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  <front>
    <journal-meta />
    <article-meta>
      <title-group>
        <article-title>On Applying of Generalized Computational Experiment to Numerical Methods Verification*</article-title>
      </title-group>
      <contrib-group>
        <aff id="aff0">
          <label>0</label>
          <institution>Keldysh Institute of Applied Mathematics RAS</institution>
          ,
          <addr-line>Moscow</addr-line>
          ,
          <country country="RU">Russia</country>
        </aff>
      </contrib-group>
      <fpage>0000</fpage>
      <lpage>0001</lpage>
      <abstract>
        <p>This work is devoted to the application of a generalized computational experiment for a comparative assessment of numerical methods accuracy. A generalized computational experiment allows one to obtain a numerical solution for a class of problems determined by the ranges of defining parameters variation. The approaches to the application of a generalized computational experiment in the presence of a reference solution and in its absence are discussed. An example of constructing error surfaces is given when the solvers of the OpenFOAM software package are compared. The classic inviscid problem of oblique shock wave is used as a basic task. Variations of the key parameters of the problem - the Mach number and angle of attack - are considered. An example of the problem of flow around a cone at an angle of attack with varying Mach number, cone angle and angle of attack is also considered. The concept of an error index is introduced as an integral characteristic of deviations from the exact solution for each solver in the class of problems under consideration.</p>
      </abstract>
      <kwd-group>
        <kwd>Generalized Computational Experiment</kwd>
        <kwd>Numerical Methods</kwd>
        <kwd>Verification Problems</kwd>
        <kwd>Flow Around a Cone</kwd>
        <kwd>Oblique Shock Wave</kwd>
        <kwd>Error Surfaces</kwd>
        <kwd>Error Index</kwd>
      </kwd-group>
    </article-meta>
  </front>
  <body>
    <sec id="sec-1">
      <title>-</title>
      <p>Throughout the history of the development of computational mathematics and
mathematical modeling, problems of verification of numerical methods have occupied a
special place. When creating a new numerical method or modifying an existing one,
the authors had to show the efficiency of their developments and evaluate their
accu</p>
      <p>
        This work has been supported by the RFBR grants 19-01-00402 and 20-01-00358.
racy before proceeding with solving practical problems. A huge number of works are
devoted to these studies. As an example, we can point to the works [
        <xref ref-type="bibr" rid="ref1 ref10 ref11 ref12 ref2 ref3 ref4 ref5 ref6 ref7 ref8 ref9">1-12</xref>
        ].
Verification of the obtained results and assessment of the accuracy of the applied numerical
method was an obligatory part of research in the field of mathematical modeling of
physical processes.
      </p>
      <p>As a rule, a comparison of the numerical results was carried out with some
reference solution, in the role of which the exact solution was used if available or the
available experimental data. A separate problem is the estimation of the accuracy of
numerical methods in the absence of a reference solution.</p>
      <p>
        In the practice of a physical experiment, results that do not have an error
spreadband are not considered complete and, as a rule, are not submitted to journals. In
contrast, in the practice of a computational experiment (especially in CFD problems), the
results containing information about the error of the result (calculation) are currently
rather an exception. This is not to say that there are no methods for estimating the
approximation error at all, the problem is rather different. Quite a long time ago
(1986) paper [
        <xref ref-type="bibr" rid="ref1">1</xref>
        ] lists thirteen ways to estimate the error. Now there are definitely
more of them, but such a number of methods implicitly hints at the lack of one
accurate, reliable and economical method.
      </p>
      <p>
        The relevance of the problems of verification of numerical methods and
calculations based on them is also evidenced by the presence of federal standards, both
foreign [
        <xref ref-type="bibr" rid="ref13 ref14">13,14</xref>
        ] and recently appeared Russian [
        <xref ref-type="bibr" rid="ref15">15</xref>
        ].
      </p>
      <p>It should be noted that at present the relevance of verification problems is steadily
increasing due to the widespread use of open and commercial packages for solving
various problems of mathematical modeling. As a rule, such packages provide the
user with a certain set of numerical methods presented in the form of solvers
integrated into the software package. In this case, the user is faced with the problem of
choosing a solver. And here a number of difficulties arise. Not all solvers undergo
comprehensive testing before being implemented into a software package. Commercial
packages do not provide complete open information about the implemented numerical
methods and their properties. Various development teams can add solvers to open
source packages, but they often cannot provide full testing. Therefore, research in the
field of verification and comparative evaluation of numerical methods is becoming
more and more necessary.</p>
      <p>Historically, verification in problems of computational aerogasdynamics consisted
of two parts. The first is modeling a qualitative flow pattern containing
discontinuities, separated flows, vortices, etc. The second is to ensure the accuracy of the
calculation of quantitative characteristics. Here it was necessary to rely on a reference
solution - experimental, accurate, or obtained by calculations using other methods.</p>
      <p>Verification was usually carried out for one separate task. By default, it was
assumed that with a small variation in the governing parameters of the problem
(velocity, viscosity, time scales, thermophysical characteristics of the medium, geometric
parameters), the numerical method under consideration will be applicable and provide
a similar accuracy.</p>
      <p>At the present stage, researchers need more comprehensive estimates of the
accuracy of numerical methods. For example, in assessing accuracy, not for a single task,</p>
      <p>On Applying of Generalized Computational Experiment to Numerical…3
but for a class of tasks. By a class of tasks is meant a basic task considered in the
ranges of change in the set of key parameters. Such parameters in computational
aerodynamics can serve characteristic numbers that determine flow velocity, viscosity,
thermophysical properties of the medium, geometric parameters, etc. An opportunity
of getting solution for a class of problems is provided by the construction of a
generalized computational experiment. Also, a generalized computational experiment can
be very useful in assessing the accuracy in the absence of a reference solution. In this
case, it is possible to estimate the accuracy using an ensemble of solutions obtained
by various numerical methods. The variation of the solver is considered as a
parameter and the parametric problem is solved using a generalized computational
experiment.</p>
      <p>
        The concept, basic methods and approaches of a generalized computational
experiment, as well as a number of software tools for its implementation were developed in
Keldysh Institute of Applied Mathematics RAS. The main aspects of constructing a
generalized computational experiment and examples of its implementation are
described in detail in [
        <xref ref-type="bibr" rid="ref16 ref17 ref18 ref19 ref20 ref21 ref22 ref23 ref28 ref29 ref30">16–23, 28-30</xref>
        ].
2
      </p>
    </sec>
    <sec id="sec-2">
      <title>Generalized computational experiment</title>
      <p>The emergence of the concept of a generalized computing experiment is associated
with the development of high-performance computing clusters and parallel
technologies. In problems of computational aerodynamics, parallel technologies usually
provide the ability to quickly calculate on detailed grids. However, parallel technologies
provide us with another important opportunity. This is the ability to simultaneously
calculate on different nodes the same task with different input data. As a rule, such a
calculation is performed in multitasking mode.</p>
      <p>This opens up the possibility of implementing a generalized computational
experiment. The key parameters of the problem under consideration are divided in certain
ranges with a certain step, forming a grid partition of a multidimensional box in a
multidimensional space of key parameters. The basic problem is solved using parallel
technologies at each point of the grid partition. The obtained results represent
multidimensional data volumes. Processing, analysis and visual presentation of this data is
carried out using methods of visual analytics and scientific visualization. This
computing technology is the most general description of a generalized computing
experiment.</p>
      <p>Obviously, such a concept can be applied to a wide range of tasks. This range
includes parametric studies, optimization problems. A generalized computational
experiment is an effective tool for solving inverse problems.</p>
      <p>
        A large number of different applications of a generalized computational
experiment are described in detail in [
        <xref ref-type="bibr" rid="ref16 ref17 ref18 ref19 ref20 ref21 ref22 ref23 ref28 ref29 ref30">16–23, 28-30</xref>
        ]. The concept of a generalized
computational experiment was applied to a wide range of both model and practical problems.
      </p>
      <p>These tasks include the analysis of the interaction of a viscous supersonic flow
with a jet barrier, the flows in the wake of the body, the problems of the interaction of
jets, the problem of flowing around a cone at an angle of attack, the problem of
oblique shock waves, and many others. The approach to constructing a generalized
computational experiment was applied to the problem of finding the optimal
threedimensional shape of the blades assembly for a power plant in terms of power loads.</p>
      <p>
        Also, this approach was applied to the problems of verification of numerical
methods. A comprehensive comparative analysis of a number of solvers of the
OpenFOAM open software package [
        <xref ref-type="bibr" rid="ref24">24</xref>
        ] was carried out in [
        <xref ref-type="bibr" rid="ref20 ref21 ref22 ref23 ref29 ref30">20–23, 29, 30</xref>
        ]. As basic tasks,
we used problems that have a reference solution (exact solution or experimental data).
These tasks include the problem of a supersonic inviscid flow around a cone at an
angle of attack and the problem of an oblique shock wave formation. In both cases, a
class of problems was considered, formed by key parameters variations of the
problem in question.
3
      </p>
    </sec>
    <sec id="sec-3">
      <title>The approach of accuracy estimation on the ensemble of solutions</title>
      <p>The estimation of the accuracy of numerical methods in the absence of a reference
solution is a separate problem.</p>
      <p>
        Undoubtedly, at present, the understanding of the need to estimate the calculation
error is present in the field of CFD and is even formulated as standards [
        <xref ref-type="bibr" rid="ref13 ref14 ref15">13-15</xref>
        ].
However, the methods proposed there are based mainly on the convergence of the solution
over the grid (according to [
        <xref ref-type="bibr" rid="ref2">2</xref>
        ], this approach goes back to C. Runge) and on
Richardson's extrapolation. Both of these approaches are based on the asymptotic behavior of
the lowest (in the expansion in terms of the grid step) term of the approximation error
and, accordingly, do not provide strict inequalities in the error estimation. For
convergence “by adhesion” (Runge), the difference of two solutions (on coarse and fine
meshes) is used as an estimate of the error. In Richardson's method, this difference
between the solutions is refined using a coefficient that depends on the order of
approximation. An additional problem in the field of CFD, which complicates the
application of the Richardson method, is the space-variable order of convergence of
different algorithms. In particular, on the shock wave for schemes of any approximation
order, the convergence order demonstrates values around unity. To take this effect
into account, the generalized Richardson method is used, which allows one to
estimate the local order of convergence. Unfortunately, this method is significantly
unstable and requires at least four successive mesh refinements, which creates huge
computational problems.
      </p>
      <p>
        One of the alternatives in this case is the estimation of accuracy on the ensemble of
solutions. The ensemble of solutions obtained by various numerical methods on the
same grid allows us to estimate the location of the exact solution and to divide the
obtained numerical solutions into clusters of different levels of accuracy. This
direction is being actively developed at present and is presented in [
        <xref ref-type="bibr" rid="ref25 ref26 ref27">25-27</xref>
        ]. A natural
drawback of this approach is the need for researcher to have at his disposal a certain
number of solvers that implement numerical methods with different computational
properties.
      </p>
      <p>
        On Applying of Generalized Computational Experiment to Numerical…5
In general, a fairly large volume of numerical experiments [
        <xref ref-type="bibr" rid="ref25 ref26 ref27">25-27</xref>
        ] confirms the
possibility of estimating the approximation error on an ensemble of independent
numerical calculations, which cannot but arouse interest in the analysis of this approach.
It seems likely that the transition from a single numerical solution to an ensemble of
independent solutions opens up opportunities for the implementation of non-standard
concepts of a numerical solution. These topics need deeper analysis and
development. However, if successful, one can hope for the creation of computationally
efficient algorithms that ensure the verification of numerical solutions even in the
absence of reference solutions. An important role in this can be played by the
construction of a generalized computational experiment, where the parameter is the choice of
the solver, and the numerical solution is implemented in parallel mode simultaneously
for the solvers participating in the calculation.
4
      </p>
    </sec>
    <sec id="sec-4">
      <title>Comparative accuracy estimation using reference solution</title>
      <p>
        This section provides two examples of constructing a generalized computational
experiment for a comparative assessment of numerical methods accuracy. As examples,
we use the numerical results described in detail in the authors' works [
        <xref ref-type="bibr" rid="ref20 ref23 ref29 ref30">20,23,29,30</xref>
        ]. In
these papers, two classes of computational gas dynamics problems were considered.
The first class of problem describes a flow around a cone at an angle of attack.
The second class describes the incidence of an inviscid supersonic gas flow onto a flat
plate at an angle of attack. Both of these problems are fairly well known. The first
problem has a tabular solution [
        <xref ref-type="bibr" rid="ref36">36</xref>
        ], used as a reference solution. The second problem
has an exact solution.
      </p>
      <p>Let’s consider the first class of problems. We solve the problem of a supersonic
gas flow around a cone at an angle of attack. Variable parameters are angle of attack α
= 0°, 5°, 10°, Mach number M = 3, 5 and cone half-angle β = 10°, 15°, 20°. The flow
scheme is shown in Figure 1. The conditions of the incoming stream at the input are
indicated by the index “∞”, and at the output, by the index ξ, since the solution is
selfsimilar and depends on the dimensionless variable.</p>
      <p>For calculation, the Euler system of equations is used. The system is supplemented
by the ideal gas equation of state.</p>
      <p>
        Three solvers were selected from the OpenFOAM software package:
rhoCentralFoam (rCF), sonicFoam (sF), and pisoCentralFoam (pCF). Solver rhoCentralFoam is
based on a central-upwind scheme which is a combination of central difference and
upwind schemes [
        <xref ref-type="bibr" rid="ref31 ref32">31,32</xref>
        ]. Solver sonicFoam is based on the PISO algorithm (Pressure
Implicit with Splitting of Operator) [
        <xref ref-type="bibr" rid="ref33">33</xref>
        ]. Solver pisoCentralFoam is a combination of
a central-upwind scheme with the PISO algorithm [
        <xref ref-type="bibr" rid="ref34">34</xref>
        ]. This solver is not included in
the standard set of OpenFOAM solvers. It was created by independent team of
developers at the Ivannikov Institute for System Programming RAS. All the calculations
were performed using the OpenFOAM version 2.3.0.
We solved the problem with each solver for the entire set of variable parameters.
Thus, we obtained a set of numerical solutions. The exact solution was obtained by
interpolating the table solution from [
        <xref ref-type="bibr" rid="ref3">3</xref>
        ]. Then we found the error of the solution in
the norms L1 and L2. Since different servers implement different numerical methods,
the errors were markedly different from each other. The initial and boundary
conditions, as well as the settings of the solvers, were set similarly to [
        <xref ref-type="bibr" rid="ref26 ref28">26,28</xref>
        ].
Fig. 2 shows the steady-state solution for the pressure field obtained by interpolating
the tabular solution from [
        <xref ref-type="bibr" rid="ref36">36</xref>
        ], cone half-angle β = 20°, angle of attack α = 10°, Mach
number M = 3.
      </p>
      <p>On Applying of Generalized Computational Experiment to Numerical…7</p>
      <p>On Applying of Generalized Computational Experiment to Numerical…9
Let’s consider another class of problems. In this case we use well-known problem of
oblique shock wave formation.</p>
      <p>
        A supersonic gas flow falls on the plate at an angle. Reflecting from the plate, the
flow forms an oblique shock wave. The problem has exact solution. In the problem,
the Mach number M and the angle of incidence of the supersonic flow β varied,
similarly to [
        <xref ref-type="bibr" rid="ref29 ref30">29,30</xref>
        ]. Figure 5 shows the error surfaces for this problem for 4 solvers:
rhoCentralFoam (rCF), sonicFoam (sF), pisoCentralFoam (pCF), QGDFoam (QGDF).
Now we include into consideration a new solver QGDFoam (QGDF). This solver is
based on a system of quasi-hydrodynamic equations. The solver was also created by
independent developers.
      </p>
      <p>Carrying out similar calculations for several numerical methods implemented in
the solvers of the open software package OpenFOAM, makes it possible to build
several such surfaces on one drawing. This opens up the possibility of a deep and clear
comparative analysis of the accuracy of the studied numerical methods. The
construction of such a generalized computational experiment involves the creation of
computational technology from solving a direct problem up to visual analysis of the results.</p>
      <p>This technique allows carrying out a detailed visual comparison of deviations from
the exact solution. It can be seen that in our case, all error surfaces change in the same
way. The error increases with the growth of key parameters. The best accuracy in this
class of problems is provided by the rCF and pCF solvers, for which the error surfaces
are almost identical. Thus, the construction of a generalized computational
experiment allows us to conduct a full-fledged comparative accuracy assessment for four
solvers of the OpenFOAM software package in the class of problems. The class of
tasks in this particular case is determined by the basic task (oblique shock wave) and
the ranges of variation of the key parameters of the problem — the Mach number and
angle of attack.</p>
      <p>The image of error surfaces presented in Figure 5 gives a fairly clear idea of the
com-parative accuracy of OpenFOAM solvers in the class of problems. However, for
a more complete assessment, we enter an integral characteristic for each surface. We
will call this characteristic the Error Index (EI). The error index is defined as follows.
Let i = 1, M and j = 1, N be the grid partitions of key parameters, and   - the
deviation from the exact solution at each point of the grid partition. Then the error index is
defined as:
Next, we calculate the values of the error index for the problem of oblique shock
formation.
Tables 1 and 2 show that the values of the error index EI fully correspond to the
relative positions of the numerical results presented in Figures 3, 4 and 5. Therefore, the
calculated error index can serve as a characteristic of the accuracy of numerical
methods in the selected class of problems.
5</p>
    </sec>
    <sec id="sec-5">
      <title>Conclusion</title>
      <p>The application of a generalized computational experiment to the problems of
comparative estimation of the accuracy of numerical methods is considered. A generalized
computational experiment allows simultaneous calculations of the same problem with
different input data based on parallel technologies in a multitasking mode. The
obtained multidimensional results are examined using visual analysis tools.</p>
      <p>Two examples of constructing a generalized computational experiment for classes
of problems are presented - flow around a cone at an angle of attack and the formation
of an oblique shock wave. For both cases the class of problems is formed on the basis
of the basic problem and variations of the determining parameters of the problem. For
both classes of problems, a comparative assessment of the accuracy of the solvers of
the software package OpenFOAM. An example of constructing error surfaces is
given. The concept of a numerical method error index for a class of problems is
introduced.</p>
      <p>The construction of a generalized computational experiment can serve as an
effective tool for verification problems.
6</p>
    </sec>
    <sec id="sec-6">
      <title>Acknowledgments</title>
      <p>This work was supported by RFBR grants 19-01-00402 and 20-01-00358.</p>
      <p>On Applying of Generalized Computational Experiment to Numerical…11</p>
    </sec>
  </body>
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