A Second Order Ensemble Timestepping Algorithm for Natural Convection

Abstract

This paper presents an algorithm for calculating an ensemble of solutions to natural convection problems. The ensemble average is the most likely temperature distribution and its variance gives an estimate of prediction reliability. Solutions are calculated by solving two coupled linear systems, each involving a shared coefficient matrix, for multiple right-hand sides at each timestep. Storage requirements and computational costs to solve the system are thereby reduced. Moreover, this paper addresses a need for higher order methods to solve natural convection problems. Stability and convergence of the method are proven under a timestep condition involving fluctuations of the velocity. Numerical tests are provided which confirm the theoretical analyses.