Legendre-Tau approximations for functional differential equations

NASA Technical Reports Server (NTRS)

Ito, K.; Teglas, R.

1983-01-01

The numerical approximation of solutions to linear functional differential equations are considered using the so called Legendre tau method. The functional differential equation is first reformulated as a partial differential equation with a nonlocal boundary condition involving time differentiation. The approximate solution is then represented as a truncated Legendre series with time varying coefficients which satisfy a certain system of ordinary differential equations. The method is very easy to code and yields very accurate approximations. Convergence is established, various numerical examples are presented, and comparison between the latter and cubic spline approximations is made.

The Forced Hard Spring Equation

ERIC Educational Resources Information Center

Fay, Temple H.

2006-01-01

Through numerical investigations, various examples of the Duffing type forced spring equation with epsilon positive, are studied. Since [epsilon] is positive, all solutions to the associated homogeneous equation are periodic and the same is true with the forcing applied. The damped equation exhibits steady state trajectories with the interesting…

Solving the linear inviscid shallow water equations in one dimension, with variable depth, using a recursion formula

NASA Astrophysics Data System (ADS)

Hernandez-Walls, R.; Martín-Atienza, B.; Salinas-Matus, M.; Castillo, J.

2017-11-01

When solving the linear inviscid shallow water equations with variable depth in one dimension using finite differences, a tridiagonal system of equations must be solved. Here we present an approach, which is more efficient than the commonly used numerical method, to solve this tridiagonal system of equations using a recursion formula. We illustrate this approach with an example in which we solve for a rectangular channel to find the resonance modes. Our numerical solution agrees very well with the analytical solution. This new method is easy to use and understand by undergraduate students, so it can be implemented in undergraduate courses such as Numerical Methods, Lineal Algebra or Differential Equations.

Elimination of numerical diffusion in 1 - phase and 2 - phase flows

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rajamaeki, M.

1997-07-01

The new hydraulics solution method PLIM (Piecewise Linear Interpolation Method) is capable of avoiding the excessive errors, numerical diffusion and also numerical dispersion. The hydraulics solver CFDPLIM uses PLIM and solves the time-dependent one-dimensional flow equations in network geometry. An example is given for 1-phase flow in the case when thermal-hydraulics and reactor kinetics are strongly coupled. Another example concerns oscillations in 2-phase flow. Both the example computations are not possible with conventional methods.

Stable multi-domain spectral penalty methods for fractional partial differential equations

NASA Astrophysics Data System (ADS)

Xu, Qinwu; Hesthaven, Jan S.

2014-01-01

We propose stable multi-domain spectral penalty methods suitable for solving fractional partial differential equations with fractional derivatives of any order. First, a high order discretization is proposed to approximate fractional derivatives of any order on any given grids based on orthogonal polynomials. The approximation order is analyzed and verified through numerical examples. Based on the discrete fractional derivative, we introduce stable multi-domain spectral penalty methods for solving fractional advection and diffusion equations. The equations are discretized in each sub-domain separately and the global schemes are obtained by weakly imposed boundary and interface conditions through a penalty term. Stability of the schemes are analyzed and numerical examples based on both uniform and nonuniform grids are considered to highlight the flexibility and high accuracy of the proposed schemes.

A Jacobi collocation approximation for nonlinear coupled viscous Burgers' equation

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohamed A.; Hafez, Ramy M.

2014-02-01

This article presents a numerical approximation of the initial-boundary nonlinear coupled viscous Burgers' equation based on spectral methods. A Jacobi-Gauss-Lobatto collocation (J-GL-C) scheme in combination with the implicit Runge-Kutta-Nyström (IRKN) scheme are employed to obtain highly accurate approximations to the mentioned problem. This J-GL-C method, based on Jacobi polynomials and Gauss-Lobatto quadrature integration, reduces solving the nonlinear coupled viscous Burgers' equation to a system of nonlinear ordinary differential equation which is far easier to solve. The given examples show, by selecting relatively few J-GL-C points, the accuracy of the approximations and the utility of the approach over other analytical or numerical methods. The illustrative examples demonstrate the accuracy, efficiency, and versatility of the proposed algorithm.

Dynamics of a differential-difference integrable (2+1)-dimensional system.

PubMed

Yu, Guo-Fu; Xu, Zong-Wei

2015-06-01

A Kadomtsev-Petviashvili- (KP-) type equation appears in fluid mechanics, plasma physics, and gas dynamics. In this paper, we propose an integrable semidiscrete analog of a coupled (2+1)-dimensional system which is related to the KP equation and the Zakharov equation. N-soliton solutions of the discrete equation are presented. Some interesting examples of soliton resonance related to the two-soliton and three-soliton solutions are investigated. Numerical computations using the integrable semidiscrete equation are performed. It is shown that the integrable semidiscrete equation gives very accurate numerical results in the cases of one-soliton evolution and soliton interactions.

A novel approach to solve nonlinear Fredholm integral equations of the second kind.

PubMed

Li, Hu; Huang, Jin

2016-01-01

In this paper, we present a novel approach to solve nonlinear Fredholm integral equations of the second kind. This algorithm is constructed by the integral mean value theorem and Newton iteration. Convergence and error analysis of the numerical solutions are given. Moreover, Numerical examples show the algorithm is very effective and simple.

Some remarks on the numerical solution of parabolic partial differential equations

NASA Astrophysics Data System (ADS)

Campagna, R.; Cuomo, S.; Leveque, S.; Toraldo, G.; Giannino, F.; Severino, G.

2017-11-01

Numerous environmental/engineering applications relying upon the theory of diffusion phenomena into chaotic environments have recently stimulated the interest toward the numerical solution of parabolic partial differential equations (PDEs). In the present paper, we outline a formulation of the mathematical problem underlying a quite general diffusion mechanism in the natural environments, and we shortly emphasize some remarks concerning the applicability of the (straightforward) finite difference method. An illustration example is also presented.

A highly accurate finite-difference method with minimum dispersion error for solving the Helmholtz equation

NASA Astrophysics Data System (ADS)

Wu, Zedong; Alkhalifah, Tariq

2018-07-01

Numerical simulation of the acoustic wave equation in either isotropic or anisotropic media is crucial to seismic modeling, imaging and inversion. Actually, it represents the core computation cost of these highly advanced seismic processing methods. However, the conventional finite-difference method suffers from severe numerical dispersion errors and S-wave artifacts when solving the acoustic wave equation for anisotropic media. We propose a method to obtain the finite-difference coefficients by comparing its numerical dispersion with the exact form. We find the optimal finite difference coefficients that share the dispersion characteristics of the exact equation with minimal dispersion error. The method is extended to solve the acoustic wave equation in transversely isotropic (TI) media without S-wave artifacts. Numerical examples show that the method is highly accurate and efficient.

FAST TRACK COMMUNICATION Multi-component generalizations of the CH equation: geometrical aspects, peakons and numerical examples

NASA Astrophysics Data System (ADS)

Holm, D. D.; Ivanov, R. I.

2010-12-01

The Lax pair formulation of the two-component Camassa-Holm equation (CH2) is generalized to produce an integrable multi-component family, CH(n, k), of equations with n components and 1 <= |k| <= n velocities. All of the members of the CH(n, k) family show fluid-dynamics properties with coherent solitons following particle characteristics. We determine their Lie-Poisson Hamiltonian structures and give numerical examples of their soliton solution behaviour. We concentrate on the CH(2, k) family with one or two velocities, including the CH(2, -1) equation in the Dym position of the CH2 hierarchy. A brief discussion of the CH(3, 1) system reveals the underlying graded Lie-algebraic structure of the Hamiltonian formulation for CH(n, k) when n >= 3. Fondly recalling our late friend Jerry Marsden.

On the solution of the Helmholtz equation on regions with corners.

PubMed

Serkh, Kirill; Rokhlin, Vladimir

2016-08-16

In this paper we solve several boundary value problems for the Helmholtz equation on polygonal domains. We observe that when the problems are formulated as the boundary integral equations of potential theory, the solutions are representable by series of appropriately chosen Bessel functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples.

On the solution of the Helmholtz equation on regions with corners

PubMed Central

Serkh, Kirill; Rokhlin, Vladimir

2016-01-01

In this paper we solve several boundary value problems for the Helmholtz equation on polygonal domains. We observe that when the problems are formulated as the boundary integral equations of potential theory, the solutions are representable by series of appropriately chosen Bessel functions. In addition to being analytically perspicuous, the resulting expressions lend themselves to the construction of accurate and efficient numerical algorithms. The results are illustrated by a number of numerical examples. PMID:27482110

Given a one-step numerical scheme, on which ordinary differential equations is it exact?

NASA Astrophysics Data System (ADS)

Villatoro, Francisco R.

2009-01-01

A necessary condition for a (non-autonomous) ordinary differential equation to be exactly solved by a one-step, finite difference method is that the principal term of its local truncation error be null. A procedure to determine some ordinary differential equations exactly solved by a given numerical scheme is developed. Examples of differential equations exactly solved by the explicit Euler, implicit Euler, trapezoidal rule, second-order Taylor, third-order Taylor, van Niekerk's second-order rational, and van Niekerk's third-order rational methods are presented.

ADM For Solving Linear Second-Order Fredholm Integro-Differential Equations

NASA Astrophysics Data System (ADS)

Karim, Mohd F.; Mohamad, Mahathir; Saifullah Rusiman, Mohd; Che-Him, Norziha; Roslan, Rozaini; Khalid, Kamil

2018-04-01

In this paper, we apply Adomian Decomposition Method (ADM) as numerically analyse linear second-order Fredholm Integro-differential Equations. The approximate solutions of the problems are calculated by Maple package. Some numerical examples have been considered to illustrate the ADM for solving this equation. The results are compared with the existing exact solution. Thus, the Adomian decomposition method can be the best alternative method for solving linear second-order Fredholm Integro-Differential equation. It converges to the exact solution quickly and in the same time reduces computational work for solving the equation. The result obtained by ADM shows the ability and efficiency for solving these equations.

The P1-RKDG method for two-dimensional Euler equations of gas dynamics

NASA Technical Reports Server (NTRS)

Cockburn, Bernardo; Shu, Chi-Wang

1991-01-01

A class of nonlinearly stable Runge-Kutta local projection discontinuous Galerkin (RKDG) finite element methods for conservation laws is investigated. Two dimensional Euler equations for gas dynamics are solved using P1 elements. The generalization of the local projections, which for scalar nonlinear conservation laws was designed to satisfy a local maximum principle, to systems of conservation laws such as the Euler equations of gas dynamics using local characteristic decompositions is discussed. Numerical examples include the standard regular shock reflection problem, the forward facing step problem, and the double Mach reflection problem. These preliminary numerical examples are chosen to show the capacity of the approach to obtain nonlinearly stable results comparable with the modern nonoscillatory finite difference methods.

Numerical quadrature methods for integrals of singular periodic functions and their application to singular and weakly singular integral equations

NASA Technical Reports Server (NTRS)

Sidi, A.; Israeli, M.

1986-01-01

High accuracy numerical quadrature methods for integrals of singular periodic functions are proposed. These methods are based on the appropriate Euler-Maclaurin expansions of trapezoidal rule approximations and their extrapolations. They are used to obtain accurate quadrature methods for the solution of singular and weakly singular Fredholm integral equations. Such periodic equations are used in the solution of planar elliptic boundary value problems, elasticity, potential theory, conformal mapping, boundary element methods, free surface flows, etc. The use of the quadrature methods is demonstrated with numerical examples.

A spectral boundary integral equation method for the 2-D Helmholtz equation

NASA Technical Reports Server (NTRS)

Hu, Fang Q.

1994-01-01

In this paper, we present a new numerical formulation of solving the boundary integral equations reformulated from the Helmholtz equation. The boundaries of the problems are assumed to be smooth closed contours. The solution on the boundary is treated as a periodic function, which is in turn approximated by a truncated Fourier series. A Fourier collocation method is followed in which the boundary integral equation is transformed into a system of algebraic equations. It is shown that in order to achieve spectral accuracy for the numerical formulation, the nonsmoothness of the integral kernels, associated with the Helmholtz equation, must be carefully removed. The emphasis of the paper is on investigating the essential elements of removing the nonsmoothness of the integral kernels in the spectral implementation. The present method is robust for a general boundary contour. Aspects of efficient implementation of the method using FFT are also discussed. A numerical example of wave scattering is given in which the exponential accuracy of the present numerical method is demonstrated.

Numerical techniques in radiative heat transfer for general, scattering, plane-parallel media

NASA Technical Reports Server (NTRS)

Sharma, A.; Cogley, A. C.

1982-01-01

The study of radiative heat transfer with scattering usually leads to the solution of singular Fredholm integral equations. The present paper presents an accurate and efficient numerical method to solve certain integral equations that govern radiative equilibrium problems in plane-parallel geometry for both grey and nongrey, anisotropically scattering media. In particular, the nongrey problem is represented by a spectral integral of a system of nonlinear integral equations in space, which has not been solved previously. The numerical technique is constructed to handle this unique nongrey governing equation as well as the difficulties caused by singular kernels. Example problems are solved and the method's accuracy and computational speed are analyzed.

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Vezewski, D. J.

1980-01-01

A method is developed for using the integrals of systems of nonlinear, ordinary, differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scalar or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.

Applying integrals of motion to the numerical solution of differential equations

NASA Technical Reports Server (NTRS)

Jezewski, D. J.

1979-01-01

A method is developed for using the integrals of systems of nonlinear, ordinary differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scaler or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.

Fast sweeping method for the factored eikonal equation

NASA Astrophysics Data System (ADS)

Fomel, Sergey; Luo, Songting; Zhao, Hongkai

2009-09-01

We develop a fast sweeping method for the factored eikonal equation. By decomposing the solution of a general eikonal equation as the product of two factors: the first factor is the solution to a simple eikonal equation (such as distance) or a previously computed solution to an approximate eikonal equation. The second factor is a necessary modification/correction. Appropriate discretization and a fast sweeping strategy are designed for the equation of the correction part. The key idea is to enforce the causality of the original eikonal equation during the Gauss-Seidel iterations. Using extensive numerical examples we demonstrate that (1) the convergence behavior of the fast sweeping method for the factored eikonal equation is the same as for the original eikonal equation, i.e., the number of iterations for the Gauss-Seidel iterations is independent of the mesh size, (2) the numerical solution from the factored eikonal equation is more accurate than the numerical solution directly computed from the original eikonal equation, especially for point sources.

Fredholm-Volterra Integral Equation with a Generalized Singular Kernel and its Numerical Solutions

NASA Astrophysics Data System (ADS)

El-Kalla, I. L.; Al-Bugami, A. M.

2010-11-01

In this paper, the existence and uniqueness of solution of the Fredholm-Volterra integral equation (F-VIE), with a generalized singular kernel, are discussed and proved in the spaceL2(Ω)×C(0,T). The Fredholm integral term (FIT) is considered in position while the Volterra integral term (VIT) is considered in time. Using a numerical technique we have a system of Fredholm integral equations (SFIEs). This system of integral equations can be reduced to a linear algebraic system (LAS) of equations by using two different methods. These methods are: Toeplitz matrix method and Product Nyström method. A numerical examples are considered when the generalized kernel takes the following forms: Carleman function, logarithmic form, Cauchy kernel, and Hilbert kernel.

A moving mesh finite difference method for equilibrium radiation diffusion equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn

2015-10-01

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less

A new numerical approach for uniquely solvable exterior Riemann-Hilbert problem on region with corners

NASA Astrophysics Data System (ADS)

Zamzamir, Zamzana; Murid, Ali H. M.; Ismail, Munira

2014-06-01

Numerical solution for uniquely solvable exterior Riemann-Hilbert problem on region with corners at offcorner points has been explored by discretizing the related integral equation using Picard iteration method without any modifications to the left-hand side (LHS) and right-hand side (RHS) of the integral equation. Numerical errors for all iterations are converge to the required solution. However, for certain problems, it gives lower accuracy. Hence, this paper presents a new numerical approach for the problem by treating the generalized Neumann kernel at LHS and the function at RHS of the integral equation. Due to the existence of the corner points, Gaussian quadrature is employed which avoids the corner points during numerical integration. Numerical example on a test region is presented to demonstrate the effectiveness of this formulation.

Stable Numerical Approach for Fractional Delay Differential Equations

NASA Astrophysics Data System (ADS)

Singh, Harendra; Pandey, Rajesh K.; Baleanu, D.

2017-12-01

In this paper, we present a new stable numerical approach based on the operational matrix of integration of Jacobi polynomials for solving fractional delay differential equations (FDDEs). The operational matrix approach converts the FDDE into a system of linear equations, and hence the numerical solution is obtained by solving the linear system. The error analysis of the proposed method is also established. Further, a comparative study of the approximate solutions is provided for the test examples of the FDDE by varying the values of the parameters in the Jacobi polynomials. As in special case, the Jacobi polynomials reduce to the well-known polynomials such as (1) Legendre polynomial, (2) Chebyshev polynomial of second kind, (3) Chebyshev polynomial of third and (4) Chebyshev polynomial of fourth kind respectively. Maximum absolute error and root mean square error are calculated for the illustrated examples and presented in form of tables for the comparison purpose. Numerical stability of the presented method with respect to all four kind of polynomials are discussed. Further, the obtained numerical results are compared with some known methods from the literature and it is observed that obtained results from the proposed method is better than these methods.

Attempts at a numerical realisation of stochastic differential equations containing Preisach operator

NASA Astrophysics Data System (ADS)

McCarthy, S.; Rachinskii, D.

2011-01-01

We describe two Euler type numerical schemes obtained by discretisation of a stochastic differential equation which contains the Preisach memory operator. Equations of this type are of interest in areas such as macroeconomics and terrestrial hydrology where deterministic models containing the Preisach operator have been developed but do not fully encapsulate stochastic aspects of the area. A simple price dynamics model is presented as one motivating example for our studies. Some numerical evidence is given that the two numerical schemes converge to the same limit as the time step decreases. We show that the Preisach term introduces a damping effect which increases on the parts of the trajectory demonstrating a stronger upwards or downwards trend. The results are preliminary to a broader programme of research of stochastic differential equations with the Preisach hysteresis operator.

A new Jacobi spectral collocation method for solving 1+1 fractional Schrödinger equations and fractional coupled Schrödinger systems

NASA Astrophysics Data System (ADS)

Bhrawy, A. H.; Doha, E. H.; Ezz-Eldien, S. S.; Van Gorder, Robert A.

2014-12-01

The Jacobi spectral collocation method (JSCM) is constructed and used in combination with the operational matrix of fractional derivatives (described in the Caputo sense) for the numerical solution of the time-fractional Schrödinger equation (T-FSE) and the space-fractional Schrödinger equation (S-FSE). The main characteristic behind this approach is that it reduces such problems to those of solving a system of algebraic equations, which greatly simplifies the solution process. In addition, the presented approach is also applied to solve the time-fractional coupled Schrödinger system (T-FCSS). In order to demonstrate the validity and accuracy of the numerical scheme proposed, several numerical examples with their approximate solutions are presented with comparisons between our numerical results and those obtained by other methods.

Multiply scaled constrained nonlinear equation solvers. [for nonlinear heat conduction problems

NASA Technical Reports Server (NTRS)

Padovan, Joe; Krishna, Lala

1986-01-01

To improve the numerical stability of nonlinear equation solvers, a partitioned multiply scaled constraint scheme is developed. This scheme enables hierarchical levels of control for nonlinear equation solvers. To complement the procedure, partitioned convergence checks are established along with self-adaptive partitioning schemes. Overall, such procedures greatly enhance the numerical stability of the original solvers. To demonstrate and motivate the development of the scheme, the problem of nonlinear heat conduction is considered. In this context the main emphasis is given to successive substitution-type schemes. To verify the improved numerical characteristics associated with partitioned multiply scaled solvers, results are presented for several benchmark examples.

Numerical solution of the unsteady diffusion-convection-reaction equation based on improved spectral Galerkin method

NASA Astrophysics Data System (ADS)

Zhong, Jiaqi; Zeng, Cheng; Yuan, Yupeng; Zhang, Yuzhe; Zhang, Ye

2018-04-01

The aim of this paper is to present an explicit numerical algorithm based on improved spectral Galerkin method for solving the unsteady diffusion-convection-reaction equation. The principal characteristics of this approach give the explicit eigenvalues and eigenvectors based on the time-space separation method and boundary condition analysis. With the help of Fourier series and Galerkin truncation, we can obtain the finite-dimensional ordinary differential equations which facilitate the system analysis and controller design. By comparing with the finite element method, the numerical solutions are demonstrated via two examples. It is shown that the proposed method is effective.

Numerical modeling method on the movement of water flow and suspended solids in two-dimensional sedimentation tanks in the wastewater treatment plant.

PubMed

Zeng, Guang-Ming; Jiang, Yi-Min; Qin, Xiao-Sheng; Huang, Guo-He; Li, Jian-Bing

2003-01-01

Taking the distributing calculation of velocity and concentration as an example, the paper established a series of governing equations by the vorticity-stream function method, and dispersed the equations by the finite differencing method. After figuring out the distribution field of velocity, the paper also calculated the concentration distribution in sedimentation tank by using the two-dimensional concentration transport equation. The validity and feasibility of the numerical method was verified through comparing with experimental data. Furthermore, the paper carried out a tentative exploration into the application of numerical simulation of sedimentation tanks.

Concatenons as the solutions for non-linear partial differential equations

NASA Astrophysics Data System (ADS)

Kudryashov, N. A.; Volkov, A. K.

2017-07-01

New class of solutions for nonlinear partial differential equations is introduced. We call them the concaten solutions. As an example we consider equations for the description of wave processes in the Fermi-Pasta-Ulam mass chain and construct the concatenon solutions for these equation. Stability of the concatenon-type solutions is investigated numerically. Interaction between the concatenon and solitons is discussed.

Algorithm development

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Lomax, Harvard

1987-01-01

The past decade has seen considerable activity in algorithm development for the Navier-Stokes equations. This has resulted in a wide variety of useful new techniques. Some examples for the numerical solution of the Navier-Stokes equations are presented, divided into two parts. One is devoted to the incompressible Navier-Stokes equations, and the other to the compressible form.

Time-dependent spectral renormalization method

NASA Astrophysics Data System (ADS)

Cole, Justin T.; Musslimani, Ziad H.

2017-11-01

The spectral renormalization method was introduced by Ablowitz and Musslimani (2005) as an effective way to numerically compute (time-independent) bound states for certain nonlinear boundary value problems. In this paper, we extend those ideas to the time domain and introduce a time-dependent spectral renormalization method as a numerical means to simulate linear and nonlinear evolution equations. The essence of the method is to convert the underlying evolution equation from its partial or ordinary differential form (using Duhamel's principle) into an integral equation. The solution sought is then viewed as a fixed point in both space and time. The resulting integral equation is then numerically solved using a simple renormalized fixed-point iteration method. Convergence is achieved by introducing a time-dependent renormalization factor which is numerically computed from the physical properties of the governing evolution equation. The proposed method has the ability to incorporate physics into the simulations in the form of conservation laws or dissipation rates. This novel scheme is implemented on benchmark evolution equations: the classical nonlinear Schrödinger (NLS), integrable PT symmetric nonlocal NLS and the viscous Burgers' equations, each of which being a prototypical example of a conservative and dissipative dynamical system. Numerical implementation and algorithm performance are also discussed.

Analytical and numerical treatment of the heat conduction equation obtained via time-fractional distributed-order heat conduction law

NASA Astrophysics Data System (ADS)

Želi, Velibor; Zorica, Dušan

2018-02-01

Generalization of the heat conduction equation is obtained by considering the system of equations consisting of the energy balance equation and fractional-order constitutive heat conduction law, assumed in the form of the distributed-order Cattaneo type. The Cauchy problem for system of energy balance equation and constitutive heat conduction law is treated analytically through Fourier and Laplace integral transform methods, as well as numerically by the method of finite differences through Adams-Bashforth and Grünwald-Letnikov schemes for approximation derivatives in temporal domain and leap frog scheme for spatial derivatives. Numerical examples, showing time evolution of temperature and heat flux spatial profiles, demonstrate applicability and good agreement of both methods in cases of multi-term and power-type distributed-order heat conduction laws.

Hyperboloidal evolution of test fields in three spatial dimensions

NASA Astrophysics Data System (ADS)

Zenginoǧlu, Anıl; Kidder, Lawrence E.

2010-06-01

We present the numerical implementation of a clean solution to the outer boundary and radiation extraction problems within the 3+1 formalism for hyperbolic partial differential equations on a given background. Our approach is based on compactification at null infinity in hyperboloidal scri fixing coordinates. We report numerical tests for the particular example of a scalar wave equation on Minkowski and Schwarzschild backgrounds. We address issues related to the implementation of the hyperboloidal approach for the Einstein equations, such as nonlinear source functions, matching, and evaluation of formally singular terms at null infinity.

Self-Scheduling Parallel Methods for Multiple Serial Codes with Application to WOPWOP

NASA Technical Reports Server (NTRS)

Long, Lyle N.; Brentner, Kenneth S.

2000-01-01

This paper presents a scheme for efficiently running a large number of serial jobs on parallel computers. Two examples are given of computer programs that run relatively quickly, but often they must be run numerous times to obtain all the results needed. It is very common in science and engineering to have codes that are not massive computing challenges in themselves, but due to the number of instances that must be run, they do become large-scale computing problems. The two examples given here represent common problems in aerospace engineering: aerodynamic panel methods and aeroacoustic integral methods. The first example simply solves many systems of linear equations. This is representative of an aerodynamic panel code where someone would like to solve for numerous angles of attack. The complete code for this first example is included in the appendix so that it can be readily used by others as a template. The second example is an aeroacoustics code (WOPWOP) that solves the Ffowcs Williams Hawkings equation to predict the far-field sound due to rotating blades. In this example, one quite often needs to compute the sound at numerous observer locations, hence parallelization is utilized to automate the noise computation for a large number of observers.

Runge-Kutta methods combined with compact difference schemes for the unsteady Euler equations

NASA Technical Reports Server (NTRS)

Yu, Sheng-Tao

1992-01-01

Recent development using compact difference schemes to solve the Navier-Stokes equations show spectral-like accuracy. A study was made of the numerical characteristics of various combinations of the Runge-Kutta (RK) methods and compact difference schemes to calculate the unsteady Euler equations. The accuracy of finite difference schemes is assessed based on the evaluations of dissipative error. The objectives are reducing the numerical damping and, at the same time, preserving numerical stability. While this approach has tremendous success solving steady flows, numerical characteristics of unsteady calculations remain largely unclear. For unsteady flows, in addition to the dissipative errors, phase velocity and harmonic content of the numerical results are of concern. As a result of the discretization procedure, the simulated unsteady flow motions actually propagate in a dispersive numerical medium. Consequently, the dispersion characteristics of the numerical schemes which relate the phase velocity and wave number may greatly impact the numerical accuracy. The aim is to assess the numerical accuracy of the simulated results. To this end, the Fourier analysis is to provide the dispersive correlations of various numerical schemes. First, a detailed investigation of the existing RK methods is carried out. A generalized form of an N-step RK method is derived. With this generalized form, the criteria are derived for the three and four-step RK methods to be third and fourth-order time accurate for the non-linear equations, e.g., flow equations. These criteria are then applied to commonly used RK methods such as Jameson's 3-step and 4-step schemes and Wray's algorithm to identify the accuracy of the methods. For the spatial discretization, compact difference schemes are presented. The schemes are formulated in the operator-type to render themselves suitable for the Fourier analyses. The performance of the numerical methods is shown by numerical examples. These examples are detailed. described. The third case is a two-dimensional simulation of a Lamb vortex in an uniform flow. This calculation provides a realistic assessment of various finite difference schemes in terms of the conservation of the vortex strength and the harmonic content after travelling a substantial distance. The numerical implementation of Giles' non-refelctive equations coupled with the characteristic equations as the boundary condition is discussed in detail. Finally, the single vortex calculation is extended to simulate vortex pairing. For the distance between two vortices less than a threshold value, numerical results show crisp resolution of the vortex merging.

Numerical Problem Solving Using Mathcad in Undergraduate Reaction Engineering

ERIC Educational Resources Information Center

Parulekar, Satish J.

2006-01-01

Experience in using a user-friendly software, Mathcad, in the undergraduate chemical reaction engineering course is discussed. Example problems considered for illustration deal with simultaneous solution of linear algebraic equations (kinetic parameter estimation), nonlinear algebraic equations (equilibrium calculations for multiple reactions and…

Fourth order exponential time differencing method with local discontinuous Galerkin approximation for coupled nonlinear Schrodinger equations

DOE PAGES

Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong

2015-01-23

In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.

Analytical treatment of gas flows through multilayer insulation, project 1

NASA Technical Reports Server (NTRS)

Lin, J. T.

1972-01-01

A theoretical investigation of gas flow inside a multilayer insulation system was made for the case of the broadside pumping process. A set of simultaneous first-order differential equations for the temperature and pressure of the gas molecules through the perforations on the insulation layers. A modified Runge-Kutta method was used for numerical experiment. The numerical stability problem was also investigated. It was shown that when the relaxation time is less than the time period over which the gas properties change appreciably, the set of differential equations can be replaced by a set of algebraic equations for solution. Numerical examples were given and comparisons with experimental data were made.

Numerical Solution of Systems of Loaded Ordinary Differential Equations with Multipoint Conditions

NASA Astrophysics Data System (ADS)

Assanova, A. T.; Imanchiyev, A. E.; Kadirbayeva, Zh. M.

2018-04-01

A system of loaded ordinary differential equations with multipoint conditions is considered. The problem under study is reduced to an equivalent boundary value problem for a system of ordinary differential equations with parameters. A system of linear algebraic equations for the parameters is constructed using the matrices of the loaded terms and the multipoint condition. The conditions for the unique solvability and well-posedness of the original problem are established in terms of the matrix made up of the coefficients of the system of linear algebraic equations. The coefficients and the righthand side of the constructed system are determined by solving Cauchy problems for linear ordinary differential equations. The solutions of the system are found in terms of the values of the desired function at the initial points of subintervals. The parametrization method is numerically implemented using the fourth-order accurate Runge-Kutta method as applied to the Cauchy problems for ordinary differential equations. The performance of the constructed numerical algorithms is illustrated by examples.

Fourth order Douglas implicit scheme for solving three dimension reaction diffusion equation with non-linear source term

NASA Astrophysics Data System (ADS)

Hasnain, Shahid; Saqib, Muhammad; Mashat, Daoud Suleiman

2017-07-01

This research paper represents a numerical approximation to non-linear three dimension reaction diffusion equation with non-linear source term from population genetics. Since various initial and boundary value problems exist in three dimension reaction diffusion phenomena, which are studied numerically by different numerical methods, here we use finite difference schemes (Alternating Direction Implicit and Fourth Order Douglas Implicit) to approximate the solution. Accuracy is studied in term of L2, L∞ and relative error norms by random selected grids along time levels for comparison with analytical results. The test example demonstrates the accuracy, efficiency and versatility of the proposed schemes. Numerical results showed that Fourth Order Douglas Implicit scheme is very efficient and reliable for solving 3-D non-linear reaction diffusion equation.

An enriched finite element method to fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

2017-08-01

In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

Interface- and discontinuity-aware numerical schemes for plasma 3-T radiation diffusion in two and three dimensions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dai, William W., E-mail: dai@lanl.gov; Scannapieco, Anthony J.

2015-11-01

A set of numerical schemes is developed for two- and three-dimensional time-dependent 3-T radiation diffusion equations in systems involving multi-materials. To resolve sub-cell structure, interface reconstruction is implemented within any cell that has more than one material. Therefore, the system of 3-T radiation diffusion equations is solved on two- and three-dimensional polyhedral meshes. The focus of the development is on the fully coupling between radiation and material, the treatment of nonlinearity in the equations, i.e., in the diffusion terms and source terms, treatment of the discontinuity across cell interfaces in material properties, the formulations for both transient and steady states,more » the property for large time steps, and second order accuracy in both space and time. The discontinuity of material properties between different materials is correctly treated based on the governing physics principle for general polyhedral meshes and full nonlinearity. The treatment is exact for arbitrarily strong discontinuity. The scheme is fully nonlinear for the full nonlinearity in the 3-T diffusion equations. Three temperatures are fully coupled and are updated simultaneously. The scheme is general in two and three dimensions on general polyhedral meshes. The features of the scheme are demonstrated through numerical examples for transient problems and steady states. The effects of some simplifications of numerical schemes are also shown through numerical examples, such as linearization, simple average of diffusion coefficient, and approximate treatment for the coupling between radiation and material.« less

Lax-Friedrichs sweeping scheme for static Hamilton-Jacobi equations

NASA Astrophysics Data System (ADS)

Kao, Chiu Yen; Osher, Stanley; Qian, Jianliang

2004-05-01

We propose a simple, fast sweeping method based on the Lax-Friedrichs monotone numerical Hamiltonian to approximate viscosity solutions of arbitrary static Hamilton-Jacobi equations in any number of spatial dimensions. By using the Lax-Friedrichs numerical Hamiltonian, we can easily obtain the solution at a specific grid point in terms of its neighbors, so that a Gauss-Seidel type nonlinear iterative method can be utilized. Furthermore, by incorporating a group-wise causality principle into the Gauss-Seidel iteration by following a finite group of characteristics, we have an easy-to-implement, sweeping-type, and fast convergent numerical method. However, unlike other methods based on the Godunov numerical Hamiltonian, some computational boundary conditions are needed in the implementation. We give a simple recipe which enforces a version of discrete min-max principle. Some convergence analysis is done for the one-dimensional eikonal equation. Extensive 2-D and 3-D numerical examples illustrate the efficiency and accuracy of the new approach. To our knowledge, this is the first fast numerical method based on discretizing the Hamilton-Jacobi equation directly without assuming convexity and/or homogeneity of the Hamiltonian.

Couple of the Variational Iteration Method and Fractional-Order Legendre Functions Method for Fractional Differential Equations

PubMed Central

Song, Junqiang; Leng, Hongze; Lu, Fengshun

2014-01-01

We present a new numerical method to get the approximate solutions of fractional differential equations. A new operational matrix of integration for fractional-order Legendre functions (FLFs) is first derived. Then a modified variational iteration formula which can avoid “noise terms” is constructed. Finally a numerical method based on variational iteration method (VIM) and FLFs is developed for fractional differential equations (FDEs). Block-pulse functions (BPFs) are used to calculate the FLFs coefficient matrices of the nonlinear terms. Five examples are discussed to demonstrate the validity and applicability of the technique. PMID:24511303

The stability issues in problems of mathematical modeling

NASA Astrophysics Data System (ADS)

Mokin, A. Yu.; Savenkova, N. P.; Udovichenko, N. S.

2018-03-01

In the paper it is briefly considered various aspects of stability concepts, which are used in physics, mathematics and numerical methods of solution. The interrelation between these concepts is described, the questions of preliminary stability research before the numerical solution of the problem and the correctness of the mathematical statement of the physical problem are discussed. Examples of concrete mathematical statements of individual physical problems are given: a nonlocal problem for the heat equation, the Korteweg-de Fries equation with boundary conditions at infinity, the sine-Gordon equation, the problem of propagation of femtosecond light pulses in an area with a cubic nonlinearity.

GPELab, a Matlab toolbox to solve Gross-Pitaevskii equations II: Dynamics and stochastic simulations

NASA Astrophysics Data System (ADS)

Antoine, Xavier; Duboscq, Romain

2015-08-01

GPELab is a free Matlab toolbox for modeling and numerically solving large classes of systems of Gross-Pitaevskii equations that arise in the physics of Bose-Einstein condensates. The aim of this second paper, which follows (Antoine and Duboscq, 2014), is to first present the various pseudospectral schemes available in GPELab for computing the deterministic and stochastic nonlinear dynamics of Gross-Pitaevskii equations (Antoine, et al., 2013). Next, the corresponding GPELab functions are explained in detail. Finally, some numerical examples are provided to show how the code works for the complex dynamics of BEC problems.

The Use of Generalized Laguerre Polynomials in Spectral Methods for Solving Fractional Delay Differential Equations.

PubMed

Khader, M M

2013-10-01

In this paper, an efficient numerical method for solving the fractional delay differential equations (FDDEs) is considered. The fractional derivative is described in the Caputo sense. The proposed method is based on the derived approximate formula of the Laguerre polynomials. The properties of Laguerre polynomials are utilized to reduce FDDEs to a linear or nonlinear system of algebraic equations. Special attention is given to study the error and the convergence analysis of the proposed method. Several numerical examples are provided to confirm that the proposed method is in excellent agreement with the exact solution.

Chandrasekhar equations and computational algorithms for distributed parameter systems

NASA Technical Reports Server (NTRS)

Burns, J. A.; Ito, K.; Powers, R. K.

1984-01-01

The Chandrasekhar equations arising in optimal control problems for linear distributed parameter systems are considered. The equations are derived via approximation theory. This approach is used to obtain existence, uniqueness, and strong differentiability of the solutions and provides the basis for a convergent computation scheme for approximating feedback gain operators. A numerical example is presented to illustrate these ideas.

A reaction-based paradigm to model reactive chemical transport in groundwater with general kinetic and equilibrium reactions.

PubMed

Zhang, Fan; Yeh, Gour-Tsyh; Parker, Jack C; Brooks, Scott C; Pace, Molly N; Kim, Young-Jin; Jardine, Philip M; Watson, David B

2007-06-16

This paper presents a reaction-based water quality transport model in subsurface flow systems. Transport of chemical species with a variety of chemical and physical processes is mathematically described by M partial differential equations (PDEs). Decomposition via Gauss-Jordan column reduction of the reaction network transforms M species reactive transport equations into two sets of equations: a set of thermodynamic equilibrium equations representing N(E) equilibrium reactions and a set of reactive transport equations of M-N(E) kinetic-variables involving no equilibrium reactions (a kinetic-variable is a linear combination of species). The elimination of equilibrium reactions from reactive transport equations allows robust and efficient numerical integration. The model solves the PDEs of kinetic-variables rather than individual chemical species, which reduces the number of reactive transport equations and simplifies the reaction terms in the equations. A variety of numerical methods are investigated for solving the coupled transport and reaction equations. Simulation comparisons with exact solutions were performed to verify numerical accuracy and assess the effectiveness of various numerical strategies to deal with different application circumstances. Two validation examples involving simulations of uranium transport in soil columns are presented to evaluate the ability of the model to simulate reactive transport with complex reaction networks involving both kinetic and equilibrium reactions.

The origin of spurious solutions in computational electromagnetics

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan; Wu, Jie; Povinelli, L. A.

1995-01-01

The origin of spurious solutions in computational electromagnetics, which violate the divergence equations, is deeply rooted in a misconception about the first-order Maxwell's equations and in an incorrect derivation and use of the curl-curl equations. The divergence equations must be always included in the first-order Maxwell's equations to maintain the ellipticity of the system in the space domain and to guarantee the uniqueness of the solution and/or the accuracy of the numerical solutions. The div-curl method and the least-squares method provide rigorous derivation of the equivalent second-order Maxwell's equations and their boundary conditions. The node-based least-squares finite element method (LSFEM) is recommended for solving the first-order full Maxwell equations directly. Examples of the numerical solutions by LSFEM for time-harmonic problems are given to demonstrate that the LSFEM is free of spurious solutions.

An integral equation-based numerical solver for Taylor states in toroidal geometries

NASA Astrophysics Data System (ADS)

O'Neil, Michael; Cerfon, Antoine J.

2018-04-01

We present an algorithm for the numerical calculation of Taylor states in toroidal and toroidal-shell geometries using an analytical framework developed for the solution to the time-harmonic Maxwell equations. Taylor states are a special case of what are known as Beltrami fields, or linear force-free fields. The scheme of this work relies on the generalized Debye source representation of Maxwell fields and an integral representation of Beltrami fields which immediately yields a well-conditioned second-kind integral equation. This integral equation has a unique solution whenever the Beltrami parameter λ is not a member of a discrete, countable set of resonances which physically correspond to spontaneous symmetry breaking. Several numerical examples relevant to magnetohydrodynamic equilibria calculations are provided. Lastly, our approach easily generalizes to arbitrary geometries, both bounded and unbounded, and of varying genus.

A quasi-spectral method for Cauchy problem of 2/D Laplace equation on an annulus

NASA Astrophysics Data System (ADS)

Saito, Katsuyoshi; Nakada, Manabu; Iijima, Kentaro; Onishi, Kazuei

2005-01-01

Real numbers are usually represented in the computer as a finite number of digits hexa-decimal floating point numbers. Accordingly the numerical analysis is often suffered from rounding errors. The rounding errors particularly deteriorate the precision of numerical solution in inverse and ill-posed problems. We attempt to use a multi-precision arithmetic for reducing the rounding error evil. The use of the multi-precision arithmetic system is by the courtesy of Dr Fujiwara of Kyoto University. In this paper we try to show effectiveness of the multi-precision arithmetic by taking two typical examples; the Cauchy problem of the Laplace equation in two dimensions and the shape identification problem by inverse scattering in three dimensions. It is concluded from a few numerical examples that the multi-precision arithmetic works well on the resolution of those numerical solutions, as it is combined with the high order finite difference method for the Cauchy problem and with the eigenfunction expansion method for the inverse scattering problem.

Second kind Chebyshev operational matrix algorithm for solving differential equations of Lane-Emden type

NASA Astrophysics Data System (ADS)

Doha, E. H.; Abd-Elhameed, W. M.; Youssri, Y. H.

2013-10-01

In this paper, we present a new second kind Chebyshev (S2KC) operational matrix of derivatives. With the aid of S2KC, an algorithm is described to obtain numerical solutions of a class of linear and nonlinear Lane-Emden type singular initial value problems (IVPs). The idea of obtaining such solutions is essentially based on reducing the differential equation with its initial conditions to a system of algebraic equations. Two illustrative examples concern relevant physical problems (the Lane-Emden equations of the first and second kind) are discussed to demonstrate the validity and applicability of the suggested algorithm. Numerical results obtained are comparing favorably with the analytical known solutions.

Grid adaption based on modified anisotropic diffusion equations formulated in the parametic domain

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hagmeijer, R.

1994-11-01

A new grid-adaption algorithm for problems in computational fluid dynamics is presented. The basic equations are derived from a variational problem formulated in the parametric domain of the mapping that defines the existing grid. Modification of the basic equations provides desirable properties in boundary layers. The resulting modified anisotropic diffusion equations are solved for the computational coordinates as functions of the parametric coordinates and these functions are numerically inverted. Numerical examples show that the algorithm is robust, that shocks and boundary layers are well-resolved on the adapted grid, and that the flow solution becomes a globally smooth function of themore » computational coordinates.« less

Symplectic partitioned Runge-Kutta scheme for Maxwell's equations

NASA Astrophysics Data System (ADS)

Huang, Zhi-Xiang; Wu, Xian-Liang

Using the symplectic partitioned Runge-Kutta (PRK) method, we construct a new scheme for approximating the solution to infinite dimensional nonseparable Hamiltonian systems of Maxwell's equations for the first time. The scheme is obtained by discretizing the Maxwell's equations in the time direction based on symplectic PRK method, and then evaluating the equation in the spatial direction with a suitable finite difference approximation. Several numerical examples are presented to verify the efficiency of the scheme.

Modeling and simulation of dynamics of a planar-motion rigid body with friction and surface contact

NASA Astrophysics Data System (ADS)

Wang, Xiaojun; Lv, Jing

2017-07-01

The modeling and numerical method for the dynamics of a planar-motion rigid body with frictional contact between plane surfaces were presented based on the theory of contact mechanics and the algorithm of linear complementarity problem (LCP). The Coulomb’s dry friction model is adopted as the friction law, and the normal contact forces are expressed as functions of the local deformations and their speeds in contact bodies. The dynamic equations of the rigid body are obtained by the Lagrange equation. The transition problem of stick-slip motions between contact surfaces is formulated and solved as LCP through establishing the complementary conditions of the friction law. Finally, a numerical example is presented as an example to show the application.

S-matrix method for the numerical determination of bound states.

NASA Technical Reports Server (NTRS)

Bhatia, A. K.; Madan, R. N.

1973-01-01

A rapid numerical technique for the determination of bound states of a partial-wave-projected Schroedinger equation is presented. First, one needs to integrate the equation only outwards as in the scattering case, and second, the number of trials necessary to determine the eigenenergy and the corresponding eigenfunction is considerably less than in the usual method. As a nontrivial example of the technique, bound states are calculated in the exchange approximation for the e-/He+ system and l equals 1 partial wave.

Neighboring extremal optimal control design including model mismatch errors

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kim, T.J.; Hull, D.G.

1994-11-01

The mismatch control technique that is used to simplify model equations of motion in order to determine analytic optimal control laws is extended using neighboring extremal theory. The first variation optimal control equations are linearized about the extremal path to account for perturbations in the initial state and the final constraint manifold. A numerical example demonstrates that the tuning procedure inherent in the mismatch control method increases the performance of the controls to the level of a numerically-determined piecewise-linear controller.

Direct numerical solution of the Ornstein-Zernike integral equation and spatial distribution of water around hydrophobic molecules

NASA Astrophysics Data System (ADS)

Ikeguchi, Mitsunori; Doi, Junta

1995-09-01

The Ornstein-Zernike integral equation (OZ equation) has been used to evaluate the distribution function of solvents around solutes, but its numerical solution is difficult for molecules with a complicated shape. This paper proposes a numerical method to directly solve the OZ equation by introducing the 3D lattice. The method employs no approximation the reference interaction site model (RISM) equation employed. The method enables one to obtain the spatial distribution of spherical solvents around solutes with an arbitrary shape. Numerical accuracy is sufficient when the grid-spacing is less than 0.5 Å for solvent water. The spatial water distribution around a propane molecule is demonstrated as an example of a nonspherical hydrophobic molecule using iso-value surfaces. The water model proposed by Pratt and Chandler is used. The distribution agrees with the molecular dynamics simulation. The distribution increases offshore molecular concavities. The spatial distribution of water around 5α-cholest-2-ene (C27H46) is visualized using computer graphics techniques and a similar trend is observed.

Numerical solution of boundary-integral equations for molecular electrostatics.

PubMed

Bardhan, Jaydeep P

2009-03-07

Numerous molecular processes, such as ion permeation through channel proteins, are governed by relatively small changes in energetics. As a result, theoretical investigations of these processes require accurate numerical methods. In the present paper, we evaluate the accuracy of two approaches to simulating boundary-integral equations for continuum models of the electrostatics of solvation. The analysis emphasizes boundary-element method simulations of the integral-equation formulation known as the apparent-surface-charge (ASC) method or polarizable-continuum model (PCM). In many numerical implementations of the ASC/PCM model, one forces the integral equation to be satisfied exactly at a set of discrete points on the boundary. We demonstrate in this paper that this approach to discretization, known as point collocation, is significantly less accurate than an alternative approach known as qualocation. Furthermore, the qualocation method offers this improvement in accuracy without increasing simulation time. Numerical examples demonstrate that electrostatic part of the solvation free energy, when calculated using the collocation and qualocation methods, can differ significantly; for a polypeptide, the answers can differ by as much as 10 kcal/mol (approximately 4% of the total electrostatic contribution to solvation). The applicability of the qualocation discretization to other integral-equation formulations is also discussed, and two equivalences between integral-equation methods are derived.

Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

NASA Technical Reports Server (NTRS)

Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.

Use of Green's functions in the numerical solution of two-point boundary value problems

NASA Technical Reports Server (NTRS)

Gallaher, L. J.; Perlin, I. E.

1974-01-01

This study investigates the use of Green's functions in the numerical solution of the two-point boundary value problem. The first part deals with the role of the Green's function in solving both linear and nonlinear second order ordinary differential equations with boundary conditions and systems of such equations. The second part describes procedures for numerical construction of Green's functions and considers briefly the conditions for their existence. Finally, there is a description of some numerical experiments using nonlinear problems for which the known existence, uniqueness or convergence theorems do not apply. Examples here include some problems in finding rendezvous orbits of the restricted three body system.

Stochastic Ocean Predictions with Dynamically-Orthogonal Primitive Equations

NASA Astrophysics Data System (ADS)

Subramani, D. N.; Haley, P., Jr.; Lermusiaux, P. F. J.

2017-12-01

The coastal ocean is a prime example of multiscale nonlinear fluid dynamics. Ocean fields in such regions are complex and intermittent with unstationary heterogeneous statistics. Due to the limited measurements, there are multiple sources of uncertainties, including the initial conditions, boundary conditions, forcing, parameters, and even the model parameterizations and equations themselves. For efficient and rigorous quantification and prediction of these uncertainities, the stochastic Dynamically Orthogonal (DO) PDEs for a primitive equation ocean modeling system with a nonlinear free-surface are derived and numerical schemes for their space-time integration are obtained. Detailed numerical studies with idealized-to-realistic regional ocean dynamics are completed. These include consistency checks for the numerical schemes and comparisons with ensemble realizations. As an illustrative example, we simulate the 4-d multiscale uncertainty in the Middle Atlantic/New York Bight region during the months of Jan to Mar 2017. To provide intitial conditions for the uncertainty subspace, uncertainties in the region were objectively analyzed using historical data. The DO primitive equations were subsequently integrated in space and time. The probability distribution function (pdf) of the ocean fields is compared to in-situ, remote sensing, and opportunity data collected during the coincident POSYDON experiment. Results show that our probabilistic predictions had skill and are 3- to 4- orders of magnitude faster than classic ensemble schemes.

Radiation reaction on a classical charged particle: a modified form of the equation of motion.

PubMed

Alcaine, Guillermo García; Llanes-Estrada, Felipe J

2013-09-01

We present and numerically solve a modified form of the equation of motion for a charged particle under the influence of an external force, taking into account the radiation reaction. This covariant equation is integro-differential, as Dirac-Röhrlich's, but has several technical improvements. First, the equation has the form of Newton's second law, with acceleration isolated on the left hand side and the force depending only on positions and velocities: Thus, the equation is linear in the highest derivative. Second, the total four-force is by construction perpendicular to the four-velocity. Third, if the external force vanishes for all future times, the total force and the acceleration automatically vanish at the present time. We show the advantages of this equation by solving it numerically for several examples of external force.

Radiation reaction on a classical charged particle: A modified form of the equation of motion

NASA Astrophysics Data System (ADS)

Alcaine, Guillermo García; Llanes-Estrada, Felipe J.

2013-09-01

We present and numerically solve a modified form of the equation of motion for a charged particle under the influence of an external force, taking into account the radiation reaction. This covariant equation is integro-differential, as Dirac-Röhrlich's, but has several technical improvements. First, the equation has the form of Newton's second law, with acceleration isolated on the left hand side and the force depending only on positions and velocities: Thus, the equation is linear in the highest derivative. Second, the total four-force is by construction perpendicular to the four-velocity. Third, if the external force vanishes for all future times, the total force and the acceleration automatically vanish at the present time. We show the advantages of this equation by solving it numerically for several examples of external force.

Long-Term Dynamics of Autonomous Fractional Differential Equations

NASA Astrophysics Data System (ADS)

Liu, Tao; Xu, Wei; Xu, Yong; Han, Qun

This paper aims to investigate long-term dynamic behaviors of autonomous fractional differential equations with effective numerical method. The long-term dynamic behaviors predict where systems are heading after long-term evolution. We make some modification and transplant cell mapping methods to autonomous fractional differential equations. The mapping time duration of cell mapping is enlarged to deal with the long memory effect. Three illustrative examples, i.e. fractional Lotka-Volterra equation, fractional van der Pol oscillator and fractional Duffing equation, are studied with our revised generalized cell mapping method. We obtain long-term dynamics, such as attractors, basins of attraction, and saddles. Compared with some existing stability and numerical results, the validity of our method is verified. Furthermore, we find that the fractional order has its effect on the long-term dynamics of autonomous fractional differential equations.

Numerical analysis of field-modulated electroosmotic flows in microchannels with arbitrary numbers and configurations of discrete electrodes.

PubMed

Chao, Kan; Chen, Bo; Wu, Jiankang

2010-12-01

The formation of an electric double layer and electroosmosis are important theoretic foundations associated with microfluidic systems. Field-modulated electroosmotic flows in microchannels can be obtained by applying modulating electric fields in a direction perpendicular to a channel wall. This paper presents a systematic numerical analysis of modulated electroosmotic flows in a microchannel with discrete electrodes on the basis of the Poisson equation of electric fields in a liquid-solid coupled domain, the Navier-Stokes equation of liquid flow, and the Nernst-Planck equation of ion transport. These equations are nonlinearly coupled and are simultaneously solved numerically for the electroosmotic flow velocity, electric potential, and ion concentrations in the microchannel. A number of numerical examples of modulated electroosmotic flows in microchannels with discrete electrodes are presented, including single electrodes, symmetric/asymmetric double electrodes, and triple electrodes. Numerical results indicate that chaotic circulation flows, micro-vortices, and effective fluid mixing can be realized in microchannels by applying modulating electric fields with various electrode configurations. The interaction of a modulating field with an applied field along the channel is also discussed.

A computer code for three-dimensional incompressible flows using nonorthogonal body-fitted coordinate systems

NASA Technical Reports Server (NTRS)

Chen, Y. S.

1986-01-01

In this report, a numerical method for solving the equations of motion of three-dimensional incompressible flows in nonorthogonal body-fitted coordinate (BFC) systems has been developed. The equations of motion are transformed to a generalized curvilinear coordinate system from which the transformed equations are discretized using finite difference approximations in the transformed domain. The hybrid scheme is used to approximate the convection terms in the governing equations. Solutions of the finite difference equations are obtained iteratively by using a pressure-velocity correction algorithm (SIMPLE-C). Numerical examples of two- and three-dimensional, laminar and turbulent flow problems are employed to evaluate the accuracy and efficiency of the present computer code. The user's guide and computer program listing of the present code are also included.

A multi-domain spectral method for time-fractional differential equations

NASA Astrophysics Data System (ADS)

Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.

2015-07-01

This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Xing, Yulong; Shu, Chi-wang; Noelle, Sebastian

This note aims at demonstrating the advantage of moving-water well-balanced schemes over still-water well-balanced schemes for the shallow water equations. We concentrate on numerical examples with solutions near a moving-water equilibrium. For such examples, still-water well-balanced methods are not capable of capturing the small perturbations of the moving-water equilibrium and may generate significant spurious oscillations, unless an extremely refined mesh is used. On the other hand, moving-water well-balanced methods perform well in these tests. The numerical examples in this note clearly demonstrate the importance of utilizing moving-water well-balanced methods for solutions near a moving-water equilibrium.

Traveling-Wave Solutions of the Kolmogorov-Petrovskii-Piskunov Equation

NASA Astrophysics Data System (ADS)

Pikulin, S. V.

2018-02-01

We consider quasi-stationary solutions of a problem without initial conditions for the Kolmogorov-Petrovskii-Piskunov (KPP) equation, which is a quasilinear parabolic one arising in the modeling of certain reaction-diffusion processes in the theory of combustion, mathematical biology, and other areas of natural sciences. A new efficiently numerically implementable analytical representation is constructed for self-similar plane traveling-wave solutions of the KPP equation with a special right-hand side. Sufficient conditions for an auxiliary function involved in this representation to be analytical for all values of its argument, including the endpoints, are obtained. Numerical results are obtained for model examples.

Advantages of formulating an evolution equation directly for elastic distortional deformation in finite deformation plasticity

NASA Astrophysics Data System (ADS)

Rubin, M. B.; Cardiff, P.

2017-11-01

Simo (Comput Methods Appl Mech Eng 66:199-219, 1988) proposed an evolution equation for elastic deformation together with a constitutive equation for inelastic deformation rate in plasticity. The numerical algorithm (Simo in Comput Methods Appl Mech Eng 68:1-31, 1988) for determining elastic distortional deformation was simple. However, the proposed inelastic deformation rate caused plastic compaction. The corrected formulation (Simo in Comput Methods Appl Mech Eng 99:61-112, 1992) preserves isochoric plasticity but the numerical integration algorithm is complicated and needs special methods for calculation of the exponential map of a tensor. Alternatively, an evolution equation for elastic distortional deformation can be proposed directly with a simplified constitutive equation for inelastic distortional deformation rate. This has the advantage that the physics of inelastic distortional deformation is separated from that of dilatation. The example of finite deformation J2 plasticity with linear isotropic hardening is used to demonstrate the simplicity of the numerical algorithm.

Modeling of Electromagnetic Scattering by Discrete and Discretely Heterogeneous Random Media by Using Numerically Exact Solutions of the Maxwell Equations

NASA Technical Reports Server (NTRS)

Dlugach, Janna M.; Mishchenko, Michael I.

2017-01-01

In this paper, we discuss some aspects of numerical modeling of electromagnetic scattering by discrete random medium by using numerically exact solutions of the macroscopic Maxwell equations. Typical examples of such media are clouds of interstellar dust, clouds of interplanetary dust in the Solar system, dusty atmospheres of comets, particulate planetary rings, clouds in planetary atmospheres, aerosol particles with numerous inclusions and so on. Our study is based on the results of extensive computations of different characteristics of electromagnetic scattering obtained by using the superposition T-matrix method which represents a direct computer solver of the macroscopic Maxwell equations for an arbitrary multisphere configuration. As a result, in particular, we clarify the range of applicability of the low-density theories of radiative transfer and coherent backscattering as well as of widely used effective-medium approximations.

Solving rational matrix equations in the state space with applications to computer-aided control-system design

NASA Technical Reports Server (NTRS)

Packard, A. K.; Sastry, S. S.

1986-01-01

A method of solving a class of linear matrix equations over various rings is proposed, using results from linear geometric control theory. An algorithm, successfully implemented, is presented, along with non-trivial numerical examples. Applications of the method to the algebraic control system design methodology are discussed.

Thermal engineering research. [Runge-Kutta investigation of gas flow inside multilayer insulation system for rocket booster fuel tanks

NASA Technical Reports Server (NTRS)

Shih, C. C.

1973-01-01

A theoretical investigation of gas flow inside a multilayer insulation system has been made for the case of the broadside pumping process. A set of simultaneous first-order differential equations for the temperature and pressure of the gas mixture was obtained by considering the diffusion mechanism of the gas molecules through the perforations on the insulation layers. A modified Runge-Kutta method was used for numerical experiment. The numerical stability problem was investigated. It has been shown that when the relaxation time is small compared with the time period over which the gas properties change appreciably, the set of differential equations can be replaced by a set of algebraic equations for solution. Numerical examples were given, and comparisons with experimental data were made.

An Exact, Compressible One-Dimensional Riemann Solver for General, Convex Equations of State

DOE Office of Scientific and Technical Information (OSTI.GOV)

Kamm, James Russell

2015-03-05

This note describes an algorithm with which to compute numerical solutions to the one- dimensional, Cartesian Riemann problem for compressible flow with general, convex equations of state. While high-level descriptions of this approach are to be found in the literature, this note contains most of the necessary details required to write software for this problem. This explanation corresponds to the approach used in the source code that evaluates solutions for the 1D, Cartesian Riemann problem with a JWL equation of state in the ExactPack package [16, 29]. Numerical examples are given with the proposed computational approach for a polytropic equationmore » of state and for the JWL equation of state.« less

Multiple-Relaxation-Time Lattice Boltzmann Models in 3D

NASA Technical Reports Server (NTRS)

dHumieres, Dominique; Ginzburg, Irina; Krafczyk, Manfred; Lallemand, Pierre; Luo, Li-Shi; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

This article provides a concise exposition of the multiple-relaxation-time lattice Boltzmann equation, with examples of fifteen-velocity and nineteen-velocity models in three dimensions. Simulation of a diagonally lid-driven cavity flow in three dimensions at Re=500 and 2000 is performed. The results clearly demonstrate the superior numerical stability of the multiple-relaxation-time lattice Boltzmann equation over the popular lattice Bhatnagar-Gross-Krook equation.

A review of spectral methods

NASA Technical Reports Server (NTRS)

Lustman, L.

1984-01-01

An outline for spectral methods for partial differential equations is presented. The basic spectral algorithm is defined, collocation are emphasized and the main advantage of the method, the infinite order of accuracy in problems with smooth solutions are discussed. Examples of theoretical numerical analysis of spectral calculations are presented. An application of spectral methods to transonic flow is presented. The full potential transonic equation is among the best understood among nonlinear equations.

Slackline dynamics and the Helmholtz-Duffing oscillator

NASA Astrophysics Data System (ADS)

Athanasiadis, Panos J.

2018-01-01

Slacklining is a new, rapidly expanding sport, and understanding its physics is paramount for maximizing fun and safety. Yet, compared to other sports, very little has been published so far on slackline dynamics. The equations of motion describing a slackline are fundamentally nonlinear, and assuming linear elasticity, they lead to a form of the Duffing equation. Following this approach, characteristic examples of slackline motion are simulated, including trickline bouncing, leash falls and longline surfing. The time-dependent solutions of the differential equations describing the system are acquired by numerical integration. A simple form of energy dissipation (linear drag) is added in some cases. It is recognized in this study that geometric nonlinearity is a fundamental aspect characterizing the dynamics of slacklines. Sports, and particularly slackline, is an excellent way of engaging young people with physics. A slackline is a simple yet insightful example of a nonlinear oscillator. It is very easy to model in the laboratory, as well as to rig and try on a university campus. For instructive purposes, its behaviour can be explored by numerically integrating the respective equations of motion. A form of the Duffing equation emerges naturally in the analysis and provides a powerful introduction to nonlinear dynamics. The material is suitable for graduate students and undergraduates with a background in classical mechanics and differential equations.

Numerical simulation of vessel dynamics in manoeuvrability and seakeeping problems

NASA Astrophysics Data System (ADS)

Blishchik, A. E.; Taranov, A. E.

2018-05-01

This paper deals with some examples of numerical modelling for ship's dynamics problems and data comparison with corresponding experimental results. It was considered two kinds of simulation: self-propelled turning motion of crude carrier KVLCC2 and changing position of container carrier S 175 due to wave loadings. Mesh generation and calculation were made in STAR-CCM+ package. URANS equations were used as system of equations closed by k-w SST turbulence model. The vessel had several degrees of freedom, which depend on task. Based on the results of this research, the conclusion was made concerning the applicability of used numerical methods.

Covariant Conformal Decomposition of Einstein Equations

NASA Astrophysics Data System (ADS)

Gourgoulhon, E.; Novak, J.

It has been shown1,2 that the usual 3+1 form of Einstein's equations may be ill-posed. This result has been previously observed in numerical simulations3,4. We present a 3+1 type formalism inspired by these works to decompose Einstein's equations. This decomposition is motivated by the aim of stable numerical implementation and resolution of the equations. We introduce the conformal 3-``metric'' (scaled by the determinant of the usual 3-metric) which is a tensor density of weight -2/3. The Einstein equations are then derived in terms of this ``metric'', of the conformal extrinsic curvature and in terms of the associated derivative. We also introduce a flat 3-metric (the asymptotic metric for isolated systems) and the associated derivative. Finally, the generalized Dirac gauge (introduced by Smarr and York5) is used in this formalism and some examples of formulation of Einstein's equations are shown.

Recent Selected Papers of Northwestern Polytechnical University in Two Parts. Part I. 1979.

DTIC Science & Technology

1981-08-20

pressure coefficient is calculated by the exact Bernoulli equation. Two numerical examples are included, and the results agree fairly well with known... Bernoulli equation is applied to cal- culate the pressure coefficient: ft. 2 2, Lq32) In the above expression, all the derivatives are calculated by...0.14: R Olt(6) The real part on the unit circle in ecuation (2) is used. Making use of equations (5) and (6), both sides of equation (2) are expanded

A New Model for Simulating Gas Metal Arc Welding based on Phase Field Model

NASA Astrophysics Data System (ADS)

Jiang, Yongyue; Li, Li; Zhao, Zhijiang

2017-11-01

Lots of physical process, such as metal melting, multiphase fluids flow, heat and mass transfer and thermocapillary effect (Marangoni) and so on, will occur in gas metal arc welding (GMAW) which should be considered as a mixture system. In this paper, based on the previous work, we propose a new model to simulate GMAW including Navier-Stokes equation, the phase field model and energy equation. Unlike most previous work, we take the thermocapillary effect into the phase field model considering mixture energy which is different of volume of fluid method (VOF) widely used in GMAW before. We also consider gravity, electromagnetic force, surface tension, buoyancy effect and arc pressure in momentum equation. The spray transfer especially the projected transfer in GMAW is computed as numerical examples with a continuous finite element method and a modified midpoint scheme. Pulse current is set as welding current as the numerical example to show the numerical simulation of metal transfer which fits the theory of GMAW well. From the result compared with the data of high-speed photography and VOF model, the accuracy and stability of the model and scheme are easily validated and also the new model has the higher precieion.

Simulations of incompressible Navier Stokes equations on curved surfaces using discrete exterior calculus

NASA Astrophysics Data System (ADS)

Samtaney, Ravi; Mohamed, Mamdouh; Hirani, Anil

2015-11-01

We present examples of numerical solutions of incompressible flow on 2D curved domains. The Navier-Stokes equations are first rewritten using the exterior calculus notation, replacing vector calculus differential operators by the exterior derivative, Hodge star and wedge product operators. A conservative discretization of Navier-Stokes equations on simplicial meshes is developed based on discrete exterior calculus (DEC). The discretization is then carried out by substituting the corresponding discrete operators based on the DEC framework. By construction, the method is conservative in that both the discrete divergence and circulation are conserved up to machine precision. The relative error in kinetic energy for inviscid flow test cases converges in a second order fashion with both the mesh size and the time step. Numerical examples include Taylor vortices on a sphere, Stuart vortices on a sphere, and flow past a cylinder on domains with varying curvature. Supported by the KAUST Office of Competitive Research Funds under Award No. URF/1/1401-01.

Approximate and exact numerical integration of the gas dynamic equations

NASA Technical Reports Server (NTRS)

Lewis, T. S.; Sirovich, L.

1979-01-01

A highly accurate approximation and a rapidly convergent numerical procedure are developed for two dimensional steady supersonic flow over an airfoil. Examples are given for a symmetric airfoil over a range of Mach numbers. Several interesting features are found in the calculation of the tail shock and the flow behind the airfoil.

Solving of the coefficient inverse problems for a nonlinear singularly perturbed reaction-diffusion-advection equation with the final time data

NASA Astrophysics Data System (ADS)

Lukyanenko, D. V.; Shishlenin, M. A.; Volkov, V. T.

2018-01-01

We propose the numerical method for solving coefficient inverse problem for a nonlinear singularly perturbed reaction-diffusion-advection equation with the final time observation data based on the asymptotic analysis and the gradient method. Asymptotic analysis allows us to extract a priory information about interior layer (moving front), which appears in the direct problem, and boundary layers, which appear in the conjugate problem. We describe and implement the method of constructing a dynamically adapted mesh based on this a priory information. The dynamically adapted mesh significantly reduces the complexity of the numerical calculations and improve the numerical stability in comparison with the usual approaches. Numerical example shows the effectiveness of the proposed method.

Computer simulation of solutions of polyharmonic equations in plane domain

NASA Astrophysics Data System (ADS)

Kazakova, A. O.

2018-05-01

A systematic study of plane problems of the theory of polyharmonic functions is presented. A method of reducing boundary problems for polyharmonic functions to the system of integral equations on the boundary of the domain is given and a numerical algorithm for simulation of solutions of this system is suggested. Particular attention is paid to the numerical solution of the main tasks when the values of the function and its derivatives are given. Test examples are considered that confirm the effectiveness and accuracy of the suggested algorithm.

Stability of sequences generated by nonlinear differential systems. [for analysis of glider jet aircraft motion

NASA Technical Reports Server (NTRS)

Brown, R. L.

1979-01-01

A local stability analysis is presented for both the analytic and numerical solutions of the initial value problem for a system of ordinary differential equations. It is shown that, using a proper choice of Liapunov function, a connected region of stable initial values of both the analytic solution and the one-leg k-step numerical solution can be approximated. Attention is given to the example of the two-dimensional problem involving the stability of the longitudinal equations of motion of a gliding jet aircraft.

On numerical solution of the Schrödinger equation: the shooting method revisited

NASA Astrophysics Data System (ADS)

Indjin, D.; Todorović, G.; Milanović, V.; Ikonić, Z.

1995-09-01

An alternative formulation of the "shooting" method for a numerical solution of the Schrödinger equation is described for cases of general asymmetric one-dimensional potential (planar geometry), and spherically symmetric potential. The method relies on matching the asymptotic wavefunctions and the potential core region wavefunctions, in course of finding bound states energies. It is demonstrated in the examples of Morse and Kratzer potentials, where a high accuracy of the calculated eigenvalues is found, together with a considerable saving of the computation time.

Numerical solution of the Saint-Venant equations by an efficient hybrid finite-volume/finite-difference method

NASA Astrophysics Data System (ADS)

Lai, Wencong; Khan, Abdul A.

2018-04-01

A computationally efficient hybrid finite-volume/finite-difference method is proposed for the numerical solution of Saint-Venant equations in one-dimensional open channel flows. The method adopts a mass-conservative finite volume discretization for the continuity equation and a semi-implicit finite difference discretization for the dynamic-wave momentum equation. The spatial discretization of the convective flux term in the momentum equation employs an upwind scheme and the water-surface gradient term is discretized using three different schemes. The performance of the numerical method is investigated in terms of efficiency and accuracy using various examples, including steady flow over a bump, dam-break flow over wet and dry downstream channels, wetting and drying in a parabolic bowl, and dam-break floods in laboratory physical models. Numerical solutions from the hybrid method are compared with solutions from a finite volume method along with analytic solutions or experimental measurements. Comparisons demonstrates that the hybrid method is efficient, accurate, and robust in modeling various flow scenarios, including subcritical, supercritical, and transcritical flows. In this method, the QUICK scheme for the surface slope discretization is more accurate and less diffusive than the center difference and the weighted average schemes.

On contact problems of elasticity theory

NASA Technical Reports Server (NTRS)

Kalandiya, A. I.

1986-01-01

Certain contact problems are reviewed in the two-dimensional theory of elasticity when round bodies touch without friction along most of the boundary and, therefore, Herz' hypothesis on the smallness of the contact area cannot be used. Fundamental equations were derived coinciding externally with the equation in the theory of a finite-span wing with unkown parameter. These equations are solved using Multhopp's well-known technique, and numerical calculations are performed in specific examples.

A calculation procedure for viscous flow in turbomachines, volume 3. [computer programs

NASA Technical Reports Server (NTRS)

Khalil, I.; Sheoran, Y.; Tabakoff, W.

1980-01-01

A method for analyzing the nonadiabatic viscous flow through turbomachine blade passages was developed. The field analysis is based upon the numerical integration of the full incompressible Navier-Stokes equations, together with the energy equation on the blade-to-blade surface. A FORTRAN IV computer program was written based on this method. The numerical code used to solve the governing equations employs a nonorthogonal boundary fitted coordinate system. The flow may be axial, radial or mixed and there may be a change in stream channel thickness in the through-flow direction. The inputs required for two FORTRAN IV programs are presented. The first program considers laminar flows and the second can handle turbulent flows. Numerical examples are included to illustrate the use of the program, and to show the results that are obtained.

bhlight: General Relativistic Radiation Magnetohydrodynamics with Monte Carlo Transport

DOE PAGES

Ryan, Benjamin R; Dolence, Joshua C.; Gammie, Charles F.

2015-06-25

We present bhlight, a numerical scheme for solving the equations of general relativistic radiation magnetohydrodynamics using a direct Monte Carlo solution of the frequency-dependent radiative transport equation. bhlight is designed to evolve black hole accretion flows at intermediate accretion rate, in the regime between the classical radiatively efficient disk and the radiatively inefficient accretion flow (RIAF), in which global radiative effects play a sub-dominant but non-negligible role in disk dynamics. We describe the governing equations, numerical method, idiosyncrasies of our implementation, and a suite of test and convergence results. We also describe example applications to radiative Bondi accretion and tomore » a slowly accreting Kerr black hole in axisymmetry.« less

Bounded Error Schemes for the Wave Equation on Complex Domains

NASA Technical Reports Server (NTRS)

Abarbanel, Saul; Ditkowski, Adi; Yefet, Amir

1998-01-01

This paper considers the application of the method of boundary penalty terms ("SAT") to the numerical solution of the wave equation on complex shapes with Dirichlet boundary conditions. A theory is developed, in a semi-discrete setting, that allows the use of a Cartesian grid on complex geometries, yet maintains the order of accuracy with only a linear temporal error-bound. A numerical example, involving the solution of Maxwell's equations inside a 2-D circular wave-guide demonstrates the efficacy of this method in comparison to others (e.g. the staggered Yee scheme) - we achieve a decrease of two orders of magnitude in the level of the L2-error.

Two-Level Hierarchical FEM Method for Modeling Passive Microwave Devices

NASA Astrophysics Data System (ADS)

Polstyanko, Sergey V.; Lee, Jin-Fa

1998-03-01

In recent years multigrid methods have been proven to be very efficient for solving large systems of linear equations resulting from the discretization of positive definite differential equations by either the finite difference method or theh-version of the finite element method. In this paper an iterative method of the multiple level type is proposed for solving systems of algebraic equations which arise from thep-version of the finite element analysis applied to indefinite problems. A two-levelV-cycle algorithm has been implemented and studied with a Gauss-Seidel iterative scheme used as a smoother. The convergence of the method has been investigated, and numerical results for a number of numerical examples are presented.

Sensitivity Analysis of Hydraulic Head to Locations of Model Boundaries

DOE PAGES

Lu, Zhiming

2018-01-30

Sensitivity analysis is an important component of many model activities in hydrology. Numerous studies have been conducted in calculating various sensitivities. Most of these sensitivity analysis focus on the sensitivity of state variables (e.g. hydraulic head) to parameters representing medium properties such as hydraulic conductivity or prescribed values such as constant head or flux at boundaries, while few studies address the sensitivity of the state variables to some shape parameters or design parameters that control the model domain. Instead, these shape parameters are typically assumed to be known in the model. In this study, based on the flow equation, wemore » derive the equation (and its associated initial and boundary conditions) for sensitivity of hydraulic head to shape parameters using continuous sensitivity equation (CSE) approach. These sensitivity equations can be solved numerically in general or analytically in some simplified cases. Finally, the approach has been demonstrated through two examples and the results are compared favorably to those from analytical solutions or numerical finite difference methods with perturbed model domains, while numerical shortcomings of the finite difference method are avoided.« less

An entropy stable nodal discontinuous Galerkin method for the two dimensional shallow water equations on unstructured curvilinear meshes with discontinuous bathymetry

NASA Astrophysics Data System (ADS)

Wintermeyer, Niklas; Winters, Andrew R.; Gassner, Gregor J.; Kopriva, David A.

2017-07-01

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the non-linear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly curved, quadrilateral meshes. The scheme is derived from an equivalent flux differencing formulation of the split form of the equations. We prove that this discretization exactly preserves the local mass and momentum. Furthermore, combined with a special numerical interface flux function, the method exactly preserves the mathematical entropy, which is the total energy for the shallow water equations. By adding a specific form of interface dissipation to the baseline entropy conserving scheme we create a provably entropy stable scheme. That is, the numerical scheme discretely satisfies the second law of thermodynamics. Finally, with a particular discretization of the bathymetry source term we prove that the numerical approximation is well-balanced. We provide numerical examples that verify the theoretical findings and furthermore provide an application of the scheme for a partial break of a curved dam test problem.

Sensitivity Analysis of Hydraulic Head to Locations of Model Boundaries

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lu, Zhiming

Sensitivity analysis is an important component of many model activities in hydrology. Numerous studies have been conducted in calculating various sensitivities. Most of these sensitivity analysis focus on the sensitivity of state variables (e.g. hydraulic head) to parameters representing medium properties such as hydraulic conductivity or prescribed values such as constant head or flux at boundaries, while few studies address the sensitivity of the state variables to some shape parameters or design parameters that control the model domain. Instead, these shape parameters are typically assumed to be known in the model. In this study, based on the flow equation, wemore » derive the equation (and its associated initial and boundary conditions) for sensitivity of hydraulic head to shape parameters using continuous sensitivity equation (CSE) approach. These sensitivity equations can be solved numerically in general or analytically in some simplified cases. Finally, the approach has been demonstrated through two examples and the results are compared favorably to those from analytical solutions or numerical finite difference methods with perturbed model domains, while numerical shortcomings of the finite difference method are avoided.« less

Diagnosing Cognitive Errors: Statistical Pattern Classification and Recognition Approach

DTIC Science & Technology

1985-01-01

often produces several different erroneous rules. For example, when adding two fractions with different denominators, many students add the numerators ...common denominator and add the numerators . As listed in Tatsuoka (1984a), there are eleven different erroneous rules which result from a misconception...the score of five. These patterns correspond to different values of 42 (Tatsuoka, 1985) The numerator of 42 is divided into two parts in Equation (5

Proposed solution methodology for the dynamically coupled nonlinear geared rotor mechanics equations

NASA Technical Reports Server (NTRS)

Mitchell, L. D.; David, J. W.

1983-01-01

The equations which describe the three-dimensional motion of an unbalanced rigid disk in a shaft system are nonlinear and contain dynamic-coupling terms. Traditionally, investigators have used an order analysis to justify ignoring the nonlinear terms in the equations of motion, producing a set of linear equations. This paper will show that, when gears are included in such a rotor system, the nonlinear dynamic-coupling terms are potentially as large as the linear terms. Because of this, one must attempt to solve the nonlinear rotor mechanics equations. A solution methodology is investigated to obtain approximate steady-state solutions to these equations. As an example of the use of the technique, a simpler set of equations is solved and the results compared to numerical simulations. These equations represent the forced, steady-state response of a spring-supported pendulum. These equations were chosen because they contain the type of nonlinear terms found in the dynamically-coupled nonlinear rotor equations. The numerical simulations indicate this method is reasonably accurate even when the nonlinearities are large.

On the numerical treatment of selected oscillatory evolutionary problems

NASA Astrophysics Data System (ADS)

Cardone, Angelamaria; Conte, Dajana; D'Ambrosio, Raffaele; Paternoster, Beatrice

2017-07-01

We focus on evolutionary problems whose qualitative behaviour is known a-priori and exploited in order to provide efficient and accurate numerical schemes. For classical numerical methods, depending on constant coefficients, the required computational effort could be quite heavy, due to the necessary employ of very small stepsizes needed to accurately reproduce the qualitative behaviour of the solution. In these situations, it may be convenient to use special purpose formulae, i.e. non-polynomially fitted formulae on basis functions adapted to the problem (see [16, 17] and references therein). We show examples of special purpose strategies to solve two families of evolutionary problems exhibiting periodic solutions, i.e. partial differential equations and Volterra integral equations.

SToRM: A numerical model for environmental surface flows

USGS Publications Warehouse

Simoes, Francisco J.

2009-01-01

SToRM (System for Transport and River Modeling) is a numerical model developed to simulate free surface flows in complex environmental domains. It is based on the depth-averaged St. Venant equations, which are discretized using unstructured upwind finite volume methods, and contains both steady and unsteady solution techniques. This article provides a brief description of the numerical approach selected to discretize the governing equations in space and time, including important aspects of solving natural environmental flows, such as the wetting and drying algorithm. The presentation is illustrated with several application examples, covering both laboratory and natural river flow cases, which show the model’s ability to solve complex flow phenomena.

Solution of quadratic matrix equations for free vibration analysis of structures.

NASA Technical Reports Server (NTRS)

Gupta, K. K.

1973-01-01

An efficient digital computer procedure and the related numerical algorithm are presented herein for the solution of quadratic matrix equations associated with free vibration analysis of structures. Such a procedure enables accurate and economical analysis of natural frequencies and associated modes of discretized structures. The numerically stable algorithm is based on the Sturm sequence method, which fully exploits the banded form of associated stiffness and mass matrices. The related computer program written in FORTRAN V for the JPL UNIVAC 1108 computer proves to be substantially more accurate and economical than other existing procedures of such analysis. Numerical examples are presented for two structures - a cantilever beam and a semicircular arch.

Calculations of separated 3-D flows with a pressure-staggered Navier-Stokes equations solver

NASA Technical Reports Server (NTRS)

Kim, S.-W.

1991-01-01

A Navier-Stokes equations solver based on a pressure correction method with a pressure-staggered mesh and calculations of separated three-dimensional flows are presented. It is shown that the velocity pressure decoupling, which occurs when various pressure correction algorithms are used for pressure-staggered meshes, is caused by the ill-conditioned discrete pressure correction equation. The use of a partial differential equation for the incremental pressure eliminates the velocity pressure decoupling mechanism by itself and yields accurate numerical results. Example flows considered are a three-dimensional lid driven cavity flow and a laminar flow through a 90 degree bend square duct. For the lid driven cavity flow, the present numerical results compare more favorably with the measured data than those obtained using a formally third order accurate quadratic upwind interpolation scheme. For the curved duct flow, the present numerical method yields a grid independent solution with a very small number of grid points. The calculated velocity profiles are in good agreement with the measured data.

Toward a Nonlinear Acoustic Analogy: Turbulence as a Source of Sound and Nonlinear Propagation

NASA Technical Reports Server (NTRS)

Miller, Steven A. E.

2015-01-01

An acoustic analogy is proposed that directly includes nonlinear propagation effects. We examine the Lighthill acoustic analogy and replace the Green's function of the wave equation with numerical solutions of the generalized Burgers' equation. This is justified mathematically by using similar arguments that are the basis of the solution of the Lighthill acoustic analogy. This approach is superior to alternatives because propagation is accounted for directly from the source to the far-field observer instead of from an arbitrary intermediate point. Validation of a numerical solver for the generalized Burgers' equation is performed by comparing solutions with the Blackstock bridging function and measurement data. Most importantly, the mathematical relationship between the Navier- Stokes equations, the acoustic analogy that describes the source, and canonical nonlinear propagation equations is shown. Example predictions are presented for nonlinear propagation of jet mixing noise at the sideline angle

Toward a Nonlinear Acoustic Analogy: Turbulence as a Source of Sound and Nonlinear Propagation

NASA Technical Reports Server (NTRS)

Miller, Steven A. E.

2015-01-01

An acoustic analogy is proposed that directly includes nonlinear propagation effects. We examine the Lighthill acoustic analogy and replace the Green's function of the wave equation with numerical solutions of the generalized Burgers' equation. This is justified mathematically by using similar arguments that are the basis of the solution of the Lighthill acoustic analogy. This approach is superior to alternatives because propagation is accounted for directly from the source to the far-field observer instead of from an arbitrary intermediate point. Validation of a numerical solver for the generalized Burgers' equation is performed by comparing solutions with the Blackstock bridging function and measurement data. Most importantly, the mathematical relationship between the Navier-Stokes equations, the acoustic analogy that describes the source, and canonical nonlinear propagation equations is shown. Example predictions are presented for nonlinear propagation of jet mixing noise at the sideline angle.

The meshless local Petrov-Galerkin method based on moving Kriging interpolation for solving the time fractional Navier-Stokes equations.

PubMed

Thamareerat, N; Luadsong, A; Aschariyaphotha, N

2016-01-01

In this paper, we present a numerical scheme used to solve the nonlinear time fractional Navier-Stokes equations in two dimensions. We first employ the meshless local Petrov-Galerkin (MLPG) method based on a local weak formulation to form the system of discretized equations and then we will approximate the time fractional derivative interpreted in the sense of Caputo by a simple quadrature formula. The moving Kriging interpolation which possesses the Kronecker delta property is applied to construct shape functions. This research aims to extend and develop further the applicability of the truly MLPG method to the generalized incompressible Navier-Stokes equations. Two numerical examples are provided to illustrate the accuracy and efficiency of the proposed algorithm. Very good agreement between the numerically and analytically computed solutions can be observed in the verification. The present MLPG method has proved its efficiency and reliability for solving the two-dimensional time fractional Navier-Stokes equations arising in fluid dynamics as well as several other problems in science and engineering.

The dynamics and control of large flexible space structures. Part B: Development of continuum model and computer simulation

NASA Technical Reports Server (NTRS)

Bainum, P. M.; Kumar, V. K.; James, P. K.

1978-01-01

The equations of motion of an arbitrary flexible body in orbit were derived. The model includes the effects of gravity with all its higher harmonics. As a specific example, the motion of a long, slender, uniform beam in circular orbit was modelled. The example considers both the inplane and three dimensional motion of the beam in orbit. In the case of planar motion with only flexible vibrations, the pitch motion is not influenced by the elastic motion of the beam. For large values of the square of the ratio of the structural modal frequency to the orbital angular rate the elastic motion was decoupled from the pitch motion. However, for small values of the ratio and small amplitude pitch motion, the elastic motion was governed by a Hill's 3 term equation. Numerical simulation of the equation indicates the possibilities of instability for very low values of the square of the ratio of the modal frequency to the orbit angular rate. Also numerical simulations of the first order nonlinear equations of motion for a long flexible beam in orbit were performed. The effect of varying the initial conditions and the number of modes was demonstrated.

A dynamical regularization algorithm for solving inverse source problems of elliptic partial differential equations

NASA Astrophysics Data System (ADS)

Zhang, Ye; Gong, Rongfang; Cheng, Xiaoliang; Gulliksson, Mårten

2018-06-01

This study considers the inverse source problem for elliptic partial differential equations with both Dirichlet and Neumann boundary data. The unknown source term is to be determined by additional boundary conditions. Unlike the existing methods found in the literature, which usually employ the first-order in time gradient-like system (such as the steepest descent methods) for numerically solving the regularized optimization problem with a fixed regularization parameter, we propose a novel method with a second-order in time dissipative gradient-like system and a dynamical selected regularization parameter. A damped symplectic scheme is proposed for the numerical solution. Theoretical analysis is given for both the continuous model and the numerical algorithm. Several numerical examples are provided to show the robustness of the proposed algorithm.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Wintermeyer, Niklas; Winters, Andrew R., E-mail: awinters@math.uni-koeln.de; Gassner, Gregor J.

We design an arbitrary high-order accurate nodal discontinuous Galerkin spectral element approximation for the non-linear two dimensional shallow water equations with non-constant, possibly discontinuous, bathymetry on unstructured, possibly curved, quadrilateral meshes. The scheme is derived from an equivalent flux differencing formulation of the split form of the equations. We prove that this discretization exactly preserves the local mass and momentum. Furthermore, combined with a special numerical interface flux function, the method exactly preserves the mathematical entropy, which is the total energy for the shallow water equations. By adding a specific form of interface dissipation to the baseline entropy conserving schememore » we create a provably entropy stable scheme. That is, the numerical scheme discretely satisfies the second law of thermodynamics. Finally, with a particular discretization of the bathymetry source term we prove that the numerical approximation is well-balanced. We provide numerical examples that verify the theoretical findings and furthermore provide an application of the scheme for a partial break of a curved dam test problem.« less

Outer boundary as arrested history in general relativity

NASA Astrophysics Data System (ADS)

Lau, Stephen R.

2002-06-01

We present explicit outer boundary conditions for the canonical variables of general relativity. The conditions are associated with the causal evolution of a finite Cauchy domain, a so-called quasilocal boost, and they suggest a consistent scheme for modelling such an evolution numerically. The scheme involves a continuous boost in the spacetime orthogonal complement ⊥Tp(B) of the tangent space Tp(B) belonging to each point p on the system boundary B. We show how the boost rate may be computed numerically via equations similar to those appearing in canonical investigations of black-hole thermodynamics (although here holding at an outer two-surface rather than the bifurcate two-surface of a Killing horizon). We demonstrate the numerical scheme on a model example, the quasilocal boost of a spherical three-ball in Minkowski spacetime. Developing our general formalism with recent hyperbolic formulations of the Einstein equations in mind, we use Anderson and York's 'Einstein-Christoffel' hyperbolic system as the evolution equations for our numerical simulation of the model.

An algorithm for solving an arbitrary triangular fully fuzzy Sylvester matrix equations

NASA Astrophysics Data System (ADS)

Daud, Wan Suhana Wan; Ahmad, Nazihah; Malkawi, Ghassan

2017-11-01

Sylvester matrix equations played a prominent role in various areas including control theory. Considering to any un-certainty problems that can be occurred at any time, the Sylvester matrix equation has to be adapted to the fuzzy environment. Therefore, in this study, an algorithm for solving an arbitrary triangular fully fuzzy Sylvester matrix equation is constructed. The construction of the algorithm is based on the max-min arithmetic multiplication operation. Besides that, an associated arbitrary matrix equation is modified in obtaining the final solution. Finally, some numerical examples are presented to illustrate the proposed algorithm.

Analytical solutions to time-fractional partial differential equations in a two-dimensional multilayer annulus

NASA Astrophysics Data System (ADS)

Chen, Shanzhen; Jiang, Xiaoyun

2012-08-01

In this paper, analytical solutions to time-fractional partial differential equations in a multi-layer annulus are presented. The final solutions are obtained in terms of Mittag-Leffler function by using the finite integral transform technique and Laplace transform technique. In addition, the classical diffusion equation (α=1), the Helmholtz equation (α→0) and the wave equation (α=2) are discussed as special cases. Finally, an illustrative example problem for the three-layer semi-circular annular region is solved and numerical results are presented graphically for various kind of order of fractional derivative.

On substructuring algorithms and solution techniques for the numerical approximation of partial differential equations

NASA Technical Reports Server (NTRS)

Gunzburger, M. D.; Nicolaides, R. A.

1986-01-01

Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.

Solution of the nonlinear mixed Volterra-Fredholm integral equations by hybrid of block-pulse functions and Bernoulli polynomials.

PubMed

Mashayekhi, S; Razzaghi, M; Tripak, O

2014-01-01

A new numerical method for solving the nonlinear mixed Volterra-Fredholm integral equations is presented. This method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The operational matrices of integration and product are given. These matrices are then utilized to reduce the nonlinear mixed Volterra-Fredholm integral equations to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique.

Solution of the Nonlinear Mixed Volterra-Fredholm Integral Equations by Hybrid of Block-Pulse Functions and Bernoulli Polynomials

PubMed Central

Mashayekhi, S.; Razzaghi, M.; Tripak, O.

2014-01-01

A new numerical method for solving the nonlinear mixed Volterra-Fredholm integral equations is presented. This method is based upon hybrid functions approximation. The properties of hybrid functions consisting of block-pulse functions and Bernoulli polynomials are presented. The operational matrices of integration and product are given. These matrices are then utilized to reduce the nonlinear mixed Volterra-Fredholm integral equations to the solution of algebraic equations. Illustrative examples are included to demonstrate the validity and applicability of the technique. PMID:24523638

Finding all solutions of nonlinear equations using the dual simplex method

NASA Astrophysics Data System (ADS)

Yamamura, Kiyotaka; Fujioka, Tsuyoshi

2003-03-01

Recently, an efficient algorithm has been proposed for finding all solutions of systems of nonlinear equations using linear programming. This algorithm is based on a simple test (termed the LP test) for nonexistence of a solution to a system of nonlinear equations using the dual simplex method. In this letter, an improved version of the LP test algorithm is proposed. By numerical examples, it is shown that the proposed algorithm could find all solutions of a system of 300 nonlinear equations in practical computation time.

Building Blocks for Reliable Complex Nonlinear Numerical Simulations

NASA Technical Reports Server (NTRS)

Yee, H. C.; Mansour, Nagi N. (Technical Monitor)

2002-01-01

This talk describes some of the building blocks to ensure a higher level of confidence in the predictability and reliability (PAR) of numerical simulation of multiscale complex nonlinear problems. The focus is on relating PAR of numerical simulations with complex nonlinear phenomena of numerics. To isolate sources of numerical uncertainties, the possible discrepancy between the chosen partial differential equation (PDE) model and the real physics and/or experimental data is set aside. The discussion is restricted to how well numerical schemes can mimic the solution behavior of the underlying PDE model for finite time steps and grid spacings. The situation is complicated by the fact that the available theory for the understanding of nonlinear behavior of numerics is not at a stage to fully analyze the nonlinear Euler and Navier-Stokes equations. The discussion is based on the knowledge gained for nonlinear model problems with known analytical solutions to identify and explain the possible sources and remedies of numerical uncertainties in practical computations. Examples relevant to turbulent flow computations are included.

Building Blocks for Reliable Complex Nonlinear Numerical Simulations. Chapter 2

NASA Technical Reports Server (NTRS)

Yee, H. C.; Mansour, Nagi N. (Technical Monitor)

2001-01-01

This chapter describes some of the building blocks to ensure a higher level of confidence in the predictability and reliability (PAR) of numerical simulation of multiscale complex nonlinear problems. The focus is on relating PAR of numerical simulations with complex nonlinear phenomena of numerics. To isolate sources of numerical uncertainties, the possible discrepancy between the chosen partial differential equation (PDE) model and the real physics and/or experimental data is set aside. The discussion is restricted to how well numerical schemes can mimic the solution behavior of the underlying PDE model for finite time steps and grid spacings. The situation is complicated by the fact that the available theory for the understanding of nonlinear behavior of numerics is not at a stage to fully analyze the nonlinear Euler and Navier-Stokes equations. The discussion is based on the knowledge gained for nonlinear model problems with known analytical solutions to identify and explain the possible sources and remedies of numerical uncertainties in practical computations. Examples relevant to turbulent flow computations are included.

Numerical simulation of vortical ideal fluid flow through curved channel

NASA Astrophysics Data System (ADS)

Moshkin, N. P.; Mounnamprang, P.

2003-04-01

A numerical algorithm to study the boundary-value problem in which the governing equations are the steady Euler equations and the vorticity is given on the inflow parts of the domain boundary is developed. The Euler equations are implemented in terms of the stream function and vorticity. An irregular physical domain is transformed into a rectangle in the computational domain and the Euler equations are rewritten with respect to a curvilinear co-ordinate system. The convergence of the finite-difference equations to the exact solution is shown experimentally for the test problems by comparing the computational results with the exact solutions on the sequence of grids. To find the pressure from the known vorticity and stream function, the Euler equations are utilized in the Gromeka-Lamb form. The numerical algorithm is illustrated with several examples of steady flow through a two-dimensional channel with curved walls. The analysis of calculations shows strong dependence of the pressure field on the vorticity given at the inflow parts of the boundary. Plots of the flow structure and isobars, for different geometries of channel and for different values of vorticity on entrance, are also presented.

Méthode du second membre modifié pour la gestion de rapports de viscosité importants dans le problème de Stokes bifluide

NASA Astrophysics Data System (ADS)

Bui, Thi Thu Cuc; Frey, Pascal; Maury, Bertrand

2008-06-01

In this Note, we present a method to solve numerically the Stokes equation for the incompressible flow between two immiscible fluids presenting very different viscosities. The resolution of the finite element systems of equations is performed using Uzawa's method. The stiffness matrix conditioning problems related to the very important viscosity ratios are circumvented using an new iterative scheme. A numerical example is proposed to show the efficiency of this approach. To cite this article: T.T.C. Bui et al., C. R. Mecanique 336 (2008).

Parametrically excited non-linear multidegree-of-freedom systems with repeated natural frequencies

NASA Astrophysics Data System (ADS)

Tezak, E. G.; Nayfeh, A. H.; Mook, D. T.

1982-12-01

A method for analyzing multidegree-of-freedom systems having a repeated natural frequency subjected to a parametric excitation is presented. Attention is given to the ordering of the various terms (linear and non-linear) in the governing equations. The analysis is based on the method of multiple scales. As a numerical example involving a parametric resonance, panel flutter is discussed in detail in order to illustrate the type of results one can expect to obtain with this analysis. Some of the analytical results are verified by a numerical integration of the governing equations.

Time-splitting combined with exponential wave integrator fourier pseudospectral method for Schrödinger-Boussinesq system

NASA Astrophysics Data System (ADS)

Liao, Feng; Zhang, Luming; Wang, Shanshan

2018-02-01

In this article, we formulate an efficient and accurate numerical method for approximations of the coupled Schrödinger-Boussinesq (SBq) system. The main features of our method are based on: (i) the applications of a time-splitting Fourier spectral method for Schrödinger-like equation in SBq system, (ii) the utilizations of exponential wave integrator Fourier pseudospectral for spatial derivatives in the Boussinesq-like equation. The scheme is fully explicit and efficient due to fast Fourier transform. The numerical examples are presented to show the efficiency and accuracy of our method.

Description of a computer program and numerical techniques for developing linear perturbation models from nonlinear systems simulations

NASA Technical Reports Server (NTRS)

Dieudonne, J. E.

1978-01-01

A numerical technique was developed which generates linear perturbation models from nonlinear aircraft vehicle simulations. The technique is very general and can be applied to simulations of any system that is described by nonlinear differential equations. The computer program used to generate these models is discussed, with emphasis placed on generation of the Jacobian matrices, calculation of the coefficients needed for solving the perturbation model, and generation of the solution of the linear differential equations. An example application of the technique to a nonlinear model of the NASA terminal configured vehicle is included.

Matrix form of Legendre polynomials for solving linear integro-differential equations of high order

NASA Astrophysics Data System (ADS)

Kammuji, M.; Eshkuvatov, Z. K.; Yunus, Arif A. M.

2017-04-01

This paper presents an effective approximate solution of high order of Fredholm-Volterra integro-differential equations (FVIDEs) with boundary condition. Legendre truncated series is used as a basis functions to estimate the unknown function. Matrix operation of Legendre polynomials is used to transform FVIDEs with boundary conditions into matrix equation of Fredholm-Volterra type. Gauss Legendre quadrature formula and collocation method are applied to transfer the matrix equation into system of linear algebraic equations. The latter equation is solved by Gauss elimination method. The accuracy and validity of this method are discussed by solving two numerical examples and comparisons with wavelet and methods.

Exact solution of some linear matrix equations using algebraic methods

NASA Technical Reports Server (NTRS)

Djaferis, T. E.; Mitter, S. K.

1977-01-01

A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.

The Use of DNS in Turbulence Modeling

NASA Technical Reports Server (NTRS)

Mansour, Nagi N.; Merriam, Marshal (Technical Monitor)

1997-01-01

The use of Direct numerical simulations (DNS) data in developing and testing turbulence models is reviewed. The data is used to test turbulence models at all levels: algebraic, one-equation, two-equation and full Reynolds stress models were tested. Particular examples on the development of models for the dissipation rate equation are presented. Homogeneous flows are used to test new scaling arguments for the various terms in the dissipation rate equation. The channel flow data is used to develop modifications to the equation model that take into account near-wall effects. DNS of compressible flows under mean compression are used in testing new compressible modifications to the two-equation models.

A computing method for sound propagation through a nonuniform jet stream

NASA Technical Reports Server (NTRS)

Padula, S. L.; Liu, C. H.

1974-01-01

The classical formulation of sound propagation through a jet flow was found to be inadequate for computer solutions. Previous investigations selected the phase and amplitude of the acoustic pressure as dependent variables requiring the solution of a system of nonlinear algebraic equations. The nonlinearities complicated both the analysis and the computation. A reformulation of the convective wave equation in terms of a new set of dependent variables is developed with a special emphasis on its suitability for numerical solutions on fast computers. The technique is very attractive because the resulting equations are linear in nonwaving variables. The computer solution to such a linear system of algebraic equations may be obtained by well-defined and direct means which are conservative of computer time and storage space. Typical examples are illustrated and computational results are compared with available numerical and experimental data.

A shifted Jacobi collocation algorithm for wave type equations with non-local conservation conditions

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Abdelkawy, Mohammed A.

2014-09-01

In this paper, we propose an efficient spectral collocation algorithm to solve numerically wave type equations subject to initial, boundary and non-local conservation conditions. The shifted Jacobi pseudospectral approximation is investigated for the discretization of the spatial variable of such equations. It possesses spectral accuracy in the spatial variable. The shifted Jacobi-Gauss-Lobatto (SJ-GL) quadrature rule is established for treating the non-local conservation conditions, and then the problem with its initial and non-local boundary conditions are reduced to a system of second-order ordinary differential equations in temporal variable. This system is solved by two-stage forth-order A-stable implicit RK scheme. Five numerical examples with comparisons are given. The computational results demonstrate that the proposed algorithm is more accurate than finite difference method, method of lines and spline collocation approach

A Semi-implicit Treatment of Porous Media in Steady-State CFD.

PubMed

Domaingo, Andreas; Langmayr, Daniel; Somogyi, Bence; Almbauer, Raimund

There are many situations in computational fluid dynamics which require the definition of source terms in the Navier-Stokes equations. These source terms not only allow to model the physics of interest but also have a strong impact on the reliability, stability, and convergence of the numerics involved. Therefore, sophisticated numerical approaches exist for the description of such source terms. In this paper, we focus on the source terms present in the Navier-Stokes or Euler equations due to porous media-in particular the Darcy-Forchheimer equation. We introduce a method for the numerical treatment of the source term which is independent of the spatial discretization and based on linearization. In this description, the source term is treated in a fully implicit way whereas the other flow variables can be computed in an implicit or explicit manner. This leads to a more robust description in comparison with a fully explicit approach. The method is well suited to be combined with coarse-grid-CFD on Cartesian grids, which makes it especially favorable for accelerated solution of coupled 1D-3D problems. To demonstrate the applicability and robustness of the proposed method, a proof-of-concept example in 1D, as well as more complex examples in 2D and 3D, is presented.

A Gas-Kinetic Method for Hyperbolic-Elliptic Equations and Its Application in Two-Phase Fluid Flow

NASA Technical Reports Server (NTRS)

Xu, Kun

1999-01-01

A gas-kinetic method for the hyperbolic-elliptic equations is presented in this paper. In the mixed type system, the co-existence and the phase transition between liquid and gas are described by the van der Waals-type equation of state (EOS). Due to the unstable mechanism for a fluid in the elliptic region, interface between the liquid and gas can be kept sharp through the condensation and evaporation process to remove the "averaged" numerical fluid away from the elliptic region, and the interface thickness depends on the numerical diffusion and stiffness of the phase change. A few examples are presented in this paper for both phase transition and multifluid interface problems.

Multigrid methods for differential equations with highly oscillatory coefficients

NASA Technical Reports Server (NTRS)

Engquist, Bjorn; Luo, Erding

1993-01-01

New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.

CrasyDSE: A framework for solving Dyson-Schwinger equations.

PubMed

Huber, Markus Q; Mitter, Mario

2012-11-01

Dyson-Schwinger equations are important tools for non-perturbative analyses of quantum field theories. For example, they are very useful for investigations in quantum chromodynamics and related theories. However, sometimes progress is impeded by the complexity of the equations. Thus automating parts of the calculations will certainly be helpful in future investigations. In this article we present a framework for such an automation based on a C++ code that can deal with a large number of Green functions. Since also the creation of the expressions for the integrals of the Dyson-Schwinger equations needs to be automated, we defer this task to a Mathematica notebook. We illustrate the complete workflow with an example from Yang-Mills theory coupled to a fundamental scalar field that has been investigated recently. As a second example we calculate the propagators of pure Yang-Mills theory. Our code can serve as a basis for many further investigations where the equations are too complicated to tackle by hand. It also can easily be combined with DoFun , a program for the derivation of Dyson-Schwinger equations. Program title : CrasyDSE Catalogue identifier : AEMY _v1_0 Program summary URL : http://cpc.cs.qub.ac.uk/summaries/AEMY_v1_0.html Program obtainable from : CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions : Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc. : 49030 No. of bytes in distributed program, including test data, etc. : 303958 Distribution format : tar.gz Programming language : Mathematica 8 and higher, C++ . Computer : All on which Mathematica and C++ are available. Operating system : All on which Mathematica and C++ are available (Windows, Unix, Mac OS). Classification : 11.1, 11.4, 11.5, 11.6. Nature of problem : Solve (large) systems of Dyson-Schwinger equations numerically. Solution method : Create C++ functions in Mathematica to be used for the numeric code in C++ . This code uses structures to handle large numbers of Green functions. Unusual features : Provides a tool to convert Mathematica expressions into C++ expressions including conversion of function names. Running time : Depending on the complexity of the investigated system solving the equations numerically can take seconds on a desktop PC to hours on a cluster.

CrasyDSE: A framework for solving Dyson-Schwinger equations

NASA Astrophysics Data System (ADS)

Huber, Markus Q.; Mitter, Mario

2012-11-01

Dyson-Schwinger equations are important tools for non-perturbative analyses of quantum field theories. For example, they are very useful for investigations in quantum chromodynamics and related theories. However, sometimes progress is impeded by the complexity of the equations. Thus automating parts of the calculations will certainly be helpful in future investigations. In this article we present a framework for such an automation based on a C++ code that can deal with a large number of Green functions. Since also the creation of the expressions for the integrals of the Dyson-Schwinger equations needs to be automated, we defer this task to a Mathematica notebook. We illustrate the complete workflow with an example from Yang-Mills theory coupled to a fundamental scalar field that has been investigated recently. As a second example we calculate the propagators of pure Yang-Mills theory. Our code can serve as a basis for many further investigations where the equations are too complicated to tackle by hand. It also can easily be combined with DoFun, a program for the derivation of Dyson-Schwinger equations.

Prospects for computing airfoil aerodynamics with Reynolds averaged Navier-Stokes codes

NASA Technical Reports Server (NTRS)

Deiwert, G. S.; Bailey, H. E.

1979-01-01

The Reynolds averaged Navier-Stokes equations are solved numerically for a variety of transonic airfoil configurations where viscous phenomena are important. Illustrative examples include flows past sensitive geometries, Reynolds number effects, and buffet phenomena.

Morphing continuum theory for turbulence: Theory, computation, and visualization.

PubMed

Chen, James

2017-10-01

A high order morphing continuum theory (MCT) is introduced to model highly compressible turbulence. The theory is formulated under the rigorous framework of rational continuum mechanics. A set of linear constitutive equations and balance laws are deduced and presented from the Coleman-Noll procedure and Onsager's reciprocal relations. The governing equations are then arranged in conservation form and solved through the finite volume method with a second-order Lax-Friedrichs scheme for shock preservation. A numerical example of transonic flow over a three-dimensional bump is presented using MCT and the finite volume method. The comparison shows that MCT-based direct numerical simulation (DNS) provides a better prediction than Navier-Stokes (NS)-based DNS with less than 10% of the mesh number when compared with experiments. A MCT-based and frame-indifferent Q criterion is also derived to show the coherent eddy structure of the downstream turbulence in the numerical example. It should be emphasized that unlike the NS-based Q criterion, the MCT-based Q criterion is objective without the limitation of Galilean invariance.

Fluid Stochastic Petri Nets: Theory, Applications, and Solution

NASA Technical Reports Server (NTRS)

Horton, Graham; Kulkarni, Vidyadhar G.; Nicol, David M.; Trivedi, Kishor S.

1996-01-01

In this paper we introduce a new class of stochastic Petri nets in which one or more places can hold fluid rather than discrete tokens. We define a class of fluid stochastic Petri nets in such a way that the discrete and continuous portions may affect each other. Following this definition we provide equations for their transient and steady-state behavior. We present several examples showing the utility of the construct in communication network modeling and reliability analysis, and discuss important special cases. We then discuss numerical methods for computing the transient behavior of such nets. Finally, some numerical examples are presented.

Computer program documentation for the dynamic analysis of a noncontacting mechanical face seal

NASA Technical Reports Server (NTRS)

Auer, B. M.; Etsion, I.

1980-01-01

A computer program is presented which achieves a numerical solution for the equations of motion of a noncontacting mechanical face seal. The flexibly-mounted primary seal ring motion is expressed by a set of second order differential equations for three degrees of freedom. These equations are reduced to a set of first order equations and the GEAR software package is used to solve the set of first order equations. Program input includes seal design parameters and seal operating conditions. Output from the program includes velocities and displacements of the seal ring about the axis of an inertial reference system. One example problem is described.

Vortex breakdown incipience: Theoretical considerations

NASA Technical Reports Server (NTRS)

Berger, Stanley A.; Erlebacher, Gordon

1992-01-01

The sensitivity of the onset and the location of vortex breakdowns in concentrated vortex cores, and the pronounced tendency of the breakdowns to migrate upstream have been characteristic observations of experimental investigations; they have also been features of numerical simulations and led to questions about the validity of these simulations. This behavior seems to be inconsistent with the strong time-like axial evolution of the flow, as expressed explicitly, for example, by the quasi-cylindrical approximate equations for this flow. An order-of-magnitude analysis of the equations of motion near breakdown leads to a modified set of governing equations, analysis of which demonstrates that the interplay between radial inertial, pressure, and viscous forces gives an elliptic character to these concentrated swirling flows. Analytical, asymptotic, and numerical solutions of a simplified non-linear equation are presented; these qualitatively exhibit the features of vortex onset and location noted above.

Numerical modelling of nonlinear full-wave acoustic propagation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Velasco-Segura, Roberto, E-mail: roberto.velasco@ccadet.unam.mx; Rendón, Pablo L., E-mail: pablo.rendon@ccadet.unam.mx

2015-10-28

The various model equations of nonlinear acoustics are arrived at by making assumptions which permit the observation of the interaction with propagation of either single or joint effects. We present here a form of the conservation equations of fluid dynamics which are deduced using slightly less restrictive hypothesis than those necessary to obtain the well known Westervelt equation. This formulation accounts for full wave diffraction, nonlinearity, and thermoviscous dissipative effects. A two-dimensional, finite-volume method using Roe’s linearisation has been implemented to obtain numerically the solution of the proposed equations. This code, which has been written for parallel execution on amore » GPU, can be used to describe moderate nonlinear phenomena, at low Mach numbers, in domains as large as 100 wave lengths. Applications range from models of diagnostic and therapeutic HIFU, to parametric acoustic arrays and nonlinear propagation in acoustic waveguides. Examples related to these applications are shown and discussed.« less

The development of flux-split algorithms for flows with non-equilibrium thermodynamics and chemical reactions

NASA Technical Reports Server (NTRS)

Grossman, B.; Cinella, P.

1988-01-01

A finite-volume method for the numerical computation of flows with nonequilibrium thermodynamics and chemistry is presented. A thermodynamic model is described which simplifies the coupling between the chemistry and thermodynamics and also results in the retention of the homogeneity property of the Euler equations (including all the species continuity and vibrational energy conservation equations). Flux-splitting procedures are developed for the fully coupled equations involving fluid dynamics, chemical production and thermodynamic relaxation processes. New forms of flux-vector split and flux-difference split algorithms are embodied in a fully coupled, implicit, large-block structure, including all the species conservation and energy production equations. Several numerical examples are presented, including high-temperature shock tube and nozzle flows. The methodology is compared to other existing techniques, including spectral and central-differenced procedures, and favorable comparisons are shown regarding accuracy, shock-capturing and convergence rates.

SYMBOD - A computer program for the automatic generation of symbolic equations of motion for systems of hinge-connected rigid bodies

NASA Technical Reports Server (NTRS)

Macala, G. A.

1983-01-01

A computer program is described that can automatically generate symbolic equations of motion for systems of hinge-connected rigid bodies with tree topologies. The dynamical formulation underlying the program is outlined, and examples are given to show how a symbolic language is used to code the formulation. The program is applied to generate the equations of motion for a four-body model of the Galileo spacecraft. The resulting equations are shown to be a factor of three faster in execution time than conventional numerical subroutines.

Exact solution of some linear matrix equations using algebraic methods

NASA Technical Reports Server (NTRS)

Djaferis, T. E.; Mitter, S. K.

1979-01-01

Algebraic methods are used to construct the exact solution P of the linear matrix equation PA + BP = - C, where A, B, and C are matrices with real entries. The emphasis of this equation is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The paper is divided into six sections which include the proof of the basic lemma, the Liapunov equation, and the computer implementation for the rational, integer and modular algorithms. Two numerical examples are given and the entire calculation process is depicted.

Design Considerations for Thermally Insulating Structural Sandwich Panels for Hypersonic Vehicles

NASA Technical Reports Server (NTRS)

Blosser, Max L.

2016-01-01

Simplified thermal/structural sizing equations were derived for the in-plane loading of a thermally insulating structural sandwich panel. Equations were developed for the strain in the inner and outer face sheets of a sandwich subjected to uniaxial mechanical loads and differences in face sheet temperatures. Simple equations describing situations with no viable solution were developed. Key design parameters, material properties, and design principles are identified. A numerical example illustrates using the equations for a preliminary feasibility assessment of various material combinations and an initial sizing for minimum mass of a sandwich panel.

Towards standard testbeds for numerical relativity

NASA Astrophysics Data System (ADS)

Alcubierre, Miguel; Allen, Gabrielle; Bona, Carles; Fiske, David; Goodale, Tom; Guzmán, F. Siddhartha; Hawke, Ian; Hawley, Scott H.; Husa, Sascha; Koppitz, Michael; Lechner, Christiane; Pollney, Denis; Rideout, David; Salgado, Marcelo; Schnetter, Erik; Seidel, Edward; Shinkai, Hisa-aki; Shoemaker, Deirdre; Szilágyi, Béla; Takahashi, Ryoji; Winicour, Jeff

2004-01-01

In recent years, many different numerical evolution schemes for Einstein's equations have been proposed to address stability and accuracy problems that have plagued the numerical relativity community for decades. Some of these approaches have been tested on different spacetimes, and conclusions have been drawn based on these tests. However, differences in results originate from many sources, including not only formulations of the equations, but also gauges, boundary conditions, numerical methods and so on. We propose to build up a suite of standardized testbeds for comparing approaches to the numerical evolution of Einstein's equations that are designed to both probe their strengths and weaknesses and to separate out different effects, and their causes, seen in the results. We discuss general design principles of suitable testbeds, and we present an initial round of simple tests with periodic boundary conditions. This is a pivotal first step towards building a suite of testbeds to serve the numerical relativists and researchers from related fields who wish to assess the capabilities of numerical relativity codes. We present some examples of how these tests can be quite effective in revealing various limitations of different approaches, and illustrating their differences. The tests are presently limited to vacuum spacetimes, can be run on modest computational resources and can be used with many different approaches used in the relativity community.

A numerical approach to finding general stationary vacuum black holes

NASA Astrophysics Data System (ADS)

Adam, Alexander; Kitchen, Sam; Wiseman, Toby

2012-08-01

The Harmonic Einstein equation is the vacuum Einstein equation supplemented by a gauge fixing term which we take to be that of DeTurck. For static black holes analytically continued to Riemannian manifolds without boundary at the horizon, this equation has previously been shown to be elliptic, and Ricci flow and Newton’s method provide good numerical algorithms to solve it. Here we extend these techniques to the arbitrary cohomogeneity stationary case which must be treated in Lorentzian signature. For stationary spacetimes with globally timelike Killing vector the Harmonic Einstein equation is elliptic. In the presence of horizons and ergo-regions it is less obviously so. Motivated by the Rigidity theorem we study a class of stationary black hole spacetimes which is general enough to include many interesting higher dimensional solutions. We argue the Harmonic Einstein equation consistently truncates to this class of spacetimes giving an elliptic problem. The Killing horizons and axes of rotational symmetry are boundaries for this problem and we determine boundary conditions there. As a simple example we numerically construct 4D rotating black holes in a cavity using Anderson’s boundary conditions. We demonstrate both Newton’s method and Ricci flow to find these Lorentzian solutions.

Complete synchronization of the global coupled dynamical network induced by Poisson noises.

PubMed

Guo, Qing; Wan, Fangyi

2017-01-01

The different Poisson noise-induced complete synchronization of the global coupled dynamical network is investigated. Based on the stability theory of stochastic differential equations driven by Poisson process, we can prove that Poisson noises can induce synchronization and sufficient conditions are established to achieve complete synchronization with probability 1. Furthermore, numerical examples are provided to show the agreement between theoretical and numerical analysis.

Instability of isolated planar shock waves

DTIC Science & Technology

2007-06-07

Note that multi-mode perturbations can be treated by the inclusion of additional terms in Eq. (4), but owing to the linear independence of the... Volterra equation Figure 4 shows five examples of the evolution of the amplitude of a linear sinusoidal perturbation on a shock front obtained by...showing the evolution of the amplitude of a linear sinusoidal perturbation on a shock front obtained by numerically solving the Volterra equation in

Advantages of multigrid methods for certifying the accuracy of PDE modeling

NASA Technical Reports Server (NTRS)

Forester, C. K.

1981-01-01

Numerical techniques for assessing and certifying the accuracy of the modeling of partial differential equations (PDE) to the user's specifications are analyzed. Examples of the certification process with conventional techniques are summarized for the three dimensional steady state full potential and the two dimensional steady Navier-Stokes equations using fixed grid methods (FG). The advantages of the Full Approximation Storage (FAS) scheme of the multigrid technique of A. Brandt compared with the conventional certification process of modeling PDE are illustrated in one dimension with the transformed potential equation. Inferences are drawn for how MG will improve the certification process of the numerical modeling of two and three dimensional PDE systems. Elements of the error assessment process that are common to FG and MG are analyzed.

Numerical methods for solving moment equations in kinetic theory of neuronal network dynamics

NASA Astrophysics Data System (ADS)

Rangan, Aaditya V.; Cai, David; Tao, Louis

2007-02-01

Recently developed kinetic theory and related closures for neuronal network dynamics have been demonstrated to be a powerful theoretical framework for investigating coarse-grained dynamical properties of neuronal networks. The moment equations arising from the kinetic theory are a system of (1 + 1)-dimensional nonlinear partial differential equations (PDE) on a bounded domain with nonlinear boundary conditions. The PDEs themselves are self-consistently specified by parameters which are functions of the boundary values of the solution. The moment equations can be stiff in space and time. Numerical methods are presented here for efficiently and accurately solving these moment equations. The essential ingredients in our numerical methods include: (i) the system is discretized in time with an implicit Euler method within a spectral deferred correction framework, therefore, the PDEs of the kinetic theory are reduced to a sequence, in time, of boundary value problems (BVPs) with nonlinear boundary conditions; (ii) a set of auxiliary parameters is introduced to recast the original BVP with nonlinear boundary conditions as BVPs with linear boundary conditions - with additional algebraic constraints on the auxiliary parameters; (iii) a careful combination of two Newton's iterates for the nonlinear BVP with linear boundary condition, interlaced with a Newton's iterate for solving the associated algebraic constraints is constructed to achieve quadratic convergence for obtaining the solutions with self-consistent parameters. It is shown that a simple fixed-point iteration can only achieve a linear convergence for the self-consistent parameters. The practicability and efficiency of our numerical methods for solving the moment equations of the kinetic theory are illustrated with numerical examples. It is further demonstrated that the moment equations derived from the kinetic theory of neuronal network dynamics can very well capture the coarse-grained dynamical properties of integrate-and-fire neuronal networks.

CrasyDSE: A framework for solving Dyson–Schwinger equations☆

PubMed Central

Huber, Markus Q.; Mitter, Mario

2012-01-01

Dyson–Schwinger equations are important tools for non-perturbative analyses of quantum field theories. For example, they are very useful for investigations in quantum chromodynamics and related theories. However, sometimes progress is impeded by the complexity of the equations. Thus automating parts of the calculations will certainly be helpful in future investigations. In this article we present a framework for such an automation based on a C++ code that can deal with a large number of Green functions. Since also the creation of the expressions for the integrals of the Dyson–Schwinger equations needs to be automated, we defer this task to a Mathematica notebook. We illustrate the complete workflow with an example from Yang–Mills theory coupled to a fundamental scalar field that has been investigated recently. As a second example we calculate the propagators of pure Yang–Mills theory. Our code can serve as a basis for many further investigations where the equations are too complicated to tackle by hand. It also can easily be combined with DoFun, a program for the derivation of Dyson–Schwinger equations.1 Program summary Program title: CrasyDSE Catalogue identifier: AEMY _v1_0 Program summary URL: http://cpc.cs.qub.ac.uk/summaries/AEMY_v1_0.html Program obtainable from: CPC Program Library, Queen’s University, Belfast, N. Ireland Licensing provisions: Standard CPC licence, http://cpc.cs.qub.ac.uk/licence/licence.html No. of lines in distributed program, including test data, etc.: 49030 No. of bytes in distributed program, including test data, etc.: 303958 Distribution format: tar.gz Programming language: Mathematica 8 and higher, C++. Computer: All on which Mathematica and C++ are available. Operating system: All on which Mathematica and C++ are available (Windows, Unix, Mac OS). Classification: 11.1, 11.4, 11.5, 11.6. Nature of problem: Solve (large) systems of Dyson–Schwinger equations numerically. Solution method: Create C++ functions in Mathematica to be used for the numeric code in C++. This code uses structures to handle large numbers of Green functions. Unusual features: Provides a tool to convert Mathematica expressions into C++ expressions including conversion of function names. Running time: Depending on the complexity of the investigated system solving the equations numerically can take seconds on a desktop PC to hours on a cluster. PMID:25540463

A study of delamination buckling of laminates

NASA Technical Reports Server (NTRS)

Mukherjee, Yu-Xie; Xie, Zhi-Cheng; Ingraffea, Anthony

1990-01-01

The subject of this paper is the buckling of laminated plates, with a preexisting delamination, subjected to in-plane loading. Each laminate is modelled as an orthotropic Mindlin plate. The analysis is carried out by a combination of the finite element and asymptotic expansion methods. By applying the finite element method, plates with general delamination regions can be studied. The asymptotic expansion method reduces the number of unknown variables of the eigenvalue equation to that of the equation for a single Kirchhoff plate. Numerical results are presented for several examples. The effects of the shape, size, and position of the delamination on the buckling load are studied through these examples.

Propagation and attenuation of Rayleigh waves in generalized thermoelastic media

NASA Astrophysics Data System (ADS)

Sharma, M. D.

2014-01-01

This study considers the propagation of Rayleigh waves in a generalized thermoelastic half-space with stress-free plane boundary. The boundary has the option of being either isothermal or thermally insulated. In either case, the dispersion equation is obtained in the form of a complex irrational expression due to the presence of radicals. This dispersion equation is rationalized into a polynomial equation, which is solvable, numerically, for exact complex roots. The roots of the dispersion equation are obtained after removing the extraneous zeros of this polynomial equation. Then, these roots are filtered out for the inhomogeneous propagation of waves decaying with depth. Numerical examples are solved to analyze the effects of thermal properties of elastic materials on the dispersion of existing surface waves. For these thermoelastic Rayleigh waves, the behavior of elliptical particle motion is studied inside and at the surface of the medium. Insulation of boundary does play a significant role in changing the speed, amplitude, and polarization of Rayleigh waves in thermoelastic media.

Galois groups of Schubert problems via homotopy computation

NASA Astrophysics Data System (ADS)

Leykin, Anton; Sottile, Frank

2009-09-01

Numerical homotopy continuation of solutions to polynomial equations is the foundation for numerical algebraic geometry, whose development has been driven by applications of mathematics. We use numerical homotopy continuation to investigate the problem in pure mathematics of determining Galois groups in the Schubert calculus. For example, we show by direct computation that the Galois group of the Schubert problem of 3-planes in mathbb{C}^8 meeting 15 fixed 5-planes non-trivially is the full symmetric group S_{6006} .

Eulerian-Lagrangian solution of the convection-dispersion equation in natural coordinates

USGS Publications Warehouse

Cheng, Ralph T.; Casulli, Vincenzo; Milford, S. Nevil

1984-01-01

The vast majority of numerical investigations of transport phenomena use an Eulerian formulation for the convenience that the computational grids are fixed in space. An Eulerian-Lagrangian method (ELM) of solution for the convection-dispersion equation is discussed and analyzed. The ELM uses the Lagrangian concept in an Eulerian computational grid system. The values of the dependent variable off the grid are calculated by interpolation. When a linear interpolation is used, the method is a slight improvement over the upwind difference method. At this level of approximation both the ELM and the upwind difference method suffer from large numerical dispersion. However, if second-order Lagrangian polynomials are used in the interpolation, the ELM is proven to be free of artificial numerical dispersion for the convection-dispersion equation. The concept of the ELM is extended for treatment of anisotropic dispersion in natural coordinates. In this approach the anisotropic properties of dispersion can be conveniently related to the properties of the flow field. Several numerical examples are given to further substantiate the results of the present analysis.

A numerical method for solving a nonlinear 2-D optimal control problem with the classical diffusion equation

NASA Astrophysics Data System (ADS)

Mamehrashi, K.; Yousefi, S. A.

2017-02-01

This paper presents a numerical solution for solving a nonlinear 2-D optimal control problem (2DOP). The performance index of a nonlinear 2DOP is described with a state and a control function. Furthermore, dynamic constraint of the system is given by a classical diffusion equation. It is preferred to use the Ritz method for finding the numerical solution of the problem. The method is based upon the Legendre polynomial basis. By using this method, the given optimisation nonlinear 2DOP reduces to the problem of solving a system of algebraic equations. The benefit of the method is that it provides greater flexibility in which the given initial and boundary conditions of the problem are imposed. Moreover, compared with the eigenfunction method, the satisfactory results are obtained only in a small number of polynomials order. This numerical approach is applicable and effective for such a kind of nonlinear 2DOP. The convergence of the method is extensively discussed and finally two illustrative examples are included to observe the validity and applicability of the new technique developed in the current work.

Iterative discrete ordinates solution of the equation for surface-reflected radiance

NASA Astrophysics Data System (ADS)

Radkevich, Alexander

2017-11-01

This paper presents a new method of numerical solution of the integral equation for the radiance reflected from an anisotropic surface. The equation relates the radiance at the surface level with BRDF and solutions of the standard radiative transfer problems for a slab with no reflection on its surfaces. It is also shown that the kernel of the equation satisfies the condition of the existence of a unique solution and the convergence of the successive approximations to that solution. The developed method features two basic steps: discretization on a 2D quadrature, and solving the resulting system of algebraic equations with successive over-relaxation method based on the Gauss-Seidel iterative process. Presented numerical examples show good coincidence between the surface-reflected radiance obtained with DISORT and the proposed method. Analysis of contributions of the direct and diffuse (but not yet reflected) parts of the downward radiance to the total solution is performed. Together, they represent a very good initial guess for the iterative process. This fact ensures fast convergence. The numerical evidence is given that the fastest convergence occurs with the relaxation parameter of 1 (no relaxation). An integral equation for BRDF is derived as inversion of the original equation. The potential of this new equation for BRDF retrievals is analyzed. The approach is found not viable as the BRDF equation appears to be an ill-posed problem, and it requires knowledge the surface-reflected radiance on the entire domain of both Sun and viewing zenith angles.

Third order maximum-principle-satisfying direct discontinuous Galerkin methods for time dependent convection diffusion equations on unstructured triangular meshes

DOE PAGES

Chen, Zheng; Huang, Hongying; Yan, Jue

2015-12-21

We develop 3rd order maximum-principle-satisfying direct discontinuous Galerkin methods [8], [9], [19] and [21] for convection diffusion equations on unstructured triangular mesh. We carefully calculate the normal derivative numerical flux across element edges and prove that, with proper choice of parameter pair (β 0,β 1) in the numerical flux formula, the quadratic polynomial solution satisfies strict maximum principle. The polynomial solution is bounded within the given range and third order accuracy is maintained. There is no geometric restriction on the meshes and obtuse triangles are allowed in the partition. As a result, a sequence of numerical examples are carried outmore » to demonstrate the accuracy and capability of the maximum-principle-satisfying limiter.« less

Application of Four-Point Newton-EGSOR iteration for the numerical solution of 2D Porous Medium Equations

NASA Astrophysics Data System (ADS)

Chew, J. V. L.; Sulaiman, J.

2017-09-01

Partial differential equations that are used in describing the nonlinear heat and mass transfer phenomena are difficult to be solved. For the case where the exact solution is difficult to be obtained, it is necessary to use a numerical procedure such as the finite difference method to solve a particular partial differential equation. In term of numerical procedure, a particular method can be considered as an efficient method if the method can give an approximate solution within the specified error with the least computational complexity. Throughout this paper, the two-dimensional Porous Medium Equation (2D PME) is discretized by using the implicit finite difference scheme to construct the corresponding approximation equation. Then this approximation equation yields a large-sized and sparse nonlinear system. By using the Newton method to linearize the nonlinear system, this paper deals with the application of the Four-Point Newton-EGSOR (4NEGSOR) iterative method for solving the 2D PMEs. In addition to that, the efficiency of the 4NEGSOR iterative method is studied by solving three examples of the problems. Based on the comparative analysis, the Newton-Gauss-Seidel (NGS) and the Newton-SOR (NSOR) iterative methods are also considered. The numerical findings show that the 4NEGSOR method is superior to the NGS and the NSOR methods in terms of the number of iterations to get the converged solutions, the time of computation and the maximum absolute errors produced by the methods.

A Penalty Method for the Numerical Solution of Hamilton-Jacobi-Bellman (HJB) Equations in Finance

NASA Astrophysics Data System (ADS)

Witte, J. H.; Reisinger, C.

2010-09-01

We present a simple and easy to implement method for the numerical solution of a rather general class of Hamilton-Jacobi-Bellman (HJB) equations. In many cases, the considered problems have only a viscosity solution, to which, fortunately, many intuitive (e.g. finite difference based) discretisations can be shown to converge. However, especially when using fully implicit time stepping schemes with their desireable stability properties, one is still faced with the considerable task of solving the resulting nonlinear discrete system. In this paper, we introduce a penalty method which approximates the nonlinear discrete system to an order of O(1/ρ), where ρ>0 is the penalty parameter, and we show that an iterative scheme can be used to solve the penalised discrete problem in finitely many steps. We include a number of examples from mathematical finance for which the described approach yields a rigorous numerical scheme and present numerical results.

Numerical stability in problems of linear algebra.

NASA Technical Reports Server (NTRS)

Babuska, I.

1972-01-01

Mathematical problems are introduced as mappings from the space of input data to that of the desired output information. Then a numerical process is defined as a prescribed recurrence of elementary operations creating the mapping of the underlying mathematical problem. The ratio of the error committed by executing the operations of the numerical process (the roundoff errors) to the error introduced by perturbations of the input data (initial error) gives rise to the concept of lambda-stability. As examples, several processes are analyzed from this point of view, including, especially, old and new processes for solving systems of linear algebraic equations with tridiagonal matrices. In particular, it is shown how such a priori information can be utilized as, for instance, a knowledge of the row sums of the matrix. Information of this type is frequently available where the system arises in connection with the numerical solution of differential equations.

A Well-Balanced Central-Upwind Scheme for the 2D Shallow Water Equations on Triangular Meshes

NASA Technical Reports Server (NTRS)

Bryson, Steve; Levy, Doron

2004-01-01

We are interested in approximating solutions of the two-dimensional shallow water equations with a bottom topography on triangular meshes. We show that there is a certain flexibility in choosing the numerical fluxes in the design of semi-discrete Godunov-type central schemes. We take advantage of this fact to generate a new second-order, central-upwind method for the two-dimensional shallow water equations that is well-balanced. We demonstrate the accuracy of our method as well as its balance properties in a variety of examples.

Implicit level set algorithms for modelling hydraulic fracture propagation.

PubMed

Peirce, A

2016-10-13

Hydraulic fractures are tensile cracks that propagate in pre-stressed solid media due to the injection of a viscous fluid. Developing numerical schemes to model the propagation of these fractures is particularly challenging due to the degenerate, hypersingular nature of the coupled integro-partial differential equations. These equations typically involve a singular free boundary whose velocity can only be determined by evaluating a distinguished limit. This review paper describes a class of numerical schemes that have been developed to use the multiscale asymptotic behaviour typically encountered near the fracture boundary as multiple physical processes compete to determine the evolution of the fracture. The fundamental concepts of locating the free boundary using the tip asymptotics and imposing the tip asymptotic behaviour in a weak form are illustrated in two quite different formulations of the governing equations. These formulations are the displacement discontinuity boundary integral method and the extended finite-element method. Practical issues are also discussed, including new models for proppant transport able to capture 'tip screen-out'; efficient numerical schemes to solve the coupled nonlinear equations; and fast methods to solve resulting linear systems. Numerical examples are provided to illustrate the performance of the numerical schemes. We conclude the paper with open questions for further research. This article is part of the themed issue 'Energy and the subsurface'. © 2016 The Author(s).

Implicit level set algorithms for modelling hydraulic fracture propagation

PubMed Central

2016-01-01

Hydraulic fractures are tensile cracks that propagate in pre-stressed solid media due to the injection of a viscous fluid. Developing numerical schemes to model the propagation of these fractures is particularly challenging due to the degenerate, hypersingular nature of the coupled integro-partial differential equations. These equations typically involve a singular free boundary whose velocity can only be determined by evaluating a distinguished limit. This review paper describes a class of numerical schemes that have been developed to use the multiscale asymptotic behaviour typically encountered near the fracture boundary as multiple physical processes compete to determine the evolution of the fracture. The fundamental concepts of locating the free boundary using the tip asymptotics and imposing the tip asymptotic behaviour in a weak form are illustrated in two quite different formulations of the governing equations. These formulations are the displacement discontinuity boundary integral method and the extended finite-element method. Practical issues are also discussed, including new models for proppant transport able to capture ‘tip screen-out’; efficient numerical schemes to solve the coupled nonlinear equations; and fast methods to solve resulting linear systems. Numerical examples are provided to illustrate the performance of the numerical schemes. We conclude the paper with open questions for further research.  This article is part of the themed issue ‘Energy and the subsurface’. PMID:27597787

Approximation and Numerical Analysis of Nonlinear Equations of Evolution.

DTIC Science & Technology

1980-01-31

dominant convective terms, or Stefan type problems such as the flow of fluids through porous media or the melting and freezing of ice. Such problems...means of formulating time-dependent Stefan problems was initiated. Classes of problems considered here include the one-phase and two-phase Stefan ...some new numerical methods were 2 developed for two dimensional, two-phase Stefan problems with time dependent boundary conditions. A variety of example

Solving PDEs with Intrepid

DOE PAGES

Bochev, P.; Edwards, H. C.; Kirby, R. C.; ...

2012-01-01

Intrepid is a Trilinos package for advanced discretizations of Partial Differential Equations (PDEs). The package provides a comprehensive set of tools for local, cell-based construction of a wide range of numerical methods for PDEs. This paper describes the mathematical ideas and software design principles incorporated in the package. We also provide representative examples showcasing the use of Intrepid both in the context of numerical PDEs and the more general context of data analysis.

Transonic small disturbances equation applied to the solution of two-dimensional nonsteady flows

NASA Technical Reports Server (NTRS)

Couston, M.; Angelini, J. J.; Mulak, P.

1980-01-01

Transonic nonsteady flows are of large practical interest. Aeroelastic instability prediction, control figured vehicle techniques or rotary wings in forward flight are some examples justifying the effort undertaken to improve knowledge of these problems is described. The numerical solution of these problems under the potential flow hypothesis is described. The use of an alternating direction implicit scheme allows the efficient resolution of the two dimensional transonic small perturbations equation.

Observability of discretized partial differential equations

NASA Technical Reports Server (NTRS)

Cohn, Stephen E.; Dee, Dick P.

1988-01-01

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

A convex penalty for switching control of partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Clason, Christian; Rund, Armin; Kunisch, Karl

2016-01-19

A convex penalty for promoting switching controls for partial differential equations is introduced; such controls consist of an arbitrary number of components of which at most one should be simultaneously active. Using a Moreau–Yosida approximation, a family of approximating problems is obtained that is amenable to solution by a semismooth Newton method. In conclusion, the efficiency of this approach and the structure of the obtained controls are demonstrated by numerical examples.

Numerical solution of the exact cavity equations of motion for an unstable optical resonator.

PubMed

Bowers, M S; Moody, S E

1990-09-20

We solve numerically, we believe for the first time, the exact cavity equations of motion for a realistic unstable resonator with a simple gain saturation model. The cavity equations of motion, first formulated by Siegman ["Exact Cavity Equations for Lasers with Large Output Coupling," Appl. Phys. Lett. 36, 412-414 (1980)], and which we term the dynamic coupled modes (DCM) method of solution, solve for the full 3-D time dependent electric field inside the optical cavity by expanding the field in terms of the actual diffractive transverse eigenmodes of the bare (gain free) cavity with time varying coefficients. The spatially varying gain serves to couple the bare cavity transverse modes and to scatter power from mode to mode. We show that the DCM method numerically converges with respect to the number of eigenmodes in the basis set. The intracavity intensity in the numerical example shown reaches a steady state, and this steady state distribution is compared with that computed from the traditional Fox and Li approach using a fast Fourier transform propagation algorithm. The output wavefronts from both methods are quite similar, and the computed output powers agree to within 10%. The usefulness and advantages of using this method for predicting the output of a laser, especially pulsed lasers used for coherent detection, are discussed.

Determination of lateral-stability derivatives and transfer-function coefficients from frequency-response data for lateral motions

NASA Technical Reports Server (NTRS)

Donegan, James J; Robinson, Samuel W , Jr; Gates, Ordway, B , jr

1955-01-01

A method is presented for determining the lateral-stability derivatives, transfer-function coefficients, and the modes for lateral motion from frequency-response data for a rigid aircraft. The method is based on the application of the vector technique to the equations of lateral motion, so that the three equations of lateral motion can be separated into six equations. The method of least squares is then applied to the data for each of these equations to yield the coefficients of the equations of lateral motion from which the lateral-stability derivatives and lateral transfer-function coefficients are computed. Two numerical examples are given to demonstrate the use of the method.

Direct Solution of the Chemical Master Equation Using Quantized Tensor Trains

PubMed Central

Kazeev, Vladimir; Khammash, Mustafa; Nip, Michael; Schwab, Christoph

2014-01-01

The Chemical Master Equation (CME) is a cornerstone of stochastic analysis and simulation of models of biochemical reaction networks. Yet direct solutions of the CME have remained elusive. Although several approaches overcome the infinite dimensional nature of the CME through projections or other means, a common feature of proposed approaches is their susceptibility to the curse of dimensionality, i.e. the exponential growth in memory and computational requirements in the number of problem dimensions. We present a novel approach that has the potential to “lift” this curse of dimensionality. The approach is based on the use of the recently proposed Quantized Tensor Train (QTT) formatted numerical linear algebra for the low parametric, numerical representation of tensors. The QTT decomposition admits both, algorithms for basic tensor arithmetics with complexity scaling linearly in the dimension (number of species) and sub-linearly in the mode size (maximum copy number), and a numerical tensor rounding procedure which is stable and quasi-optimal. We show how the CME can be represented in QTT format, then use the exponentially-converging -discontinuous Galerkin discretization in time to reduce the CME evolution problem to a set of QTT-structured linear equations to be solved at each time step using an algorithm based on Density Matrix Renormalization Group (DMRG) methods from quantum chemistry. Our method automatically adapts the “basis” of the solution at every time step guaranteeing that it is large enough to capture the dynamics of interest but no larger than necessary, as this would increase the computational complexity. Our approach is demonstrated by applying it to three different examples from systems biology: independent birth-death process, an example of enzymatic futile cycle, and a stochastic switch model. The numerical results on these examples demonstrate that the proposed QTT method achieves dramatic speedups and several orders of magnitude storage savings over direct approaches. PMID:24626049

A hybrid, coupled approach for modeling charged fluids from the nano to the mesoscale

DOE PAGES

Cheung, James; Frischknecht, Amalie L.; Perego, Mauro; ...

2017-07-20

Here, we develop and demonstrate a new, hybrid simulation approach for charged fluids, which combines the accuracy of the nonlocal, classical density functional theory (cDFT) with the efficiency of the Poisson–Nernst–Planck (PNP) equations. The approach is motivated by the fact that the more accurate description of the physics in the cDFT model is required only near the charged surfaces, while away from these regions the PNP equations provide an acceptable representation of the ionic system. We formulate the hybrid approach in two stages. The first stage defines a coupled hybrid model in which the PNP and cDFT equations act independentlymore » on two overlapping domains, subject to suitable interface coupling conditions. At the second stage we apply the principles of the alternating Schwarz method to the hybrid model by using the interface conditions to define the appropriate boundary conditions and volume constraints exchanged between the PNP and the cDFT subdomains. Numerical examples with two representative examples of ionic systems demonstrate the numerical properties of the method and its potential to reduce the computational cost of a full cDFT calculation, while retaining the accuracy of the latter near the charged surfaces.« less

A hybrid, coupled approach for modeling charged fluids from the nano to the mesoscale

NASA Astrophysics Data System (ADS)

Cheung, James; Frischknecht, Amalie L.; Perego, Mauro; Bochev, Pavel

2017-11-01

We develop and demonstrate a new, hybrid simulation approach for charged fluids, which combines the accuracy of the nonlocal, classical density functional theory (cDFT) with the efficiency of the Poisson-Nernst-Planck (PNP) equations. The approach is motivated by the fact that the more accurate description of the physics in the cDFT model is required only near the charged surfaces, while away from these regions the PNP equations provide an acceptable representation of the ionic system. We formulate the hybrid approach in two stages. The first stage defines a coupled hybrid model in which the PNP and cDFT equations act independently on two overlapping domains, subject to suitable interface coupling conditions. At the second stage we apply the principles of the alternating Schwarz method to the hybrid model by using the interface conditions to define the appropriate boundary conditions and volume constraints exchanged between the PNP and the cDFT subdomains. Numerical examples with two representative examples of ionic systems demonstrate the numerical properties of the method and its potential to reduce the computational cost of a full cDFT calculation, while retaining the accuracy of the latter near the charged surfaces.

A hybrid, coupled approach for modeling charged fluids from the nano to the mesoscale

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cheung, James; Frischknecht, Amalie L.; Perego, Mauro

Here, we develop and demonstrate a new, hybrid simulation approach for charged fluids, which combines the accuracy of the nonlocal, classical density functional theory (cDFT) with the efficiency of the Poisson–Nernst–Planck (PNP) equations. The approach is motivated by the fact that the more accurate description of the physics in the cDFT model is required only near the charged surfaces, while away from these regions the PNP equations provide an acceptable representation of the ionic system. We formulate the hybrid approach in two stages. The first stage defines a coupled hybrid model in which the PNP and cDFT equations act independentlymore » on two overlapping domains, subject to suitable interface coupling conditions. At the second stage we apply the principles of the alternating Schwarz method to the hybrid model by using the interface conditions to define the appropriate boundary conditions and volume constraints exchanged between the PNP and the cDFT subdomains. Numerical examples with two representative examples of ionic systems demonstrate the numerical properties of the method and its potential to reduce the computational cost of a full cDFT calculation, while retaining the accuracy of the latter near the charged surfaces.« less

On Critical Behaviour in Systems of Hamiltonian Partial Differential Equations.

PubMed

Dubrovin, Boris; Grava, Tamara; Klein, Christian; Moro, Antonio

2015-01-01

We study the critical behaviour of solutions to weakly dispersive Hamiltonian systems considered as perturbations of elliptic and hyperbolic systems of hydrodynamic type with two components. We argue that near the critical point of gradient catastrophe of the dispersionless system, the solutions to a suitable initial value problem for the perturbed equations are approximately described by particular solutions to the Painlevé-I (P[Formula: see text]) equation or its fourth-order analogue P[Formula: see text]. As concrete examples, we discuss nonlinear Schrödinger equations in the semiclassical limit. A numerical study of these cases provides strong evidence in support of the conjecture.

Spin coefficients and gauge fixing in the Newman-Penrose formalism

NASA Astrophysics Data System (ADS)

Nerozzi, Andrea

2017-03-01

Since its introduction in 1962, the Newman-Penrose formalism has been widely used in analytical and numerical studies of Einstein's equations, like for example for the Teukolsky master equation, or as a powerful wave extraction tool in numerical relativity. Despite the many applications, Einstein's equations in the Newman-Penrose formalism appear complicated and not easily applicable to general studies of spacetimes, mainly because physical and gauge degrees of freedom are mixed in a nontrivial way. In this paper we approach the whole formalism with the goal of expressing the spin coefficients as functions of tetrad invariants once a particular tetrad is chosen. We show that it is possible to do so, and give for the first time a general recipe for the task, as well as an indication of the quantities and identities that are required.

Electroelastic fields in a layered piezoelectric cylindrical shell under dynamic load

NASA Astrophysics Data System (ADS)

Saviz, M. R.; Shakeri, M.; Yas, M. H.

2007-10-01

The objective of this paper is to demonstrate layerwise theory for the analysis of thick laminated piezoelectric shell structures. A general finite element formulation using the layerwise theory is developed for a laminated cylindrical shell with piezoelectric layers, subjected to dynamic loads. The quadratic approximation of the displacement and electric potential in the thickness direction is considered. The governing equations are reduced to two-dimensional (2D) differential equations. The three-dimensional (3D) elasticity solution is also presented. The resulting equations are solved by a proper finite element method. The numerical results for static loading are compared with exact solutions of benchmark problems. Numerical examples of the dynamic problem are presented. The convergence is studied, as is the influence of the electromechanical coupling on the axisymmetric free-vibration characteristics of a thick cylinder.

Recursive least squares method of regression coefficients estimation as a special case of Kalman filter

NASA Astrophysics Data System (ADS)

Borodachev, S. M.

2016-06-01

The simple derivation of recursive least squares (RLS) method equations is given as special case of Kalman filter estimation of a constant system state under changing observation conditions. A numerical example illustrates application of RLS to multicollinearity problem.

A higher order numerical method for time fractional partial differential equations with nonsmooth data

NASA Astrophysics Data System (ADS)

Xing, Yanyuan; Yan, Yubin

2018-03-01

Gao et al. [11] (2014) introduced a numerical scheme to approximate the Caputo fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 by directly approximating the integer-order derivative with some finite difference quotients in the definition of the Caputo fractional derivative, see also Lv and Xu [20] (2016), where k is the time step size. Under the assumption that the solution of the time fractional partial differential equation is sufficiently smooth, Lv and Xu [20] (2016) proved by using energy method that the corresponding numerical method for solving time fractional partial differential equation has the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. However, in general the solution of the time fractional partial differential equation has low regularity and in this case the numerical method fails to have the convergence rate O (k 3 - α), 0 < α < 1 uniformly with respect to the time variable t. In this paper, we first obtain a similar approximation scheme to the Riemann-Liouville fractional derivative with the convergence rate O (k 3 - α), 0 < α < 1 as in Gao et al. [11] (2014) by approximating the Hadamard finite-part integral with the piecewise quadratic interpolation polynomials. Based on this scheme, we introduce a time discretization scheme to approximate the time fractional partial differential equation and show by using Laplace transform methods that the time discretization scheme has the convergence rate O (k 3 - α), 0 < α < 1 for any fixed tn > 0 for smooth and nonsmooth data in both homogeneous and inhomogeneous cases. Numerical examples are given to show that the theoretical results are consistent with the numerical results.

Stresses in and general instability of monocoque cylinders with cutouts II : calculation of the stresses in a cylinder with a symmetric cutout

NASA Technical Reports Server (NTRS)

Hoff, N J; Boley, Bruno A; Klein, Bertram

1945-01-01

A numerical procedure is presented for the calculation of the stresses in a monocoque cylinder with a cutout. In the procedure the structure is broken up into a great many units; the forces in these units corresponding to specified distortions of the units are calculated; a set of linear equations is established expressing the equilibrium conditions of the units in the distorted state; and the simultaneous linear equations are solved. A fully worked out numerical example, corresponding to the application of a pure bending moment, gave results in good agreement with experiments carried out earlier at the Polytechnic Institute of Brooklyn.

High Order Discontinuous Gelerkin Methods for Convection Dominated Problems with Application to Aeroacoustics

NASA Technical Reports Server (NTRS)

Shu, Chi-Wang

2000-01-01

This project is about the investigation of the development of the discontinuous Galerkin finite element methods, for general geometry and triangulations, for solving convection dominated problems, with applications to aeroacoustics. On the analysis side, we have studied the efficient and stable discontinuous Galerkin framework for small second derivative terms, for example in Navier-Stokes equations, and also for related equations such as the Hamilton-Jacobi equations. This is a truly local discontinuous formulation where derivatives are considered as new variables. On the applied side, we have implemented and tested the efficiency of different approaches numerically. Related issues in high order ENO and WENO finite difference methods and spectral methods have also been investigated. Jointly with Hu, we have presented a discontinuous Galerkin finite element method for solving the nonlinear Hamilton-Jacobi equations. This method is based on the RungeKutta discontinuous Galerkin finite element method for solving conservation laws. The method has the flexibility of treating complicated geometry by using arbitrary triangulation, can achieve high order accuracy with a local, compact stencil, and are suited for efficient parallel implementation. One and two dimensional numerical examples are given to illustrate the capability of the method. Jointly with Hu, we have constructed third and fourth order WENO schemes on two dimensional unstructured meshes (triangles) in the finite volume formulation. The third order schemes are based on a combination of linear polynomials with nonlinear weights, and the fourth order schemes are based on combination of quadratic polynomials with nonlinear weights. We have addressed several difficult issues associated with high order WENO schemes on unstructured mesh, including the choice of linear and nonlinear weights, what to do with negative weights, etc. Numerical examples are shown to demonstrate the accuracies and robustness of the methods for shock calculations. Jointly with P. Montarnal, we have used a recently developed energy relaxation theory by Coquel and Perthame and high order weighted essentially non-oscillatory (WENO) schemes to simulate the Euler equations of real gas. The main idea is an energy decomposition under the form epsilon = epsilon(sub 1) + epsilon(sub 2), where epsilon(sub 1) is associated with a simpler pressure law (gamma)-law in this paper) and the nonlinear deviation epsilon(sub 2) is convected with the flow. A relaxation process is performed for each time step to ensure that the original pressure law is satisfied. The necessary characteristic decomposition for the high order WENO schemes is performed on the characteristic fields based on the epsilon(sub l) gamma-law. The algorithm only calls for the original pressure law once per grid point per time step, without the need to compute its derivatives or any Riemann solvers. Both one and two dimensional numerical examples are shown to illustrate the effectiveness of this approach.

Fractional dynamics of charged particles in magnetic fields

NASA Astrophysics Data System (ADS)

Coronel-Escamilla, A.; Gómez-Aguilar, J. F.; Alvarado-Méndez, E.; Guerrero-Ramírez, G. V.; Escobar-Jiménez, R. F.

2016-02-01

In many physical applications the electrons play a relevant role. For example, when a beam of electrons accelerated to relativistic velocities is used as an active medium to generate Free Electron Lasers (FEL), the electrons are bound to atoms, but move freely in a magnetic field. The relaxation time, longitudinal effects and transverse variations of the optical field are parameters that play an important role in the efficiency of this laser. The electron dynamics in a magnetic field is a means of radiation source for coupling to the electric field. The transverse motion of the electrons leads to either gain or loss energy from or to the field, depending on the position of the particle regarding the phase of the external radiation field. Due to the importance to know with great certainty the displacement of charged particles in a magnetic field, in this work we study the fractional dynamics of charged particles in magnetic fields. Newton’s second law is considered and the order of the fractional differential equation is (0;1]. Based on the Grünwald-Letnikov (GL) definition, the discretization of fractional differential equations is reported to get numerical simulations. Comparison between the numerical solutions obtained on Euler’s numerical method for the classical case and the GL definition in the fractional approach proves the good performance of the numerical scheme applied. Three application examples are shown: constant magnetic field, ramp magnetic field and harmonic magnetic field. In the first example the results obtained show bistability. Dissipative effects are observed in the system and the standard dynamic is recovered when the order of the fractional derivative is 1.

Numerical modelling of bifurcation and localisation in cohesive-frictional materials

NASA Astrophysics Data System (ADS)

de Borst, René

1991-12-01

Methods are reviewed for analysing highly localised failure and bifurcation modes in discretised mechanical systems as typically arise in numerical simulations of failure in soils, rocks, metals and concrete. By the example of a plane-strain biaxial test it is shown that strain softening and lack of normality in elasto-plastic constitutive equations and the ensuing loss of ellipticity of the governing field equations cause a pathological mesh dependence of numerical solutions for such problems, thus rendering the results effectively meaningless. The need for introduction of higher-order continuum models is emphasised to remedy this shortcoming of the conventional approach. For one such a continuum model, namely the unconstrained Cosserat continuum, it is demonstrated that meaningful and convergent solutions (in the sense that a finite width of the localisation zone is computed upon mesh refinement) can be obtained.

On finite element implementation and computational techniques for constitutive modeling of high temperature composites

NASA Technical Reports Server (NTRS)

Saleeb, A. F.; Chang, T. Y. P.; Wilt, T.; Iskovitz, I.

1989-01-01

The research work performed during the past year on finite element implementation and computational techniques pertaining to high temperature composites is outlined. In the present research, two main issues are addressed: efficient geometric modeling of composite structures and expedient numerical integration techniques dealing with constitutive rate equations. In the first issue, mixed finite elements for modeling laminated plates and shells were examined in terms of numerical accuracy, locking property and computational efficiency. Element applications include (currently available) linearly elastic analysis and future extension to material nonlinearity for damage predictions and large deformations. On the material level, various integration methods to integrate nonlinear constitutive rate equations for finite element implementation were studied. These include explicit, implicit and automatic subincrementing schemes. In all cases, examples are included to illustrate the numerical characteristics of various methods that were considered.

Numerical Solutions of the Nonlinear Fractional-Order Brusselator System by Bernstein Polynomials

PubMed Central

Khan, Rahmat Ali; Tajadodi, Haleh; Johnston, Sarah Jane

2014-01-01

In this paper we propose the Bernstein polynomials to achieve the numerical solutions of nonlinear fractional-order chaotic system known by fractional-order Brusselator system. We use operational matrices of fractional integration and multiplication of Bernstein polynomials, which turns the nonlinear fractional-order Brusselator system to a system of algebraic equations. Two illustrative examples are given in order to demonstrate the accuracy and simplicity of the proposed techniques. PMID:25485293

Thermoviscoelastoplastic Deformation of Compound Shells of Revolution Made of a Damageable Material

NASA Astrophysics Data System (ADS)

Shevchenko, Yu. N.; Galishin, A. Z.; Babeshko, M. E.

2015-11-01

A technique for numerical analysis of the thermoviscoelastoplastic deformation of thin compound shells made of a damageable material in which a fracture front propagates is described. A procedure for automatic variation in the step of integration of the kinetic damage equation is developed. A two-layer cylindrical shell cooling by convection and subjected to internal pressure and tensile force is analyzed as an example. The numerical data are presented and analyzed

Application of singular value decomposition to structural dynamics systems with constraints

NASA Technical Reports Server (NTRS)

Juang, J.-N.; Pinson, L. D.

1985-01-01

Singular value decomposition is used to construct a coordinate transformation for a linear dynamic system subject to linear, homogeneous constraint equations. The method is compared with two commonly used methods, namely classical Gaussian elimination and Walton-Steeves approach. Although the classical method requires fewer numerical operations, the singular value decomposition method is more accurate and convenient in eliminating the dependent coordinates. Numerical examples are presented to demonstrate the application of the method.

Calculation of the lateral-dynamic stability of aircraft

NASA Technical Reports Server (NTRS)

Raikh, A

1952-01-01

Graphs and formulas are given with the aid of which all the aerodynamic coefficients required for computing the lateral dynamic stability can be determined. A number of numerical examples are given for obtaining the stability derivatives and solving the characteristic-stability equation. Approximate formulas are derived with the aid of which rapid preliminary computations may be made and the stability coefficients corrected for certain modifications of the airplane. A derivation of the lateral-dynamic-stability equations is included.

A Comparative Analysis of a Generalized Lanchester Equation Model and a Stochastic Computer Simulation Model.

DTIC Science & Technology

1987-03-01

model is one in which words or numerical descriptions are used to represent an entity or process. An example of a symbolic model is a mathematical ...are the third type of model used in modeling combat attrition. Analytical models are symbolic models which use mathematical symbols and equations to...simplicity and the ease of tracing through the mathematical computations. In this section I will discuss some of the shortcoming which have been

The use of solution adaptive grids in solving partial differential equations

NASA Technical Reports Server (NTRS)

Anderson, D. A.; Rai, M. M.

1982-01-01

The grid point distribution used in solving a partial differential equation using a numerical method has a substantial influence on the quality of the solution. An adaptive grid which adjusts as the solution changes provides the best results when the number of grid points available for use during the calculation is fixed. Basic concepts used in generating and applying adaptive grids are reviewed in this paper, and examples illustrating applications of these concepts are presented.

Lattice Boltzmann model for simulation of magnetohydrodynamics

NASA Technical Reports Server (NTRS)

Chen, Shiyi; Chen, Hudong; Martinez, Daniel; Matthaeus, William

1991-01-01

A numerical method, based on a discrete Boltzmann equation, is presented for solving the equations of magnetohydrodynamics (MHD). The algorithm provides advantages similar to the cellular automaton method in that it is local and easily adapted to parallel computing environments. Because of much lower noise levels and less stringent requirements on lattice size, the method appears to be more competitive with traditional solution methods. Examples show that the model accurately reproduces both linear and nonlinear MHD phenomena.

Symplectic discretization for spectral element solution of Maxwell's equations

NASA Astrophysics Data System (ADS)

Zhao, Yanmin; Dai, Guidong; Tang, Yifa; Liu, Qinghuo

2009-08-01

Applying the spectral element method (SEM) based on the Gauss-Lobatto-Legendre (GLL) polynomial to discretize Maxwell's equations, we obtain a Poisson system or a Poisson system with at most a perturbation. For the system, we prove that any symplectic partitioned Runge-Kutta (PRK) method preserves the Poisson structure and its implied symplectic structure. Numerical examples show the high accuracy of SEM and the benefit of conserving energy due to the use of symplectic methods.

Computation of rare transitions in the barotropic quasi-geostrophic equations

NASA Astrophysics Data System (ADS)

Laurie, Jason; Bouchet, Freddy

2015-01-01

We investigate the theoretical and numerical computation of rare transitions in simple geophysical turbulent models. We consider the barotropic quasi-geostrophic and two-dimensional Navier-Stokes equations in regimes where bistability between two coexisting large-scale attractors exist. By means of large deviations and instanton theory with the use of an Onsager-Machlup path integral formalism for the transition probability, we show how one can directly compute the most probable transition path between two coexisting attractors analytically in an equilibrium (Langevin) framework and numerically otherwise. We adapt a class of numerical optimization algorithms known as minimum action methods to simple geophysical turbulent models. We show that by numerically minimizing an appropriate action functional in a large deviation limit, one can predict the most likely transition path for a rare transition between two states. By considering examples where theoretical predictions can be made, we show that the minimum action method successfully predicts the most likely transition path. Finally, we discuss the application and extension of such numerical optimization schemes to the computation of rare transitions observed in direct numerical simulations and experiments and to other, more complex, turbulent systems.

Numerical Simulation of Two Phase Flows

NASA Technical Reports Server (NTRS)

Liou, Meng-Sing

2001-01-01

Two phase flows can be found in broad situations in nature, biology, and industry devices and can involve diverse and complex mechanisms. While the physical models may be specific for certain situations, the mathematical formulation and numerical treatment for solving the governing equations can be general. Hence, we will require information concerning each individual phase as needed in a single phase. but also the interactions between them. These interaction terms, however, pose additional numerical challenges because they are beyond the basis that we use to construct modern numerical schemes, namely the hyperbolicity of equations. Moreover, due to disparate differences in time scales, fluid compressibility and nonlinearity become acute, further complicating the numerical procedures. In this paper, we will show the ideas and procedure how the AUSM-family schemes are extended for solving two phase flows problems. Specifically, both phases are assumed in thermodynamic equilibrium, namely, the time scales involved in phase interactions are extremely short in comparison with those in fluid speeds and pressure fluctuations. Details of the numerical formulation and issues involved are discussed and the effectiveness of the method are demonstrated for several industrial examples.

Theory of biaxial graded-index optical fiber. M.S. Thesis

NASA Technical Reports Server (NTRS)

Kawalko, Stephen F.

1990-01-01

A biaxial graded-index fiber with a homogeneous cladding is studied. Two methods, wave equation and matrix differential equation, of formulating the problem and their respective solutions are discussed. For the wave equation formulation of the problem it is shown that for the case of a diagonal permittivity tensor the longitudinal electric and magnetic fields satisfy a pair of coupled second-order differential equations. Also, a generalized dispersion relation is derived in terms of the solutions for the longitudinal electric and magnetic fields. For the case of a step-index fiber, either isotropic or uniaxial, these differential equations can be solved exactly in terms of Bessel functions. For the cases of an istropic graded-index and a uniaxial graded-index fiber, a solution using the Wentzel, Krammers and Brillouin (WKB) approximation technique is shown. Results for some particular permittivity profiles are presented. Also the WKB solutions is compared with the vector solution found by Kurtz and Streifer. For the matrix formulation it is shown that the tangential components of the electric and magnetic fields satisfy a system of four first-order differential equations which can be conveniently written in matrix form. For the special case of meridional modes, the system of equations splits into two systems of two equations. A general iterative technique, asymptotic partitioning of systems of equations, for solving systems of differential equations is presented. As a simple example, Bessel's differential equation is written in matrix form and is solved using this asymptotic technique. Low order solutions for particular examples of a biaxial and uniaxial graded-index fiber are presented. Finally numerical results obtained using the asymptotic technique are presented for particular examples of isotropic and uniaxial step-index fibers and isotropic, uniaxial and biaxial graded-index fibers.

The Complex-Step-Finite-Difference method

NASA Astrophysics Data System (ADS)

Abreu, Rafael; Stich, Daniel; Morales, Jose

2015-07-01

We introduce the Complex-Step-Finite-Difference method (CSFDM) as a generalization of the well-known Finite-Difference method (FDM) for solving the acoustic and elastic wave equations. We have found a direct relationship between modelling the second-order wave equation by the FDM and the first-order wave equation by the CSFDM in 1-D, 2-D and 3-D acoustic media. We present the numerical methodology in order to apply the introduced CSFDM and show an example for wave propagation in simple homogeneous and heterogeneous models. The CSFDM may be implemented as an extension into pre-existing numerical techniques in order to obtain fourth- or sixth-order accurate results with compact three time-level stencils. We compare advantages of imposing various types of initial motion conditions of the CSFDM and demonstrate its higher-order accuracy under the same computational cost and dispersion-dissipation properties. The introduced method can be naturally extended to solve different partial differential equations arising in other fields of science and engineering.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Fleury, Pierre; Uzan, Jean-Philippe; Larena, Julien, E-mail: fleury@iap.fr, E-mail: j.larena@ru.ac.za, E-mail: uzan@iap.fr

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing usmore » to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.« less

The theory of stochastic cosmological lensing

NASA Astrophysics Data System (ADS)

Fleury, Pierre; Larena, Julien; Uzan, Jean-Philippe

2015-11-01

On the scale of the light beams subtended by small sources, e.g. supernovae, matter cannot be accurately described as a fluid, which questions the applicability of standard cosmic lensing to those cases. In this article, we propose a new formalism to deal with small-scale lensing as a diffusion process: the Sachs and Jacobi equations governing the propagation of narrow light beams are treated as Langevin equations. We derive the associated Fokker-Planck-Kolmogorov equations, and use them to deduce general analytical results on the mean and dispersion of the angular distance. This formalism is applied to random Einstein-Straus Swiss-cheese models, allowing us to: (1) show an explicit example of the involved calculations; (2) check the validity of the method against both ray-tracing simulations and direct numerical integration of the Langevin equation. As a byproduct, we obtain a post-Kantowski-Dyer-Roeder approximation, accounting for the effect of tidal distortions on the angular distance, in excellent agreement with numerical results. Besides, the dispersion of the angular distance is correctly reproduced in some regimes.

Numerical analysis of composite STEEL-CONCRETE SECTIONS using integral equation of Volterra

NASA Astrophysics Data System (ADS)

Partov, Doncho; Kantchev, Vesselin

2011-09-01

The paper presents analysis of the stress and deflections changes due to creep in statically determinate composite steel-concrete beam. The mathematical model involves the equation of equilibrium, compatibility and constitutive relationship, i.e. an elastic law for the steel part and an integral-type creep law of Boltzmann — Volterra for the concrete part. On the basis of the theory of the viscoelastic body of Arutyunian-Trost-Bažant for determining the redistribution of stresses in beam section between concrete plate and steel beam with respect to time "t", two independent Volterra integral equations of the second kind have been derived. Numerical method based on linear approximation of the singular kernal function in the integral equation is presented. Example with the model proposed is investigated. The creep functions is suggested by the model CEB MC90-99 and the "ACI 209R-92 model. The elastic modulus of concrete E c (t) is assumed to be constant in time `t'. The obtained results from the both models are compared.

Ground resonance analysis using a substructure modeling approach

NASA Technical Reports Server (NTRS)

Chen, S.-Y.; Berman, A.; Austin, E. E.

1984-01-01

A convenient and versatile procedure for modeling and analyzing ground resonance phenomena is described and illustrated. A computer program is used which dynamically couples differential equations with nonlinear and time dependent coefficients. Each set of differential equations may represent a component such as a rotor, fuselage, landing gear, or a failed damper. Arbitrary combinations of such components may be formulated into a model of a system. When the coupled equations are formed, a procedure is executed which uses a Floquet analysis to determine the stability of the system. Illustrations of the use of the procedures along with the numerical examples are presented.

Ground resonance analysis using a substructure modeling approach

NASA Technical Reports Server (NTRS)

Chen, S. Y.; Austin, E. E.; Berman, A.

1985-01-01

A convenient and versatile procedure for modeling and analyzing ground resonance phenomena is described and illustrated. A computer program is used which dynamically couples differential equations with nonlinear and time dependent coefficients. Each set of differential equations may represent a component such as a rotor, fuselage, landing gear, or a failed damper. Arbitrary combinations of such components may be formulated into a model of a system. When the coupled equations are formed, a procedure is executed which uses a Floquet analysis to determine the stability of the system. Illustrations of the use of the procedures along with the numerical examples are presented.

Permanent-magnet linear alternators. I - Fundamental equations. II - Design guidelines

NASA Astrophysics Data System (ADS)

Boldea, I.; Nasar, S. A.

1987-01-01

The general equations of permanent-magnet heteropolar three-phase and single-phase linear alternators, powered by free-piston Stirling engines, are presented, with application to space power stations and domestic applications including solar power plants. The equations are applied to no-load and short-circuit conditions, illustrating the end-effect caused by the speed-reversal process. In the second part, basic design guidelines for a three-phase tubular linear alternator are given, and the procedure is demonstrated with the numerical example of the design of a 25-kVA, 14.4-m/s, 120/220-V, 60-Hz alternator.

On the solution of integral equations with strongly singular kernels

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1986-01-01

Some useful formulas are developed to evaluate integrals having a singularity of the form (t-x) sup-m ,m greater than or equal 1. Interpreting the integrals with strong singularities in Hadamard sense, the results are used to obtain approximate solutions of singular integral equations. A mixed boundary value problem from the theory of elasticity is considered as an example. Particularly for integral equations where the kernel contains, in addition to the dominant term (t-x) sup -m , terms which become unbounded at the end points, the present technique appears to be extremely effective to obtain rapidly converging numerical results.

On the solution of integral equations with strong ly singular kernels

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1985-01-01

In this paper some useful formulas are developed to evaluate integrals having a singularity of the form (t-x) sup-m, m or = 1. Interpreting the integrals with strong singularities in Hadamard sense, the results are used to obtain approximate solutions of singular integral equations. A mixed boundary value problem from the theory of elasticity is considered as an example. Particularly for integral equations where the kernel contains, in addition to the dominant term (t,x) sup-m, terms which become unbounded at the end points, the present technique appears to be extremely effective to obtain rapidly converging numerical results.

On the solution of integral equations with strongly singular kernels

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1987-01-01

Some useful formulas are developed to evaluate integrals having a singularity of the form (t-x) sup-m, m greater than or equal 1. Interpreting the integrals with strong singularities in Hadamard sense, the results are used to obtain approximate solutions of singular integral equations. A mixed boundary value problem from the theory of elasticity is considered as an example. Particularly for integral equations where the kernel contains, in addition to the dominant term (t-x) sup-m, terms which become unbounded at the end points, the present technique appears to be extremely effective to obtain rapidly converging numerical results.

Analytical solutions for the motion of a charged particle in electric and magnetic fields via non-singular fractional derivatives

NASA Astrophysics Data System (ADS)

Morales-Delgado, V. F.; Gómez-Aguilar, J. F.; Taneco-Hernandez, M. A.

2017-12-01

In this work we propose fractional differential equations for the motion of a charged particle in electric, magnetic and electromagnetic fields. Exact solutions are obtained for the fractional differential equations by employing the Laplace transform method. The temporal fractional differential equations are considered in the Caputo-Fabrizio-Caputo and Atangana-Baleanu-Caputo sense. Application examples consider constant, ramp and harmonic fields. In addition, we present numerical results for different values of the fractional order. In all cases, when α = 1, we recover the standard electrodynamics.

Use of dirichlet distributions and orthogonal projection techniques for the fluctuation analysis of steady-state multivariate birth-death systems

NASA Astrophysics Data System (ADS)

Palombi, Filippo; Toti, Simona

2015-05-01

Approximate weak solutions of the Fokker-Planck equation represent a useful tool to analyze the equilibrium fluctuations of birth-death systems, as they provide a quantitative knowledge lying in between numerical simulations and exact analytic arguments. In this paper, we adapt the general mathematical formalism known as the Ritz-Galerkin method for partial differential equations to the Fokker-Planck equation with time-independent polynomial drift and diffusion coefficients on the simplex. Then, we show how the method works in two examples, namely the binary and multi-state voter models with zealots.

Congruence Approximations for Entrophy Endowed Hyperbolic Systems

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Saini, Subhash (Technical Monitor)

1998-01-01

Building upon the standard symmetrization theory for hyperbolic systems of conservation laws, congruence properties of the symmetrized system are explored. These congruence properties suggest variants of several stabilized numerical discretization procedures for hyperbolic equations (upwind finite-volume, Galerkin least-squares, discontinuous Galerkin) that benefit computationally from congruence approximation. Specifically, it becomes straightforward to construct the spatial discretization and Jacobian linearization for these schemes (given a small amount of derivative information) for possible use in Newton's method, discrete optimization, homotopy algorithms, etc. Some examples will be given for the compressible Euler equations and the nonrelativistic MHD equations using linear and quadratic spatial approximation.

Stochastic Optimal Prediction with Application to Averaged Euler Equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bell, John; Chorin, Alexandre J.; Crutchfield, William

Optimal prediction (OP) methods compensate for a lack of resolution in the numerical solution of complex problems through the use of an invariant measure as a prior measure in the Bayesian sense. In first-order OP, unresolved information is approximated by its conditional expectation with respect to the invariant measure. In higher-order OP, unresolved information is approximated by a stochastic estimator, leading to a system of random or stochastic differential equations. We explain the ideas through a simple example, and then apply them to the solution of Averaged Euler equations in two space dimensions.

A high-order Lagrangian-decoupling method for the incompressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Ho, Lee-Wing; Maday, Yvon; Patera, Anthony T.; Ronquist, Einar M.

1989-01-01

A high-order Lagrangian-decoupling method is presented for the unsteady convection-diffusion and incompressible Navier-Stokes equations. The method is based upon: (1) Lagrangian variational forms that reduce the convection-diffusion equation to a symmetric initial value problem; (2) implicit high-order backward-differentiation finite-difference schemes for integration along characteristics; (3) finite element or spectral element spatial discretizations; and (4) mesh-invariance procedures and high-order explicit time-stepping schemes for deducing function values at convected space-time points. The method improves upon previous finite element characteristic methods through the systematic and efficient extension to high order accuracy, and the introduction of a simple structure-preserving characteristic-foot calculation procedure which is readily implemented on modern architectures. The new method is significantly more efficient than explicit-convection schemes for the Navier-Stokes equations due to the decoupling of the convection and Stokes operators and the attendant increase in temporal stability. Numerous numerical examples are given for the convection-diffusion and Navier-Stokes equations for the particular case of a spectral element spatial discretization.

Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) Collocation Method for Solving Linear and Nonlinear Fokker-Planck Equations

NASA Astrophysics Data System (ADS)

Parand, K.; Latifi, S.; Moayeri, M. M.; Delkhosh, M.

2018-05-01

In this study, we have constructed a new numerical approach for solving the time-dependent linear and nonlinear Fokker-Planck equations. In fact, we have discretized the time variable with Crank-Nicolson method and for the space variable, a numerical method based on Generalized Lagrange Jacobi Gauss-Lobatto (GLJGL) collocation method is applied. It leads to in solving the equation in a series of time steps and at each time step, the problem is reduced to a problem consisting of a system of algebraic equations that greatly simplifies the problem. One can observe that the proposed method is simple and accurate. Indeed, one of its merits is that it is derivative-free and by proposing a formula for derivative matrices, the difficulty aroused in calculation is overcome, along with that it does not need to calculate the General Lagrange basis and matrices; they have Kronecker property. Linear and nonlinear Fokker-Planck equations are given as examples and the results amply demonstrate that the presented method is very valid, effective, reliable and does not require any restrictive assumptions for nonlinear terms.

Exploring inductive linearization for pharmacokinetic-pharmacodynamic systems of nonlinear ordinary differential equations.

PubMed

Hasegawa, Chihiro; Duffull, Stephen B

2018-02-01

Pharmacokinetic-pharmacodynamic systems are often expressed with nonlinear ordinary differential equations (ODEs). While there are numerous methods to solve such ODEs these methods generally rely on time-stepping solutions (e.g. Runge-Kutta) which need to be matched to the characteristics of the problem at hand. The primary aim of this study was to explore the performance of an inductive approximation which iteratively converts nonlinear ODEs to linear time-varying systems which can then be solved algebraically or numerically. The inductive approximation is applied to three examples, a simple nonlinear pharmacokinetic model with Michaelis-Menten elimination (E1), an integrated glucose-insulin model and an HIV viral load model with recursive feedback systems (E2 and E3, respectively). The secondary aim of this study was to explore the potential advantages of analytically solving linearized ODEs with two examples, again E3 with stiff differential equations and a turnover model of luteinizing hormone with a surge function (E4). The inductive linearization coupled with a matrix exponential solution provided accurate predictions for all examples with comparable solution time to the matched time-stepping solutions for nonlinear ODEs. The time-stepping solutions however did not perform well for E4, particularly when the surge was approximated by a square wave. In circumstances when either a linear ODE is particularly desirable or the uncertainty in matching the integrator to the ODE system is of potential risk, then the inductive approximation method coupled with an analytical integration method would be an appropriate alternative.

Learning partial differential equations via data discovery and sparse optimization

NASA Astrophysics Data System (ADS)

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization.

PubMed

Schaeffer, Hayden

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection.

Learning partial differential equations via data discovery and sparse optimization

PubMed Central

2017-01-01

We investigate the problem of learning an evolution equation directly from some given data. This work develops a learning algorithm to identify the terms in the underlying partial differential equations and to approximate the coefficients of the terms only using data. The algorithm uses sparse optimization in order to perform feature selection and parameter estimation. The features are data driven in the sense that they are constructed using nonlinear algebraic equations on the spatial derivatives of the data. Several numerical experiments show the proposed method's robustness to data noise and size, its ability to capture the true features of the data, and its capability of performing additional analytics. Examples include shock equations, pattern formation, fluid flow and turbulence, and oscillatory convection. PMID:28265183

A systematic approach to numerical dispersion in Maxwell solvers

NASA Astrophysics Data System (ADS)

Blinne, Alexander; Schinkel, David; Kuschel, Stephan; Elkina, Nina; Rykovanov, Sergey G.; Zepf, Matt

2018-03-01

The finite-difference time-domain (FDTD) method is a well established method for solving the time evolution of Maxwell's equations. Unfortunately the scheme introduces numerical dispersion and therefore phase and group velocities which deviate from the correct values. The solution to Maxwell's equations in more than one dimension results in non-physical predictions such as numerical dispersion or numerical Cherenkov radiation emitted by a relativistic electron beam propagating in vacuum. Improved solvers, which keep the staggered Yee-type grid for electric and magnetic fields, generally modify the spatial derivative operator in the Maxwell-Faraday equation by increasing the computational stencil. These modified solvers can be characterized by different sets of coefficients, leading to different dispersion properties. In this work we introduce a norm function to rewrite the choice of coefficients into a minimization problem. We solve this problem numerically and show that the minimization procedure leads to phase and group velocities that are considerably closer to c as compared to schemes with manually set coefficients available in the literature. Depending on a specific problem at hand (e.g. electron beam propagation in plasma, high-order harmonic generation from plasma surfaces, etc.), the norm function can be chosen accordingly, for example, to minimize the numerical dispersion in a certain given propagation direction. Particle-in-cell simulations of an electron beam propagating in vacuum using our solver are provided.

Automating the solution of PDEs on the sphere and other manifolds in FEniCS 1.2

NASA Astrophysics Data System (ADS)

Rognes, M. E.; Ham, D. A.; Cotter, C. J.; McRae, A. T. T.

2013-12-01

Differential equations posed over immersed manifolds are of particular importance in studying geophysical flows; for instance, ocean and atmosphere simulations crucially rely on the capability to solve equations over the sphere. This paper presents the extension of the FEniCS software components to the automated solution of finite element formulations of differential equations defined over general, immersed manifolds. We describe the implementation and, in particular detail, how the required extensions essentially reduce to the extension of the FEniCS form compiler to cover this case. The resulting implementation has all the properties of the FEniCS pipeline and we demonstrate its flexibility by an extensive range of numerical examples covering a number of geophysical benchmark examples and test cases. The results are all in agreement with the expected values. The description here relates to DOLFIN/FEniCS 1.2.

Automating the solution of PDEs on the sphere and other manifolds in FEniCS 1.2

NASA Astrophysics Data System (ADS)

Rognes, M. E.; Ham, D. A.; Cotter, C. J.; McRae, A. T. T.

2013-07-01

Differential equations posed over immersed manifolds are of particular importance in studying geophysical flows; for instance, ocean and atmosphere simulations crucially rely on the capability to solve equations over the sphere. This paper presents the extension of the FEniCS software components to the automated solution of finite element formulations of differential equations defined over general, immersed manifolds. We describe the implementation and in particular detail how the required extensions essentially reduce to the extension of the FEniCS form compiler to cover this case. The resulting implementation has all the properties of the FEniCS pipeline and we demonstrate its flexibility by an extensive range of numerical examples covering a number of geophysical benchmark examples and test cases. The results are all in agreement with the expected values. The description here relates to DOLFIN/FEniCS 1.2.

Triangular Diagrams Teach Steady and Dynamic Behaviour of Catalytic Reactions.

ERIC Educational Resources Information Center

Klusacek, K.; And Others

1989-01-01

Illustrates how triangular diagrams can aid in presenting some of the rather complex transient interactions that occur among gas and surface species during heterogeneous catalytic reactions. The basic equations and numerical examples are described. Classroom use of the triangular diagram is discussed. Several diagrams and graphs are provided. (YP)

Aerodynamics Via Acoustics: Application of Acoustic Formulas for Aerodynamic Calculations

NASA Technical Reports Server (NTRS)

Farassat, F.; Myers, M. K.

1986-01-01

Prediction of aerodynamic loads on bodies in arbitrary motion is considered from an acoustic point of view, i.e., in a frame of reference fixed in the undisturbed medium. An inhomogeneous wave equation which governs the disturbance pressure is constructed and solved formally using generalized function theory. When the observer is located on the moving body surface there results a singular linear integral equation for surface pressure. Two different methods for obtaining such equations are discussed. Both steady and unsteady aerodynamic calculations are considered. Two examples are presented, the more important being an application to propeller aerodynamics. Of particular interest for numerical applications is the analytical behavior of the kernel functions in the various integral equations.

Vector solution for the mean electromagnetic fields in a layer of random particles

NASA Technical Reports Server (NTRS)

Lang, R. H.; Seker, S. S.; Levine, D. M.

1986-01-01

The mean electromagnetic fields are found in a layer of randomly oriented particles lying over a half space. A matrix-dyadic formulation of Maxwell's equations is employed in conjunction with the Foldy-Lax approximation to obtain equations for the mean fields. A two variable perturbation procedure, valid in the limit of small fractional volume, is then used to derive uncoupled equations for the slowly varying amplitudes of the mean wave. These equations are solved to obtain explicit expressions for the mean electromagnetic fields in the slab region in the general case of arbitrarily oriented particles and arbitrary polarization of the incident radiation. Numerical examples are given for the application to remote sensing of vegetation.

Razumikhin-Type Stability Criteria for Differential Equations with Delayed Impulses.

PubMed

Wang, Qing; Zhu, Quanxin

2013-01-01

This paper studies stability problems of general impulsive differential equations where time delays occur in both differential and difference equations. Based on the method of Lyapunov functions, Razumikhin technique and mathematical induction, several stability criteria are obtained for differential equations with delayed impulses. Our results show that some systems with delayed impulses may be exponentially stabilized by impulses even if the system matrices are unstable. Some less restrictive sufficient conditions are also given to keep the good stability property of systems subject to certain type of impulsive perturbations. Examples with numerical simulations are discussed to illustrate the theorems. Our results may be applied to complex problems where impulses depend on both current and past states.

The Marriage of Gas and Dust

NASA Astrophysics Data System (ADS)

Price, D. J.; Laibe, G.

2015-10-01

Dust-gas mixtures are the simplest example of a two fluid mixture. We show that when simulating such mixtures with particles or with particles coupled to grids a problem arises due to the need to resolve a very small length scale when the coupling is strong. Since this is occurs in the limit when the fluids are well coupled, we show how the dust-gas equations can be reformulated to describe a single fluid mixture. The equations are similar to the usual fluid equations supplemented by a diffusion equation for the dust-to-gas ratio or alternatively the dust fraction. This solves a number of numerical problems as well as making the physics clear.

A collocation-shooting method for solving fractional boundary value problems

NASA Astrophysics Data System (ADS)

Al-Mdallal, Qasem M.; Syam, Muhammed I.; Anwar, M. N.

2010-12-01

In this paper, we discuss the numerical solution of special class of fractional boundary value problems of order 2. The method of solution is based on a conjugating collocation and spline analysis combined with shooting method. A theoretical analysis about the existence and uniqueness of exact solution for the present class is proven. Two examples involving Bagley-Torvik equation subject to boundary conditions are also presented; numerical results illustrate the accuracy of the present scheme.

Using the Multilayer Free-Surface Flow Model to Solve Wave Problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Prokof’ev, V. A., E-mail: ProkofyevVA@vniig.ru

2017-01-15

A method is presented for changing over from a single-layer shallow-water model to a multilayer model with hydrostatic pressure profile and, then, to a multilayer model with nonhydrostatic pressure profile. The method does not require complex procedures for solving the discrete Poisson’s equation and features high computation efficiency. The results of validating the algorithm against experimental data critical for the numerical dissipation of the numerical scheme are presented. Examples are considered.

Alternating direction implicit methods for parabolic equations with a mixed derivative

NASA Technical Reports Server (NTRS)

Beam, R. M.; Warming, R. F.

1980-01-01

Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A(0)-stable linear two-step methods in conjunction with the method of approximate factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A(0)-stable method. The parameter space for which the resulting ADI schemes are second-order accurate and unconditionally stable is determined. Some numerical examples are given.

Alternating direction implicit methods for parabolic equations with a mixed derivative

NASA Technical Reports Server (NTRS)

Beam, R. M.; Warming, R. F.

1979-01-01

Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A sub 0-stable linear two-step methods in conjunction with the method of approximation factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A sub 0-stable method. The parameter space for which the resulting ADI schemes are second order accurate and unconditionally stable is determined. Some numerical examples are given.

Design of energy-storage reactors for single-winding constant-frequency dc-to-dc converters operating in the discontinuous-reactor-current mode

NASA Technical Reports Server (NTRS)

Chen, D. Y.; Owen, H. A., Jr.; Wilson, T. G.

1980-01-01

This paper presents an algorithm and equations for designing the energy-storage reactor for dc-to-dc converters which are constrained to operate in the discontinuous-reactor-current mode. This design procedure applied to the three widely used single-winding configurations: the voltage step-up, the current step-up, and the voltage-or-current step-up converters. A numerical design example is given to illustrate the use of the design algorithm and design equations.

Computer model of one-dimensional equilibrium controlled sorption processes

USGS Publications Warehouse

Grove, D.B.; Stollenwerk, K.G.

1984-01-01

A numerical solution to the one-dimensional solute-transport equation with equilibrium-controlled sorption and a first-order irreversible-rate reaction is presented. The computer code is written in FORTRAN language, with a variety of options for input and output for user ease. Sorption reactions include Langmuir, Freundlich, and ion-exchange, with or without equal valance. General equations describing transport and reaction processes are solved by finite-difference methods, with nonlinearities accounted for by iteration. Complete documentation of the code, with examples, is included. (USGS)

A Kind of Nonlinear Programming Problem Based on Mixed Fuzzy Relation Equations Constraints

NASA Astrophysics Data System (ADS)

Li, Jinquan; Feng, Shuang; Mi, Honghai

In this work, a kind of nonlinear programming problem with non-differential objective function and under the constraints expressed by a system of mixed fuzzy relation equations is investigated. First, some properties of this kind of optimization problem are obtained. Then, a polynomial-time algorithm for this kind of optimization problem is proposed based on these properties. Furthermore, we show that this algorithm is optimal for the considered optimization problem in this paper. Finally, numerical examples are provided to illustrate our algorithms.

Multiscale techniques for parabolic equations.

PubMed

Målqvist, Axel; Persson, Anna

2018-01-01

We use the local orthogonal decomposition technique introduced in Målqvist and Peterseim (Math Comput 83(290):2583-2603, 2014) to derive a generalized finite element method for linear and semilinear parabolic equations with spatial multiscale coefficients. We consider nonsmooth initial data and a backward Euler scheme for the temporal discretization. Optimal order convergence rate, depending only on the contrast, but not on the variations of the coefficients, is proven in the [Formula: see text]-norm. We present numerical examples, which confirm our theoretical findings.

Numerical solution of linear and nonlinear Fredholm integral equations by using weighted mean-value theorem.

PubMed

Altürk, Ahmet

2016-01-01

Mean value theorems for both derivatives and integrals are very useful tools in mathematics. They can be used to obtain very important inequalities and to prove basic theorems of mathematical analysis. In this article, a semi-analytical method that is based on weighted mean-value theorem for obtaining solutions for a wide class of Fredholm integral equations of the second kind is introduced. Illustrative examples are provided to show the significant advantage of the proposed method over some existing techniques.

Higher order solution of the Euler equations on unstructured grids using quadratic reconstruction

NASA Technical Reports Server (NTRS)

Barth, Timothy J.; Frederickson, Paul O.

1990-01-01

High order accurate finite-volume schemes for solving the Euler equations of gasdynamics are developed. Central to the development of these methods are the construction of a k-exact reconstruction operator given cell-averaged quantities and the use of high order flux quadrature formulas. General polygonal control volumes (with curved boundary edges) are considered. The formulations presented make no explicit assumption as to complexity or convexity of control volumes. Numerical examples are presented for Ringleb flow to validate the methodology.

Multi-Dimensional Asymptotically Stable 4th Order Accurate Schemes for the Diffusion Equation

NASA Technical Reports Server (NTRS)

Abarbanel, Saul; Ditkowski, Adi

1996-01-01

An algorithm is presented which solves the multi-dimensional diffusion equation on co mplex shapes to 4th-order accuracy and is asymptotically stable in time. This bounded-error result is achieved by constructing, on a rectangular grid, a differentiation matrix whose symmetric part is negative definite. The differentiation matrix accounts for the Dirichlet boundary condition by imposing penalty like terms. Numerical examples in 2-D show that the method is effective even where standard schemes, stable by traditional definitions fail.

A Discontinuous Galerkin Finite Element Method for Hamilton-Jacobi Equations

NASA Technical Reports Server (NTRS)

Hu, Changqing; Shu, Chi-Wang

1998-01-01

In this paper, we present a discontinuous Galerkin finite element method for solving the nonlinear Hamilton-Jacobi equations. This method is based on the Runge-Kutta discontinuous Galerkin finite element method for solving conservation laws. The method has the flexibility of treating complicated geometry by using arbitrary triangulation, can achieve high order accuracy with a local, compact stencil, and are suited for efficient parallel implementation. One and two dimensional numerical examples are given to illustrate the capability of the method.

Multiloop Functional Renormalization Group That Sums Up All Parquet Diagrams

NASA Astrophysics Data System (ADS)

Kugler, Fabian B.; von Delft, Jan

2018-02-01

We present a multiloop flow equation for the four-point vertex in the functional renormalization group (FRG) framework. The multiloop flow consists of successive one-loop calculations and sums up all parquet diagrams to arbitrary order. This provides substantial improvement of FRG computations for the four-point vertex and, consequently, the self-energy. Using the x-ray-edge singularity as an example, we show that solving the multiloop FRG flow is equivalent to solving the (first-order) parquet equations and illustrate this with numerical results.

Solving the multi-frequency electromagnetic inverse source problem by the Fourier method

NASA Astrophysics Data System (ADS)

Wang, Guan; Ma, Fuming; Guo, Yukun; Li, Jingzhi

2018-07-01

This work is concerned with an inverse problem of identifying the current source distribution of the time-harmonic Maxwell's equations from multi-frequency measurements. Motivated by the Fourier method for the scalar Helmholtz equation and the polarization vector decomposition, we propose a novel method for determining the source function in the full vector Maxwell's system. Rigorous mathematical justifications of the method are given and numerical examples are provided to demonstrate the feasibility and effectiveness of the method.

A higher-order split-step Fourier parabolic-equation sound propagation solution scheme.

PubMed

Lin, Ying-Tsong; Duda, Timothy F

2012-08-01

A three-dimensional Cartesian parabolic-equation model with a higher-order approximation to the square-root Helmholtz operator is presented for simulating underwater sound propagation in ocean waveguides. The higher-order approximation includes cross terms with the free-space square-root Helmholtz operator and the medium phase speed anomaly. It can be implemented with a split-step Fourier algorithm to solve for sound pressure in the model. Two idealized ocean waveguide examples are presented to demonstrate the performance of this numerical technique.

Numerical solution of the general coupled nonlinear Schrödinger equations on unbounded domains.

PubMed

Li, Hongwei; Guo, Yue

2017-12-01

The numerical solution of the general coupled nonlinear Schrödinger equations on unbounded domains is considered by applying the artificial boundary method in this paper. In order to design the local absorbing boundary conditions for the coupled nonlinear Schrödinger equations, we generalize the unified approach previously proposed [J. Zhang et al., Phys. Rev. E 78, 026709 (2008)PLEEE81539-375510.1103/PhysRevE.78.026709]. Based on the methodology underlying the unified approach, the original problem is split into two parts, linear and nonlinear terms, and we then achieve a one-way operator to approximate the linear term to make the wave out-going, and finally we combine the one-way operator with the nonlinear term to derive the local absorbing boundary conditions. Then we reduce the original problem into an initial boundary value problem on the bounded domain, which can be solved by the finite difference method. The stability of the reduced problem is also analyzed by introducing some auxiliary variables. Ample numerical examples are presented to verify the accuracy and effectiveness of our proposed method.

A Least-Squares-Based Weak Galerkin Finite Element Method for Second Order Elliptic Equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mu, Lin; Wang, Junping; Ye, Xiu

Here, in this article, we introduce a least-squares-based weak Galerkin finite element method for the second order elliptic equation. This new method is shown to provide very accurate numerical approximations for both the primal and the flux variables. In contrast to other existing least-squares finite element methods, this new method allows us to use discontinuous approximating functions on finite element partitions consisting of arbitrary polygon/polyhedron shapes. We also develop a Schur complement algorithm for the resulting discretization problem by eliminating all the unknowns that represent the solution information in the interior of each element. Optimal order error estimates for bothmore » the primal and the flux variables are established. An extensive set of numerical experiments are conducted to demonstrate the robustness, reliability, flexibility, and accuracy of the least-squares-based weak Galerkin finite element method. Finally, the numerical examples cover a wide range of applied problems, including singularly perturbed reaction-diffusion equations and the flow of fluid in porous media with strong anisotropy and heterogeneity.« less

A Least-Squares-Based Weak Galerkin Finite Element Method for Second Order Elliptic Equations

DOE PAGES

Mu, Lin; Wang, Junping; Ye, Xiu

2017-08-17

Here, in this article, we introduce a least-squares-based weak Galerkin finite element method for the second order elliptic equation. This new method is shown to provide very accurate numerical approximations for both the primal and the flux variables. In contrast to other existing least-squares finite element methods, this new method allows us to use discontinuous approximating functions on finite element partitions consisting of arbitrary polygon/polyhedron shapes. We also develop a Schur complement algorithm for the resulting discretization problem by eliminating all the unknowns that represent the solution information in the interior of each element. Optimal order error estimates for bothmore » the primal and the flux variables are established. An extensive set of numerical experiments are conducted to demonstrate the robustness, reliability, flexibility, and accuracy of the least-squares-based weak Galerkin finite element method. Finally, the numerical examples cover a wide range of applied problems, including singularly perturbed reaction-diffusion equations and the flow of fluid in porous media with strong anisotropy and heterogeneity.« less

Moving mesh finite element simulation for phase-field modeling of brittle fracture and convergence of Newton's iteration

NASA Astrophysics Data System (ADS)

Zhang, Fei; Huang, Weizhang; Li, Xianping; Zhang, Shicheng

2018-03-01

A moving mesh finite element method is studied for the numerical solution of a phase-field model for brittle fracture. The moving mesh partial differential equation approach is employed to dynamically track crack propagation. Meanwhile, the decomposition of the strain tensor into tensile and compressive components is essential for the success of the phase-field modeling of brittle fracture but results in a non-smooth elastic energy and stronger nonlinearity in the governing equation. This makes the governing equation much more difficult to solve and, in particular, Newton's iteration often fails to converge. Three regularization methods are proposed to smooth out the decomposition of the strain tensor. Numerical examples of fracture propagation under quasi-static load demonstrate that all of the methods can effectively improve the convergence of Newton's iteration for relatively small values of the regularization parameter but without compromising the accuracy of the numerical solution. They also show that the moving mesh finite element method is able to adaptively concentrate the mesh elements around propagating cracks and handle multiple and complex crack systems.

A pertinent approach to solve nonlinear fuzzy integro-differential equations.

PubMed

Narayanamoorthy, S; Sathiyapriya, S P

2016-01-01

Fuzzy integro-differential equations is one of the important parts of fuzzy analysis theory that holds theoretical as well as applicable values in analytical dynamics and so an appropriate computational algorithm to solve them is in essence. In this article, we use parametric forms of fuzzy numbers and suggest an applicable approach for solving nonlinear fuzzy integro-differential equations using homotopy perturbation method. A clear and detailed description of the proposed method is provided. Our main objective is to illustrate that the construction of appropriate convex homotopy in a proper way leads to highly accurate solutions with less computational work. The efficiency of the approximation technique is expressed via stability and convergence analysis so as to guarantee the efficiency and performance of the methodology. Numerical examples are demonstrated to verify the convergence and it reveals the validity of the presented numerical technique. Numerical results are tabulated and examined by comparing the obtained approximate solutions with the known exact solutions. Graphical representations of the exact and acquired approximate fuzzy solutions clarify the accuracy of the approach.

Essentially nonoscillatory postprocessing filtering methods

NASA Technical Reports Server (NTRS)

Lafon, F.; Osher, S.

1992-01-01

High order accurate centered flux approximations used in the computation of numerical solutions to nonlinear partial differential equations produce large oscillations in regions of sharp transitions. Here, we present a new class of filtering methods denoted by Essentially Nonoscillatory Least Squares (ENOLS), which constructs an upgraded filtered solution that is close to the physically correct weak solution of the original evolution equation. Our method relies on the evaluation of a least squares polynomial approximation to oscillatory data using a set of points which is determined via the ENO network. Numerical results are given in one and two space dimensions for both scalar and systems of hyperbolic conservation laws. Computational running time, efficiency, and robustness of method are illustrated in various examples such as Riemann initial data for both Burgers' and Euler's equations of gas dynamics. In all standard cases, the filtered solution appears to converge numerically to the correct solution of the original problem. Some interesting results based on nonstandard central difference schemes, which exactly preserve entropy, and have been recently shown generally not to be weakly convergent to a solution of the conservation law, are also obtained using our filters.

Numerical Treatment of Degenerate Diffusion Equations via Feller's Boundary Classification, and Applications

NASA Technical Reports Server (NTRS)

Cacio, Emanuela; Cohn, Stephen E.; Spigler, Renato

2011-01-01

A numerical method is devised to solve a class of linear boundary-value problems for one-dimensional parabolic equations degenerate at the boundaries. Feller theory, which classifies the nature of the boundary points, is used to decide whether boundary conditions are needed to ensure uniqueness, and, if so, which ones they are. The algorithm is based on a suitable preconditioned implicit finite-difference scheme, grid, and treatment of the boundary data. Second-order accuracy, unconditional stability, and unconditional convergence of solutions of the finite-difference scheme to a constant as the time-step index tends to infinity are further properties of the method. Several examples, pertaining to financial mathematics, physics, and genetics, are presented for the purpose of illustration.

Numerical Studies of Impurities in Fusion Plasmas

DOE R&D Accomplishments Database

Hulse, R. A.

1982-09-01

The coupled partial differential equations used to describe the behavior of impurity ions in magnetically confined controlled fusion plasmas require numerical solution for cases of practical interest. Computer codes developed for impurity modeling at the Princeton Plasma Physics Laboratory are used as examples of the types of codes employed for this purpose. These codes solve for the impurity ionization state densities and associated radiation rates using atomic physics appropriate for these low-density, high-temperature plasmas. The simpler codes solve local equations in zero spatial dimensions while more complex cases require codes which explicitly include transport of the impurity ions simultaneously with the atomic processes of ionization and recombination. Typical applications are discussed and computational results are presented for selected cases of interest.

A volume-of-fluid method for simulation of compressible axisymmetric multi-material flow

NASA Astrophysics Data System (ADS)

de Niem, D.; Kührt, E.; Motschmann, U.

2007-02-01

A two-dimensional Eulerian hydrodynamic method for the numerical simulation of inviscid compressible axisymmetric multi-material flow in external force fields for the situation of pure fluids separated by macroscopic interfaces is presented. The method combines an implicit Lagrangian step with an explicit Eulerian advection step. Individual materials obey separate energy equations, fulfill general equations of state, and may possess different temperatures. Material volume is tracked using a piecewise linear volume-of-fluid method. An overshoot-free logically simple and economic material advection algorithm for cylinder coordinates is derived, in an algebraic formulation. New aspects arising in the case of more than two materials such as the material ordering strategy during transport are presented. One- and two-dimensional numerical examples are given.

Rotation relaxation splitting for optimizing parallel RF excitation pulses with T1 - and T2 -relaxations in MRI

NASA Astrophysics Data System (ADS)

Majewski, Kurt

2018-03-01

Exact solutions of the Bloch equations with T1 - and T2 -relaxation terms for piecewise constant magnetic fields are numerically challenging. We therefore investigate an approximation for the achieved magnetization in which rotations and relaxations are split into separate operations. We develop an estimate for its accuracy and explicit first and second order derivatives with respect to the complex excitation radio frequency voltages. In practice, the deviation between an exact solution of the Bloch equations and this rotation relaxation splitting approximation seems negligible. Its computation times are similar to exact solutions without relaxation terms. We apply the developed theory to numerically optimize radio frequency excitation waveforms with T1 - and T2 -relaxations in several examples.

Fast algorithms for Quadrature by Expansion I: Globally valid expansions

NASA Astrophysics Data System (ADS)

Rachh, Manas; Klöckner, Andreas; O'Neil, Michael

2017-09-01

The use of integral equation methods for the efficient numerical solution of PDE boundary value problems requires two main tools: quadrature rules for the evaluation of layer potential integral operators with singular kernels, and fast algorithms for solving the resulting dense linear systems. Classically, these tools were developed separately. In this work, we present a unified numerical scheme based on coupling Quadrature by Expansion, a recent quadrature method, to a customized Fast Multipole Method (FMM) for the Helmholtz equation in two dimensions. The method allows the evaluation of layer potentials in linear-time complexity, anywhere in space, with a uniform, user-chosen level of accuracy as a black-box computational method. Providing this capability requires geometric and algorithmic considerations beyond the needs of standard FMMs as well as careful consideration of the accuracy of multipole translations. We illustrate the speed and accuracy of our method with various numerical examples.

MODFLOW-2000, The U.S. Geological Survey Modular Ground-Water Model - User Guide to Modularization Concepts and the Ground-Water Flow Process

USGS Publications Warehouse

Harbaugh, Arlen W.; Banta, Edward R.; Hill, Mary C.; McDonald, Michael G.

2000-01-01

MODFLOW is a computer program that numerically solves the three-dimensional ground-water flow equation for a porous medium by using a finite-difference method. Although MODFLOW was designed to be easily enhanced, the design was oriented toward additions to the ground-water flow equation. Frequently there is a need to solve additional equations; for example, transport equations and equations for estimating parameter values that produce the closest match between model-calculated heads and flows and measured values. This report documents a new version of MODFLOW, called MODFLOW-2000, which is designed to accommodate the solution of equations in addition to the ground-water flow equation. This report is a user's manual. It contains an overview of the old and added design concepts, documents one new package, and contains input instructions for using the model to solve the ground-water flow equation.

Solving the interval type-2 fuzzy polynomial equation using the ranking method

NASA Astrophysics Data System (ADS)

Rahman, Nurhakimah Ab.; Abdullah, Lazim

2014-07-01

Polynomial equations with trapezoidal and triangular fuzzy numbers have attracted some interest among researchers in mathematics, engineering and social sciences. There are some methods that have been developed in order to solve these equations. In this study we are interested in introducing the interval type-2 fuzzy polynomial equation and solving it using the ranking method of fuzzy numbers. The ranking method concept was firstly proposed to find real roots of fuzzy polynomial equation. Therefore, the ranking method is applied to find real roots of the interval type-2 fuzzy polynomial equation. We transform the interval type-2 fuzzy polynomial equation to a system of crisp interval type-2 fuzzy polynomial equation. This transformation is performed using the ranking method of fuzzy numbers based on three parameters, namely value, ambiguity and fuzziness. Finally, we illustrate our approach by numerical example.

The solitary wave solution of coupled Klein-Gordon-Zakharov equations via two different numerical methods

NASA Astrophysics Data System (ADS)

Dehghan, Mehdi; Nikpour, Ahmad

2013-09-01

In this research, we propose two different methods to solve the coupled Klein-Gordon-Zakharov (KGZ) equations: the Differential Quadrature (DQ) and Globally Radial Basis Functions (GRBFs) methods. In the DQ method, the derivative value of a function with respect to a point is directly approximated by a linear combination of all functional values in the global domain. The principal work in this method is the determination of weight coefficients. We use two ways for obtaining these coefficients: cosine expansion (CDQ) and radial basis functions (RBFs-DQ), the former is a mesh-based method and the latter categorizes in the set of meshless methods. Unlike the DQ method, the GRBF method directly substitutes the expression of the function approximation by RBFs into the partial differential equation. The main problem in the GRBFs method is ill-conditioning of the interpolation matrix. Avoiding this problem, we study the bases introduced in Pazouki and Schaback (2011) [44]. Some examples are presented to compare the accuracy and easy implementation of the proposed methods. In numerical examples, we concentrate on Inverse Multiquadric (IMQ) and second-order Thin Plate Spline (TPS) radial basis functions. The variable shape parameter (exponentially and random) strategies are applied in the IMQ function and the results are compared with the constant shape parameter.

A NURBS-enhanced finite volume solver for steady Euler equations

NASA Astrophysics Data System (ADS)

Meng, Xucheng; Hu, Guanghui

2018-04-01

In Hu and Yi (2016) [20], a non-oscillatory k-exact reconstruction method was proposed towards the high-order finite volume methods for steady Euler equations, which successfully demonstrated the high-order behavior in the simulations. However, the degeneracy of the numerical accuracy of the approximate solutions to problems with curved boundary can be observed obviously. In this paper, the issue is resolved by introducing the Non-Uniform Rational B-splines (NURBS) method, i.e., with given discrete description of the computational domain, an approximate NURBS curve is reconstructed to provide quality quadrature information along the curved boundary. The advantages of using NURBS include i). both the numerical accuracy of the approximate solutions and convergence rate of the numerical methods are improved simultaneously, and ii). the NURBS curve generation is independent of other modules of the numerical framework, which makes its application very flexible. It is also shown in the paper that by introducing more elements along the normal direction for the reconstruction patch of the boundary element, significant improvement in the convergence to steady state can be achieved. The numerical examples confirm the above features very well.

Numerical uncertainty in computational engineering and physics

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hemez, Francois M

2009-01-01

Obtaining a solution that approximates ordinary or partial differential equations on a computational mesh or grid does not necessarily mean that the solution is accurate or even 'correct'. Unfortunately assessing the quality of discrete solutions by questioning the role played by spatial and temporal discretizations generally comes as a distant third to test-analysis comparison and model calibration. This publication is contributed to raise awareness of the fact that discrete solutions introduce numerical uncertainty. This uncertainty may, in some cases, overwhelm in complexity and magnitude other sources of uncertainty that include experimental variability, parametric uncertainty and modeling assumptions. The concepts ofmore » consistency, convergence and truncation error are overviewed to explain the articulation between the exact solution of continuous equations, the solution of modified equations and discrete solutions computed by a code. The current state-of-the-practice of code and solution verification activities is discussed. An example in the discipline of hydro-dynamics illustrates the significant effect that meshing can have on the quality of code predictions. A simple method is proposed to derive bounds of solution uncertainty in cases where the exact solution of the continuous equations, or its modified equations, is unknown. It is argued that numerical uncertainty originating from mesh discretization should always be quantified and accounted for in the overall uncertainty 'budget' that supports decision-making for applications in computational physics and engineering.« less

Solving fractional optimal control problems within a Chebyshev-Legendre operational technique

NASA Astrophysics Data System (ADS)

Bhrawy, A. H.; Ezz-Eldien, S. S.; Doha, E. H.; Abdelkawy, M. A.; Baleanu, D.

2017-06-01

In this manuscript, we report a new operational technique for approximating the numerical solution of fractional optimal control (FOC) problems. The operational matrix of the Caputo fractional derivative of the orthonormal Chebyshev polynomial and the Legendre-Gauss quadrature formula are used, and then the Lagrange multiplier scheme is employed for reducing such problems into those consisting of systems of easily solvable algebraic equations. We compare the approximate solutions achieved using our approach with the exact solutions and with those presented in other techniques and we show the accuracy and applicability of the new numerical approach, through two numerical examples.

Numerical solution of the time fractional reaction-diffusion equation with a moving boundary

NASA Astrophysics Data System (ADS)

Zheng, Minling; Liu, Fawang; Liu, Qingxia; Burrage, Kevin; Simpson, Matthew J.

2017-06-01

A fractional reaction-diffusion model with a moving boundary is presented in this paper. An efficient numerical method is constructed to solve this moving boundary problem. Our method makes use of a finite difference approximation for the temporal discretization, and spectral approximation for the spatial discretization. The stability and convergence of the method is studied, and the errors of both the semi-discrete and fully-discrete schemes are derived. Numerical examples, motivated by problems from developmental biology, show a good agreement with the theoretical analysis and illustrate the efficiency of our method.

Effective numerical method of spectral analysis of quantum graphs

NASA Astrophysics Data System (ADS)

Barrera-Figueroa, Víctor; Rabinovich, Vladimir S.

2017-05-01

We present in the paper an effective numerical method for the determination of the spectra of periodic metric graphs equipped by Schrödinger operators with real-valued periodic electric potentials as Hamiltonians and with Kirchhoff and Neumann conditions at the vertices. Our method is based on the spectral parameter power series method, which leads to a series representation of the dispersion equation, which is suitable for both analytical and numerical calculations. Several important examples demonstrate the effectiveness of our method for some periodic graphs of interest that possess potentials usually found in quantum mechanics.

Computing Evans functions numerically via boundary-value problems

NASA Astrophysics Data System (ADS)

Barker, Blake; Nguyen, Rose; Sandstede, Björn; Ventura, Nathaniel; Wahl, Colin

2018-03-01

The Evans function has been used extensively to study spectral stability of travelling-wave solutions in spatially extended partial differential equations. To compute Evans functions numerically, several shooting methods have been developed. In this paper, an alternative scheme for the numerical computation of Evans functions is presented that relies on an appropriate boundary-value problem formulation. Convergence of the algorithm is proved, and several examples, including the computation of eigenvalues for a multi-dimensional problem, are given. The main advantage of the scheme proposed here compared with earlier methods is that the scheme is linear and scalable to large problems.

Nonlinear differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dresner, L.

1988-01-01

This report is the text of a graduate course on nonlinear differential equations given by the author at the University of Wisconsin-Madison during the summer of 1987. The topics covered are: direction fields of first-order differential equations; the Lie (group) theory of ordinary differential equations; similarity solutions of second-order partial differential equations; maximum principles and differential inequalities; monotone operators and iteration; complementary variational principles; and stability of numerical methods. The report should be of interest to graduate students, faculty, and practicing scientists and engineers. No prior knowledge is required beyond a good working knowledge of the calculus. The emphasis ismore » on practical results. Most of the illustrative examples are taken from the fields of nonlinear diffusion, heat and mass transfer, applied superconductivity, and helium cryogenics.« less

The fractional dynamics of quantum systems

NASA Astrophysics Data System (ADS)

Lu, Longzhao; Yu, Xiangyang

2018-05-01

The fractional dynamic process of a quantum system is a novel and complicated problem. The establishment of a fractional dynamic model is a significant attempt that is expected to reveal the mechanism of fractional quantum system. In this paper, a generalized time fractional Schrödinger equation is proposed. To study the fractional dynamics of quantum systems, we take the two-level system as an example and derive the time fractional equations of motion. The basic properties of the system are investigated by solving this set of equations in the absence of light field analytically. Then, when the system is subject to the light field, the equations are solved numerically. It shows that the two-level system described by the time fractional Schrödinger equation we proposed is a confirmable system.

On a Non-Reflecting Boundary Condition for Hyperbolic Conservation Laws

NASA Technical Reports Server (NTRS)

Loh, Ching Y.

2003-01-01

A non-reflecting boundary condition (NRBC) for practical computations in fluid dynamics and aeroacoustics is presented. The technique is based on the hyperbolicity of the Euler equation system and the first principle of plane (simple) wave propagation. The NRBC is simple and effective, provided the numerical scheme maintains locally a C(sup 1) continuous solution at the boundary. Several numerical examples in ID, 2D and 3D space are illustrated to demonstrate its robustness in practical computations.

Analysis of a class of boundary value problems depending on left and right Caputo fractional derivatives

NASA Astrophysics Data System (ADS)

Antunes, Pedro R. S.; Ferreira, Rui A. C.

2017-07-01

In this work we study boundary value problems associated to a nonlinear fractional ordinary differential equation involving left and right Caputo derivatives. We discuss the regularity of the solutions of such problems and, in particular, give precise necessary conditions so that the solutions are C1([0, 1]). Taking into account our analytical results, we address the numerical solution of those problems by the augmented -RBF method. Several examples illustrate the good performance of the numerical method.

On dynamics in a Keynesian model of monetary stabilization policy with debt effect

NASA Astrophysics Data System (ADS)

Asada, Toichiro; Demetrian, Michal; Zimka, Rudolf

2018-05-01

In this paper, a four-dimensional model of flexible prices with the central bank's stabilization policy, describing the development of the firms' private debt, the output, the expected rate of inflation and the rate of interest is analyzed. Questions concerning the existence of limit cycles around its normal equilibrium point are investigated. The bifurcation equation is found. The formulae for the calculation of its coefficients are gained. A numerical example is presented by means of numerical simulations.

Numerical Aerodynamic Simulation (NAS)

NASA Technical Reports Server (NTRS)

Peterson, V. L.; Ballhaus, W. F., Jr.; Bailey, F. R.

1983-01-01

The history of the Numerical Aerodynamic Simulation Program, which is designed to provide a leading-edge capability to computational aerodynamicists, is traced back to its origin in 1975. Factors motivating its development and examples of solutions to successively refined forms of the governing equations are presented. The NAS Processing System Network and each of its eight subsystems are described in terms of function and initial performance goals. A proposed usage allocation policy is discussed and some initial problems being readied for solution on the NAS system are identified.

On a Non-Reflecting Boundary Condition for Hyperbolic Conservation Laws

NASA Technical Reports Server (NTRS)

Loh, Ching Y.

2003-01-01

A non-reflecting boundary condition (NRBC) for practical computations in fluid dynamics and aeroacoustics is presented. The technique is based on the first principle of non-reflecting, plane wave propagation and the hyperbolicity of the Euler equation system. The NRBC is simple and effective, provided the numerical scheme maintains locally a C(sup 1) continuous solution at the boundary. Several numerical examples in 1D, 2D, and 3D space are illustrated to demonstrate its robustness in practical computations.

A numerical procedure for solving the inverse scattering problem for stratified dielectric media

NASA Astrophysics Data System (ADS)

Vogelzang, E.; Yevick, D.; Ferwerda, H. A.

1983-05-01

In this paper the refractive index profile of a dielectric stratified medium, terminated by a perfect conductor, is calculated from the complex reflection coefficient for monochromatic plane waves, incident from different directions. The advantage of this approach is that the dispersion of the refractive index does not enter the calculations. The calculation is based on the Marchenko and Gelfand-Levitan equations taking into account the bound modes of the layer. Some illustrative numerical examples are presented.

Does Geophysics Need "A new kind of Science"?

NASA Astrophysics Data System (ADS)

Turcotte, D. L.; Rundle, J. B.

2002-12-01

Stephen Wolfram's book "A New Kind of Science" has received a great deal of attention in the last six months, both positive and negative. The theme of the book is that "cellular automata", which arise from spatial and temporal coarse-graining of equations of motion, provide the foundations for a new nonlinear science of "complexity". The old science is the science of partial differential equations. Some of the major contributions of this old science have been in geophysics, i.e. gravity, magnetics, seismic waves, heat flow. The basis of the new science is the use of massive computing and numerical simulations. The new science is motivated by the observations that many physical systems display a vast multiplicity of space and time scales, and have hidden dynamics that in many cases are impossible to directly observe. An example would be molecular dynamics. Statistical physics derives continuum equations from the discrete interactions between atoms and molecules, in the modern world the continuum equations are then discretized using finite differences, finite elements, etc. in order to obtain numerical solutions. Examples of widely used cellular automata models include diffusion limited aggregation and site percolation. Also the class of models that are said to exhibit self-organized criticality, the sand-pile model, the slider-block model, the forest-fire model. Applications of these models include drainage networks, seismicity, distributions of minerals,and the evolution of landforms and coastlines. Simple cellular automata models generate deterministic chaos, i.e. the logistic map.

Utilizing Direct Numerical Simulations of Transition and Turbulence in Design Optimization

NASA Technical Reports Server (NTRS)

Rai, Man M.

2015-01-01

Design optimization methods that use the Reynolds-averaged Navier-Stokes equations with the associated turbulence and transition models, or other model-based forms of the governing equations, may result in aerodynamic designs with actual performance levels that are noticeably different from the expected values because of the complexity of modeling turbulence/transition accurately in certain flows. Flow phenomena such as wake-blade interaction and trailing edge vortex shedding in turbines and compressors (examples of such flows) may require a computational approach that is free of transition/turbulence models, such as direct numerical simulations (DNS), for the underlying physics to be computed accurately. Here we explore the possibility of utilizing DNS data in designing a turbine blade section. The ultimate objective is to substantially reduce differences between predicted performance metrics and those obtained in reality. The redesign of a typical low-pressure turbine blade section with the goal of reducing total pressure loss in the row is provided as an example. The basic ideas presented here are of course just as applicable elsewhere in aerodynamic shape optimization as long as the computational costs are not excessive.

Detection of symmetric homoclinic orbits to saddle-centres in reversible systems

NASA Astrophysics Data System (ADS)

Yagasaki, Kazuyuki; Wagenknecht, Thomas

2006-02-01

We present a perturbation technique for the detection of symmetric homoclinic orbits to saddle-centre equilibria in reversible systems of ordinary differential equations. We assume that the unperturbed system has primary, symmetric homoclinic orbits, which may be either isolated or appear in a family, and use an idea similar to that of Melnikov’s method to detect homoclinic orbits in their neighbourhood. This technique also allows us to identify bifurcations of unperturbed or perturbed, symmetric homoclinic orbits. Our technique is of importance in applications such as nonlinear optics and water waves since homoclinic orbits to saddle-centre equilibria describe embedded solitons (ESs) in systems of partial differential equations representing physical models, and except for special cases their existence has been previously studied only numerically using shooting methods and continuation techniques. We apply the general theory to two examples, a four-dimensional system describing ESs in nonlinear optical media and a six-dimensional system which can possess a one-parameter family of symmetric homoclinic orbits in the unperturbed case. For these examples, the analysis is compared with numerical computations and an excellent agreement between both results is found.

A second order discontinuous Galerkin fast sweeping method for Eikonal equations

NASA Astrophysics Data System (ADS)

Li, Fengyan; Shu, Chi-Wang; Zhang, Yong-Tao; Zhao, Hongkai

2008-09-01

In this paper, we construct a second order fast sweeping method with a discontinuous Galerkin (DG) local solver for computing viscosity solutions of a class of static Hamilton-Jacobi equations, namely the Eikonal equations. Our piecewise linear DG local solver is built on a DG method developed recently [Y. Cheng, C.-W. Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Journal of Computational Physics 223 (2007) 398-415] for the time-dependent Hamilton-Jacobi equations. The causality property of Eikonal equations is incorporated into the design of this solver. The resulting local nonlinear system in the Gauss-Seidel iterations is a simple quadratic system and can be solved explicitly. The compactness of the DG method and the fast sweeping strategy lead to fast convergence of the new scheme for Eikonal equations. Extensive numerical examples verify efficiency, convergence and second order accuracy of the proposed method.

Instability, rupture and fluctuations in thin liquid films: Theory and computations

NASA Astrophysics Data System (ADS)

Gvalani, Rishabh; Duran-Olivencia, Miguel; Kalliadasis, Serafim; Pavliotis, Grigorios

2017-11-01

Thin liquid films are ubiquitous in natural phenomena and technological applications. They are commonly studied via deterministic hydrodynamic equations, but thermal fluctuations often play a crucial role that still needs to be understood. An example of this is dewetting, which involves the rupture of a thin liquid film and the formation of droplets. Such a process is thermally activated and requires fluctuations to be taken into account self-consistently. Here we present an analytical and numerical study of a stochastic thin-film equation derived from first principles. We scrutinise the behaviour of the stochastic thin film equation in the limit of perfectly correlated noise along the wall-normal direction. We also perform Monte Carlo simulations of the stochastic equation by adopting a numerical scheme based on a spectral collocation method. The numerical scheme allows us to explore the fluctuating dynamics of the thin film and the behaviour of the system's free energy close to rupture. Finally, we also study the effect of the noise intensity on the rupture time, which is in good agreement with previous works. Imperial College London (ICL) President's PhD Scholarship; European Research Council Advanced Grant No. 247031; EPSRC Grants EP/L025159, EP/L020564, EP/P031587, EP/L024926, and EP/L016230/1.

Fractional calculus phenomenology in two-dimensional plasma models

NASA Astrophysics Data System (ADS)

Gustafson, Kyle; Del Castillo Negrete, Diego; Dorland, Bill

2006-10-01

Transport processes in confined plasmas for fusion experiments, such as ITER, are not well-understood at the basic level of fully nonlinear, three-dimensional kinetic physics. Turbulent transport is invoked to describe the observed levels in tokamaks, which are orders of magnitude greater than the theoretical predictions. Recent results show the ability of a non-diffusive transport model to describe numerical observations of turbulent transport. For example, resistive MHD modeling of tracer particle transport in pressure-gradient driven turbulence for a three-dimensional plasma reveals that the superdiffusive (2̂˜t^α where α> 1) radial transport in this system is described quantitatively by a fractional diffusion equation Fractional calculus is a generalization involving integro-differential operators, which naturally describe non-local behaviors. Our previous work showed the quantitative agreement of special fractional diffusion equation solutions with numerical tracer particle flows in time-dependent linearized dynamics of the Hasegawa-Mima equation (for poloidal transport in a two-dimensional cold-ion plasma). In pursuit of a fractional diffusion model for transport in a gyrokinetic plasma, we now present numerical results from tracer particle transport in the nonlinear Hasegawa-Mima equation and a planar gyrokinetic model. Finite Larmor radius effects will be discussed. D. del Castillo Negrete, et al, Phys. Rev. Lett. 94, 065003 (2005).

A fast numerical solution of scattering by a cylinder: Spectral method for the boundary integral equations

NASA Technical Reports Server (NTRS)

Hu, Fang Q.

1994-01-01

It is known that the exact analytic solutions of wave scattering by a circular cylinder, when they exist, are not in a closed form but in infinite series which converges slowly for high frequency waves. In this paper, we present a fast number solution for the scattering problem in which the boundary integral equations, reformulated from the Helmholtz equation, are solved using a Fourier spectral method. It is shown that the special geometry considered here allows the implementation of the spectral method to be simple and very efficient. The present method differs from previous approaches in that the singularities of the integral kernels are removed and dealt with accurately. The proposed method preserves the spectral accuracy and is shown to have an exponential rate of convergence. Aspects of efficient implementation using FFT are discussed. Moreover, the boundary integral equations of combined single and double-layer representation are used in the present paper. This ensures the uniqueness of the numerical solution for the scattering problem at all frequencies. Although a strongly singular kernel is encountered for the Neumann boundary conditions, we show that the hypersingularity can be handled easily in the spectral method. Numerical examples that demonstrate the validity of the method are also presented.

Three-dimensional seismic depth migration

NASA Astrophysics Data System (ADS)

Zhou, Hongbo

1998-12-01

One-pass 3-D modeling and migration for poststack seismic data may be implemented by replacing the traditional 45sp° one-way wave equation (a third-order partial differential equation) with a pair of second and first order partial differential equations. Except for an extra correction term, the resulting second order equation has a form similar to Claerbout's 15sp° one-way wave equation, which is known to have a nearly circular horizontal impulse response. In this approach, there is no need to compensate for splitting errors. Numerical tests on synthetic data show that this algorithm has the desirable attributes of being second-order in accuracy and economical to solve. A modification of the Crank-Nicholson implementation maintains stability. Absorbing boundary conditions play an important role in one-way wave extrapolations by reducing reflections at grid edges. Clayton and Engquist's 2-D absorbing boundary conditions for one-way wave extrapolation by depth-stepping in the frequency domain are extended to 3-D using paraxial approximations of the scalar wave equation. Internal consistency is retained by incorporating the interior extrapolation equation with the absorbing boundary conditions. Numerical schemes are designed to make the proposed absorbing boundary conditions both mathematically correct and efficient with negligible extra cost. Synthetic examples illustrate the effectiveness of the algorithm for extrapolation with the 3-D 45sp° one-way wave equation. Frequency-space domain Butterworth and Chebyshev dip filters are implemented. By regrouping the product terms in the filter transfer function into summations, a cascaded (serial) Butterworth dip filter can be made parallel. A parallel Chebyshev dip filter can be similarly obtained, and has the same form as the Butterworth filter; but has different coeffcients. One of the advantages of the Chebyshev filter is that it has a sharper transition zone than that of Butterworth filter of the same order. Both filters are incorporated into 3-D one-way frequency-space depth migration for evanescent energy removal and for phase compensation of splitting errors; a single filter achieves both goals. Synthetic examples illustrate the behavior of the parallel filters. For a given order of filter, the cost of the Butterworth and Chebyshev filters is the same. A Chebyshev filter is more effective for phase compensation than the Butterworth filter of the same order, at the expense of some wavenumber-dependent amplitude ripples. An analytical formula for geometrical spreading is derived for a horizontally layered transversely isotropic medium with a vertical symmetry axis. Under this expression, geometrical spreading can be determined only by the anisotropic parameters in the first layer, the traveltime derivatives, and source-receiver offset. An explicit, numerically feasible expression for geometrical spreading can be further obtained by considering some of the special cases of transverse isotropy, such as weak anisotropy or elliptic anisotropy. Therefore, with the techniques of non-hyerbolic moveout for transverse isotropic media, geometrical spreading can be calculated by using picked traveltimes of primary P-wave reflections without having to know the actual parameters in the deeper subsurface; no ray tracing is needed. Synthetic examples verify the algorithm and show that it is numerically feasible for calculation of geometrical spreading.

Numerical Treatment of Stokes Solvent Flow and Solute-Solvent Interfacial Dynamics for Nonpolar Molecules.

PubMed

Sun, Hui; Zhou, Shenggao; Moore, David K; Cheng, Li-Tien; Li, Bo

2016-05-01

We design and implement numerical methods for the incompressible Stokes solvent flow and solute-solvent interface motion for nonpolar molecules in aqueous solvent. The balance of viscous force, surface tension, and van der Waals type dispersive force leads to a traction boundary condition on the solute-solvent interface. To allow the change of solute volume, we design special numerical boundary conditions on the boundary of a computational domain through a consistency condition. We use a finite difference ghost fluid scheme to discretize the Stokes equation with such boundary conditions. The method is tested to have a second-order accuracy. We combine this ghost fluid method with the level-set method to simulate the motion of the solute-solvent interface that is governed by the solvent fluid velocity. Numerical examples show that our method can predict accurately the blow up time for a test example of curvature flow and reproduce the polymodal (e.g., dry and wet) states of hydration of some simple model molecular systems.

Numerical Treatment of Stokes Solvent Flow and Solute-Solvent Interfacial Dynamics for Nonpolar Molecules

PubMed Central

Sun, Hui; Zhou, Shenggao; Moore, David K.; Cheng, Li-Tien; Li, Bo

2015-01-01

We design and implement numerical methods for the incompressible Stokes solvent flow and solute-solvent interface motion for nonpolar molecules in aqueous solvent. The balance of viscous force, surface tension, and van der Waals type dispersive force leads to a traction boundary condition on the solute-solvent interface. To allow the change of solute volume, we design special numerical boundary conditions on the boundary of a computational domain through a consistency condition. We use a finite difference ghost fluid scheme to discretize the Stokes equation with such boundary conditions. The method is tested to have a second-order accuracy. We combine this ghost fluid method with the level-set method to simulate the motion of the solute-solvent interface that is governed by the solvent fluid velocity. Numerical examples show that our method can predict accurately the blow up time for a test example of curvature flow and reproduce the polymodal (e.g., dry and wet) states of hydration of some simple model molecular systems. PMID:27365866

A conservative fully implicit algorithm for predicting slug flows

NASA Astrophysics Data System (ADS)

Krasnopolsky, Boris I.; Lukyanov, Alexander A.

2018-02-01

An accurate and predictive modelling of slug flows is required by many industries (e.g., oil and gas, nuclear engineering, chemical engineering) to prevent undesired events potentially leading to serious environmental accidents. For example, the hydrodynamic and terrain-induced slugging leads to unwanted unsteady flow conditions. This demands the development of fast and robust numerical techniques for predicting slug flows. The presented in this paper study proposes a multi-fluid model and its implementation method accounting for phase appearance and disappearance. The numerical modelling of phase appearance and disappearance presents a complex numerical challenge for all multi-component and multi-fluid models. Numerical challenges arise from the singular systems of equations when some phases are absent and from the solution discontinuity when some phases appear or disappear. This paper provides a flexible and robust solution to these issues. A fully implicit formulation described in this work enables to efficiently solve governing fluid flow equations. The proposed numerical method provides a modelling capability of phase appearance and disappearance processes, which is based on switching procedure between various sets of governing equations. These sets of equations are constructed using information about the number of phases present in the computational domain. The proposed scheme does not require an explicit truncation of solutions leading to a conservative scheme for mass and linear momentum. A transient two-fluid model is used to verify and validate the proposed algorithm for conditions of hydrodynamic and terrain-induced slug flow regimes. The developed modelling capabilities allow to predict all the major features of the experimental data, and are in a good quantitative agreement with them.

Electromagnetic Inverse Methods and Applications for Inhomogeneous Media Probing and Synthesis.

NASA Astrophysics Data System (ADS)

Xia, Jake Jiqing

The electromagnetic inverse scattering problems concerned in this thesis are to find unknown inhomogeneous permittivity and conductivity profiles in a medium from the scattering data. Both analytical and numerical methods are studied in the thesis. The inverse methods can be applied to geophysical medium probing, non-destructive testing, medical imaging, optical waveguide synthesis and material characterization. An introduction is given in Chapter 1. The first part of the thesis presents inhomogeneous media probing. The Riccati equation approach is discussed in Chapter 2 for a one-dimensional planar profile inversion problem. Two types of the Riccati equations are derived and distinguished. New renormalized formulae based inverting one specific type of the Riccati equation are derived. Relations between the inverse methods of Green's function, the Riccati equation and the Gel'fand-Levitan-Marchenko (GLM) theory are studied. In Chapter 3, the renormalized source-type integral equation (STIE) approach is formulated for inversion of cylindrically inhomogeneous permittivity and conductivity profiles. The advantages of the renormalized STIE approach are demonstrated in numerical examples. The cylindrical profile inversion problem has an application for borehole inversion. In Chapter 4 the renormalized STIE approach is extended to a planar case where the two background media are different. Numerical results have shown fast convergence. This formulation is applied to inversion of the underground soil moisture profiles in remote sensing. The second part of the thesis presents the synthesis problem of inhomogeneous dielectric waveguides using the electromagnetic inverse methods. As a particular example, the rational function representation of reflection coefficients in the GLM theory is used. The GLM method is reviewed in Chapter 5. Relations between modal structures and transverse reflection coefficients of an inhomogeneous medium are established in Chapter 6. A stratified medium model is used to derive the guidance condition and the reflection coefficient. Results obtained in Chapter 6 provide the physical foundation for applying the inverse methods for the waveguide design problem. In Chapter 7, a global guidance condition for continuously varying medium is derived using the Riccati equation. It is further shown that the discrete modes in an inhomogeneous medium have the same wave vectors as the poles of the transverse reflection coefficient. An example of synthesizing an inhomogeneous dielectric waveguide using a rational reflection coefficient is presented. A summary of the thesis is given in Chapter 8. (Copies available exclusively from MIT Libraries, Rm. 14-0551, Cambridge, MA 02139-4307. Ph. 617-253-5668; Fax 617-253-1690.).

Arbitrarily Curved and Twisted Space Beams. Ph.D. Thesis - Va. Polytech. Inst. and State Univ.; [Elastic Deformation, Stress Analysis

NASA Technical Reports Server (NTRS)

Hunter, W. F.

1974-01-01

A derivation of the equations which govern the deformation of an arbitrarily curved and twisted space beam is presented. These equations differ from those of the classical theory in that (1) extensional effects are included; (2) the strain-displacement relations are derived; and (3) the expressions for the stress resultants are developed from the strain displacement relations. It is shown that the torsional stress resultant obtained by the classical approach is basically incorrect except when the cross-section is circular. The governing equations are given in the form of first-order differential equations. A numerical algorithm is given for obtaining the natural vibration characteristics and example problems are presented.

An implicit fast Fourier transform method for integration of the time dependent Schrodinger equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Riley, M.E.; Ritchie, A.B.

1997-12-31

One finds that the conventional exponentiated split operator procedure is subject to difficulties when solving the time-dependent Schrodinger equation for Coulombic systems. By rearranging the kinetic and potential energy terms in the temporal propagator of the finite difference equations, one can find a propagation algorithm for three dimensions that looks much like the Crank-Nicholson and alternating direction implicit methods for one- and two-space-dimensional partial differential equations. The authors report investigations of this novel implicit split operator procedure. The results look promising for a purely numerical approach to certain electron quantum mechanical problems. A charge exchange calculation is presented as anmore » example of the power of the method.« less

Curvilinear Squeeze Film Bearing with Porous Wall Lubricated by a Rabinowitsch Fluid

NASA Astrophysics Data System (ADS)

Walicka, A.; Walicki, E.; Jurczak, P.; Falicki, J.

2017-05-01

The present theoretical analysis is to investigate the effect of non-Newtonian lubricant modelled by a Rabinowitsch fluid on the performance of a curvilinear squeeze film bearing with one porous wall. The equations of motion of a Rabinowitsch fluid are used to derive the Reynolds equation. After general considerations on the flow in a bearing clearance and in a porous layer using the Morgan-Cameron approximation the modified Reynolds equation is obtained. The analytical solution of this equation for the case of a squeeze film bearing is presented. As a result one obtains the formulae expressing pressure distribution and load-carrying capacity. Thrust radial bearing and spherical bearing with a squeeze film are considered as numerical examples.

Cable equation for general geometry

NASA Astrophysics Data System (ADS)

López-Sánchez, Erick J.; Romero, Juan M.

2017-02-01

The cable equation describes the voltage in a straight cylindrical cable, and this model has been employed to model electrical potential in dendrites and axons. However, sometimes this equation might give incorrect predictions for some realistic geometries, in particular when the radius of the cable changes significantly. Cables with a nonconstant radius are important for some phenomena, for example, discrete swellings along the axons appear in neurodegenerative diseases such as Alzheimers, Parkinsons, human immunodeficiency virus associated dementia, and multiple sclerosis. In this paper, using the Frenet-Serret frame, we propose a generalized cable equation for a general cable geometry. This generalized equation depends on geometric quantities such as the curvature and torsion of the cable. We show that when the cable has a constant circular cross section, the first fundamental form of the cable can be simplified and the generalized cable equation depends on neither the curvature nor the torsion of the cable. Additionally, we find an exact solution for an ideal cable which has a particular variable circular cross section and zero curvature. For this case we show that when the cross section of the cable increases the voltage decreases. Inspired by this ideal case, we rewrite the generalized cable equation as a diffusion equation with a source term generated by the cable geometry. This source term depends on the cable cross-sectional area and its derivates. In addition, we study different cables with swelling and provide their numerical solutions. The numerical solutions show that when the cross section of the cable has abrupt changes, its voltage is smaller than the voltage in the cylindrical cable. Furthermore, these numerical solutions show that the voltage can be affected by geometrical inhomogeneities on the cable.

Non-Markovian electron dynamics in nanostructures coupled to dissipative contacts

NASA Astrophysics Data System (ADS)

Novakovic, B.; Knezevic, I.

2013-02-01

In quasiballistic semiconductor nanostructures, carrier exchange between the active region and dissipative contacts is the mechanism that governs relaxation. In this paper, we present a theoretical treatment of transient quantum transport in quasiballistic semiconductor nanostructures, which is based on the open system theory and valid on timescales much longer than the characteristic relaxation time in the contacts. The approach relies on a model interaction between the current-limiting active region and the contacts, given in the scattering-state basis. We derive a non-Markovian master equation for the irreversible evolution of the active region's many-body statistical operator by coarse-graining the exact dynamical map over the contact relaxation time. In order to obtain the response quantities of a nanostructure under bias, such as the potential and the charge and current densities, the non-Markovian master equation must be solved numerically together with the Schr\\"{o}dinger, Poisson, and continuity equations. We discuss how to numerically solve this coupled system of equations and illustrate the approach on the example of a silicon nin diode.

A Computing Method for Sound Propagation Through a Nonuniform Jet Stream

NASA Technical Reports Server (NTRS)

Padula, S. L.; Liu, C. H.

1974-01-01

Understanding the principles of jet noise propagation is an essential ingredient of systematic noise reduction research. High speed computer methods offer a unique potential for dealing with complex real life physical systems whereas analytical solutions are restricted to sophisticated idealized models. The classical formulation of sound propagation through a jet flow was found to be inadequate for computer solutions and a more suitable approach was needed. Previous investigations selected the phase and amplitude of the acoustic pressure as dependent variables requiring the solution of a system of nonlinear algebraic equations. The nonlinearities complicated both the analysis and the computation. A reformulation of the convective wave equation in terms of a new set of dependent variables is developed with a special emphasis on its suitability for numerical solutions on fast computers. The technique is very attractive because the resulting equations are linear in nonwaving variables. The computer solution to such a linear system of algebraic equations may be obtained by well-defined and direct means which are conservative of computer time and storage space. Typical examples are illustrated and computational results are compared with available numerical and experimental data.

Application of different variants of the BEM in numerical modeling of bioheat transfer problems.

PubMed

Majchrzak, Ewa

2013-09-01

Heat transfer processes proceeding in the living organisms are described by the different mathematical models. In particular, the typical continuous model of bioheat transfer bases on the most popular Pennes equation, but the Cattaneo-Vernotte equation and the dual phase lag equation are also used. It should be pointed out that in parallel are also examined the vascular models, and then for the large blood vessels and tissue domain the energy equations are formulated separately. In the paper the different variants of the boundary element method as a tool of numerical solution of bioheat transfer problems are discussed. For the steady state problems and the vascular models the classical BEM algorithm and also the multiple reciprocity BEM are presented. For the transient problems connected with the heating of tissue, the various tissue models are considered for which the 1st scheme of the BEM, the BEM using discretization in time and the general BEM are applied. Examples of computations illustrate the possibilities of practical applications of boundary element method in the scope of bioheat transfer problems.

Dynamic Programming and Error Estimates for Stochastic Control Problems with Maximum Cost

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bokanowski, Olivier, E-mail: boka@math.jussieu.fr; Picarelli, Athena, E-mail: athena.picarelli@inria.fr; Zidani, Hasnaa, E-mail: hasnaa.zidani@ensta.fr

2015-02-15

This work is concerned with stochastic optimal control for a running maximum cost. A direct approach based on dynamic programming techniques is studied leading to the characterization of the value function as the unique viscosity solution of a second order Hamilton–Jacobi–Bellman (HJB) equation with an oblique derivative boundary condition. A general numerical scheme is proposed and a convergence result is provided. Error estimates are obtained for the semi-Lagrangian scheme. These results can apply to the case of lookback options in finance. Moreover, optimal control problems with maximum cost arise in the characterization of the reachable sets for a system ofmore » controlled stochastic differential equations. Some numerical simulations on examples of reachable analysis are included to illustrate our approach.« less

Steady/unsteady aerodynamic analysis of wings at subsonic, sonic and supersonic Mach numbers using a 3D panel method

NASA Astrophysics Data System (ADS)

Cho, Jeonghyun; Han, Cheolheui; Cho, Leesang; Cho, Jinsoo

2003-08-01

This paper treats the kernel function of an integral equation that relates a known or prescribed upwash distribution to an unknown lift distribution for a finite wing. The pressure kernel functions of the singular integral equation are summarized for all speed range in the Laplace transform domain. The sonic kernel function has been reduced to a form, which can be conveniently evaluated as a finite limit from both the subsonic and supersonic sides when the Mach number tends to one. Several examples are solved including rectangular wings, swept wings, a supersonic transport wing and a harmonically oscillating wing. Present results are given with other numerical data, showing continuous results through the unit Mach number. Computed results are in good agreement with other numerical results.

High-Order Semi-Discrete Central-Upwind Schemes for Multi-Dimensional Hamilton-Jacobi Equations

NASA Technical Reports Server (NTRS)

Bryson, Steve; Levy, Doron; Biegel, Bran R. (Technical Monitor)

2002-01-01

We present high-order semi-discrete central-upwind numerical schemes for approximating solutions of multi-dimensional Hamilton-Jacobi (HJ) equations. This scheme is based on the use of fifth-order central interpolants like those developed in [1], in fluxes presented in [3]. These interpolants use the weighted essentially nonoscillatory (WENO) approach to avoid spurious oscillations near singularities, and become "central-upwind" in the semi-discrete limit. This scheme provides numerical approximations whose error is as much as an order of magnitude smaller than those in previous WENO-based fifth-order methods [2, 1]. Thee results are discussed via examples in one, two and three dimensions. We also pregnant explicit N-dimensional formulas for the fluxes, discuss their monotonicity and tl!e connection between this method and that in [2].

Projective-Dual Method for Solving Systems of Linear Equations with Nonnegative Variables

NASA Astrophysics Data System (ADS)

Ganin, B. V.; Golikov, A. I.; Evtushenko, Yu. G.

2018-02-01

In order to solve an underdetermined system of linear equations with nonnegative variables, the projection of a given point onto its solutions set is sought. The dual of this problem—the problem of unconstrained maximization of a piecewise-quadratic function—is solved by Newton's method. The problem of unconstrained optimization dual of the regularized problem of finding the projection onto the solution set of the system is considered. A connection of duality theory and Newton's method with some known algorithms of projecting onto a standard simplex is shown. On the example of taking into account the specifics of the constraints of the transport linear programming problem, the possibility to increase the efficiency of calculating the generalized Hessian matrix is demonstrated. Some examples of numerical calculations using MATLAB are presented.

A comparative study of diffraction of shallow-water waves by high-level IGN and GN equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhao, B.B.; Ertekin, R.C.; College of Shipbuilding Engineering, Harbin Engineering University, 150001 Harbin

2015-02-15

This work is on the nonlinear diffraction analysis of shallow-water waves, impinging on submerged obstacles, by two related theories, namely the classical Green–Naghdi (GN) equations and the Irrotational Green–Naghdi (IGN) equations, both sets of equations being at high levels and derived for incompressible and inviscid flows. Recently, the high-level Green–Naghdi equations have been applied to some wave transformation problems. The high-level IGN equations have also been used in the last decade to study certain wave propagation problems. However, past works on these theories used different numerical methods to solve these nonlinear and unsteady sets of differential equations and at differentmore » levels. Moreover, different physical problems have been solved in the past. Therefore, it has not been possible to understand the differences produced by these two sets of theories and their range of applicability so far. We are thus motivated to make a direct comparison of the results produced by these theories by use of the same numerical method to solve physically the same wave diffraction problems. We focus on comparing these two theories by using similar codes; only the equations used are different but other parts of the codes, such as the wave-maker, damping zone, discretion method, matrix solver, etc., are exactly the same. This way, we eliminate many potential sources of differences that could be produced by the solution of different equations. The physical problems include the presence of various submerged obstacles that can be used for example as breakwaters or to represent the continental shelf. A numerical wave tank is created by placing a wavemaker on one end and a wave absorbing beach on the other. The nonlinear and unsteady sets of differential equations are solved by the finite-difference method. The results are compared with different equations as well as with the available experimental data.« less

A comparative study of diffraction of shallow-water waves by high-level IGN and GN equations

NASA Astrophysics Data System (ADS)

Zhao, B. B.; Ertekin, R. C.; Duan, W. Y.

2015-02-01

This work is on the nonlinear diffraction analysis of shallow-water waves, impinging on submerged obstacles, by two related theories, namely the classical Green-Naghdi (GN) equations and the Irrotational Green-Naghdi (IGN) equations, both sets of equations being at high levels and derived for incompressible and inviscid flows. Recently, the high-level Green-Naghdi equations have been applied to some wave transformation problems. The high-level IGN equations have also been used in the last decade to study certain wave propagation problems. However, past works on these theories used different numerical methods to solve these nonlinear and unsteady sets of differential equations and at different levels. Moreover, different physical problems have been solved in the past. Therefore, it has not been possible to understand the differences produced by these two sets of theories and their range of applicability so far. We are thus motivated to make a direct comparison of the results produced by these theories by use of the same numerical method to solve physically the same wave diffraction problems. We focus on comparing these two theories by using similar codes; only the equations used are different but other parts of the codes, such as the wave-maker, damping zone, discretion method, matrix solver, etc., are exactly the same. This way, we eliminate many potential sources of differences that could be produced by the solution of different equations. The physical problems include the presence of various submerged obstacles that can be used for example as breakwaters or to represent the continental shelf. A numerical wave tank is created by placing a wavemaker on one end and a wave absorbing beach on the other. The nonlinear and unsteady sets of differential equations are solved by the finite-difference method. The results are compared with different equations as well as with the available experimental data.

A simple finite element method for non-divergence form elliptic equation

DOE PAGES

Mu, Lin; Ye, Xiu

2017-03-01

Here, we develop a simple finite element method for solving second order elliptic equations in non-divergence form by combining least squares concept with discontinuous approximations. This simple method has a symmetric and positive definite system and can be easily analyzed and implemented. We could have also used general meshes with polytopal element and hanging node in the method. We prove that our finite element solution approaches to the true solution when the mesh size approaches to zero. Numerical examples are tested that demonstrate the robustness and flexibility of the method.

Boundary element modelling of dynamic behavior of piecewise homogeneous anisotropic elastic solids

NASA Astrophysics Data System (ADS)

Igumnov, L. A.; Markov, I. P.; Litvinchuk, S. Yu

2018-04-01

A traditional direct boundary integral equations method is applied to solve three-dimensional dynamic problems of piecewise homogeneous linear elastic solids. The materials of homogeneous parts are considered to be generally anisotropic. The technique used to solve the boundary integral equations is based on the boundary element method applied together with the Radau IIA convolution quadrature method. A numerical example of suddenly loaded 3D prismatic rod consisting of two subdomains with different anisotropic elastic properties is presented to verify the accuracy of the proposed formulation.

Exact solutions for the selection-mutation equilibrium in the Crow-Kimura evolutionary model.

PubMed

Semenov, Yuri S; Novozhilov, Artem S

2015-08-01

We reformulate the eigenvalue problem for the selection-mutation equilibrium distribution in the case of a haploid asexually reproduced population in the form of an equation for an unknown probability generating function of this distribution. The special form of this equation in the infinite sequence limit allows us to obtain analytically the steady state distributions for a number of particular cases of the fitness landscape. The general approach is illustrated by examples; theoretical findings are compared with numerical calculations. Copyright © 2015. Published by Elsevier Inc.

A simple finite element method for non-divergence form elliptic equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mu, Lin; Ye, Xiu

Here, we develop a simple finite element method for solving second order elliptic equations in non-divergence form by combining least squares concept with discontinuous approximations. This simple method has a symmetric and positive definite system and can be easily analyzed and implemented. We could have also used general meshes with polytopal element and hanging node in the method. We prove that our finite element solution approaches to the true solution when the mesh size approaches to zero. Numerical examples are tested that demonstrate the robustness and flexibility of the method.

Communication: An exact bound on the bridge function in integral equation theories.

PubMed

Kast, Stefan M; Tomazic, Daniel

2012-11-07

We show that the formal solution of the general closure relation occurring in Ornstein-Zernike-type integral equation theories in terms of the Lambert W function leads to an exact relation between the bridge function and correlation functions, most notably to an inequality that bounds possible bridge values. The analytical results are illustrated on the example of the Lennard-Jones fluid for which the exact bridge function is known from computer simulations under various conditions. The inequality has consequences for the development of bridge function models and rationalizes numerical convergence issues.

Prediction of composite thermal behavior made simple

NASA Technical Reports Server (NTRS)

Chamis, C. C.

1981-01-01

A convenient procedure is described to determine the thermal behavior (thermal expansion coefficients and thermal stresses) of angleplied fiber composites using a pocket calculator. The procedure consists of equations and appropriate graphs for various ( + or - theta) ply combinations. These graphs present reduced stiffness and thermal expansion coefficients as functions of (+ or - theta) in order to simplify and expedite the use of the equations. The procedure is applicable to all types of balanced, symmetric fiber composites including interply and intraply hybrids. The versatility and generality of the procedure is illustrated using several step-by-step numerical examples.

Neural network error correction for solving coupled ordinary differential equations

NASA Technical Reports Server (NTRS)

Shelton, R. O.; Darsey, J. A.; Sumpter, B. G.; Noid, D. W.

1992-01-01

A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.

Receptor binding kinetics equations: Derivation using the Laplace transform method.

PubMed

Hoare, Sam R J

Measuring unlabeled ligand receptor binding kinetics is valuable in optimizing and understanding drug action. Unfortunately, deriving equations for estimating kinetic parameters is challenging because it involves calculus; integration can be a frustrating barrier to the pharmacologist seeking to measure simple rate parameters. Here, a well-known tool for simplifying the derivation, the Laplace transform, is applied to models of receptor-ligand interaction. The method transforms differential equations to a form in which simple algebra can be applied to solve for the variable of interest, for example the concentration of ligand-bound receptor. The goal is to provide instruction using familiar examples, to enable investigators familiar with handling equilibrium binding equations to derive kinetic equations for receptor-ligand interaction. First, the Laplace transform is used to derive the equations for association and dissociation of labeled ligand binding. Next, its use for unlabeled ligand kinetic equations is exemplified by a full derivation of the kinetics of competitive binding equation. Finally, new unlabeled ligand equations are derived using the Laplace transform. These equations incorporate a pre-incubation step with unlabeled or labeled ligand. Four equations for measuring unlabeled ligand kinetics were compared and the two new equations verified by comparison with numerical solution. Importantly, the equations have not been verified with experimental data because no such experiments are evident in the literature. Equations were formatted for use in the curve-fitting program GraphPad Prism 6.0 and fitted to simulated data. This description of the Laplace transform method will enable pharmacologists to derive kinetic equations for their model or experimental paradigm under study. Application of the transform will expand the set of equations available for the pharmacologist to measure unlabeled ligand binding kinetics, and for other time-dependent pharmacological activities. Copyright © 2017 Elsevier Inc. All rights reserved.

On the solution of integral equations with a generalized cauchy kernal

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1986-01-01

A certain class of singular integral equations that may arise from the mixed boundary value problems in nonhonogeneous materials is considered. The distinguishing feature of these equations is that in addition to the Cauchy singularity, the kernels contain terms that are singular only at the end points. In the form of the singular integral equations adopted, the density function is a potential or a displacement and consequently the kernal has strong singularities of the form (t-x)(-2), x(n-2) (t+x)(n), (n is = or 2, 0 x, t b). The complex function theory is used to determine the fundamental function of the problem for the general case and a simple numerical technique is described to solve the integral equation. Two examples from the theory of elasticity are then considered to show the application of the technique.

Spectral multigrid methods for elliptic equations 2

NASA Technical Reports Server (NTRS)

Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.

1983-01-01

A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.

Vibrations and stresses in layered anisotropic cylinders

NASA Technical Reports Server (NTRS)

Mulholland, G. P.; Gupta, B. P.

1976-01-01

An equation describing the radial displacement in a k layered anisotropic cylinder was obtained. The cylinders are initially unstressed but are subjected to either a time dependent normal stress or a displacement at the external boundaries of the laminate. The solution is obtained by utilizing the Vodicka orthogonalization technique. Numerical examples are given to illustrate the procedure.

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1991-01-01

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems.

A space-time tensor formulation for continuum mechanics in general curvilinear, moving, and deforming coordinate systems

NASA Technical Reports Server (NTRS)

Avis, L. M.

1976-01-01

Tensor methods are used to express the continuum equations of motion in general curvilinear, moving, and deforming coordinate systems. The space-time tensor formulation is applicable to situations in which, for example, the boundaries move and deform. Placing a coordinate surface on such a boundary simplifies the boundary condition treatment. The space-time tensor formulation is also applicable to coordinate systems with coordinate surfaces defined as surfaces of constant pressure, density, temperature, or any other scalar continuum field function. The vanishing of the function gradient components along the coordinate surfaces may simplify the set of governing equations. In numerical integration of the equations of motion, the freedom of motion of the coordinate surfaces provides a potential for enhanced resolution of the continuum field function. An example problem of an incompressible, inviscid fluid with a top free surface is considered, where the surfaces of constant pressure (including the top free surface) are coordinate surfaces.

A versatile embedded boundary adaptive mesh method for compressible flow in complex geometry

NASA Astrophysics Data System (ADS)

Al-Marouf, M.; Samtaney, R.

2017-05-01

We present an embedded ghost fluid method for numerical solutions of the compressible Navier Stokes (CNS) equations in arbitrary complex domains. A PDE multidimensional extrapolation approach is used to reconstruct the solution in the ghost fluid regions and imposing boundary conditions on the fluid-solid interface, coupled with a multi-dimensional algebraic interpolation for freshly cleared cells. The CNS equations are numerically solved by the second order multidimensional upwind method. Block-structured adaptive mesh refinement, implemented with the Chombo framework, is utilized to reduce the computational cost while keeping high resolution mesh around the embedded boundary and regions of high gradient solutions. The versatility of the method is demonstrated via several numerical examples, in both static and moving geometry, ranging from low Mach number nearly incompressible flows to supersonic flows. Our simulation results are extensively verified against other numerical results and validated against available experimental results where applicable. The significance and advantages of our implementation, which revolve around balancing between the solution accuracy and implementation difficulties, are briefly discussed as well.

An unconditionally stable method for numerically solving solar sail spacecraft equations of motion

NASA Astrophysics Data System (ADS)

Karwas, Alex

Solar sails use the endless supply of the Sun's radiation to propel spacecraft through space. The sails use the momentum transfer from the impinging solar radiation to provide thrust to the spacecraft while expending zero fuel. Recently, the first solar sail spacecraft, or sailcraft, named IKAROS completed a successful mission to Venus and proved the concept of solar sail propulsion. Sailcraft experimental data is difficult to gather due to the large expenses of space travel, therefore, a reliable and accurate computational method is needed to make the process more efficient. Presented in this document is a new approach to simulating solar sail spacecraft trajectories. The new method provides unconditionally stable numerical solutions for trajectory propagation and includes an improved physical description over other methods. The unconditional stability of the new method means that a unique numerical solution is always determined. The improved physical description of the trajectory provides a numerical solution and time derivatives that are continuous throughout the entire trajectory. The error of the continuous numerical solution is also known for the entire trajectory. Optimal control for maximizing thrust is also provided within the framework of the new method. Verification of the new approach is presented through a mathematical description and through numerical simulations. The mathematical description provides details of the sailcraft equations of motion, the numerical method used to solve the equations, and the formulation for implementing the equations of motion into the numerical solver. Previous work in the field is summarized to show that the new approach can act as a replacement to previous trajectory propagation methods. A code was developed to perform the simulations and it is also described in this document. Results of the simulations are compared to the flight data from the IKAROS mission. Comparison of the two sets of data show that the new approach is capable of accurately simulating sailcraft motion. Sailcraft and spacecraft simulations are compared to flight data and to other numerical solution techniques. The new formulation shows an increase in accuracy over a widely used trajectory propagation technique. Simulations for two-dimensional, three-dimensional, and variable attitude trajectories are presented to show the multiple capabilities of the new technique. An element of optimal control is also part of the new technique. An additional equation is added to the sailcraft equations of motion that maximizes thrust in a specific direction. A technical description and results of an example optimization problem are presented. The spacecraft attitude dynamics equations take the simulation a step further by providing control torques using the angular rate and acceleration outputs of the numerical formulation.

Charge and energy migration in molecular clusters: A stochastic Schrödinger equation approach.

PubMed

Plehn, Thomas; May, Volkhard

2017-01-21

The performance of stochastic Schrödinger equations for simulating dynamic phenomena in large scale open quantum systems is studied. Going beyond small system sizes, commonly used master equation approaches become inadequate. In this regime, wave function based methods profit from their inherent scaling benefit and present a promising tool to study, for example, exciton and charge carrier dynamics in huge and complex molecular structures. In the first part of this work, a strict analytic derivation is presented. It starts with the finite temperature reduced density operator expanded in coherent reservoir states and ends up with two linear stochastic Schrödinger equations. Both equations are valid in the weak and intermediate coupling limit and can be properly related to two existing approaches in literature. In the second part, we focus on the numerical solution of these equations. The main issue is the missing norm conservation of the wave function propagation which may lead to numerical discrepancies. To illustrate this, we simulate the exciton dynamics in the Fenna-Matthews-Olson complex in direct comparison with the data from literature. Subsequently a strategy for the proper computational handling of the linear stochastic Schrödinger equation is exposed particularly with regard to large systems. Here, we study charge carrier transfer kinetics in realistic hybrid organic/inorganic para-sexiphenyl/ZnO systems of different extension.

An efficient hybrid pseudospectral/finite-difference scheme for solving the TTI pure P-wave equation

NASA Astrophysics Data System (ADS)

Zhan, Ge; Pestana, Reynam C.; Stoffa, Paul L.

2013-04-01

The pure P-wave equation for modelling and migration in tilted transversely isotropic (TTI) media has attracted more and more attention in imaging seismic data with anisotropy. The desirable feature is that it is absolutely free of shear-wave artefacts and the consequent alleviation of numerical instabilities generally suffered by some systems of coupled equations. However, due to several forward-backward Fourier transforms in wavefield updating at each time step, the computational cost is significant, and thereby hampers its prevalence. We propose to use a hybrid pseudospectral (PS) and finite-difference (FD) scheme to solve the pure P-wave equation. In the hybrid solution, most of the cost-consuming wavenumber terms in the equation are replaced by inexpensive FD operators, which in turn accelerates the computation and reduces the computational cost. To demonstrate the benefit in cost saving of the new scheme, 2D and 3D reverse-time migration (RTM) examples using the hybrid solution to the pure P-wave equation are carried out, and respective runtimes are listed and compared. Numerical results show that the hybrid strategy demands less computation time and is faster than using the PS method alone. Furthermore, this new TTI RTM algorithm with the hybrid method is computationally less expensive than that with the FD solution to conventional TTI coupled equations.

Charge and energy migration in molecular clusters: A stochastic Schrödinger equation approach

NASA Astrophysics Data System (ADS)

Plehn, Thomas; May, Volkhard

2017-01-01

The performance of stochastic Schrödinger equations for simulating dynamic phenomena in large scale open quantum systems is studied. Going beyond small system sizes, commonly used master equation approaches become inadequate. In this regime, wave function based methods profit from their inherent scaling benefit and present a promising tool to study, for example, exciton and charge carrier dynamics in huge and complex molecular structures. In the first part of this work, a strict analytic derivation is presented. It starts with the finite temperature reduced density operator expanded in coherent reservoir states and ends up with two linear stochastic Schrödinger equations. Both equations are valid in the weak and intermediate coupling limit and can be properly related to two existing approaches in literature. In the second part, we focus on the numerical solution of these equations. The main issue is the missing norm conservation of the wave function propagation which may lead to numerical discrepancies. To illustrate this, we simulate the exciton dynamics in the Fenna-Matthews-Olson complex in direct comparison with the data from literature. Subsequently a strategy for the proper computational handling of the linear stochastic Schrödinger equation is exposed particularly with regard to large systems. Here, we study charge carrier transfer kinetics in realistic hybrid organic/inorganic para-sexiphenyl/ZnO systems of different extension.

Elimination of secular terms from the differential equations for the elements of perturbed two-body motion

NASA Technical Reports Server (NTRS)

Bond, Victor R.; Fraietta, Michael F.

1991-01-01

In 1961, Sperling linearized and regularized the differential equations of motion of the two-body problem by changing the independent variable from time to fictitious time by Sundman's transformation (r = dt/ds) and by embedding the two-body energy integral and the Laplace vector. In 1968, Burdet developed a perturbation theory which was uniformly valid for all types of orbits using a variation of parameters approach on the elements which appeared in Sperling's equations for the two-body solution. In 1973, Bond and Hanssen improved Burdet's set of differential equations by embedding the total energy (which is a constant when the potential function is explicitly dependent upon time.) The Jacobian constant was used as an element to replace the total energy in a reformulation of the differential equations of motion. In the process, another element which is proportional to a component of the angular momentum was introduced. Recently trajectories computed during numerical studies of atmospheric entry from circular orbits and low thrust beginning in near-circular orbits exhibited numerical instability when solved by the method of Bond and Gottlieb (1989) for long time intervals. It was found that this instability was due to secular terms which appear on the righthand sides of the differential equations of some of the elements. In this paper, this instability is removed by the introduction of another vector integral called the delta integral (which replaces the Laplace Vector) and another scalar integral which removes the secular terms. The introduction of these integrals requires a new derivation of the differential equations for most of the elements. For this rederivation, the Lagrange method of variation of parameters is used, making the development more concise. Numerical examples of this improvement are presented.

Modelling and control issues of dynamically substructured systems: adaptive forward prediction taken as an example

PubMed Central

Tu, Jia-Ying; Hsiao, Wei-De; Chen, Chih-Ying

2014-01-01

Testing techniques of dynamically substructured systems dissects an entire engineering system into parts. Components can be tested via numerical simulation or physical experiments and run synchronously. Additional actuator systems, which interface numerical and physical parts, are required within the physical substructure. A high-quality controller, which is designed to cancel unwanted dynamics introduced by the actuators, is important in order to synchronize the numerical and physical outputs and ensure successful tests. An adaptive forward prediction (AFP) algorithm based on delay compensation concepts has been proposed to deal with substructuring control issues. Although the settling performance and numerical conditions of the AFP controller are improved using new direct-compensation and singular value decomposition methods, the experimental results show that a linear dynamics-based controller still outperforms the AFP controller. Based on experimental observations, the least-squares fitting technique, effectiveness of the AFP compensation and differences between delay and ordinary differential equations are discussed herein, in order to reflect the fundamental issues of actuator modelling in relevant literature and, more specifically, to show that the actuator and numerical substructure are heterogeneous dynamic components and should not be collectively modelled as a homogeneous delay differential equation. PMID:25104902

On the validity of the Arrhenius equation for electron attachment rate coefficients.

PubMed

Fabrikant, Ilya I; Hotop, Hartmut

2008-03-28

The validity of the Arrhenius equation for dissociative electron attachment rate coefficients is investigated. A general analysis allows us to obtain estimates of the upper temperature bound for the range of validity of the Arrhenius equation in the endothermic case and both lower and upper bounds in the exothermic case with a reaction barrier. The results of the general discussion are illustrated by numerical examples whereby the rate coefficient, as a function of temperature for dissociative electron attachment, is calculated using the resonance R-matrix theory. In the endothermic case, the activation energy in the Arrhenius equation is close to the threshold energy, whereas in the case of exothermic reactions with an intermediate barrier, the activation energy is found to be substantially lower than the barrier height.

Dimensional analysis of detrimental ozone generation by positive wire-to-plate corona discharge in air

NASA Astrophysics Data System (ADS)

Bo, Z.; Chen, J. H.

2010-02-01

The dimensional analysis technique is used to formulate a correlation between ozone generation rate and various parameters that are important in the design and operation of positive wire-to-plate corona discharges in indoor air. The dimensionless relation is determined by linear regression analysis based on the results from 36 laboratory-scale experiments. The derived equation is validated by experimental data and a numerical model published in the literature. Applications of such derived equation are illustrated through an example selection of the appropriate set of operating conditions in the design/operation of a photocopier to follow the federal regulations of ozone emission. Finally, a new current-voltage characteristic equation is proposed for positive wire-to-plate corona discharges based on the derived dimensionless equation.

Time dependent wave envelope finite difference analysis of sound propagation

NASA Technical Reports Server (NTRS)

Baumeister, K. J.

1984-01-01

A transient finite difference wave envelope formulation is presented for sound propagation, without steady flow. Before the finite difference equations are formulated, the governing wave equation is first transformed to a form whose solution tends not to oscillate along the propagation direction. This transformation reduces the required number of grid points by an order of magnitude. Physically, the transformed pressure represents the amplitude of the conventional sound wave. The derivation for the wave envelope transient wave equation and appropriate boundary conditions are presented as well as the difference equations and stability requirements. To illustrate the method, example solutions are presented for sound propagation in a straight hard wall duct and in a two dimensional straight soft wall duct. The numerical results are in good agreement with exact analytical results.

Finite element procedures for time-dependent convection-diffusion-reaction systems

NASA Technical Reports Server (NTRS)

Tezduyar, T. E.; Park, Y. J.; Deans, H. A.

1988-01-01

New finite element procedures based on the streamline-upwind/Petrov-Galerkin formulations are developed for time-dependent convection-diffusion-reaction equations. These procedures minimize spurious oscillations for convection-dominated and reaction-dominated problems. The results obtained for representative numerical examples are accurate with minimal oscillations. As a special application problem, the single-well chemical tracer test (a procedure for measuring oil remaining in a depleted field) is simulated numerically. The results show the importance of temperature effects on the interpreted value of residual oil saturation from such tests.

Extension of a System Level Tool for Component Level Analysis

NASA Technical Reports Server (NTRS)

Majumdar, Alok; Schallhorn, Paul

2002-01-01

This paper presents an extension of a numerical algorithm for network flow analysis code to perform multi-dimensional flow calculation. The one dimensional momentum equation in network flow analysis code has been extended to include momentum transport due to shear stress and transverse component of velocity. Both laminar and turbulent flows are considered. Turbulence is represented by Prandtl's mixing length hypothesis. Three classical examples (Poiseuille flow, Couette flow and shear driven flow in a rectangular cavity) are presented as benchmark for the verification of the numerical scheme.

Numerically evaluating the bispectrum in curved field-space— with PyTransport 2.0

NASA Astrophysics Data System (ADS)

Ronayne, John W.; Mulryne, David J.

2018-01-01

We extend the transport framework for numerically evaluating the power spectrum and bispectrum in multi-field inflation to the case of a curved field-space metric. This method naturally accounts for all sub- and super-horizon tree level effects, including those induced by the curvature of the field-space. We present an open source implementation of our equations in an extension of the publicly available PyTransport code. Finally we illustrate how our technique is applied to examples of inflationary models with a non-trivial field-space metric.

Extension of a System Level Tool for Component Level Analysis

NASA Technical Reports Server (NTRS)

Majumdar, Alok; Schallhorn, Paul; McConnaughey, Paul K. (Technical Monitor)

2001-01-01

This paper presents an extension of a numerical algorithm for network flow analysis code to perform multi-dimensional flow calculation. The one dimensional momentum equation in network flow analysis code has been extended to include momentum transport due to shear stress and transverse component of velocity. Both laminar and turbulent flows are considered. Turbulence is represented by Prandtl's mixing length hypothesis. Three classical examples (Poiseuille flow, Couette flow, and shear driven flow in a rectangular cavity) are presented as benchmark for the verification of the numerical scheme.

Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion.

PubMed

Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei

2014-01-01

The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed.

Time-dependent difference theory for noise propagation in a two-dimensional duct. [of a turbofan engine

NASA Technical Reports Server (NTRS)

Baumeister, K. J.

1979-01-01

A time dependent numerical formulation was derived for sound propagation in a two dimensional straight soft-walled duct in the absence of mean flow. The time dependent governing acoustic-difference equations and boundary conditions were developed along with the maximum stable time increment. Example calculations were presented for sound attenuation in hard and soft wall ducts. The time dependent analysis were found to be superior to the conventional steady numerical analysis because of much shorter solution times and the elimination of matrix storage requirements.

Reconstruction Of The Permittivity Profile Of A Stratified Dielectric Layer

NASA Astrophysics Data System (ADS)

Vogelzang, E.; Ferwerda, H. A.; Yevick, D.

1985-03-01

A numerical procedure is given for the reconstruction of the permittivity profile of a dielectric slab on a perfect conductor. Profiles not supporting guided modes are reconstructed from the complex reflection amplitude for TE-polarized, monochromatic plane waves incident from different directions using the Marchenko theory. The contribution of guided modes is incorporated in the reconstruction procedure through the Gelfand-Levitan equations. An advantage of our approach is that a unique solution for the permittivity profile is obtained without the use of complicated regularization techniques. Some illustrative numerical examples are presented.

Lookback Option Pricing with Fixed Proportional Transaction Costs under Fractional Brownian Motion

PubMed Central

Sun, Jiao-Jiao; Zhou, Shengwu; Zhang, Yan; Han, Miao; Wang, Fei

2014-01-01

The pricing problem of lookback option with a fixed proportion of transaction costs is investigated when the underlying asset price follows a fractional Brownian motion process. Firstly, using Leland's hedging method a partial differential equation satisfied by the value of the lookback option is derived. Then we obtain its numerical solution by constructing a Crank-Nicolson format. Finally, the effectiveness of the proposed form is verified through a numerical example. Meanwhile, the impact of transaction cost rate and volatility on lookback option value is discussed. PMID:27433525

High-order ENO schemes applied to two- and three-dimensional compressible flow

NASA Technical Reports Server (NTRS)

Shu, Chi-Wang; Erlebacher, Gordon; Zang, Thomas A.; Whitaker, David; Osher, Stanley

1991-01-01

High order essentially non-oscillatory (ENO) finite difference schemes are applied to the 2-D and 3-D compressible Euler and Navier-Stokes equations. Practical issues, such as vectorization, efficiency of coding, cost comparison with other numerical methods, and accuracy degeneracy effects, are discussed. Numerical examples are provided which are representative of computational problems of current interest in transition and turbulence physics. These require both nonoscillatory shock capturing and high resolution for detailed structures in the smooth regions and demonstrate the advantage of ENO schemes.

Numerical solution of differential equations by artificial neural networks

NASA Technical Reports Server (NTRS)

Meade, Andrew J., Jr.

1995-01-01

Conventionally programmed digital computers can process numbers with great speed and precision, but do not easily recognize patterns or imprecise or contradictory data. Instead of being programmed in the conventional sense, artificial neural networks (ANN's) are capable of self-learning through exposure to repeated examples. However, the training of an ANN can be a time consuming and unpredictable process. A general method is being developed by the author to mate the adaptability of the ANN with the speed and precision of the digital computer. This method has been successful in building feedforward networks that can approximate functions and their partial derivatives from examples in a single iteration. The general method also allows the formation of feedforward networks that can approximate the solution to nonlinear ordinary and partial differential equations to desired accuracy without the need of examples. It is believed that continued research will produce artificial neural networks that can be used with confidence in practical scientific computing and engineering applications.

A mathematical model of the passage of an asteroid-comet body through the Earth’s atmosphere

DOE Office of Scientific and Technical Information (OSTI.GOV)

Shaydurov, V., E-mail: shaidurov04@mail.ru; Siberian Federal University, 79 Svobodny pr., 660041 Krasnoyarsk; Shchepanovskaya, G.

In the paper, a mathematical model and a numerical algorithm are proposed for modeling the complex of phenomena which accompany the passage of a friable asteroid-comet body through the Earth’s atmosphere: the material ablation, the dissociation of molecules, and the radiation. The proposed model is constructed on the basis of the Navier-Stokes equations for viscous heat-conducting gas with an additional equation for the motion and propagation of a friable lumpy-dust material in air. The energy equation is modified for the relation between two its kinds: the usual energy of the translation of molecules (which defines the temperature and pressure) andmore » the combined energy of their rotation, oscillation, electronic excitation, dissociation, and radiation. For the mathematical model of atmosphere, the distribution of density, pressure, and temperature in height is taken as for the standard atmosphere. An asteroid-comet body is taken initially as a round body consisting of a friable lumpy-dust material with corresponding density and significant viscosity which far exceed those for the atmosphere gas. A numerical algorithm is proposed for solving the initial-boundary problem for the extended system of Navier-Stokes equations. The algorithm is the combination of the semi-Lagrangian approximation for Lagrange transport derivatives and the conforming finite element method for other terms. The implementation of these approaches is illustrated by a numerical example.« less

Finite difference model for aquifer simulation in two dimensions with results of numerical experiments

USGS Publications Warehouse

Trescott, Peter C.; Pinder, George Francis; Larson, S.P.

1976-01-01

The model will simulate ground-water flow in an artesian aquifer, a water-table aquifer, or a combined artesian and water-table aquifer. The aquifer may be heterogeneous and anisotropic and have irregular boundaries. The source term in the flow equation may include well discharge, constant recharge, leakage from confining beds in which the effects of storage are considered, and evapotranspiration as a linear function of depth to water. The theoretical development includes presentation of the appropriate flow equations and derivation of the finite-difference approximations (written for a variable grid). The documentation emphasizes the numerical techniques that can be used for solving the simultaneous equations and describes the results of numerical experiments using these techniques. Of the three numerical techniques available in the model, the strongly implicit procedure, in general, requires less computer time and has fewer numerical difficulties than do the iterative alternating direction implicit procedure and line successive overrelaxation (which includes a two-dimensional correction procedure to accelerate convergence). The documentation includes a flow chart, program listing, an example simulation, and sections on designing an aquifer model and requirements for data input. It illustrates how model results can be presented on the line printer and pen plotters with a program that utilizes the graphical display software available from the Geological Survey Computer Center Division. In addition the model includes options for reading input data from a disk and writing intermediate results on a disk.

An accurate boundary element method for the exterior elastic scattering problem in two dimensions

NASA Astrophysics Data System (ADS)

Bao, Gang; Xu, Liwei; Yin, Tao

2017-11-01

This paper is concerned with a Galerkin boundary element method solving the two dimensional exterior elastic wave scattering problem. The original problem is first reduced to the so-called Burton-Miller [1] boundary integral formulation, and essential mathematical features of its variational form are discussed. In numerical implementations, a newly-derived and analytically accurate regularization formula [2] is employed for the numerical evaluation of hyper-singular boundary integral operator. A new computational approach is employed based on the series expansions of Hankel functions for the computation of weakly-singular boundary integral operators during the reduction of corresponding Galerkin equations into a discrete linear system. The effectiveness of proposed numerical methods is demonstrated using several numerical examples.

Analysis of energy states in modulation doped multiquantum well heterostructures

NASA Technical Reports Server (NTRS)

Ji, G.; Henderson, T.; Peng, C. K.; Huang, D.; Morkoc, H.

1990-01-01

A precise and effective numerical procedure to model the band diagram of modulation doped multiquantum well heterostructures is presented. This method is based on a self-consistent iterative solution of the Schroedinger equation and the Poisson equation. It can be used rather easily in any arbitrary modulation-doped structure. In addition to confined energy subbands, the unconfined states can be calculated as well. Examples on realistic device structures are given to demonstrate capabilities of this procedure. The numerical results are in good agreement with experiments. With the aid of this method the transitions involving both the confined and unconfined conduction subbands in a modulation doped AlGaAs/GaAs superlattice, and in a strained layer InGaAs/GaAs superlattice are identified. These results represent the first observation of unconfined transitions in modulation doped multiquantum well structures.

A numerical scheme for the identification of hybrid systems describing the vibration of flexible beams with tip bodies

NASA Technical Reports Server (NTRS)

Rosen, I. G.

1984-01-01

A cubic spline based Galerkin-like method is developed for the identification of a class of hybrid systems which describe the transverse vibration to flexible beams with attached tip bodies. The identification problem is formulated as a least squares fit to data subject to the system dynamics given by a coupled system of ordnary and partial differential equations recast as an abstract evolution equation (AEE) in an appropriate infinite dimensional Hilbert space. Projecting the AEE into spline-based subspaces leads naturally to a sequence of approximating finite dimensional identification problems. The solutions to these problems are shown to exist, are relatively easily computed, and are shown to, in some sense, converge to solutions to the original identification problem. Numerical results for a variety of examples are discussed.

A split finite element algorithm for the compressible Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Baker, A. J.

1979-01-01

An accurate and efficient numerical solution algorithm is established for solution of the high Reynolds number limit of the Navier-Stokes equations governing the multidimensional flow of a compressible essentially inviscid fluid. Finite element interpolation theory is used within a dissipative formulation established using Galerkin criteria within the Method of Weighted Residuals. An implicit iterative solution algorithm is developed, employing tensor product bases within a fractional steps integration procedure, that significantly enhances solution economy concurrent with sharply reduced computer hardware demands. The algorithm is evaluated for resolution of steep field gradients and coarse grid accuracy using both linear and quadratic tensor product interpolation bases. Numerical solutions for linear and nonlinear, one, two and three dimensional examples confirm and extend the linearized theoretical analyses, and results are compared to competitive finite difference derived algorithms.

Numerical marching techniques for fluid flows with heat transfer

NASA Technical Reports Server (NTRS)

Hornbeck, R. W.

1973-01-01

The finite difference formulation and method of solution is presented for a wide variety of fluid flow problems with associated heat transfer. Only a few direct results from these formulations are given as examples, since the book is intended primarily to serve a discussion of the techniques and as a starting point for further investigations; however, the formulations are sufficiently complete that a workable computer program may be written from them. In the appendixes a number of topics are discussed which are of interest with respect to the finite difference equations presented. These include a very rapid method for solving certain sets of linear algebraic equations, a discussion of numerical stability, the inherent error in flow rate for confined flow problems, and a method for obtaining high accuracy with a relatively small number of mesh points.

Modified Chebyshev Picard Iteration for Efficient Numerical Integration of Ordinary Differential Equations

NASA Astrophysics Data System (ADS)

Macomber, B.; Woollands, R. M.; Probe, A.; Younes, A.; Bai, X.; Junkins, J.

2013-09-01

Modified Chebyshev Picard Iteration (MCPI) is an iterative numerical method for approximating solutions of linear or non-linear Ordinary Differential Equations (ODEs) to obtain time histories of system state trajectories. Unlike other step-by-step differential equation solvers, the Runge-Kutta family of numerical integrators for example, MCPI approximates long arcs of the state trajectory with an iterative path approximation approach, and is ideally suited to parallel computation. Orthogonal Chebyshev Polynomials are used as basis functions during each path iteration; the integrations of the Picard iteration are then done analytically. Due to the orthogonality of the Chebyshev basis functions, the least square approximations are computed without matrix inversion; the coefficients are computed robustly from discrete inner products. As a consequence of discrete sampling and weighting adopted for the inner product definition, Runge phenomena errors are minimized near the ends of the approximation intervals. The MCPI algorithm utilizes a vector-matrix framework for computational efficiency. Additionally, all Chebyshev coefficients and integrand function evaluations are independent, meaning they can be simultaneously computed in parallel for further decreased computational cost. Over an order of magnitude speedup from traditional methods is achieved in serial processing, and an additional order of magnitude is achievable in parallel architectures. This paper presents a new MCPI library, a modular toolset designed to allow MCPI to be easily applied to a wide variety of ODE systems. Library users will not have to concern themselves with the underlying mathematics behind the MCPI method. Inputs are the boundary conditions of the dynamical system, the integrand function governing system behavior, and the desired time interval of integration, and the output is a time history of the system states over the interval of interest. Examples from the field of astrodynamics are presented to compare the output from the MCPI library to current state-of-practice numerical integration methods. It is shown that MCPI is capable of out-performing the state-of-practice in terms of computational cost and accuracy.

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery

PubMed Central

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930’s, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes. PMID:26401430

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery.

PubMed

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930's, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes.

A Numerical Method for Obtaining Monoenergetic Neutron Flux Distributions and Transmissions in Multiple-Region Slabs

NASA Technical Reports Server (NTRS)

Schneider, Harold

1959-01-01

This method is investigated for semi-infinite multiple-slab configurations of arbitrary width, composition, and source distribution. Isotropic scattering in the laboratory system is assumed. Isotropic scattering implies that the fraction of neutrons scattered in the i(sup th) volume element or subregion that will make their next collision in the j(sup th) volume element or subregion is the same for all collisions. These so-called "transfer probabilities" between subregions are calculated and used to obtain successive-collision densities from which the flux and transmission probabilities directly follow. For a thick slab with little or no absorption, a successive-collisions technique proves impractical because an unreasonably large number of collisions must be followed in order to obtain the flux. Here the appropriate integral equation is converted into a set of linear simultaneous algebraic equations that are solved for the average total flux in each subregion. When ordinary diffusion theory applies with satisfactory precision in a portion of the multiple-slab configuration, the problem is solved by ordinary diffusion theory, but the flux is plotted only in the region of validity. The angular distribution of neutrons entering the remaining portion is determined from the known diffusion flux and the remaining region is solved by higher order theory. Several procedures for applying the numerical method are presented and discussed. To illustrate the calculational procedure, a symmetrical slab ia vacuum is worked by the numerical, Monte Carlo, and P(sub 3) spherical harmonics methods. In addition, an unsymmetrical double-slab problem is solved by the numerical and Monte Carlo methods. The numerical approach proved faster and more accurate in these examples. Adaptation of the method to anisotropic scattering in slabs is indicated, although no example is included in this paper.

Acoustic theory of axisymmetric multisectioned ducts. [reduction of turbofan engine noise

NASA Technical Reports Server (NTRS)

Zorumski, W. E.

1974-01-01

Equations are developed for the acoustic field in a duct system which is made up of a number of connected circular and annular ducts. These equations are suitable for finding the acoustic field inside of and radiated from an aircraft turbofan engine. Acoustic modes are used as generalized coordinates in order to develop a set of matrix equations for the acoustic field. Equations for these modes are given for circular and annular ducts with uniform flow. Modal source equations are derived for point acoustic sources. General equations for mode transmission and reflection are developed and detailed equations are derived for ducts with multiple sections of acoustic treatment and for ducts with circumferential splitter rings. The general theory is applied to the special case of a uniform area circular duct with multisection liners and it is shown that the mode reflection effects are proportional to differences of the acoustic admittances of adjacent liners. A numerical example is given which shows that multisection liners may provide greater noise suppression than uniform liners.

Map projections: A working manual

USGS Publications Warehouse

Snyder, John P.

1987-01-01

With increased computerization, it is important to realize that rectangular coordinates for all these projections may be mathematically calculated with formulas which would have seemed too complicated in the past, but which now may be programmed routinely, especially if aided by numerical examples. A discussion of appearance, usage, and history is given together with both forward and inverse equations for each projection involved.

Modeling and control of flexible space platforms with articulated payloads

NASA Technical Reports Server (NTRS)

Graves, Philip C.; Joshi, Suresh M.

1989-01-01

The first steps in developing a methodology for spacecraft control-structure interaction (CSI) optimization are identification and classification of anticipated missions, and the development of tractable mathematical models in each mission class. A mathematical model of a generic large flexible space platform (LFSP) with multiple independently pointed rigid payloads is considered. The objective is not to develop a general purpose numerical simulation, but rather to develop an analytically tractable mathematical model of such composite systems. The equations of motion for a single payload case are derived, and are linearized about zero steady-state. The resulting model is then extended to include multiple rigid payloads, yielding the desired analytical form. The mathematical models developed clearly show the internal inertial/elastic couplings, and are therefore suitable for analytical and numerical studies. A simple decentralized control law is proposed for fine pointing the payloads and LFSP attitude control, and simulation results are presented for an example problem. The decentralized controller is shown to be adequate for the example problem chosen, but does not, in general, guarantee stability. A centralized dissipative controller is then proposed, requiring a symmetric form of the composite system equations. Such a controller guarantees robust closed loop stability despite unmodeled elastic dynamics and parameter uncertainties.

Effective quadrature formula in solving linear integro-differential equations of order two

NASA Astrophysics Data System (ADS)

Eshkuvatov, Z. K.; Kammuji, M.; Long, N. M. A. Nik; Yunus, Arif A. M.

2017-08-01

In this note, we solve general form of Fredholm-Volterra integro-differential equations (IDEs) of order 2 with boundary condition approximately and show that proposed method is effective and reliable. Initially, IDEs is reduced into integral equation of the third kind by using standard integration techniques and identity between multiple and single integrals then truncated Legendre series are used to estimate the unknown function. For the kernel integrals, we have applied Gauss-Legendre quadrature formula and collocation points are chosen as the roots of the Legendre polynomials. Finally, reduce the integral equations of the third kind into the system of algebraic equations and Gaussian elimination method is applied to get approximate solutions. Numerical examples and comparisons with other methods reveal that the proposed method is very effective and dominated others in many cases. General theory of existence of the solution is also discussed.

On the solution of integral equations with a generalized cauchy kernel

NASA Technical Reports Server (NTRS)

Kaya, A. C.; Erdogan, F.

1986-01-01

In this paper a certain class of singular integral equations that may arise from the mixed boundary value problems in nonhomogeneous materials is considered. The distinguishing feature of these equations is that in addition to the Cauchy singularity, the kernels contain terms that are singular only at the end points. In the form of the singular integral equations adopted, the density function is a potential or a displacement and consequently the kernel has strong singularities of the form (t-x) sup-2, x sup n-2 (t+x) sup n, (n or = 2, 0x,tb). The complex function theory is used to determine the fundamental function of the problem for the general case and a simple numerical technique is described to solve the integral equation. Two examples from the theory of elasticity are then considered to show the application of the technique.

Breather management in the derivative nonlinear Schrödinger equation with variable coefficients

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhong, Wei-Ping, E-mail: zhongwp6@126.com; Texas A&M University at Qatar, P.O. Box 23874 Doha; Belić, Milivoj

2015-04-15

We investigate breather solutions of the generalized derivative nonlinear Schrödinger (DNLS) equation with variable coefficients, which is used in the description of femtosecond optical pulses in inhomogeneous media. The solutions are constructed by means of the similarity transformation, which reduces a particular form of the generalized DNLS equation into the standard one, with constant coefficients. Examples of bright and dark breathers of different orders, that ride on finite backgrounds and may be related to rogue waves, are presented. - Highlights: • Exact solutions of a generalized derivative NLS equation are obtained. • The solutions are produced by means of amore » transformation to the usual integrable equation. • The validity of the solutions is verified by comparing them to numerical counterparts. • Stability of the solutions is checked by means of direct simulations. • The model applies to the propagation of ultrashort pulses in optical media.« less

A quadrature based method of moments for nonlinear Fokker-Planck equations

NASA Astrophysics Data System (ADS)

Otten, Dustin L.; Vedula, Prakash

2011-09-01

Fokker-Planck equations which are nonlinear with respect to their probability densities and occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, fermions and bosons can be challenging to solve numerically. To address some underlying challenges, we propose the application of the direct quadrature based method of moments (DQMOM) for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations (NLFPEs). In DQMOM, probability density (or other distribution) functions are represented using a finite collection of Dirac delta functions, characterized by quadrature weights and locations (or abscissas) that are determined based on constraints due to evolution of generalized moments. Three particular examples of nonlinear Fokker-Planck equations considered in this paper include descriptions of: (i) the Shimizu-Yamada model, (ii) the Desai-Zwanzig model (both of which have been developed as models of muscular contraction) and (iii) fermions and bosons. Results based on DQMOM, for the transient and stationary solutions of the nonlinear Fokker-Planck equations, have been found to be in good agreement with other available analytical and numerical approaches. It is also shown that approximate reconstruction of the underlying probability density function from moments obtained from DQMOM can be satisfactorily achieved using a maximum entropy method.

Iterative solution of the inverse Cauchy problem for an elliptic equation by the conjugate gradient method

NASA Astrophysics Data System (ADS)

Vasil'ev, V. I.; Kardashevsky, A. M.; Popov, V. V.; Prokopev, G. A.

2017-10-01

This article presents results of computational experiment carried out using a finite-difference method for solving the inverse Cauchy problem for a two-dimensional elliptic equation. The computational algorithm involves an iterative determination of the missing boundary condition from the override condition using the conjugate gradient method. The results of calculations are carried out on the examples with exact solutions as well as at specifying an additional condition with random errors are presented. Results showed a high efficiency of the iterative method of conjugate gradients for numerical solution

Investigation of ODE integrators using interactive graphics. [Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Brown, R. L.

1978-01-01

Two FORTRAN programs using an interactive graphic terminal to generate accuracy and stability plots for given multistep ordinary differential equation (ODE) integrators are described. The first treats the fixed stepsize linear case with complex variable solutions, and generates plots to show accuracy and error response to step driving function of a numerical solution, as well as the linear stability region. The second generates an analog to the stability region for classes of non-linear ODE's as well as accuracy plots. Both systems can compute method coefficients from a simple specification of the method. Example plots are given.

An implicit iterative algorithm with a tuning parameter for Itô Lyapunov matrix equations

NASA Astrophysics Data System (ADS)

Zhang, Ying; Wu, Ai-Guo; Sun, Hui-Jie

2018-01-01

In this paper, an implicit iterative algorithm is proposed for solving a class of Lyapunov matrix equations arising in Itô stochastic linear systems. A tuning parameter is introduced in this algorithm, and thus the convergence rate of the algorithm can be changed. Some conditions are presented such that the developed algorithm is convergent. In addition, an explicit expression is also derived for the optimal tuning parameter, which guarantees that the obtained algorithm achieves its fastest convergence rate. Finally, numerical examples are employed to illustrate the effectiveness of the given algorithm.

Semiempirical methods for computing turbulent flows

NASA Technical Reports Server (NTRS)

Belov, I. A.; Ginzburg, I. P.

1986-01-01

Two semiempirical theories which provide a basis for determining the turbulent friction and heat exchange near a wall are presented: (1) the Prandtl-Karman theory, and (2) the theory utilizing an equation for the energy of turbulent pulsations. A comparison is made between exact numerical methods and approximate integral methods for computing the turbulent boundary layers in the presence of pressure, blowing, or suction gradients. Using the turbulent flow around a plate as an example, it is shown that, when computing turbulent flows with external turbulence, it is preferable to construct a turbulence model based on the equation for energy of turbulent pulsations.

Low frequency acoustic and electromagnetic scattering

NASA Technical Reports Server (NTRS)

Hariharan, S. I.; Maccamy, R. C.

1986-01-01

This paper deals with two classes of problems arising from acoustics and electromagnetics scattering in the low frequency stations. The first class of problem is solving Helmholtz equation with Dirichlet boundary conditions on an arbitrary two dimensional body while the second one is an interior-exterior interface problem with Helmholtz equation in the exterior. Low frequency analysis show that there are two intermediate problems which solve the above problems accurate to 0(k/2/ log k) where k is the frequency. These solutions greatly differ from the zero frequency approximations. For the Dirichlet problem numerical examples are shown to verify the theoretical estimates.

The exact fundamental solution for the Benes tracking problem

NASA Astrophysics Data System (ADS)

Balaji, Bhashyam

2009-05-01

The universal continuous-discrete tracking problem requires the solution of a Fokker-Planck-Kolmogorov forward equation (FPKfe) for an arbitrary initial condition. Using results from quantum mechanics, the exact fundamental solution for the FPKfe is derived for the state model of arbitrary dimension with Benes drift that requires only the computation of elementary transcendental functions and standard linear algebra techniques- no ordinary or partial differential equations need to be solved. The measurement process may be an arbitrary, discrete-time nonlinear stochastic process, and the time step size can be arbitrary. Numerical examples are included, demonstrating its utility in practical implementation.

A computational method for the Helmholtz equation in unbounded domains based on the minimization of an integral functional

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ciraolo, Giulio, E-mail: g.ciraolo@math.unipa.it; Gargano, Francesco, E-mail: gargano@math.unipa.it; Sciacca, Vincenzo, E-mail: sciacca@math.unipa.it

2013-08-01

We study a new approach to the problem of transparent boundary conditions for the Helmholtz equation in unbounded domains. Our approach is based on the minimization of an integral functional arising from a volume integral formulation of the radiation condition. The index of refraction does not need to be constant at infinity and may have some angular dependency as well as perturbations. We prove analytical results on the convergence of the approximate solution. Numerical examples for different shapes of the artificial boundary and for non-constant indexes of refraction will be presented.

Multiscale modeling and computation of optically manipulated nano devices

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bao, Gang, E-mail: baog@zju.edu.cn; Liu, Di, E-mail: richardl@math.msu.edu; Luo, Songting, E-mail: luos@iastate.edu

2016-07-01

We present a multiscale modeling and computational scheme for optical-mechanical responses of nanostructures. The multi-physical nature of the problem is a result of the interaction between the electromagnetic (EM) field, the molecular motion, and the electronic excitation. To balance accuracy and complexity, we adopt the semi-classical approach that the EM field is described classically by the Maxwell equations, and the charged particles follow the Schrödinger equations quantum mechanically. To overcome the numerical challenge of solving the high dimensional multi-component many-body Schrödinger equations, we further simplify the model with the Ehrenfest molecular dynamics to determine the motion of the nuclei, andmore » use the Time-Dependent Current Density Functional Theory (TD-CDFT) to calculate the excitation of the electrons. This leads to a system of coupled equations that computes the electromagnetic field, the nuclear positions, and the electronic current and charge densities simultaneously. In the regime of linear responses, the resonant frequencies initiating the out-of-equilibrium optical-mechanical responses can be formulated as an eigenvalue problem. A self-consistent multiscale method is designed to deal with the well separated space scales. The isomerization of azobenzene is presented as a numerical example.« less

Direct Numerical Simulation of Fingering Instabilities in Coating Flows

NASA Astrophysics Data System (ADS)

Eres, Murat H.; Schwartz, Leonard W.

1998-11-01

We consider stability and finger formation in free surface flows. Gravity driven downhill drainage and temperature gradient driven climbing flows are two examples of such problems. The former situation occurs when a mound of viscous liquid on a vertical wall is allowed to flow. Constant surface shear stress due to temperature gradients (Marangoni stress) can initiate the latter problem. The evolution equations are derived using the lubrication approximation. We also include the effects of finite-contact angles in the evolution equations using a disjoining pressure model. Evolution equations for both problems are solved using an efficient alternating-direction-implicit method. For both problems a one-dimensional base state is established, that is steady in a moving reference frame. This base state is unstable to transverse perturbations. The transverse wavenumbers for the most rapidly growing modes are found through direct numerical solution of the nonlinear evolution equations, and are compared with published experimental results. For a range of finite equilibrium contact angles, the fingers can grow without limit leading to semi-finite steady fingers in a moving coordinate system. A computer generated movie of the nonlinear simulation results, for several sets of input parameters, will be shown.

A meshless method for solving two-dimensional variable-order time fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Tayebi, A.; Shekari, Y.; Heydari, M. H.

2017-07-01

Several physical phenomena such as transformation of pollutants, energy, particles and many others can be described by the well-known convection-diffusion equation which is a combination of the diffusion and advection equations. In this paper, this equation is generalized with the concept of variable-order fractional derivatives. The generalized equation is called variable-order time fractional advection-diffusion equation (V-OTFA-DE). An accurate and robust meshless method based on the moving least squares (MLS) approximation and the finite difference scheme is proposed for its numerical solution on two-dimensional (2-D) arbitrary domains. In the time domain, the finite difference technique with a θ-weighted scheme and in the space domain, the MLS approximation are employed to obtain appropriate semi-discrete solutions. Since the newly developed method is a meshless approach, it does not require any background mesh structure to obtain semi-discrete solutions of the problem under consideration, and the numerical solutions are constructed entirely based on a set of scattered nodes. The proposed method is validated in solving three different examples including two benchmark problems and an applied problem of pollutant distribution in the atmosphere. In all such cases, the obtained results show that the proposed method is very accurate and robust. Moreover, a remarkable property so-called positive scheme for the proposed method is observed in solving concentration transport phenomena.

Computational thermo-hydro-mechanics for freezing and thawing multiphase geological media in the finite deformation range

NASA Astrophysics Data System (ADS)

Sun, W.; Na, S.

2017-12-01

A stabilized thermo-hydro-mechanical (THM) finite element model is introduced to investigate the freeze-thaw action of frozen porous media in the finite deformation range. By applying the mixture theory, frozen soil is idealized as a composite consisting of three phases, i.e., solid grain, unfrozen water and ice crystal. A generalized hardening rule at finite strain is adopted to replicate how the elasto-plastic responses and critical state evolve under the influence of phase transitions and heat transfer. The enhanced particle interlocking and ice strengthening during the freezing processes and the thawing-induced consolidation at the geometrical nonlinear regimes are both replicated in numerical examples. The numerical issues due to lack of two-fold inf-sup condition and ill-conditioning of the system of equations are addressed. Numerical examples for engineering applications at cold region are analyzed via the proposed model to predict the impacts of changing climate on infrastructure at cold regions.

Non-linear instability analysis of the two-dimensional Navier-Stokes equation: The Taylor-Green vortex problem

NASA Astrophysics Data System (ADS)

Sengupta, Tapan K.; Sharma, Nidhi; Sengupta, Aditi

2018-05-01

An enstrophy-based non-linear instability analysis of the Navier-Stokes equation for two-dimensional (2D) flows is presented here, using the Taylor-Green vortex (TGV) problem as an example. This problem admits a time-dependent analytical solution as the base flow, whose instability is traced here. The numerical study of the evolution of the Taylor-Green vortices shows that the flow becomes turbulent, but an explanation for this transition has not been advanced so far. The deviation of the numerical solution from the analytical solution is studied here using a high accuracy compact scheme on a non-uniform grid (NUC6), with the fourth-order Runge-Kutta method. The stream function-vorticity (ψ, ω) formulation of the governing equations is solved here in a periodic square domain with four vortices at t = 0. Simulations performed at different Reynolds numbers reveal that numerical errors in computations induce a breakdown of symmetry and simultaneous fragmentation of vortices. It is shown that the actual physical instability is triggered by the growth of disturbances and is explained by the evolution of disturbance mechanical energy and enstrophy. The disturbance evolution equations have been traced by looking at (a) disturbance mechanical energy of the Navier-Stokes equation, as described in the work of Sengupta et al., "Vortex-induced instability of an incompressible wall-bounded shear layer," J. Fluid Mech. 493, 277-286 (2003), and (b) the creation of rotationality via the enstrophy transport equation in the work of Sengupta et al., "Diffusion in inhomogeneous flows: Unique equilibrium state in an internal flow," Comput. Fluids 88, 440-451 (2013).

The compressible aerodynamics of rotating blades based on an acoustic formulation

NASA Technical Reports Server (NTRS)

Long, L. N.

1983-01-01

An acoustic formula derived for the calculation of the noise of moving bodies is applied to aerodynamic problems. The acoustic formulation is a time domain result suitable for slender wings and bodies moving at subsonic speeds. A singular integral equation is derived in terms of the surface pressure which must then be solved numerically for aerodynamic purposes. However, as the 'observer' is moved onto the body surface, the divergent integrals in the acoustic formulation are semiconvergent. The procedure for regularization (or taking principal values of divergent integrals) is explained, and some numerical examples for ellipsoids, wings, and lifting rotors are presented. The numerical results show good agreement with available measured surface pressure data.

New distributed activation energy model: numerical solution and application to pyrolysis kinetics of some types of biomass.

PubMed

Cai, Junmeng; Liu, Ronghou

2008-05-01

In the present paper, a new distributed activation energy model has been developed, considering the reaction order and the dependence of frequency factor on temperature. The proposed DAEM cannot be solved directly in a closed from, thus a method was used to obtain the numerical solution of the new DAEM equation. Two numerical examples to illustrate the proposed method were presented. The traditional DAEM and new DAEM have been used to simulate the pyrolytic process of some types of biomass. The new DAEM fitted the experimental data much better than the traditional DAEM as the dependence of the frequency factor on temperature was taken into account.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chen, Zheng; Huang, Hongying; Yan, Jue

We develop 3rd order maximum-principle-satisfying direct discontinuous Galerkin methods [8], [9], [19] and [21] for convection diffusion equations on unstructured triangular mesh. We carefully calculate the normal derivative numerical flux across element edges and prove that, with proper choice of parameter pair (β 0,β 1) in the numerical flux formula, the quadratic polynomial solution satisfies strict maximum principle. The polynomial solution is bounded within the given range and third order accuracy is maintained. There is no geometric restriction on the meshes and obtuse triangles are allowed in the partition. As a result, a sequence of numerical examples are carried outmore » to demonstrate the accuracy and capability of the maximum-principle-satisfying limiter.« less

Exact Solutions of Coupled Multispecies Linear Reaction–Diffusion Equations on a Uniformly Growing Domain

PubMed Central

Simpson, Matthew J.; Sharp, Jesse A.; Morrow, Liam C.; Baker, Ruth E.

2015-01-01

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction–diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction–diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction–diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially–confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially–confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit. PMID:26407013

Exact Solutions of Coupled Multispecies Linear Reaction-Diffusion Equations on a Uniformly Growing Domain.

PubMed

Simpson, Matthew J; Sharp, Jesse A; Morrow, Liam C; Baker, Ruth E

2015-01-01

Embryonic development involves diffusion and proliferation of cells, as well as diffusion and reaction of molecules, within growing tissues. Mathematical models of these processes often involve reaction-diffusion equations on growing domains that have been primarily studied using approximate numerical solutions. Recently, we have shown how to obtain an exact solution to a single, uncoupled, linear reaction-diffusion equation on a growing domain, 0 < x < L(t), where L(t) is the domain length. The present work is an extension of our previous study, and we illustrate how to solve a system of coupled reaction-diffusion equations on a growing domain. This system of equations can be used to study the spatial and temporal distributions of different generations of cells within a population that diffuses and proliferates within a growing tissue. The exact solution is obtained by applying an uncoupling transformation, and the uncoupled equations are solved separately before applying the inverse uncoupling transformation to give the coupled solution. We present several example calculations to illustrate different types of behaviour. The first example calculation corresponds to a situation where the initially-confined population diffuses sufficiently slowly that it is unable to reach the moving boundary at x = L(t). In contrast, the second example calculation corresponds to a situation where the initially-confined population is able to overcome the domain growth and reach the moving boundary at x = L(t). In its basic format, the uncoupling transformation at first appears to be restricted to deal only with the case where each generation of cells has a distinct proliferation rate. However, we also demonstrate how the uncoupling transformation can be used when each generation has the same proliferation rate by evaluating the exact solutions as an appropriate limit.

High-Order Central WENO Schemes for Multi-Dimensional Hamilton-Jacobi Equations

NASA Technical Reports Server (NTRS)

Bryson, Steve; Levy, Doron; Biegel, Bryan (Technical Monitor)

2002-01-01

We present new third- and fifth-order Godunov-type central schemes for approximating solutions of the Hamilton-Jacobi (HJ) equation in an arbitrary number of space dimensions. These are the first central schemes for approximating solutions of the HJ equations with an order of accuracy that is greater than two. In two space dimensions we present two versions for the third-order scheme: one scheme that is based on a genuinely two-dimensional Central WENO reconstruction, and another scheme that is based on a simpler dimension-by-dimension reconstruction. The simpler dimension-by-dimension variant is then extended to a multi-dimensional fifth-order scheme. Our numerical examples in one, two and three space dimensions verify the expected order of accuracy of the schemes.

Asymptotically Exact Solution of the Problem of Harmonic Vibrations of an Elastic Parallelepiped

NASA Astrophysics Data System (ADS)

Papkov, S. O.

2017-11-01

An asymptotically exact solution of the classical problem of elasticity about the steadystate forced vibrations of an elastic rectangular parallelepiped is constructed. The general solution of the vibration equations is constructed in the form of double Fourier series with undetermined coefficients, and an infinite system of linear algebraic equations is obtained for determining these coefficients. An analysis of the infinite system permits determining the asymptotics of the unknowns which are used to convolve the double series in both equations of the infinite systems and the displacement and stress components. The efficiency of this approach is illustrated by numerical examples and comparison with known solutions. The spectrum of the parallelepiped symmetric vibrations is studied for various ratios of its sides.

Note on the eigensolution of a homogeneous equation with semi-infinite domain

NASA Technical Reports Server (NTRS)

Wadia, A. R.

1980-01-01

The 'variation-iteration' method using Green's functions to find the eigenvalues and the corresponding eigenfunctions of a homogeneous Fredholm integral equation is employed for the stability analysis of fluid hydromechanics problems with a semiinfinite (infinite) domain of application. The objective of the study is to develop a suitable numerical approach to the solution of such equations in order to better understand the full set of equations for 'real-world' flow models. The study involves a search for a suitable value of the length of the domain which is a fair finite approximation to infinity, which makes the eigensolution an approximation dependent on the length of the interval chosen. In the examples investigated y = 1 = a seems to be the best approximation of infinity; for y greater than unity this method fails due to the polynomial nature of Green's functions.

Stabilisation of time-varying linear systems via Lyapunov differential equations

NASA Astrophysics Data System (ADS)

Zhou, Bin; Cai, Guang-Bin; Duan, Guang-Ren

2013-02-01

This article studies stabilisation problem for time-varying linear systems via state feedback. Two types of controllers are designed by utilising solutions to Lyapunov differential equations. The first type of feedback controllers involves the unique positive-definite solution to a parametric Lyapunov differential equation, which can be solved when either the state transition matrix of the open-loop system is exactly known, or the future information of the system matrices are accessible in advance. Different from the first class of controllers which may be difficult to implement in practice, the second type of controllers can be easily implemented by solving a state-dependent Lyapunov differential equation with a given positive-definite initial condition. In both cases, explicit conditions are obtained to guarantee the exponentially asymptotic stability of the associated closed-loop systems. Numerical examples show the effectiveness of the proposed approaches.

A numerical method to solve the 1D and the 2D reaction diffusion equation based on Bessel functions and Jacobian free Newton-Krylov subspace methods

NASA Astrophysics Data System (ADS)

Parand, K.; Nikarya, M.

2017-11-01

In this paper a novel method will be introduced to solve a nonlinear partial differential equation (PDE). In the proposed method, we use the spectral collocation method based on Bessel functions of the first kind and the Jacobian free Newton-generalized minimum residual (JFNGMRes) method with adaptive preconditioner. In this work a nonlinear PDE has been converted to a nonlinear system of algebraic equations using the collocation method based on Bessel functions without any linearization, discretization or getting the help of any other methods. Finally, by using JFNGMRes, the solution of the nonlinear algebraic system is achieved. To illustrate the reliability and efficiency of the proposed method, we solve some examples of the famous Fisher equation. We compare our results with other methods.

On the theory of drainage area for regular and non-regular points.

PubMed

Bonetti, S; Bragg, A D; Porporato, A

2018-03-01

The drainage area is an important, non-local property of a landscape, which controls surface and subsurface hydrological fluxes. Its role in numerous ecohydrological and geomorphological applications has given rise to several numerical methods for its computation. However, its theoretical analysis has lagged behind. Only recently, an analytical definition for the specific catchment area was proposed (Gallant & Hutchinson. 2011 Water Resour. Res. 47 , W05535. (doi:10.1029/2009WR008540)), with the derivation of a differential equation whose validity is limited to regular points of the watershed. Here, we show that such a differential equation can be derived from a continuity equation (Chen et al. 2014 Geomorphology 219 , 68-86. (doi:10.1016/j.geomorph.2014.04.037)) and extend the theory to critical and singular points both by applying Gauss's theorem and by means of a dynamical systems approach to define basins of attraction of local surface minima. Simple analytical examples as well as applications to more complex topographic surfaces are examined. The theoretical description of topographic features and properties, such as the drainage area, channel lines and watershed divides, can be broadly adopted to develop and test the numerical algorithms currently used in digital terrain analysis for the computation of the drainage area, as well as for the theoretical analysis of landscape evolution and stability.

Multimaterial topology optimization of contact problems using phase field regularization

NASA Astrophysics Data System (ADS)

Myśliński, Andrzej

2018-01-01

The numerical method to solve multimaterial topology optimization problems for elastic bodies in unilateral contact with Tresca friction is developed in the paper. The displacement of the elastic body in contact is governed by elliptic equation with inequality boundary conditions. The body is assumed to consists from more than two distinct isotropic elastic materials. The materials distribution function is chosen as the design variable. Since high contact stress appears during the contact phenomenon the aim of the structural optimization problem is to find such topology of the domain occupied by the body that the normal contact stress along the boundary of the body is minimized. The original cost functional is regularized using the multiphase volume constrained Ginzburg-Landau energy functional rather than the perimeter functional. The first order necessary optimality condition is recalled and used to formulate the generalized gradient flow equations of Allen-Cahn type. The optimal topology is obtained as the steady state of the phase transition governed by the generalized Allen-Cahn equation. As the interface width parameter tends to zero the transition of the phase field model to the level set model is studied. The optimization problem is solved numerically using the operator splitting approach combined with the projection gradient method. Numerical examples confirming the applicability of the proposed method are provided and discussed.

On the theory of drainage area for regular and non-regular points

NASA Astrophysics Data System (ADS)

Bonetti, S.; Bragg, A. D.; Porporato, A.

2018-03-01

The drainage area is an important, non-local property of a landscape, which controls surface and subsurface hydrological fluxes. Its role in numerous ecohydrological and geomorphological applications has given rise to several numerical methods for its computation. However, its theoretical analysis has lagged behind. Only recently, an analytical definition for the specific catchment area was proposed (Gallant & Hutchinson. 2011 Water Resour. Res. 47, W05535. (doi:10.1029/2009WR008540)), with the derivation of a differential equation whose validity is limited to regular points of the watershed. Here, we show that such a differential equation can be derived from a continuity equation (Chen et al. 2014 Geomorphology 219, 68-86. (doi:10.1016/j.geomorph.2014.04.037)) and extend the theory to critical and singular points both by applying Gauss's theorem and by means of a dynamical systems approach to define basins of attraction of local surface minima. Simple analytical examples as well as applications to more complex topographic surfaces are examined. The theoretical description of topographic features and properties, such as the drainage area, channel lines and watershed divides, can be broadly adopted to develop and test the numerical algorithms currently used in digital terrain analysis for the computation of the drainage area, as well as for the theoretical analysis of landscape evolution and stability.

Correcting the initialization of models with fractional derivatives via history-dependent conditions

NASA Astrophysics Data System (ADS)

Du, Maolin; Wang, Zaihua

2016-04-01

Fractional differential equations are more and more used in modeling memory (history-dependent, non-local, or hereditary) phenomena. Conventional initial values of fractional differential equations are defined at a point, while recent works define initial conditions over histories. We prove that the conventional initialization of fractional differential equations with a Riemann-Liouville derivative is wrong with a simple counter-example. The initial values were assumed to be arbitrarily given for a typical fractional differential equation, but we find one of these values can only be zero. We show that fractional differential equations are of infinite dimensions, and the initial conditions, initial histories, are defined as functions over intervals. We obtain the equivalent integral equation for Caputo case. With a simple fractional model of materials, we illustrate that the recovery behavior is correct with the initial creep history, but is wrong with initial values at the starting point of the recovery. We demonstrate the application of initial history by solving a forced fractional Lorenz system numerically.

Gyrokinetic equations and full f solution method based on Dirac's constrained Hamiltonian and inverse Kruskal iteration

DOE Office of Scientific and Technical Information (OSTI.GOV)

Heikkinen, J. A.; Nora, M.

2011-02-15

Gyrokinetic equations of motion, Poisson equation, and energy and momentum conservation laws are derived based on the reduced-phase-space Lagrangian and inverse Kruskal iteration introduced by Pfirsch and Correa-Restrepo [J. Plasma Phys. 70, 719 (2004)]. This formalism, together with the choice of the adiabatic invariant J= as one of the averaging coordinates in phase space, provides an alternative to the standard gyrokinetics. Within second order in gyrokinetic parameter, the new equations do not show explicit ponderomotivelike or polarizationlike terms. Pullback of particle information with an iterated gyrophase and field dependent gyroradius function from the gyrocenter position defined by gyroaveraged coordinates allowsmore » direct numerical integration of the gyrokinetic equations in particle simulation of the field and particles with full distribution function. As an example, gyrokinetic systems with polarization drift either present or absent in the equations of motion are considered.« less

Map projections used by the U.S. Geological Survey

USGS Publications Warehouse

Snyder, John Parr

1982-01-01

With increased computerization, it is important to realize that rectangular coordinates for all these projections may be mathematically calculated with formulas which would have seemed too complicated in the past, but which now may be programed routinely, if clearly delineated with numerical examples. A discussion of appearance, usage, and history is given together with both forward and inverse equations for each projection involved.

A simple finite element method for linear hyperbolic problems

DOE PAGES

Mu, Lin; Ye, Xiu

2017-09-14

Here, we introduce a simple finite element method for solving first order hyperbolic equations with easy implementation and analysis. Our new method, with a symmetric, positive definite system, is designed to use discontinuous approximations on finite element partitions consisting of arbitrary shape of polygons/polyhedra. Error estimate is established. Extensive numerical examples are tested that demonstrate the robustness and flexibility of the method.

A simple finite element method for linear hyperbolic problems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mu, Lin; Ye, Xiu

Here, we introduce a simple finite element method for solving first order hyperbolic equations with easy implementation and analysis. Our new method, with a symmetric, positive definite system, is designed to use discontinuous approximations on finite element partitions consisting of arbitrary shape of polygons/polyhedra. Error estimate is established. Extensive numerical examples are tested that demonstrate the robustness and flexibility of the method.

Analyzing Environmental Policies for Chlorinated Solvents with a Model of Markets and Regulations

DTIC Science & Technology

1991-01-01

electronics, aerospace, fabricated metal products, and dry cleaning depend heavily on chlorinated solvents in their production processes . For example...production processes . The second of the model’s components is a group of economic equations that represents all of the solvent substitutions in...Instead, the process for numerically specifying the substitution parameters involves eliciting expert judgments and then normalizing the parameters

Buckling analysis of SMA bonded sandwich structure – using FEM

NASA Astrophysics Data System (ADS)

Katariya, Pankaj V.; Das, Arijit; Panda, Subrata K.

2018-03-01

Thermal buckling strength of smart sandwich composite structure (bonded with shape memory alloy; SMA) examined numerically via a higher-order finite element model in association with marching technique. The excess geometrical distortion of the structure under the elevated environment modeled through Green’s strain function whereas the material nonlinearity counted with the help of marching method. The system responses are computed numerically by solving the generalized eigenvalue equations via a customized MATLAB code. The comprehensive behaviour of the current finite element solutions (minimum buckling load parameter) is established by solving the adequate number of numerical examples including the given input parameter. The current numerical model is extended further to check the influence of various structural parameter of the sandwich panel on the buckling temperature including the SMA effect and reported in details.

High-Order Methods for Incompressible Fluid Flow

NASA Astrophysics Data System (ADS)

Deville, M. O.; Fischer, P. F.; Mund, E. H.

2002-08-01

High-order numerical methods provide an efficient approach to simulating many physical problems. This book considers the range of mathematical, engineering, and computer science topics that form the foundation of high-order numerical methods for the simulation of incompressible fluid flows in complex domains. Introductory chapters present high-order spatial and temporal discretizations for one-dimensional problems. These are extended to multiple space dimensions with a detailed discussion of tensor-product forms, multi-domain methods, and preconditioners for iterative solution techniques. Numerous discretizations of the steady and unsteady Stokes and Navier-Stokes equations are presented, with particular sttention given to enforcement of imcompressibility. Advanced discretizations. implementation issues, and parallel and vector performance are considered in the closing sections. Numerous examples are provided throughout to illustrate the capabilities of high-order methods in actual applications.

Exponential propagators for the Schrödinger equation with a time-dependent potential.

PubMed

Bader, Philipp; Blanes, Sergio; Kopylov, Nikita

2018-06-28

We consider the numerical integration of the Schrödinger equation with a time-dependent Hamiltonian given as the sum of the kinetic energy and a time-dependent potential. Commutator-free (CF) propagators are exponential propagators that have shown to be highly efficient for general time-dependent Hamiltonians. We propose new CF propagators that are tailored for Hamiltonians of the said structure, showing a considerably improved performance. We obtain new fourth- and sixth-order CF propagators as well as a novel sixth-order propagator that incorporates a double commutator that only depends on coordinates, so this term can be considered as cost-free. The algorithms require the computation of the action of exponentials on a vector similar to the well-known exponential midpoint propagator, and this is carried out using the Lanczos method. We illustrate the performance of the new methods on several numerical examples.

Numerical simulation of turbulence in the presence of shear

NASA Technical Reports Server (NTRS)

Shaanan, S.; Ferziger, J. H.; Reynolds, W. C.

1975-01-01

The numerical calculations are presented of the large eddy structure of turbulent flows, by use of the averaged Navier-Stokes equations, where averages are taken over spatial regions small compared to the size of the computational grid. The subgrid components of motion are modeled by a local eddy-viscosity model. A new finite-difference scheme is proposed to represent the nonlinear average advective term which has fourth-order accuracy. This scheme exhibits several advantages over existing schemes with regard to the following: (1) the scheme is compact as it extends only one point away in each direction from the point to which it is applied; (2) it gives better resolution for high wave-number waves in the solution of Poisson equation, and (3) it reduces programming complexity and computation time. Examples worked out in detail are the decay of isotropic turbulence, homogeneous turbulent shear flow, and homogeneous turbulent shear flow with system rotation.

Solute transport with multiple equilibrium-controlled or kinetically controlled chemical reactions

USGS Publications Warehouse

Friedly, John C.; Rubin, Jacob

1992-01-01

A new approach is applied to the problem of modeling solute transport accompanied by many chemical reactions. The approach, based on concepts of the concentration space and its stoichiometric subspaces, uses elements of the subspaces as primary dependent variables. It is shown that the resulting model equations are compact in form, isolate the chemical reaction expressions from flow expressions, and can be used for either equilibrium or kinetically controlled reactions. The implications of the results on numerical algorithms for solving the equations are discussed. The application of the theory is illustrated throughout with examples involving a simple but broadly representative set of reactions previously considered in the literature. Numerical results are presented for four interconnected reactions: a homogeneous complexation reaction, two sorption reactions, and a dissolution/precipitation reaction. Three cases are considered: (1) four kinetically controlled reactions, (2) four equilibrium-controlled reactions, and (3) a system with two kinetically controlled reactions and two equilibrium-controlled reactions.

On the anomaly of velocity-pressure decoupling in collocated mesh solutions

NASA Technical Reports Server (NTRS)

Kim, Sang-Wook; Vanoverbeke, Thomas

1991-01-01

The use of various pressure correction algorithms originally developed for fully staggered meshes can yield a velocity-pressure decoupled solution for collocated meshes. The mechanism that causes velocity-pressure decoupling is identified. It is shown that the use of a partial differential equation for the incremental pressure eliminates such a mechanism and yields a velocity-pressure coupled solution. Example flows considered are a three dimensional lid-driven cavity flow and a laminar flow through a 90 deg bend square duct. Numerical results obtained using the collocated mesh are in good agreement with the measured data and other numerical results.

A new operational approach for solving fractional variational problems depending on indefinite integrals

NASA Astrophysics Data System (ADS)

Ezz-Eldien, S. S.; Doha, E. H.; Bhrawy, A. H.; El-Kalaawy, A. A.; Machado, J. A. T.

2018-04-01

In this paper, we propose a new accurate and robust numerical technique to approximate the solutions of fractional variational problems (FVPs) depending on indefinite integrals with a type of fixed Riemann-Liouville fractional integral. The proposed technique is based on the shifted Chebyshev polynomials as basis functions for the fractional integral operational matrix (FIOM). Together with the Lagrange multiplier method, these problems are then reduced to a system of algebraic equations, which greatly simplifies the solution process. Numerical examples are carried out to confirm the accuracy, efficiency and applicability of the proposed algorithm

Exact solution for the time evolution of network rewiring models

NASA Astrophysics Data System (ADS)

Evans, T. S.; Plato, A. D. K.

2007-05-01

We consider the rewiring of a bipartite graph using a mixture of random and preferential attachment. The full mean-field equations for the degree distribution and its generating function are given. The exact solution of these equations for all finite parameter values at any time is found in terms of standard functions. It is demonstrated that these solutions are an excellent fit to numerical simulations of the model. We discuss the relationship between our model and several others in the literature, including examples of urn, backgammon, and balls-in-boxes models, the Watts and Strogatz rewiring problem, and some models of zero range processes. Our model is also equivalent to those used in various applications including cultural transmission, family name and gene frequencies, glasses, and wealth distributions. Finally some Voter models and an example of a minority game also show features described by our model.

The least-squares finite element method for low-mach-number compressible viscous flows

NASA Technical Reports Server (NTRS)

Yu, Sheng-Tao

1994-01-01

The present paper reports the development of the Least-Squares Finite Element Method (LSFEM) for simulating compressible viscous flows at low Mach numbers in which the incompressible flows pose as an extreme. Conventional approach requires special treatments for low-speed flows calculations: finite difference and finite volume methods are based on the use of the staggered grid or the preconditioning technique; and, finite element methods rely on the mixed method and the operator-splitting method. In this paper, however, we show that such difficulty does not exist for the LSFEM and no special treatment is needed. The LSFEM always leads to a symmetric, positive-definite matrix through which the compressible flow equations can be effectively solved. Two numerical examples are included to demonstrate the method: first, driven cavity flows at various Reynolds numbers; and, buoyancy-driven flows with significant density variation. Both examples are calculated by using full compressible flow equations.

Lattice Boltzmann Method for Spacecraft Propellant Slosh Simulation

NASA Technical Reports Server (NTRS)

Orr, Jeb S.; Powers, Joseph F.; Yang, Hong Q

2015-01-01

A scalable computational approach to the simulation of propellant tank sloshing dynamics in microgravity is presented. In this work, we use the lattice Boltzmann equation (LBE) to approximate the behavior of two-phase, single-component isothermal flows at very low Bond numbers. Through the use of a non-ideal gas equation of state and a modified multiple relaxation time (MRT) collision operator, the proposed method can simulate thermodynamically consistent phase transitions at temperatures and density ratios consistent with typical spacecraft cryogenic propellants, for example, liquid oxygen. Determination of the tank forces and moments is based upon a novel approach that relies on the global momentum conservation of the closed fluid domain, and a parametric wall wetting model allows tuning of the free surface contact angle. Development of the interface is implicit and no interface tracking approach is required. A numerical example illustrates the method's application to prediction of bulk fluid behavior during a spacecraft ullage settling maneuver.

Lattice Boltzmann Method for Spacecraft Propellant Slosh Simulation

NASA Technical Reports Server (NTRS)

Orr, Jeb S.; Powers, Joseph F.; Yang, Hong Q.

2015-01-01

A scalable computational approach to the simulation of propellant tank sloshing dynamics in microgravity is presented. In this work, we use the lattice Boltzmann equation (LBE) to approximate the behavior of two-phase, single-component isothermal flows at very low Bond numbers. Through the use of a non-ideal gas equation of state and a modified multiple relaxation time (MRT) collision operator, the proposed method can simulate thermodynamically consistent phase transitions at temperatures and density ratios consistent with typical spacecraft cryogenic propellants, for example, liquid oxygen. Determination of the tank forces and moments relies upon the global momentum conservation of the fluid domain, and a parametric wall wetting model allows tuning of the free surface contact angle. Development of the interface is implicit and no interface tracking approach is required. Numerical examples illustrate the method's application to predicting bulk fluid motion including lateral propellant slosh in low-g conditions.

Evaluation of Proteus as a Tool for the Rapid Development of Models of Hydrologic Systems

NASA Astrophysics Data System (ADS)

Weigand, T. M.; Farthing, M. W.; Kees, C. E.; Miller, C. T.

2013-12-01

Models of modern hydrologic systems can be complex and involve a variety of operators with varying character. The goal is to implement approximations of such models that are both efficient for the developer and computationally efficient, which is a set of naturally competing objectives. Proteus is a Python-based toolbox that supports prototyping of model formulations as well as a wide variety of modern numerical methods and parallel computing. We used Proteus to develop numerical approximations for three models: Richards' equation, a brine flow model derived using the Thermodynamically Constrained Averaging Theory (TCAT), and a multiphase TCAT-based tumor growth model. For Richards' equation, we investigated discontinuous Galerkin solutions with higher order time integration based on the backward difference formulas. The TCAT brine flow model was implemented using Proteus and a variety of numerical methods were compared to hand coded solutions. Finally, an existing tumor growth model was implemented in Proteus to introduce more advanced numerics and allow the code to be run in parallel. From these three example models, Proteus was found to be an attractive open-source option for rapidly developing high quality code for solving existing and evolving computational science models.

Numerical viscosity and resolution of high-order weighted essentially nonoscillatory schemes for compressible flows with high Reynolds numbers.

PubMed

Zhang, Yong-Tao; Shi, Jing; Shu, Chi-Wang; Zhou, Ye

2003-10-01

A quantitative study is carried out in this paper to investigate the size of numerical viscosities and the resolution power of high-order weighted essentially nonoscillatory (WENO) schemes for solving one- and two-dimensional Navier-Stokes equations for compressible gas dynamics with high Reynolds numbers. A one-dimensional shock tube problem, a one-dimensional example with parameters motivated by supernova and laser experiments, and a two-dimensional Rayleigh-Taylor instability problem are used as numerical test problems. For the two-dimensional Rayleigh-Taylor instability problem, or similar problems with small-scale structures, the details of the small structures are determined by the physical viscosity (therefore, the Reynolds number) in the Navier-Stokes equations. Thus, to obtain faithful resolution to these small-scale structures, the numerical viscosity inherent in the scheme must be small enough so that the physical viscosity dominates. A careful mesh refinement study is performed to capture the threshold mesh for full resolution, for specific Reynolds numbers, when WENO schemes of different orders of accuracy are used. It is demonstrated that high-order WENO schemes are more CPU time efficient to reach the same resolution, both for the one-dimensional and two-dimensional test problems.

Numerical integration of the extended variable generalized Langevin equation with a positive Prony representable memory kernel.

PubMed

Baczewski, Andrew D; Bond, Stephen D

2013-07-28

Generalized Langevin dynamics (GLD) arise in the modeling of a number of systems, ranging from structured fluids that exhibit a viscoelastic mechanical response, to biological systems, and other media that exhibit anomalous diffusive phenomena. Molecular dynamics (MD) simulations that include GLD in conjunction with external and/or pairwise forces require the development of numerical integrators that are efficient, stable, and have known convergence properties. In this article, we derive a family of extended variable integrators for the Generalized Langevin equation with a positive Prony series memory kernel. Using stability and error analysis, we identify a superlative choice of parameters and implement the corresponding numerical algorithm in the LAMMPS MD software package. Salient features of the algorithm include exact conservation of the first and second moments of the equilibrium velocity distribution in some important cases, stable behavior in the limit of conventional Langevin dynamics, and the use of a convolution-free formalism that obviates the need for explicit storage of the time history of particle velocities. Capability is demonstrated with respect to accuracy in numerous canonical examples, stability in certain limits, and an exemplary application in which the effect of a harmonic confining potential is mapped onto a memory kernel.

Thermo-elastoviscoplastic snapthrough behavior of cylindrical panels

NASA Technical Reports Server (NTRS)

Song, Y.; Simitses, G. J.

1992-01-01

The thermo-elastoviscoplastic snapthrough behavior of simply supported cylindrical panels is investigated. The analysis is based on nonlinear kinematic relations and nonlinear rate-dependent unified constitutive equations which include both Bodner-Partom's and Walker's material models. A finite element approach is employed to predict the inelastic buckling behavior. Numerical examples are given to demonstrate the effects of several parameters which include the temperature, thickness and flatness of the panel. Comparisons of buckling responses between Bodner-Partom's model and Walker's model are given. The creep buckling behavior, as an example of time-dependent inelastic deformation, is also presented.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rasouli, C.; Abbasi Davani, F.; Rokrok, B.

Plasma confinement using external magnetic field is one of the successful ways leading to the controlled nuclear fusion. Development and validation of the solution process for plasma equilibrium in the experimental toroidal fusion devices is the main subject of this work. Solution of the nonlinear 2D stationary problem as posed by the Grad-Shafranov equation gives quantitative information about plasma equilibrium inside the vacuum chamber of hot fusion devices. This study suggests solving plasma equilibrium equation which is essential in toroidal nuclear fusion devices, using a mesh-free method in a condition that the plasma boundary is unknown. The Grad-Shafranov equation hasmore » been solved numerically by the point interpolation collocation mesh-free method. Important features of this approach include truly mesh free, simple mathematical relationships between points and acceptable precision in comparison with the parametric results. The calculation process has been done by using the regular and irregular nodal distribution and support domains with different points. The relative error between numerical and analytical solution is discussed for several test examples such as small size Damavand tokamak, ITER-like equilibrium, NSTX-like equilibrium, and typical Spheromak.« less

Spatial solitons and stability in the one-dimensional and the two-dimensional generalized nonlinear Schrödinger equation with fourth-order diffraction and parity-time-symmetric potentials

NASA Astrophysics Data System (ADS)

Tiofack, C. G. L.; Ndzana, F., II; Mohamadou, A.; Kofane, T. C.

2018-03-01

We investigate the existence and stability of solitons in parity-time (PT )-symmetric optical media characterized by a generic complex hyperbolic refractive index distribution and fourth-order diffraction (FOD). For the linear case, we demonstrate numerically that the FOD parameter can alter the PT -breaking points. For nonlinear cases, the exact analytical expressions of the localized modes are obtained both in one- and two-dimensional nonlinear Schrödinger equations with self-focusing and self-defocusing Kerr nonlinearity. The effect of FOD on the stability structure of these localized modes is discussed with the help of linear stability analysis followed by the direct numerical simulation of the governing equation. Examples of stable and unstable solutions are given. The transverse power flow density associated with these localized modes is also discussed. It is found that the relative strength of the FOD coefficient can utterly change the direction of the power flow, which may be used to control the energy exchange among gain or loss regions.

A Kronecker product splitting preconditioner for two-dimensional space-fractional diffusion equations

NASA Astrophysics Data System (ADS)

Chen, Hao; Lv, Wen; Zhang, Tongtong

2018-05-01

We study preconditioned iterative methods for the linear system arising in the numerical discretization of a two-dimensional space-fractional diffusion equation. Our approach is based on a formulation of the discrete problem that is shown to be the sum of two Kronecker products. By making use of an alternating Kronecker product splitting iteration technique we establish a class of fixed-point iteration methods. Theoretical analysis shows that the new method converges to the unique solution of the linear system. Moreover, the optimal choice of the involved iteration parameters and the corresponding asymptotic convergence rate are computed exactly when the eigenvalues of the system matrix are all real. The basic iteration is accelerated by a Krylov subspace method like GMRES. The corresponding preconditioner is in a form of a Kronecker product structure and requires at each iteration the solution of a set of discrete one-dimensional fractional diffusion equations. We use structure preserving approximations to the discrete one-dimensional fractional diffusion operators in the action of the preconditioning matrix. Numerical examples are presented to illustrate the effectiveness of this approach.

A fast direct method for block triangular Toeplitz-like with tri-diagonal block systems from time-fractional partial differential equations

NASA Astrophysics Data System (ADS)

Ke, Rihuan; Ng, Michael K.; Sun, Hai-Wei

2015-12-01

In this paper, we study the block lower triangular Toeplitz-like with tri-diagonal blocks system which arises from the time-fractional partial differential equation. Existing fast numerical solver (e.g., fast approximate inversion method) cannot handle such linear system as the main diagonal blocks are different. The main contribution of this paper is to propose a fast direct method for solving this linear system, and to illustrate that the proposed method is much faster than the classical block forward substitution method for solving this linear system. Our idea is based on the divide-and-conquer strategy and together with the fast Fourier transforms for calculating Toeplitz matrix-vector multiplication. The complexity needs O (MNlog2 ⁡ M) arithmetic operations, where M is the number of blocks (the number of time steps) in the system and N is the size (number of spatial grid points) of each block. Numerical examples from the finite difference discretization of time-fractional partial differential equations are also given to demonstrate the efficiency of the proposed method.

Solutions of interval type-2 fuzzy polynomials using a new ranking method

NASA Astrophysics Data System (ADS)

Rahman, Nurhakimah Ab.; Abdullah, Lazim; Ghani, Ahmad Termimi Ab.; Ahmad, Noor'Ani

2015-10-01

A few years ago, a ranking method have been introduced in the fuzzy polynomial equations. Concept of the ranking method is proposed to find actual roots of fuzzy polynomials (if exists). Fuzzy polynomials are transformed to system of crisp polynomials, performed by using ranking method based on three parameters namely, Value, Ambiguity and Fuzziness. However, it was found that solutions based on these three parameters are quite inefficient to produce answers. Therefore in this study a new ranking method have been developed with the aim to overcome the inherent weakness. The new ranking method which have four parameters are then applied in the interval type-2 fuzzy polynomials, covering the interval type-2 of fuzzy polynomial equation, dual fuzzy polynomial equations and system of fuzzy polynomials. The efficiency of the new ranking method then numerically considered in the triangular fuzzy numbers and the trapezoidal fuzzy numbers. Finally, the approximate solutions produced from the numerical examples indicate that the new ranking method successfully produced actual roots for the interval type-2 fuzzy polynomials.

Numerical study of nonlinear full wave acoustic propagation

NASA Astrophysics Data System (ADS)

Velasco-Segura, Roberto; Rendon, Pablo L.

2013-11-01

With the aim of describing nonlinear acoustic phenomena, a form of the conservation equations for fluid dynamics is presented, deduced using slightly less restrictive hypothesis than those necessary to obtain the well known Westervelt equation. This formulation accounts for full wave diffraction, nonlinearity, and thermoviscous dissipative effects. A CLAWPACK based, 2D finite-volume method using Roe's linearization has been implemented to obtain numerically the solution of the proposed equations. In order to validate the code, two different tests have been performed: one against a special Taylor shock-like analytic solution, the other against published results on a HIFU system, both with satisfactory results. The code is written for parallel execution on a GPU and improves performance by a factor of over 50 when compared to the standard CLAWPACK Fortran code. This code can be used to describe moderate nonlinear phenomena, at low Mach numbers, in domains as large as 100 wave lengths. Applications range from modest models of diagnostic and therapeutic HIFU, parametric acoustic arrays, to acoustic wave guides. A couple of examples will be presented showing shock formation and oblique interaction. DGAPA PAPIIT IN110411, PAEP UNAM 2013.

A new principle technic for the transformation from frequency domain to time domain

NASA Astrophysics Data System (ADS)

Gao, Ben-Qing

2017-03-01

A principle technic for the transformation from frequency domain to time domain is presented. Firstly, a special type of frequency domain transcendental equation is obtained for an expected frequency domain parameter which is a rational or irrational fraction expression. Secondly, the inverse Laplace transformation is performed. When the two time-domain factors corresponding to the two frequency domain factors at two sides of frequency domain transcendental equation are known quantities, a time domain transcendental equation is reached. At last, the expected time domain parameter corresponding to the expected frequency domain parameter can be solved by the inverse convolution process. Proceeding from rational or irrational fraction expression, all solving process is provided. In the meantime, the property of time domain sequence is analyzed and the strategy for choosing the parameter values is described. Numerical examples are presented to verify the proposed theory and technic. Except for rational or irrational fraction expressions, examples of complex relative permittivity of water and plasma are used as verification method. The principle method proposed in the paper can easily solve problems which are difficult to be solved by Laplace transformation.

Scaling Laws Applied to a Modal Formulation of the Aeroservoelastic Equations

NASA Technical Reports Server (NTRS)

Pototzky, Anthony S.

2002-01-01

A method of scaling is described that easily converts the aeroelastic equations of motion of a full-sized aircraft into ones of a wind-tunnel model. To implement the method, a set of rules is provided for the conversion process involving matrix operations with scale factors. In addition, a technique for analytically incorporating a spring mounting system into the aeroelastic equations is also presented. As an example problem, a finite element model of a full-sized aircraft is introduced from the High Speed Research (HSR) program to exercise the scaling method. With a set of scale factor values, a brief outline is given of a procedure to generate the first-order aeroservoelastic analytical model representing the wind-tunnel model. To verify the scaling process as applied to the example problem, the root-locus patterns from the full-sized vehicle and the wind-tunnel model are compared to see if the root magnitudes scale with the frequency scale factor value. Selected time-history results are given from a numerical simulation of an active-controlled wind-tunnel model to demonstrate the utility of the scaling process.

Development of Curved-Plate Elements for the Exact Buckling Analysis of Composite Plate Assemblies Including Transverse Shear Effects

NASA Technical Reports Server (NTRS)

McGowan, David M.; Anderson, Melvin S.

1998-01-01

The analytical formulation of curved-plate non-linear equilibrium equations that include transverse-shear-deformation effects is presented. A unified set of non-linear strains that contains terms from both physical and tensorial strain measures is used. Using several simplifying assumptions, linearized, stability equations are derived that describe the response of the plate just after bifurcation buckling occurs. These equations are then modified to allow the plate reference surface to be located a distance z(c), from the centroid surface which is convenient for modeling stiffened-plate assemblies. The implementation of the new theory into the VICONOPT buckling and vibration analysis and optimum design program code is described. Either classical plate theory (CPT) or first-order shear-deformation plate theory (SDPT) may be selected in VICONOPT. Comparisons of numerical results for several example problems with different loading states are made. Results from the new curved-plate analysis compare well with closed-form solution results and with results from known example problems in the literature. Finally, a design-optimization study of two different cylindrical shells subject to uniform axial compression is presented.

On the Representation of Aquifer Compressibility in General Subsurface Flow Codes: How an Alternate Definition of Aquifer Compressibility Matches Results from the Groundwater Flow Equation

NASA Astrophysics Data System (ADS)

Birdsell, D.; Karra, S.; Rajaram, H.

2016-12-01

The governing equations for subsurface flow codes in deformable porous media are derived from the fluid mass balance equation. One class of these codes, which we call general subsurface flow (GSF) codes, does not explicitly track the motion of the solid porous media but does accept general constitutive relations for porosity, density, and fluid flux. Examples of GSF codes include PFLOTRAN, FEHM, STOMP, and TOUGH2. Meanwhile, analytical and numerical solutions based on the groundwater flow equation have assumed forms for porosity, density, and fluid flux. We review the derivation of the groundwater flow equation, which uses the form of Darcy's equation that accounts for the velocity of fluids with respect to solids and defines the soil matrix compressibility accordingly. We then show how GSF codes have a different governing equation if they use the form of Darcy's equation that is written only in terms of fluid velocity. The difference is seen in the porosity change, which is part of the specific storage term in the groundwater flow equation. We propose an alternative definition of soil matrix compressibility to correct for the untracked solid velocity. Simulation results show significantly less error for our new compressibility definition than the traditional compressibility when compared to analytical solutions from the groundwater literature. For example, the error in one calculation for a pumped sandstone aquifer goes from 940 to <70 Pa when the new compressibility is used. Code users and developers need to be aware of assumptions in the governing equations and constitutive relations in subsurface flow codes, and our newly-proposed compressibility function should be incorporated into GSF codes.

On the Representation of Aquifer Compressibility in General Subsurface Flow Codes: How an Alternate Definition of Aquifer Compressibility Matches Results from the Groundwater Flow Equation

NASA Astrophysics Data System (ADS)

Birdsell, D.; Karra, S.; Rajaram, H.

2017-12-01

The governing equations for subsurface flow codes in deformable porous media are derived from the fluid mass balance equation. One class of these codes, which we call general subsurface flow (GSF) codes, does not explicitly track the motion of the solid porous media but does accept general constitutive relations for porosity, density, and fluid flux. Examples of GSF codes include PFLOTRAN, FEHM, STOMP, and TOUGH2. Meanwhile, analytical and numerical solutions based on the groundwater flow equation have assumed forms for porosity, density, and fluid flux. We review the derivation of the groundwater flow equation, which uses the form of Darcy's equation that accounts for the velocity of fluids with respect to solids and defines the soil matrix compressibility accordingly. We then show how GSF codes have a different governing equation if they use the form of Darcy's equation that is written only in terms of fluid velocity. The difference is seen in the porosity change, which is part of the specific storage term in the groundwater flow equation. We propose an alternative definition of soil matrix compressibility to correct for the untracked solid velocity. Simulation results show significantly less error for our new compressibility definition than the traditional compressibility when compared to analytical solutions from the groundwater literature. For example, the error in one calculation for a pumped sandstone aquifer goes from 940 to <70 Pa when the new compressibility is used. Code users and developers need to be aware of assumptions in the governing equations and constitutive relations in subsurface flow codes, and our newly-proposed compressibility function should be incorporated into GSF codes.

Numerical Simulation of Subsonic and Transonic Propeller Flow. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Snyder, Aaron

1988-01-01

The numerical simulation of 3-D transonic flow about a system of propeller blades is investigated. In particular, it is shown that the use of helical coordinates significantly simplifies the form of the governing equation when the propeller system is assumed to be surrounded by an irrotational flow field of an inviscid fluid. The unsteady small disturbance equation, valid for lightly loaded blades and expressed in helical coordinates, is derived from the general blade-fixed potential equation, given for an arbitrary coordinate system. The use of a coordinate system which inherently adapts to the mean flow results in a disturbance equation requiring relatively few terms to accurately model the physics of the flow. Furthermore, the helical coordinate system presented here is novel in that it is periodic in the circumferential direction while, simultaneously, maintaining orthogonal properties at the mean blade locations. The periodic characteristic allows a complete cascade of blades to be treated, and the orthogonality property affords straightforward treatment of blade boundary conditions. An ADI numerical scheme is used to compute the solution of the steady flow as an asymptotic limit of an unsteady flow. As an example of the method, solutions are presented for subsonic and transonic flow about a 5 percent thick bicircular arc blade of an 8-bladed cascade. Both high and low advance ratio cases are computed and include a lifting as well as nonlifting cases. The nonlifting solutions obtained are compared to solutions from a Euler code.

Numerical computations of the dynamics of fluidic membranes and vesicles

NASA Astrophysics Data System (ADS)

Barrett, John W.; Garcke, Harald; Nürnberg, Robert

2015-11-01

Vesicles and many biological membranes are made of two monolayers of lipid molecules and form closed lipid bilayers. The dynamical behavior of vesicles is very complex and a variety of forms and shapes appear. Lipid bilayers can be considered as a surface fluid and hence the governing equations for the evolution include the surface (Navier-)Stokes equations, which in particular take the membrane viscosity into account. The evolution is driven by forces stemming from the curvature elasticity of the membrane. In addition, the surface fluid equations are coupled to bulk (Navier-)Stokes equations. We introduce a parametric finite-element method to solve this complex free boundary problem and present the first three-dimensional numerical computations based on the full (Navier-)Stokes system for several different scenarios. For example, the effects of the membrane viscosity, spontaneous curvature, and area difference elasticity (ADE) are studied. In particular, it turns out, that even in the case of no viscosity contrast between the bulk fluids, the tank treading to tumbling transition can be obtained by increasing the membrane viscosity. Besides the classical tank treading and tumbling motions, another mode (called the transition mode in this paper, but originally called the vacillating-breathing mode and subsequently also called trembling, transition, and swinging mode) separating these classical modes appears and is studied by us numerically. We also study how features of equilibrium shapes in the ADE and spontaneous curvature models, like budding behavior or starfish forms, behave in a shear flow.

The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices

NASA Technical Reports Server (NTRS)

Beam, Richard M.; Warming, Robert F.

1991-01-01

Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations.

A Semi-Analytical Solution to Time Dependent Groundwater Flow Equation Incorporating Stream-Wetland-Aquifer Interactions

NASA Astrophysics Data System (ADS)

Boyraz, Uǧur; Melek Kazezyılmaz-Alhan, Cevza

2017-04-01

Groundwater is a vital element of hydrologic cycle and the analytical & numerical solutions of different forms of groundwater flow equations play an important role in understanding the hydrological behavior of subsurface water. The interaction between groundwater and surface water bodies can be determined using these solutions. In this study, new hypothetical approaches are implemented to groundwater flow system in order to contribute to the studies on surface water/groundwater interactions. A time dependent problem is considered in a 2-dimensional stream-wetland-aquifer system. The sloped stream boundary is used to represent the interaction between stream and aquifer. The rest of the aquifer boundaries are assumed as no-flux boundary. In addition, a wetland is considered as a surface water body which lies over the whole aquifer. The effect of the interaction between the wetland and the aquifer is taken into account with a source/sink term in the groundwater flow equation and the interaction flow is calculated by using Darcy's approach. A semi-analytical solution is developed for the 2-dimensional groundwater flow equation in 5 steps. First, Laplace and Fourier cosine transforms are employed to obtain the general solution in Fourier and Laplace domain. Then, the initial and boundary conditions are applied to obtain the particular solution. Finally, inverse Fourier transform is carried out analytically and inverse Laplace transform is carried out numerically to obtain the final solution in space and time domain, respectively. In order to verify the semi-analytical solution, an explicit finite difference algorithm is developed and analytical and numerical solutions are compared for synthetic examples. The comparison of the analytical and numerical solutions shows that the analytical solution gives accurate results.

A neural network based implementation of an MPC algorithm applied in the control systems of electromechanical plants

NASA Astrophysics Data System (ADS)

Marusak, Piotr M.; Kuntanapreeda, Suwat

2018-01-01

The paper considers application of a neural network based implementation of a model predictive control (MPC) control algorithm to electromechanical plants. Properties of such control plants implicate that a relatively short sampling time should be used. However, in such a case, finding the control value numerically may be too time-consuming. Therefore, the current paper tests the solution based on transforming the MPC optimization problem into a set of differential equations whose solution is the same as that of the original optimization problem. This set of differential equations can be interpreted as a dynamic neural network. In such an approach, the constraints can be introduced into the optimization problem with relative ease. Moreover, the solution of the optimization problem can be obtained faster than when the standard numerical quadratic programming routine is used. However, a very careful tuning of the algorithm is needed to achieve this. A DC motor and an electrohydraulic actuator are taken as illustrative examples. The feasibility and effectiveness of the proposed approach are demonstrated through numerical simulations.

Field-sensitivity To Rheological Parameters

NASA Astrophysics Data System (ADS)

Freund, Jonathan; Ewoldt, Randy

2017-11-01

We ask this question: where in a flow is a quantity of interest Q quantitatively sensitive to the model parameters θ-> describing the rheology of the fluid? This field sensitivity is computed via the numerical solution of the adjoint flow equations, as developed to expose the target sensitivity δQ / δθ-> (x) via the constraint of satisfying the flow equations. Our primary example is a sphere settling in Carbopol, for which we have experimental data. For this Carreau-model configuration, we simultaneously calculate how much a local change in the fluid intrinsic time-scale λ, limit-viscosities ηo and η∞, and exponent n would affect the drag D. Such field sensitivities can show where different fluid physics in the model (time scales, elastic versus viscous components, etc.) are important for the target observable and generally guide model refinement based on predictive goals. In this case, the computational cost of solving the local sensitivity problem is negligible relative to the flow. The Carreau-fluid/sphere example is illustrative; the utility of field sensitivity is in the design and analysis of less intuitive flows, for which we provide some additional examples.

Operational Solution to the Nonlinear Klein-Gordon Equation

NASA Astrophysics Data System (ADS)

Bengochea, G.; Verde-Star, L.; Ortigueira, M.

2018-05-01

We obtain solutions of the nonlinear Klein-Gordon equation using a novel operational method combined with the Adomian polynomial expansion of nonlinear functions. Our operational method does not use any integral transforms nor integration processes. We illustrate the application of our method by solving several examples and present numerical results that show the accuracy of the truncated series approximations to the solutions. Supported by Grant SEP-CONACYT 220603, the first author was supported by SEP-PRODEP through the project UAM-PTC-630, the third author was supported by Portuguese National Funds through the FCT Foundation for Science and Technology under the project PEst-UID/EEA/00066/2013

Convergence of high order perturbative expansions in open system quantum dynamics.

PubMed

Xu, Meng; Song, Linze; Song, Kai; Shi, Qiang

2017-02-14

We propose a new method to directly calculate high order perturbative expansion terms in open system quantum dynamics. They are first written explicitly in path integral expressions. A set of differential equations are then derived by extending the hierarchical equation of motion (HEOM) approach. As two typical examples for the bosonic and fermionic baths, specific forms of the extended HEOM are obtained for the spin-boson model and the Anderson impurity model. Numerical results are then presented for these two models. General trends of the high order perturbation terms as well as the necessary orders for the perturbative expansions to converge are analyzed.

Computational methods for optimal linear-quadratic compensators for infinite dimensional discrete-time systems

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Rosen, I. G.

1986-01-01

An abstract approximation theory and computational methods are developed for the determination of optimal linear-quadratic feedback control, observers and compensators for infinite dimensional discrete-time systems. Particular attention is paid to systems whose open-loop dynamics are described by semigroups of operators on Hilbert spaces. The approach taken is based on the finite dimensional approximation of the infinite dimensional operator Riccati equations which characterize the optimal feedback control and observer gains. Theoretical convergence results are presented and discussed. Numerical results for an example involving a heat equation with boundary control are presented and used to demonstrate the feasibility of the method.

Minimization of deviations of gear real tooth surfaces determined by coordinate measurements

NASA Technical Reports Server (NTRS)

Litvin, F. L.; Kuan, C.; Wang, J.-C.; Handschuh, R. F.; Masseth, J.; Maruyama, N.

1992-01-01

The deviations of a gear's real tooth surface from the theoretical surface are determined by coordinate measurements at the grid of the surface. A method was developed to transform the deviations from Cartesian coordinates to those along the normal at the measurement locations. Equations are derived that relate the first order deviations with the adjustment to the manufacturing machine-tool settings. The deviations of the entire surface are minimized. The minimization is achieved by application of the least-square method for an overdetermined system of linear equations. The proposed method is illustrated with a numerical example for hypoid gear and pinion.

Time-temperature effect in adhesively bonded joints

NASA Technical Reports Server (NTRS)

Delale, F.; Erdogan, F.

1981-01-01

The viscoelastic analysis of an adhesively bonded lap joint was reconsidered. The adherends are approximated by essentially Reissner plates and the adhesive is linearly viscoelastic. The hereditary integrals are used to model the adhesive. A linear integral differential equations system for the shear and the tensile stress in the adhesive is applied. The equations have constant coefficients and are solved by using Laplace transforms. It is shown that if the temperature variation in time can be approximated by a piecewise constant function, then the method of Laplace transforms can be used to solve the problem. A numerical example is given for a single lap joint under various loading conditions.

Modeling nuclear processes by Simulink

DOE Office of Scientific and Technical Information (OSTI.GOV)

Rashid, Nahrul Khair Alang Md, E-mail: nahrul@iium.edu.my

2015-04-29

Modelling and simulation are essential parts in the study of dynamic systems behaviours. In nuclear engineering, modelling and simulation are important to assess the expected results of an experiment before the actual experiment is conducted or in the design of nuclear facilities. In education, modelling can give insight into the dynamic of systems and processes. Most nuclear processes can be described by ordinary or partial differential equations. Efforts expended to solve the equations using analytical or numerical solutions consume time and distract attention from the objectives of modelling itself. This paper presents the use of Simulink, a MATLAB toolbox softwaremore » that is widely used in control engineering, as a modelling platform for the study of nuclear processes including nuclear reactor behaviours. Starting from the describing equations, Simulink models for heat transfer, radionuclide decay process, delayed neutrons effect, reactor point kinetic equations with delayed neutron groups, and the effect of temperature feedback are used as examples.« less

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1988-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Absorbing boundary conditions for second-order hyperbolic equations

NASA Technical Reports Server (NTRS)

Jiang, Hong; Wong, Yau Shu

1989-01-01

A uniform approach to construct absorbing artificial boundary conditions for second-order linear hyperbolic equations is proposed. The nonlocal boundary condition is given by a pseudodifferential operator that annihilates travelling waves. It is obtained through the dispersion relation of the differential equation by requiring that the initial-boundary value problem admits the wave solutions travelling in one direction only. Local approximation of this global boundary condition yields an nth-order differential operator. It is shown that the best approximations must be in the canonical forms which can be factorized into first-order operators. These boundary conditions are perfectly absorbing for wave packets propagating at certain group velocities. A hierarchy of absorbing boundary conditions is derived for transonic small perturbation equations of unsteady flows. These examples illustrate that the absorbing boundary conditions are easy to derive, and the effectiveness is demonstrated by the numerical experiments.

Nonlinear analysis of 0-3 polarized PLZT microplate based on the new modified couple stress theory

NASA Astrophysics Data System (ADS)

Wang, Liming; Zheng, Shijie

2018-02-01

In this study, based on the new modified couple stress theory, the size- dependent model for nonlinear bending analysis of a pure 0-3 polarized PLZT plate is developed for the first time. The equilibrium equations are derived from a variational formulation based on the potential energy principle and the new modified couple stress theory. The Galerkin method is adopted to derive the nonlinear algebraic equations from governing differential equations. And then the nonlinear algebraic equations are solved by using Newton-Raphson method. After simplification, the new model includes only a material length scale parameter. In addition, numerical examples are carried out to study the effect of material length scale parameter on the nonlinear bending of a simply supported pure 0-3 polarized PLZT plate subjected to light illumination and uniform distributed load. The results indicate the new model is able to capture the size effect and geometric nonlinearity.

Solution of a few nonlinear problems in aerodynamics by the finite elements and functional least squares methods. Ph.D. Thesis - Paris Univ.; [mathematical models of transonic flow using nonlinear equations

NASA Technical Reports Server (NTRS)

Periaux, J.

1979-01-01

The numerical simulation of the transonic flows of idealized fluids and of incompressible viscous fluids, by the nonlinear least squares methods is presented. The nonlinear equations, the boundary conditions, and the various constraints controlling the two types of flow are described. The standard iterative methods for solving a quasi elliptical nonlinear equation with partial derivatives are reviewed with emphasis placed on two examples: the fixed point method applied to the Gelder functional in the case of compressible subsonic flows and the Newton method used in the technique of decomposition of the lifting potential. The new abstract least squares method is discussed. It consists of substituting the nonlinear equation by a problem of minimization in a H to the minus 1 type Sobolev functional space.

Homotopy perturbation method with Laplace Transform (LT-HPM) for solving Lane-Emden type differential equations (LETDEs).

PubMed

Tripathi, Rajnee; Mishra, Hradyesh Kumar

2016-01-01

In this communication, we describe the Homotopy Perturbation Method with Laplace Transform (LT-HPM), which is used to solve the Lane-Emden type differential equations. It's very difficult to solve numerically the Lane-Emden types of the differential equation. Here we implemented this method for two linear homogeneous, two linear nonhomogeneous, and four nonlinear homogeneous Lane-Emden type differential equations and use their appropriate comparisons with exact solutions. In the current study, some examples are better than other existing methods with their nearer results in the form of power series. The Laplace transform used to accelerate the convergence of power series and the results are shown in the tables and graphs which have good agreement with the other existing method in the literature. The results show that LT-HPM is very effective and easy to implement.

Estimation of time- and state-dependent delays and other parameters in functional differential equations

NASA Technical Reports Server (NTRS)

Murphy, K. A.

1990-01-01

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

The linear Boltzmann equation in slab geometry - Development and verification of a reliable and efficient solution

NASA Technical Reports Server (NTRS)

Stamnes, K.; Lie-Svendsen, O.; Rees, M. H.

1991-01-01

The linear Boltzmann equation can be cast in a form mathematically identical to the radiation-transport equation. A multigroup procedure is used to reduce the energy (or velocity) dependence of the transport equation to a series of one-speed problems. Each of these one-speed problems is equivalent to the monochromatic radiative-transfer problem, and existing software is used to solve this problem in slab geometry. The numerical code conserves particles in elastic collisions. Generic examples are provided to illustrate the applicability of this approach. Although this formalism can, in principle, be applied to a variety of test particle or linearized gas dynamics problems, it is particularly well-suited to study the thermalization of suprathermal particles interacting with a background medium when the thermal motion of the background cannot be ignored. Extensions of the formalism to include external forces and spherical geometry are also feasible.

Multilevel Sequential Monte Carlo Samplers for Normalizing Constants

DOE PAGES

Moral, Pierre Del; Jasra, Ajay; Law, Kody J. H.; ...

2017-08-24

This article considers the sequential Monte Carlo (SMC) approximation of ratios of normalizing constants associated to posterior distributions which in principle rely on continuum models. Therefore, the Monte Carlo estimation error and the discrete approximation error must be balanced. A multilevel strategy is utilized to substantially reduce the cost to obtain a given error level in the approximation as compared to standard estimators. Two estimators are considered and relative variance bounds are given. The theoretical results are numerically illustrated for two Bayesian inverse problems arising from elliptic partial differential equations (PDEs). The examples involve the inversion of observations of themore » solution of (i) a 1-dimensional Poisson equation to infer the diffusion coefficient, and (ii) a 2-dimensional Poisson equation to infer the external forcing.« less

Simulating transient dynamics of the time-dependent time fractional Fokker-Planck systems

NASA Astrophysics Data System (ADS)

Kang, Yan-Mei

2016-09-01

For a physically realistic type of time-dependent time fractional Fokker-Planck (FP) equation, derived as the continuous limit of the continuous time random walk with time-modulated Boltzmann jumping weight, a semi-analytic iteration scheme based on the truncated (generalized) Fourier series is presented to simulate the resultant transient dynamics when the external time modulation is a piece-wise constant signal. At first, the iteration scheme is demonstrated with a simple time-dependent time fractional FP equation on finite interval with two absorbing boundaries, and then it is generalized to the more general time-dependent Smoluchowski-type time fractional Fokker-Planck equation. The numerical examples verify the efficiency and accuracy of the iteration method, and some novel dynamical phenomena including polarized motion orientations and periodic response death are discussed.

Approximate solution of space and time fractional higher order phase field equation

NASA Astrophysics Data System (ADS)

Shamseldeen, S.

2018-03-01

This paper is concerned with a class of space and time fractional partial differential equation (STFDE) with Riesz derivative in space and Caputo in time. The proposed STFDE is considered as a generalization of a sixth-order partial phase field equation. We describe the application of the optimal homotopy analysis method (OHAM) to obtain an approximate solution for the suggested fractional initial value problem. An averaged-squared residual error function is defined and used to determine the optimal convergence control parameter. Two numerical examples are studied, considering periodic and non-periodic initial conditions, to justify the efficiency and the accuracy of the adopted iterative approach. The dependence of the solution on the order of the fractional derivative in space and time and model parameters is investigated.

Parareal algorithms with local time-integrators for time fractional differential equations

NASA Astrophysics Data System (ADS)

Wu, Shu-Lin; Zhou, Tao

2018-04-01

It is challenge work to design parareal algorithms for time-fractional differential equations due to the historical effect of the fractional operator. A direct extension of the classical parareal method to such equations will lead to unbalance computational time in each process. In this work, we present an efficient parareal iteration scheme to overcome this issue, by adopting two recently developed local time-integrators for time fractional operators. In both approaches, one introduces auxiliary variables to localized the fractional operator. To this end, we propose a new strategy to perform the coarse grid correction so that the auxiliary variables and the solution variable are corrected separately in a mixed pattern. It is shown that the proposed parareal algorithm admits robust rate of convergence. Numerical examples are presented to support our conclusions.

Analytical and Numerical solutions of a nonlinear alcoholism model via variable-order fractional differential equations

NASA Astrophysics Data System (ADS)

Gómez-Aguilar, J. F.

2018-03-01

In this paper, we analyze an alcoholism model which involves the impact of Twitter via Liouville-Caputo and Atangana-Baleanu-Caputo fractional derivatives with constant- and variable-order. Two fractional mathematical models are considered, with and without delay. Special solutions using an iterative scheme via Laplace and Sumudu transform were obtained. We studied the uniqueness and existence of the solutions employing the fixed point postulate. The generalized model with variable-order was solved numerically via the Adams method and the Adams-Bashforth-Moulton scheme. Stability and convergence of the numerical solutions were presented in details. Numerical examples of the approximate solutions are provided to show that the numerical methods are computationally efficient. Therefore, by including both the fractional derivatives and finite time delays in the alcoholism model studied, we believe that we have established a more complete and more realistic indicator of alcoholism model and affect the spread of the drinking.

High order parallel numerical schemes for solving incompressible flows

NASA Technical Reports Server (NTRS)

Lin, Avi; Milner, Edward J.; Liou, May-Fun; Belch, Richard A.

1992-01-01

The use of parallel computers for numerically solving flow fields has gained much importance in recent years. This paper introduces a new high order numerical scheme for computational fluid dynamics (CFD) specifically designed for parallel computational environments. A distributed MIMD system gives the flexibility of treating different elements of the governing equations with totally different numerical schemes in different regions of the flow field. The parallel decomposition of the governing operator to be solved is the primary parallel split. The primary parallel split was studied using a hypercube like architecture having clusters of shared memory processors at each node. The approach is demonstrated using examples of simple steady state incompressible flows. Future studies should investigate the secondary split because, depending on the numerical scheme that each of the processors applies and the nature of the flow in the specific subdomain, it may be possible for a processor to seek better, or higher order, schemes for its particular subcase.

A finite element formulation preserving symmetric and banded diffusion stiffness matrix characteristics for fractional differential equations

NASA Astrophysics Data System (ADS)

Lin, Zeng; Wang, Dongdong

2017-10-01

Due to the nonlocal property of the fractional derivative, the finite element analysis of fractional diffusion equation often leads to a dense and non-symmetric stiffness matrix, in contrast to the conventional finite element formulation with a particularly desirable symmetric and banded stiffness matrix structure for the typical diffusion equation. This work first proposes a finite element formulation that preserves the symmetry and banded stiffness matrix characteristics for the fractional diffusion equation. The key point of the proposed formulation is the symmetric weak form construction through introducing a fractional weight function. It turns out that the stiffness part of the present formulation is identical to its counterpart of the finite element method for the conventional diffusion equation and thus the stiffness matrix formulation becomes trivial. Meanwhile, the fractional derivative effect in the discrete formulation is completely transferred to the force vector, which is obviously much easier and efficient to compute than the dense fractional derivative stiffness matrix. Subsequently, it is further shown that for the general fractional advection-diffusion-reaction equation, the symmetric and banded structure can also be maintained for the diffusion stiffness matrix, although the total stiffness matrix is not symmetric in this case. More importantly, it is demonstrated that under certain conditions this symmetric diffusion stiffness matrix formulation is capable of producing very favorable numerical solutions in comparison with the conventional non-symmetric diffusion stiffness matrix finite element formulation. The effectiveness of the proposed methodology is illustrated through a series of numerical examples.

2.5-D poroelastic wave modelling in double porosity media

NASA Astrophysics Data System (ADS)

Liu, Xu; Greenhalgh, Stewart; Wang, Yanghua

2011-09-01

To approximate seismic wave propagation in double porosity media, the 2.5-D governing equations of poroelastic waves are developed and numerically solved. The equations are obtained by taking a Fourier transform in the strike or medium-invariant direction over all of the field quantities in the 3-D governing equations. The new memory variables from the Zener model are suggested as a way to represent the sum of the convolution integrals for both the solid particle velocity and the macroscopic fluid flux in the governing equations. By application of the memory equations, the field quantities at every time step need not be stored. However, this approximation allows just two Zener relaxation times to represent the very complex double porosity and dual permeability attenuation mechanism, and thus reduce the difficulty. The 2.5-D governing equations are numerically solved by a time-splitting method for the non-stiff parts and an explicit fourth-order Runge-Kutta method for the time integration and a Fourier pseudospectral staggered-grid for handling the spatial derivative terms. The 2.5-D solution has the advantage of producing a 3-D wavefield (point source) for a 2-D model but is much more computationally efficient than the full 3-D solution. As an illustrative example, we firstly show the computed 2.5-D wavefields in a homogeneous single porosity model for which we reformulated an analytic solution. Results for a two-layer, water-saturated double porosity model and a laterally heterogeneous double porosity structure are also presented.

An asymptotic unsteady lifting-line theory with energetics and optimum motion of thrust-producing lifting surfaces. Thesis

NASA Technical Reports Server (NTRS)

Ahmadi, A. R.

1981-01-01

A low frequency unsteady lifting-line theory is developed for a harmonically oscillating wing of large aspect ratio. The wing is assumed to be chordwise rigid but completely flexible in the span direction. The theory is developed by use of the method of matched asymptotic expansions which reduces the problem from a singular integral equation to quadrature. The wing displacements are prescribed and the pressure field, airloads, and unsteady induced downwash are obtained in closed form. The influence of reduced frequency, aspect ratio, planform shape, and mode of oscillation on wing aerodynamics is demonstrated through numerical examples. Compared with lifting-surface theory, computation time is reduced significantly. Using the present theory, the energetic quantities associated with the propulsive performance of a finite wing oscillating in combined pitch and heave are obtained in closed form. Numerical examples are presented for an elliptic wing.

APPLICATION OF FLOW SIMULATION FOR EVALUATION OF FILLING-ABILITY OF SELF-COMPACTING CONCRETE

NASA Astrophysics Data System (ADS)

Urano, Shinji; Nemoto, Hiroshi; Sakihara, Kohei

In this paper, MPS method was applied to fluid an alysis of self-compacting concrete. MPS method is one of the particle method, and it is suitable for the simulation of moving boundary or free surface problems and large deformation problems. The constitutive equation of self-compacting concrete is assumed as bingham model. In order to investigate flow Stoppage and flow speed of self-compacting concrete, numerical analysis examples of slump flow and L-flow test were performed. In addition, to evaluate verification of compactability of self-compacting concrete, numerical analys is examples of compaction at the part of CFT diaphragm were performed. As a result, it was found that the MPS method was suitable for the simulation of compaction of self-compacting concrete, and a just appraisal was obtained by setting shear strain rate of flow-limit πc and limitation point of segregation.

Effects of Variable Inflationary Conditions on AN Inventory Model with Inflation-Proportional Demand Rate

NASA Astrophysics Data System (ADS)

Mirzazadeh, Abolfazl

2009-08-01

The inflation rate in the most of the previous researches has been considered constant and well-known over the time horizon, although the future rate of inflation is inherently uncertain and unstable, and is difficult to predict it accurately. Therefore, A time varying inventory model for deteriorating items with allowable shortages is developed in this paper. The inflation rates (internal and external) are time-dependent and demand rate is inflation-proportional. The inventory level is described by differential equations over the time horizon and present value method is used. The numerical example is given to explain the results. Some particular cases, which follow the main problem, will discuss and the results will compare with the main model by using the numerical examples. It has been achieved which shortages increases considerably in comparison with the case of without variable inflationary conditions.

Education and research in fluid dynamics

NASA Astrophysics Data System (ADS)

López González-Nieto, P.; Redondo, J. M.; Cano, J. L.

2009-04-01

Fluid dynamics constitutes an essential subject for engineering, since auronautic engineers (airship flights in PBL, flight processes), industrial engineers (fluid transportation), naval engineers (ship/vessel building) up to agricultural engineers (influence of the weather conditions on crops/farming). All the above-mentioned examples possess a high social and economic impact on mankind. Therefore, the fluid dynamics education of engineers is very important, and, at the same time, this subject gives us an interesting methodology based on a cycle relation among theory, experiments and numerical simulation. The study of turbulent plumes -a very important convective flow- is a good example because their theoretical governing equations are simple; it is possible to make experimental plumes in an aesy way and to carry out the corresponding numerical simulatons to verify experimental and theoretical results. Moreover, it is possible to get all these aims in the educational system (engineering schools or institutions) using a basic laboratory and the "Modellus" software.

On a perturbed Sparre Andersen risk model with multi-layer dividend strategy

NASA Astrophysics Data System (ADS)

Yang, Hu; Zhang, Zhimin

2009-10-01

In this paper, we consider a perturbed Sparre Andersen risk model, in which the inter-claim times are generalized Erlang(n) distributed. Under the multi-layer dividend strategy, piece-wise integro-differential equations for the discounted penalty functions are derived, and a recursive approach is applied to express the solutions. A numerical example to calculate the ruin probabilities is given to illustrate the solution procedure.

On coarse projective integration for atomic deposition in amorphous systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chuang, Claire Y., E-mail: yungc@seas.upenn.edu, E-mail: meister@unm.edu, E-mail: zepedaruiz1@llnl.gov; Sinno, Talid, E-mail: talid@seas.upenn.edu; Han, Sang M., E-mail: yungc@seas.upenn.edu, E-mail: meister@unm.edu, E-mail: zepedaruiz1@llnl.gov

2015-10-07

Direct molecular dynamics simulation of atomic deposition under realistic conditions is notoriously challenging because of the wide range of time scales that must be captured. Numerous simulation approaches have been proposed to address the problem, often requiring a compromise between model fidelity, algorithmic complexity, and computational efficiency. Coarse projective integration, an example application of the “equation-free” framework, offers an attractive balance between these constraints. Here, periodically applied, short atomistic simulations are employed to compute time derivatives of slowly evolving coarse variables that are then used to numerically integrate differential equations over relatively large time intervals. A key obstacle to themore » application of this technique in realistic settings is the “lifting” operation in which a valid atomistic configuration is recreated from knowledge of the coarse variables. Using Ge deposition on amorphous SiO{sub 2} substrates as an example application, we present a scheme for lifting realistic atomistic configurations comprised of collections of Ge islands on amorphous SiO{sub 2} using only a few measures of the island size distribution. The approach is shown to provide accurate initial configurations to restart molecular dynamics simulations at arbitrary points in time, enabling the application of coarse projective integration for this morphologically complex system.« less

On Coarse Projective Integration for Atomic Deposition in Amorphous Systems

DOE PAGES

Chuang, Claire Y.; Han, Sang M.; Zepeda-Ruiz, Luis A.; ...

2015-10-02

Direct molecular dynamics simulation of atomic deposition under realistic conditions is notoriously challenging because of the wide range of timescales that must be captured. Numerous simulation approaches have been proposed to address the problem, often requiring a compromise between model fidelity, algorithmic complexity and computational efficiency. Coarse projective integration, an example application of the ‘equation-free’ framework, offers an attractive balance between these constraints. Here, periodically applied, short atomistic simulations are employed to compute gradients of slowly-evolving coarse variables that are then used to numerically integrate differential equations over relatively large time intervals. A key obstacle to the application of thismore » technique in realistic settings is the ‘lifting’ operation in which a valid atomistic configuration is recreated from knowledge of the coarse variables. Using Ge deposition on amorphous SiO 2 substrates as an example application, we present a scheme for lifting realistic atomistic configurations comprised of collections of Ge islands on amorphous SiO 2 using only a few measures of the island size distribution. In conclusion, the approach is shown to provide accurate initial configurations to restart molecular dynamics simulations at arbitrary points in time, enabling the application of coarse projective integration for this morphologically complex system.« less

BOOK REVIEW: Advanced Topics in Computational Partial Differential Equations: Numerical Methods and Diffpack Programming

NASA Astrophysics Data System (ADS)

Katsaounis, T. D.

2005-02-01

The scope of this book is to present well known simple and advanced numerical methods for solving partial differential equations (PDEs) and how to implement these methods using the programming environment of the software package Diffpack. A basic background in PDEs and numerical methods is required by the potential reader. Further, a basic knowledge of the finite element method and its implementation in one and two space dimensions is required. The authors claim that no prior knowledge of the package Diffpack is required, which is true, but the reader should be at least familiar with an object oriented programming language like C++ in order to better comprehend the programming environment of Diffpack. Certainly, a prior knowledge or usage of Diffpack would be a great advantage to the reader. The book consists of 15 chapters, each one written by one or more authors. Each chapter is basically divided into two parts: the first part is about mathematical models described by PDEs and numerical methods to solve these models and the second part describes how to implement the numerical methods using the programming environment of Diffpack. Each chapter closes with a list of references on its subject. The first nine chapters cover well known numerical methods for solving the basic types of PDEs. Further, programming techniques on the serial as well as on the parallel implementation of numerical methods are also included in these chapters. The last five chapters are dedicated to applications, modelled by PDEs, in a variety of fields. The first chapter is an introduction to parallel processing. It covers fundamentals of parallel processing in a simple and concrete way and no prior knowledge of the subject is required. Examples of parallel implementation of basic linear algebra operations are presented using the Message Passing Interface (MPI) programming environment. Here, some knowledge of MPI routines is required by the reader. Examples solving in parallel simple PDEs using Diffpack and MPI are also presented. Chapter 2 presents the overlapping domain decomposition method for solving PDEs. It is well known that these methods are suitable for parallel processing. The first part of the chapter covers the mathematical formulation of the method as well as algorithmic and implementational issues. The second part presents a serial and a parallel implementational framework within the programming environment of Diffpack. The chapter closes by showing how to solve two application examples with the overlapping domain decomposition method using Diffpack. Chapter 3 is a tutorial about how to incorporate the multigrid solver in Diffpack. The method is illustrated by examples such as a Poisson solver, a general elliptic problem with various types of boundary conditions and a nonlinear Poisson type problem. In chapter 4 the mixed finite element is introduced. Technical issues concerning the practical implementation of the method are also presented. The main difficulties of the efficient implementation of the method, especially in two and three space dimensions on unstructured grids, are presented and addressed in the framework of Diffpack. The implementational process is illustrated by two examples, namely the system formulation of the Poisson problem and the Stokes problem. Chapter 5 is closely related to chapter 4 and addresses the problem of how to solve efficiently the linear systems arising by the application of the mixed finite element method. The proposed method is block preconditioning. Efficient techniques for implementing the method within Diffpack are presented. Optimal block preconditioners are used to solve the system formulation of the Poisson problem, the Stokes problem and the bidomain model for the electrical activity in the heart. The subject of chapter 6 is systems of PDEs. Linear and nonlinear systems are discussed. Fully implicit and operator splitting methods are presented. Special attention is paid to how existing solvers for scalar equations in Diffpack can be used to derive fully implicit solvers for systems. The proposed techniques are illustrated in terms of two applications, namely a system of PDEs modelling pipeflow and a two-phase porous media flow. Stochastic PDEs is the topic of chapter 7. The first part of the chapter is a simple introduction to stochastic PDEs; basic analytical properties are presented for simple models like transport phenomena and viscous drag forces. The second part considers the numerical solution of stochastic PDEs. Two basic techniques are presented, namely Monte Carlo and perturbation methods. The last part explains how to implement and incorporate these solvers into Diffpack. Chapter 8 describes how to operate Diffpack from Python scripts. The main goal here is to provide all the programming and technical details in order to glue the programming environment of Diffpack with visualization packages through Python and in general take advantage of the Python interfaces. Chapter 9 attempts to show how to use numerical experiments to measure the performance of various PDE solvers. The authors gathered a rather impressive list, a total of 14 PDE solvers. Solvers for problems like Poisson, Navier--Stokes, elasticity, two-phase flows and methods such as finite difference, finite element, multigrid, and gradient type methods are presented. The authors provide a series of numerical results combining various solvers with various methods in order to gain insight into their computational performance and efficiency. In Chapter 10 the authors consider a computationally challenging problem, namely the computation of the electrical activity of the human heart. After a brief introduction on the biology of the problem the authors present the mathematical models involved and a numerical method for solving them within the framework of Diffpack. Chapter 11 and 12 are closely related; actually they could have been combined in a single chapter. Chapter 11 introduces several mathematical models used in finance, based on the Black--Scholes equation. Chapter 12 considers several numerical methods like Monte Carlo, lattice methods, finite difference and finite element methods. Implementation of these methods within Diffpack is presented in the last part of the chapter. Chapter 13 presents how the finite element method is used for the modelling and analysis of elastic structures. The authors describe the structural elements of Diffpack which include popular elements such as beams and plates and examples are presented on how to use them to simulate elastic structures. Chapter 14 describes an application problem, namely the extrusion of aluminum. This is a rather\\endcolumn complicated process which involves non-Newtonian flow, heat transfer and elasticity. The authors describe the systems of PDEs modelling the underlying process and use a finite element method to obtain a numerical solution. The implementation of the numerical method in Diffpack is presented along with some applications. The last chapter, chapter 15, focuses on mathematical and numerical models of systems of PDEs governing geological processes in sedimentary basins. The underlying mathematical model is solved using the finite element method within a fully implicit scheme. The authors discuss the implementational issues involved within Diffpack and they present results from several examples. In summary, the book focuses on the computational and implementational issues involved in solving partial differential equations. The potential reader should have a basic knowledge of PDEs and the finite difference and finite element methods. The examples presented are solved within the programming framework of Diffpack and the reader should have prior experience with the particular software in order to take full advantage of the book. Overall the book is well written, the subject of each chapter is well presented and can serve as a reference for graduate students, researchers and engineers who are interested in the numerical solution of partial differential equations modelling various applications.

A unified momentum equation approach for computing thermal residual stresses during melting and solidification

NASA Astrophysics Data System (ADS)

Yeo, Haram; Ki, Hyungson

2018-03-01

In this article, we present a novel numerical method for computing thermal residual stresses from a viewpoint of fluid-structure interaction (FSI). In a thermal processing of a material, residual stresses are developed as the material undergoes melting and solidification, and liquid, solid, and a mixture of liquid and solid (or mushy state) coexist and interact with each other during the process. In order to accurately account for the stress development during phase changes, we derived a unified momentum equation from the momentum equations of incompressible fluids and elastoplastic solids. In this approach, the whole fluid-structure system is treated as a single continuum, and the interaction between fluid and solid phases across the mushy zone is naturally taken into account in a monolithic way. For thermal analysis, an enthalpy-based method was employed. As a numerical example, a two-dimensional laser heating problem was considered, where a carbon steel sheet was heated by a Gaussian laser beam. Momentum and energy equations were discretized on a uniform Cartesian grid in a finite volume framework, and temperature-dependent material properties were used. The austenite-martensite phase transformation of carbon steel was also considered. In this study, the effects of solid strains, fluid flow, mushy zone size, and laser heating time on residual stress formation were investigated.

Application of shifted Jacobi pseudospectral method for solving (in)finite-horizon min-max optimal control problems with uncertainty

NASA Astrophysics Data System (ADS)

Nikooeinejad, Z.; Delavarkhalafi, A.; Heydari, M.

2018-03-01

The difficulty of solving the min-max optimal control problems (M-MOCPs) with uncertainty using generalised Euler-Lagrange equations is caused by the combination of split boundary conditions, nonlinear differential equations and the manner in which the final time is treated. In this investigation, the shifted Jacobi pseudospectral method (SJPM) as a numerical technique for solving two-point boundary value problems (TPBVPs) in M-MOCPs for several boundary states is proposed. At first, a novel framework of approximate solutions which satisfied the split boundary conditions automatically for various boundary states is presented. Then, by applying the generalised Euler-Lagrange equations and expanding the required approximate solutions as elements of shifted Jacobi polynomials, finding a solution of TPBVPs in nonlinear M-MOCPs with uncertainty is reduced to the solution of a system of algebraic equations. Moreover, the Jacobi polynomials are particularly useful for boundary value problems in unbounded domain, which allow us to solve infinite- as well as finite and free final time problems by domain truncation method. Some numerical examples are given to demonstrate the accuracy and efficiency of the proposed method. A comparative study between the proposed method and other existing methods shows that the SJPM is simple and accurate.

A locally conservative non-negative finite element formulation for anisotropic advective-diffusive-reactive systems

NASA Astrophysics Data System (ADS)

Mudunuru, M. K.; Shabouei, M.; Nakshatrala, K.

2015-12-01

Advection-diffusion-reaction (ADR) equations appear in various areas of life sciences, hydrogeological systems, and contaminant transport. Obtaining stable and accurate numerical solutions can be challenging as the underlying equations are coupled, nonlinear, and non-self-adjoint. Currently, there is neither a robust computational framework available nor a reliable commercial package known that can handle various complex situations. Herein, the objective of this poster presentation is to present a novel locally conservative non-negative finite element formulation that preserves the underlying physical and mathematical properties of a general linear transient anisotropic ADR equation. In continuous setting, governing equations for ADR systems possess various important properties. In general, all these properties are not inherited during finite difference, finite volume, and finite element discretizations. The objective of this poster presentation is two fold: First, we analyze whether the existing numerical formulations (such as SUPG and GLS) and commercial packages provide physically meaningful values for the concentration of the chemical species for various realistic benchmark problems. Furthermore, we also quantify the errors incurred in satisfying the local and global species balance for two popular chemical kinetics schemes: CDIMA (chlorine dioxide-iodine-malonic acid) and BZ (Belousov--Zhabotinsky). Based on these numerical simulations, we show that SUPG and GLS produce unphysical values for concentration of chemical species due to the violation of the non-negative constraint, contain spurious node-to-node oscillations, and have large errors in local and global species balance. Second, we proposed a novel finite element formulation to overcome the above difficulties. The proposed locally conservative non-negative computational framework based on low-order least-squares finite elements is able to preserve these underlying physical and mathematical properties. Several representative numerical examples are discussed to illustrate the importance of the proposed numerical formulations to accurately describe various aspects of mixing process in chaotic flows and to simulate transport in highly heterogeneous anisotropic media.

Waiting time distribution for continuous stochastic systems

NASA Astrophysics Data System (ADS)

Gernert, Robert; Emary, Clive; Klapp, Sabine H. L.

2014-12-01

The waiting time distribution (WTD) is a common tool for analyzing discrete stochastic processes in classical and quantum systems. However, there are many physical examples where the dynamics is continuous and only approximately discrete, or where it is favourable to discuss the dynamics on a discretized and a continuous level in parallel. An example is the hindered motion of particles through potential landscapes with barriers. In the present paper we propose a consistent generalization of the WTD from the discrete case to situations where the particles perform continuous barrier crossing characterized by a finite duration. To this end, we introduce a recipe to calculate the WTD from the Fokker-Planck (Smoluchowski) equation. In contrast to the closely related first passage time distribution (FPTD), which is frequently used to describe continuous processes, the WTD contains information about the direction of motion. As an application, we consider the paradigmatic example of an overdamped particle diffusing through a washboard potential. To verify the approach and to elucidate its numerical implications, we compare the WTD defined via the Smoluchowski equation with data from direct simulation of the underlying Langevin equation and find full consistency provided that the jumps in the Langevin approach are defined properly. Moreover, for sufficiently large energy barriers, the WTD defined via the Smoluchowski equation becomes consistent with that resulting from the analytical solution of a (two-state) master equation model for the short-time dynamics developed previously by us [Phys. Rev. E 86, 061135 (2012), 10.1103/PhysRevE.86.061135]. Thus, our approach "interpolates" between these two types of stochastic motion. We illustrate our approach for both symmetric systems and systems under constant force.

Perfectly Matched Layer for Linearized Euler Equations in Open and Ducted Domains

NASA Technical Reports Server (NTRS)

Tam, Christopher K. W.; Auriault, Laurent; Cambuli, Francesco

1998-01-01

Recently, perfectly matched layer (PML) as an absorbing boundary condition has widespread applications. The idea was first introduced by Berenger for electromagnetic waves computations. In this paper, it is shown that the PML equations for the linearized Euler equations support unstable solutions when the mean flow has a component normal to the layer. To suppress such unstable solutions so as to render the PML concept useful for this class of problems, it is proposed that artificial selective damping terms be added to the discretized PML equations. It is demonstrated that with a proper choice of artificial mesh Reynolds number, the PML equations can be made stable. Numerical examples are provided to illustrate that the stabilized PML performs well as an absorbing boundary condition. In a ducted environment, the wave mode are dispersive. It will be shown that the group velocity and phase velocity of these modes can have opposite signs. This results in a confined environment, PML may not be suitable as an absorbing boundary condition.

Numerical implementation of complex orthogonalization, parallel transport on Stiefel bundles, and analyticity

NASA Astrophysics Data System (ADS)

Avitabile, Daniele; Bridges, Thomas J.

2010-06-01

Numerical integration of complex linear systems of ODEs depending analytically on an eigenvalue parameter are considered. Complex orthogonalization, which is required to stabilize the numerical integration, results in non-analytic systems. It is shown that properties of eigenvalues are still efficiently recoverable by extracting information from a non-analytic characteristic function. The orthonormal systems are constructed using the geometry of Stiefel bundles. Different forms of continuous orthogonalization in the literature are shown to correspond to different choices of connection one-form on the Stiefel bundle. For the numerical integration, Gauss-Legendre Runge-Kutta algorithms are the principal choice for preserving orthogonality, and performance results are shown for a range of GLRK methods. The theory and methods are tested by application to example boundary value problems including the Orr-Sommerfeld equation in hydrodynamic stability.

Socio-economic applications of finite state mean field games.

PubMed

Gomes, Diogo; Velho, Roberto M; Wolfram, Marie-Therese

2014-11-13

In this paper, we present different applications of finite state mean field games to socio-economic sciences. Examples include paradigm shifts in the scientific community or consumer choice behaviour in the free market. The corresponding finite state mean field game models are hyperbolic systems of partial differential equations, for which we present and validate different numerical methods. We illustrate the behaviour of solutions with various numerical experiments, which show interesting phenomena such as shock formation. Hence, we conclude with an investigation of the shock structure in the case of two-state problems. © 2014 The Author(s) Published by the Royal Society. All rights reserved.

Self-adjusting grid methods for one-dimensional hyperbolic conservation laws

NASA Technical Reports Server (NTRS)

Harten, A.; Hyman, J. M.

1983-01-01

The automatic adjustment of a grid which follows the dynamics of the numerical solution of hyperbolic conservation laws is given. The grid motion is determined by averaging the local characteristic velocities of the equations with respect to the amplitudes of the signals. The resulting algorithm is a simple extension of many currently popular Godunov-type methods. Computer codes using one of these methods can be easily modified to add the moving mesh as an option. Numerical examples are given that illustrate the improved accuracy of Godunov's and Roe's methods on a self-adjusting mesh. Previously announced in STAR as N83-15008

Numerical modeling of a vortex stabilized arcjet

NASA Astrophysics Data System (ADS)

Pawlas, Gary Edward

Arcjet thrusters are being actively considered for use in Earth orbit maneuvering applications. Satellite station-keeping is an example of a maneuvering application requiring the low thrust, high specific impulse of an arcjet. Experimental studies are currently the chief means of determining an optimal thruster configuration. Earlier numerical studies have failed to include all of the effects found in typical arcjets including complex geometries, viscosity and swirling flow. Arcjet geometries are large area ratio converging-diverging nozzles with centerbodies in the subsonic portion of the nozzle. The nozzle walls serve as the anode while the centerbody functions as the cathode. Viscous effects are important because the Reynolds number, based on the throat radius, is typically less than 1,000. Experimental studies have shown a swirl or circumferential velocity component stabilizes a constricted arc. The equations are described which governs the flow through a constricted arcjet thruster. An assumption that the flowfield is in local thermodynamic equilibrium leads to a single fluid plasma temperature model. An order of magnitude analysis reveals the governing fluid mechanics equations are uncoupled from the electromagnetic field equations. A numerical method is developed to solve the governing fluid mechanics equations, the Thin Layer Navier-Stokes equations. A coordinate transformation is used in deriving the governing equations to simplify the application of boundary conditions in complex geometries. An axisymmetric formulation is employed to include the swirl velocity component as well as the axial and redial velocity components. The numerical method is an implicit finite-volume technique and allows for large time steps to reach a converged steady-state solution. The inviscid fluxes are flux-split and Gauss-Seidel line relaxation is used to accelerate convergence. 'Converging diverging' nozzles with exit-to-throat area ratios up to 100:1 and annual nozzles were examined. Comparisons with experimental data and previous numerical results were in excellent agreement. Quantities examined included Mach number and static wall pressure distributions, and oblique shock structures.

Finite element method formulation in polar coordinates for transient heat conduction problems

NASA Astrophysics Data System (ADS)

Duda, Piotr

2016-04-01

The aim of this paper is the formulation of the finite element method in polar coordinates to solve transient heat conduction problems. It is hard to find in the literature a formulation of the finite element method (FEM) in polar or cylindrical coordinates for the solution of heat transfer problems. This document shows how to apply the most often used boundary conditions. The global equation system is solved by the Crank-Nicolson method. The proposed algorithm is verified in three numerical tests. In the first example, the obtained transient temperature distribution is compared with the temperature obtained from the presented analytical solution. In the second numerical example, the variable boundary condition is assumed. In the last numerical example the component with the shape different than cylindrical is used. All examples show that the introduction of the polar coordinate system gives better results than in the Cartesian coordinate system. The finite element method formulation in polar coordinates is valuable since it provides a higher accuracy of the calculations without compacting the mesh in cylindrical or similar to tubular components. The proposed method can be applied for circular elements such as boiler drums, outlet headers, flux tubes. This algorithm can be useful during the solution of inverse problems, which do not allow for high density grid. This method can calculate the temperature distribution in the bodies of different properties in the circumferential and the radial direction. The presented algorithm can be developed for other coordinate systems. The examples demonstrate a good accuracy and stability of the proposed method.

Accelerating numerical solution of stochastic differential equations with CUDA

NASA Astrophysics Data System (ADS)

Januszewski, M.; Kostur, M.

2010-01-01

Numerical integration of stochastic differential equations is commonly used in many branches of science. In this paper we present how to accelerate this kind of numerical calculations with popular NVIDIA Graphics Processing Units using the CUDA programming environment. We address general aspects of numerical programming on stream processors and illustrate them by two examples: the noisy phase dynamics in a Josephson junction and the noisy Kuramoto model. In presented cases the measured speedup can be as high as 675× compared to a typical CPU, which corresponds to several billion integration steps per second. This means that calculations which took weeks can now be completed in less than one hour. This brings stochastic simulation to a completely new level, opening for research a whole new range of problems which can now be solved interactively. Program summaryProgram title: SDE Catalogue identifier: AEFG_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AEFG_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: Gnu GPL v3 No. of lines in distributed program, including test data, etc.: 978 No. of bytes in distributed program, including test data, etc.: 5905 Distribution format: tar.gz Programming language: CUDA C Computer: any system with a CUDA-compatible GPU Operating system: Linux RAM: 64 MB of GPU memory Classification: 4.3 External routines: The program requires the NVIDIA CUDA Toolkit Version 2.0 or newer and the GNU Scientific Library v1.0 or newer. Optionally gnuplot is recommended for quick visualization of the results. Nature of problem: Direct numerical integration of stochastic differential equations is a computationally intensive problem, due to the necessity of calculating multiple independent realizations of the system. We exploit the inherent parallelism of this problem and perform the calculations on GPUs using the CUDA programming environment. The GPU's ability to execute hundreds of threads simultaneously makes it possible to speed up the computation by over two orders of magnitude, compared to a typical modern CPU. Solution method: The stochastic Runge-Kutta method of the second order is applied to integrate the equation of motion. Ensemble-averaged quantities of interest are obtained through averaging over multiple independent realizations of the system. Unusual features: The numerical solution of the stochastic differential equations in question is performed on a GPU using the CUDA environment. Running time: < 1 minute

Local and global Hopf bifurcation analysis in a neutral-type neuron system with two delays

NASA Astrophysics Data System (ADS)

Lv, Qiuyu; Liao, Xiaofeng

2018-03-01

In recent years, neutral-type differential-difference equations have been applied extensively in the field of engineering, and their dynamical behaviors are more complex than that of the delay differential-difference equations. In this paper, the equations used to describe a neutral-type neural network system of differential difference equation with two delays are studied (i.e. neutral-type differential equations). Firstly, by selecting τ1, τ2 respectively as a parameter, we provide an analysis about the local stability of the zero equilibrium point of the equations, and sufficient conditions of asymptotic stability for the system are derived. Secondly, by using the theory of normal form and applying the theorem of center manifold introduced by Hassard et al., the Hopf bifurcation is found and some formulas for deciding the stability of periodic solutions and the direction of Hopf bifurcation are given. Moreover, by applying the theorem of global Hopf bifurcation, the existence of global periodic solution of the system is studied. Finally, an example is given, and some computer numerical simulations are taken to demonstrate and certify the correctness of the presented results.

Trajectory controllability of semilinear systems with multiple variable delays in control

DOE Office of Scientific and Technical Information (OSTI.GOV)

Klamka, Jerzy, E-mail: Jerzy.Klamka@polsl.pl, E-mail: Michal.Niezabitowski@polsl.pl; Niezabitowski, Michał, E-mail: Jerzy.Klamka@polsl.pl, E-mail: Michal.Niezabitowski@polsl.pl

In this paper, finite-dimensional dynamical control system described by semilinear differential state equation with multiple variable delays in control are considered. The concept of controllability we extend on trajectory controllability for systems with multiple point delays in control. Moreover, remarks and comments on the relationships between different concepts of controllability are presented. Finally, simple numerical example, which illustrates theoretical considerations is also given. The possible extensions are also proposed.

Anomalous Diffusion Approximation of Risk Processes in Operational Risk of Non-Financial Corporations

NASA Astrophysics Data System (ADS)

Magdziarz, M.; Mista, P.; Weron, A.

2007-05-01

We introduce an approximation of the risk processes by anomalous diffusion. In the paper we consider the case, where the waiting times between successive occurrences of the claims belong to the domain of attraction of alpha -stable distribution. The relationship between the obtained approximation and the celebrated fractional diffusion equation is emphasised. We also establish upper bounds for the ruin probability in the considered model and give some numerical examples.

New trends in Taylor series based applications

NASA Astrophysics Data System (ADS)

Kocina, Filip; Šátek, Václav; Veigend, Petr; Nečasová, Gabriela; Valenta, Václav; Kunovský, Jiří

2016-06-01

The paper deals with the solution of large system of linear ODEs when minimal comunication among parallel processors is required. The Modern Taylor Series Method (MTSM) is used. The MTSM allows using a higher order during the computation that means a larger integration step size while keeping desired accuracy. As an example of complex systems we can take the Telegraph Equation Model. Symbolic and numeric solutions are compared when harmonic input signal is used.

A Riccati solution for the ideal MHD plasma response with applications to real-time stability control

NASA Astrophysics Data System (ADS)

Glasser, Alexander; Kolemen, Egemen; Glasser, A. H.

2018-03-01

Active feedback control of ideal MHD stability in a tokamak requires rapid plasma stability analysis. Toward this end, we reformulate the δW stability method with a Hamilton-Jacobi theory, elucidating analytical and numerical features of the generic tokamak ideal MHD stability problem. The plasma response matrix is demonstrated to be the solution of an ideal MHD matrix Riccati differential equation. Since Riccati equations are prevalent in the control theory literature, such a shift in perspective brings to bear a range of numerical methods that are well-suited to the robust, fast solution of control problems. We discuss the usefulness of Riccati techniques in solving the stiff ordinary differential equations often encountered in ideal MHD stability analyses—for example, in tokamak edge and stellarator physics. We demonstrate the applicability of such methods to an existing 2D ideal MHD stability code—DCON [A. H. Glasser, Phys. Plasmas 23, 072505 (2016)]—enabling its parallel operation in near real-time, with wall-clock time ≪1 s . Such speed may help enable active feedback ideal MHD stability control, especially in tokamak plasmas whose ideal MHD equilibria evolve with inductive timescale τ≳ 1s—as in ITER.

Variational approach to studying solitary waves in the nonlinear Schrödinger equation with complex potentials

DOE PAGES

Mertens, Franz G.; Cooper, Fred; Arevalo, Edward; ...

2016-09-15

Here in this paper, we discuss the behavior of solitary wave solutions of the nonlinear Schrödinger equation (NLSE) as they interact with complex potentials, using a four-parameter variational approximation based on a dissipation functional formulation of the dynamics. We concentrate on spatially periodic potentials with the periods of the real and imaginary part being either the same or different. Our results for the time evolution of the collective coordinates of our variational ansatz are in good agreement with direct numerical simulation of the NLSE. We compare our method with a collective coordinate approach of Kominis and give examples where themore » two methods give qualitatively different answers. In our variational approach, we are able to give analytic results for the small oscillation frequency of the solitary wave oscillating parameters which agree with the numerical solution of the collective coordinate equations. We also verify that instabilities set in when the slope dp(t)/dv(t) becomes negative when plotted parametrically as a function of time, where p(t) is the momentum of the solitary wave and v(t) the velocity.« less

Variational approach to studying solitary waves in the nonlinear Schrödinger equation with complex potentials

DOE Office of Scientific and Technical Information (OSTI.GOV)

Mertens, Franz G.; Cooper, Fred; Arevalo, Edward

Here in this paper, we discuss the behavior of solitary wave solutions of the nonlinear Schrödinger equation (NLSE) as they interact with complex potentials, using a four-parameter variational approximation based on a dissipation functional formulation of the dynamics. We concentrate on spatially periodic potentials with the periods of the real and imaginary part being either the same or different. Our results for the time evolution of the collective coordinates of our variational ansatz are in good agreement with direct numerical simulation of the NLSE. We compare our method with a collective coordinate approach of Kominis and give examples where themore » two methods give qualitatively different answers. In our variational approach, we are able to give analytic results for the small oscillation frequency of the solitary wave oscillating parameters which agree with the numerical solution of the collective coordinate equations. We also verify that instabilities set in when the slope dp(t)/dv(t) becomes negative when plotted parametrically as a function of time, where p(t) is the momentum of the solitary wave and v(t) the velocity.« less

Two dimensional modelling of flood flows and suspended sediment transport: the case of Brenta River

NASA Astrophysics Data System (ADS)

D'Alpaos, L.; Martini, P.; Carniello, L.

2003-04-01

The paper deals with numerical modelling of flood waves and suspended sediment in plain river basins. The two dimensional depth integrated momentum and continuity equations, modified to take into account of the bottom irregularities that strongly affect the hydrodynamic and the continuity in partially dry areas (for example, during the first stages of a plain flooding and in tidal flows), are solved with a standard Galerkin finite element method using a semi-implicit numerical scheme and considering the role both of the small channel network and the regulation dispositive on the flooding wave propagation. Transport of suspended sediment and bed evolution are coupled with the flood propagation through the convection-dispersion equation and the Exner's equation. Results of a real case study are presented in which the effects of extreme flood of Brenta River (Italy) are examinated. The flooded areas (urban and rural areas) are identified and a mitigation solution based on a diversion channel flowing into Venice Lagoon is proposed. We show that this solution strongly reduces the flood risk in the downstream areas and can provide an important sediment source to the Venice Lagoon. Finally, preliminary results of the sediment dispersion in the Venice Lagoon are presented.

An Extended Trajectory Mechanics Approach for Calculating the Path of a Pressure Transient: Derivation and Illustration

NASA Astrophysics Data System (ADS)

Vasco, D. W.

2018-04-01

Following an approach used in quantum dynamics, an exponential representation of the hydraulic head transforms the diffusion equation governing pressure propagation into an equivalent set of ordinary differential equations. Using a reservoir simulator to determine one set of dependent variables leaves a reduced set of equations for the path of a pressure transient. Unlike the current approach for computing the path of a transient, based on a high-frequency asymptotic solution, the trajectories resulting from this new formulation are valid for arbitrary spatial variations in aquifer properties. For a medium containing interfaces and layers with sharp boundaries, the trajectory mechanics approach produces paths that are compatible with travel time fields produced by a numerical simulator, while the asymptotic solution produces paths that bend too strongly into high permeability regions. The breakdown of the conventional asymptotic solution, due to the presence of sharp boundaries, has implications for model parameter sensitivity calculations and the solution of the inverse problem. For example, near an abrupt boundary, trajectories based on the asymptotic approach deviate significantly from regions of high sensitivity observed in numerical computations. In contrast, paths based on the new trajectory mechanics approach coincide with regions of maximum sensitivity to permeability changes.

Degenerate variational integrators for magnetic field line flow and guiding center trajectories

NASA Astrophysics Data System (ADS)

Ellison, C. L.; Finn, J. M.; Burby, J. W.; Kraus, M.; Qin, H.; Tang, W. M.

2018-05-01

Symplectic integrators offer many benefits for numerically approximating solutions to Hamiltonian differential equations, including bounded energy error and the preservation of invariant sets. Two important Hamiltonian systems encountered in plasma physics—the flow of magnetic field lines and the guiding center motion of magnetized charged particles—resist symplectic integration by conventional means because the dynamics are most naturally formulated in non-canonical coordinates. New algorithms were recently developed using the variational integration formalism; however, those integrators were found to admit parasitic mode instabilities due to their multistep character. This work eliminates the multistep character, and therefore the parasitic mode instabilities via an adaptation of the variational integration formalism that we deem "degenerate variational integration." Both the magnetic field line and guiding center Lagrangians are degenerate in the sense that the resultant Euler-Lagrange equations are systems of first-order ordinary differential equations. We show that retaining the same degree of degeneracy when constructing discrete Lagrangians yields one-step variational integrators preserving a non-canonical symplectic structure. Numerical examples demonstrate the benefits of the new algorithms, including superior stability relative to the existing variational integrators for these systems and superior qualitative behavior relative to non-conservative algorithms.

An accurate and efficient acoustic eigensolver based on a fast multipole BEM and a contour integral method

NASA Astrophysics Data System (ADS)

Zheng, Chang-Jun; Gao, Hai-Feng; Du, Lei; Chen, Hai-Bo; Zhang, Chuanzeng

2016-01-01

An accurate numerical solver is developed in this paper for eigenproblems governed by the Helmholtz equation and formulated through the boundary element method. A contour integral method is used to convert the nonlinear eigenproblem into an ordinary eigenproblem, so that eigenvalues can be extracted accurately by solving a set of standard boundary element systems of equations. In order to accelerate the solution procedure, the parameters affecting the accuracy and efficiency of the method are studied and two contour paths are compared. Moreover, a wideband fast multipole method is implemented with a block IDR (s) solver to reduce the overall solution cost of the boundary element systems of equations with multiple right-hand sides. The Burton-Miller formulation is employed to identify the fictitious eigenfrequencies of the interior acoustic problems with multiply connected domains. The actual effect of the Burton-Miller formulation on tackling the fictitious eigenfrequency problem is investigated and the optimal choice of the coupling parameter as α = i / k is confirmed through exterior sphere examples. Furthermore, the numerical eigenvalues obtained by the developed method are compared with the results obtained by the finite element method to show the accuracy and efficiency of the developed method.

Influence of Wall Porosity and Surfaces Roughness on the Steady Performance of an Externally Pressurized Hydrostatic Conical Bearing Lubricated by a Rabinowitsch Fluid

NASA Astrophysics Data System (ADS)

Walicka, A.; Walicki, E.; Jurczak, P.; Falicki, J.

2017-08-01

In the paper, the influence of both the bearing surfaces roughness as well as porosity of one bearing surface on the pressure distribution and load-carrying capacity of a curvilinear, externally pressurized, thrust bearing is discussed. The equations of motion of a pseudo-plastic Rabinowitsch fluid are used to derive the Reynolds equation. After general considerations on the flow in a bearing clearance and in a porous layer using the Morgan-Cameron approximation and Christensen theory of hydrodynamic lubrication with rough bearing surfaces the modified Reynolds equation is obtained. The analytical solution is presented; as a result one obtains the formulae expressing the pressure distribution and load-carrying capacity. Thrust radial and conical bearings, externally pressurized, are considered as numerical examples.

Front propagation in one-dimensional spatially periodic bistable media

NASA Astrophysics Data System (ADS)

Löber, Jakob; Bär, Markus; Engel, Harald

2012-12-01

Front propagation in heterogeneous bistable media is studied using the Schlögl model as a representative example. Spatially periodic modulations in the parameters of the bistable kinetics are taken into account perturbatively. Depending on the ratio L/l (L is the spatial period of the heterogeneity, l is the front width), appropriate singular perturbation techniques are applied to derive an ordinary differential equation for the position of the front in the presence of the heterogeneities. From this equation, the dependence of the average propagation speed on L/l as well as on the modulation amplitude is calculated. The analytical results obtained predict velocity overshoot, different cases of propagation failure, and the propagation speed for very large spatial periods in quantitative agreement with the results of direct numerical simulations of the underlying reaction-diffusion equation.

Graph theory approach to the eigenvalue problem of large space structures

NASA Technical Reports Server (NTRS)

Reddy, A. S. S. R.; Bainum, P. M.

1981-01-01

Graph theory is used to obtain numerical solutions to eigenvalue problems of large space structures (LSS) characterized by a state vector of large dimensions. The LSS are considered as large, flexible systems requiring both orientation and surface shape control. Graphic interpretation of the determinant of a matrix is employed to reduce a higher dimensional matrix into combinations of smaller dimensional sub-matrices. The reduction is implemented by means of a Boolean equivalent of the original matrices formulated to obtain smaller dimensional equivalents of the original numerical matrix. Computation time becomes less and more accurate solutions are possible. An example is provided in the form of a free-free square plate. Linearized system equations and numerical values of a stiffness matrix are presented, featuring a state vector with 16 components.

Neutron stars in screened modified gravity: Chameleon versus dilaton

NASA Astrophysics Data System (ADS)

Brax, Philippe; Davis, Anne-Christine; Jha, Rahul

2017-04-01

We consider the scalar field profile around relativistic compact objects such as neutron stars for a range of modified gravity models with screening mechanisms of the chameleon and Damour-Polyakov types. We focus primarily on inverse power law chameleons and the environmentally dependent dilaton as examples of both mechanisms. We discuss the modified Tolman-Oppenheimer-Volkoff equation and then implement a relaxation algorithm to solve for the scalar profiles numerically. We find that chameleons and dilatons behave in a similar manner and that there is a large degeneracy between the modified gravity parameters and the neutron star equation of state. This is exemplified by the modifications to the mass-radius relationship for a variety of model parameters.

Simulation of complex pharmacokinetic models in Microsoft Excel.

PubMed

Meineke, Ingolf; Brockmöller, Jürgen

2007-12-01

With the arrival of powerful personal computers in the office numerical methods are accessible to everybody. Simulation of complex processes therefore has become an indispensible tool in research and education. In this paper Microsoft EXCEL is used as a platform for a universal differential equation solver. The software is designed as an add-in aiming at a minimum of required user input to perform a given task. Four examples are included to demonstrate both, the simplicity of use and the versatility of possible applications. While the layout of the program is admittedly geared to the needs of pharmacokineticists, it can be used in any field where sets of differential equations are involved. The software package is available upon request.

Theoretical analysis of linearized acoustics and aerodynamics of advanced supersonic propellers

NASA Technical Reports Server (NTRS)

Farassat, F.

1985-01-01

The derivation of a formula for prediction of the noise of supersonic propellers using time domain analysis is presented. This formula is a solution of the Ffowcs Williams-Hawkings equation and does not have the Doppler singularity of some other formulations. The result presented involves some surface integrals over the blade and line integrals over the leading and trailing edges. The blade geometry, motion and surface pressure are needed for noise calculation. To obtain the blade surface pressure, the observer is moved onto the blade surface and a linear singular integral equation is derived which can be solved numerically. Two examples of acoustic calculations using a computer program are currently under development.

New algorithms for solving high even-order differential equations using third and fourth Chebyshev-Galerkin methods

NASA Astrophysics Data System (ADS)

Doha, E. H.; Abd-Elhameed, W. M.; Bassuony, M. A.

2013-03-01

This paper is concerned with spectral Galerkin algorithms for solving high even-order two point boundary value problems in one dimension subject to homogeneous and nonhomogeneous boundary conditions. The proposed algorithms are extended to solve two-dimensional high even-order differential equations. The key to the efficiency of these algorithms is to construct compact combinations of Chebyshev polynomials of the third and fourth kinds as basis functions. The algorithms lead to linear systems with specially structured matrices that can be efficiently inverted. Numerical examples are included to demonstrate the validity and applicability of the proposed algorithms, and some comparisons with some other methods are made.

Outbreak and Extinction Dynamics in a Stochastic Ebola Model

NASA Astrophysics Data System (ADS)

Nieddu, Garrett; Bianco, Simone; Billings, Lora; Forgoston, Eric; Kaufman, James

A zoonotic disease is a disease that can be passed between animals and humans. In many cases zoonotic diseases can persist in the animal population even if there are no infections in the human population. In this case we call the infected animal population the reservoir for the disease. Ebola virus disease (EVD) and SARS are both notable examples of such diseases. There is little work devoted to understanding stochastic disease extinction and reintroduction in the presence of a reservoir. Here we build a stochastic model for EVD and explicitly consider the presence of an animal reservoir. Using a master equation approach and a WKB ansatz, we determine the associated Hamiltonian of the system. Hamilton's equations are then used to numerically compute the 12-dimensional optimal path to extinction, which is then used to estimate mean extinction times. We also numerically investigate the behavior of the model for dynamic population size. Our results provide an improved understanding of outbreak and extinction dynamics in diseases like EVD.

A time dependent difference theory for sound propagation in ducts with flow. [characteristic of inlet and exhaust ducts of turbofan engines

NASA Technical Reports Server (NTRS)

Baumeister, K. J.

1979-01-01

A time dependent numerical solution of the linearized continuity and momentum equation was developed for sound propagation in a two dimensional straight hard or soft wall duct with a sheared mean flow. The time dependent governing acoustic difference equations and boundary conditions were developed along with a numerical determination of the maximum stable time increments. A harmonic noise source radiating into a quiescent duct was analyzed. This explicit iteration method then calculated stepwise in real time to obtain the transient as well as the steady state solution of the acoustic field. Example calculations were presented for sound propagation in hard and soft wall ducts, with no flow and plug flow. Although the problem with sheared flow was formulated and programmed, sample calculations were not examined. The time dependent finite difference analysis was found to be superior to the steady state finite difference and finite element techniques because of shorter solution times and the elimination of large matrix storage requirements.

Boundary-fitted curvilinear coordinate systems for solution of partial differential equations on fields containing any number of arbitrary two-dimensional bodies

NASA Technical Reports Server (NTRS)

Thompson, J. F.; Thames, F. C.; Mastin, C. W.

1977-01-01

A method is presented for automatic numerical generation of a general curvilinear coordinate system with coordinate lines coincident with all boundaries of a general multi-connected two-dimensional region containing any number of arbitrarily shaped bodies. No restrictions are placed on the shape of the boundaries, which may even be time-dependent, and the approach is not restricted in principle to two dimensions. With this procedure the numerical solution of a partial differential system may be done on a fixed rectangular field with a square mesh with no interpolation required regardless of the shape of the physical boundaries, regardless of the spacing of the curvilinear coordinate lines in the physical field, and regardless of the movement of the coordinate system in the physical plane. A number of examples of coordinate systems and application thereof to the solution of partial differential equations are given. The FORTRAN computer program and instructions for use are included.

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Padgett, Jill M. A.; Ilie, Silvana, E-mail: silvana@ryerson.ca

2016-03-15

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating themore » solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.« less

System Simulation by Recursive Feedback: Coupling a Set of Stand-Alone Subsystem Simulations

NASA Technical Reports Server (NTRS)

Nixon, D. D.

2001-01-01

Conventional construction of digital dynamic system simulations often involves collecting differential equations that model each subsystem, arran g them to a standard form, and obtaining their numerical gin solution as a single coupled, total-system simultaneous set. Simulation by numerical coupling of independent stand-alone subsimulations is a fundamentally different approach that is attractive because, among other things, the architecture naturally facilitates high fidelity, broad scope, and discipline independence. Recursive feedback is defined and discussed as a candidate approach to multidiscipline dynamic system simulation by numerical coupling of self-contained, single-discipline subsystem simulations. A satellite motion example containing three subsystems (orbit dynamics, attitude dynamics, and aerodynamics) has been defined and constructed using this approach. Conventional solution methods are used in the subsystem simulations. Distributed and centralized implementations of coupling have been considered. Numerical results are evaluated by direct comparison with a standard total-system, simultaneous-solution approach.

A spectral domain method for remotely probing stratified media

NASA Technical Reports Server (NTRS)

Schaubert, D. H.; Mittra, R.

1977-01-01

The problem of remotely probing a stratified, lossless, dielectric medium is formulated using the spectral domain method of probing. The response of the medium to a spectrum of plane waves incident at various angles is used to invert the unknown profile. For TE polarization, the electric field satisfies a Helmholtz equation. The inverse problem is solved by means of a new representation for the wave function. The principal step in this inversion is solving a second kind Fredholm equation which is very amenable to numerical computations. Several examples are presented including some which indicate that the method can be used with experimentally obtained data. When the fields exhibit a surface wave behavior, a unique inversion can be obtained only if information about the magnetic field is also available. In this case, the inversion is accomplished by a two-step procedure which employs a formula of Jost and Kohn. Some examples are presented, and an approach which greatly shortens the computations without greatly deteriorating the results is discussed.

Guidelines and recommended terms for expression of stable-isotope-ratio and gas-ratio measurement results

USGS Publications Warehouse

Coplen, Tyler B.

2011-01-01

To minimize confusion in the expression of measurement results of stable isotope and gas-ratio measurements, recommendations based on publications of the Commission on Isotopic Abundances and Atomic Weights of the International Union of Pure and Applied Chemistry (IUPAC) are presented. Whenever feasible, entries are consistent with the Système International d'Unités, the SI (known in English as the International System of Units), and the third edition of the International Vocabulary of Basic and General Terms in Metrology (VIM, 3rd edition). The recommendations presented herein are approved by the Commission on Isotopic Abundances and Atomic Weights and are designed to clarify expression of quantities related to measurement of isotope and gas ratios to ensure that quantity equations instead of numerical value equations are used for quantity definitions. Examples of column headings consistent with quantity calculus (also called the algebra of quantities) and examples of various deprecated usages connected with the terms recommended are presented.

Approximation theory for LQG (Linear-Quadratic-Gaussian) optimal control of flexible structures

NASA Technical Reports Server (NTRS)

Gibson, J. S.; Adamian, A.

1988-01-01

An approximation theory is presented for the LQG (Linear-Quadratic-Gaussian) optimal control problem for flexible structures whose distributed models have bounded input and output operators. The main purpose of the theory is to guide the design of finite dimensional compensators that approximate closely the optimal compensator. The optimal LQG problem separates into an optimal linear-quadratic regulator problem and an optimal state estimation problem. The solution of the former problem lies in the solution to an infinite dimensional Riccati operator equation. The approximation scheme approximates the infinite dimensional LQG problem with a sequence of finite dimensional LQG problems defined for a sequence of finite dimensional, usually finite element or modal, approximations of the distributed model of the structure. Two Riccati matrix equations determine the solution to each approximating problem. The finite dimensional equations for numerical approximation are developed, including formulas for converting matrix control and estimator gains to their functional representation to allow comparison of gains based on different orders of approximation. Convergence of the approximating control and estimator gains and of the corresponding finite dimensional compensators is studied. Also, convergence and stability of the closed-loop systems produced with the finite dimensional compensators are discussed. The convergence theory is based on the convergence of the solutions of the finite dimensional Riccati equations to the solutions of the infinite dimensional Riccati equations. A numerical example with a flexible beam, a rotating rigid body, and a lumped mass is given.

Constructive methods of invariant manifolds for kinetic problems

NASA Astrophysics Data System (ADS)

Gorban, Alexander N.; Karlin, Iliya V.; Zinovyev, Andrei Yu.

2004-06-01

The concept of the slow invariant manifold is recognized as the central idea underpinning a transition from micro to macro and model reduction in kinetic theories. We present the Constructive Methods of Invariant Manifolds for model reduction in physical and chemical kinetics, developed during last two decades. The physical problem of reduced description is studied in the most general form as a problem of constructing the slow invariant manifold. The invariance conditions are formulated as the differential equation for a manifold immersed in the phase space ( the invariance equation). The equation of motion for immersed manifolds is obtained ( the film extension of the dynamics). Invariant manifolds are fixed points for this equation, and slow invariant manifolds are Lyapunov stable fixed points, thus slowness is presented as stability. A collection of methods to derive analytically and to compute numerically the slow invariant manifolds is presented. Among them, iteration methods based on incomplete linearization, relaxation method and the method of invariant grids are developed. The systematic use of thermodynamics structures and of the quasi-chemical representation allow to construct approximations which are in concordance with physical restrictions. The following examples of applications are presented: nonperturbative deviation of physically consistent hydrodynamics from the Boltzmann equation and from the reversible dynamics, for Knudsen numbers Kn∼1; construction of the moment equations for nonequilibrium media and their dynamical correction (instead of extension of list of variables) to gain more accuracy in description of highly nonequilibrium flows; determination of molecules dimension (as diameters of equivalent hard spheres) from experimental viscosity data; model reduction in chemical kinetics; derivation and numerical implementation of constitutive equations for polymeric fluids; the limits of macroscopic description for polymer molecules, etc.

Recent advances in computational-analytical integral transforms for convection-diffusion problems

NASA Astrophysics Data System (ADS)

Cotta, R. M.; Naveira-Cotta, C. P.; Knupp, D. C.; Zotin, J. L. Z.; Pontes, P. C.; Almeida, A. P.

2017-10-01

An unifying overview of the Generalized Integral Transform Technique (GITT) as a computational-analytical approach for solving convection-diffusion problems is presented. This work is aimed at bringing together some of the most recent developments on both accuracy and convergence improvements on this well-established hybrid numerical-analytical methodology for partial differential equations. Special emphasis is given to novel algorithm implementations, all directly connected to enhancing the eigenfunction expansion basis, such as a single domain reformulation strategy for handling complex geometries, an integral balance scheme in dealing with multiscale problems, the adoption of convective eigenvalue problems in formulations with significant convection effects, and the direct integral transformation of nonlinear convection-diffusion problems based on nonlinear eigenvalue problems. Then, selected examples are presented that illustrate the improvement achieved in each class of extension, in terms of convergence acceleration and accuracy gain, which are related to conjugated heat transfer in complex or multiscale microchannel-substrate geometries, multidimensional Burgers equation model, and diffusive metal extraction through polymeric hollow fiber membranes. Numerical results are reported for each application and, where appropriate, critically compared against the traditional GITT scheme without convergence enhancement schemes and commercial or dedicated purely numerical approaches.

Population extinction under bursty reproduction in a time-modulated environment

NASA Astrophysics Data System (ADS)

Vilk, Ohad; Assaf, Michael

2018-06-01

In recent years nondemographic variability has been shown to greatly affect dynamics of stochastic populations. For example, nondemographic noise in the form of a bursty reproduction process with an a priori unknown burst size, or environmental variability in the form of time-varying reaction rates, have been separately found to dramatically impact the extinction risk of isolated populations. In this work we investigate the extinction risk of an isolated population under the combined influence of these two types of nondemographic variation. Using the so-called momentum-space Wentzel-Kramers-Brillouin (WKB) approach and accounting for the explicit time dependence in the reaction rates, we arrive at a set of time-dependent Hamilton equations. To this end, we evaluate the population's extinction risk by finding the instanton of the time-perturbed Hamiltonian numerically, whereas analytical expressions are presented in particular limits using various perturbation techniques. We focus on two classes of time-varying environments: periodically varying rates corresponding to seasonal effects and a sudden decrease in the birth rate corresponding to a catastrophe. All our theoretical results are tested against numerical Monte Carlo simulations with time-dependent rates and also against a numerical solution of the corresponding time-dependent Hamilton equations.

A fully implicit numerical integration of the relativistic particle equation of motion

NASA Astrophysics Data System (ADS)

Pétri, J.

2017-04-01

Relativistic strongly magnetized plasmas are produced in laboratories thanks to state-of-the-art laser technology but can naturally be found around compact objects such as neutron stars and black holes. Detailed studies of the behaviour of relativistic plasmas require accurate computations able to catch the full spatial and temporal dynamics of the system. Numerical simulations of ultra-relativistic plasmas face severe restrictions due to limitations in the maximum possible Lorentz factors that current algorithms can reproduce to good accuracy. In order to circumvent this flaw and repel the limit to 9$ , we design a new fully implicit scheme to solve the relativistic particle equation of motion in an external electromagnetic field using a three-dimensional Cartesian geometry. We show some examples of numerical integrations in constant electromagnetic fields to prove the efficiency of our algorithm. The code is also able to follow the electric drift motion for high Lorentz factors. In the most general case of spatially and temporally varying electromagnetic fields, the code performs extremely well, as shown by comparison with exact analytical solutions for the relativistic electrostatic Kepler problem as well as for linearly and circularly polarized plane waves.

Analytic Couple Modeling Introducing Device Design Factor, Fin Factor, Thermal Diffusivity Factor, and Inductance Factor

NASA Technical Reports Server (NTRS)

Mackey, Jon; Sehirlioglu, Alp; Dynys, Fred

2014-01-01

A set of convenient thermoelectric device solutions have been derived in order to capture a number of factors which are previously only resolved with numerical techniques. The concise conversion efficiency equations derived from governing equations provide intuitive and straight-forward design guidelines. These guidelines allow for better device design without requiring detailed numerical modeling. The analytical modeling accounts for factors such as i) variable temperature boundary conditions, ii) lateral heat transfer, iii) temperature variable material properties, and iv) transient operation. New dimensionless parameters, similar to the figure of merit, are introduced including the device design factor, fin factor, thermal diffusivity factor, and inductance factor. These new device factors allow for the straight-forward description of phenomenon generally only captured with numerical work otherwise. As an example a device design factor of 0.38, which accounts for thermal resistance of the hot and cold shoes, can be used to calculate a conversion efficiency of 2.28 while the ideal conversion efficiency based on figure of merit alone would be 6.15. Likewise an ideal couple with efficiency of 6.15 will be reduced to 5.33 when lateral heat is accounted for with a fin factor of 1.0.