A Newton-Krylov method with an approximate analytical Jacobian for implicit solution of Navier-Stokes equations on staggered overset-curvilinear grids with immersed boundaries

The explicit and semi-implicit schemes in flow simulations involving complex geometries and moving boundaries suffer from time-step size restriction and low convergence rates. Implicit schemes can be used to overcome these restrictions, but implementing them to solve the Navier-Stokes equations is not straightforward due to their non-linearity. Among the implicit schemes for non-linear equations, Newton-based techniques are preferred over fixed-point techniques because of their high convergence rate but each Newton iteration is more expensive than a fixed-point iteration. Krylov subspace methods are one of the most advanced iterative methods that can be combined with Newton methods, i.e., Newton-Krylov Methods (NKMs) to solve non-linear systems of equations. The success of NKMs vastly depends on the scheme for forming the Jacobian, e.g., automatic differentiation is very expensive, and matrix-free methods without a preconditioner slow down as the mesh is refined. A novel, computationally inexpensive analytical Jacobian for NKM is developed to solve unsteady incompressible Navier-Stokes momentum equations on staggered overset-curvilinear grids with immersed boundaries. Moreover, the analytical Jacobian is used to form a preconditioner for matrix-free method in order to improve its performance. The NKM with the analytical Jacobian was validated and verified against Taylor-Green vortex, inline oscillations of a cylinder in a fluid initially at rest, and pulsatile flow in a 90 degree bend. The capability of the method in handling complex geometries with multiple overset grids and immersed boundaries is shown by simulating an intracranial aneurysm. It was shown that the NKM with an analytical Jacobian is 1.17 to 14.77 times faster than the fixed-point Runge-Kutta method, and 1.74 to 152.3 times (excluding an intensively stretched grid) faster than automatic differentiation depending on the grid (size) and the flow problem. In addition, it was shown that using only the diagonal of the Jacobian further improves the performance by 42-74% compared to the full Jacobian. The NKM with an analytical Jacobian showed better performance than the fixed point Runge-Kutta because it converged with higher time steps and in approximately 30 % less iterations even when the grid was stretched and the Reynold number was increased. In fact, stretching the grid decreased the performance of all methods, but the fixed-point Runge-Kutta performance decreased 4.57 and 2.26 times more than NKM with a diagonal and full Jacobian, respectivley, when the stretching factor was increased. The NKM with a diagonal analytical Jacobian and matrix-free method with an analytical preconditioner are the fastest methods and the superiority of one to another depends on the flow problem. Furthermore, the implemented methods are fully parallelized with parallel efficiency of 80-90% on the problems tested. The NKM with the analytical Jacobian can guide building preconditioners for other techniques to improve their performance in the future.