-swift-progress/ and now you need to fix your method https://wjrider.wordpress.com/2017/06/16/that-brutal-problem-broke-my-code-what-do-i-do/. This post will provide you with a bunch of ideas about techniques, or recipes to get you across that finish line.

You can’t really know what you are made of until you are tested.

― O.R. Melling

The starting basis for getting a robust code is choosing a good starting point, a strong foundation to work from. Each of the methods above would to a significant degree define this. Opinions differ on which of the available options are best, so I won’t be prescriptive about it (I prefer high-order Godunov methods in the interest of transparency). For typical academic problems, this foundation can be drawn from a wide range of available methods, but these methods often are not up to the job in “real” codes. There are a lot more things to add to a method to get you all the way to a production code. These are more than just bells and whistles; the techniques discussed here can be the difference between success and failure. Usually these tricks of the trade are found through hard fought battles and failures. Each failure offers the opportunity to produce something better and avoid problems. The best recipes produce reliable results for the host of problems you ask the code to solve. A great method won’t fall apart when you ask it to do something new either.

The methods discussed above all share some common things. First and foremost is reliance upon a close to bulletproof first order method as the ground state for the higher order method. This is the first step in building robust methods, start with a first-order method that is very reliable and almost guaranteed to give a physically admissible solution. This is easier said than done for general cases. We know that theoretically the lowest dissipation method with all the necessary characteristics is Godunov’s method (see Osher’s work from the mid-1980’s). At the other end of the useful first-order method spectrum is Lax-Friedrichs method, the most dissipative stable method. In a sense these methods give us our bookends. Any method we use as a foundation will be somewhere between these two. Still coming up with a good foundational first-order method is itself an art. The key is choosing a Riemann solver that provides a reliable solution under even pathological circumstances (in lieu of a Riemann solver, a dissipation that is super reliable).

You cannot build a dream on a foundation of sand. To weather the test of storms, it must be cemented in the heart with uncompromising conviction.

― T.F. Hodge

Without further ado let’s get to the techniques that one ought to use. The broadest category of techniques involves adding smart dissipation to methods. This acknowledges that the methods we are using already have a lot of dissipative mechanisms built into them. As a result the added dissipation needs to be selective as hell. The starting point is a careful statement of where the methods already have dissipation. Usually it lies in two distinct places, the most obvious being Riemann solvers or artificial viscosity. The Riemann solver adds an upwind bias to the approximation, which has an implicit dissipative content. The second major source of dissipation is the discretization itself, which can include biases that provide implicit dissipation. For sufficiently complex or nonlinear problems the structural dissipation in the methods are not enough for nonlinear stability. One of the simplest forms for this dissipation is the addition of another dissipative form. For Godunov methods the Lapidus viscosity can be useful because it works at shocks, and adds a multidimensional character. Other viscosity can be added through the Riemann solvers (via so-called entropy fixes, or selecting larger wavespeeds since dissipation is proportional to that). It is important that the dissipation be mechanistically different than the base viscosity, meaning that hyperviscosity (https://wjrider.wordpress.com/2016/03/24/hyperviscosity-is-a-useful-and-important-computational-tool/) can really be useful to augment dissipation. A general principle is to provide multiple alternative routes to nonlinear stability to support each other effectively.

The building blocks that form the foundation of your great and successful future, are the actions you take today

― Topsy Gift

The second source of dissipation is the fundamental discretization, which implicitly provides it. One of the key aspects of modern discretization are limiters that provide nonlinear stability through effectively adapting the discretization to the solution. These limiters come in various forms, but they all provide the means for the method to choose a favorable discretization for the nature of the solution (https://wjrider.wordpress.com/2016/06/22/a-path-to-better-limiters/, https://wjrider.wordpress.com/2016/06/14/an-essential-foundation-for-progress/, https://wjrider.wordpress.com/2016/06/03/nonlinear-methods-a-key-to-modern-modeling-and-simulation/ ). One of the ways for additional dissipation to enter the method is through a deliberate choice of different limiters. One can bias the adaptive selection of discretization toward more dissipative methods when the solution calls for more care. These choices are important to make when solutions have shock waves, complex nonlinear structures, oscillations, or structural anomalies. For example the minmod limiter based method is the most dissipative second-order, monotonicity-preserving method. It can be used as a less dissipative alternative safety net instead of the first-order methods although its safety is predicated on a bulletproof first order method as a foundation.

Except for all but the most ideal circumstances, the added dissipation is not sufficient to produce a robust method. Very strong nonlinear events that confound classical analysis can still produce problems. All oscillations are very difficult to remove from the solutions and can work to produce distinct threats to the complete stability of the solution. Common ways to deal with these issues in a rather extreme manner are floors and ceilings for various variables. One of the worst things that can happen is a physical quantity moving outside its physically admissible bounds. The simplest example is a density going negative. Density is a positive definite quantity and needs to stay that way for the solution to be physical. It behooves robustness to make sure this does not happen. If it does it is usually catastrophic for the code. This is a simple case and in general quantities should lie within reasonable bounds. Usually when quantities fall outside reasonable bounds the code’s solutions are compromised. It makes sense to explicitly guard against this specifically where a quantity being out of bounds would general a catastrophic effect. For example, sound speeds involve densities and pressure plus a square root operation; a negative value would be disaster.

One can take things a long way toward robustness through using methods that more formally produce bounded approximations. The general case of positivity, or more bounded approximation has been pursued actively. I described the implementation of methods of this sort earlier, (https://wjrider.wordpress.com/2015/08/06/a-simple-general-purpose-limiter/ ). These methods can go a very long way to giving the robust character one desires, but other means discussed above are still necessary. A large production code with massive meshes and long run times will access huge swaths of phase space and as the physical complexity of problems increases, almost anything that can happen will. It is foolish to assume that bad states will not occur. One also must contend with people using the code in ways the developers never envisioned, and putting the solver into situations where it must survive even when it was designed for them. As a consequence it would be foolish to completely remove the sorts of checks that avert disaster (this could be done, but only with rigorous testing far beyond what most people ever do).

What to concretely do is another question where there are multiple options. One can institute a floating-point trap that locally avoids the possibility of using a negative value for the square root. This can be done in a variety of ways with differing benefits and pitfalls. One simple approach is to take the square root of the absolute value, or one might choose the max of the density and some sort of small floor value. This does little to address the core reason that the approximations produced an unphysical value. There is also little control on the magnitude of the density (the value can be very small), which has rather unpleasant side effects. A better approach would get closer to the root of the problems, which almost without fail comes from the inappropriate application of high-order approximations. One way for this to be applied is to replace the high-order approximations with a physically admissible low-order approximation. This relies upon the guarantees associated with the low-order (first order) approximation as a general safety net for the computational method. The reality is that the first-order method can also go bad, and the floating-point trap may or certainly be necessary even there.

A basic part of the deterministic solution to many problems is the ability to maintain symmetry. The physical world almost invariably breaks symmetry, but it is arguable that numerical solutions to the PDEs should not (I could provide the alternative argument vigorously too). If you want to maintain such symmetry, the code must be carefully designed to do this. A big source of the symmetry breaking is upwind approximations, especially if one choses a bias where zero isn’t carefully and symmetrically treated. One approach is the use of smoothed operators that I discussed at length (https://wjrider.wordpress.com/2017/03/24/smoothed-operators/, https://wjrider.wordpress.com/2017/03/29/how-useful-are-smoothed-operators/, https://wjrider.wordpress.com/2017/04/04/results-using-smoothed-operators-in-actual-code/ ). More generally the use of “if” tests in the code will break symmetry. Another key area for symmetry breaking is the solution of linear systems by methods that are not symmetry preserving. This means numerical linear algebra needs to be carefully approached.

images-1For gas dynamics, the mathematics of the model provide us with some very general character to the problems we solve. Shock waves are the preeminent feature of compressible gas dynamics, and a relatively predominant focal point for methods’ development and developer attention. Shock waves are nonlinear and naturally steepen thus countering dissipative effects. Shocks benefit through their character as garbage collectors, they are dissipative features and as a result destroy information. Some of this destruction limits the damage done by poor choices of numerical treatment. Being nonlinear one has to be careful with shocks. The very worst thing you can do is to add too little dissipation because this will allow the solution to generate unphysical noise or oscillations that are emitted by the shock. These oscillations will then become features of the solution. A lot of the robustness we seek comes from not producing oscillations, which can be best achieved with generous dissipation at shocks. Shocks receive so much attention because their improper treatment is utterly catastrophic, but they are not the only issue; the others are just more subtle and less apparently deadly.

Rarefactions are the benign compatriot to shocks. Rarefactions do not steepen and usually offer modest challenges to computations. Rarefactions produce no dissipation and their spreading nature reduces the magnitude of anything anomalous produced by the simulation. Despite their ease relative to shock waves, the rarefactions do produce some distinct challenges. The simplest case involves centered rarefactions where the characteristic velocity of the rarefaction goes to zero. Since dissipation in methods is proportional to the characteristic velocity, the presence of zero dissipation can trigger disaster and can generate completely unphysical rarefaction shocks (rarefaction shocks can be physical for exotic BZT fluids). More generally for very strong rarefactions one can see small and very worrisome deviations from adhering to the second law, these should be viewed with significant suspicion. The other worrisome feature of most computed rarefactions is the structure of the head of the rarefaction. Usually there is a systematic bump there that is not physical and may produce unphysical solutions for problems featuring very strong expansion waves. This bump actually looks like a shock when viewed through the lens of Lax’s version of the entropy conditions (based on characteristic velocities). This is an unsolved problem at present and represents a challenge to our gas dynamics simulations. The basic issue is that a strong enough rarefaction cannot be solved in an accurate, convergent manner by existing methods.

A third outstanding feature of gas dynamics are contact discontinuities, which are classified as linearly degenerate waves. They are quite similar to linear waves meaning that the characteristics do not change across the wave; for the ideal analysis the jumps neither steepen nor spread across the wave. One of the key results is that any numerical error is permanently encoded into the solution. One needs to be careful with dissipation because it never goes away. For this reason people consider steepening the wave to keep it from artificially spreading. It is a bit of an attempt to endow the contact with a little of the character of a shock courting potential catastrophe in the process. This can be dangerous if it is applied to with an interaction with a nonlinear wave, or instability for multidimensional flows. Another feature of the contact is their connection to multi-material interfaces as a material interface can ideally be viewed as a contact. Multi-material flows are a deep well of significant problems and a topic of great depth unto themselves (Abgrall and Karni is an introduction which barely scratches the surface!).

IMG_5467The fourth standard feature is shear waves, which are a different form of linearly degenerate waves. Shear waves are heavily related to turbulence, thus being a huge source of terror. In one dimension shear is rather innocuous being just another contact, but in two or three dimensions our current knowledge and technical capabilities are quickly overwhelmed. Once you have a turbulent flow, one must deal with the conflation of numerical error, and modeling becomes a pernicious aspect of a calculation. In multiple dimensions the shear is almost invariably unstable and solutions become chaotic and boundless in terms of complexity. This boundless complexity means that solutions are significantly mesh dependent, and demonstrably non-convergent in a point wise sense. There may be a convergence in a measure-valued sense, but these concepts are far from well defined, fully explored and technically agreed upon.

A couple of general tips for developing a code involves the choice of solution variables. All most without fail, the worst thing you can do is define the approximations using the conserved quantities. This is almost always a more fragile and error prone manner to compute solutions. In general the best approach is to use the so-called primitive variables (https://wjrider.wordpress.com/2016/08/08/the-benefits-of-using-primitive-variables/ ). The variables are clear in their physical implications and can be well-bounded using rational means. Using primitive variables is better for almost anything you want to do. The second piece of advice is to use characteristic variables to as great an extent as possible. This always implies some sort of one-dimensional thought. Despite this limitation, the benefits of characteristic variables are so extreme as to justify their use even under these limited circumstances.

A really good general rule is to produce thermodyanically consistent solutions. In other words, don’t mess with thermodynamic consistency, and particularly with the second law of thermodynamics. Parts of this thermodynamic consistency are the dissipative nature of physical solutions and the active adherence to entropy conditions. There are several nuances to this adherence that are worth discussing in more depth. It is generally and commonly known that shocks increase entropy. What isn’t so widely appreciated is the nature of this increase being finite and adheres to a scaling that is proportional to the size of the jump. The dissipation does not converge toward zero, but rather toward a finite value related to the structure of the solution.

The second issue is dissipation free nature of the rest of the flow especially rarefactioimgres copy 3ns. The usual aim of solvers is to completely remove dissipation, but that runs the risk of violating the second law. It may be more advisable to keep a small positive dissipation working (perhaps using a hyperviscosity partially because control volumes add a nonlinear anti-dissipative error). This way the code stays away from circumstances that violate this essential physical law. We can work with other forms of entropy satisfaction too. Most notably is Lax’s condition that identifies the structures in a flow by the local behavior of the relevant characteristics of the flow. Across a shock the characteristics flow into the shock, and this condition should be met with dissipation. These structures are commonly present in the head of rarefactions.

One of the big things that can be done to improve solutions is the systematic use of high-order approximations within methods. These high-order elements often involve formal accuracy that is much higher than the overall accuracy of the methods. For example a fourth-order approximation to the first derivative can be used to great effect with a method that only provides an overall second-order accuracy. With methods like PPM and FCT this can be taken to greater extremes. There one might use a fifth or sixth-order approximation for edge values even though the overall method is third order in one dimension or second-order in two or three dimensions. Another aspect of high order accuracy is better accuracy at local extrema. A usual approach to limiting to provide nonlinear stability clips extrema and computes them at first-order accuracy. In moving to limiters that do not clip extrema so harshly, excessive care must be taken so that the resulting method is not fragile and prone to oscillations. Alternatively, extrema-preserving methods can be developed that are relatively dissipative even compared to the better extrema clipping methods. Weighted ENO methods of almost any stripe are examples where the lack of extrema clipping is purchased at the cost of significant dissipation and relatively low overall computational fidelity. A better overall approach would be to use metlogohods I have devised or the MP methods of Suresh and Huynh. Both of these methods are significantly more accurate than WENO methods.

One of the key points of this work is to make codes robust. Usually these techniques are originally devised as “kludges” that are crude and poorly justified. They have the virtue of working. The overall development effort is to guide these kludges into genuinely defensible methods, and then ultimately to algorithms. One threads the needle between robust solutions and technical rigor that lends confidence and faith in the simulation. The first rule is get an answer, then get a reasonable answer, then get an admissible answer, and then get an accurate answer. The challenges come through the systematic endeavor to solve problems of ever increasing difficulty and expand the capacity of simulations to address an ever-broader scope. We then balance this effort with the availability of knowledge to support the desired rigor. Our standards are arrived at philosophically through what constitutes an acceptable solution to our modeling problems.

Consistency and accuracy instills believability

― Bernard Kelvin Clive

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Zalesak, Steven T. “The design of Flux-Corrected Transport (FCT) algorithms for structured grids.” In Flux-Corrected Transport, pp. 23-65. Springer Netherlands, 2012.

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Rider, William J., Jeffrey A. Greenough, and James R. Kamm. “Accurate monotonicity-and extrema-preserving methods through adaptive nonlinear hybridizations.” Journal of Computational Physics 225, no. 2 (2007): 1827-1848.