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A Study for Linear Stability Analysis of Incompressible Flows on Parallel Computers

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972201027

: A Study for Linear Stability Analysis of Incompressible Flow on Parallel Computers


1. 15 3 http://thesis.lib.ncu.edu.tw/ 2. 3. 4.

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Navier-Stokes backward Euler's method Navier-Stokes implicit Arnoldi method Cayley transformation Cayley transformation SuperLU

Abstract

In this study, we focus in investigating the relation between the (linear) stability of stationary solutions and pitchfork bifurcations of incompressible flows, and detect the critical points of symmetry-breaking phenomena. First, a stabilized finite element method is used to discretize the 2D Navier-Stokes equations on the spatial domain for the unsteady, viscous, incompressible flow problem. There are two approaches used to determine the behavior of the solution. One is via numerical time integration. Another is to locate the steady-state solutions and then to make the linear stability analysis by computing eigenvalues of a corresponding generalized eigenvalue problem, for which an implicit Arnoldi method with the Cayley transformation is used. In addition, it is also an important issue that how to choose the parameters of the Cayley transformation such that the convergence of the linear system would be better. Finally, we show a parallel performance of SuperLU, a great parallelable algorithm which is used to solve the linear system.

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Acknowledgements

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Contents
1 2 Introduction . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . A brief review of bifurcation theory . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.1 Some definitions . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 2.2 Pitchfork bifurcation . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3 Application to incompressible flows . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.1 Problem statement . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 3.2 Governing equation and semi-discrete formulation. . . . . . . . . . . . . . . . . . . . 3.3 Numerical tools for detecting bifurcation points . . . . . . . . . . . . . . . . . . . . . . 3.3.1 Pseudo-transient Newton-Krylov-Schwarz method . . . . . . . . . . . . . . 3.3.2 Linear stability analysis . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .. . . . . 4 1 2 2 3 4 4 6 9 10 11

Numerical results . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 13 4.1 Setup of Numerical experiments . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . 4.2 Grid resolution testing and parallel code validation . . . . . . . . . . . . . .. . . . . 4.3 Predictions of pitchfork bifurcation . . . . . . . . . . . . . . . . .. . . . . . . . . . . . . . 4.4 The parallel performance of SuperLU factorization . . . . . . . . . . . . . . . . . . 13 15 18 30 33 37

Conclusions and future works . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

Bibliography . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . . .

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Chapter 1

Introduction
The bifurcation phenomena commonly occur in engineering and scientic applications about uid dynamics. From the intuitive point of view, a bifurcation occurs with the fact that the qualitative structure of the ow changes. From the mathematical point of view, a bifurcation occur as some physical parameter varies.

Jet ows are extensively applied in many areas, such as cooling devices, jet engine exhaust, and thrustvectoring nozzles. The bifurcation phenomena also exist in the jet ows, including single-jet and multi-jet ows. According to the presence and absence of the side-wall in a geometrical arrangement, jet ows can be classied as conned and free jet ows, respectively. A sudden-expansion ow in a channel can be regarded as a conned single jet ow, and many researches were reported to investigate the bifurcation phenomena in the eld [3, 5, 6, 9, 10, 12, 16, 19, 25, 26, 29, 33]. Although there were many studies about the twin-jet ow in the ambient of free air, these focused on a jet ow ejected to a free space without connement [11, 23, 24]. So far, there has been little paper that describes the bifurcation phenomena or the mode transition of the ow pattern in a conned twin-jet ow.

Here, we are interested in the two-dimensional, conned, laminar, incompressible twin-jet ows, whose behavior can be described by time-dependent Navier-Stokes equations. By employing some characteristic parameters, this system can be cast into a dimensionless form. In particular, we use a Reynolds number, simply noted Re, to identify the critical value as a bifurcation occurs. According to the bifurcation theory, only one steady and symmetrical solution is available at a low Reynolds numbers. As the pitchfork bifurcation occurs at a higher Reynolds number, two steady and asymmetry solutions are possible. At further high Reynolds numbers, the ow becomes periodic over time after the Hopf bifurcation occurs. From a previous study [30], we can make a prediction that for the side-wall connement with S/H = 0.3 and S/D = 10, a pitchfork bifurcation occurs at the critical Reynolds number about = 16 and a Hopf bifurcation at the the critical Reynolds number about = 29. Our work makes an attempt to develop a parallel pseudo-transient continuation method to detect the bifurcation phenomena as well as the mode transition of the ow pattern. Moreover, we nd the steady-state solutions and then to determine their linear stability by computing the left-most eigenvalue of a generalized eigenvalue problem arising from the discretized Navier-Stokes equations. On the other hand, it is also the aim of our work that how to accurately solve a large-scale generalized eigenvalue problem and how to make the linear system eciently and rapidly convergent.

In the next chapter, we rstly review some denitions about bifurcations. We apply the NKS algorithm and the linear stability analysis to solve the problem of conned 2D incompressible twin-jet ow in chapter 3. In chapter 4, we show our numerical results about the 2D single-jet ows and twin-jet ow, particularly in detecting the critical bifurcation points. Finally, we make some conclusions and describe our future works in chapter 5.

Chapter 2

A brief review of bifurcation theory


2.1 Some denitions

In uid dynamics, suppose that f is a conservative vector eld, x = x(t) is the trajectory of uid particles as time t goes on, and x= dx . Given a nonlinear system of dierential equations x= f (x, ) dt with a parameter , at points where x= 0, they are stationary ows; such points are called xed points. In other words, if x is a xed point of f , then f (x , ) = 0 for some . The collection of {x } is called a stationary orbit.

Fixed points are sometimes called equilibrium solutions or steady solutions. There are two kinds of xed points : stable or unstable. Here, we take an example as shown in Figure 2.1 from Strogatzs textbook [31]. It is clear that there are two xed points at the solid black dot and the open circle, respectively, as the system x= f (x) = 0. The solid black dot represents a stable xed point, which is dened if all suciently small disturbances away from it damp out in time. In other words, a xed point at the solid black dot with small perturbation will come back to the original state after a suciently long time goes. The open circle represents an unstable xed point, at which all disturbances grow in time.

Figure 2.1: A phase portrait of one dimensional system x= f (x) [31]

2.2

Pitchfork bifurcation

In uid dynamics, we can image that the structure of ows change as some characteristic parameters are varied. At this moment, xed points can be created, destroyed, or their stability can change. In particular, these qualitative changes are called bifurcations, and the parameter values, at which bifurcations occur, are called bifurcation points.

There are two standard types of pitchfork bifurcations : supercritical pitchfork bifurcations and subcritical pitchfork bifurcations. In this section, we only consider the so-called supercritical pitchfork bifurcations. We can commonly nd such phenomena in symmetry channel ows. The normal form of a supercritical pitchfork bifurcation is x= rx x3 , a 1D example taken from Strogatzs textbook [31]. First, we can notice that in the equation the variable x is invariant under the change from x to x. Next, as the parameter r is varied from negative to positive, we plot the coresponding phase portraits in Figure 2.5 [31]. We can observe that the origin is the only xed point and stable as r 0, and the origin becomes unstable as r > 0 and a pair of stable xed points, symmetrically located at x = r, simultaneously appear on both side of the origin .

Figure 2.2: Phase portraits of x= rx x3 with varied r. [31] Then, we can make the stability analysis at the origin with varied r and plot a diagram of a supercritical pitchfork bifurcation in Figure 2.6 [31]. But in our mind we should have a concept that sometimes there occurs imperfect symmetry in practical applications.

Figure 2.3: The diagram of a supercritical pitchfork bifurcation. [31]

Chapter 3

Application to incompressible ows


3.1 Problem statement

In our study work, there are two test cases of simulation for two-dimensional, Newtonian, incompressible ows: one is a single-jet ow and another is a twin-jet ow.

First, consider a 2D single-jet ow in a long channel with the property of symmetrically sudden expansion. A typical model of 2D conned single-jet ows is shown in Figure 3.1. A long channel of height 2D, with right angles, suddenly expands to a long channel of height H, where H > 2D. The expansion ratio ER is dened as the ratio of the downstream channel of height H to the upstream channel height 2D. The velocity is u = (u, v) in Cartesian coordinates (X, Y ) We can dene a characteristic parameter, Reynolds number, Re = U D/, where U is the inlet velocity, D is the half height of the upstream channel and represents the kinematic viscosity of uid.

Figure 3.1: A typical model of 2D conned single-jet ows. [18] It is clear that the channel has a symmetrical reection about the centerline. Given a symmetric boundary condition, someone can imagine that the stationary solution is invariant under the transition of y y and v(x, y) v(x, y) if the other physical quantities are left unchanged.

Next, Figure 3.2 depicts a typical model of 2D conned twin-jet ows. Two parallel jets exhaust from two nozzles of width D separated at a distance S. A dimensionless parameter, S/H, measures the degree of side-wall connement. Clearly, a twin-jet ow can be regarded as single-jet if S/H = 0. In weak connement, small value of S/H, the ow pattern likes the results of a single-jet. The inlet velocity, U , at the nozzles exits, is assumed to be uniform. Also, We can dene the Reynolds number, Re = DU/, where D is the width of nozzles and represents the kinematic viscosity of uid. With a symmetric boundary condition, the stationary solution of a twin-jet ow is also invariant under the transition of y y and v(x, y) v(x, y) if the other physical quantities are left unchanged.

Figure 3.2: A typical model of 2D conned twin-jet ows [30]. Figure 3.3 displays a typical physical feature of the two-dimensional twin-jet ows conguration. We can roughly divide the ow eld into three regions: the central region and two near-wall regions. From the ow pattern in Figure 3.3 [30], two vortices are formed in the central region and side recirculations appear near the corner of each side wall. With the eect of strong side-wall connement, it is possible that corner vortices and separation bubbles also occur.

Figure 3.3: Physical feature of the conned plane twin-jet ow conguration [30]. From the bifurcation theory, experiments, and numerical simulations, we can observe the transition of ow pattern. Similarly to the single-jet ows, at a lower Reynolds number, only one steady state is available and the ow remains symmetric with side recirculations on both side walls. With an increasing Reynolds number, the symmetric structure of ow may be broken. Two steady states are possible and the ow becomes asymmetric as the Reynolds number increases above Rep . At this moment, we say that a pitchfork bifurcation occurs. Except for two asymmetry side recirculation on each side wall, there are also separation bubbles at a higher Reynolds number. Dierent from the single-jet ows, conned twin-jet ows has central vortices in the central region and corner vortices at both corners. Furthermore, a twin-jet ow turns to an unsteady state and becomes periodic over time if the Reynolds number is above Reh , at which the Hopf bifurcation occurs. Finally, the ow becomes turbulent at a higher Reynolds number. Notice that here we dont discuss the Hopf bifurcation in this study.

3.2

Governing equation and semi-discrete formulation

The motion of 2D conned, unsteady, viscous incompressible ows can be described by the timedependent, incompressible Navier-Stokes equations with boundary conditions. Suppose that R2 be a bounded domain with the boundary = D N . By employing D, U , D/U , and U 2 as characteristic scales of length, velocity, time, and pressure, the two-dimensional Navier-Stokes equations for the laminar, incompressible ow problem can be translated into the dimensionless form of

ut + u u = 0.

u= p+

1 Re

u, (3.1)

We impose Derichlet-type boundary condition on D and Neumman-type boundary condition on N . Assume that the ow is at steady state at the beginning of simulation. Thus we have the initial and boundary conditions dened as following :

u(X, t) = uD (X, t), n (X, t) = (X, t), u(X, 0) = u (X), 0

X D , t [0, T ] X N , t [0, T ] X , t = 0

where Re = Duj / denotes the Reynolds number and represents uid kinematic viscosity. For simplicity, is assumed to be zero. To discretize the above system (3.1), We apply a P1 P1 (continuous linear velocity and pressure ) stabilized nite element method on the spatial domain with a given triangle mesh, T h = {K}. Let S h and V h be trial and weighting spaces for velocity, respectively, and let Qh be both of trial and weighting spaces for pressure: Sh Vh Qh { uh (C 0 () H 1 ())2 |uh = uD onD } { wh (C 0 () H 1 ())2 |wh = 0onD } { q h C 0 () L2 () }

= = =

Then, the original Navier-Stokes equations (3.1) can be translated into a semi-discrete stabilized nite element form: nd uh S h [0, T ] and P h Qh [0, T ], for all (wh , q h ) V h Qh , such that

(wh , uh ) + a(wh , uh ) + c(uh ; wh , uh ) + b(wh , ph ) t + (uh + (uh )uh + ph , (uh )wh )K + ( t


KT h

uh ,

wh ) = 0 (3.2)

b(uh , q h ) +

(uh + (uh t
KT h

)uh +

p h , q h )K = 0

where the stabilization parameters and are suggested in [13]:

(X, ReK(X)) (X, ReK (X))

= |u(X)|2 hK (ReK (X)), = hK (ReK (X)). 2|u(X)|2

Here, ReK is an element Reynolds number dened as following: (ReK (X)) = ReK (X), 0 ReK (X) < 1 1, ReK (X) 1

This distinguishes the locally convection-dominated ows as ReK (X) 1 and the locally diusiondominated ows as 0 ReK (X) < 1. The stabilized nite element discretization (3.2) yield a large sparse nonlinear system of dierential algebraic equations of the form [15, 32]: for t [0, T ]
(M + M )v + [(K + K ) + (C(v, Re) + C (v, Re))] v + (G + G )p = 0, q q q M v + (GT + K + C (v, Re))v + Gq p = 0,

where v Rn is the vector of unknown nodal value of uh , v is the time-dependent derivative of v, and p Rm is the vector of nodal value of P h . The matrices M , K, C, and G are derived from the time-dependent, viscous, convective, and pressure terms, respectively. The subscript represents the stabilization terms, and the superscripts and q distinguish the terms produced by the velocity and pressure test functions, respectively.

Arising from the spatial discretization of the unsteady Navier-Stokes equations, we can obtain a time-singular ODEs system with block structure: B s +D(s, Re)s = 0, where

(3.3)

B=

M + M q M

0 u , s= , 0 p

D(s, Re) =

K + K + C(u(t), Re) + C (u(t), Re) G + G T q q G + K + C Gq

Moreover, a time-dependent system of nonlinear partial dierential equations can be rewritten as

B s= f (s, Re),
n+m

(3.4)

where s(t) R is the solution vector, Re R is the characteristic parameter of bifurcation, B R(n+m)(n+m) is the matrix of time-dependency, and f = D(s, Re)s is a nonlinear mapping from Rn+m R Rn+m .

Matrix/Vector K C G GT

Corresponding term of equation a(w, u) =

1 Re

ud )u

C(u; w, u) = b(w, p) = b(u, q) =

w (u p q

wd ud

Table 3.1: The matrices and vectors with each corresponding term of equation.

3.3

Numerical tools for detecting bifurcation points

For detecting the critical value of pitchfork bifurcations, there are two common approaches : Observe the dynamical behavior of the solution via a numerically time-dependent integration of the discretized equations.

1. Add a periodic perturbation into the stationary solution. 2. Perform a time-dependent simulation with NKS for a long time. 3. Make an examination if the perturbed solution returns to the originally steady state or becomes periodic over time. If so does it, the solution is stable; if not, the solution is unstable. 4. Vary the Reynolds number until the critical bifurcation point is determined. Determine the linear stability analysis of steady-state solutions by computing eigenvalues of a largescale generalized eigenvalue problem.

1. Solve a generalized eigenvalue problem for the stationary solution. 2. Observe if the selected eigenvalues cross over the imaginary axis. we say that a pitchfork bifurcation occurs when a ( leading ) pure real eigenvalue crosses the imaginary axis. 3. Vary the Reynolds number until the critical bifurcation point is determined.

In our research work, we focus on the second approach because it has the advantage that a steady-state solution can be eciently located with robust solver and can be tracked using continuation techniques [21]. Besides, an implicit Arnoldi iterative method with the Cayley transformation is a good eigensolver for solving a large-scale generalized eigenvalue problem. For the iteration of linear system resulting from the Cayley transformation when solving the generalized eigenvalue problem, it is particularly interesting for us to study the eect of solving the linear system with a parallelable LU factorization, SuperLU [8]. It is also a purpose of our work to reduce the cost of solving the linear system. Next, we introduce these two approaches.

3.3.1

Pseudo-transient Newton-Krylov-Schwarz method NKS

In section 3.2, arising from the spatial discretization of the unsteady Navier-Stokes equations, we can obtain a time-singular ODEs system (3.3) with block structure. Employing a backward Eulers method for (3.3) as a temporal discretization at each time step, we can obtain a large-sparse nonlinear algebraic system: Gn+1 (x) B(x) x sn + D(x, Re) = 0, tn (3.5)

where x is a new approximation at next time step tn+1 , sn and tn are a current approximation and the time-step size at each tn , respectively. A Pseudo-transient procedure, NKS, is dened as the inexact Newton method with backtracking iteration. More detail description can be consulted in [18]. Here, the algorithm for NKS. can be written as following:

1: 2: 3: 4: 5: 6: 7:

Set n = 0 Initialize s0 and t0 Do Set k = 0 and x(0) = sn while ( Gn+1 (x(k) ) 2 > 1 Gn+1 (x(0) ) 2 ) do Compute Gn+1 (x(k) ) Inexactly solve Gn+1 (x(k) )y (k) = Gn+1 (xk) ) for y (k) by a Krylov subspace method, such as GMRES with an additive-Schwarz pre1 conditioner, Mk . Update x(k+1) = x(k) + (k) y (k) , (k) (0, 1] is a damping parameter. Set k = k + 1. end while Set sn+1 = x(k) Update tn+1 n=n+1 while (n < nmax ) and ( sn sn1
2

8:

9: 10: 11: 12: 13: 14:

> 2 )

To make NKS more ecient, the time step is chosen as suggested by Hannani et al. [15] tn+1 = (tn sn+1 sn
1 2 ),

which is based on the norm of the solution dierence sn+1 sn 2 . Here, satises the assumption , tmax , < tmax tmax ,

() =

where tmax is an upper bound for the time steps {tn }.

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3.3.2

Linear stability analysis

Given a nonlinear system of dierential equations B s = f (s, ) in block matrix form such as (3.4) with a parameter R, and let x Rn+m be a xed point of f such that f (x , ) = 0 for some R. Consider the reduced nonlinear system of ODEs by xing the parameter R : B x = f (x). (3.6)

Let z = x x Rn+m denote the perturbed solution by a small time-dependent disturbance from the steady solution and x = z + x , where x is a xed point of f , and substitute them into the equation (3.6), then we have B x = B (z + x ) = f (z + x ). For the left-hand side of (3.7), B (z + x ) = B z + B x = B z + f (x ) = B z, (3.8) (3.7)

due to the fact that f (x ) = 0. Use the Taylors expansion at x for the right-hand side of (3.7), then f (z + x ) = f (x ) + J(x )z + O(z2 ) J(x )z (3.9)

Replacing equation (3.7) by the results of (3.8) and (3.9), hence we have the following linearized system B z = J(x )z. (3.10)

The linearized system (3.10) can be settled down to equilibrium through a small perturbation such as z(t) = et z (3.11)

Finally, let = and substitute the perturbed solution (3.11) into the linearized system (3.10), we can obtain a generalized eigenvalue problem J(x ) = B z z (3.12)

Here, we should have in mind that this generalized eigenvalue problem (3.12) arises in the determination of the stability of steady-state ows. In other words, we can determine the stability of stationary solution to the discretized equation (3.5) by compute the eigenvalues of (3.12). Moreover, the real part of eigenvalue Re() indicates the increasing rate of disturbance. Suppose that these eigenvalues i , for i = 1, 2, ..., n + m, of J(x ) = B are reordered by Re(1 ) Re(2 ) Re(n+m ), and from the z z denition of stability, a stationary solution is called stable if Re() > 0,otherwise it is called unstable if Re() < 0, it is sucient that computing the right-most eigenvalue determines the stability of the steady-state solution. Therefore, we say that a bifurcation phenomenon occurs as Re(1 ) < 0. In fact, a pitchfork bifurcation occurs when some pure eigenvalue crosses the imaginary axis, and a hopf bifurcation occurs if a pair of conjugate complex eigenvalues cross the imaginary axis.

However, in engineering and scientic applications, it is very dicult to solve the system (3.12) since the corresponding generalized eigenvalue problem is large-scale with the fact that matrix B is singular. Under the assumption that = 0 is not an eigenvalue of system (3.12), then the system (3.12) has an z z innite eigenvalue of algebraic multiplicity 2m, which are dened to be zero eigenvalues of J(x ) = B with corresponding eigenvectors that are null vectors of B [7]. To solve the system(3.12), direct methods are not viable because they require at least (N 2 ) operations if the system size is of N and need a large amount of memory, but not scalable to hundreds of processors. Instead, we consider a parallel Arnoldi iteration with a spectral transformation.

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A shift-invert spectral transformation [22] is typically used to transform equation J(x ) = B into z z a standard eigenvalue problem Ts = (J B)1 B = z, z z = 1 (3.13)

Notice that the shift-invert spectral transformation (3.13) has some properties [21]: It maps the eigenvalues near the pole to those of largest magnitude. It also maps the eigenvalues far from the pole to zero. The spectral condition number ( the ratio of the largest-to-smallest eigenvalues, in magnitude ) of Ts would be quite large. Given a vector x, it involves solving a linear system (J B)v = Bx so that v = Ts x. The resulting linear systems will be dicult to solve because the rate of convergence of a Krylovbased iterative method depends strongly upon the spectral condition number [14, 27]. A much better alternation is using a generalized Cayley transformation [22]: + . Then, each of the computed eigenvalues can be back-transformed by the operation Tc z = (J B)1 (J + B)z = z, = = (3.14)

+ . (3.15) 1 It is proved that the Cayley transformation is mathematically equivalent to shift-invert. Given a vector x, the Cayley system involves solving a linear system (J B)v = (J + B)x so that v = Tc x. On the other hand, the process to compute the right-left eigenvalue requires that the Cayley transformation maps these values to which are the largest in magnitude. Such situation allows an Arnoldi method to provide the best approximation to the eigenvalues i as long as Im(i ) is not large compared with Re(i ) such that (i ) 2. To achive this purpose, Lehoucq et al. [21] supply a good suggestion for choosing these parameters and to have the real part of the right-left eigenvalue satisfy < < Re() < 2 + . (3.16)

According to the above technique, the spectral condition number of the linear system arising from the Cayley transformation can be bounded with a good choice of and . This implies that the Cayley system makes a better condition of linear system. Thus, it is more eective for nding eigenvalues near as well. Unfortunately, there is no positive theory to prove whether the computed eigenvalue is the right-most or not since a rational transformation is used, and the Cayley transformation also performs badly if the spectral condition number is very large.

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Chapter 4

Numerical results
The performance and the parallelization of the NKS code is done by PETSc [4], which is a Portable, Extensible, Toolkit for Scientic Computation. SLEPc [17], the Scalable Library for Eigenvalue Problem Computations, is based on PETSc to compute the eigensolutions of large-scale, sparse, generalized eigenvalue problems on parallel computers. For a xed-size problem, a mesh generation toolkit, CUBIT [1], is used to generate unstructured grids, and a mesh partitioner, ParMetis [20], can make these unstructured grids partitioned in equal-size subdomains. After performing computations of the parallel NKS code, a visualization software, Paraview [2], is used to plot the pressure contours, streamline patterns, velocity proles in the post-processing stage.

For the linear stability analysis, an Arnoldi method with the Cayley transformation is used to solve a generalized eigenvalue problem (3.12). The resulting linear system is solved by a parallelable LU factorization, SuperLU, which is a library based on PETSc for the direct solution of large, sparse, nonsymmetric systems of linear equations on high performance machines [8]. Notice that the main purpose of our work is to detect the critical Reynolds number of a pitchfork bifurcation and here we focus on the approach of linear stability analysis.

4.1

Setup of Numerical experiments

In our simulation, the computational domain only includes the downstream channel. The origin (0, 0) in Cartesian coordinates (X, Y ) is located at the lower-left vertex and the corresponding velocity is u = (u, v) Along the lower and upper side walls, it is imposed the no-slip boundary conditions, u = (u, v) = 0 for all time t. Some parameters in Figure 4.1 are xed as following: H = 6, L = 40., D = 1 and the expansion ratio ER = 3. The inlet ow u = (u(0, y), v(0, y)) = ((y 2)(4 y), 0) for 2 y 4. The Reynolds number is Re =
DU ,

where is the kinematic viscosity of ows.

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Figure 4.1: The boundary conditions for conned single-jet ows in computational domain. Figure 4.2 shows the boundary conditions for conned twin-jet ows in computational domain. Some parameters are xed as following: H = 5, L = 20., S = 1.5 and D = 0.15. The side-wall connement are S/H = 0.3. The inlet ow u = (u(0, y), v(0, y)) = (1, 0) for 1.675 y 1.825 or 3.175 y 3.325. The Reynolds number is Re =
DU ,

where is the kinematic viscosity of ows.

Figure 4.2: The boundary conditions for conned twin-jet ows in computational domain.

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4.2

Grid resolution testing and parallel code validation

Table 4.1 and Table 4.2 show the number of elements and the corresponding ODEs system for each mesh. Meshes in Table 4.1 and Meshes in Table 4.2 are used for problems of single-jet ows and problems of twin-jet ows, respectively. Mesh S1 is the coarsest mesh for problems of single-jet ows, and meshes S2, S3, S4 are generated by uniformly rening Mesh S1. Mesh RS3 is created by locally rening Mesh S3 near the inow region. For the grid resolution test of single-jet ows, we make a comparisons of horizontal velocity obtained from each mesh at cross-section x/D = 5 and x/D = 10. It can be observed that the pressure and velocity curves obtained from Mesh RS3 and Mesh S4 are indistinguishable in Figure 4.3 to Figure 4.5, respectively.

Mesh label S1 S2 S3 S4 RS3

# of elements 1415 5660 22640 90560 56976

Size of ODEs system 2364 2364 8970 8970 34917 34917 137751 137751 68109 68109

Table 4.1: Mesh information for single-jet ows. On the other hand, Mesh T1 is the coarsest mesh for problems of twin-jet ows, and meshes T2, T3, T4 are generated by uniformly rening Mesh T1. For the grid resolution test of single-jet ows, we make a comparisons of horizontal velocity obtained from each mesh at cross-section x/H = 0.1, x/H = 0.5, and x/H = 2. It can be observed that the pressure and velocity curves obtained from Mesh T3 and Mesh T4 are indistinguishable in Figure 4.6 to Figure 4.8, respectively. Therefore, two meshes Mesh RS3 and Mesh T3 are used for the numerical experiments.

Mesh label T1 T2 T3 T4

of elements 7704 30816 123264 493056

Size of ODEs system 12072 12072 47253 47253 186951 186951 743691 743691

Table 4.2: Mesh information for twin-jet ows

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Figure 4.3: Pressure(left) and velocity(right) proles of stationary single-jet ows for Re = 26 and ER = 3 at X/D = 5.

Figure 4.4: Pressure(left) and velocity(right) proles of stationary single-jet ows for Re = 26 and ER = 3 at X/D = 10.

Figure 4.5: Pressure(left) and velocity(right) proles of stationary single-jet ows for Re = 26 and ER = 3 at X/D = 20.

16

Figure 4.6: Pressure(left) and velocity(right) proles of stationary twin-jet ows for Re = 10, S/H = 0.3 and S/D = 10 at X/H = 0.1.

Figure 4.7: Pressure(left) and velocity(right) proles of stationary twin-jet ows for Re = 10, S/H = 0.3 and S/D = 10 at X/H = 0.5.

Figure 4.8: Pressure(left) and velocity(right) proles of stationary twin-jet ows for Re = 10, S/H = 0.3 and S/D = 10 at X/H = 2.

17

4.3

Predictions of pitchfork bifurcation

In this section, two numerical tools introduced in section 3.3 are used for detecting the bifurcation phenomena. First, we directly solve the steady-state discretized Navier-Stokes equations with a symmetric boundary condition, and then plot the streamline patterns in Figure 4.9 and Figure 4.10. It is clear that these streamline patterns of steady-state ows are symmetric about the central line of each computational domain.

(a)

(b) Figure 4.9: Streamline patterns of single-jet ows at steady state for (a) Re = 26 and (b) Re = 60. ER = 3 and Mesh RS3 is used.

(a)

(b) Figure 4.10: Streamline patterns of twin-jet ows at steady state for (a) Re = 10 and (b) Re = 20. S/H = 0.3, S/D = 10 and Mesh T3 is used. Next, we add a periodic perturbation into the inlet velocity of stationary ows. A periodic perturbation can keep the ODEs system to always satisfy the conservative law. After performing a time-dependent simulation by using NKS to solve the perturbed ODEs system, we can obtain a series of corresponding solution at each pseudo-time step. The evolution of ow motion can be observed from Figure 4.11 to Figure 4.14. The streamline patterns at time step n = 0 in Figures is the behavior of stationary ows. At the rst ve time steps n = 1, 2, , 5, a constant step size tn is used during the process of perturbation. As shown in Figure 4.11 and Figure 4.13, the perturbed ows, return the original state at lower Reynolds numbers. However, in Figure 4.12 and Figure 4.14 the ows with a small perturbation turn into another state, from symmetric to asymmetric, at higher Reynolds numbers, at which we say that a bifurcation has occurred. Furthermore, we vary the Reynolds number and solve a perturbed ODEs system. We can estimate the critical Reynolds number by observing whether the streamline patterns of ows become asymmetric or not.

18

n=0

n=1

n=3

n=5

n = 10

n = 20

n = 22 Figure 4.11: Time-simulation of a single-jet ow with small perturbation is obtained by NKS at some selected pseudo-time steps for Re = 26 and ER = 3. Mesh RS3 is used.

19

n=0

n=1

n=3

n=5

n = 10

n = 20

n = 30

n = 40 Figure 4.12: Time-simulation of a single-jet ow with small perturbation is obtained by NKS at some selected pseudo-time steps for Re = 60 and ER = 3. Mesh RS3 is used.

20

n=0

n=1

n=3

n=5

n = 10

n = 15

n = 17 Figure 4.13: Time-simulation of a twin-jet ow with small perturbation is obtained by NKS at some selected pseudo-time steps for Re = 20, S/H = 0.3 and S/D = 10. Mesh T3 is used.

21

n=0

n=3

n=5

n = 10

n = 15

n = 20

n = 30

n = 40 Figure 4.14: Time-simulation of a twin-jet ow with small perturbation is obtained by NKS at some selected pseudo-time steps for Re = 20, S/H = 0.3 and S/D = 10. Mesh T3 is used.

22

Re # of pseudo timesteps avg. # of SNES iterations avg. # of KSP iterations SNESSolve time(s) KSPSolve time(s)

single-jet ows 26 60 24 42 2.6 2.8 50.5 56.4 8.3827e+01 1.7134e+02 6.8610e+01 1.4624e+02

twin-jet ows 10 20 18 44 1.7 2.8 103.5 113.0 2.9981e+02 1.0596e+03 2.3532e+02 8.9170e+02

Table 4.3: Time-simulation of stationary ows.

Table 4.3 shows the results from time-simulation of stationary ows with small perturbation and the number of used processors is 16. The case of ER = 3 is considered for single-jet ows and the case of S/H = 0.3 and S/D = 10 is considered for twin-jet ows. The initial pseudo timestep size is t0 = 0.001 and the maximum pseudo timestep size is tmax = 500. The relative linear and nonlinear tolerances required are 1.0e 4 and 1.0e 6, respectively. The periodic perturbation models are dened as following: 1. For single-jet ows and for 0 < t < 45: Shift-up models: u= Shift-down models: u=
(y2)(3.8y) (1 0.81 (y1.8)(4y) (1 1.21 t + | sin 15 | 0.2), t + | sin 15 | 0.2), (y2)(4.2y) (1 1.21 (y2.2)(4y) (1 0.81 t + | sin 15 | 0.2), t + | sin 15 | 0.2),

for y [2, 3.1], for y [3.1, 4].

for y [2, 2.9], for y [2.9, 4].

2. For twin-jet ows and for 0 < t < 40: Shift-up models: u= Shift-down models: u=
y1.675 (1 3 y3.175 (1 3 t + sin( 20 )) + 1, 2 t + sin( 20 )) + 1, 2 1.825y (1 3 3.325y (1 3 t + sin( 20 )) + 1, 2 t + sin( 20 )) + 1, 2

for y [1.675, 1.825], for y [3.175, 3.325].

for y [1.675, 1.825], for y [3.175, 3.325].

A strategy for characterizing the bifurcation conguration of ows is chosen in [18]. we can detect the critical bifurcation points of single-jet and twin-jet ows by measuring the dierence between two reattachment points of the side recirculation near the lower and upper side walls on x-axis respectively. It can be determined by estimating the horizontal velocity along the side walls. Because of the no-slip boundary condition on the side walls, the reattachment points can be determined as the corresponding horizontal velocity approaches to zero. Besides, the dierence Dx = xupper xlower indicates the asymmetry of ows.

Figure 4.15 and Figure 4.16 show the pitchfork diagrams of a single-jet ows and a twin-jet ow, respectively. We can predict that a bifurcation of single-jet ow for ER = 3 occurs at the critical value of Reynolds number about Re = 42.5, and a bifurcation of twin-jet ows for S/H = 0.3 and S/D = 10 occurs at the critical value of Reynolds number about Re = 15.

23

Figure 4.15: Bifurcation diagram of single-jet ows for ER = 3. Mesh RS3 is used.

Figure 4.16: Bifurcation diagram of twin-jet ow for S/H = 0.3 and S/D = 10. Mesh T3 is used.

24

Although it is intuitive for someone to determine the critical value of Reynolds number from the bifurcation diagram, it must take a long time to perform a time-dependent simulation for solving a largescale ODEs system. An alternative method is introduced in section 3.3.2. We do the linear stability analysis of symmetry ows by using an implicit Arnoldi method with the Cayley transformation to compute the eigenvalues of a generalized eigenvalue problem arising from the discretized Navier-Stokes equations. Because the system size is large-scale, a direct method is not viable. It possibly requires a lot of memory and is not scalable to multi processors. As mentioned in section 3.3.2, the resulting linear system would be dicult to solve because the rate of convergence of a Krylov-based iterative method depends strongly upon the spectral condition number. Therefore, for the linear system, we use the SuperLU decomposition. Another diculty is that Lehoucq et al. [14] supply a good suggestion for choosing these parameters and of the Cayley system to make a better condition of linear system, but on one knows the location of eigenvalues. A technique of parameter tuning is used here. First, a coarse mesh can be used to solve a small-scale system and compute all of the eigenvalues of the resulting generalized eigenvalue problem. Secondly, we choose a value of smaller than the real part of the leftmost eigenvalue obtained from the coarse-mesh system. Then the parameter can be quickly determined by using the inequality (3.16). Finally, a better condition of linear system can be made by varying the parameters.

Figure 4.17 and Figure 4.18 show the spectrum by using a QZ-algorithm to solve a generalized eigenvalue problem with a coarsest Mesh. The leading eigenvalues are showed in the following Table 4.4 and Table 4.5. According to the above mentioned technique, a pair of approximate parameters and can be chosen for a large-scale system, and the selected eigenvalues can be checked by comparing the eigenvalues from a coarse-mesh system. Notice that a pair of conjugate complex eigenvalues would aect the Cayley transformation to have a largest (mapped) eigenvalue in magnitude not necessarily be the left-most one in the original system, for which a simple can be found in [21]. Reynolds numbers 41 42 43 44 45 46 47 48 49 50 1 0.0032502880+0i 0.0022257360+0i 0.0012708602+0i 0.0004595486+0i -0.0003464839+0i -0.0012155775+0i -0.0019357095+0i -0.0025947186+0i -0.0032105790+0i -0.0037834877+0i 2 0.0451539932+0i 0.0435868668+0i 0.0420450479+0i 0.0405040196+0i 0.0392251198+0i 0.0377230482+0i 0.0363196910+0i 0.0349658596+0i 0.0336472639+0i 0.0323615764+0i 3 0.0580623730+0i 0.0569356850+0i 0.0558492820+0i 0.0547897641+0i 0.0538349351+0i 0.0528368163+0i 0.0518847051+0i 0.0509654105+0i 0.0500693443+0i 0.0492035013+0i

Table 4.4: The leading eigenvalues of single-jet ows problem for ER = 3. The coarsest Mesh S1 is used.

Reynolds numbers 10 11 12 13 14 15 16 17 18 19 20

1 0.0271300646+0i 0.0183419067+0i 0.0106650512+0i 0.0045380256+0i 0.0000000030+0i -0.0043023667+0i -0.0073151673+0i -0.0094922596+0i -0.0110457485+0i -0.0121079431+0i -0.0128078869+0i

2 0.0387635997+0i 0.0357368811+0i 0.0331637305+0i 0.0307551726+0i 0.0283906425+0i 0.0259302116+0i 0.0233118817+0i 0.0206013458+0i 0.0178862893+0i 0.0153204883+0i 0.0131896086+0i

3 0.0573961558+0i 0.0529748723+0i 0.0492933224+0i 0.0460686319+0i 0.0434075774+0i 0.0410773702+0i 0.0391789161+0i 0.0377205015+0i 0.0366991392+0i 0.0362594436+0i 0.0371180804+0i

Table 4.5: The leading eigenvalues of twin-jet ows for S/H = 0.3 and S/D = 10 . The coarsest Mesh T1 is used.

25

Figure 4.17: The spectrum of a stationary single-jet ow solved by a QZ-algorithm for Re = 45 and ER = 3. The coarsest Mesh S1 is used.

Figure 4.18: The spectrum of a stationary twin-jet ow solved by a QZ-algorithm for Re = 15, S/H = 0.3, and S/D = 10. The coarsest Mesh T1 is used.

26

Now, we display how to do parameters tuning of the Cayley transformation. Consider an example of a single-jet ow for Re = 45 and ER = 3. Mesh RS3 is used. An implicit Arnoldi method with the Cayley transformation is used as a eigensolver. A Krylov-based method GMRES [28] with an AdditiveSchwarz preconditioner is used to solve the linear system and the subdomain problems are solved exact LU factorization. The tolerance of eigensolutions and linear system are required to EP S tol = 1e 5 and ST KSP rtol = 1e 10, respectively. The required number of convergent eigenvalue is nev = 1 and the number of used processors is np = 4.

Table 4.6 shows that some information from parameters tuning of the Cayley transformation. From Table 4.3 we can nd that for a single-jet ow problem with a coarse Mesh S1, the leading eigenvalue has crossed the imaginary axis after the Reynolds number is increased higher than Re = 45. It implies that there is a pitchfork bifurcation has occurred at Reynolds number Re = 45. To detect the pitchfork bifurcation point for a rened-mesh system, we rst choose a smaller parameter = 0.004 as the initial guess, and is computed by the suggested inequality (3.16). Fortunately, the selected eigenvalue k = 0.00153410 implies that a pitchfork bifurcation point has occurred. Next, we vary the parameter and compute an appropriate parameter by the inequality (3.16). Therefore, we can observe some important information from Table 4.6: As the parameter is closer to or very far away from the computed eigenvalue, the condition number of (J B) becomes larger and the resulting linear system has bad convergence. The cost of solving a large-scale generalized eigenvalue problem is approximate to solve the resulting linear system. One can check the parameters and for each problems to satisfy the inequality (3.16). It is clear that all the selected eigenvalues can be bounded by . The computed leading eigenvalue may not be the left-most if the parameters are selected such as = 0.001 and = 0.002. A good choice of the parameters and which satisfy the suggested inequality (3.16) would make a better condition of the resulting liner system.

-0.004 -0.002 -0.0016 -0.001 -0.01 -0.1 -0.11 -0.12 -0.13 -0.14 -0.15 -0.2 -0.3 -0.4 -0.5 -1.0

0.008 0.004 0.0032 0.002 0.02 0.2 0.22 0.24 0.26 0.28 0.3 0.4 0.6 0.8 1.0 2.0

k linear iters. -0.00153410 1573 -0.00153408 2054 -0.00153407 2668 0.04248657 1911 -0.00153415 1227 -0.00153484 701 -0.00153490 678 -0.00153495 687 -0.00153495 665 -0.00153503 648 -0.00153514 814 -0.00153538 771 -0.00153584 1073 -0.00153620 1153 -0.00153649 1236 -0.00153771 2205

EPSSolve 8.01e+01 1.03e+02 1.34e+02 9.69e+01 6.29e+01 3.68e+01 4.03e+01 3.56e+01 3.47e+01 3.91e+01 4.23e+01 4.00e+01 5.51e+01 6.71e+01 6.35e+01 1.12e+02

STApply Cond(J B) 8.01e+01 3.87E+04 1.03e+02 8.49E+04 1.34e+02 1.12E+05 9.68e+01 2.14E+05 6.29e+01 1.50E+04 3.67e+01 8.71E+03 4.02e+01 9.20E+03 3.55e+01 9.70E+03 3.46e+01 1.02E+04 3.90e+01 1.07E+04 4.22e+01 1.12E+04 3.99e+01 1.37E+04 5.49e+01 1.88E+04 6.69e+01 2.38E+04 6.33e+01 2.87E+04 1.12e+02 5.24E+04

Table 4.6: Parameters tuning of the Cayley transformation and resulting information.

27

Apply the strategy for parameters tuning to each problem, and list the computed leading eigenvalues of single-jet ows and twin-jet ows in Table 4.7 and Table 4.8, respectively. By the linear stability analysis we nd that a pitchfork bifurcation of single-jet ows has occurred at Reynolds numbers Re = 43.5 for the case of rened Mesh RS3 and a pitchfork bifurcation of twin-jet ows has occurred at Reynolds numbers Re = 15 for the case of rened Mesh T3. With the information of eigenvalues from the coarse-mesh system, we can determine whether the computed leading eigenvalue from a rened-mesh system is the left-most one. Moreover, for single-jet ows, a system with a coarse mesh seems to be more stable than the one with a rened mesh. However, it shows the opposite result for twin-jet ows. It can be kept in mind that the leading eigenvalues may include a pair of conjugate complex eigenvalues, but we show the computed eigenvalue in tables just including the left-most pure real eigenvalues. A reason is that these complex eigenvalues would aect the Cayley transformation to have a large spectrum condition number. In other words, the imaginary part of these complex eigenvalues make the linear system badly convergent.

Using an experimental method, Fearn et al. [12] showed that the critical point of pitchfork bifurcation is about Re = 44. By the bifurcation calculation, Hawa et al. [16] and Shapria et al. [29] and Haung [18] showed that it is about Re = 40.35, Re 41.3 and Re = 44, respectively. Using the time-dependent simulation, Battaglia et al. [5], Allenborn et al. [3], Mizuahima et al. [26], Drikakis [9], and Mishra et al [25] showed that it is about Re = 42.75 43.5, Re = 40, Re = 40.23, Re = 40, and Re = 40.5, respectively.On the other hand, Soong el al. [30] used numerically time-dependent simulations to investigate twin-jet ows for the case of side-wall connement S/H = 0.3 and S/D = 10, and they showed that a bifurcation occurs at Reynolds number Re = 16. Compared with others researches, we would conrm our results.

Re 40 41 42 43 43.5 44 45

1 0.0028164607+0i 0.0018156814+0i 0.0008860862+0i 0.0002435992+0i -0.0003817988+0i -0.0007877987+0i -0.0015420376+0i

2 0.0491913940+0i 0.0477961406+0i 0.0464209296+0i 0.0450591542+0i 0.0443959470+0i 0.0437320271+0i 0.0424195836+0i

3 0.0631954533+0i 0.0620788613+0i 0.0610107288+0i 0.0599845436+0i 0.0594922526+0i 0.0590062313+0i 0.0580617006+0i

Table 4.7: The leading eigenvalues of single-jet ows problem for ER = 3. The rened Mesh RS3 is used.

Re 11 12 13 14 15 16 17

1 0.0197867472+0i 0.0120567480+0i 0.0055795432+0i 0.0008213877+0i -0.0036642536+0i -0.0067714760+0i -0.0090903725+0i

2 0.0346250398+0i 0.0321611358+0i 0.0299306604+0i 0.0277337948+0i 0.0254819072+0i 0.0230610396+0i 0.0204711625+0i

3 0.0510940422+0i 0.0474803006+0i 0.0443459539+0i 0.0415901796+0i 0.0392338726+0i 0.0373090137+0i 0.0358118911+0i

Table 4.8: The leading eigenvalues of twin-jet ows for S/H = 0.3 and S/D = 10. The rened Mesh T3 is used. From the results, we can nd that the eigenvalues seem to move continuously as the Reynolds number varies since a ow goes continuously in time if there is no disturbance. Moreover, we compute the leading eigenvalues for dierent meshes and list the results in Table 4.9 to Table 4.13. The critical Reynolds number of pitchfork bifurcation for the case of Mesh T2 is dierent from others. A reason is that the unstructured meshes are used and the coarsest Mesh T1 is locally rened at the inow region.

28

Re 12 13 14 15 16 17

1 2 3 0.0106650512+0i 0.0331637305+0i 0.0492933224+0i 0.0045380256+0i 0.0307551726+0i 0.0460686319+0i 0.0000000030+0i 0.0283906425+0i 0.0434075774+0i -0.0043023667+0i 0.0259302116+0i 0.0410773702+0i -0.0073151673+0i 0.0233118817+0i 0.0391789161+0i -0.0094922596+0i 0.0206013458+0i 0.0377205015+0i

Table 4.9: The leading eigenvalues of twin-jet ows for S/H = 0.3 and S/D = 10. The coarsest Mesh T1 is used.

Re 12 13 13.5 14 15 16 17

1 0.0096956378+0i 0.0034545795+0i 0.0010759216+0i -0.0013975864+0i -0.0052605183+0i -0.0081105780+0i -0.0101960065+0i

2 0.0326812064+0i 0.0302996506+0i 0.0291071564+0i 0.0278929268+0i 0.0253764871+0i 0.0226880996+0i 0.0198512325+0i

3 0.0486973765+0i 0.0455207281+0i 0.0441031251+0i 0.0427635625+0i 0.0404994381+0i 0.0387038545+0i 0.0373651125+0i

Table 4.10: The leading eigenvalues of twin-jet ows for S/H = 0.3 and S/D = 10 . The rened Mesh T2 is used.

Re 12 13 14 15 16 17

1 2 3 0.0120567480+0i 0.0321611358+0i 0.0474803006+0i 0.0055795432+0i 0.0299306604+0i 0.0443459539+0i 0.0008213877+0i 0.0277337948+0i 0.0415901796+0i -0.0036642536+0i 0.0254819072+0i 0.0392338726+0i -0.0067714760+0i 0.0230610396+0i 0.0373090137+0i -0.0090903725+0i 0.0204711625+0i 0.0358118911+0i

Table 4.11: The leading eigenvalues of twin-jet ows for S/H = 0.3 and S/D = 10 . The rened Mesh T3 is used.

Re 12 13 14 15 16 17

1 2 3 0.0119642476+0i 0.0321284585+0i 0.0474289871+0i 0.0055003278+0i 0.0298983223+0i 0.0442966731+0i 0.0004546599+0i 0.0277094966+0i 0.0415428616+0i -0.0037216443+0i 0.0254461341+0i 0.0391920618+0i -0.0068145221+0i 0.0230204206+0i 0.0372717013+0i -0.0091241387+0i 0.0204249457+0i 0.0357814205+0i

Table 4.12: The leading eigenvalues of twin-jet ows for S/H = 0.3 and S/D = 10 . The rened Mesh T4 is used. Mesh T1 T2 T3 T4 The Critical Reynolds number 13 Rep 15 13.5 Rep 14 14 Rep 15 14 Rep 15

Table 4.13: Prediction of the critical Reynolds number for pitchfork bifurcation.

29

4.4

The parallel performance of SuperLU factorization

The main purpose of this study is using the technique of linear stability analysis to determine the critical Reynolds number at which a bifurcation appears. Moreover, we are interested in the large-scale generalized eigenvalue problems with the matrix size O(106 ). Thus, a direct method like QZ algorithm is not viable because it requires a pretty amount of memory and not scalable to multi-processors. An Arnoldi method with the Cayley transformation is a good choice for such problems, but it necessarily involves solving linear systems. As mentioned in previous sections, the rate of convergence of a Krylov-based iterative method depends strongly upon the spectral condition number of the resulting linear system. Instead, we apply a parallelable SuperLU factorization.

Here we take two examples to test the parallel performance of SuperLU factorization for the linear system. We use an implicit Arnoldi method with the Cayley transformation to solve the problem on parallel computers. For the linear system, A LU factorization is used on parallel computers to force the convergence of solutions can satisfy tolerance = 1e-5 and a relative tolerance 1e-10 for the linear system. In the test case, we require the number of converged eigenvalues nev = 1 and use the number of column vectors ncv = 16.

np 1 2 4 8 16 32

k -0.0015405397 -0.0015405397 -0.0015405397 -0.0015405397 -0.0015405397 -0.0015405397

Ax kBx / kx 6.17e-14 6.26e-14 6.74e-14 6.15e-14 6.95e-14 3.84e-14

# of iters 1 1 1 1 1 1

# of linear iters 16 16 16 16 16 16

EPSSolve 2.3858 1.7592 1.5897 1.3766 2.5154 122.97

STApply 2.2552 1.6827 1.5264 1.3350 2.4556 117.59

Table 4.14: The information of solving a single-jet ow for Re = 45 and ER = 3 on varied number of processors.

np 1 2 4 8 16 32 64

k -0.0036642536 -0.0036642536 -0.0036642536 -0.0036642536 -0.0036642536 -0.0036642536 -0.0036642536

Ax kBx / kx 6.75e-15 6.59e-15 1.18e-14 7.97e-15 5.98e-15 7.15e-15 5.89e-15

# of iters 1 1 1 1 1 1 1

# of linear iters 16 16 16 16 16 16 16

EPSSolve 8.5234 6.0972 5.1836 395.81 269.16 48.145 134.50

STApply 8.1373 5.8472 4.9295 395.64 267.77 46.829 126.84

Table 4.15: The information of solving a twin-jet ow for Re = 15, S/H = 3 and S/D = 10 on varied number of processors. As the results showed in Table 4.14 and Table 4.15, the selected eigenvalue is left-most with small relative error and the cost of solving the linear system is not much. Finally, we compute the speedup and eciency by the following relation: The parallel speedup for n processors is dened as :

Sp (n) =
The eciency is determined by

T1 Tn ,

where T1 is the running time for a single processor and Tn is the running time for n processors.

(n) =

T1 nTn .

30

Figure 4.19: The parallel speedup for n processors. A single-jet ow for Re = 45, ER = 3 and Mesh RS3 is used.

Figure 4.20: The parallel eciency for n processors. A single-jet ow for Re = 45, ER = 3 and Mesh RS3 is used.

31

Figure 4.21: The parallel speedup for n processors. A twin-jet ow for Re = 15, S/H = 3, S/D = 10, and Mesh T3 is used.

Figure 4.22: The parallel eciency for n processors. A twin-jet ow for Re = 15, S/H = 3, S/D = 10, and Mesh T3 is used.

32

Chapter 5

Conclusions and future works


From the numerical results, we have some conclusions as following: The grid resolution test is necessary. From the pressure and velocity proles, we can take less cost to detect the pitchfork bifurcation points by choosing an appropriate mesh. A time integration approach may take a long time to investigate the behavior of solutions and is highly dependent on initial conditions. Comparing with others researches, we can conrm that the linear stability analysis is a good choice to detect the critical bifurcation point. Moreover, a steady-state solution can be eciently located with robust solver and can be tracked using continuation techniques. Hence, the qualitative information of ows as parameter changing can be readily determined. A large-scale eigenvalue problem can not be solved by a direct method, so a iterative method must be used. An implicit Arnoldi method with a Cayley transformation is a good approach for linear stability analysis. But the resulting linear systems will be dicult to solve because the rate of convergence of a Krylov-based iterative method depends strongly upon the spectral condition number. Instead, a SuperLU factorization shows a good performance of solving the linear system. Information resulting from a small-scale system with a coarse mesh is useful. With the spectrum, it can supply a direction for choosing the parameters and in the application of the Cayley transformation such that the linear system has a good spectral condition number.

In the future, we hope to use the technique of linear stability analysis in more complex applications. In particular, we are interested in detecting the Hopf bifurcation of incompressible ows. Finally, we mention the concept of Hopf bifurcation for further research study in the future.

33

Hopf bifurcation
First, we consider one complex dynamical system, whose phase portrait is shown in Figure 2.2 [31]. The xed points A, B, and C represent equilibria of the system and are classed unstable, whereas the closed orbit D herein is stable.

Figure 5.1: A phase portrait of one more complex dynamical system [31] A closed orbit, like D in Figure 2.2, corresponds to periodic solutions. i.e., solutions for which x(t + T ) = x(t) for all t, for some T > 0 . Moreover, a limit cycle is dened to be an isolated closed orbit. The word isolated means that neighboring trajectories are not closed; they spiral either toward or away from the limit cycle. The Figure 2.3[1] just illustrate three kinds of limit cycles.

Figure 5.2: Limit cycles [31]. In general, limit cycles are inherently nonlinear phenomena; they cant occur in linear systems. Of course, a linear system x= Ax can have closed orbits, but they wont be isolated. For example, if x(t) is a periodic solution, then so is cx(t) for and constant c = 0. Hence, x(t) is surrounded by one-parameter family of closed orbits, such as in Figure 2.4 [31].

Figure 5.3: Closed orbits are not isolated [31].

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Now, suppose we have a physical system added small disturbation, through an exponentially damped perturbation, at xed points for a while . Suppose that the decay rate depends on a characteristic parameter . If the decay becomes slower and slower after a suciently long time, and nally changes to growth at a critical value c , such as respectively shown in Figure 2.7(a) and (b) [31], the xed points will lose stability. Then we say that the system has undergone a supercritical Hopf bifurcation.

Figure 5.4: The eect of small disturbation for a physical system after a long time [31]. Also, there are two standard types of Hopf bifurcations : supercritical and subcritical Hopf bifurcations. Here we just consider the supercritical Hopf bifurcations. To illustrate this concept of a supercritical Hopf bifurcation, we take an example given by the following system from Strogatzs textbook [31] : x= x x3 = w + bx2 Figure 2.8 [31] shows the phase portraits for . We can observe some interesting Phenomena : rst, for < 0, at the origin r = 0 there is a stable spiral whose sense of rotation depends on . For = 0, the origin is still a stable spiral, although a very weak one. Finally, for > 0, there is an unstable spiral at the origin and a stable circular limit cycle at r = .

Figure 5.5: The phase portraits for above and below the supercritical Hopf bifurcation [31]. From this example we can obtain an important information : In terms of the ow in phase space, a supercritical Hopf bifurcation occurs when a stable spiral changes into an unstable spiral surrounded by a small limit cycle.

Note that in the example there are two much more important parameters : controls the stability of the xed point at the origin, and gives the frequency of oscillations, Moreover, we can rewrite the system in Cartesian coordinates and then translate it into an eigenvalue problem. Let x = rcos and y = rsin. Then

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x =r cos r sin = (r r3 )cos r( + br2 )sin = (x2 + y 2 )x b(x2 + y 2 ) y = x y + cubic terms. and similarly, y = x y + cubic terms. So the Jacobian at the origin is J= which has eigenvalues = i. ,

It is clear that the eigenvalues of the Jacobian are dependent upon the parameter . For this twodimensional system, we have known that xed points can lose stability as parameter varies from < 0 to > 0. At the moment, the sign of real part of eigenvalues change from negative to positive. In brief, we can compute the corresponding eigenvalues of the origin system to predict if the structure of ows change, or to predict if a bifurcation occur. Because bifurcations may occur in phase spaces of any dimension n 2, we extend the technique of computing the corresponding eigenvalues of the origin system for any dimension n 2 in the later section.

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