Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations. I. The Dynamics of Time Discretization and Its Implications for Algorithm Development in Computational Fluid Dynamics
Date of this Version
JOURNAL OF COMPUTATIONAL PHYSICS 97,249-310 (1991).
The goal of this paper is to utilize the theory of nonlinear dynamics approach to investigate the possible sources of errors and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic and parabolic partial differential equations terms. This interdisciplinary research belongs to a subset of a new field of study in numerical analysis sometimes referred to as "the dynamics of numerics and the numerics of dynamics." At the present time, this new interdisciplinary topic is still the property of an isolated discipline with all too little effort spent in pointing out an underlying generality that could make it adaptable to diverse fields of applications. This is the first of a series of research papers under the same topic. Our hope is to reach researchers in the fields of computational fluid dynamics (CFD) and, in particular, hypersonic and combustion related CFD. By simple examples (in which the exact solutions of the governing equations are known), the application of the apparently straightforward numerical technique to genuinely nonlinear problems can be shown to lead to incorrect or misleading results. One striking phenomenon is that with the same initial data, the continuum and its discretized counterpart can asymptotically approach different stable solutions. This behavior is especially important for employing a time-dependent approach to the steady state since the initial data are usually not known and a freest ream condition or an intelligent guess for the initial conditions is often used. With the unique property of the different dependence of the solution on initial data for the partial differential equation and the discretized counterpart, it is not easy to delineate the true physics from numerical artifacts when numerical methods are the sole source of solution procedure for the continuum. Part I concentrates on the dynamical behavior of time discretization for scalar nonlinear ordinary differential equations in order to motivate this new yet unconventional approach to algorithm development in CFD and to serve as an introduction for parts II and III of the same series of research papers.