Ensemble Timestepping Algorithms for Natural Convection

This paper presents two algorithms for calculating an ensemble of solutions to laminar 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. Stability and convergence of the method are proven under a timestep condition involving fluctuations. A series of numerical tests, including predictability horizons, are provided which confirm the theoretical analyses and illustrate uses of ensemble simulations.