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Eprints ID : 15804
To link to this article : DOI:10.1016/j.jcp.2015.12.051
URL :
http://dx.doi.org/10.1016/j.jcp.2015.12.051
To cite this version : Shinde, Vilas and Longatte, Elisabeth and Baj,
Franck and Hoarau, Yannick and Braza, Marianna A Galerkin-free
model reduction approach for the Navier–Stokes equations. (2015)
Journal of Computational Physics, vol. 309. pp. 148-163. ISSN
0021-9991
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A
Galerkin-free
model
reduction
approach
for
the
Navier–Stokes
equations
Vilas Shinde
a,
∗
,
Elisabeth Longatte
a,
Franck Baj
a,
Yannick Hoarau
c,
Marianna Braza
baIMSIA,EDF–CNRS–CEA–ENSTAParisTechUMR9219,ClamartCedex,France bIMFT,Av.duprof.CamilleSoula,31400Toulouse,France
cICUBE,Strasbourg,France
a
b
s
t
r
a
c
t
Keywords:
Navier–Stokesequations Properorthogonaldecomposition Reduced-orderflowmodeling Flowcontrol
GalerkinprojectionoftheNavier–Stokes equations onProperOrthogonalDecomposition (POD)basisispredominantlyusedformodelreductioninfluiddynamics.Therobustness forchangingoperatingconditions,numericalstabilityinlong-termtransientbehavior and thepressure-termconsiderationaregenerallythemainconcernsoftheGalerkin Reduced-Order Models(ROM). Inthisarticle, wepresent anovel procedure toconstructan off-referencesolutionstatebyusinganinterpolatedPODreducedbasis.Alinearinterpolation ofthe POD reducedbasisisperformedbyusingtwo referencesolution states.The POD basisfunctions areoptimal incapturing theaveraged flowenergy.The energydominant POD modes and corresponding base flow are interpolated according to the change in operatingparameter.The solutionstate isreadilybuilt withoutperformingthe Galerkin projectionoftheNavier–StokesequationsonthereducedPODspacemodesaswellasthe followingtime-integrationoftheresultedOrdinaryDifferentialEquations(ODE)toobtain the POD time coefficients. The proposed interpolation basedapproach is thus immune from the numerical issues associated with a standard POD-Galerkin ROM. In addition, a posteriori error estimate and a stability analysis of the obtained ROM solution are formulated.Adetailed case studyoftheflow pastacylinder atlowReynolds numbers is considered for the demonstration of proposed method. The ROM results show good agreementwiththehighfidelitynumericalflowsimulation.
1. Introduction
ComputationalFluidDynamics(CFD)simulationsareindispensableelementoftheengineeringresearchtoday.Although
thereisaconsiderableadvancementinthecomputingpowerinlast coupleofdecades,theexactflowsimulations athigh
Reynolds numbersare unaffordable interms ofthe timeand computingcost.The effortsbecome enormousforresearch
applications(e.g.optimization),wherethesimulationsneedtobeperformedrepeatedly.Consequently,reduced-order
mod-els (ROM) are developedextensively inrecent years.They offersubstantial reduction in the degreesoffreedom and yet
retaining theessentialfeatures ofthe flowby meansof thereducedbasis.The reducedsystemmaylead toa better
un-derstandingoftheunderlyingmechanismandtherebyimprovements inthe empiricalflow(turbulence)models.Theflow
*
Correspondingauthor.control,optimizationandstabilityanalysisinhydrodynamics,aero-acousticsaresomeofthepotentialapplicationsofmodel reduction(seee.g.[17]).
Thefirstimportantstepofthemodelreductioninfluiddynamicsistoformanappropriatereducedbasisoutofa
com-pletesetofbasisfunctions.Thechoiceofparticularbasisfunctionsmaybeproblemspecific.Thederivationofthereduced basis canbe ‘a priori’or‘a posteriori’.One canrefer to [9,16]forsome ofthe early workson‘a priori’formationof the basisfunctions.Recently,[7]used‘apriori’derivationofthebasisfunctions,inthecontextofProperGeneralDecomposition (PGD). Besides,thespectral discretizationmethods areoftenpreferredoverthe spatialdiscretization methodsinorderto
gaintheaccuracyforsamecomputingtimeandspacerequirements.In‘aposteriori’formation,thebasis functionsare
de-rivedusingtheexistingsolutiondatasetsandmethodssuchasProperOrthogonalDecomposition(POD)(fore.g.methodof
DynamicModeDecomposition(DMD)in[21]and[22]).ThePOD(alsoPrincipleComponentAnalysis)isapopularchoiceof
theempiricalbasisfunctionsforNavier–Stokesequations.Especially,inunderstandingtheonsetofbifurcationsor
instabili-tiesandthespatial–temporaldynamicsoftheflowstructures.Theerrorintime-averagedenergyremainsminimalcompared
toeveryothermethodforthesamenumberofmodes.Theconvergenceinextractingthespacestructures(topos)andthe
associatedtimemodes(chronos)isoptimumintermsoftheflowenergy[1].Anelaborated discussionwithmathematical
derivationsontheoptimalityofthePODmethodisprovidedin[8].
ThePOD-GalerkinROMarebuildusingacoordinatetransformationperformedbymeansofaGalerkinprojectionofthe
systemofNavier–StokesequationsonthereducedPODbasisfunctions.Generally,theflowvelocity(v)isdecomposedinto
thespatial(
φ
i)andtemporal(ai)basisfunctionsasshowninEquation(1),v
(
x,
t)
≈
v[0,1,2,...n]= ¯
v(
x)
+
n
i=1φ
i(
x)
ai(
t)
(1)Wherev
¯
(
x)
isthetime-averagedbaseflow,n isthenumberofPODmodes.Thisequationholdsgoodundertheassumptionthat theflowisstatisticallystationaryintime.InincompressibleflowswithDirichlettype boundaryconditions,thebasis
functionssatisfyboth theboundaryconditionsandthedivergence-free constrainofthecontinuityequation. TheGalerkin
projection of the momentum equations on the basis functions results in the non-linear quadratic Ordinary Differential
Equations(ODE)oftheform:
dai dt
=
Ci+
n j Li jaj+
n j,k Qi jkajak (2)Where C, L and Q are the GalerkinROM coefficients. The indices i
,
j,
k=
1,
· · · ,
n. Equation(2) is a reduced model forthe Navier–StokesEquations (NSE)withn spatialmodes. The time-integrationof Equation(2)withan appropriate initial
boundary condition gives the temporal coefficients (basis functions), andthe flow solution can be easily built by using
Equation(1).TheGalerkinprojectionideallyshouldpreservethestabilitydynamicsoftheNSE,butgenerallyitisachieved
byextrinsicstability enablers.Rempfer[19]showedhowtheGalerkinROMareinherentlypronetonumericalinstabilities.
Theenergyassociatedwiththetruncatedbasisfunctionskeepspilingon,whichresultsinadivergenceoftheGalerkin-ROM.
The concept ofartificial viscous dissipation to stabilize the Galerkin ROM was introduced in [2]. Later, [23] proposed a
spectral viscositydiffusionconvolution operatorbasedonabifurcation analysis.Inaddition,thestability ofGalerkinROM
greatly dependson parameterssuch as theflow compressibility,pressure-term considerationandtime varying boundary
conditions.Theflowcompressibilityeffectcanbeconsideredbymeansofanenergybasedinnerproductwhileformulating
aROM[20].ThePOD-penalty methodwasproposed by[24] totreat thetimedependenceoftheboundaryconditionson
thePOD-GalerkinROM.TheGalerkinprojectionofthepressure-gradienttermofNSEonthereducedbasisfunctionscanbe
neglected incaseofthe internalflows, butforopen flows thepressure termdoesnotdisappear [18]andit needs tobe
modeled.ThepressuretermisaccountedinaformulationofthepressureextendedGalerkinROMby[5].Inaddition,[15]
demonstratedthatneglectingtheinteractionsbetweenthetime-averagedbaseflowandthefluctuatingflowmayleadtoan
unstableGalerkinROM.Theauthorsalsointroducedtheconceptof‘shiftmode’correctiontechnique.Further,fromtheflow
controlapplicationspointofview[14]proposed acontinuous interpolationbasedmethod.Inthemethod,aninterpolation
betweenthestabilityeigenmodes andthePODmodesisperformedto dealwiththechanging flowconditions.Adetailed
discussiononthenumericalinstabilitiesandperspectivesofthereducedordermodelsinfluiddynamicsisprovidedby[11].
The choice of an appropriate reduced basis, the Galerkin projection of the NSE on the reducedbasis and the
time-integration of theobtained ODE are the main elements of the POD-Galerkin ROM. The POD basis functions are optimal
intermsof flowenergy,while astheGalerkinprojection ofNSEonthe reducedbasismaynot producea stableROMas
discussedabove.Inthisarticle,wepropose anovelapproach,whereitisnot requiredtoperformtheGalerkinprojection
ofNSEonthereducedbasisandalsothetime-integrationtoobtainthePODtimecoefficients.Thetime-averagedbaseflow
andthe PODspacebasis functions(topos) aredirectly interpolatedforthe changeinoperating condition. ThePOD
tem-poralbasisfunctions(chronos)arealsointerpolatedinphasespace.Theperiodicity(the periodoflimit-cycles)ofthePOD
temporalmodesisaccountedfortheenergyconservation.Furthermore,themethodisextendedforacontinuoustransition
betweentwooperatingconditions.AlsoalinearextrapolationofthePODreducedbasisisperformedtowidentherangeof
oftheproposedROM.InSection3,weprovideademonstrationofthemethodusingacasestudyoftheflowpastacylinder atlowReynoldsnumbers.Atlast,theworkissummarized inSection4.
2. Mathematical formulation
The compressibleNavier–Stokes equations(including thecontinuity andenergyequations) are consideredhere asthe
High FidelityModel (HFM).Theflow isstatisticallystationaryintime such thatEquation (1)isapplicableto thesolution (state) variables.The solutionstate vector s
=
s(
x,
t)
isspanned on the spacex∈
,is the spacialflow domain. t is
thetime in
[
0,
T∞].Let H beaHilbertspaceandastatevariablesi(
x,
t)
∈
H with i=
1,
2,
· · · ,
r(
s)
.r(
s)
isthenumberofstate variables.Thestandard innerproductofthestate variablessi
(
x,
t1)
, si(
x,
t2)
andthesolutionstate vectors(
x,
t)
arerespectively,
(
si(
x,
t1),
si(
x,
t2))
=
si(
x,
t1)
·
si(
x,
t2)
dx(
s(
x,
t1),
s(
x,
t2))
=
⎛
⎜
⎝
(
si(
x,
t1),
si(
x,
t2))
..
.
sr(s)(
x,
t1),
sr(s)(
x,
t2)
⎞
⎟
⎠
(3)Theinducednormandtimeaveraging(fortimeperiodT∞)ofastatevariableandthesolutionstatevectorarerespectively
definedas,
||
si||
=
(
si,
si)
and s¯
i=
1 T∞ T∞ sidt=
siT∞||
s||
=
⎛
⎜
⎝
√
(
si,
si)
..
.
(
sr(s),
sr(s))
⎞
⎟
⎠
and s¯
=
1 T∞ T∞ s dt=
sT∞ (4)2.1. MethodofsnapshotsPOD
The POD or Karhunen–Loeve expansion was first introduced in fluid dynamics by [12] for the analysis of coherent
structures in the flow turbulence. Following the development of POD,[25] introduced the method of snapshots for the
experimental andnumericaldatasets.Itallowsfurtherreductionofdegreesoffreedom,comparedtothedirectmethodof
POD.
The solutionstate vector s includes allvariables varyingin thetime andspace. Let
η
be anoperating parameter(e.g.Reynoldsnumber).ThestatevectoroftheHighFidelityModel(HFM)solutioncanbedefinedas,
s
(
x,
t;
η
)
=
⎛
⎜
⎜
⎜
⎝
ρ
(
x,
t;
η
)
v(
x,
t;
η
)
p(
x,
t;
η
)
..
.
⎞
⎟
⎟
⎟
⎠
(5)Where
ρ
,v and
p arethefluiddensity,velocityvectorandstaticpressurerespectively.Thestatevectorcanbeseparatedinthetime-averagedbaseflowandtheunsteadypartasshowninEquation(6).
s
(
x,
t;
η
)
= ¯
s(
x;
η
)
+
s(
x,
t;
η
)
(6)= ¯
s(
x;
η
)
+
∞ i=1φ
i(
x;
η
)
ai(
t;
η
)
(7)In Equation(7), theunsteady part(s
(
x,
t;
η
)
) is decomposedintothe PODbasis functionsusing theGalerkin expansion. The time invariant orthonormalφ
i(
x;
η
)
andthespaceinvariant orthogonalai(
t;
η
)
arethe PODbasis functions(modes).Thestatevectorcanbeobtainedindiscrete(Nt)snapshotsbyperformingaCFDsimulation.Thesnapshotscanbecollected
oncetheflowbecomesstatisticallystationaryandusing(typically)aconstanttimestep(
tsn).LetNt,Npodbethenumber
of snapshotsandnumberofPODmodesrespectively, alsoNpod
≤
Nt−1.Thestate vector canbe approximatedbydiscretesnapshotsas, s
(
x,
t;
η
)
≈
s(
x,
t1;
η
), . . . ,
s(
x,
tNt;
η
)
(8)≈ ¯
s(
x;
η
)
+
Npod i=1φ
i(
x;
η
)
ai(
t;
η
)
t1≤
t≤
tNt (9)Wheret1 andtNt arethetimecoordinatesofthefirstandlast snapshots.Also,let Tsn
= [
t1,
..,
tNt]
be thetime domainof discretesnapshotscollection.Thetimestep(tsn)ofsnapshotsrecordingandthenumberofsnapshots(Nt)dependonthe
desiredresolutioninthetemporalharmonicsofthePODmodes[18].
LetR
(η)
bethetwopointtime-correlationfunction,givenby,R
(
η
)
=
R(
ti,
tj,
η
)
=
1 Nt s(
x,
ti;
η
),
s(
x,
tj;
η
)
i,
j=
1,
2, . . .
Nt (10)ThecorrelationfunctionR
(η)
issolvedfortheeigenvalueproblem,asinEquation(12).R
(
η
)ψ
i(
t;
η
)
= λ
iψ
i(
t;
η
)
(11)where
λ
iaretheeigenvalues.Theorthogonaleigenfunctionsψ
i(
t;
η
)
arethennormalizedas,ψ
i(
t;
η
), ψ
j(
t;
η
)
Tsn
= δ
i j (12)Where,
δ
i j istheKroneckerdeltainvectorform.ThePODmodesarearrangedindescendingorderoftheirenergycontent(the eigenvalues associated with the modes), i.e.
λ
1> λ
2> . . . > λ
Npod>
0. The orthonormal ‘topos’ are obtainedusing Equation(13),suchthatφ
i(
x;
η), φ
i(
x;
η)
= δ
i j.φ
i(
x;
η
)
=
√
1 Ntλ
i s(
x,
t;
η
), ψ
i(
t;
η
)
Tsn (13)ThecorrespondingPODtimecoefficientsaregivenby,
ai
(
t;
η
)
=
φ
i(
x;
η
),
s(
x,
t;
η
)
=
Ntλ
iψ
i(
t;
η
)
(14)Generally,thenumberofreducedPODmodes(Nr) ismuchsmallercompared tothetotal PODmodes(Nr
<<
Npod).Therelativeenergycaptured(Ec)bythemostenergetic(firstfew)PODmodesissubstantial.Itcanbegivenas,
%Ec
=
Nr i=1
λ
iNpod i=1
λ
i×
100 (15)2.2. PeriodicityofPODtemporalmodes
Thetotalenergy1 E
(η)
pod oftheunsteadypartofthediscretestatevectorcanbegivenby,E
(
η
)
pod=
1 2 s(
x,
t,
η
)
2 Tsn dx=
1 2 Npod i=1λ
i=
1 2 Npod i=1 ai(
t;
η
)
2 Tsn (16)Thespacedomain(
)islimitedbyaboundary(
∂
).Similarly,let TminbetheminimumtimewindowforwhichthetotalenergyinEquation(16)remainsthesame,suchthat,
E
(
η
)
pod=
1 2 s(
x,
t,
η
)
2 Tmin dx=
1 2 Npod i=1λ
i=
1 2 Npod i=1 ai(
t;
η
)
2 Tmin (17)Instatisticallystationaryflows,thePODtemporalbasisfunctionsobservethestablelimitcyclesinphasespace(seefor e.g.[23,13,1]).Let Tη bethetimeperiodofthelimit-cycleoffirstPODtime coefficienta1
(
t;
η
)
.Thehigher(wellresolvedbysnapshots)PODtimemodesforthestatevectorareperiodicwiththetime Tη.ThecharacteristicPODtimecoefficients
canbedefinedas,
˜
ai(
t;
η
)
=
ai(
t;
η
)
for t∈ [
ta,
ta+
Tη]
(18) Whereta∈
0, (
Tsn−
Tη)
isanarbitrarytime.Further,thetotalenergyinEquation(17)becomes,
E
(
η
)
pod=
1 2 Npod i=1˜
ai(
t;
η
)
2 Tη=
1 2 Npod i=1 ai(
t;
η
)
2 Tmin=
1 2 Npod i=1λ
i (19)Italsoimpliesthattheminimumtimewindow(Tmin)isthetimeperiodofthefirstPODtemporalmode(Tη).
Under the statistically stationary flow assumption and using the periodic characteristic POD temporal modes
(Equa-tion (18)), onecanreconstructtheflowwithreducednumber(Nr)ofPODbasiseven outsidethesnapshotstime domain
(Tsn)as, s
(
x,
t;
η
)
≈ ¯
s(
x;
η
)
+
Nr i=1φ
i(
x;
η
)
a˜
i(
t;
η
)
t≥
0 (20) 2.3. LinearinterpolationA linear interpolation is used to interpolate the right hand side terms of Equation (20) for the change in operating
parameter
η
.Theinterpolation ofthecharacteristicPODtemporalmodes(a˜
i) ensures theappropriate flowenergy(E(η)
)levelsintheinterpolatedstate.
Lets
(
x,
t;
η
j)
with j=
1,2 bethetworeferencestates.Inordertobuildasolutionstatevectoratanoperatingparameterη
∈ [
η
1,
η
2]
, the time-averagedbase flow¯
s(
x;
η
)
, the POD spacialmodes (φ
i(
x;
η
)
) andthe associated time coefficients˜
ai
(
t;
η
)
are obtained by the linear interpolation of the reference states. The interpolation is formulated using a vector(β
;
η
)
inEquation(21).Itstandsforthesolutionstateaverage(¯
s(
x;
η
)
)andthePODmodes(φ
i(
x;
η
)
anda˜
i(
t;
η
)
).(β
;
η
)
= (β;
η
1)
+
((β
;
η
2)
− (β;
η
1))
(
η
2−
η
1)
(
η
−
η
1)
(21)Here
β
iseitherx,fors,¯
φ
i ort∈ [
0,
Tη]
fora˜
i.Apriori,theconditioninEquation(22)issatisfiedsothattheinterpolatedquantities(RHSofEquation(20))followthesignsofanyofthetwo(
η
1andη
2)referencecases.((β
;
η
1), (β
;
η
2))
β≥
0 (22)Thetime-averagesofthestatevectors(s
¯
(
x;
η
j)
for j=
1,
2)generallydonotaltertheirsignforthechangeinoperatingparameter(
η
j).Asymmetryintheflowgeometrycanleadtoaphasedifferenceofπ
betweenthecorrespondingPODspacemodes (
φ
i(
x;
η
j)
) fordifferentoperating conditions (η
j). The constrain inEquation (22)ensures that they donot cancelout, whileperformingthe interpolation.Inaddition,thereferencestates
η
j needtobe closeenough,inordertoperformthe linear interpolation (Equation (21)). The characteristic POD time coefficients (a
˜
i(
t;
η
)
) are brought inminimal phasedifferencebyusingEquation(22).TheinterpolatedbasesolutionandthePODmodesfollowanyoneofthereferencestates for thephase. Thecharacteristictime period (Tη)isalsolinearly interpolatedforthechange inoperatingparameter (
η
).TheinterpolationROMsolution,withthereducednumber(Nr)ofPODinterpolatedbasisandforthechangeofparameter
(
η
)in[
η
1,
η
2]
,canbewrittenas,s
(
x,
t;
η
)
≈ ¯
s(
x;
η
)
+
Nr
i=1φ
i(
x;
η
)
a˜
i(
t;
η
)
t≥
0 &η
∈ [
η
1,
η
2]
(23)AsmoothtransitionofaROMsolutionfromoneflowstatetoanotherisusefulintheflowcontrolapplications.A
contin-uous modeinterpolatingtechnique developedin[14] usesaparameter
κ
foracontinuous transitionbetweenthestabilitymatrices at a steady state to an unsteady (with periodic limit cycle) state. Similarly, a smooth transition between two
interpolatedoff-referencestates(
η
n,η
n+1)canbeachievedby,(β
;
η
n+1)
=
κ
(β
;
η
n+1)
+ (
1−
κ
)(β
;
η
n)
(24)Tηn+1
=
κ
Tηn+1+ (
1−
κ
)
Tηn (25)Heren isanintegerindicatorforaflowstate.Thetransitionparameter
κ
variesfrom0 to1.Asimplelinearfunctionwith anappropriatetimedelayparameter(cτ )canbeusedtoobtainarealtimetransition.Equation(26)showssuchafunction.κ
=
cτt
−
tn0+1/
Tηn+1 (26)Where, tn0+1 represents the time ofcontrol parameter change.The time delay constant (cτ ) can be used to control the
transitiontime.
In addition to the linearinterpolation, a linear extrapolationof thereference states(
η
1 andη
2) can also be used towidentherangeofcontrollingparameter,withacautionofthepresenceofmajorflowtransitionsinthevicinity.
2.4. Aposteriorierrorestimate
2.4.1. SnapshotsPODandtruncationerrors
The HighFidelityModel(HFM)solution canbean accurateCFDsolutiontothe fullNSEsortheexperimental datasets
for the flow under consideration. The HFM solution state vector can be expressed in terms of POD basis functionsby
s
(
x,
t;
η
)
hf≈ ¯
s(
x;
η
)
pod+
Npod i=1φ
i(
x;
η
)
poda˜
i(
t;
η
)
pod (27)Thesubscript‘hf ’standsforahighfidelitysolution,whileasthesubscript‘pod’standsforquantitiesestimatedusingPOD. A posterioritheerrorinPODdiscretizationcanbegivenby,
ps
(
x,
t;
η
)
=
s(
x,
t;
η
)
hf−
s(
x,
t;
η
)
pod (28)Where thesubscript ‘ps’stands for aPOD based errorinthe solution state vector s. ThePOD errordepends mainlyon
thetimestepofsnapshotscollection(
Tsn),numberofsnapshots(Nt)andthetime-windowofsnapshotscollection(Tsn).
A rigorousparametricanalysisanderrorestimatestudyofthePODmethodwasperformedbyKunischandVolkwein[10].
Inordertonormalize theerrors,letusrepresenttheelementwisedivisionofvectorsu and v asu
v,fornoelementof vector v iszero(vi=
0).Further,thetotalvariancecanbedefinedforthehighfidelitystatevectors(
x,
t;
η
)
as,σ
2(
η
)
=
s(
x,
t;
η
)
2hf T∞dx (29)Aposteriori,normalizederrorinPODdiscretizationcanbegivenby,
p
(
t;
η
)
=
ps
(
x,
t;
η
)
2dxσ
2(
η
)
r(s) (30)Inaddition,theerrorintroducedbythetruncationofthehigher(
>
Nr)PODmodescanbeobtainedas,ts
(
x,
t;
η
)
=
Npod i=Nr+1φ
i(
x;
η
)
poda˜
i(
t;
η
)
pod (31)Thenormalizedtruncationerrorbecomes,
t
(
t;
η
)
=
ts
(
x,
t;
η
)
2dxσ
2(
η
)
r(s) (32) 2.4.2. InterpolationerrorTheinterpolationerrorsassociatedwitheachtermoftheROMsolution(Equation(23))withrespecttothePODsolution
canbedefined,
s¯
(
x;
η
)
= ¯
s(
x;
η
)
pod− ¯
s(
x;
η
)
φi
(
x;
η
)
= φ
i(
x;
η
)
pod− φ
i(
x;
η
)
a˜i
(
t;
η
)
= ˜
ai(
t;
η
)
pod− ˜
ai(
t;
η
)
(33)Let
is
(
x,
t;
η
)
bethetotalinterpolationerrorinsolutionstate vector(s)withrespecttothePODsolution.Itcanbe givenas,
is
(
x,
t;
η
)
=
s(
x,
t;
η
)
pod−
s(
x,
t;
η
)
(34)is
(
x,
t;
η
)
=
¯
s(
x;
η
)
pod+
Nr i=1φ
i(
x;
η
)
poda˜
i(
t;
η
)
pod−
¯
s(
x;
η
)
+
Nr i=1φ
i(
x;
η
)
a˜
i(
t;
η
)
(35)UsingtheindividualerrordefinitionsfromEquation(33)andthetotalinterpolationerrorinEquation(35)weobtain,
is
(
x,
t;
η
)
=
s¯
(
x;
η
)
+
Nr i=1φ
i(
x;
η
)
a˜i
(
t;
η
)
+
φi
(
x;
η
)
a˜
i(
t;
η
)
+
φi
(
x;
η
)
a˜i
(
t;
η
)
(36)Apriori,themaximumerrorboundinthelinearinterpolationcanbe givenby Equation(37),foreach interpolationerror
|
¯s
(
x;
η
)
| ≤
1 8(
η
)
2 sup η∈[η1,η2]|
α
¯s(
x;
η
)
|
whereα
s¯(
x;
η
)
=
∂
2∂
η
2(
s¯
(
x;
η
)
pod)
φi
(
x;
η
)
≤
1 8(
η
)
2 sup η∈[η1,η2]α
φi(
x;
η
)
whereα
φi(
x;
η
)
=
∂
2∂
η
2(φ
i(
x;
η
)
pod)
a˜i
(
t;
η
)
≤
1 8(
η
)
2 sup η∈[η1,η2]α
a˜i(
t;
η
)
whereα
a˜i(
t;
η
)
=
∂
2∂
η
2(
a˜
i(
t;
η
)
pod)
(37)The erroris
O(
η
2)
. Hereη
= (
η
2
−
η
1)
.The value ofη
canbe chosen basedonthe totalinterpolationerrorbound|
is
(
x,
t;
η)
|
.Thetotalinterpolationerrorinthesolutionstatevectors(
x,
t;
η
)
isinboundsas,|
is
(
x,
t;
η
)
| ≤
1 8(
η
)
2 sup η∈[η1,η2]α
s¯(
x;
η
)
+
Nr i=1φ
i(
x;
η
)
α
α˜i(
t;
η
)
+
α
φi(
x;
η
)
a˜
i(
t;
η
)
+
1 8(
η
)
2α
φi(
x;
η
)
α
α˜i(
t;
η
)
(38)On the other hand, a posterioriinterpolation errorcan be directlygiven by Equation (34). The normalized interpolation
errorwillbe,
i
(
t;
η
)
=
is
(
x,
t;
η
)
2dxσ
2(
η
)
r(s) (39)2.4.3. Energybasederror
Generally, theerrorinGalerkinROMis quantifiedbasedon thequadraticflow energyterms.ThePODbasis functions
(toposandchronos)aretheoptimalbasis foraROMinfluiddynamics,henceitprovidesan upperbound fortheerrorin
GelerkinROM[3,6].ThenormalizederrorinROMbasedonthekineticenergycanbeexpressedas,
e
(
t;
η
)
=
E(
t;
η
)
pod−
E(
t;
η
)
σ
2(
η
)
r(s)=
⎛
⎝
Npod i=1˜
ai(
t;
η
)
2pod−
Nr i=1˜
ai(
t;
η
)
2⎞
⎠
σ
2(
η
)
r(s) (40)Where E
(
t;
η
)
istheenergyofROMsolution.InthepresentedformulationofROM,theenergybasederror(e
(
t;
η
)
)doesnotaccountfortheerrorininterpolationofthetime-averagedbaseflow(s
¯
(
x;
η
)
)aswellasthePODspacemodes(φ
i(
x;
η
)
). ThereforethetotalerrorrelevanttotheinterpolationROMcanbedefinedas,it
(
t;
η
)
=
i
(
t;
η
)
+
t
(
t;
η
)
(41)2.5. StabilityoftheinterpolationROM
Almost all theGalerkinROMare unstable andneedstabilizationtechniquessuch asaddition oftheartificial viscosity
terms, increasing the order of ROM. This way, either the high fidelity Navier–Stokes equation are altered or the
com-putational efforts are increased [3]. On the contrary, the interpolation based approach of ROM uses the flow statistical
stationarityassumption fortheenergybalanceinstead ofbalancingtheenergyoftruncatedPODmodesby meansofthe
empirical turbulencemodels.The timeaverageofthetotalerror it
(
t;
η
)
inthe interpolationROM(Equation(41))can begivenby,
(
η
)
=
it
(
t;
η
)
T∞=
it
(
t;
η
)
Tη (42) itimplies,∂
(
η
)
∂
Tη=
0 (43)The errors (
ps
(
x,
t;
η
)
,ts
(
x,
t;
η
)
andis
(
x,
t;
η
)
) in theinterpolation ROMare in boundsunderthe stationaryflowas-sumptionforalltime.Thetotalnormalizederror
(η)
remainsafunctionoftheparametersTsn,Nt,Npod,Nr,
η
andthe2.5.1. Floquetstabilityanalysis
Let No bethe numberofPODtimemodeswiththetime period Tη.The periodicbaseflow fortheFloquetinstability
canbegivenas,
so
(
x,
t;
η
)
= ¯
s(
x;
η
)
+
No i=1φ
i(
x;
η
)
ai(
t;
η
)
(44)Lets o
(
x,
t;
η
)
bethesmallperturbationinthebaseflow.ItiscanberepresentedintermsofthePODbasisas,s o
(
x,
t;
η
)
≈
Nr i=No+1χ
i=
Nr i=No+1φ
i(
x;
η
)
ai(
t;
η
)
(45)Theperturbations o
(
x,
t;
η
)
inthebaseflowisperiodicwiththeperiodTη.ThereforewecanconsiderEquation(45)forthe Floquetanalysis. The Tη periodicfunctionsχ
i can berepresentedintheform,χ
˜
iexp(ς
it)
.Whereχ
˜
i arealso Tη periodicandknownasFloquet modes. Theexponents
ς
i are calledthe Floquetexponents.Generally, theFloquet multipliersξ
i≡
exp
(ς
iTη)
areusedinthestabilityanalysis. Theperturbation(s o(
x,
t;
η
)
)grows exponentiallyfor|ξ
i|
>
1 andtheperiodicbaseflow isunstable.Onthe other handtheperturbationdecays exponentiallyfor
|ξ
i|
<
1 andtheperiodic baseflowisstable[4].
TheFloquetmodes(
χ
˜
i)atatimeinstanceaftern timeperiods(Tη)canbewrittenas,˜
χ
in= φ
i(
x;
η
)
a˜
i(
t;
η
)
n (46)Where,a
˜
i(
t;
η
)
n= ˜
ai(
t0+
nTη;
η
)
arethePODtimemodesatn timeperiods(Tη)afteraninitialtimet0.ThecharacteristicPODtimemodes, asdefinedinEquation(18),areperiodicwithtime Tη.Thereforea
˜
i(
t0+
nTη;
η
)
= ˜
ai(
t0+ (
n+
1)
Tη;
η
)
,whichleadsto
χ
˜
in= ˜
χ
in+1.Furthermore,thenumberofPODmodes(Nr)usedtobuildtheROMsolutionfollowstablelimitcycleswithtimeperiod Tη.Thus thevalue ofFloquetmultipliers
|ξ
i|
=
1 andthecorrespondingFloquetexponentsς
i=
0.Theperturbations o
(
x,
t;
η
)
neithergrowsnordecayswiththetimeataparticularoperatingcondition(η
).3. Flow past a cylinder at low Reynolds number – a case study
Theflow pasta cylinderatlowReynolds number(Re
=
125∼
150) in2-dimension(2D) isconsidered forthedemon-strationoftheproposedReduced-OrderModel(ROM).Fig. 1showstheflowdomainandtheinstantaneousflowfields(u,v
andp)atReynoldsnumberRe
=
125 (Re=
ρ
u∞D/μ
).ThecylinderofdiameterD=
1 isatthecenterofthecomputational domain.The inflowstreamwise(along+
x axis)velocity (u∞) aswellasthe temperature(θ
∞) farupstream are setto1. Thedensityofthefluid (caloricallyperfectgas)isρ
=
1.TheMachnumberupstreamis M∞=
0.
18,whileasthespecific heatratioof1.
4 (forair)istaken.Thegasconstant R andtheinflowpressurep∞ are22.
05.Thedynamicviscosity(μ
)is constant,itisestimatedusingtheReynoldsnumber(Re∞)as,μ
= (
ρ
v∞D)/(
Re∞)
.Theinflowtransversevelocityisv∞=
0. Theinternalenergy(e)andtheenthalpy(h)aregivenbyCvθ
andCpθ
respectively,whereCv,Cp arethespecificheatsatconstantvolumeandconstantpressurerespectively.Thetotalenergy(E)andtheinternalenergy(e)arerelatedby
e
=
E−
12
u2
+
v2)
3.1. Governingflowequationsandnumericalmethods
A compressibleNavier–Stokes flowsolver (Navier–Stokes Multi-Block – NSMB) isused witha preconditioning forthe
incompressibleflowatlowMachnumber.TheNSMBsolverisdevelopedincollaborationbetweenseveralEuropean
organi-zationswhichmainlyincludesAirbus,KTH,EPFL,IMFT,ICUBE,CERFACS,UniversityofKarlsruheandETH-EcolePolytechnique
de Zurich. The code has been developedsince early 90s. It is coordinated by CFS Engineering inLausanne, Switzerland.
NSMB is a structured code including a variety of high-order numerical schemes andturbulence modeling such asLES,
URANS,RANS-LEShybridturbulencemodeling,especiallyDDES(DelayedDetachedEddySimulations).
ThecompressibleunsteadyNavier–Stokesequationsin2Dcanbewrittenas,
∂
∂
t(
w)
+
∂
∂
x(
f−
fν)
+
∂
∂
y(
g−
gν)
=
0 (47) Where, w=
⎛
⎜
⎜
⎝
ρ
ρ
uρ
vρ
E⎞
⎟
⎟
⎠ ,
f=
⎛
⎜
⎜
⎝
ρ
uρ
u2+
pρ
uv u(
ρ
E+
p)
⎞
⎟
⎟
⎠ ,
g=
⎛
⎜
⎜
⎝
ρ
vρ
vuρ
v2+
p v(
ρ
E+
p)
⎞
⎟
⎟
⎠
Fig. 1. Computational domain and instantaneous flow fields at Re=125. fν
=
⎛
⎜
⎜
⎝
0τ
xxτ
xy [τ
,
v]x−
qx⎞
⎟
⎟
⎠ ,
gν=
⎛
⎜
⎜
⎝
0τ
yxτ
y y [τ
,
v]y−
qy⎞
⎟
⎟
⎠
Here w isthestate vector. f , g aretheconvective fluxes,whileas f ν , gν aretheviscous fluxes.The componentsof
shearstresstensor
τ
intheviscousfluxesaregivenbyEquation(48).τ
xx=
2 3μ
2∂
u∂
x−
∂
v∂
y,
τ
y y=
2 3μ
−
∂
u∂
x+
2∂
v∂
yτ
xy=
τ
yx=
μ
∂
u∂
y+
∂
v∂
x (48)TheheatfluxiscalculatedusingFourier’slawas, qx
= −
k∂θ
∂
x,
qy= −
k∂θ
∂
y with k=
μ
Cp/
Pr (49)Wherek isthethermalconductivity.ThePrandtlnumber(Pr)istaken0
.
72 (forair).The secondorderfullyimplicitLU-SGS(Lower–UpperSymmetricGauss–Seidel)backwardA-stable schemewitha
dual-timesteppingisusedforthetimemarching.Thespacediscretizationisdoneusingforthordercentralfinitevolumescheme
in askew-symmetricform. Thepreconditioningmethod proposedin[26] toimpose theincompressibility isused,forthe
Fig. 2. POD analysis of the flow at Re=140 (η).
3.2. Resultsanddiscussion
Thestatevectors inthecasestudy(2-D,incompressibleflow)canbeconsideredas,
s
(
x,
t;
η
)
=
⎛
⎝
uv(
(
xx,
,
tt;
;
η
η
)
)
p(
x,
t;
η
)
⎞
⎠
(50)Wherex is thespacedomainwithx and y dimensions.t representsthetime.The operatingparameter
η
istheReynoldsnumberRe.ThetworeferencecasesareconsideredatReynoldsnumbers
η
1=
Re1=
125 andη
2=
Re2=
150.Thenumberofsnapshots takenforeach referencecaseis Nt
=
900,thisconstitutes≈
14 vortexshedding periods.The time step forsnapshotscollectionis
tsn
=
0.
05.Thecorrelationmatrixwas builtforeachreferencecaseandsolvedfortheeigenvalueproblemasdetailedinSection2.1.Theoff-referencecaseisconsideredat
η
=
Re=
140.Thelinearinterpolationofthestatevectortime-averagesandPODmodes(bothtopos andchronos)usingthereferencestatesisperformedasperSection 2.3.
The results are build usingfirst 10 POD modes (Nr
=
10) out of 500POD modes (Npod=
500) and compared withtheNavier–StokesHighFidelityModel(HFM)simulationresultsatthesameReynoldsnumber.
The results of POD analysis at Re
=
140 are shown is Fig. 2, in terms of the eigenvalues and the time evolution ofthediscretizationerrorinvolvedinthemethodofsnapshotsPOD.Fig. 2(a)showsthe%energyassociatedwitheachPOD
modeofthestate variables.Italsoindicatesthatthe
≈
99.
99% oftotalenergyiscontainedinfirst10modesofeachstate variables.Thereforethenumberofreducedbasis Nr=
10 ischosen fortheinterpolation(ROM). ThediscretizationerrorinthemethodofsnapshotsPOD(
p
(
t;
η
)
),asdefinedinEquation(30)isplottedinFig. 2(b).Theroot-mean-squared (rms)oftheerroris
≈
0.
25% ofthevarianceofthestatevariable.3.2.1. InterpolationofthePODreducedbasis
In thiscasestudy,the PODspace modes(
φ
i(
x;
η
)
) are eithersymmetric orantisymmetric aboutthe x axis. Thepre-conditioningin Equation(22)isneededforthe antisymmetric modes, onlywhenthey observe aflip ofsigninchanging
operatingcondition(
η
).Fig. 3showsthelinearinterpolationperformedforthefifthspacemodeofthestreamwisevelocity (φ
5u).Figs. 3(a)and3(b)arethefifthPODspacemodesofthereferencecasesatRe1=
125 andRe2=
150 respectively.TheresultofinterpolationatRe
=
140 forφ
5u(
x;
Re)
isshowninFig. 3(d).Fig. 3(c)showstheactualPODmode(φ
5u)atRe=
140,computedusingthemethodofsnapshotsPODforcomparisonwiththeinterpolatedmode.
Similarly,theremainingtoposfromthereducedbasiswereinterpolatedatReynoldsnumberRe
=
140.Fig. 4showscom-parisonofthefirstfourinterpolated(ROM)modes(Figs. 4(b),4(d),4(f),4(h))versusthesnapshotsPODmodes(Figs. 4(a), 4(c), 4(e),4(g)respectively). Onecan noticethat thePOD modesact inpairs. Thefirst pairofPODmodesofstreamwise velocityu (modenumber1&2)isantisymmetric,whilethesecondoneissymmetricaboutthex axis.Ingeneralhere,the
oddpairsofPODmodesofu areantisymmetricandtheevenpairsaresymmetric.Theantisymmetryofthemodesabout
x axisisdealtbytheconstraininEquation(22)beforeinterpolatingthemodes.ThePODisabiorthogonaldecomposition
oftheflowinspaceandtime,thereisone-to-onecorrespondencebetweentoposandchronos[1].Thechangeinsymmetry
ofatoporeflectsinthecorrespondingchrono.Althoughthischangeofsign(of
φ
ianda˜
i forthesameoperatingcondition)doesnotalterthevalueofflowreconstructionbyEquation(23).Thephaseinformationisanywaylostbecauseofthesecond orderstatisticsusedinthePODbasisfunctions[22].Inadditiontothephase information,thechangeofoperating condi-tion(Re)leadstothechangeinorientationofthePODbasisfunctions.Theinterpolationprocedureensuresanappropriate orientationofthePODreducedbasisforanintermediateoperatingconditionsbetweenthereferencestates.
InGalerkinROMsthetime coefficientsoftenneedcorrectionsintheiramplitudes.The commonsource oferrorisdue
tothetruncationofhigherPODmodesandtheformulationoftheROMwithoutpressure-termrepresentation.Forinstance,
Fig. 3. Interpolation ofφu
5(x,·).
characteristic POD time coefficients (a
˜
i(
t;
Re)
) are immune from the truncationand pressure-termerrors, since they areextractedfromthetimecoefficientsofthePOD(ai
(
t;
Re)
)itselfasperEquation(18)forthereferencecases(η
1andη
2).Thecharacteristictimecoefficients,similartothefellowspacialmodesactinpairs.Theinterpolationresultsforthecharacteristic timecoefficients(chronos)areshowninFig. 5.Itshowsthecomparisonofinterpolationresultsinphasespaceforthefirst fivecharacteristictimecoefficients.Thecurvesineachplot(Figs. 5(a),5(b),5(c)and5(d))expandinsize,withtheincrease ofReynoldsnumber.Thelimit-cyclesrepresentedinredcolorareforthereferencestateRe1
=
125,whiletheonesinpinkcolorareforthereferencestate Re2
=
150.Thelimit-cyclesatRe=
140,inbluecolorareinterpolatedusingthereferencestatesRe1 andRe2.ItcanbecomparedwiththecharacteristicPODtimemodesobtainedusingsnapshotsPODatRe
=
140ingreencolor.
In addition,thecharacteristictimes(Tη)ofthereferencestatesRe1
=
125 andRe2=
150 are TRe1=
5.
647 and TRe2=
5
.
400 respectively.ThelinearlyinterpolatedcharacteristictimeatRe=
140 is TRe=
5.
499 againstthevalue5.
489 obtainedinPODanalysis.
TheeigenvaluesoftheinterpolationROMsolutionatRe
=
140 wereestimatedusingrelation,λ
i=
˜
ai(
t;
Re)
2 TRe (51)Fig. 6(a)showstheenergy(in %)associatedwiththereducedinterpolated(ROM)modesatRe
=
140,itiscomparedwiththeenergy(in%)ofthecorrespondingsnapshotsPODmodes(cumulativeplotinFig. 6(b)).Thetime-averagedflowenergy
estimationusingtheinterpolatedPODtimemodes(Equation(51))evincestheorthogonalityoftheinterpolatedmodes[3]. An additional orthogonalitycheck is performedaposteriori onthe interpolatedreduced basis.The angle (
θ
γ,β) betweeninterpolatedmodes(
γ
,β
∈
L2()
)iscalculatedbymeansoftheirinnerproductas,θ
γ,β=
arccos(
γ
, β)
||
γ
||
||β||
(52)Theangles(indegree)betweentheinterpolatedreducedbasisofstreamwisevelocity(u)aretabulatedinTable 1.Itclearly demonstratesthattheinterpolationofthePODmodesretainstheorthogonalityofboththetopos(
φ
i)andchronos(a˜
i).Theerrorsquantification,asformulatedinSection 2.4isplottedinFig. 7.Thetruncationerror(
t
(
t;
Re)
)isnothingbutthecontributionofhigherorderPODbasisfunctions(Npod
−
Nr)tothefluctuationsinstatevariables.Themaximumtrun-cationerroris
≈
0.
25% ofthevariance(σ
2)foreachstatevariable(Fig. 7(a)).Theinterpolationerror(i
(
t;
Re)
)isrelativelyhigh, themaximumofitisabout2% ofthevariance,for
η
=
Re=
25.ThetotalerrorrelevanttotheinterpolationROM(
it
(
t;
Re)
)isalso∼
10 timesthetruncationerror.Fig. 7(b)showstheerrors(i, t & it)inphasespace. Thelimitcycles
illustratetheboundednessoferrorsamplitudewiththetime evolution.Ontheotherhand,maximumoftheenergybased
error e
(
t;
Re)
(asdefinedinEquation(40))is≈
22% ofthevariance(Fig. 7(c)).Further,thephasediagramsinFig. 7(b)andFig. 7(d)showthattheerrorsfollowthestablelimitcycles,demonstratingthestabilityofinterpolationROMmethod.
3.2.2. Highfidelitysolutioncomparisons
Fig. 8(a)showstheaverageofstreamwisevelocityu
¯
(
x;
Re)
obtainedusingthehighfidelitycomputationalfluiddynamicsFig. 4. Comparisonofφu
1(x,Re)toφ
u
4(x,Re)modesobtainedbythesnapshotsPODagainstthemodesobtainedusinglinearinterpolation(ROM)atRe=140.
Table 1
Orthogonality(anglebetweenthemodesindegree)oftheinterpolatedreducedbasis.
φ1u φ u 2 φ u 3 φ u 4 φ u 5 φ u 6 φ u 7 φ u 8 φ u 9 φ u 10 φu 1 00.0 89.9 89.9 90.4 90.1 90.0 90.0 90.0 90.0 90.1 φu 2 89.9 00.0 90.4 90.1 89.8 90.0 90.0 90.0 90.0 90.0 φu 3 89.9 90.4 00.0 90.4 89.8 90.5 90.1 89.9 90.0 90.0 φu 4 90.4 90.2 90.4 00.0 90.5 90.3 90.1 89.8 90.0 90.0 φu 5 90.1 89.8 89.8 90.5 00.0 89.8 90.3 89.7 90.5 89.9 ˜ au 1 ˜au2 a˜3u a˜u4 a˜u5 a˜u6 a˜u7 a˜u8 a˜u9 a˜u10 ˜ au 1 00.0 90.1 89.0 89.3 90.2 89.7 89.5 90.4 90.4 90.3 ˜ au 2 90.1 00.0 88.7 90.3 91.6 91.3 90.1 90.5 90.3 88.3 ˜ au 3 89.0 88.7 00.0 90.5 91.7 88.3 90.2 88.0 90.3 89.7 ˜ au 4 89.3 90.3 90.5 00.0 88.1 88.0 90.8 89.6 89.6 91.0 ˜ au 5 90.2 91.6 91.7 88.1 00.0 89.9 87.8 94.0 91.4 90.3
Fig. 5. Comparisonofthetimecoefficientsa˜u
i(T·;·)ofthefirstfivechronos.Thebluecurveineachplotisaninterpolatedmode(ROM)atRe=140 against
thesnapshotPODmodeatRe=140 ingreen.TheothercolorcorrespondencewithReynoldsnumbersis:Red→Re1=125 andPink→Re2=150.(For interpretationofthereferencestocolorinthisfigurelegend,thereaderisreferredtothewebversionofthisarticle.)
Fig. 6. Energy comparison of the interpolated (ROM) modes with the snapshots POD modes.
number(Re
=
140)usingthereferencestatesatRe=
125 andRe=
150 isshowninFig. 8(b).Generally,thetime-averagedbase flow shows little variation over the long range of Reynolds numbers. In addition, the dimensionless quantities of
practical importance such as Drag,Lift coefficients vary withthe logarithmic change inReynolds number. Therefore the
second derivatives
α
∗ in Equation (38),contributing to the error boundsfor the interpolation error can be expected tobe small, providing the possibilityto have larger
η
.Fig. 9(a) showsthe phase plot ofthe Drag versus Lift coefficientsestimated using pressure force, forboth the high fidelity (HFM) and interpolation ROM solutions at Re
=
140. Fig. 9(b)showsthe comparisonoftime-averagedpressure coefficient profileon thesurface ofcylinder atRe
=
140.TheDrag, LiftFig. 7. Time evolution and phase diagrams of the errors.
Fig. 8. Time-averaged base flow comparison at Re=140 (u¯(x,Re)).
Cd
=
2 Lp plxdlˆ
;
Cl=
2 Lp plydlˆ
and Cp=
2(
p−
p∞)
(53)WhereLpistheperimeterofcylinder, pl isthepressureonthesmallsegment(dl)oftheperimeter.
ˆ
x,y areˆ
theprojectionsoftheunitvectornormaltoalengthsegmentdl alongtheinflow(x)andflownormal( y)directionsrespectively.
Thetime signal ofstreamwisevelocity inFig. 10(a)isprobed atx
=
5, y=
0.The time evolutionoftheDragandLift coefficientsforunit cylinderlength(estimatedusingpressureforce only)iscomparedinFig. 10(b).Itshowsafairlygoodagreementwiththehighfidelity CFDsimulationresults.TheROMtime signalsare