Numerical Weather Prediction (NWP) and climate models parametrize the effects of boundary-layer turbulence as a diffusive process, dependent on a diffusion coefficient, which appears as nonlinear terms in the governing equations. In the advection dominated zone of the boundary layer and in the free atmosphere, the air flow supports different wave motions, with the fastest being the sound waves. Time integrations of these terms, in both zones, need to be implicit otherwise they impractically restrict the stable time step sizes. At the same time, implicit schemes may lose accuracy compared to explicit schemes in the same level, which is due to dispersion error associated with these schemes. Furthermore, the implicit schemes need iterative approaches like the Newton-Raphson method. Therefore, the combination of implicit and explicit methods, called IMEX or semi-implicit, has extensively attracted attention. In the combined method, the linear part of the equation as well as the fast wave terms are treated by the implicit part and the rest is calculated by the explicit scheme. Meanwhile, minimizing the dissipation and dispersion errors can enhance the performance of time integration schemes, since the stability and accuracy will be restricted by these inevitable errors. Hence, the target of this thesis is to increase the stability range, while obtaining accurate solutions by using IMEX and semi-implicit time integration methods. Therefore, a comprehensive effort has been made toward minimizing the numerical errors to develop new Runge-Kutta schemes, in IMEX and semi-implicit forms, to temporally integrate the governing equations in the atmospheric field so that the stability is extended and accuracy is improved, compared to the previous schemes. At the first step, the A-stability and the Strong Stability Preserving (SSP) optimized properties were compared as two essential properties of the time integration schemes. It was shown that both properties attempt to minimize the dissipation and dispersion errors, but in two different aspects. The SSP optimized property focuses on minimizing the errors to increase the accuracy limits, while the A-stability property tries to extend the range of stability. It was shown that the combination of both properties is essential in the field of interest. Moreover, the A-stability property was found as an essential property to accelerate the steady state solutions. Afterward, the dissipation and dispersion errors, generated by three-stage second order IMEX Runge-Kutta scheme were minimized, while the proposed scheme, so called IMEX-SSP2(2,3,2) enjoys the A-stability and SSP properties. A practical governing equation set in the atmospheric field, so called compressible Boussinesq equations set, was calculated using the new IMEX scheme and the results were compared to one well-known IMEX scheme in the literature, i.e. ARK2(2,3,2), which is an abbreviation of Additive Runge-Kutta. Note that, the ARK2(2,3,2) was compared to various types of IMEX Runge-Kutta schemes and it was found as the more efficient scheme in the atmospheric fields (Weller et al., 2013). It was shown that the IMEX-SSP2(2,3,2) could improve the accuracy and extend the range of stable time step sizes as well. Through the van der Pol test case, it was shown that the ARK2(2,3,2) with L-stability property may decline to the first order in the calculation of stiff limit, while IMEX-SSP2(2,3,2), with A-stability property, is able to retain the assigned second order of accuracy. Therefore, it was concluded that the L-stability property, due to restrictive conditions associated with, may weaken the time integration’s performance, compared to the A-stability property. The ability of the IMEX-SSP2(2,3,2) was proved in solving different case, which is the inviscid Burger equation in spherical coordinate system by using a realistic initial condition dataset. In the next step, it was attempted to maximize the non-negativity property associated with the numerical stability function of three-stage third order Diagonally Implicit Runge-Kutta (DIRK) schemes. It was shown that the non-negativity has direct relation with non-oscillatory behaviors. Two new DIRK schemes with A- and L-stability properties, respectively, were developed and compared to the SSP(3,3), which obtains the SSP optimized property in the same class of DIRK schemes. The SSP optimized property was found to be more beneficial for the inviscid (advection dominated) flows, since in the von Neumann stability analysis, the SSP optimized property provides more nonnegative region for the imaginary component of the stability function. However, in most practical cases, i.e. the viscous (advection diffusion) flows, the nonnegative property is needed for both real and imaginary components of the stability function. Therefore, the SSP optimized property, individually, is not helpful, unless mixed with the A-stability property. Meanwhile, the A- and L-stability properties were compared as well. The intention is to find how these properties influence the DIRK schemes’ performances. The A-stability property was found as preserving the SSP property more than the L-stability property. Moreover, the proposed A-stable scheme tolerates larger Courant Friedrichs Lewy (CFL) number, while preserving the accuracy and non-oscillatory computations. This fact was proved in calculating different test cases, including compressible Euler and nonlinear viscous Burger equations. Finally, the time integration of the boundary layer flows was investigated as well. The nonlinearity associated with the diffusion coefficient makes the implicit scheme impractical, while the explicit scheme inefficiently limits the stable time step sizes. By using the DIRK scheme, a new semi-implicit approach was proposed, in which the diffusion coefficient at each internal stage is calculated by a weight-averaged combination of the solutions at current internal stage and previous time step, in which the time integration can benefit from both explicit and implicit advantages. As shown, the accuracy was improved, which is due to engaging the explicit solutions and the stability was extended due to taking advantages of implicit scheme. It was found that the nominated semi-implicit method results in less dissipation error, more accurate solutions and less CPU time usage, compared to the implicit schemes, and it enjoys larger range of stable time steps than other semi-implicit approaches in the literature.

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Numerical simulation is necessary to understand natural phenomena, make assessments and predictions in various research and engineering fields, develop new technologies, etc. New algorithms are needed to take advantage of the increasing computational resources and utilize the emerging hardware and software infrastructure with maximum efficiency. Adaptive numerical discretization methods can accommodate problems with various physical, scale, and dynamic features by adjusting the resolution, order, and the type of method used to solve them. In applications that simulate real systems, the numerical accuracy of the solution is typically just one of the challenges. Measurements can be included in the simulation to constrain the numerical solution through a process called data assimilation in order to anchor the simulation in reality. In this thesis we investigate adaptive discretization methods and data assimilation approaches for large-scale numerical simulations. We develop and investigate novel multirate and implicit-explicit methods that are appropriate for multiscale and multiphysics numerical discretizations. We construct and explore data assimilation approaches for, but not restricted to, atmospheric chemistry applications. A generic approach for describing the structure of the uncertainty in initial conditions that can be applied to the most popular data assimilation approaches is also presented. We show that adaptive numerical methods can effectively address the discretization of large-scale problems. Data assimilation complements the adaptive numerical methods by correcting the numerical solution with real measurements. Test problems and large-scale numerical experiments validate the theoretical findings. Synergistic approaches that use adaptive numerical methods within a data assimilation framework need to be investigated in the future. / Ph. D.

O foco principal do presente trabalho é estender uma metodologia numérica embasada no uso de uma técnica de refinamento adaptativo de malha (AMR - Adaptive Mesh Refinement) e no uso de esquemas temporais multipasso implícitos-explícitos (IMEX) a aplicações envolvendo escoamentos reativos com baixo número de Mach. Originalmente desenvolvida para escoamentos incompressíveis, a formulação euleriana daquela metodologia emprega as equações de Navier-Stokes como modelo matemático para descrever a dinâmica do escoamento e o Método da Projeção, baseado no divergente nulo da velocidade do escoamento, para tratar o acoplamento pressão-velocidade presente na formulação com variáveis primitivas. Tal formulação euleriana original é estendida para acomodar novas equações agregadas ao modelo matemático da fase contínua: conservação de massa, fração de mistura (para representar as concentrações de combustível e oxidante), e energia. Além disso, uma equação termodinâmica de estado é integrada ao modelo matemático estendido e é empregada juntamente com a equação de conservação de massa para produzir uma nova restrição (não nula desta vez) ao divergente do campo de velocidade. Assume-se que o escoamento ocorre a baixo número de Mach (hipótese principal). O Método de Diferença Finita é empregado na discretização espacial das variáveis eulerianas de estado, empregando-se uma malha AMR. As vantagens e dificuldades desta extensão são cuidadosamente investigadas e reportadas. Pela importância, do ponto de vista de aplicações práticas, alguns estudos numéricos preliminares envolvendo escoamentos incompressíveis turbulentos com sprays são realizados (as gotículas compõem a fase dispersa). Num primeiro momento, apenas sprays com gotículas inertes são considerados. Embora ainda apenas iniciais, tais estudos já se mostram importantes pois identificam com clareza, em primeira instância, algumas das dificuldades inerentes a serem enfrentadas ao se tratar dentro desta nova metodologia um conjunto relativamente grande de gotículas lagrangianas. No caso de escoamentos incompressíveis turbulentos com sprays, a integração temporal se dá com métodos IMEX para a fase contínua e com o Método de Euler Modificado para a fase dispersa. A turbulência, em todos os casos que a envolvem, é tratada pelo modelo de Simulação das Grandes Escalas (LES - Large Eddy Simulation). As simulações computacionais se dão em um domínio tridimensional, um parelelepípedo, e empregam uma extensão (resultante do presente trabalho) do código AMR3D, um programa de computador sequencial implementado em Fortran90, oriundo de uma colaboração de longa data entre o IME-USP e o MFLab/FEMEC-UFU (Laboratório de Dinâmica de Fluidos da Universidade Federal de Uberlândia). O processamento foi efetuado no LabMAP (Laboratório da Matemática Aplicada do IME-USP). / It is the main goal of the present work to extend a numerical methodology based on both the use of an adaptive mesh refinement technique (AMR) and the use of a multistep, implicit-explicit time-step strategy (IMEX) to applications involving low Mach number reactive flows. Originally developed for incompressible flows, the Eulerian formulation of that methodology employs the Navier-Stokes equations to model the flow dynamics and the Projection Method, based on the vanishing divergence of the velocity field, to tackle the pressure-velocity coupling present when using primitive variables. That Eulerian formulation is extended by adding a new set of equations to the original mathematical model, describing the various properties of the continuous phase: mass conservation, mixture fraction (to represent concentrations of fuel and oxidizer) and energy. Also, a thermodynamic equation of state is included into the extended mathematical model which is employed, along with the equation for the conservation of mass, to derive a new restriction (this time, different from zero) to the divergence of the velocity field. It is assumed that one is dealing with a low Mach number flow (the main hipothesis). The discretization in space employs the Finite Difference Method for the Eulerian variables on a AMR mesh. Advantages and difficulties of such an extension of the previous methodology are carefully investigated and reported. For its importance in the real-world applications, few preliminary numerical studies involving incompressible turbulent flows with sprays are performed (the droplets form what it is called the dispersed phase). Only sprays formed by inert droplets are considered. Even though initial yet, such studies are most important because they clearly identify, first hand, certain difficulties in handling relatively large sets of Lagrangian droplets in the context of this new AMR methodology. In the context of turbulent incompressible flows with sprays, the overall time-step scheme is given by IMEX methods for the continuous phase and by the Improved Euler Method for the dispersed phase. In all the cases in which it is considered, turbulence is modeled by the Large Eddy Simulation (LES) model. The computational simulations are held in a tridimensional domain given by a paralellepiped and all of them employ the extention (resulting of the present work) of the AMR3D code, a sequencial computer program implemented in Fortran90, whose origin is the collaborative work between IMEUSP and MFLab/FEMEC-UFU (Fluid Dynamics Laboratory, Federal University of Uberlândia). Computations were performed at LabMAP (Applied Mathematics Laboratory at IME-USP).

O foco principal do presente trabalho é estender uma metodologia numérica embasada no uso de uma técnica de refinamento adaptativo de malha (AMR - Adaptive Mesh Refinement) e no uso de esquemas temporais multipasso implícitos-explícitos (IMEX) a aplicações envolvendo escoamentos reativos com baixo número de Mach. Originalmente desenvolvida para escoamentos incompressíveis, a formulação euleriana daquela metodologia emprega as equações de Navier-Stokes como modelo matemático para descrever a dinâmica do escoamento e o Método da Projeção, baseado no divergente nulo da velocidade do escoamento, para tratar o acoplamento pressão-velocidade presente na formulação com variáveis primitivas. Tal formulação euleriana original é estendida para acomodar novas equações agregadas ao modelo matemático da fase contínua: conservação de massa, fração de mistura (para representar as concentrações de combustível e oxidante), e energia. Além disso, uma equação termodinâmica de estado é integrada ao modelo matemático estendido e é empregada juntamente com a equação de conservação de massa para produzir uma nova restrição (não nula desta vez) ao divergente do campo de velocidade. Assume-se que o escoamento ocorre a baixo número de Mach (hipótese principal). O Método de Diferença Finita é empregado na discretização espacial das variáveis eulerianas de estado, empregando-se uma malha AMR. As vantagens e dificuldades desta extensão são cuidadosamente investigadas e reportadas. Pela importância, do ponto de vista de aplicações práticas, alguns estudos numéricos preliminares envolvendo escoamentos incompressíveis turbulentos com sprays são realizados (as gotículas compõem a fase dispersa). Num primeiro momento, apenas sprays com gotículas inertes são considerados. Embora ainda apenas iniciais, tais estudos já se mostram importantes pois identificam com clareza, em primeira instância, algumas das dificuldades inerentes a serem enfrentadas ao se tratar dentro desta nova metodologia um conjunto relativamente grande de gotículas lagrangianas. No caso de escoamentos incompressíveis turbulentos com sprays, a integração temporal se dá com métodos IMEX para a fase contínua e com o Método de Euler Modificado para a fase dispersa. A turbulência, em todos os casos que a envolvem, é tratada pelo modelo de Simulação das Grandes Escalas (LES - Large Eddy Simulation). As simulações computacionais se dão em um domínio tridimensional, um parelelepípedo, e empregam uma extensão (resultante do presente trabalho) do código AMR3D, um programa de computador sequencial implementado em Fortran90, oriundo de uma colaboração de longa data entre o IME-USP e o MFLab/FEMEC-UFU (Laboratório de Dinâmica de Fluidos da Universidade Federal de Uberlândia). O processamento foi efetuado no LabMAP (Laboratório da Matemática Aplicada do IME-USP). / It is the main goal of the present work to extend a numerical methodology based on both the use of an adaptive mesh refinement technique (AMR) and the use of a multistep, implicit-explicit time-step strategy (IMEX) to applications involving low Mach number reactive flows. Originally developed for incompressible flows, the Eulerian formulation of that methodology employs the Navier-Stokes equations to model the flow dynamics and the Projection Method, based on the vanishing divergence of the velocity field, to tackle the pressure-velocity coupling present when using primitive variables. That Eulerian formulation is extended by adding a new set of equations to the original mathematical model, describing the various properties of the continuous phase: mass conservation, mixture fraction (to represent concentrations of fuel and oxidizer) and energy. Also, a thermodynamic equation of state is included into the extended mathematical model which is employed, along with the equation for the conservation of mass, to derive a new restriction (this time, different from zero) to the divergence of the velocity field. It is assumed that one is dealing with a low Mach number flow (the main hipothesis). The discretization in space employs the Finite Difference Method for the Eulerian variables on a AMR mesh. Advantages and difficulties of such an extension of the previous methodology are carefully investigated and reported. For its importance in the real-world applications, few preliminary numerical studies involving incompressible turbulent flows with sprays are performed (the droplets form what it is called the dispersed phase). Only sprays formed by inert droplets are considered. Even though initial yet, such studies are most important because they clearly identify, first hand, certain difficulties in handling relatively large sets of Lagrangian droplets in the context of this new AMR methodology. In the context of turbulent incompressible flows with sprays, the overall time-step scheme is given by IMEX methods for the continuous phase and by the Improved Euler Method for the dispersed phase. In all the cases in which it is considered, turbulence is modeled by the Large Eddy Simulation (LES) model. The computational simulations are held in a tridimensional domain given by a paralellepiped and all of them employ the extention (resulting of the present work) of the AMR3D code, a sequencial computer program implemented in Fortran90, whose origin is the collaborative work between IMEUSP and MFLab/FEMEC-UFU (Fluid Dynamics Laboratory, Federal University of Uberlândia). Computations were performed at LabMAP (Applied Mathematics Laboratory at IME-USP).

Properties of weld at the high-powered welding methods. Description of MIG/MAG welding, LaserHybrid, Time Twin Digital. Steel Characteristic IMEX 700/DILLIMAX 690. Evaluation of weld with methods Time Twin Digital. Results of drawing, bending examinations, examination of hardness test and structure of weld surface.