Numerical Uncertainty Assessment

1. Numerical Uncertainty Assessment Reference: P.J. Roache, Verification and Validation in Computational Science and Engineering, Hermosa Press, Albuquerque (1998).

2. Verification = Solving the equations right OBJECTIVE Show that the numerical solution converges to the exact solution of the differential equation as and . APPROACH Solve problem with different x and t and compare.

3. Validation = Solving the right equations Show that the differential equations accurately model the physics of the problem. OBJECTIVE APPROACH Compare computational solution to experimental results.

4. Verification • Must always precede validation • Check that physical features of the solution are adequately resolved (boundary layers, crack tips, etc.) • Document how much solution changes when x and t are changed. Determine convergence rate. • Compare to exact solution of PDE • Compare solutions with two different numerical methods

5. Validation • Account for uncertainty in both computational and experimental results. • Important to validate using the features that are most sensitive to the model assumptions. (It is common that some features compare well to an experiment while other features of a numerical solution compare poorly.)

6. Example: Flow Past a Cylinder U Color shows vorticity field (red – positive, blue – negative) Comparison Parameters Drag coefficient Lift coefficient Strouhal number

7. Verification: Compare solutions on different grids • Fine Grid Computation: 21,580 points • Course Grid Computation: 10,790 points

8. Validation: Comparison to experimental results Comparison of computational results with reference experimental data compiled by Fleischmann and Sallet (1985).

9. Richardson Extrapolation - A method to make a calculation more accurate Let f be a numerical solution on a grid with step size h. Expand f about the exact solution to write where g1, g2, g3, etc., are independent of h.

10. Richardson Extrapolation Consider a second-order calculation, such that g1 = 0. Perform calculations on two grids, with increment size h1and h2, such that (1) (2)

11. Richardson Extrapolation Taking h22(1) – h12(2) and solving for fexactgives (3) Hence, we can decrease the error in the numerical solution from O(h2) to O(h3) by forming the ratio above. For grid doubling (h2 = 2h1) we have

12. Grid Convergence Index (GCI) - A method to quantify the error in a computation Let p = order of computational method r = grid refinement ratio We can then write (3) as (4)

13. Grid Convergence Index (GCI) Define the Grid Convergence Index (GCI) as the relative error, given by where Substituting this into (4) gives GCI is a measure of the relative discretization error of the computed solution

14. Numerical Dissipation In approximation of convection on a fixed grid, it is typically necessary to introduce additional “artificial” or “numerical” dissipation in order to stabilize the convective transport term. This numerical dissipation can be either implicit in the differencing method or added explicitly to the computation.

15. Example: Lax-Wendroff Method Problem: Develop a numerically stable method to solve the advection equation to second-order accuracy. (5)

16. Lax-Wendroff Method Approach: Expand about using a Taylor series with local error O(k3) (6) Differentiate (5) with respect to t to write (7)

17. Lax-Wendroff Method Substitute (7) into (6) and solve for (8) Plug (8) into (5) to get (9) FTCS Scheme (UNSTABLE) Numerical Dissipation Term (STABLE IF CFL # < 1)

18. Effects of Numerical Dissipation Causes regions of large  to expand in size and decrease in strength Example for advection of a vortex in an inviscid fluid: U t = 0 t > 0 Most commercial codes have high numerical dissipation because it makes the computations very stable.

19. Methods for Avoid Numerical Dissipation • Use Lagrangian method (no numerical dissipation) • Use high-order accurate method • Use local grid refinement in regions with large values of  • Use discretely-conservative method