Numerical solution of distributed order fractional differential equations
NASA Astrophysics Data System (ADS)
Katsikadelis, John T.
2014-02-01
In this paper a method for the numerical solution of distributed order FDEs (fractional differential equations) of a general form is presented. The method applies to both linear and nonlinear equations. The Caputo type fractional derivative is employed. The distributed order FDE is approximated with a multi-term FDE, which is then solved by adjusting appropriately the numerical method developed for multi-term FDEs by Katsikadelis. Several example equations are solved and the response of mechanical systems described by such equations is studied. The convergence and the accuracy of the method for linear and nonlinear equations are demonstrated through well corroborated numerical results.
NASA Astrophysics Data System (ADS)
Agarwal, P.; El-Sayed, A. A.
2018-06-01
In this paper, a new numerical technique for solving the fractional order diffusion equation is introduced. This technique basically depends on the Non-Standard finite difference method (NSFD) and Chebyshev collocation method, where the fractional derivatives are described in terms of the Caputo sense. The Chebyshev collocation method with the (NSFD) method is used to convert the problem into a system of algebraic equations. These equations solved numerically using Newton's iteration method. The applicability, reliability, and efficiency of the presented technique are demonstrated through some given numerical examples.
Numerical approximations for fractional diffusion equations via a Chebyshev spectral-tau method
NASA Astrophysics Data System (ADS)
Doha, Eid H.; Bhrawy, Ali H.; Ezz-Eldien, Samer S.
2013-10-01
In this paper, a class of fractional diffusion equations with variable coefficients is considered. An accurate and efficient spectral tau technique for solving the fractional diffusion equations numerically is proposed. This method is based upon Chebyshev tau approximation together with Chebyshev operational matrix of Caputo fractional differentiation. Such approach has the advantage of reducing the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply this general method to solve four specific examples. In each of the examples considered, the numerical results show that the proposed method is of high accuracy and is efficient for solving the time-dependent fractional diffusion equations.
Adaptive Grid Generation for Numerical Solution of Partial Differential Equations.
1983-12-01
numerical solution of fluid dynamics problems is presented. However, the method is applicable to the numer- ical evaluation of any partial differential...emphasis is being placed on numerical solution of the governing differential equations by finite difference methods . In the past two decades, considerable...original equations presented in that paper. The solution of the second problem is more difficult. 2 The method of Thompson et al. provides control for
Numerical methods for stochastic differential equations
NASA Astrophysics Data System (ADS)
Kloeden, Peter; Platen, Eckhard
1991-06-01
The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.
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.
NASA Technical Reports Server (NTRS)
Rosenbaum, J. S.
1976-01-01
If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.
Newton's method: A link between continuous and discrete solutions of nonlinear problems
NASA Technical Reports Server (NTRS)
Thurston, G. A.
1980-01-01
Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.
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.
NASA Astrophysics Data System (ADS)
Jain, Sonal
2018-01-01
In this paper, we aim to use the alternative numerical scheme given by Gnitchogna and Atangana for solving partial differential equations with integer and non-integer differential operators. We applied this method to fractional diffusion model and fractional Buckmaster models with non-local fading memory. The method yields a powerful numerical algorithm for fractional order derivative to implement. Also we present in detail the stability analysis of the numerical method for solving the diffusion equation. This proof shows that this method is very stable and also converges very quickly to exact solution and finally some numerical simulation is presented.
NASA Technical Reports Server (NTRS)
Thompson, J. F.; Mcwhorter, J. C.; Siddiqi, S. A.; Shanks, S. P.
1973-01-01
Numerical methods of integration of the equations of motion of a controlled satellite under the influence of gravity-gradient torque are considered. The results of computer experimentation using a number of Runge-Kutta, multi-step, and extrapolation methods for the numerical integration of this differential system are presented, and particularly efficient methods are noted. A large bibliography of numerical methods for initial value problems for ordinary differential equations is presented, and a compilation of Runge-Kutta and multistep formulas is given. Less common numerical integration techniques from the literature are noted for further consideration.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Angstmann, C.N.; Donnelly, I.C.; Henry, B.I., E-mail: B.Henry@unsw.edu.au
We have introduced a new explicit numerical method, based on a discrete stochastic process, for solving a class of fractional partial differential equations that model reaction subdiffusion. The scheme is derived from the master equations for the evolution of the probability density of a sum of discrete time random walks. We show that the diffusion limit of the master equations recovers the fractional partial differential equation of interest. This limiting procedure guarantees the consistency of the numerical scheme. The positivity of the solution and stability results are simply obtained, provided that the underlying process is well posed. We also showmore » that the method can be applied to standard reaction–diffusion equations. This work highlights the broader applicability of using discrete stochastic processes to provide numerical schemes for partial differential equations, including fractional partial differential equations.« less
A numerical study of the 3-periodic wave solutions to KdV-type equations
NASA Astrophysics Data System (ADS)
Zhang, Yingnan; Hu, Xingbiao; Sun, Jianqing
2018-02-01
In this paper, by using the direct method of calculating periodic wave solutions proposed by Akira Nakamura, we present a numerical process to calculate the 3-periodic wave solutions to several KdV-type equations: the Korteweg-de Vries equation, the Sawada-Koterra equation, the Boussinesq equation, the Ito equation, the Hietarinta equation and the (2 + 1)-dimensional Kadomtsev-Petviashvili equation. Some detailed numerical examples are given to show the existence of the three-periodic wave solutions numerically.
NASA Technical Reports Server (NTRS)
Baumgarten, J.; Ostermeyer, G. P.
1986-01-01
The numerical solution of a system of differential and algebraic equations is difficult, due to the appearance of numerical instabilities. A method is presented here which permits numerical solutions of such a system to be obtained which satisfy the algebraic constraint equations exactly without reducing the order of the differential equations. The method is demonstrated using examples from mechanics.
Guo, Jianqiang; Wang, Wansheng
2014-01-01
This paper deals with the numerical analysis of nonlinear Black-Scholes equation with transaction costs. An unconditionally stable and monotone splitting method, ensuring positive numerical solution and avoiding unstable oscillations, is proposed. This numerical method is based on the LOD-Backward Euler method which allows us to solve the discrete equation explicitly. The numerical results for vanilla call option and for European butterfly spread are provided. It turns out that the proposed scheme is efficient and reliable. PMID:24895653
Guo, Jianqiang; Wang, Wansheng
2014-01-01
This paper deals with the numerical analysis of nonlinear Black-Scholes equation with transaction costs. An unconditionally stable and monotone splitting method, ensuring positive numerical solution and avoiding unstable oscillations, is proposed. This numerical method is based on the LOD-Backward Euler method which allows us to solve the discrete equation explicitly. The numerical results for vanilla call option and for European butterfly spread are provided. It turns out that the proposed scheme is efficient and reliable.
NASA Astrophysics Data System (ADS)
Khataybeh, S. N.; Hashim, I.
2018-04-01
In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.
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
Critical study of higher order numerical methods for solving the boundary-layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1978-01-01
A fourth order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method, which is the natural extension of the second order box scheme to fourth order, was demonstrated with application to the incompressible, laminar and turbulent, boundary layer equations. The efficiency of the present method is compared with two point and three point higher order methods, namely, the Keller box scheme with Richardson extrapolation, the method of deferred corrections, a three point spline method, and a modified finite element method. For equivalent accuracy, numerical results show the present method to be more efficient than higher order methods for both laminar and turbulent flows.
Davidenko’s Method for the Solution of Nonlinear Operator Equations.
NONLINEAR DIFFERENTIAL EQUATIONS, NUMERICAL INTEGRATION), OPERATORS(MATHEMATICS), BANACH SPACE , MAPPING (TRANSFORMATIONS), NUMERICAL METHODS AND PROCEDURES, INTEGRALS, SET THEORY, CONVERGENCE, MATRICES(MATHEMATICS)
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.
NASA Astrophysics Data System (ADS)
Fikri, Fariz Fahmi; Nuraini, Nuning
2018-03-01
The differential equation is one of the branches in mathematics which is closely related to human life problems. Some problems that occur in our life can be modeled into differential equations as well as systems of differential equations such as the Lotka-Volterra model and SIR model. Therefore, solving a problem of differential equations is very important. Some differential equations are difficult to solve, so numerical methods are needed to solve that problems. Some numerical methods for solving differential equations that have been widely used are Euler Method, Heun Method, Runge-Kutta and others. However, some of these methods still have some restrictions that cause the method cannot be used to solve more complex problems such as an evaluation interval that we cannot change freely. New methods are needed to improve that problems. One of the method that can be used is the artificial bees colony algorithm. This algorithm is one of metaheuristic algorithm method, which can come out from local search space and do exploration in solution search space so that will get better solution than other method.
NASA Technical Reports Server (NTRS)
Green, M. J.; Nachtsheim, P. R.
1972-01-01
A numerical method for the solution of large systems of nonlinear differential equations of the boundary-layer type is described. The method is a modification of the technique for satisfying asymptotic boundary conditions. The present method employs inverse interpolation instead of the Newton method to adjust the initial conditions of the related initial-value problem. This eliminates the so-called perturbation equations. The elimination of the perturbation equations not only reduces the user's preliminary work in the application of the method, but also reduces the number of time-consuming initial-value problems to be numerically solved at each iteration. For further ease of application, the solution of the overdetermined system for the unknown initial conditions is obtained automatically by applying Golub's linear least-squares algorithm. The relative ease of application of the proposed numerical method increases directly as the order of the differential-equation system increases. Hence, the method is especially attractive for the solution of large-order systems. After the method is described, it is applied to a fifth-order problem from boundary-layer theory.
A fourth-order box method for solving the boundary layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1977-01-01
A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.
Solving Fuzzy Fractional Differential Equations Using Zadeh's Extension Principle
Ahmad, M. Z.; Hasan, M. K.; Abbasbandy, S.
2013-01-01
We study a fuzzy fractional differential equation (FFDE) and present its solution using Zadeh's extension principle. The proposed study extends the case of fuzzy differential equations of integer order. We also propose a numerical method to approximate the solution of FFDEs. To solve nonlinear problems, the proposed numerical method is then incorporated into an unconstrained optimisation technique. Several numerical examples are provided. PMID:24082853
Modified harmonic balance method for the solution of nonlinear jerk equations
NASA Astrophysics Data System (ADS)
Rahman, M. Saifur; Hasan, A. S. M. Z.
2018-03-01
In this paper, a second approximate solution of nonlinear jerk equations (third order differential equation) can be obtained by using modified harmonic balance method. The method is simpler and easier to carry out the solution of nonlinear differential equations due to less number of nonlinear equations are required to solve than the classical harmonic balance method. The results obtained from this method are compared with those obtained from the other existing analytical methods that are available in the literature and the numerical method. The solution shows a good agreement with the numerical solution as well as the analytical methods of the available literature.
Five-equation and robust three-equation methods for solution verification of large eddy simulation
NASA Astrophysics Data System (ADS)
Dutta, Rabijit; Xing, Tao
2018-02-01
This study evaluates the recently developed general framework for solution verification methods for large eddy simulation (LES) using implicitly filtered LES of periodic channel flows at friction Reynolds number of 395 on eight systematically refined grids. The seven-equation method shows that the coupling error based on Hypothesis I is much smaller as compared with the numerical and modeling errors and therefore can be neglected. The authors recommend five-equation method based on Hypothesis II, which shows a monotonic convergence behavior of the predicted numerical benchmark ( S C ), and provides realistic error estimates without the need of fixing the orders of accuracy for either numerical or modeling errors. Based on the results from seven-equation and five-equation methods, less expensive three and four-equation methods for practical LES applications were derived. It was found that the new three-equation method is robust as it can be applied to any convergence types and reasonably predict the error trends. It was also observed that the numerical and modeling errors usually have opposite signs, which suggests error cancellation play an essential role in LES. When Reynolds averaged Navier-Stokes (RANS) based error estimation method is applied, it shows significant error in the prediction of S C on coarse meshes. However, it predicts reasonable S C when the grids resolve at least 80% of the total turbulent kinetic energy.
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.
NASA Astrophysics Data System (ADS)
Bhrawy, A. H.; Doha, E. H.; Baleanu, D.; Ezz-Eldien, S. S.
2015-07-01
In this paper, an efficient and accurate spectral numerical method is presented for solving second-, fourth-order fractional diffusion-wave equations and fractional wave equations with damping. The proposed method is based on Jacobi tau spectral procedure together with the Jacobi operational matrix for fractional integrals, described in the Riemann-Liouville sense. The main characteristic behind this approach is to reduce such problems to those of solving systems of algebraic equations in the unknown expansion coefficients of the sought-for spectral approximations. The validity and effectiveness of the method are demonstrated by solving five numerical examples. Numerical examples are presented in the form of tables and graphs to make comparisons with the results obtained by other methods and with the exact solutions more easier.
Numerical solution of boundary-integral equations for molecular electrostatics.
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.
Numerical solution of the two-dimensional time-dependent incompressible Euler equations
NASA Technical Reports Server (NTRS)
Whitfield, David L.; Taylor, Lafayette K.
1994-01-01
A numerical method is presented for solving the artificial compressibility form of the 2D time-dependent incompressible Euler equations. The approach is based on using an approximate Riemann solver for the cell face numerical flux of a finite volume discretization. Characteristic variable boundary conditions are developed and presented for all boundaries and in-flow out-flow situations. The system of algebraic equations is solved using the discretized Newton-relaxation (DNR) implicit method. Numerical results are presented for both steady and unsteady flow.
Numerical solutions for Helmholtz equations using Bernoulli polynomials
NASA Astrophysics Data System (ADS)
Bicer, Kubra Erdem; Yalcinbas, Salih
2017-07-01
This paper reports a new numerical method based on Bernoulli polynomials for the solution of Helmholtz equations. The method uses matrix forms of Bernoulli polynomials and their derivatives by means of collocation points. Aim of this paper is to solve Helmholtz equations using this matrix relations.
Fokker-Planck Equations of Stochastic Acceleration: A Study of Numerical Methods
NASA Astrophysics Data System (ADS)
Park, Brian T.; Petrosian, Vahe
1996-03-01
Stochastic wave-particle acceleration may be responsible for producing suprathermal particles in many astrophysical situations. The process can be described as a diffusion process through the Fokker-Planck equation. If the acceleration region is homogeneous and the scattering mean free path is much smaller than both the energy change mean free path and the size of the acceleration region, then the Fokker-Planck equation reduces to a simple form involving only the time and energy variables. in an earlier paper (Park & Petrosian 1995, hereafter Paper 1), we studied the analytic properties of the Fokker-Planck equation and found analytic solutions for some simple cases. In this paper, we study the numerical methods which must be used to solve more general forms of the equation. Two classes of numerical methods are finite difference methods and Monte Carlo simulations. We examine six finite difference methods, three fully implicit and three semi-implicit, and a stochastic simulation method which uses the exact correspondence between the Fokker-Planck equation and the it5 stochastic differential equation. As discussed in Paper I, Fokker-Planck equations derived under the above approximations are singular, causing problems with boundary conditions and numerical overflow and underflow. We evaluate each method using three sample equations to test its stability, accuracy, efficiency, and robustness for both time-dependent and steady state solutions. We conclude that the most robust finite difference method is the fully implicit Chang-Cooper method, with minor extensions to account for the escape and injection terms. Other methods suffer from stability and accuracy problems when dealing with some Fokker-Planck equations. The stochastic simulation method, although simple to implement, is susceptible to Poisson noise when insufficient test particles are used and is computationally very expensive compared to the finite difference method.
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.
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.
Numerical solution of the electron transport equation
NASA Astrophysics Data System (ADS)
Woods, Mark
The electron transport equation has been solved many times for a variety of reasons. The main difficulty in its numerical solution is that it is a very stiff boundary value problem. The most common numerical methods for solving boundary value problems are symmetric collocation methods and shooting methods. Both of these types of methods can only be applied to the electron transport equation if the boundary conditions are altered with unrealistic assumptions because they require too many points to be practical. Further, they result in oscillating and negative solutions, which are physically meaningless for the problem at hand. For these reasons, all numerical methods for this problem to date are a bit unusual because they were designed to try and avoid the problem of extreme stiffness. This dissertation shows that there is no need to introduce spurious boundary conditions or invent other numerical methods for the electron transport equation. Rather, there already exists methods for very stiff boundary value problems within the numerical analysis literature. We demonstrate one such method in which the fast and slow modes of the boundary value problem are essentially decoupled. This allows for an upwind finite difference method to be applied to each mode as is appropriate. This greatly reduces the number of points needed in the mesh, and we demonstrate how this eliminates the need to define new boundary conditions. This method is verified by showing that under certain restrictive assumptions, the electron transport equation has an exact solution that can be written as an integral. We show that the solution from the upwind method agrees with the quadrature evaluation of the exact solution. This serves to verify that the upwind method is properly solving the electron transport equation. Further, it is demonstrated that the output of the upwind method can be used to compute auroral light emissions.
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.
Numerical solution of a coupled pair of elliptic equations from solid state electronics
NASA Technical Reports Server (NTRS)
Phillips, T. N.
1983-01-01
Iterative methods are considered for the solution of a coupled pair of second order elliptic partial differential equations which arise in the field of solid state electronics. A finite difference scheme is used which retains the conservative form of the differential equations. Numerical solutions are obtained in two ways, by multigrid and dynamic alternating direction implicit methods. Numerical results are presented which show the multigrid method to be an efficient way of solving this problem.
A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations
NASA Technical Reports Server (NTRS)
Diethelm, Kai; Ford, Neville J.; Freed, Alan D.; Gray, Hugh R. (Technical Monitor)
2002-01-01
We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.
Numerical simulation of KdV equation by finite difference method
NASA Astrophysics Data System (ADS)
Yokus, A.; Bulut, H.
2018-05-01
In this study, the numerical solutions to the KdV equation with dual power nonlinearity by using the finite difference method are obtained. Discretize equation is presented in the form of finite difference operators. The numerical solutions are secured via the analytical solution to the KdV equation with dual power nonlinearity which is present in the literature. Through the Fourier-Von Neumann technique and linear stable, we have seen that the FDM is stable. Accuracy of the method is analyzed via the L2 and L_{∞} norm errors. The numerical, exact approximations and absolute error are presented in tables. We compare the numerical solutions with the exact solutions and this comparison is supported with the graphic plots. Under the choice of suitable values of parameters, the 2D and 3D surfaces for the used analytical solution are plotted.
A deterministic particle method for one-dimensional reaction-diffusion equations
NASA Technical Reports Server (NTRS)
Mascagni, Michael
1995-01-01
We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.
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.
Numerical integration of ordinary differential equations of various orders
NASA Technical Reports Server (NTRS)
Gear, C. W.
1969-01-01
Report describes techniques for the numerical integration of differential equations of various orders. Modified multistep predictor-corrector methods for general initial-value problems are discussed and new methods are introduced.
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.
NASA Astrophysics Data System (ADS)
Kawai, Soshi; Terashima, Hiroshi; Negishi, Hideyo
2015-11-01
This paper addresses issues in high-fidelity numerical simulations of transcritical turbulent flows at supercritical pressure. The proposed strategy builds on a tabulated look-up table method based on REFPROP database for an accurate estimation of non-linear behaviors of thermodynamic and fluid transport properties at the transcritical conditions. Based on the look-up table method we propose a numerical method that satisfies high-order spatial accuracy, spurious-oscillation-free property, and capability of capturing the abrupt variation in thermodynamic properties across the transcritical contact surface. The method introduces artificial mass diffusivity to the continuity and momentum equations in a physically-consistent manner in order to capture the steep transcritical thermodynamic variations robustly while maintaining spurious-oscillation-free property in the velocity field. The pressure evolution equation is derived from the full compressible Navier-Stokes equations and solved instead of solving the total energy equation to achieve the spurious pressure oscillation free property with an arbitrary equation of state including the present look-up table method. Flow problems with and without physical diffusion are employed for the numerical tests to validate the robustness, accuracy, and consistency of the proposed approach.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Kawai, Soshi, E-mail: kawai@cfd.mech.tohoku.ac.jp; Terashima, Hiroshi; Negishi, Hideyo
2015-11-01
This paper addresses issues in high-fidelity numerical simulations of transcritical turbulent flows at supercritical pressure. The proposed strategy builds on a tabulated look-up table method based on REFPROP database for an accurate estimation of non-linear behaviors of thermodynamic and fluid transport properties at the transcritical conditions. Based on the look-up table method we propose a numerical method that satisfies high-order spatial accuracy, spurious-oscillation-free property, and capability of capturing the abrupt variation in thermodynamic properties across the transcritical contact surface. The method introduces artificial mass diffusivity to the continuity and momentum equations in a physically-consistent manner in order to capture themore » steep transcritical thermodynamic variations robustly while maintaining spurious-oscillation-free property in the velocity field. The pressure evolution equation is derived from the full compressible Navier–Stokes equations and solved instead of solving the total energy equation to achieve the spurious pressure oscillation free property with an arbitrary equation of state including the present look-up table method. Flow problems with and without physical diffusion are employed for the numerical tests to validate the robustness, accuracy, and consistency of the proposed approach.« less
NASA Astrophysics Data System (ADS)
Sakai, K.; Watabe, D.; Minamidani, T.; Zhang, G. S.
2012-10-01
According to Godunov theorem for numerical calculations of advection equations, there exist no higher-order schemes with constant positive difference coefficients in a family of polynomial schemes with an accuracy exceeding the first-order. We propose a third-order computational scheme for numerical fluxes to guarantee the non-negative difference coefficients of resulting finite difference equations for advection-diffusion equations in a semi-conservative form, in which there exist two kinds of numerical fluxes at a cell surface and these two fluxes are not always coincident in non-uniform velocity fields. The present scheme is optimized so as to minimize truncation errors for the numerical fluxes while fulfilling the positivity condition of the difference coefficients which are variable depending on the local Courant number and diffusion number. The feature of the present optimized scheme consists in keeping the third-order accuracy anywhere without any numerical flux limiter. We extend the present method into multi-dimensional equations. Numerical experiments for advection-diffusion equations showed nonoscillatory solutions.
NASA Astrophysics Data System (ADS)
Amerian, Z.; Salem, M. K.; Salar Elahi, A.; Ghoranneviss, M.
2017-03-01
Equilibrium reconstruction consists of identifying, from experimental measurements, a distribution of the plasma current density that satisfies the pressure balance constraint. Numerous methods exist to solve the Grad-Shafranov equation, describing the equilibrium of plasma confined by an axisymmetric magnetic field. In this paper, we have proposed a new numerical solution to the Grad-Shafranov equation (an axisymmetric, magnetic field transformed in cylindrical coordinates solved with the Chebyshev collocation method) when the source term (current density function) on the right-hand side is linear. The Chebyshev collocation method is a method for computing highly accurate numerical solutions of differential equations. We describe a circular cross-section of the tokamak and present numerical result of magnetic surfaces on the IR-T1 tokamak and then compare the results with an analytical solution.
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.
NASA Astrophysics Data System (ADS)
Sarıaydın, Selin; Yıldırım, Ahmet
2010-05-01
In this paper, we studied the solitary wave solutions of the (2+1)-dimensional Boussinesq equation utt -uxx-uyy-(u2)xx-uxxxx = 0 and the (3+1)-dimensional Kadomtsev-Petviashvili (KP) equation uxt -6ux 2 +6uuxx -uxxxx -uyy -uzz = 0. By using this method, an explicit numerical solution is calculated in the form of a convergent power series with easily computable components. To illustrate the application of this method numerical results are derived by using the calculated components of the homotopy perturbation series. The numerical solutions are compared with the known analytical solutions. Results derived from our method are shown graphically.
NASA Technical Reports Server (NTRS)
Lyusternik, L. A.
1980-01-01
The mathematics involved in numerically solving for the plane boundary value of the Laplace equation by the grid method is developed. The approximate solution of a boundary value problem for the domain of the Laplace equation by the grid method consists of finding u at the grid corner which satisfies the equation at the internal corners (u=Du) and certain boundary value conditions at the boundary corners.
Analytical-numerical solution of a nonlinear integrodifferential equation in econometrics
NASA Astrophysics Data System (ADS)
Kakhktsyan, V. M.; Khachatryan, A. Kh.
2013-07-01
A mixed problem for a nonlinear integrodifferential equation arising in econometrics is considered. An analytical-numerical method is proposed for solving the problem. Some numerical results are presented.
A Model for the Oxidation of Carbon Silicon Carbide Composite Structures
NASA Technical Reports Server (NTRS)
Sullivan, Roy M.
2004-01-01
A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of carbon silicon carbide (C/SiC) composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The numerical method is demonstrated by utilizing the method to model the carbon oxidation and weight loss behavior of C/SiC specimens during thermogravimetric experiments. The numerical method is used to study the physics of carbon oxidation in carbon silicon carbide composites.
A Numerical Model for Trickle Bed Reactors
NASA Astrophysics Data System (ADS)
Propp, Richard M.; Colella, Phillip; Crutchfield, William Y.; Day, Marcus S.
2000-12-01
Trickle bed reactors are governed by equations of flow in porous media such as Darcy's law and the conservation of mass. Our numerical method for solving these equations is based on a total-velocity splitting, sequential formulation which leads to an implicit pressure equation and a semi-implicit mass conservation equation. We use high-resolution finite-difference methods to discretize these equations. Our solution scheme extends previous work in modeling porous media flows in two ways. First, we incorporate physical effects due to capillary pressure, a nonlinear inlet boundary condition, spatial porosity variations, and inertial effects on phase mobilities. In particular, capillary forces introduce a parabolic component into the recast evolution equation, and the inertial effects give rise to hyperbolic nonconvexity. Second, we introduce a modification of the slope-limiting algorithm to prevent our numerical method from producing spurious shocks. We present a numerical algorithm for accommodating these difficulties, show the algorithm is second-order accurate, and demonstrate its performance on a number of simplified problems relevant to trickle bed reactor modeling.
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.
An extension of the Derrida-Lebowitz-Speer-Spohn equation
NASA Astrophysics Data System (ADS)
Bordenave, Charles; Germain, Pierre; Trogdon, Thomas
2015-12-01
We show how the derivation of the Derrida-Lebowitz-Speer-Spohn equation can be prolonged to obtain a new equation, generalizing the models obtained in the paper by these authors. We then investigate its properties from both an analytical and numerical perspective. Specifically, a numerical method is presented to approximate solutions of the prolonged equation. Using this method, we investigate the relationship between the solutions of the prolonged equation and the Tracy-Widom GOE distribution.
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.
NASA Astrophysics Data System (ADS)
Doha, E. H.; Abd-Elhameed, W. M.
2005-09-01
We present a double ultraspherical spectral methods that allow the efficient approximate solution for the parabolic partial differential equations in a square subject to the most general inhomogeneous mixed boundary conditions. The differential equations with their boundary and initial conditions are reduced to systems of ordinary differential equations for the time-dependent expansion coefficients. These systems are greatly simplified by using tensor matrix algebra, and are solved by using the step-by-step method. Numerical applications of how to use these methods are described. Numerical results obtained compare favorably with those of the analytical solutions. Accurate double ultraspherical spectral approximations for Poisson's and Helmholtz's equations are also noted. Numerical experiments show that spectral approximation based on Chebyshev polynomials of the first kind is not always better than others based on ultraspherical polynomials.
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.
Analysis of stability for stochastic delay integro-differential equations.
Zhang, Yu; Li, Longsuo
2018-01-01
In this paper, we concern stability of numerical methods applied to stochastic delay integro-differential equations. For linear stochastic delay integro-differential equations, it is shown that the mean-square stability is derived by the split-step backward Euler method without any restriction on step-size, while the Euler-Maruyama method could reproduce the mean-square stability under a step-size constraint. We also confirm the mean-square stability of the split-step backward Euler method for nonlinear stochastic delay integro-differential equations. The numerical experiments further verify the theoretical results.
Extensive numerical study of a D-brane, anti-D-brane system in AdS 5 /CFT 4
NASA Astrophysics Data System (ADS)
Hegedűs, Árpád
2015-04-01
In this paper the hybrid-NLIE approach of [38] is extended to the ground state of a D-brane anti-D-brane system in AdS/CFT. The hybrid-NLIE equations presented in the paper are finite component alternatives of the previously proposed TBA equations and they admit an appropriate framework for the numerical investigation of the ground state of the problem. Straightforward numerical iterative methods fail to converge, thus new numerical methods are worked out to solve the equations. Our numerical data confirm the previous TBA data. In view of the numerical results the mysterious L = 1 case is also commented in the paper.
NASA Technical Reports Server (NTRS)
Jameson, A.
1976-01-01
A review is presented of some recently developed numerical methods for the solution of nonlinear equations of mixed type. The methods considered use finite difference approximations to the differential equation. Central difference formulas are employed in the subsonic zone and upwind difference formulas are used in the supersonic zone. The relaxation method for the small disturbance equation is discussed and a description is given of difference schemes for the potential flow equation in quasi-linear form. Attention is also given to difference schemes for the potential flow equation in conservation form, the analysis of relaxation schemes by the time dependent analogy, the accelerated iterative method, and three-dimensional calculations.
Stable and Spectrally Accurate Schemes for the Navier-Stokes Equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jia, Jun; Liu, Jie
2011-01-01
In this paper, we present an accurate, efficient and stable numerical method for the incompressible Navier-Stokes equations (NSEs). The method is based on (1) an equivalent pressure Poisson equation formulation of the NSE with proper pressure boundary conditions, which facilitates the design of high-order and stable numerical methods, and (2) the Krylov deferred correction (KDC) accelerated method of lines transpose (mbox MoL{sup T}), which is very stable, efficient, and of arbitrary order in time. Numerical tests with known exact solutions in three dimensions show that the new method is spectrally accurate in time, and a numerical order of convergence 9more » was observed. Two-dimensional computational results of flow past a cylinder and flow in a bifurcated tube are also reported.« less
Modeling of nonequilibrium space plasma flows
NASA Technical Reports Server (NTRS)
Gombosi, Tamas
1995-01-01
Godunov-type numerical solution of the 20 moment plasma transport equations. One of the centerpieces of our proposal was the development of a higher order Godunov-type numerical scheme to solve the gyration dominated 20 moment transport equations. In the first step we explored some fundamental analytic properties of the 20 moment transport equations for a low b plasma, including the eigenvectors and eigenvalues of propagating disturbances. The eigenvalues correspond to wave speeds, while the eigenvectors characterize the transported physical quantities. In this paper we also explored the physically meaningful parameter range of the normalized heat flow components. In the second step a new Godunov scheme type numerical method was developed to solve the coupled set of 20 moment transport equations for a quasineutral single-ion plasma. The numerical method and the first results were presented at several national and international meetings and a paper describing the method has been published in the Journal of Computational Physics. To our knowledge this is the first numerical method which is capable of producing stable time-dependent solutions to the full 20 (or 16) moment set of transport equations, including the full heat flow equation. Previous attempts resulted in unstable (oscillating) solutions of the heat flow equations. Our group invested over two man-years into the development and implementation of the new method. The present model solves the 20 moment transport equations for an ion species and thermal electrons in 8 domain extending from a collision dominated to a collisionless region (200 km to 12,000 km). This model has been applied to study O+ acceleration due to Joule heating in the lower ionosphere.
Numerical solution of special ultra-relativistic Euler equations using central upwind scheme
NASA Astrophysics Data System (ADS)
Ghaffar, Tayabia; Yousaf, Muhammad; Qamar, Shamsul
2018-06-01
This article is concerned with the numerical approximation of one and two-dimensional special ultra-relativistic Euler equations. The governing equations are coupled first-order nonlinear hyperbolic partial differential equations. These equations describe perfect fluid flow in terms of the particle density, the four-velocity and the pressure. A high-resolution shock-capturing central upwind scheme is employed to solve the model equations. To avoid excessive numerical diffusion, the considered scheme avails the specific information of local propagation speeds. By using Runge-Kutta time stepping method and MUSCL-type initial reconstruction, we have obtained 2nd order accuracy of the proposed scheme. After discussing the model equations and the numerical technique, several 1D and 2D test problems are investigated. For all the numerical test cases, our proposed scheme demonstrates very good agreement with the results obtained by well-established algorithms, even in the case of highly relativistic 2D test problems. For validation and comparison, the staggered central scheme and the kinetic flux-vector splitting (KFVS) method are also implemented to the same model. The robustness and efficiency of central upwind scheme is demonstrated by the numerical results.
Computing generalized Langevin equations and generalized Fokker-Planck equations.
Darve, Eric; Solomon, Jose; Kia, Amirali
2009-07-07
The Mori-Zwanzig formalism is an effective tool to derive differential equations describing the evolution of a small number of resolved variables. In this paper we present its application to the derivation of generalized Langevin equations and generalized non-Markovian Fokker-Planck equations. We show how long time scales rates and metastable basins can be extracted from these equations. Numerical algorithms are proposed to discretize these equations. An important aspect is the numerical solution of the orthogonal dynamics equation which is a partial differential equation in a high dimensional space. We propose efficient numerical methods to solve this orthogonal dynamics equation. In addition, we present a projection formalism of the Mori-Zwanzig type that is applicable to discrete maps. Numerical applications are presented from the field of Hamiltonian systems.
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.
NASA Technical Reports Server (NTRS)
Gottlieb, D.; Turkel, E.
1980-01-01
New methods are introduced for the time integration of the Fourier and Chebyshev methods of solution for dynamic differential equations. These methods are unconditionally stable, even though no matrix inversions are required. Time steps are chosen by accuracy requirements alone. For the Fourier method both leapfrog and Runge-Kutta methods are considered. For the Chebyshev method only Runge-Kutta schemes are tested. Numerical calculations are presented to verify the analytic results. Applications to the shallow water equations are presented.
NASA Astrophysics Data System (ADS)
Başhan, Ali; Uçar, Yusuf; Murat Yağmurlu, N.; Esen, Alaattin
2018-01-01
In the present paper, a Crank-Nicolson-differential quadrature method (CN-DQM) based on utilizing quintic B-splines as a tool has been carried out to obtain the numerical solutions for the nonlinear Schrödinger (NLS) equation. For this purpose, first of all, the Schrödinger equation has been converted into coupled real value differential equations and then they have been discretized using both the forward difference formula and the Crank-Nicolson method. After that, Rubin and Graves linearization techniques have been utilized and the differential quadrature method has been applied to obtain an algebraic equation system. Next, in order to be able to test the efficiency of the newly applied method, the error norms, L2 and L_{∞}, as well as the two lowest invariants, I1 and I2, have been computed. Besides those, the relative changes in those invariants have been presented. Finally, the newly obtained numerical results have been compared with some of those available in the literature for similar parameters. This comparison clearly indicates that the currently utilized method, namely CN-DQM, is an effective and efficient numerical scheme and allows us to propose to solve a wide range of nonlinear equations.
An Artificial Neural Networks Method for Solving Partial Differential Equations
NASA Astrophysics Data System (ADS)
Alharbi, Abir
2010-09-01
While there already exists many analytical and numerical techniques for solving PDEs, this paper introduces an approach using artificial neural networks. The approach consists of a technique developed by combining the standard numerical method, finite-difference, with the Hopfield neural network. The method is denoted Hopfield-finite-difference (HFD). The architecture of the nets, energy function, updating equations, and algorithms are developed for the method. The HFD method has been used successfully to approximate the solution of classical PDEs, such as the Wave, Heat, Poisson and the Diffusion equations, and on a system of PDEs. The software Matlab is used to obtain the results in both tabular and graphical form. The results are similar in terms of accuracy to those obtained by standard numerical methods. In terms of speed, the parallel nature of the Hopfield nets methods makes them easier to implement on fast parallel computers while some numerical methods need extra effort for parallelization.
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.
Boundary particle method for Laplace transformed time fractional diffusion equations
NASA Astrophysics Data System (ADS)
Fu, Zhuo-Jia; Chen, Wen; Yang, Hai-Tian
2013-02-01
This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Laplace-transformed problem. Unlike the other boundary discretization methods, the BPM does not require any inner nodes, since the recursive composite multiple reciprocity technique (RC-MRM) is used to convert the inhomogeneous problem into the higher-order homogeneous problem. Finally, the Stehfest numerical inverse Laplace transform (NILT) is implemented to retrieve the numerical solutions of time fractional diffusion equations from the corresponding BPM solutions. In comparison with finite difference discretization, the LTBPM introduces Laplace transform and Stehfest NILT algorithm to deal with time fractional derivative term, which evades costly convolution integral calculation in time fractional derivation approximation and avoids the effect of time step on numerical accuracy and stability. Consequently, it can effectively simulate long time-history fractional diffusion systems. Error analysis and numerical experiments demonstrate that the present LTBPM is highly accurate and computationally efficient for 2D and 3D time fractional diffusion equations.
Numerical methods for axisymmetric and 3D nonlinear beams
NASA Astrophysics Data System (ADS)
Pinton, Gianmarco F.; Trahey, Gregg E.
2005-04-01
Time domain algorithms that solve the Khokhlov--Zabolotzskaya--Kuznetsov (KZK) equation are described and implemented. This equation represents the propagation of finite amplitude sound beams in a homogenous thermoviscous fluid for axisymmetric and fully three dimensional geometries. In the numerical solution each of the terms is considered separately and the numerical methods are compared with known solutions. First and second order operator splitting are used to combine the separate terms in the KZK equation and their convergence is examined.
Introduction to Numerical Methods
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schoonover, Joseph A.
2016-06-14
These are slides for a lecture for the Parallel Computing Summer Research Internship at the National Security Education Center. This gives an introduction to numerical methods. Repetitive algorithms are used to obtain approximate solutions to mathematical problems, using sorting, searching, root finding, optimization, interpolation, extrapolation, least squares regresion, Eigenvalue problems, ordinary differential equations, and partial differential equations. Many equations are shown. Discretizations allow us to approximate solutions to mathematical models of physical systems using a repetitive algorithm and introduce errors that can lead to numerical instabilities if we are not careful.
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.
NASA Astrophysics Data System (ADS)
Doha, E. H.; Bhrawy, A. H.; Abdelkawy, M. A.; Van Gorder, Robert A.
2014-03-01
A Jacobi-Gauss-Lobatto collocation (J-GL-C) method, used in combination with the implicit Runge-Kutta method of fourth order, is proposed as a numerical algorithm for the approximation of solutions to nonlinear Schrödinger equations (NLSE) with initial-boundary data in 1+1 dimensions. Our procedure is implemented in two successive steps. In the first one, the J-GL-C is employed for approximating the functional dependence on the spatial variable, using (N-1) nodes of the Jacobi-Gauss-Lobatto interpolation which depends upon two general Jacobi parameters. The resulting equations together with the two-point boundary conditions induce a system of 2(N-1) first-order ordinary differential equations (ODEs) in time. In the second step, the implicit Runge-Kutta method of fourth order is applied to solve this temporal system. The proposed J-GL-C method, used in combination with the implicit Runge-Kutta method of fourth order, is employed to obtain highly accurate numerical approximations to four types of NLSE, including the attractive and repulsive NLSE and a Gross-Pitaevskii equation with space-periodic potential. The numerical results obtained by this algorithm have been compared with various exact solutions in order to demonstrate the accuracy and efficiency of the proposed method. Indeed, for relatively few nodes used, the absolute error in our numerical solutions is sufficiently small.
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.
NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION.
Liu, F; Meerschaert, M M; McGough, R J; Zhuang, P; Liu, Q
2013-03-01
In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian.
NUMERICAL METHODS FOR SOLVING THE MULTI-TERM TIME-FRACTIONAL WAVE-DIFFUSION EQUATION
Liu, F.; Meerschaert, M.M.; McGough, R.J.; Zhuang, P.; Liu, Q.
2013-01-01
In this paper, the multi-term time-fractional wave-diffusion equations are considered. The multi-term time fractional derivatives are defined in the Caputo sense, whose orders belong to the intervals [0,1], [1,2), [0,2), [0,3), [2,3) and [2,4), respectively. Some computationally effective numerical methods are proposed for simulating the multi-term time-fractional wave-diffusion equations. The numerical results demonstrate the effectiveness of theoretical analysis. These methods and techniques can also be extended to other kinds of the multi-term fractional time-space models with fractional Laplacian. PMID:23772179
NASA Astrophysics Data System (ADS)
Pandey, Rishi Kumar; Mishra, Hradyesh Kumar
2017-11-01
In this paper, the semi-analytic numerical technique for the solution of time-space fractional telegraph equation is applied. This numerical technique is based on coupling of the homotopy analysis method and sumudu transform. It shows the clear advantage with mess methods like finite difference method and also with polynomial methods similar to perturbation and Adomian decomposition methods. It is easily transform the complex fractional order derivatives in simple time domain and interpret the results in same meaning.
Numerical Asymptotic Solutions Of Differential Equations
NASA Technical Reports Server (NTRS)
Thurston, Gaylen A.
1992-01-01
Numerical algorithms derived and compared with classical analytical methods. In method, expansions replaced with integrals evaluated numerically. Resulting numerical solutions retain linear independence, main advantage of asymptotic solutions.
A new Newton-like method for solving nonlinear equations.
Saheya, B; Chen, Guo-Qing; Sui, Yun-Kang; Wu, Cai-Ying
2016-01-01
This paper presents an iterative scheme for solving nonline ar equations. We establish a new rational approximation model with linear numerator and denominator which has generalizes the local linear model. We then employ the new approximation for nonlinear equations and propose an improved Newton's method to solve it. The new method revises the Jacobian matrix by a rank one matrix each iteration and obtains the quadratic convergence property. The numerical performance and comparison show that the proposed method is efficient.
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.
Numerical integration of asymptotic solutions of ordinary differential equations
NASA Technical Reports Server (NTRS)
Thurston, Gaylen A.
1989-01-01
Classical asymptotic analysis of ordinary differential equations derives approximate solutions that are numerically stable. However, the analysis also leads to tedious expansions in powers of the relevant parameter for a particular problem. The expansions are replaced with integrals that can be evaluated by numerical integration. The resulting numerical solutions retain the linear independence that is the main advantage of asymptotic solutions. Examples, including the Falkner-Skan equation from laminar boundary layer theory, illustrate the method of asymptotic analysis with numerical integration.
Numerical analysis for distributed-order differential equations
NASA Astrophysics Data System (ADS)
Diethelm, Kai; Ford, Neville J.
2009-03-01
In this paper we present and analyse a numerical method for the solution of a distributed-order differential equation of the general form where m is a positive real number and where the derivative is taken to be a fractional derivative of Caputo type of order r. We give a convergence theory for our method and conclude with some numerical examples.
Efficient numerical method for solving Cauchy problem for the Gamma equation
NASA Astrophysics Data System (ADS)
Koleva, Miglena N.
2011-12-01
In this work we consider Cauchy problem for the so called Gamma equation, derived by transforming the fully nonlinear Black-Scholes equation for option price into a quasilinear parabolic equation for the second derivative (Greek) Γ = VSS of the option price V. We develop an efficient numerical method for solving the model problem concerning different volatility terms. Using suitable change of variables the problem is transformed on finite interval, keeping original behavior of the solution at the infinity. Then we construct Picard-Newton algorithm with adaptive mesh step in time, which can be applied also in the case of non-differentiable functions. Results of numerical simulations are given.
The numerical solution of linear multi-term fractional differential equations: systems of equations
NASA Astrophysics Data System (ADS)
Edwards, John T.; Ford, Neville J.; Simpson, A. Charles
2002-11-01
In this paper, we show how the numerical approximation of the solution of a linear multi-term fractional differential equation can be calculated by reduction of the problem to a system of ordinary and fractional differential equations each of order at most unity. We begin by showing how our method applies to a simple class of problems and we give a convergence result. We solve the Bagley Torvik equation as an example. We show how the method can be applied to a general linear multi-term equation and give two further examples.
The discrete adjoint method for parameter identification in multibody system dynamics.
Lauß, Thomas; Oberpeilsteiner, Stefan; Steiner, Wolfgang; Nachbagauer, Karin
2018-01-01
The adjoint method is an elegant approach for the computation of the gradient of a cost function to identify a set of parameters. An additional set of differential equations has to be solved to compute the adjoint variables, which are further used for the gradient computation. However, the accuracy of the numerical solution of the adjoint differential equation has a great impact on the gradient. Hence, an alternative approach is the discrete adjoint method , where the adjoint differential equations are replaced by algebraic equations. Therefore, a finite difference scheme is constructed for the adjoint system directly from the numerical time integration method. The method provides the exact gradient of the discretized cost function subjected to the discretized equations of motion.
Legendre-tau approximations for functional differential equations
NASA Technical Reports Server (NTRS)
Ito, K.; Teglas, R.
1986-01-01
The numerical approximation of solutions to linear retarded 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 approximation is made.
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.
A new numerical approximation of the fractal ordinary differential equation
NASA Astrophysics Data System (ADS)
Atangana, Abdon; Jain, Sonal
2018-02-01
The concept of fractal medium is present in several real-world problems, for instance, in the geological formation that constitutes the well-known subsurface water called aquifers. However, attention has not been quite devoted to modeling for instance, the flow of a fluid within these media. We deem it important to remind the reader that the concept of fractal derivative is not to represent the fractal sharps but to describe the movement of the fluid within these media. Since this class of ordinary differential equations is highly complex to solve analytically, we present a novel numerical scheme that allows to solve fractal ordinary differential equations. Error analysis of the method is also presented. Application of the method and numerical approximation are presented for fractal order differential equation. The stability and the convergence of the numerical schemes are investigated in detail. Also some exact solutions of fractal order differential equations are presented and finally some numerical simulations are presented.
NASA Astrophysics Data System (ADS)
Zhao, J. M.; Tan, J. Y.; Liu, L. H.
2013-01-01
A new second order form of radiative transfer equation (named MSORTE) is proposed, which overcomes the singularity problem of a previously proposed second order radiative transfer equation [J.E. Morel, B.T. Adams, T. Noh, J.M. McGhee, T.M. Evans, T.J. Urbatsch, Spatial discretizations for self-adjoint forms of the radiative transfer equations, J. Comput. Phys. 214 (1) (2006) 12-40 (where it was termed SAAI), J.M. Zhao, L.H. Liu, Second order radiative transfer equation and its properties of numerical solution using finite element method, Numer. Heat Transfer B 51 (2007) 391-409] in dealing with inhomogeneous media where some locations have very small/zero extinction coefficient. The MSORTE contains a naturally introduced diffusion (or second order) term which provides better numerical property than the classic first order radiative transfer equation (RTE). The stability and convergence characteristics of the MSORTE discretized by central difference scheme is analyzed theoretically, and the better numerical stability of the second order form radiative transfer equations than the RTE when discretized by the central difference type method is proved. A collocation meshless method is developed based on the MSORTE to solve radiative transfer in inhomogeneous media. Several critical test cases are taken to verify the performance of the presented method. The collocation meshless method based on the MSORTE is demonstrated to be capable of stably and accurately solve radiative transfer in strongly inhomogeneous media, media with void region and even with discontinuous extinction coefficient.
A sensitivity equation approach to shape optimization in fluid flows
NASA Technical Reports Server (NTRS)
Borggaard, Jeff; Burns, John
1994-01-01
A sensitivity equation method to shape optimization problems is applied. An algorithm is developed and tested on a problem of designing optimal forebody simulators for a 2D, inviscid supersonic flow. The algorithm uses a BFGS/Trust Region optimization scheme with sensitivities computed by numerically approximating the linear partial differential equations that determine the flow sensitivities. Numerical examples are presented to illustrate the method.
Singularity Preserving Numerical Methods for Boundary Integral Equations
NASA Technical Reports Server (NTRS)
Kaneko, Hideaki (Principal Investigator)
1996-01-01
In the past twelve months (May 8, 1995 - May 8, 1996), under the cooperative agreement with Division of Multidisciplinary Optimization at NASA Langley, we have accomplished the following five projects: a note on the finite element method with singular basis functions; numerical quadrature for weakly singular integrals; superconvergence of degenerate kernel method; superconvergence of the iterated collocation method for Hammersteion equations; and singularity preserving Galerkin method for Hammerstein equations with logarithmic kernel. This final report consists of five papers describing these projects. Each project is preceeded by a brief abstract.
Spectral method for pricing options in illiquid markets
NASA Astrophysics Data System (ADS)
Pindza, Edson; Patidar, Kailash C.
2012-09-01
We present a robust numerical method to solve a problem of pricing options in illiquid markets. The governing equation is described by a nonlinear Black-Scholes partial differential equation (BS-PDE) of the reaction-diffusion-advection type. To discretise this BS-PDE numerically, we use a spectral method in the asset (spatial) direction and couple it with a fifth order RADAU method for the discretisation in the time direction. Numerical experiments illustrate that our approach is very efficient for pricing financial options in illiquid markets.
A Semi-Implicit, Three-Dimensional Model for Estuarine Circulation
Smith, Peter E.
2006-01-01
A semi-implicit, finite-difference method for the numerical solution of the three-dimensional equations for circulation in estuaries is presented and tested. The method uses a three-time-level, leapfrog-trapezoidal scheme that is essentially second-order accurate in the spatial and temporal numerical approximations. The three-time-level scheme is shown to be preferred over a two-time-level scheme, especially for problems with strong nonlinearities. The stability of the semi-implicit scheme is free from any time-step limitation related to the terms describing vertical diffusion and the propagation of the surface gravity waves. The scheme does not rely on any form of vertical/horizontal mode-splitting to treat the vertical diffusion implicitly. At each time step, the numerical method uses a double-sweep method to transform a large number of small tridiagonal equation systems and then uses the preconditioned conjugate-gradient method to solve a single, large, five-diagonal equation system for the water surface elevation. The governing equations for the multi-level scheme are prepared in a conservative form by integrating them over the height of each horizontal layer. The layer-integrated volumetric transports replace velocities as the dependent variables so that the depth-integrated continuity equation that is used in the solution for the water surface elevation is linear. Volumetric transports are computed explicitly from the momentum equations. The resulting method is mass conservative, efficient, and numerically accurate.
A numerical study of adaptive space and time discretisations for Gross–Pitaevskii equations
Thalhammer, Mechthild; Abhau, Jochen
2012-01-01
As a basic principle, benefits of adaptive discretisations are an improved balance between required accuracy and efficiency as well as an enhancement of the reliability of numerical computations. In this work, the capacity of locally adaptive space and time discretisations for the numerical solution of low-dimensional nonlinear Schrödinger equations is investigated. The considered model equation is related to the time-dependent Gross–Pitaevskii equation arising in the description of Bose–Einstein condensates in dilute gases. The performance of the Fourier-pseudo spectral method constrained to uniform meshes versus the locally adaptive finite element method and of higher-order exponential operator splitting methods with variable time stepsizes is studied. Numerical experiments confirm that a local time stepsize control based on a posteriori local error estimators or embedded splitting pairs, respectively, is effective in different situations with an enhancement either in efficiency or reliability. As expected, adaptive time-splitting schemes combined with fast Fourier transform techniques are favourable regarding accuracy and efficiency when applied to Gross–Pitaevskii equations with a defocusing nonlinearity and a mildly varying regular solution. However, the numerical solution of nonlinear Schrödinger equations in the semi-classical regime becomes a demanding task. Due to the highly oscillatory and nonlinear nature of the problem, the spatial mesh size and the time increments need to be of the size of the decisive parameter 0<ε≪1, especially when it is desired to capture correctly the quantitative behaviour of the wave function itself. The required high resolution in space constricts the feasibility of numerical computations for both, the Fourier pseudo-spectral and the finite element method. Nevertheless, for smaller parameter values locally adaptive time discretisations facilitate to determine the time stepsizes sufficiently small in order that the numerical approximation captures correctly the behaviour of the analytical solution. Further illustrations for Gross–Pitaevskii equations with a focusing nonlinearity or a sharp Gaussian as initial condition, respectively, complement the numerical study. PMID:25550676
A numerical study of adaptive space and time discretisations for Gross-Pitaevskii equations.
Thalhammer, Mechthild; Abhau, Jochen
2012-08-15
As a basic principle, benefits of adaptive discretisations are an improved balance between required accuracy and efficiency as well as an enhancement of the reliability of numerical computations. In this work, the capacity of locally adaptive space and time discretisations for the numerical solution of low-dimensional nonlinear Schrödinger equations is investigated. The considered model equation is related to the time-dependent Gross-Pitaevskii equation arising in the description of Bose-Einstein condensates in dilute gases. The performance of the Fourier-pseudo spectral method constrained to uniform meshes versus the locally adaptive finite element method and of higher-order exponential operator splitting methods with variable time stepsizes is studied. Numerical experiments confirm that a local time stepsize control based on a posteriori local error estimators or embedded splitting pairs, respectively, is effective in different situations with an enhancement either in efficiency or reliability. As expected, adaptive time-splitting schemes combined with fast Fourier transform techniques are favourable regarding accuracy and efficiency when applied to Gross-Pitaevskii equations with a defocusing nonlinearity and a mildly varying regular solution. However, the numerical solution of nonlinear Schrödinger equations in the semi-classical regime becomes a demanding task. Due to the highly oscillatory and nonlinear nature of the problem, the spatial mesh size and the time increments need to be of the size of the decisive parameter [Formula: see text], especially when it is desired to capture correctly the quantitative behaviour of the wave function itself. The required high resolution in space constricts the feasibility of numerical computations for both, the Fourier pseudo-spectral and the finite element method. Nevertheless, for smaller parameter values locally adaptive time discretisations facilitate to determine the time stepsizes sufficiently small in order that the numerical approximation captures correctly the behaviour of the analytical solution. Further illustrations for Gross-Pitaevskii equations with a focusing nonlinearity or a sharp Gaussian as initial condition, respectively, complement the numerical study.
Numerical computation of linear instability of detonations
NASA Astrophysics Data System (ADS)
Kabanov, Dmitry; Kasimov, Aslan
2017-11-01
We propose a method to study linear stability of detonations by direct numerical computation. The linearized governing equations together with the shock-evolution equation are solved in the shock-attached frame using a high-resolution numerical algorithm. The computed results are processed by the Dynamic Mode Decomposition technique to generate dispersion relations. The method is applied to the reactive Euler equations with simple-depletion chemistry as well as more complex multistep chemistry. The results are compared with those known from normal-mode analysis. We acknowledge financial support from King Abdullah University of Science and Technology.
Approximating a retarded-advanced differential equation that models human phonation
NASA Astrophysics Data System (ADS)
Teodoro, M. Filomena
2017-11-01
In [1, 2, 3] we have got the numerical solution of a linear mixed type functional differential equation (MTFDE) introduced initially in [4], considering the autonomous and non-autonomous case by collocation, least squares and finite element methods considering B-splines basis set. The present work introduces a numerical scheme using least squares method (LSM) and Gaussian basis functions to solve numerically a nonlinear mixed type equation with symmetric delay and advance which models human phonation. The preliminary results are promising. We obtain an accuracy comparable with the previous results.
NASA Astrophysics Data System (ADS)
Maddix, Danielle C.; Sampaio, Luiz; Gerritsen, Margot
2018-05-01
The degenerate parabolic Generalized Porous Medium Equation (GPME) poses numerical challenges due to self-sharpening and its sharp corner solutions. For these problems, we show results for two subclasses of the GPME with differentiable k (p) with respect to p, namely the Porous Medium Equation (PME) and the superslow diffusion equation. Spurious temporal oscillations, and nonphysical locking and lagging have been reported in the literature. These issues have been attributed to harmonic averaging of the coefficient k (p) for small p, and arithmetic averaging has been suggested as an alternative. We show that harmonic averaging is not solely responsible and that an improved discretization can mitigate these issues. Here, we investigate the causes of these numerical artifacts using modified equation analysis. The modified equation framework can be used for any type of discretization. We show results for the second order finite volume method. The observed problems with harmonic averaging can be traced to two leading error terms in its modified equation. This is also illustrated numerically through a Modified Harmonic Method (MHM) that can locally modify the critical terms to remove the aforementioned numerical artifacts.
NASA Technical Reports Server (NTRS)
Banyukevich, A.; Ziolkovski, K.
1975-01-01
A number of hybrid methods for solving Cauchy problems are described on the basis of an evaluation of advantages of single and multiple-point numerical integration methods. The selection criterion is the principle of minimizing computer time. The methods discussed include the Nordsieck method, the Bulirsch-Stoer extrapolation method, and the method of recursive Taylor-Steffensen power series.
NASA Astrophysics Data System (ADS)
Lezina, Natalya; Agoshkov, Valery
2017-04-01
Domain decomposition method (DDM) allows one to present a domain with complex geometry as a set of essentially simpler subdomains. This method is particularly applied for the hydrodynamics of oceans and seas. In each subdomain the system of thermo-hydrodynamic equations in the Boussinesq and hydrostatic approximations is solved. The problem of obtaining solution in the whole domain is that it is necessary to combine solutions in subdomains. For this purposes iterative algorithm is created and numerical experiments are conducted to investigate an effectiveness of developed algorithm using DDM. For symmetric operators in DDM, Poincare-Steklov's operators [1] are used, but for the problems of the hydrodynamics, it is not suitable. In this case for the problem, adjoint equation method [2] and inverse problem theory are used. In addition, it is possible to create algorithms for the parallel calculations using DDM on multiprocessor computer system. DDM for the model of the Baltic Sea dynamics is numerically studied. The results of numerical experiments using DDM are compared with the solution of the system of hydrodynamic equations in the whole domain. The work was supported by the Russian Science Foundation (project 14-11-00609, the formulation of the iterative process and numerical experiments). [1] V.I. Agoshkov, Domain Decompositions Methods in the Mathematical Physics Problem // Numerical processes and systems, No 8, Moscow, 1991 (in Russian). [2] V.I. Agoshkov, Optimal Control Approaches and Adjoint Equations in the Mathematical Physics Problem, Institute of Numerical Mathematics, RAS, Moscow, 2003 (in Russian).
Wu, Hulin; Xue, Hongqi; Kumar, Arun
2012-06-01
Differential equations are extensively used for modeling dynamics of physical processes in many scientific fields such as engineering, physics, and biomedical sciences. Parameter estimation of differential equation models is a challenging problem because of high computational cost and high-dimensional parameter space. In this article, we propose a novel class of methods for estimating parameters in ordinary differential equation (ODE) models, which is motivated by HIV dynamics modeling. The new methods exploit the form of numerical discretization algorithms for an ODE solver to formulate estimating equations. First, a penalized-spline approach is employed to estimate the state variables and the estimated state variables are then plugged in a discretization formula of an ODE solver to obtain the ODE parameter estimates via a regression approach. We consider three different order of discretization methods, Euler's method, trapezoidal rule, and Runge-Kutta method. A higher-order numerical algorithm reduces numerical error in the approximation of the derivative, which produces a more accurate estimate, but its computational cost is higher. To balance the computational cost and estimation accuracy, we demonstrate, via simulation studies, that the trapezoidal discretization-based estimate is the best and is recommended for practical use. The asymptotic properties for the proposed numerical discretization-based estimators are established. Comparisons between the proposed methods and existing methods show a clear benefit of the proposed methods in regards to the trade-off between computational cost and estimation accuracy. We apply the proposed methods t an HIV study to further illustrate the usefulness of the proposed approaches. © 2012, The International Biometric Society.
Computation of Sound Propagation by Boundary Element Method
NASA Technical Reports Server (NTRS)
Guo, Yueping
2005-01-01
This report documents the development of a Boundary Element Method (BEM) code for the computation of sound propagation in uniform mean flows. The basic formulation and implementation follow the standard BEM methodology; the convective wave equation and the boundary conditions on the surfaces of the bodies in the flow are formulated into an integral equation and the method of collocation is used to discretize this equation into a matrix equation to be solved numerically. New features discussed here include the formulation of the additional terms due to the effects of the mean flow and the treatment of the numerical singularities in the implementation by the method of collocation. The effects of mean flows introduce terms in the integral equation that contain the gradients of the unknown, which is undesirable if the gradients are treated as additional unknowns, greatly increasing the sizes of the matrix equation, or if numerical differentiation is used to approximate the gradients, introducing numerical error in the computation. It is shown that these terms can be reformulated in terms of the unknown itself, making the integral equation very similar to the case without mean flows and simple for numerical implementation. To avoid asymptotic analysis in the treatment of numerical singularities in the method of collocation, as is conventionally done, we perform the surface integrations in the integral equation by using sub-triangles so that the field point never coincide with the evaluation points on the surfaces. This simplifies the formulation and greatly facilitates the implementation. To validate the method and the code, three canonic problems are studied. They are respectively the sound scattering by a sphere, the sound reflection by a plate in uniform mean flows and the sound propagation over a hump of irregular shape in uniform flows. The first two have analytical solutions and the third is solved by the method of Computational Aeroacoustics (CAA), all of which are used to compare the BEM solutions. The comparisons show very good agreements and validate the accuracy of the BEM approach implemented here.
Numerical Modeling of Saturated Boiling in a Heated Tube
NASA Technical Reports Server (NTRS)
Majumdar, Alok; LeClair, Andre; Hartwig, Jason
2017-01-01
This paper describes a mathematical formulation and numerical solution of boiling in a heated tube. The mathematical formulation involves a discretization of the tube into a flow network consisting of fluid nodes and branches and a thermal network consisting of solid nodes and conductors. In the fluid network, the mass, momentum and energy conservation equations are solved and in the thermal network, the energy conservation equation of solids is solved. A pressure-based, finite-volume formulation has been used to solve the equations in the fluid network. The system of equations is solved by a hybrid numerical scheme which solves the mass and momentum conservation equations by a simultaneous Newton-Raphson method and the energy conservation equation by a successive substitution method. The fluid network and thermal network are coupled through heat transfer between the solid and fluid nodes which is computed by Chen's correlation of saturated boiling heat transfer. The computer model is developed using the Generalized Fluid System Simulation Program and the numerical predictions are compared with test data.
Numerical method based on the lattice Boltzmann model for the Fisher equation.
Yan, Guangwu; Zhang, Jianying; Dong, Yinfeng
2008-06-01
In this paper, a lattice Boltzmann model for the Fisher equation is proposed. First, the Chapman-Enskog expansion and the multiscale time expansion are used to describe higher-order moment of equilibrium distribution functions and a series of partial differential equations in different time scales. Second, the modified partial differential equation of the Fisher equation with the higher-order truncation error is obtained. Third, comparison between numerical results of the lattice Boltzmann models and exact solution is given. The numerical results agree well with the classical ones.
The method of projected characteristics for the evolution of magnetic arches
NASA Technical Reports Server (NTRS)
Nakagawa, Y.; Hu, Y. Q.; Wu, S. T.
1987-01-01
A numerical method of solving fully nonlinear MHD equation is described. In particular, the formulation based on the newly developed method of projected characteristics (Nakagawa, 1981) suitable to study the evolution of magnetic arches due to motions of their foot-points is presented. The final formulation is given in the form of difference equations; therefore, the analysis of numerical stability is also presented. Further, the most important derivation of physically self-consistent, time-dependent boundary conditions (i.e. the evolving boundary equations) is given in detail, and some results obtained with such boundary equations are reported.
Ordinary differential equations.
Lebl, Jiří
2013-01-01
In this chapter we provide an overview of the basic theory of ordinary differential equations (ODE). We give the basics of analytical methods for their solutions and also review numerical methods. The chapter should serve as a primer for the basic application of ODEs and systems of ODEs in practice. As an example, we work out the equations arising in Michaelis-Menten kinetics and give a short introduction to using Matlab for their numerical solution.
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.
Rajaraman, Prathish K; Manteuffel, T A; Belohlavek, M; Heys, Jeffrey J
2017-01-01
A new approach has been developed for combining and enhancing the results from an existing computational fluid dynamics model with experimental data using the weighted least-squares finite element method (WLSFEM). Development of the approach was motivated by the existence of both limited experimental blood velocity in the left ventricle and inexact numerical models of the same flow. Limitations of the experimental data include measurement noise and having data only along a two-dimensional plane. Most numerical modeling approaches do not provide the flexibility to assimilate noisy experimental data. We previously developed an approach that could assimilate experimental data into the process of numerically solving the Navier-Stokes equations, but the approach was limited because it required the use of specific finite element methods for solving all model equations and did not support alternative numerical approximation methods. The new approach presented here allows virtually any numerical method to be used for approximately solving the Navier-Stokes equations, and then the WLSFEM is used to combine the experimental data with the numerical solution of the model equations in a final step. The approach dynamically adjusts the influence of the experimental data on the numerical solution so that more accurate data are more closely matched by the final solution and less accurate data are not closely matched. The new approach is demonstrated on different test problems and provides significantly reduced computational costs compared with many previous methods for data assimilation. Copyright © 2016 John Wiley & Sons, Ltd. Copyright © 2016 John Wiley & Sons, Ltd.
NASA Astrophysics Data System (ADS)
Barucq, H.; Bendali, A.; Fares, M.; Mattesi, V.; Tordeux, S.
2017-02-01
A general symmetric Trefftz Discontinuous Galerkin method is built for solving the Helmholtz equation with piecewise constant coefficients. The construction of the corresponding local solutions to the Helmholtz equation is based on a boundary element method. A series of numerical experiments displays an excellent stability of the method relatively to the penalty parameters, and more importantly its outstanding ability to reduce the instabilities known as the "pollution effect" in the literature on numerical simulations of long-range wave propagation.
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.
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.
Numerical methods for the weakly compressible Generalized Langevin Model in Eulerian reference frame
DOE Office of Scientific and Technical Information (OSTI.GOV)
Azarnykh, Dmitrii, E-mail: d.azarnykh@tum.de; Litvinov, Sergey; Adams, Nikolaus A.
2016-06-01
A well established approach for the computation of turbulent flow without resolving all turbulent flow scales is to solve a filtered or averaged set of equations, and to model non-resolved scales by closures derived from transported probability density functions (PDF) for velocity fluctuations. Effective numerical methods for PDF transport employ the equivalence between the Fokker–Planck equation for the PDF and a Generalized Langevin Model (GLM), and compute the PDF by transporting a set of sampling particles by GLM (Pope (1985) [1]). The natural representation of GLM is a system of stochastic differential equations in a Lagrangian reference frame, typically solvedmore » by particle methods. A representation in a Eulerian reference frame, however, has the potential to significantly reduce computational effort and to allow for the seamless integration into a Eulerian-frame numerical flow solver. GLM in a Eulerian frame (GLMEF) formally corresponds to the nonlinear fluctuating hydrodynamic equations derived by Nakamura and Yoshimori (2009) [12]. Unlike the more common Landau–Lifshitz Navier–Stokes (LLNS) equations these equations are derived from the underdamped Langevin equation and are not based on a local equilibrium assumption. Similarly to LLNS equations the numerical solution of GLMEF requires special considerations. In this paper we investigate different numerical approaches to solving GLMEF with respect to the correct representation of stochastic properties of the solution. We find that a discretely conservative staggered finite-difference scheme, adapted from a scheme originally proposed for turbulent incompressible flow, in conjunction with a strongly stable (for non-stochastic PDE) Runge–Kutta method performs better for GLMEF than schemes adopted from those proposed previously for the LLNS. We show that equilibrium stochastic fluctuations are correctly reproduced.« less
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.
A fast marching algorithm for the factored eikonal equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Treister, Eran, E-mail: erantreister@gmail.com; Haber, Eldad, E-mail: haber@math.ubc.ca; Department of Mathematics, The University of British Columbia, Vancouver, BC
The eikonal equation is instrumental in many applications in several fields ranging from computer vision to geoscience. This equation can be efficiently solved using the iterative Fast Sweeping (FS) methods and the direct Fast Marching (FM) methods. However, when used for a point source, the original eikonal equation is known to yield inaccurate numerical solutions, because of a singularity at the source. In this case, the factored eikonal equation is often preferred, and is known to yield a more accurate numerical solution. One application that requires the solution of the eikonal equation for point sources is travel time tomography. Thismore » inverse problem may be formulated using the eikonal equation as a forward problem. While this problem has been solved using FS in the past, the more recent choice for applying it involves FM methods because of the efficiency in which sensitivities can be obtained using them. However, while several FS methods are available for solving the factored equation, the FM method is available only for the original eikonal equation. In this paper we develop a Fast Marching algorithm for the factored eikonal equation, using both first and second order finite-difference schemes. Our algorithm follows the same lines as the original FM algorithm and requires the same computational effort. In addition, we show how to obtain sensitivities using this FM method and apply travel time tomography, formulated as an inverse factored eikonal equation. Numerical results in two and three dimensions show that our algorithm solves the factored eikonal equation efficiently, and demonstrate the achieved accuracy for computing the travel time. We also demonstrate a recovery of a 2D and 3D heterogeneous medium by travel time tomography using the eikonal equation for forward modeling and inversion by Gauss–Newton.« less
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.
Some problems of the calculation of three-dimensional boundary layer flows on general configurations
NASA Technical Reports Server (NTRS)
Cebeci, T.; Kaups, K.; Mosinskis, G. J.; Rehn, J. A.
1973-01-01
An accurate solution of the three-dimensional boundary layer equations over general configurations such as those encountered in aircraft and space shuttle design requires a very efficient, fast, and accurate numerical method with suitable turbulence models for the Reynolds stresses. The efficiency, speed, and accuracy of a three-dimensional numerical method together with the turbulence models for the Reynolds stresses are examined. The numerical method is the implicit two-point finite difference approach (Box Method) developed by Keller and applied to the boundary layer equations by Keller and Cebeci. In addition, a study of some of the problems that may arise in the solution of these equations for three-dimensional boundary layer flows over general configurations.
Two modified symplectic partitioned Runge-Kutta methods for solving the elastic wave equation
NASA Astrophysics Data System (ADS)
Su, Bo; Tuo, Xianguo; Xu, Ling
2017-08-01
Based on a modified strategy, two modified symplectic partitioned Runge-Kutta (PRK) methods are proposed for the temporal discretization of the elastic wave equation. The two symplectic schemes are similar in form but are different in nature. After the spatial discretization of the elastic wave equation, the ordinary Hamiltonian formulation for the elastic wave equation is presented. The PRK scheme is then applied for time integration. An additional term associated with spatial discretization is inserted into the different stages of the PRK scheme. Theoretical analyses are conducted to evaluate the numerical dispersion and stability of the two novel PRK methods. A finite difference method is used to approximate the spatial derivatives since the two schemes are independent of the spatial discretization technique used. The numerical solutions computed by the two new schemes are compared with those computed by a conventional symplectic PRK. The numerical results, which verify the new method, are superior to those generated by traditional conventional methods in seismic wave modeling.
Numerical solution of the nonlinear Schrodinger equation by feedforward neural networks
NASA Astrophysics Data System (ADS)
Shirvany, Yazdan; Hayati, Mohsen; Moradian, Rostam
2008-12-01
We present a method to solve boundary value problems using artificial neural networks (ANN). A trial solution of the differential equation is written as a feed-forward neural network containing adjustable parameters (the weights and biases). From the differential equation and its boundary conditions we prepare the energy function which is used in the back-propagation method with momentum term to update the network parameters. We improved energy function of ANN which is derived from Schrodinger equation and the boundary conditions. With this improvement of energy function we can use unsupervised training method in the ANN for solving the equation. Unsupervised training aims to minimize a non-negative energy function. We used the ANN method to solve Schrodinger equation for few quantum systems. Eigenfunctions and energy eigenvalues are calculated. Our numerical results are in agreement with their corresponding analytical solution and show the efficiency of ANN method for solving eigenvalue problems.
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
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.
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.
Final Report of the Project "From the finite element method to the virtual element method"
DOE Office of Scientific and Technical Information (OSTI.GOV)
Manzini, Gianmarco; Gyrya, Vitaliy
The Finite Element Method (FEM) is a powerful numerical tool that is being used in a large number of engineering applications. The FEM is constructed on triangular/tetrahedral and quadrilateral/hexahedral meshes. Extending the FEM to general polygonal/polyhedral meshes in straightforward way turns out to be extremely difficult and leads to very complex and computationally expensive schemes. The reason for this failure is that the construction of the basis functions on elements with a very general shape is a non-trivial and complex task. In this project we developed a new family of numerical methods, dubbed the Virtual Element Method (VEM) for themore » numerical approximation of partial differential equations (PDE) of elliptic type suitable to polygonal and polyhedral unstructured meshes. We successfully formulated, implemented and tested these methods and studied both theoretically and numerically their stability, robustness and accuracy for diffusion problems, convection-reaction-diffusion problems, the Stokes equations and the biharmonic equations.« less
NASA Astrophysics Data System (ADS)
Pain, C. C.; Saunders, J. H.; Worthington, M. H.; Singer, J. M.; Stuart-Bruges, W.; Mason, G.; Goddard, A.
2005-02-01
In this paper, a numerical method for solving the Biot poroelastic equations is developed. These equations comprise acoustic (typically water) and elastic (porous medium frame) equations, which are coupled mainly through fluid/solid drag terms. This wave solution is coupled to a simplified form of Maxwell's equations, which is solved for the streaming potential resulting from electrokinesis. The ultimate aim is to use the generated electrical signals to provide porosity, permeability and other information about the formation surrounding a borehole. The electrical signals are generated through electrokinesis by seismic waves causing movement of the fluid through pores or fractures of a porous medium. The focus of this paper is the numerical solution of the Biot equations in displacement form, which is achieved using a mixed finite-element formulation with a different finite-element representation for displacements and stresses. The mixed formulation is used in order to reduce spurious displacement modes and fluid shear waves in the numerical solutions. These equations are solved in the time domain using an implicit unconditionally stable time-stepping method using iterative solution methods amenable to solving large systems of equations. The resulting model is embodied in the MODELLING OF ACOUSTICS, POROELASTICS AND ELECTROKINETICS (MAPEK) computer model for electroseismic analysis.
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.
An Introduction to Computational Physics
NASA Astrophysics Data System (ADS)
Pang, Tao
2010-07-01
Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.
Benchmarking FEniCS for mantle convection simulations
NASA Astrophysics Data System (ADS)
Vynnytska, L.; Rognes, M. E.; Clark, S. R.
2013-01-01
This paper evaluates the usability of the FEniCS Project for mantle convection simulations by numerical comparison to three established benchmarks. The benchmark problems all concern convection processes in an incompressible fluid induced by temperature or composition variations, and cover three cases: (i) steady-state convection with depth- and temperature-dependent viscosity, (ii) time-dependent convection with constant viscosity and internal heating, and (iii) a Rayleigh-Taylor instability. These problems are modeled by the Stokes equations for the fluid and advection-diffusion equations for the temperature and composition. The FEniCS Project provides a novel platform for the automated solution of differential equations by finite element methods. In particular, it offers a significant flexibility with regard to modeling and numerical discretization choices; we have here used a discontinuous Galerkin method for the numerical solution of the advection-diffusion equations. Our numerical results are in agreement with the benchmarks, and demonstrate the applicability of both the discontinuous Galerkin method and FEniCS for such applications.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Pelanti, Marica, E-mail: marica.pelanti@ensta-paristech.fr; Shyue, Keh-Ming, E-mail: shyue@ntu.edu.tw
2014-02-15
We model liquid–gas flows with cavitation by a variant of the six-equation single-velocity two-phase model with stiff mechanical relaxation of Saurel–Petitpas–Berry (Saurel et al., 2009) [9]. In our approach we employ phasic total energy equations instead of the phasic internal energy equations of the classical six-equation system. This alternative formulation allows us to easily design a simple numerical method that ensures consistency with mixture total energy conservation at the discrete level and agreement of the relaxed pressure at equilibrium with the correct mixture equation of state. Temperature and Gibbs free energy exchange terms are included in the equations as relaxationmore » terms to model heat and mass transfer and hence liquid–vapor transition. The algorithm uses a high-resolution wave propagation method for the numerical approximation of the homogeneous hyperbolic portion of the model. In two dimensions a fully-discretized scheme based on a hybrid HLLC/Roe Riemann solver is employed. Thermo-chemical terms are handled numerically via a stiff relaxation solver that forces thermodynamic equilibrium at liquid–vapor interfaces under metastable conditions. We present numerical results of sample tests in one and two space dimensions that show the ability of the proposed model to describe cavitation mechanisms and evaporation wave dynamics.« less
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.
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.
Using 4th order Runge-Kutta method for solving a twisted Skyrme string equation
NASA Astrophysics Data System (ADS)
Hadi, Miftachul; Anderson, Malcolm; Husein, Andri
2016-03-01
We study numerical solution, especially using 4th order Runge-Kutta method, for solving a twisted Skyrme string equation. We find numerically that the value of minimum energy per unit length of vortex solution for a twisted Skyrmion string is 20.37 × 1060 eV/m.
NASA Astrophysics Data System (ADS)
Plestenjak, Bor; Gheorghiu, Călin I.; Hochstenbach, Michiel E.
2015-10-01
In numerous science and engineering applications a partial differential equation has to be solved on some fairly regular domain that allows the use of the method of separation of variables. In several orthogonal coordinate systems separation of variables applied to the Helmholtz, Laplace, or Schrödinger equation leads to a multiparameter eigenvalue problem (MEP); important cases include Mathieu's system, Lamé's system, and a system of spheroidal wave functions. Although multiparameter approaches are exploited occasionally to solve such equations numerically, MEPs remain less well known, and the variety of available numerical methods is not wide. The classical approach of discretizing the equations using standard finite differences leads to algebraic MEPs with large matrices, which are difficult to solve efficiently. The aim of this paper is to change this perspective. We show that by combining spectral collocation methods and new efficient numerical methods for algebraic MEPs it is possible to solve such problems both very efficiently and accurately. We improve on several previous results available in the literature, and also present a MATLAB toolbox for solving a wide range of problems.
NASA Astrophysics Data System (ADS)
Sun, HongGuang; Liu, Xiaoting; Zhang, Yong; Pang, Guofei; Garrard, Rhiannon
2017-09-01
Fractional-order diffusion equations (FDEs) extend classical diffusion equations by quantifying anomalous diffusion frequently observed in heterogeneous media. Real-world diffusion can be multi-dimensional, requiring efficient numerical solvers that can handle long-term memory embedded in mass transport. To address this challenge, a semi-discrete Kansa method is developed to approximate the two-dimensional spatiotemporal FDE, where the Kansa approach first discretizes the FDE, then the Gauss-Jacobi quadrature rule solves the corresponding matrix, and finally the Mittag-Leffler function provides an analytical solution for the resultant time-fractional ordinary differential equation. Numerical experiments are then conducted to check how the accuracy and convergence rate of the numerical solution are affected by the distribution mode and number of spatial discretization nodes. Applications further show that the numerical method can efficiently solve two-dimensional spatiotemporal FDE models with either a continuous or discrete mixing measure. Hence this study provides an efficient and fast computational method for modeling super-diffusive, sub-diffusive, and mixed diffusive processes in large, two-dimensional domains with irregular shapes.
Development of a numerical model for vehicle-bridge interaction analysis of railway bridges
NASA Astrophysics Data System (ADS)
Kim, Hee Ju; Cho, Eun Sang; Ham, Jun Su; Park, Ki Tae; Kim, Tae Heon
2016-04-01
In the field of civil engineering, analyzing dynamic response was main concern for a long time. These analysis methods can be divided into moving load analysis method and moving mass analysis method, and formulating each an equation of motion has recently been studied after dividing vehicles and bridges. In this study, the numerical method is presented, which can consider the various train types and can solve the equations of motion for a vehicle-bridge interaction analysis by non-iteration procedure through formulating the coupled equations for motion. Also, 3 dimensional accurate numerical models was developed by KTX-vehicle in order to analyze dynamic response characteristics. The equations of motion for the conventional trains are derived, and the numerical models of the conventional trains are idealized by a set of linear springs and dashpots with 18 degrees of freedom. The bridge models are simplified by the 3 dimensional space frame element which is based on the Euler-Bernoulli theory. The rail irregularities of vertical and lateral directions are generated by PSD functions of the Federal Railroad Administration (FRA).
NASA Astrophysics Data System (ADS)
Nakamura, Gen; Wang, Haibing
2017-05-01
Consider the problem of reconstructing unknown Robin inclusions inside a heat conductor from boundary measurements. This problem arises from active thermography and is formulated as an inverse boundary value problem for the heat equation. In our previous works, we proposed a sampling-type method for reconstructing the boundary of the Robin inclusion and gave its rigorous mathematical justification. This method is non-iterative and based on the characterization of the solution to the so-called Neumann- to-Dirichlet map gap equation. In this paper, we give a further investigation of the reconstruction method from both the theoretical and numerical points of view. First, we clarify the solvability of the Neumann-to-Dirichlet map gap equation and establish a relation of its solution to the Green function associated with an initial-boundary value problem for the heat equation inside the Robin inclusion. This naturally provides a way of computing this Green function from the Neumann-to-Dirichlet map and explains what is the input for the linear sampling method. Assuming that the Neumann-to-Dirichlet map gap equation has a unique solution, we also show the convergence of our method for noisy measurements. Second, we give the numerical implementation of the reconstruction method for two-dimensional spatial domains. The measurements for our inverse problem are simulated by solving the forward problem via the boundary integral equation method. Numerical results are presented to illustrate the efficiency and stability of the proposed method. By using a finite sequence of transient input over a time interval, we propose a new sampling method over the time interval by single measurement which is most likely to be practical.
Final Report for''Numerical Methods and Studies of High-Speed Reactive and Non-Reactive Flows''
DOE Office of Scientific and Technical Information (OSTI.GOV)
Schwendeman, D W
2002-11-20
The work carried out under this subcontract involved the development and use of an adaptive numerical method for the accurate calculation of high-speed reactive flows on overlapping grids. The flow is modeled by the reactive Euler equations with an assumed equation of state and with various reaction rate models. A numerical method has been developed to solve the nonlinear hyperbolic partial differential equations in the model. The method uses an unsplit, shock-capturing scheme, and uses a Godunov-type scheme to compute fluxes and a Runge-Kutta error control scheme to compute the source term modeling the chemical reactions. An adaptive mesh refinementmore » (AMR) scheme has been implemented in order to locally increase grid resolution. The numerical method uses composite overlapping grids to handle complex flow geometries. The code is part of the ''Overture-OverBlown'' framework of object-oriented codes [1, 2], and the development has occurred in close collaboration with Bill Henshaw and David Brown, and other members of the Overture team within CASC. During the period of this subcontract, a number of tasks were accomplished, including: (1) an extension of the numerical method to handle ''ignition and grow'' reaction models and a JWL equations of state; (2) an improvement in the efficiency of the AMR scheme and the error estimator; (3) an addition of a scheme of numerical dissipation designed to suppress numerical oscillations/instabilities near expanding detonations and along grid overlaps; and (4) an exploration of the evolution to detonation in an annulus and of detonation failure in an expanding channel.« less
An Efficient Numerical Approach for Nonlinear Fokker-Planck equations
NASA Astrophysics Data System (ADS)
Otten, Dustin; Vedula, Prakash
2009-03-01
Fokker-Planck equations which are nonlinear with respect to their probability densities that occur in many nonequilibrium systems relevant to mean field interaction models, plasmas, classical fermions and bosons can be challenging to solve numerically. To address some underlying challenges in obtaining numerical solutions, we propose a quadrature based moment method for efficient and accurate determination of transient (and stationary) solutions of nonlinear Fokker-Planck equations. In this approach the distribution function is represented as a collection of Dirac delta functions with corresponding quadrature weights and locations, that are in turn determined from constraints based on evolution of generalized moments. Properties of the distribution function can be obtained by solution of transport equations for quadrature weights and locations. We will apply this computational approach to study a wide range of problems, including the Desai-Zwanzig Model (for nonlinear muscular contraction) and multivariate nonlinear Fokker-Planck equations describing classical fermions and bosons, and will also demonstrate good agreement with results obtained from Monte Carlo and other standard numerical methods.
The space-time solution element method: A new numerical approach for the Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Scott, James R.; Chang, Sin-Chung
1995-01-01
This paper is one of a series of papers describing the development of a new numerical method for the Navier-Stokes equations. Unlike conventional numerical methods, the current method concentrates on the discrete simulation of both the integral and differential forms of the Navier-Stokes equations. Conservation of mass, momentum, and energy in space-time is explicitly provided for through a rigorous enforcement of both the integral and differential forms of the governing conservation laws. Using local polynomial expansions to represent the discrete primitive variables on each cell, fluxes at cell interfaces are evaluated and balanced using exact functional expressions. No interpolation or flux limiters are required. Because of the generality of the current method, it applies equally to the steady and unsteady Navier-Stokes equations. In this paper, we generalize and extend the authors' 2-D, steady state implicit scheme. A general closure methodology is presented so that all terms up through a given order in the local expansions may be retained. The scheme is also extended to nonorthogonal Cartesian grids. Numerous flow fields are computed and results are compared with known solutions. The high accuracy of the scheme is demonstrated through its ability to accurately resolve developing boundary layers on coarse grids. Finally, we discuss applications of the current method to the unsteady Navier-Stokes equations.
NASA Astrophysics Data System (ADS)
Muhiddin, F. A.; Sulaiman, J.
2017-09-01
The aim of this paper is to investigate the effectiveness of the Successive Over-Relaxation (SOR) iterative method by using the fourth-order Crank-Nicolson (CN) discretization scheme to derive a five-point Crank-Nicolson approximation equation in order to solve diffusion equation. From this approximation equation, clearly, it can be shown that corresponding system of five-point approximation equations can be generated and then solved iteratively. In order to access the performance results of the proposed iterative method with the fourth-order CN scheme, another point iterative method which is Gauss-Seidel (GS), also presented as a reference method. Finally the numerical results obtained from the use of the fourth-order CN discretization scheme, it can be pointed out that the SOR iterative method is superior in terms of number of iterations, execution time, and maximum absolute error.
2014-09-30
nonlinear Schrodinger equation. It is well known that dark solitons are exact solutions of such equation. In the present paper it has been shown that gray...Reason for Alternative Framework of its Numerical Simulation Vladimir Zakharov, Andrei Pushkarev Waves and Solitons LLC 1719 W. Marlette Ave...situation; study of the implications of modulational instability on solitons , rogue waves and air-surface interaction. APPROACH Numerical methods
Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation
NASA Technical Reports Server (NTRS)
Kouatchou, Jules
1999-01-01
In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.
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.
Multigrid Methods for Fully Implicit Oil Reservoir Simulation
NASA Technical Reports Server (NTRS)
Molenaar, J.
1996-01-01
In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.
Spectral methods for the spin-2 equation near the cylinder at spatial infinity
NASA Astrophysics Data System (ADS)
Macedo, Rodrigo P.; Valiente Kroon, Juan A.
2018-06-01
We solve, numerically, the massless spin-2 equations, written in terms of a gauge based on the properties of conformal geodesics, in a neighbourhood of spatial infinity using spectral methods in both space and time. This strategy allows us to compute the solutions to these equations up to the critical sets where null infinity intersects with spatial infinity. Moreover, we use the convergence rates of the numerical solutions to read-off their regularity properties.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Meng, Da; Zheng, Bin; Lin, Guang
2014-08-29
We have developed efficient numerical algorithms for the solution of 3D steady-state Poisson-Nernst-Planck equations (PNP) with excess chemical potentials described by the classical density functional theory (cDFT). The coupled PNP equations are discretized by finite difference scheme and solved iteratively by Gummel method with relaxation. The Nernst-Planck equations are transformed into Laplace equations through the Slotboom transformation. Algebraic multigrid method is then applied to efficiently solve the Poisson equation and the transformed Nernst-Planck equations. A novel strategy for calculating excess chemical potentials through fast Fourier transforms is proposed which reduces computational complexity from O(N2) to O(NlogN) where N is themore » number of grid points. Integrals involving Dirac delta function are evaluated directly by coordinate transformation which yields more accurate result compared to applying numerical quadrature to an approximated delta function. Numerical results for ion and electron transport in solid electrolyte for Li ion batteries are shown to be in good agreement with the experimental data and the results from previous studies.« less
An Introduction to Computational Physics - 2nd Edition
NASA Astrophysics Data System (ADS)
Pang, Tao
2006-01-01
Preface to first edition; Preface; Acknowledgements; 1. Introduction; 2. Approximation of a function; 3. Numerical calculus; 4. Ordinary differential equations; 5. Numerical methods for matrices; 6. Spectral analysis; 7. Partial differential equations; 8. Molecular dynamics simulations; 9. Modeling continuous systems; 10. Monte Carlo simulations; 11. Genetic algorithm and programming; 12. Numerical renormalization; References; Index.
Numerical solution of the Hele-Shaw equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Whitaker, N.
1987-04-01
An algorithm is presented for approximating the motion of the interface between two immiscible fluids in a Hele-Shaw cell. The interface is represented by a set of volume fractions. We use the Simple Line Interface Calculation method along with the method of fractional steps to transport the interface. The equation of continuity leads to a Poisson equation for the pressure. The Poisson equation is discretized. Near the interface where the velocity field is discontinuous, the discretization is based on a weak formulation of the continuity equation. Interpolation is used on each side of the interface to increase the accuracy ofmore » the algorithm. The weak formulation as well as the interpolation are based on the computed volume fractions. This treatment of the interface is new. The discretized equations are solved by a modified conjugate gradient method. Surface tension is included and the curvature is computed through the use of osculating circles. For perturbations of small amplitude, a surprisingly good agreement is found between the numerical results and linearized perturbation theory. Numerical results are presented for the finite amplitude growth of unstable fingers. 62 refs., 13 figs.« less
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.
A new numerical treatment based on Lucas polynomials for 1D and 2D sinh-Gordon equation
NASA Astrophysics Data System (ADS)
Oruç, Ömer
2018-04-01
In this paper, a new mixed method based on Lucas and Fibonacci polynomials is developed for numerical solutions of 1D and 2D sinh-Gordon equations. Firstly time variable discretized by central finite difference and then unknown function and its derivatives are expanded to Lucas series. With the help of these series expansion and Fibonacci polynomials, matrices for differentiation are derived. With this approach, finding the solution of sinh-Gordon equation transformed to finding the solution of an algebraic system of equations. Lucas series coefficients are acquired by solving this system of algebraic equations. Then by plugginging these coefficients into Lucas series expansion numerical solutions can be obtained consecutively. The main objective of this paper is to demonstrate that Lucas polynomial based method is convenient for 1D and 2D nonlinear problems. By calculating L2 and L∞ error norms of some 1D and 2D test problems efficiency and performance of the proposed method is monitored. Acquired accurate results confirm the applicability of the method.
Numerical methods for large-scale, time-dependent partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1979-01-01
A survey of numerical methods for time dependent partial differential equations is presented. The emphasis is on practical applications to large scale problems. A discussion of new developments in high order methods and moving grids is given. The importance of boundary conditions is stressed for both internal and external flows. A description of implicit methods is presented including generalizations to multidimensions. Shocks, aerodynamics, meteorology, plasma physics and combustion applications are also briefly described.
Iterative Methods for Solving Nonlinear Parabolic Problem in Pension Saving Management
NASA Astrophysics Data System (ADS)
Koleva, M. N.
2011-11-01
In this work we consider a nonlinear parabolic equation, obtained from Riccati like transformation of the Hamilton-Jacobi-Bellman equation, arising in pension saving management. We discuss two numerical iterative methods for solving the model problem—fully implicit Picard method and mixed Picard-Newton method, which preserves the parabolic characteristics of the differential problem. Numerical experiments for comparison the accuracy and effectiveness of the algorithms are discussed. Finally, observations are given.
A Lagrangian meshfree method applied to linear and nonlinear elasticity.
Walker, Wade A
2017-01-01
The repeated replacement method (RRM) is a Lagrangian meshfree method which we have previously applied to the Euler equations for compressible fluid flow. In this paper we present new enhancements to RRM, and we apply the enhanced method to both linear and nonlinear elasticity. We compare the results of ten test problems to those of analytic solvers, to demonstrate that RRM can successfully simulate these elastic systems without many of the requirements of traditional numerical methods such as numerical derivatives, equation system solvers, or Riemann solvers. We also show the relationship between error and computational effort for RRM on these systems, and compare RRM to other methods to highlight its strengths and weaknesses. And to further explain the two elastic equations used in the paper, we demonstrate the mathematical procedure used to create Riemann and Sedov-Taylor solvers for them, and detail the numerical techniques needed to embody those solvers in code.
A Lagrangian meshfree method applied to linear and nonlinear elasticity
2017-01-01
The repeated replacement method (RRM) is a Lagrangian meshfree method which we have previously applied to the Euler equations for compressible fluid flow. In this paper we present new enhancements to RRM, and we apply the enhanced method to both linear and nonlinear elasticity. We compare the results of ten test problems to those of analytic solvers, to demonstrate that RRM can successfully simulate these elastic systems without many of the requirements of traditional numerical methods such as numerical derivatives, equation system solvers, or Riemann solvers. We also show the relationship between error and computational effort for RRM on these systems, and compare RRM to other methods to highlight its strengths and weaknesses. And to further explain the two elastic equations used in the paper, we demonstrate the mathematical procedure used to create Riemann and Sedov-Taylor solvers for them, and detail the numerical techniques needed to embody those solvers in code. PMID:29045443
2018-03-14
pricing, Appl. Math . Comp. Vol.305, 174-187 (2017) 5. W. Li, S. Wang, Pricing European options with proportional transaction costs and stochastic...for fractional differential equation. Numer. Math . Theor. Methods Appl. 5, 229–241, 2012. [23] Kilbas A.A. and Marzan, S.A., Cauchy problem for...numerical technique for solving fractional optimal control problems, Comput. Math . Appl., 62, Issue 3, 1055–1067, 2011. [26] Lotfi A., Yousefi SA., Dehghan M
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.
Numerical optimization using flow equations.
Punk, Matthias
2014-12-01
We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.
Numerical optimization using flow equations
NASA Astrophysics Data System (ADS)
Punk, Matthias
2014-12-01
We develop a method for multidimensional optimization using flow equations. This method is based on homotopy continuation in combination with a maximum entropy approach. Extrema of the optimizing functional correspond to fixed points of the flow equation. While ideas based on Bayesian inference such as the maximum entropy method always depend on a prior probability, the additional step in our approach is to perform a continuous update of the prior during the homotopy flow. The prior probability thus enters the flow equation only as an initial condition. We demonstrate the applicability of this optimization method for two paradigmatic problems in theoretical condensed matter physics: numerical analytic continuation from imaginary to real frequencies and finding (variational) ground states of frustrated (quantum) Ising models with random or long-range antiferromagnetic interactions.
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.
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.
Simulations of Fluvial Landscapes
NASA Astrophysics Data System (ADS)
Cattan, D.; Birnir, B.
2013-12-01
The Smith-Bretherton-Birnir (SBB) model for fluvial landsurfaces consists of a pair of partial differential equations, one governing water flow and one governing the sediment flow. Numerical solutions of these equations have been shown to provide realistic models in the evolution of fluvial landscapes. Further analysis of these equations shows that they possess scaling laws (Hack's Law) that are known to exist in nature. However, the simulations are highly dependent on the numerical methods used; with implicit methods exhibiting the correct scaling laws, but the explicit methods fail to do so. These equations, and the resulting models, help to bridge the gap between the deterministic and the stochastic theories of landscape evolution. Slight modifications of the SBB equations make the results of the model more realistic. By modifying the sediment flow equation, the model obtains more pronounced meandering rivers. Typical landsurface with rivers.
Computation of transonic viscous-inviscid interacting flow
NASA Technical Reports Server (NTRS)
Whitfield, D. L.; Thomas, J. L.; Jameson, A.; Schmidt, W.
1983-01-01
Transonic viscous-inviscid interaction is considered using the Euler and inverse compressible turbulent boundary-layer equations. Certain improvements in the inverse boundary-layer method are mentioned, along with experiences in using various Runge-Kutta schemes to solve the Euler equations. Numerical conditions imposed on the Euler equations at a surface for viscous-inviscid interaction using the method of equivalent sources are developed, and numerical solutions are presented and compared with experimental data to illustrate essential points. Previously announced in STAR N83-17829
NASA Astrophysics Data System (ADS)
Huang, Xingguo; Sun, Jianguo; Greenhalgh, Stewart
2018-04-01
We present methods for obtaining numerical and analytic solutions of the complex eikonal equation in inhomogeneous acoustic VTI media (transversely isotropic media with a vertical symmetry axis). The key and novel point of the method for obtaining numerical solutions is to transform the problem of solving the highly nonlinear acoustic VTI eikonal equation into one of solving the relatively simple eikonal equation for the background (isotropic) medium and a system of linear partial differential equations. Specifically, to obtain the real and imaginary parts of the complex traveltime in inhomogeneous acoustic VTI media, we generalize a perturbation theory, which was developed earlier for solving the conventional real eikonal equation in inhomogeneous anisotropic media, to the complex eikonal equation in such media. After the perturbation analysis, we obtain two types of equations. One is the complex eikonal equation for the background medium and the other is a system of linearized partial differential equations for the coefficients of the corresponding complex traveltime formulas. To solve the complex eikonal equation for the background medium, we employ an optimization scheme that we developed for solving the complex eikonal equation in isotropic media. Then, to solve the system of linearized partial differential equations for the coefficients of the complex traveltime formulas, we use the finite difference method based on the fast marching strategy. Furthermore, by applying the complex source point method and the paraxial approximation, we develop the analytic solutions of the complex eikonal equation in acoustic VTI media, both for the isotropic and elliptical anisotropic background medium. Our numerical results demonstrate the effectiveness of our derivations and illustrate the influence of the beam widths and the anisotropic parameters on the complex traveltimes.
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.
A second-order accurate kinetic-theory-based method for inviscid compressible flows
NASA Technical Reports Server (NTRS)
Deshpande, Suresh M.
1986-01-01
An upwind method for the numerical solution of the Euler equations is presented. This method, called the kinetic numerical method (KNM), is based on the fact that the Euler equations are moments of the Boltzmann equation of the kinetic theory of gases when the distribution function is Maxwellian. The KNM consists of two phases, the convection phase and the collision phase. The method is unconditionally stable and explicit. It is highly vectorizable and can be easily made total variation diminishing for the distribution function by a suitable choice of the interpolation strategy. The method is applied to a one-dimensional shock-propagation problem and to a two-dimensional shock-reflection problem.
NASA Astrophysics Data System (ADS)
Bakholdin, Igor
2018-02-01
Various models of a tube with elastic walls are investigated: with controlled pressure, filled with incompressible fluid, filled with compressible gas. The non-linear theory of hyperelasticity is applied. The walls of a tube are described with complete membrane model. It is proposed to use linear model of plate in order to take the bending resistance of walls into account. The walls of the tube were treated previously as inviscid and incompressible. Compressibility of material of walls and viscosity of material, either gas or liquid are considered. Equations are solved numerically. Three-layer time and space centered reversible numerical scheme and similar two-layer space reversible numerical scheme with approximation of time derivatives by Runge-Kutta method are used. A method of correction of numerical schemes by inclusion of terms with highorder derivatives is developed. Simplified hyperbolic equations are derived.
NASA Technical Reports Server (NTRS)
Baldwin, B. S.; Maccormack, R. W.; Deiwert, G. S.
1975-01-01
The time-splitting explicit numerical method of MacCormack is applied to separated turbulent boundary layer flow problems. Modifications of this basic method are developed to counter difficulties associated with complicated geometry and severe numerical resolution requirements of turbulence model equations. The accuracy of solutions is investigated by comparison with exact solutions for several simple cases. Procedures are developed for modifying the basic method to improve the accuracy. Numerical solutions of high-Reynolds-number separated flows over an airfoil and shock-separated flows over a flat plate are obtained. A simple mixing length model of turbulence is used for the transonic flow past an airfoil. A nonorthogonal mesh of arbitrary configuration facilitates the description of the flow field. For the simpler geometry associated with the flat plate, a rectangular mesh is used, and solutions are obtained based on a two-equation differential model of turbulence.
Variable-mesh method of solving differential equations
NASA Technical Reports Server (NTRS)
Van Wyk, R.
1969-01-01
Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.
NASA Astrophysics Data System (ADS)
Yu, Jie; Liu, Yikan; Yamamoto, Masahiro
2018-04-01
In this article, we investigate the determination of the spatial component in the time-dependent second order coefficient of a hyperbolic equation from both theoretical and numerical aspects. By the Carleman estimates for general hyperbolic operators and an auxiliary Carleman estimate, we establish local Hölder stability with either partial boundary or interior measurements under certain geometrical conditions. For numerical reconstruction, we minimize a Tikhonov functional which penalizes the gradient of the unknown function. Based on the resulting variational equation, we design an iteration method which is updated by solving a Poisson equation at each step. One-dimensional prototype examples illustrate the numerical performance of the proposed iteration.
The numerical solution of ordinary differential equations by the Taylor series method
NASA Technical Reports Server (NTRS)
Silver, A. H.; Sullivan, E.
1973-01-01
A programming implementation of the Taylor series method is presented for solving ordinary differential equations. The compiler is written in PL/1, and the target language is FORTRAN IV. The reduction of a differential system to rational form is described along with the procedures required for automatic numerical integration. The Taylor method is compared with two other methods for a number of differential equations. Algorithms using the Taylor method to find the zeroes of a given differential equation and to evaluate partial derivatives are presented. An annotated listing of the PL/1 program which performs the reduction and code generation is given. Listings of the FORTRAN routines used by the Taylor series method are included along with a compilation of all the recurrence formulas used to generate the Taylor coefficients for non-rational functions.
The method of averages applied to the KS differential equations
NASA Technical Reports Server (NTRS)
Graf, O. F., Jr.; Mueller, A. C.; Starke, S. E.
1977-01-01
A new approach for the solution of artificial satellite trajectory problems is proposed. The basic idea is to apply an analytical solution method (the method of averages) to an appropriate formulation of the orbital mechanics equations of motion (the KS-element differential equations). The result is a set of transformed equations of motion that are more amenable to numerical solution.
Parallel Implementation of a High Order Implicit Collocation Method for the Heat Equation
NASA Technical Reports Server (NTRS)
Kouatchou, Jules; Halem, Milton (Technical Monitor)
2000-01-01
We combine a high order compact finite difference approximation and collocation techniques to numerically solve the two dimensional heat equation. The resulting method is implicit arid can be parallelized with a strategy that allows parallelization across both time and space. We compare the parallel implementation of the new method with a classical implicit method, namely the Crank-Nicolson method, where the parallelization is done across space only. Numerical experiments are carried out on the SGI Origin 2000.
Numerical solution of modified differential equations based on symmetry preservation.
Ozbenli, Ersin; Vedula, Prakash
2017-12-01
In this paper, we propose a method to construct invariant finite-difference schemes for solution of partial differential equations (PDEs) via consideration of modified forms of the underlying PDEs. The invariant schemes, which preserve Lie symmetries, are obtained based on the method of equivariant moving frames. While it is often difficult to construct invariant numerical schemes for PDEs due to complicated symmetry groups associated with cumbersome discrete variable transformations, we note that symmetries associated with more convenient transformations can often be obtained by appropriately modifying the original PDEs. In some cases, modifications to the original PDEs are also found to be useful in order to avoid trivial solutions that might arise from particular selections of moving frames. In our proposed method, modified forms of PDEs can be obtained either by addition of perturbation terms to the original PDEs or through defect correction procedures. These additional terms, whose primary purpose is to enable symmetries with more convenient transformations, are then removed from the system by considering moving frames for which these specific terms go to zero. Further, we explore selection of appropriate moving frames that result in improvement in accuracy of invariant numerical schemes based on modified PDEs. The proposed method is tested using the linear advection equation (in one- and two-dimensions) and the inviscid Burgers' equation. Results obtained for these tests cases indicate that numerical schemes derived from the proposed method perform significantly better than existing schemes not only by virtue of improvement in numerical accuracy but also due to preservation of qualitative properties or symmetries of the underlying differential equations.
Numerical solutions of a control problem governed by functional differential equations
NASA Technical Reports Server (NTRS)
Banks, H. T.; Thrift, P. R.; Burns, J. A.; Cliff, E. M.
1978-01-01
A numerical procedure is proposed for solving optimal control problems governed by linear retarded functional differential equations. The procedure is based on the idea of 'averaging approximations', due to Banks and Burns (1975). For illustration, numerical results generated on an IBM 370/158 computer, which demonstrate the rapid convergence of the method are presented.
NASA Astrophysics Data System (ADS)
Kahnert, Michael
2016-07-01
Numerical solution methods for electromagnetic scattering by non-spherical particles comprise a variety of different techniques, which can be traced back to different assumptions and solution strategies applied to the macroscopic Maxwell equations. One can distinguish between time- and frequency-domain methods; further, one can divide numerical techniques into finite-difference methods (which are based on approximating the differential operators), separation-of-variables methods (which are based on expanding the solution in a complete set of functions, thus approximating the fields), and volume integral-equation methods (which are usually solved by discretisation of the target volume and invoking the long-wave approximation in each volume cell). While existing reviews of the topic often tend to have a target audience of program developers and expert users, this tutorial review is intended to accommodate the needs of practitioners as well as novices to the field. The required conciseness is achieved by limiting the presentation to a selection of illustrative methods, and by omitting many technical details that are not essential at a first exposure to the subject. On the other hand, the theoretical basis of numerical methods is explained with little compromises in mathematical rigour; the rationale is that a good grasp of numerical light scattering methods is best achieved by understanding their foundation in Maxwell's theory.
Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul
2015-01-01
In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems.
Malik, Suheel Abdullah; Qureshi, Ijaz Mansoor; Amir, Muhammad; Malik, Aqdas Naveed; Haq, Ihsanul
2015-01-01
In this paper, a new heuristic scheme for the approximate solution of the generalized Burgers'-Fisher equation is proposed. The scheme is based on the hybridization of Exp-function method with nature inspired algorithm. The given nonlinear partial differential equation (NPDE) through substitution is converted into a nonlinear ordinary differential equation (NODE). The travelling wave solution is approximated by the Exp-function method with unknown parameters. The unknown parameters are estimated by transforming the NODE into an equivalent global error minimization problem by using a fitness function. The popular genetic algorithm (GA) is used to solve the minimization problem, and to achieve the unknown parameters. The proposed scheme is successfully implemented to solve the generalized Burgers'-Fisher equation. The comparison of numerical results with the exact solutions, and the solutions obtained using some traditional methods, including adomian decomposition method (ADM), homotopy perturbation method (HPM), and optimal homotopy asymptotic method (OHAM), show that the suggested scheme is fairly accurate and viable for solving such problems. PMID:25811858
Ge, Liang; Sotiropoulos, Fotis
2007-08-01
A novel numerical method is developed that integrates boundary-conforming grids with a sharp interface, immersed boundary methodology. The method is intended for simulating internal flows containing complex, moving immersed boundaries such as those encountered in several cardiovascular applications. The background domain (e.g the empty aorta) is discretized efficiently with a curvilinear boundary-fitted mesh while the complex moving immersed boundary (say a prosthetic heart valve) is treated with the sharp-interface, hybrid Cartesian/immersed-boundary approach of Gilmanov and Sotiropoulos [1]. To facilitate the implementation of this novel modeling paradigm in complex flow simulations, an accurate and efficient numerical method is developed for solving the unsteady, incompressible Navier-Stokes equations in generalized curvilinear coordinates. The method employs a novel, fully-curvilinear staggered grid discretization approach, which does not require either the explicit evaluation of the Christoffel symbols or the discretization of all three momentum equations at cell interfaces as done in previous formulations. The equations are integrated in time using an efficient, second-order accurate fractional step methodology coupled with a Jacobian-free, Newton-Krylov solver for the momentum equations and a GMRES solver enhanced with multigrid as preconditioner for the Poisson equation. Several numerical experiments are carried out on fine computational meshes to demonstrate the accuracy and efficiency of the proposed method for standard benchmark problems as well as for unsteady, pulsatile flow through a curved, pipe bend. To demonstrate the ability of the method to simulate flows with complex, moving immersed boundaries we apply it to calculate pulsatile, physiological flow through a mechanical, bileaflet heart valve mounted in a model straight aorta with an anatomical-like triple sinus.
Ge, Liang; Sotiropoulos, Fotis
2008-01-01
A novel numerical method is developed that integrates boundary-conforming grids with a sharp interface, immersed boundary methodology. The method is intended for simulating internal flows containing complex, moving immersed boundaries such as those encountered in several cardiovascular applications. The background domain (e.g the empty aorta) is discretized efficiently with a curvilinear boundary-fitted mesh while the complex moving immersed boundary (say a prosthetic heart valve) is treated with the sharp-interface, hybrid Cartesian/immersed-boundary approach of Gilmanov and Sotiropoulos [1]. To facilitate the implementation of this novel modeling paradigm in complex flow simulations, an accurate and efficient numerical method is developed for solving the unsteady, incompressible Navier-Stokes equations in generalized curvilinear coordinates. The method employs a novel, fully-curvilinear staggered grid discretization approach, which does not require either the explicit evaluation of the Christoffel symbols or the discretization of all three momentum equations at cell interfaces as done in previous formulations. The equations are integrated in time using an efficient, second-order accurate fractional step methodology coupled with a Jacobian-free, Newton-Krylov solver for the momentum equations and a GMRES solver enhanced with multigrid as preconditioner for the Poisson equation. Several numerical experiments are carried out on fine computational meshes to demonstrate the accuracy and efficiency of the proposed method for standard benchmark problems as well as for unsteady, pulsatile flow through a curved, pipe bend. To demonstrate the ability of the method to simulate flows with complex, moving immersed boundaries we apply it to calculate pulsatile, physiological flow through a mechanical, bileaflet heart valve mounted in a model straight aorta with an anatomical-like triple sinus. PMID:19194533
Accurate Projection Methods for the Incompressible Navier–Stokes Equations
Brown, David L.; Cortez, Ricardo; Minion, Michael L.
2001-04-10
This paper considers the accuracy of projection method approximations to the initial–boundary-value problem for the incompressible Navier–Stokes equations. The issue of how to correctly specify numerical boundary conditions for these methods has been outstanding since the birth of the second-order methodology a decade and a half ago. It has been observed that while the velocity can be reliably computed to second-order accuracy in time and space, the pressure is typically only first-order accurate in the L ∞-norm. Here, we identify the source of this problem in the interplay of the global pressure-update formula with the numerical boundary conditions and presentsmore » an improved projection algorithm which is fully second-order accurate, as demonstrated by a normal mode analysis and numerical experiments. In addition, a numerical method based on a gauge variable formulation of the incompressible Navier–Stokes equations, which provides another option for obtaining fully second-order convergence in both velocity and pressure, is discussed. The connection between the boundary conditions for projection methods and the gauge method is explained in detail.« less
Discrete conservation laws and the convergence of long time simulations of the mkdv equation
NASA Astrophysics Data System (ADS)
Gorria, C.; Alejo, M. A.; Vega, L.
2013-02-01
Pseudospectral collocation methods and finite difference methods have been used for approximating an important family of soliton like solutions of the mKdV equation. These solutions present a structural instability which make difficult to approximate their evolution in long time intervals with enough accuracy. The standard numerical methods do not guarantee the convergence to the proper solution of the initial value problem and often fail by approaching solutions associated to different initial conditions. In this frame the numerical schemes that preserve the discrete invariants related to some conservation laws of this equation produce better results than the methods which only take care of a high consistency order. Pseudospectral spatial discretization appear as the most robust of the numerical methods, but finite difference schemes are useful in order to analyze the rule played by the conservation of the invariants in the convergence.
Hyperbolic conservation laws and numerical methods
NASA Technical Reports Server (NTRS)
Leveque, Randall J.
1990-01-01
The mathematical structure of hyperbolic systems and the scalar equation case of conservation laws are discussed. Linear, nonlinear systems and the Riemann problem for the Euler equations are also studied. The numerical methods for conservation laws are presented in a nonstandard manner which leads to large time steps generalizations and computations on irregular grids. The solution of conservation laws with stiff source terms is examined.
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.
The scaling of oblique plasma double layers
NASA Technical Reports Server (NTRS)
Borovsky, J. E.
1983-01-01
Strong oblique plasma double layers are investigated using three methods, i.e., electrostatic particle-in-cell simulations, numerical solutions to the Poisson-Vlasov equations, and analytical approximations to the Poisson-Vlasov equations. The solutions to the Poisson-Vlasov equations and numerical simulations show that strong oblique double layers scale in terms of Debye lengths. For very large potential jumps, theory and numerical solutions indicate that all effects of the magnetic field vanish and the oblique double layers follow the same scaling relation as the field-aligned double layers.
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.
A Numerical Method for Integrating Orbits
NASA Astrophysics Data System (ADS)
Sahakyan, Karen P.; Melkonyan, Anahit A.; Hayrapetyan, S. R.
2007-08-01
A numerical method based of trigonometric polynomials for integrating of ordinary differential equations of first and second order is suggested. This method is a trigonometric analogue of Everhart's method and can be especially useful for periodical trajectories.
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.
A time-implicit numerical method and benchmarks for the relativistic Vlasov–Ampere equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Carrie, Michael; Shadwick, B. A.
2016-01-04
Here, we present a time-implicit numerical method to solve the relativistic Vlasov–Ampere system of equations on a two dimensional phase space grid. The time-splitting algorithm we use allows the generalization of the work presented here to higher dimensions keeping the linear aspect of the resulting discrete set of equations. The implicit method is benchmarked against linear theory results for the relativistic Landau damping for which analytical expressions using the Maxwell-Juttner distribution function are derived. We note that, independently from the shape of the distribution function, the relativistic treatment features collective behaviors that do not exist in the non relativistic case.more » The numerical study of the relativistic two-stream instability completes the set of benchmarking tests.« less
Numeric Modified Adomian Decomposition Method for Power System Simulations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dimitrovski, Aleksandar D; Simunovic, Srdjan; Pannala, Sreekanth
This paper investigates the applicability of numeric Wazwaz El Sayed modified Adomian Decomposition Method (WES-ADM) for time domain simulation of power systems. WESADM is a numerical method based on a modified Adomian decomposition (ADM) technique. WES-ADM is a numerical approximation method for the solution of nonlinear ordinary differential equations. The non-linear terms in the differential equations are approximated using Adomian polynomials. In this paper WES-ADM is applied to time domain simulations of multimachine power systems. WECC 3-generator, 9-bus system and IEEE 10-generator, 39-bus system have been used to test the applicability of the approach. Several fault scenarios have been tested.more » It has been found that the proposed approach is faster than the trapezoidal method with comparable accuracy.« less
1989-01-01
Calculations and Experiments (B.van den Berg/ D.A. Humphreysl E. Krause /J.P. F. Lindhout) Volume 20 Proceedings of the Seventh GAMM-Conference on...GRID METHODS FOR HYPERBOLIC PROBLEMS Wolfgang Hackbusch Sigrid Hagemann Institut fUr Informatik und Praktische Mathematik Christian-Albrechts...Euler Equations. Proceedings of the 8th Inter- national Conference on Numerical Methods in Fluid Dynamics (E. Krause , ed.), Aachen, 1988. Springer
An improved numerical method for the kernel density functional estimation of disperse flow
NASA Astrophysics Data System (ADS)
Smith, Timothy; Ranjan, Reetesh; Pantano, Carlos
2014-11-01
We present an improved numerical method to solve the transport equation for the one-point particle density function (pdf), which can be used to model disperse flows. The transport equation, a hyperbolic partial differential equation (PDE) with a source term, is derived from the Lagrangian equations for a dilute particle system by treating position and velocity as state-space variables. The method approximates the pdf by a discrete mixture of kernel density functions (KDFs) with space and time varying parameters and performs a global Rayleigh-Ritz like least-square minimization on the state-space of velocity. Such an approximation leads to a hyperbolic system of PDEs for the KDF parameters that cannot be written completely in conservation form. This system is solved using a numerical method that is path-consistent, according to the theory of non-conservative hyperbolic equations. The resulting formulation is a Roe-like update that utilizes the local eigensystem information of the linearized system of PDEs. We will present the formulation of the base method, its higher-order extension and further regularization to demonstrate that the method can predict statistics of disperse flows in an accurate, consistent and efficient manner. This project was funded by NSF Project NSF-DMS 1318161.
Personal computer study of finite-difference methods for the transonic small disturbance equation
NASA Technical Reports Server (NTRS)
Bland, Samuel R.
1989-01-01
Calculation of unsteady flow phenomena requires careful attention to the numerical treatment of the governing partial differential equations. The personal computer provides a convenient and useful tool for the development of meshes, algorithms, and boundary conditions needed to provide time accurate solution of these equations. The one-dimensional equation considered provides a suitable model for the study of wave propagation in the equations of transonic small disturbance potential flow. Numerical results for effects of mesh size, extent, and stretching, time step size, and choice of far-field boundary conditions are presented. Analysis of the discretized model problem supports these numerical results. Guidelines for suitable mesh and time step choices are given.
Structure-preserving spectral element method in attenuating seismic wave modeling
NASA Astrophysics Data System (ADS)
Cai, Wenjun; Zhang, Huai
2016-04-01
This work describes the extension of the conformal symplectic method to solve the damped acoustic wave equation and the elastic wave equations in the framework of the spectral element method. The conformal symplectic method is a variation of conventional symplectic methods to treat non-conservative time evolution problems which has superior behaviors in long-time stability and dissipation preservation. To construct the conformal symplectic method, we first reformulate the damped acoustic wave equation and the elastic wave equations in their equivalent conformal multi-symplectic structures, which naturally reveal the intrinsic properties of the original systems, especially, the dissipation laws. We thereafter separate each structures into a conservative Hamiltonian system and a purely dissipative ordinary differential equation system. Based on the splitting methodology, we solve the two subsystems respectively. The dissipative one is cheaply solved by its analytic solution. While for the conservative system, we combine a fourth-order symplectic Nyström method in time and the spectral element method in space to cover the circumstances in realistic geological structures involving complex free-surface topography. The Strang composition method is adopted thereby to concatenate the corresponding two parts of solutions and generate the completed numerical scheme, which is conformal symplectic and can therefore guarantee the numerical stability and dissipation preservation after a large time modeling. Additionally, a relative larger Courant number than that of the traditional Newmark scheme is found in the numerical experiments in conjunction with a spatial sampling of approximately 5 points per wavelength. A benchmark test for the damped acoustic wave equation validates the effectiveness of our proposed method in precisely capturing dissipation rate. The classical Lamb problem is used to demonstrate the ability of modeling Rayleigh-wave propagation. More comprehensive numerical experiments are presented to investigate the long-time simulation, low dispersion and energy conservation properties of the conformal symplectic method in both the attenuating homogeneous and heterogeneous mediums.
Numerical solution of the quantum Lenard-Balescu equation for a non-degenerate one-component plasma
Scullard, Christian R.; Belt, Andrew P.; Fennell, Susan C.; ...
2016-09-01
We present a numerical solution of the quantum Lenard-Balescu equation using a spectral method, namely an expansion in Laguerre polynomials. This method exactly conserves both particles and kinetic energy and facilitates the integration over the dielectric function. To demonstrate the method, we solve the equilibration problem for a spatially homogeneous one-component plasma with various initial conditions. Unlike the more usual Landau/Fokker-Planck system, this method requires no input Coulomb logarithm; the logarithmic terms in the collision integral arise naturally from the equation along with the non-logarithmic order-unity terms. The spectral method can also be used to solve the Landau equation andmore » a quantum version of the Landau equation in which the integration over the wavenumber requires only a lower cutoff. We solve these problems as well and compare them with the full Lenard-Balescu solution in the weak-coupling limit. Finally, we discuss the possible generalization of this method to include spatial inhomogeneity and velocity anisotropy.« less
Finite-analytic numerical solution of heat transfer in two-dimensional cavity flow
NASA Technical Reports Server (NTRS)
Chen, C.-J.; Naseri-Neshat, H.; Ho, K.-S.
1981-01-01
Heat transfer in cavity flow is numerically analyzed by a new numerical method called the finite-analytic method. The basic idea of the finite-analytic method is the incorporation of local analytic solutions in the numerical solutions of linear or nonlinear partial differential equations. In the present investigation, the local analytic solutions for temperature, stream function, and vorticity distributions are derived. When the local analytic solution is evaluated at a given nodal point, it gives an algebraic relationship between a nodal value in a subregion and its neighboring nodal points. A system of algebraic equations is solved to provide the numerical solution of the problem. The finite-analytic method is used to solve heat transfer in the cavity flow at high Reynolds number (1000) for Prandtl numbers of 0.1, 1, and 10.
Nonlinear Conservation Laws and Finite Volume Methods
NASA Astrophysics Data System (ADS)
Leveque, Randall J.
Introduction Software Notation Classification of Differential Equations Derivation of Conservation Laws The Euler Equations of Gas Dynamics Dissipative Fluxes Source Terms Radiative Transfer and Isothermal Equations Multi-dimensional Conservation Laws The Shock Tube Problem Mathematical Theory of Hyperbolic Systems Scalar Equations Linear Hyperbolic Systems Nonlinear Systems The Riemann Problem for the Euler Equations Numerical Methods in One Dimension Finite Difference Theory Finite Volume Methods Importance of Conservation Form - Incorrect Shock Speeds Numerical Flux Functions Godunov's Method Approximate Riemann Solvers High-Resolution Methods Other Approaches Boundary Conditions Source Terms and Fractional Steps Unsplit Methods Fractional Step Methods General Formulation of Fractional Step Methods Stiff Source Terms Quasi-stationary Flow and Gravity Multi-dimensional Problems Dimensional Splitting Multi-dimensional Finite Volume Methods Grids and Adaptive Refinement Computational Difficulties Low-Density Flows Discrete Shocks and Viscous Profiles Start-Up Errors Wall Heating Slow-Moving Shocks Grid Orientation Effects Grid-Aligned Shocks Magnetohydrodynamics The MHD Equations One-Dimensional MHD Solving the Riemann Problem Nonstrict Hyperbolicity Stiffness The Divergence of B Riemann Problems in Multi-dimensional MHD Staggered Grids The 8-Wave Riemann Solver Relativistic Hydrodynamics Conservation Laws in Spacetime The Continuity Equation The 4-Momentum of a Particle The Stress-Energy Tensor Finite Volume Methods Multi-dimensional Relativistic Flow Gravitation and General Relativity References
Zdeněk Kopal: Numerical Analyst
NASA Astrophysics Data System (ADS)
Křížek, M.
2015-07-01
We give a brief overview of Zdeněk Kopal's life, his activities in the Czech Astronomical Society, his collaboration with Vladimír Vand, and his studies at Charles University, Cambridge, Harvard, and MIT. Then we survey Kopal's professional life. He published 26 monographs and 20 conference proceedings. We will concentrate on Kopal's extensive monograph Numerical Analysis (1955, 1961) that is widely accepted to be the first comprehensive textbook on numerical methods. It describes, for instance, methods for polynomial interpolation, numerical differentiation and integration, numerical solution of ordinary differential equations with initial or boundary conditions, and numerical solution of integral and integro-differential equations. Special emphasis will be laid on error analysis. Kopal himself applied numerical methods to celestial mechanics, in particular to the N-body problem. He also used Fourier analysis to investigate light curves of close binaries to discover their properties. This is, in fact, a problem from mathematical analysis.
NASA Astrophysics Data System (ADS)
Singh, Harendra
2018-04-01
The key purpose of this article is to introduce an efficient computational method for the approximate solution of the homogeneous as well as non-homogeneous nonlinear Lane-Emden type equations. Using proposed computational method given nonlinear equation is converted into a set of nonlinear algebraic equations whose solution gives the approximate solution to the Lane-Emden type equation. Various nonlinear cases of Lane-Emden type equations like standard Lane-Emden equation, the isothermal gas spheres equation and white-dwarf equation are discussed. Results are compared with some well-known numerical methods and it is observed that our results are more accurate.
Consistent three-equation model for thin films
NASA Astrophysics Data System (ADS)
Richard, Gael; Gisclon, Marguerite; Ruyer-Quil, Christian; Vila, Jean-Paul
2017-11-01
Numerical simulations of thin films of newtonian fluids down an inclined plane use reduced models for computational cost reasons. These models are usually derived by averaging over the fluid depth the physical equations of fluid mechanics with an asymptotic method in the long-wave limit. Two-equation models are based on the mass conservation equation and either on the momentum balance equation or on the work-energy theorem. We show that there is no two-equation model that is both consistent and theoretically coherent and that a third variable and a three-equation model are required to solve all theoretical contradictions. The linear and nonlinear properties of two and three-equation models are tested on various practical problems. We present a new consistent three-equation model with a simple mathematical structure which allows an easy and reliable numerical resolution. The numerical calculations agree fairly well with experimental measurements or with direct numerical resolutions for neutral stability curves, speed of kinematic waves and of solitary waves and depth profiles of wavy films. The model can also predict the flow reversal at the first capillary trough ahead of the main wave hump.
NASA Astrophysics Data System (ADS)
Lee, Gibbeum; Cho, Yeunwoo
2018-01-01
A new semi-analytical approach is presented to solving the matrix eigenvalue problem or the integral equation in Karhunen-Loeve (K-L) representation of random data such as irregular ocean waves. Instead of direct numerical approach to this matrix eigenvalue problem, which may suffer from the computational inaccuracy for big data, a pair of integral and differential equations are considered, which are related to the so-called prolate spheroidal wave functions (PSWF). First, the PSWF is expressed as a summation of a small number of the analytical Legendre functions. After substituting them into the PSWF differential equation, a much smaller size matrix eigenvalue problem is obtained than the direct numerical K-L matrix eigenvalue problem. By solving this with a minimal numerical effort, the PSWF and the associated eigenvalue of the PSWF differential equation are obtained. Then, the eigenvalue of the PSWF integral equation is analytically expressed by the functional values of the PSWF and the eigenvalues obtained in the PSWF differential equation. Finally, the analytically expressed PSWFs and the eigenvalues in the PWSF integral equation are used to form the kernel matrix in the K-L integral equation for the representation of exemplary wave data such as ordinary irregular waves. It is found that, with the same accuracy, the required memory size of the present method is smaller than that of the direct numerical K-L representation and the computation time of the present method is shorter than that of the semi-analytical method based on the sinusoidal functions.
NASA Astrophysics Data System (ADS)
Salmasi, Mahbod; Potter, Michael
2018-07-01
Maxwell's equations are discretized on a Face-Centered Cubic (FCC) lattice instead of a simple cubic as an alternative to the standard Yee method for improvements in numerical dispersion characteristics and grid isotropy of the method. Explicit update equations and numerical dispersion expressions, and the stability criteria are derived. Also, several tools available to the standard Yee method such as PEC/PMC boundary conditions, absorbing boundary conditions, and scattered field formulation are extended to this method as well. A comparison between the FCC and the Yee formulations is made, showing that the FCC method exhibits better dispersion compared to its Yee counterpart. Simulations are provided to demonstrate both the accuracy and grid isotropy improvement of the method.
NASA Technical Reports Server (NTRS)
Rosenbaum, J. S.
1971-01-01
Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.
NASA Technical Reports Server (NTRS)
Cooke, C. H.
1976-01-01
An iterative method for numerically solving the time independent Navier-Stokes equations for viscous compressible flows is presented. The method is based upon partial application of the Gauss-Seidel principle in block form to the systems of nonlinear algebraic equations which arise in construction of finite element (Galerkin) models approximating solutions of fluid dynamic problems. The C deg-cubic element on triangles is employed for function approximation. Computational results for a free shear flow at Re = 1,000 indicate significant achievement of economy in iterative convergence rate over finite element and finite difference models which employ the customary time dependent equations and asymptotic time marching procedure to steady solution. Numerical results are in excellent agreement with those obtained for the same test problem employing time marching finite element and finite difference solution techniques.
An efficient numerical method for solving the Boltzmann equation in multidimensions
NASA Astrophysics Data System (ADS)
Dimarco, Giacomo; Loubère, Raphaël; Narski, Jacek; Rey, Thomas
2018-01-01
In this paper we deal with the extension of the Fast Kinetic Scheme (FKS) (Dimarco and Loubère, 2013 [26]) originally constructed for solving the BGK equation, to the more challenging case of the Boltzmann equation. The scheme combines a robust and fast method for treating the transport part based on an innovative Lagrangian technique supplemented with conservative fast spectral schemes to treat the collisional operator by means of an operator splitting approach. This approach along with several implementation features related to the parallelization of the algorithm permits to construct an efficient simulation tool which is numerically tested against exact and reference solutions on classical problems arising in rarefied gas dynamic. We present results up to the 3 D × 3 D case for unsteady flows for the Variable Hard Sphere model which may serve as benchmark for future comparisons between different numerical methods for solving the multidimensional Boltzmann equation. For this reason, we also provide for each problem studied details on the computational cost and memory consumption as well as comparisons with the BGK model or the limit model of compressible Euler equations.
Numerical Manifold Method for the Forced Vibration of Thin Plates during Bending
Jun, Ding; Song, Chen; Wei-Bin, Wen; Shao-Ming, Luo; Xia, Huang
2014-01-01
A novel numerical manifold method was derived from the cubic B-spline basis function. The new interpolation function is characterized by high-order coordination at the boundary of a manifold element. The linear elastic-dynamic equation used to solve the bending vibration of thin plates was derived according to the principle of minimum instantaneous potential energy. The method for the initialization of the dynamic equation and its solution process were provided. Moreover, the analysis showed that the calculated stiffness matrix exhibited favorable performance. Numerical results showed that the generalized degrees of freedom were significantly fewer and that the calculation accuracy was higher for the manifold method than for the conventional finite element method. PMID:24883403
Analytical and numerical solution for wave reflection from a porous wave absorber
NASA Astrophysics Data System (ADS)
Magdalena, Ikha; Roque, Marian P.
2018-03-01
In this paper, wave reflection from a porous wave absorber is investigated theoretically and numerically. The equations that we used are based on shallow water type model. Modification of motion inside the absorber is by including linearized friction term in momentum equation and introducing a filtered velocity. Here, an analytical solution for wave reflection coefficient from a porous wave absorber over a flat bottom is derived. Numerically, we solve the equations using the finite volume method on a staggered grid. To validate our numerical model, comparison of the numerical reflection coefficient is made against the analytical solution. Further, we implement our numerical scheme to study the evolution of surface waves pass through a porous absorber over varied bottom topography.
NASA Astrophysics Data System (ADS)
Lai, Wencong; Ogden, Fred L.; Steinke, Robert C.; Talbot, Cary A.
2015-03-01
We have developed a one-dimensional numerical method to simulate infiltration and redistribution in the presence of a shallow dynamic water table. This method builds upon the Green-Ampt infiltration with Redistribution (GAR) model and incorporates features from the Talbot-Ogden (T-O) infiltration and redistribution method in a discretized moisture content domain. The redistribution scheme is more physically meaningful than the capillary weighted redistribution scheme in the T-O method. Groundwater dynamics are considered in this new method instead of hydrostatic groundwater front. It is also computationally more efficient than the T-O method. Motion of water in the vadose zone due to infiltration, redistribution, and interactions with capillary groundwater are described by ordinary differential equations. Numerical solutions to these equations are computationally less expensive than solutions of the highly nonlinear Richards' (1931) partial differential equation. We present results from numerical tests on 11 soil types using multiple rain pulses with different boundary conditions, with and without a shallow water table and compare against the numerical solution of Richards' equation (RE). Results from the new method are in satisfactory agreement with RE solutions in term of ponding time, deponding time, infiltration rate, and cumulative infiltrated depth. The new method, which we call "GARTO" can be used as an alternative to the RE for 1-D coupled surface and groundwater models in general situations with homogeneous soils with dynamic water table. The GARTO method represents a significant advance in simulating groundwater surface water interactions because it very closely matches the RE solution while being computationally efficient, with guaranteed mass conservation, and no stability limitations that can affect RE solvers in the case of a near-surface water table.
A note on a corrector formula for the numerical solution of ordinary differential equations
NASA Technical Reports Server (NTRS)
Chien, Y.-C.; Agrawal, K. M.
1979-01-01
A new corrector formula for predictor-corrector methods for numerical solutions of ordinary differential equations is presented. Two considerations for choosing corrector formulas are given: (1) the coefficient in the error term and (2) its stability properties. The graph of the roots of an equation plotted against its stability region, of different values, is presented along with the tables that correspond to various corrector equations, including Hamming's and Milne and Reynolds'.
A numerical scheme for nonlinear Helmholtz equations with strong nonlinear optical effects.
Xu, Zhengfu; Bao, Gang
2010-11-01
A numerical scheme is presented to solve the nonlinear Helmholtz (NLH) equation modeling second-harmonic generation (SHG) in photonic bandgap material doped with a nonlinear χ((2)) effect and the NLH equation modeling wave propagation in Kerr type gratings with a nonlinear χ((3)) effect in the one-dimensional case. Both of these nonlinear phenomena arise as a result of the combination of high electromagnetic mode density and nonlinear reaction from the medium. When the mode intensity of the incident wave is significantly strong, which makes the nonlinear effect non-negligible, numerical methods based on the linearization of the essentially nonlinear problem will become inadequate. In this work, a robust, stable numerical scheme is designed to simulate the NLH equations with strong nonlinearity.
Simplified method for numerical modeling of fiber lasers.
Shtyrina, O V; Yarutkina, I A; Fedoruk, M P
2014-12-29
A simplified numerical approach to modeling of dissipative dispersion-managed fiber lasers is examined. We present a new numerical iteration algorithm for finding the periodic solutions of the system of nonlinear ordinary differential equations describing the intra-cavity dynamics of the dissipative soliton characteristics in dispersion-managed fiber lasers. We demonstrate that results obtained using simplified model are in good agreement with full numerical modeling based on the corresponding partial differential equations.
NASA Technical Reports Server (NTRS)
Bellmore, C. P.; Reid, R. L.
1980-01-01
Presented herein is a method of including density fluctuations in the equations of turbulent transport. Results of a numerical analysis indicate that the method may be used to predict heat transfer for the case of near-critical para-hydrogen in turbulent upflow inside vertical tubes. Wall temperatures, heat transfer coefficients, and velocities obtained by coupling the equations of turbulent momentum and heat transfer with a perturbed equation of state show good agreement with experiment for inlet reduced pressures of 1.28-5.83.
Preconditioning the Helmholtz Equation for Rigid Ducts
NASA Technical Reports Server (NTRS)
Baumeister, Kenneth J.; Kreider, Kevin L.
1998-01-01
An innovative hyperbolic preconditioning technique is developed for the numerical solution of the Helmholtz equation which governs acoustic propagation in ducts. Two pseudo-time parameters are used to produce an explicit iterative finite difference scheme. This scheme eliminates the large matrix storage requirements normally associated with numerical solutions to the Helmholtz equation. The solution procedure is very fast when compared to other transient and steady methods. Optimization and an error analysis of the preconditioning factors are present. For validation, the method is applied to sound propagation in a 2D semi-infinite hard wall duct.
Numerical and experimental study on the steady cone-jet mode of electro-centrifugal spinning
NASA Astrophysics Data System (ADS)
Hashemi, Ali Reza; Pishevar, Ahmad Reza; Valipouri, Afsaneh; Pǎrǎu, Emilian I.
2018-01-01
This study focuses on a numerical investigation of an initial stable jet through the air-sealed electro-centrifugal spinning process, which is known as a viable method for the mass production of nanofibers. A liquid jet undergoing electric and centrifugal forces, as well as other forces, first travels in a stable trajectory and then goes through an unstable curled path to the collector. In numerical modeling, hydrodynamic equations have been solved using the perturbation method—and the boundary integral method has been implemented to efficiently solve the electric potential equation. Hydrodynamic equations have been coupled with the electric field using stress boundary conditions at the fluid-fluid interface. Perturbation equations were discretized by a second order finite difference method, and the Newton method was implemented to solve the discretized non-linear system. Also, the boundary element method was utilized to solve electrostatic equations. In the theoretical study, the fluid was described as a leaky dielectric with charges only on the surface of the jet traveling in dielectric air. The effect of the electric field induced around the nozzle tip on the jet instability and trajectory deviation was also experimentally studied through plate-plate geometry as well as point-plate geometry. It was numerically found that the centrifugal force prevails on electric force by increasing the rotational speed. Therefore, the alteration of the applied voltage does not significantly affect the jet thinning profile or the jet trajectory.
NASA Astrophysics Data System (ADS)
Blakely, Christopher D.
This dissertation thesis has three main goals: (1) To explore the anatomy of meshless collocation approximation methods that have recently gained attention in the numerical analysis community; (2) Numerically demonstrate why the meshless collocation method should clearly become an attractive alternative to standard finite-element methods due to the simplicity of its implementation and its high-order convergence properties; (3) Propose a meshless collocation method for large scale computational geophysical fluid dynamics models. We provide numerical verification and validation of the meshless collocation scheme applied to the rotational shallow-water equations on the sphere and demonstrate computationally that the proposed model can compete with existing high performance methods for approximating the shallow-water equations such as the SEAM (spectral-element atmospheric model) developed at NCAR. A detailed analysis of the parallel implementation of the model, along with the introduction of parallel algorithmic routines for the high-performance simulation of the model will be given. We analyze the programming and computational aspects of the model using Fortran 90 and the message passing interface (mpi) library along with software and hardware specifications and performance tests. Details from many aspects of the implementation in regards to performance, optimization, and stabilization will be given. In order to verify the mathematical correctness of the algorithms presented and to validate the performance of the meshless collocation shallow-water model, we conclude the thesis with numerical experiments on some standardized test cases for the shallow-water equations on the sphere using the proposed method.
Rashidi, Mohammad M.; Kavyani, Neda; Abelman, Shirley; Uddin, Mohammed J.; Freidoonimehr, Navid
2014-01-01
In this study combined heat and mass transfer by mixed convective flow along a moving vertical flat plate with hydrodynamic slip and thermal convective boundary condition is investigated. Using similarity variables, the governing nonlinear partial differential equations are converted into a system of coupled nonlinear ordinary differential equations. The transformed equations are then solved using a semi-numerical/analytical method called the differential transform method and results are compared with numerical results. Close agreement is found between the present method and the numerical method. Effects of the controlling parameters, including convective heat transfer, magnetic field, buoyancy ratio, hydrodynamic slip, mixed convective, Prandtl number and Schmidt number are investigated on the dimensionless velocity, temperature and concentration profiles. In addition effects of different parameters on the skin friction factor, , local Nusselt number, , and local Sherwood number are shown and explained through tables. PMID:25343360
NASA Astrophysics Data System (ADS)
Mohebbi, Akbar
2018-02-01
In this paper we propose two fast and accurate numerical methods for the solution of multidimensional space fractional Ginzburg-Landau equation (FGLE). In the presented methods, to avoid solving a nonlinear system of algebraic equations and to increase the accuracy and efficiency of method, we split the complex problem into simpler sub-problems using the split-step idea. For a homogeneous FGLE, we propose a method which has fourth-order of accuracy in time component and spectral accuracy in space variable and for nonhomogeneous one, we introduce another scheme based on the Crank-Nicolson approach which has second-order of accuracy in time variable. Due to using the Fourier spectral method for fractional Laplacian operator, the resulting schemes are fully diagonal and easy to code. Numerical results are reported in terms of accuracy, computational order and CPU time to demonstrate the accuracy and efficiency of the proposed methods and to compare the results with the analytical solutions. The results show that the present methods are accurate and require low CPU time. It is illustrated that the numerical results are in good agreement with the theoretical ones.
Implicitly solving phase appearance and disappearance problems using two-fluid six-equation model
Zou, Ling; Zhao, Haihua; Zhang, Hongbin
2016-01-25
Phase appearance and disappearance issue presents serious numerical challenges in two-phase flow simulations using the two-fluid six-equation model. Numerical challenges arise from the singular equation system when one phase is absent, as well as from the discontinuity in the solution space when one phase appears or disappears. In this work, a high-resolution spatial discretization scheme on staggered grids and fully implicit methods were applied for the simulation of two-phase flow problems using the two-fluid six-equation model. A Jacobian-free Newton-Krylov (JFNK) method was used to solve the discretized nonlinear problem. An improved numerical treatment was proposed and proved to be effectivemore » to handle the numerical challenges. The treatment scheme is conceptually simple, easy to implement, and does not require explicit truncations on solutions, which is essential to conserve mass and energy. Various types of phase appearance and disappearance problems relevant to thermal-hydraulics analysis have been investigated, including a sedimentation problem, an oscillating manometer problem, a non-condensable gas injection problem, a single-phase flow with heat addition problem and a subcooled flow boiling problem. Successful simulations of these problems demonstrate the capability and robustness of the proposed numerical methods and numerical treatments. As a result, volume fraction of the absent phase can be calculated effectively as zero.« less
A new theoretical basis for numerical simulations of nonlinear acoustic fields
NASA Astrophysics Data System (ADS)
Wójcik, Janusz
2000-07-01
Nonlinear acoustic equations can be considerably simplified. The presented model retains the accuracy of a more complex description of nonlinearity and a uniform description of near and far fields (in contrast to the KZK equation). A method has been presented for obtaining solutions of Kuznetsov's equation from the solutions of the model under consideration. Results of numerical calculations, including comparative ones, are presented.
NASA Astrophysics Data System (ADS)
Castagnède, Bernard; Jenkins, James T.; Sachse, Wolfgang; Baste, Stéphane
1990-03-01
A method is described to optimally determine the elastic constants of anisotropic solids from wave-speeds measurements in arbitrary nonprincipal planes. For such a problem, the characteristic equation is a degree-three polynomial which generally does not factorize. By developing and rearranging this polynomial, a nonlinear system of equations is obtained. The elastic constants are then recovered by minimizing a functional derived from this overdetermined system of equations. Calculations of the functional are given for two specific cases, i.e., the orthorhombic and the hexagonal symmetries. Some numerical results showing the efficiency of the algorithm are presented. A numerical method is also described for the recovery of the orientation of the principal acoustical axes. This problem is solved through a double-iterative numerical scheme. Numerical as well as experimental results are presented for a unidirectional composite material.
Adaptive Osher-type scheme for the Euler equations with highly nonlinear equations of state
NASA Astrophysics Data System (ADS)
Lee, Bok Jik; Toro, Eleuterio F.; Castro, Cristóbal E.; Nikiforakis, Nikolaos
2013-08-01
For the numerical simulation of detonation of condensed phase explosives, a complex equation of state (EOS), such as the Jones-Wilkins-Lee (JWL) EOS or the Cochran-Chan (C-C) EOS, are widely used. However, when a conservative scheme is used for solving the Euler equations with such equations of state, a spurious solution across the contact discontinuity, a well known phenomenon in multi-fluid systems, arises even for single materials. In this work, we develop a generalised Osher-type scheme in an adaptive primitive-conservative framework to overcome the aforementioned difficulties. Resulting numerical solutions are compared with the exact solutions and with the numerical solutions from the Godunov method in conjunction with the exact Riemann solver for the Euler equations with Mie-Grüneisen form of equations of state, such as the JWL and the C-C equations of state. The adaptive scheme is extended to second order and its empirical convergence rates are presented, verifying second order accuracy for smooth solutions. Through a suite of several tests problems in one and two space dimensions we illustrate the failure of conservative schemes and the capability of the methods of this paper to overcome the difficulties.
Dynamic characteristics of a variable-mass flexible missile
NASA Technical Reports Server (NTRS)
Meirovitch, L.; Bankovskis, J.
1970-01-01
The general motion of a variable mass flexible missile with internal flow and aerodynamic forces is considered. The resulting formulation comprises six ordinary differential equations for rigid body motion and three partial differential equations for elastic motion. The simultaneous differential equations are nonlinear and possess time-dependent coefficients. The differential equations are solved by a semi-analytical method leading to a set of purely ordinary differential equations which are then solved numerically. A computer program was developed for the numerical solution and results are presented for a given set of initial conditions.
NASA Technical Reports Server (NTRS)
Brown, James L.; Naughton, Jonathan W.
1999-01-01
A thin film of oil on a surface responds primarily to the wall shear stress generated on that surface by a three-dimensional flow. The oil film is also subject to wall pressure gradients, surface tension effects and gravity. The partial differential equation governing the oil film flow is shown to be related to Burgers' equation. Analytical and numerical methods for solving the thin oil film equation are presented. A direct numerical solver is developed where the wall shear stress variation on the surface is known and which solves for the oil film thickness spatial and time variation on the surface. An inverse numerical solver is also developed where the oil film thickness spatial variation over the surface at two discrete times is known and which solves for the wall shear stress variation over the test surface. A One-Time-Level inverse solver is also demonstrated. The inverse numerical solver provides a mathematically rigorous basis for an improved form of a wall shear stress instrument suitable for application to complex three-dimensional flows. To demonstrate the complexity of flows for which these oil film methods are now suitable, extensive examination is accomplished for these analytical and numerical methods as applied to a thin oil film in the vicinity of a three-dimensional saddle of separation.
NASA Technical Reports Server (NTRS)
Constantinescu, George S.; Lele, S. K.
2001-01-01
Numerical methods for solving the flow equations in cylindrical or spherical coordinates should be able to capture the behavior of the exact solution near the regions where the particular form of the governing equations is singular. In this work we focus on the treatment of these numerical singularities for finite-differences methods by reinterpreting the regularity conditions developed in the context of pseudo-spectral methods. A generally applicable numerical method for treating the singularities present at the polar axis, when nonaxisymmetric flows are solved in cylindrical, coordinates using highly accurate finite differences schemes (e.g., Pade schemes) on non-staggered grids, is presented. Governing equations for the flow at the polar axis are derived using series expansions near r=0. The only information needed to calculate the coefficients in these equations are the values of the flow variables and their radial derivatives at the previous iteration (or time) level. These derivatives, which are multi-valued at the polar axis, are calculated without dropping the accuracy of the numerical method using a mapping of the flow domain from (0,R)*(0,2pi) to (-R,R)*(0,pi), where R is the radius of the computational domain. This allows the radial derivatives to be evaluated using high-order differencing schemes (e.g., compact schemes) at points located on the polar axis. The proposed technique is illustrated by results from simulations of laminar-forced jets and turbulent compressible jets using large eddy simulation (LES) methods. In term of the general robustness of the numerical method and smoothness of the solution close to the polar axis, the present results compare very favorably to similar calculations in which the equations are solved in Cartesian coordinates at the polar axis, or in which the singularity is removed by employing a staggered mesh in the radial direction without a mesh point at r=0, following the method proposed recently by Mohseni and Colonius (1). Extension of the method described here for incompressible flows or for any other set of equations that are solved on a non-staggered mesh in cylindrical or spherical coordinates with finite-differences schemes of various level of accuracy is immediate.
The use of spectral methods in bidomain studies.
Trayanova, N; Pilkington, T
1992-01-01
A Fourier transform method is developed for solving the bidomain coupled differential equations governing the intracellular and extracellular potentials on a finite sheet of cardiac cells undergoing stimulation. The spectral formulation converts the system of differential equations into a "diagonal" system of algebraic equations. Solving the algebraic equations directly and taking the inverse transform of the potentials proved numerically less expensive than solving the coupled differential equations by means of traditional numerical techniques, such as finite differences; the comparison between the computer execution times showed that the Fourier transform method was about 40 times faster than the finite difference method. By application of the Fourier transform method, transmembrane potential distributions in the two-dimensional myocardial slice were calculated. For a tissue characterized by a ratio of the intra- to extracellular conductivities that is different in all principal directions, the transmembrane potential distribution exhibits a rather complicated geometrical pattern. The influence of the different anisotropy ratios, the finite tissue size, and the stimuli configuration on the pattern of membrane polarization is investigated.
An adaptive finite element method for the inequality-constrained Reynolds equation
NASA Astrophysics Data System (ADS)
Gustafsson, Tom; Rajagopal, Kumbakonam R.; Stenberg, Rolf; Videman, Juha
2018-07-01
We present a stabilized finite element method for the numerical solution of cavitation in lubrication, modeled as an inequality-constrained Reynolds equation. The cavitation model is written as a variable coefficient saddle-point problem and approximated by a residual-based stabilized method. Based on our recent results on the classical obstacle problem, we present optimal a priori estimates and derive novel a posteriori error estimators. The method is implemented as a Nitsche-type finite element technique and shown in numerical computations to be superior to the usually applied penalty methods.
A time-accurate finite volume method valid at all flow velocities
NASA Technical Reports Server (NTRS)
Kim, S.-W.
1993-01-01
A finite volume method to solve the Navier-Stokes equations at all flow velocities (e.g., incompressible, subsonic, transonic, supersonic and hypersonic flows) is presented. The numerical method is based on a finite volume method that incorporates a pressure-staggered mesh and an incremental pressure equation for the conservation of mass. Comparison of three generally accepted time-advancing schemes, i.e., Simplified Marker-and-Cell (SMAC), Pressure-Implicit-Splitting of Operators (PISO), and Iterative-Time-Advancing (ITA) scheme, are made by solving a lid-driven polar cavity flow and self-sustained oscillatory flows over circular and square cylinders. Calculated results show that the ITA is the most stable numerically and yields the most accurate results. The SMAC is the most efficient computationally and is as stable as the ITA. It is shown that the PISO is the most weakly convergent and it exhibits an undesirable strong dependence on the time-step size. The degenerated numerical results obtained using the PISO are attributed to its second corrector step that cause the numerical results to deviate further from a divergence free velocity field. The accurate numerical results obtained using the ITA is attributed to its capability to resolve the nonlinearity of the Navier-Stokes equations. The present numerical method that incorporates the ITA is used to solve an unsteady transitional flow over an oscillating airfoil and a chemically reacting flow of hydrogen in a vitiated supersonic airstream. The turbulence fields in these flow cases are described using multiple-time-scale turbulence equations. For the unsteady transitional over an oscillating airfoil, the fluid flow is described using ensemble-averaged Navier-Stokes equations defined on the Lagrangian-Eulerian coordinates. It is shown that the numerical method successfully predicts the large dynamic stall vortex (DSV) and the trailing edge vortex (TEV) that are periodically generated by the oscillating airfoil. The calculated streaklines are in very good comparison with the experimentally obtained smoke picture. The calculated turbulent viscosity contours show that the transition from laminar to turbulent state and the relaminarization occur widely in space as well as in time. The ensemble-averaged velocity profiles are also in good agreement with the measured data and the good comparison indicates that the numerical method as well as the multipletime-scale turbulence equations successfully predict the unsteady transitional turbulence field. The chemical reactions for the hydrogen in the vitiated supersonic airstream are described using 9 chemical species and 48 reaction-steps. Consider that a fast chemistry can not be used to describe the fine details (such as the instability) of chemically reacting flows while a reduced chemical kinetics can not be used confidently due to the uncertainty contained in the reaction mechanisms. However, the use of a detailed finite rate chemistry may make it difficult to obtain a fully converged solution due to the coupling between the large number of flow, turbulence, and chemical equations. The numerical results obtained in the present study are in good agreement with the measured data. The good comparison is attributed to the numerical method that can yield strongly converged results for the reacting flow and to the use of the multiple-time-scale turbulence equations that can accurately describe the mixing of the fuel and the oxidant.
Li, Q; He, Y L; Wang, Y; Tao, W Q
2007-11-01
A coupled double-distribution-function lattice Boltzmann method is developed for the compressible Navier-Stokes equations. Different from existing thermal lattice Boltzmann methods, this method can recover the compressible Navier-Stokes equations with a flexible specific-heat ratio and Prandtl number. In the method, a density distribution function based on a multispeed lattice is used to recover the compressible continuity and momentum equations, while the compressible energy equation is recovered by an energy distribution function. The energy distribution function is then coupled to the density distribution function via the thermal equation of state. In order to obtain an adjustable specific-heat ratio, a constant related to the specific-heat ratio is introduced into the equilibrium energy distribution function. Two different coupled double-distribution-function lattice Boltzmann models are also proposed in the paper. Numerical simulations are performed for the Riemann problem, the double-Mach-reflection problem, and the Couette flow with a range of specific-heat ratios and Prandtl numbers. The numerical results are found to be in excellent agreement with analytical and/or other solutions.
Development of monitoring system of helium leakage from canister
DOE Office of Scientific and Technical Information (OSTI.GOV)
Toriu, D.; Ushijima, S.; Takeda, H.
2013-07-01
This paper presents a computational method for the helium leakage from a canister. The governing equations for compressible fluids consist of mass conservation equation in Eulerian description, momentum equations and energy equation. The numerical procedures are divided into three phases, advection, diffusion and acoustic phases, and the equations of compressible fluids are discretized with a finite volume method. Thus, the mass conservation law is sufficiently satisfied in the calculation region. In particular, our computational method enables us to predict the change of the temperature distributions around the canister boundaries by calculating the governing equations for the compressible gas flows, whichmore » are leaked out from a slight crack on the canister boundary. In order to confirm the validity of our method, it was applied to the basic problem, 2-dimensional natural convection flows in a rectangular cavity. As a result, it was shown that the naturally convected flows can be reasonably simulated by our method. Furthermore, numerical experiments were conducted for the helium leakage from canister and we derived a close relationship between the inner pressure and the boundary temperature distributions.« less
NASA Technical Reports Server (NTRS)
Bernstein, Ira B.; Brookshaw, Leigh; Fox, Peter A.
1992-01-01
The present numerical method for accurate and efficient solution of systems of linear equations proceeds by numerically developing a set of basis solutions characterized by slowly varying dependent variables. The solutions thus obtained are shown to have a computational overhead largely independent of the small size of the scale length which characterizes the solutions; in many cases, the technique obviates series solutions near singular points, and its known sources of error can be easily controlled without a substantial increase in computational time.
NASA Technical Reports Server (NTRS)
Engquist, B. E. (Editor); Osher, S. (Editor); Somerville, R. C. J. (Editor)
1985-01-01
Papers are presented on such topics as the use of semi-Lagrangian advective schemes in meteorological modeling; computation with high-resolution upwind schemes for hyperbolic equations; dynamics of flame propagation in a turbulent field; a modified finite element method for solving the incompressible Navier-Stokes equations; computational fusion magnetohydrodynamics; and a nonoscillatory shock capturing scheme using flux-limited dissipation. Consideration is also given to the use of spectral techniques in numerical weather prediction; numerical methods for the incorporation of mountains in atmospheric models; techniques for the numerical simulation of large-scale eddies in geophysical fluid dynamics; high-resolution TVD schemes using flux limiters; upwind-difference methods for aerodynamic problems governed by the Euler equations; and an MHD model of the earth's magnetosphere.
An implicit semianalytic numerical method for the solution of nonequilibrium chemistry problems
NASA Technical Reports Server (NTRS)
Graves, R. A., Jr.; Gnoffo, P. A.; Boughner, R. E.
1974-01-01
The first order differential equation form systems of equations. They are solved by a simple and relatively accurate implicit semianalytic technique which is derived from a quadrature solution of the governing equation. This method is mathematically simpler than most implicit methods and has the exponential nature of the problem embedded in the solution.
Wang, Jinfeng; Zhao, Meng; Zhang, Min; Liu, Yang; Li, Hong
2014-01-01
We discuss and analyze an H 1-Galerkin mixed finite element (H 1-GMFE) method to look for the numerical solution of time fractional telegraph equation. We introduce an auxiliary variable to reduce the original equation into lower-order coupled equations and then formulate an H 1-GMFE scheme with two important variables. We discretize the Caputo time fractional derivatives using the finite difference methods and approximate the spatial direction by applying the H 1-GMFE method. Based on the discussion on the theoretical error analysis in L 2-norm for the scalar unknown and its gradient in one dimensional case, we obtain the optimal order of convergence in space-time direction. Further, we also derive the optimal error results for the scalar unknown in H 1-norm. Moreover, we derive and analyze the stability of H 1-GMFE scheme and give the results of a priori error estimates in two- or three-dimensional cases. In order to verify our theoretical analysis, we give some results of numerical calculation by using the Matlab procedure. PMID:25184148
Numerical Hydrodynamics in General Relativity.
Font, José A
2000-01-01
The current status of numerical solutions for the equations of ideal general relativistic hydrodynamics is reviewed. Different formulations of the equations are presented, with special mention of conservative and hyperbolic formulations well-adapted to advanced numerical methods. A representative sample of available numerical schemes is discussed and particular emphasis is paid to solution procedures based on schemes exploiting the characteristic structure of the equations through linearized Riemann solvers. A comprehensive summary of relevant astrophysical simulations in strong gravitational fields, including gravitational collapse, accretion onto black holes and evolution of neutron stars, is also presented. Supplementary material is available for this article at 10.12942/lrr-2000-2.
Numerical investigation of sixth order Boussinesq equation
NASA Astrophysics Data System (ADS)
Kolkovska, N.; Vucheva, V.
2017-10-01
We propose a family of conservative finite difference schemes for the Boussinesq equation with sixth order dispersion terms. The schemes are of second order of approximation. The method is conditionally stable with a mild restriction τ = O(h) on the step sizes. Numerical tests are performed for quadratic and cubic nonlinearities. The numerical experiments show second order of convergence of the discrete solution to the exact one.
Recent advances in two-phase flow numerics
DOE Office of Scientific and Technical Information (OSTI.GOV)
Mahaffy, J.H.; Macian, R.
1997-07-01
The authors review three topics in the broad field of numerical methods that may be of interest to individuals modeling two-phase flow in nuclear power plants. The first topic is iterative solution of linear equations created during the solution of finite volume equations. The second is numerical tracking of macroscopic liquid interfaces. The final area surveyed is the use of higher spatial difference techniques.
A Numerical Method for Predicting Rayleigh Surface Wave Velocity in Anisotropic Crystals (Postprint)
2017-09-05
generalized version of the equations are very difficult to derive, even in symbolic math languages such as Mathematica. As a result, the equations are...formalism, Math . Mech. Solids 9 (1) (2004) 5–15. [8] M. Destrade, The explicit secular equation for surface acoustic waves in monoclinic elastic crystals...Q. J. Mech. Appl. Math . 55 (2) (2002) 297–311. [10] D. Taylor, Surface waves in anisotropic media: the secular equation and its numerical solution
The aerodynamics of propellers and rotors using an acoustic formulation in the time domain
NASA Technical Reports Server (NTRS)
Long, L. N.
1983-01-01
The aerodynamics of propellers and rotors is especially complicated because of the highly three-dimensional and compressible nature of the flow field. However, in linearized theory the problem is governed by the wave equation, and a numerically-efficient integral formulation can be derived. This reduces the problem from one in space to one over a surface. Many such formulations exist in the aeroacoustics literature, but these become singular integral equations if one naively tries to use them to predict surface pressures, i.e., for aerodynamics. The present paper illustrates how one must interpret these equations in order to obtain nonambiguous results. After the regularized form of the integral equation is derived, a method for solving it numerically is described. This preliminary computer code uses Legendre-Gaussian quadrature to solve the equation. Numerical results are compared to experimental results for ellipsoids, wings, and rotors, including effects due to lift. Compressibility and the farfield boundary conditions are satisfied automatically using this method.
NASA Astrophysics Data System (ADS)
Reuter, Bryan; Oliver, Todd; Lee, M. K.; Moser, Robert
2017-11-01
We present an algorithm for a Direct Numerical Simulation of the variable-density Navier-Stokes equations based on the velocity-vorticity approach introduced by Kim, Moin, and Moser (1987). In the current work, a Helmholtz decomposition of the momentum is performed. Evolution equations for the curl and the Laplacian of the divergence-free portion are formulated by manipulation of the momentum equations and the curl-free portion is reconstructed by enforcing continuity. The solution is expanded in Fourier bases in the homogeneous directions and B-Spline bases in the inhomogeneous directions. Discrete equations are obtained through a mixed Fourier-Galerkin and collocation weighted residual method. The scheme is designed such that the numerical solution conserves mass locally and globally by ensuring the discrete divergence projection is exact through the use of higher order splines in the inhomogeneous directions. The formulation is tested on multiple variable-density flow problems.
NASA Astrophysics Data System (ADS)
Kanaun, S.; Markov, A.
2017-06-01
An efficient numerical method for solution of static problems of elasticity for an infinite homogeneous medium containing inhomogeneities (cracks and inclusions) is developed. Finite number of heterogeneous inclusions and planar parallel cracks of arbitrary shapes is considered. The problem is reduced to a system of surface integral equations for crack opening vectors and volume integral equations for stress tensors inside the inclusions. For the numerical solution of these equations, a class of Gaussian approximating functions is used. The method based on these functions is mesh free. For such functions, the elements of the matrix of the discretized system are combinations of explicit analytical functions and five standard 1D-integrals that can be tabulated. Thus, the numerical integration is excluded from the construction of the matrix of the discretized problem. For regular node grids, the matrix of the discretized system has Toeplitz's properties, and Fast Fourier Transform technique can be used for calculation matrix-vector products of such matrices.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Dain, Sergio; Ortiz, Omar E.; Facultad de Matematica, Astronomia y Fisica, Universidad Nacional de Cordoba, Ciudad Universitaria
2009-07-15
We present numerical evidences for the validity of the inequality between the total mass and the total angular momentum for multiple axially symmetric (nonstationary) black holes. We use a parabolic heat flow to solve numerically the stationary axially symmetric Einstein equations. As a by-product of our method, we also give numerical evidences that there are no regular solutions of Einstein equations that describe two extreme, axially symmetric black holes in equilibrium.
NASA Astrophysics Data System (ADS)
Wang, Bin; Wu, Xinyuan
2014-11-01
In this paper we consider multi-frequency highly oscillatory second-order differential equations x″ (t) + Mx (t) = f (t , x (t) ,x‧ (t)) where high-frequency oscillations are generated by the linear part Mx (t), and M is positive semi-definite (not necessarily nonsingular). It is known that Filon-type methods are effective approach to numerically solving highly oscillatory problems. Unfortunately, however, existing Filon-type asymptotic methods fail to apply to the highly oscillatory second-order differential equations when M is singular. We study and propose an efficient improvement on the existing Filon-type asymptotic methods, so that the improved Filon-type asymptotic methods can be able to numerically solving this class of multi-frequency highly oscillatory systems with a singular matrix M. The improved Filon-type asymptotic methods are designed by combining Filon-type methods with the asymptotic methods based on the variation-of-constants formula. We also present one efficient and practical improved Filon-type asymptotic method which can be performed at lower cost. Accompanying numerical results show the remarkable efficiency.
A study of numerical methods for hyperbolic conservation laws with stiff source terms
NASA Technical Reports Server (NTRS)
Leveque, R. J.; Yee, H. C.
1988-01-01
The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained.
A Leap-Frog Discontinuous Galerkin Method for the Time-Domain Maxwell's Equations in Metamaterials
DOE Office of Scientific and Technical Information (OSTI.GOV)
Li, J., Waters, J. W., Machorro, E. A.
2012-06-01
Numerical simulation of metamaterials play a very important role in the design of invisibility cloak, and sub-wavelength imaging. In this paper, we propose a leap-frog discontinuous Galerkin method to solve the time-dependent Maxwell’s equations in metamaterials. Conditional stability and error estimates are proved for the scheme. The proposed algorithm is implemented and numerical results supporting the analysis are provided.
Numerical solution of the exact cavity equations of motion for an unstable optical resonator.
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.
Aguayo-Ortiz, A; Mendoza, S; Olvera, D
2018-01-01
In this article we develop a Primitive Variable Recovery Scheme (PVRS) to solve any system of coupled differential conservative equations. This method obtains directly the primitive variables applying the chain rule to the time term of the conservative equations. With this, a traditional finite volume method for the flux is applied in order avoid violation of both, the entropy and "Rankine-Hugoniot" jump conditions. The time evolution is then computed using a forward finite difference scheme. This numerical technique evades the recovery of the primitive vector by solving an algebraic system of equations as it is often used and so, it generalises standard techniques to solve these kind of coupled systems. The article is presented bearing in mind special relativistic hydrodynamic numerical schemes with an added pedagogical view in the appendix section in order to easily comprehend the PVRS. We present the convergence of the method for standard shock-tube problems of special relativistic hydrodynamics and a graphical visualisation of the errors using the fluctuations of the numerical values with respect to exact analytic solutions. The PVRS circumvents the sometimes arduous computation that arises from standard numerical methods techniques, which obtain the desired primitive vector solution through an algebraic polynomial of the charges.
Mendoza, S.; Olvera, D.
2018-01-01
In this article we develop a Primitive Variable Recovery Scheme (PVRS) to solve any system of coupled differential conservative equations. This method obtains directly the primitive variables applying the chain rule to the time term of the conservative equations. With this, a traditional finite volume method for the flux is applied in order avoid violation of both, the entropy and “Rankine-Hugoniot” jump conditions. The time evolution is then computed using a forward finite difference scheme. This numerical technique evades the recovery of the primitive vector by solving an algebraic system of equations as it is often used and so, it generalises standard techniques to solve these kind of coupled systems. The article is presented bearing in mind special relativistic hydrodynamic numerical schemes with an added pedagogical view in the appendix section in order to easily comprehend the PVRS. We present the convergence of the method for standard shock-tube problems of special relativistic hydrodynamics and a graphical visualisation of the errors using the fluctuations of the numerical values with respect to exact analytic solutions. The PVRS circumvents the sometimes arduous computation that arises from standard numerical methods techniques, which obtain the desired primitive vector solution through an algebraic polynomial of the charges. PMID:29659602
Numerical study of a Vlasov equation for systems with interacting particles
DOE Office of Scientific and Technical Information (OSTI.GOV)
Herrera, Dianela; Curilef, Sergio
2015-03-10
We solve numerically the Vlasov equation for the self-gravitating sheet model. We used the method introduced by Cheng and Knorr [Comput Phys 22, 330-351 (1976)]. We discuss the quasi-stationary state for some thermodynamical observables, specifically the kinetic energy, whose trend is depicted for early evolution.
Parallel Algorithm Solves Coupled Differential Equations
NASA Technical Reports Server (NTRS)
Hayashi, A.
1987-01-01
Numerical methods adapted to concurrent processing. Algorithm solves set of coupled partial differential equations by numerical integration. Adapted to run on hypercube computer, algorithm separates problem into smaller problems solved concurrently. Increase in computing speed with concurrent processing over that achievable with conventional sequential processing appreciable, especially for large problems.
Finite elements and finite differences for transonic flow calculations
NASA Technical Reports Server (NTRS)
Hafez, M. M.; Murman, E. M.; Wellford, L. C.
1978-01-01
The paper reviews the chief finite difference and finite element techniques used for numerical solution of nonlinear mixed elliptic-hyperbolic equations governing transonic flow. The forms of the governing equations for unsteady two-dimensional transonic flow considered are the Euler equation, the full potential equation in both conservative and nonconservative form, the transonic small-disturbance equation in both conservative and nonconservative form, and the hodograph equations for the small-disturbance case and the full-potential case. Finite difference methods considered include time-dependent methods, relaxation methods, semidirect methods, and hybrid methods. Finite element methods include finite element Lax-Wendroff schemes, implicit Galerkin method, mixed variational principles, dual iterative procedures, optimal control methods and least squares.
NASA Astrophysics Data System (ADS)
Ge, Liang; Sotiropoulos, Fotis
2007-08-01
A novel numerical method is developed that integrates boundary-conforming grids with a sharp interface, immersed boundary methodology. The method is intended for simulating internal flows containing complex, moving immersed boundaries such as those encountered in several cardiovascular applications. The background domain (e.g. the empty aorta) is discretized efficiently with a curvilinear boundary-fitted mesh while the complex moving immersed boundary (say a prosthetic heart valve) is treated with the sharp-interface, hybrid Cartesian/immersed-boundary approach of Gilmanov and Sotiropoulos [A. Gilmanov, F. Sotiropoulos, A hybrid cartesian/immersed boundary method for simulating flows with 3d, geometrically complex, moving bodies, Journal of Computational Physics 207 (2005) 457-492.]. To facilitate the implementation of this novel modeling paradigm in complex flow simulations, an accurate and efficient numerical method is developed for solving the unsteady, incompressible Navier-Stokes equations in generalized curvilinear coordinates. The method employs a novel, fully-curvilinear staggered grid discretization approach, which does not require either the explicit evaluation of the Christoffel symbols or the discretization of all three momentum equations at cell interfaces as done in previous formulations. The equations are integrated in time using an efficient, second-order accurate fractional step methodology coupled with a Jacobian-free, Newton-Krylov solver for the momentum equations and a GMRES solver enhanced with multigrid as preconditioner for the Poisson equation. Several numerical experiments are carried out on fine computational meshes to demonstrate the accuracy and efficiency of the proposed method for standard benchmark problems as well as for unsteady, pulsatile flow through a curved, pipe bend. To demonstrate the ability of the method to simulate flows with complex, moving immersed boundaries we apply it to calculate pulsatile, physiological flow through a mechanical, bileaflet heart valve mounted in a model straight aorta with an anatomical-like triple sinus.
Large eddy simulation of incompressible turbulent channel flow
NASA Technical Reports Server (NTRS)
Moin, P.; Reynolds, W. C.; Ferziger, J. H.
1978-01-01
The three-dimensional, time-dependent primitive equations of motion were numerically integrated for the case of turbulent channel flow. A partially implicit numerical method was developed. An important feature of this scheme is that the equation of continuity is solved directly. The residual field motions were simulated through an eddy viscosity model, while the large-scale field was obtained directly from the solution of the governing equations. An important portion of the initial velocity field was obtained from the solution of the linearized Navier-Stokes equations. The pseudospectral method was used for numerical differentiation in the horizontal directions, and second-order finite-difference schemes were used in the direction normal to the walls. The large eddy simulation technique is capable of reproducing some of the important features of wall-bounded turbulent flows. The resolvable portions of the root-mean square wall pressure fluctuations, pressure velocity-gradient correlations, and velocity pressure-gradient correlations are documented.
Numerical Modeling of Flow Distribution in Micro-Fluidics Systems
NASA Technical Reports Server (NTRS)
Majumdar, Alok; Cole, Helen; Chen, C. P.
2005-01-01
This paper describes an application of a general purpose computer program, GFSSP (Generalized Fluid System Simulation Program) for calculating flow distribution in a network of micro-channels. GFSSP employs a finite volume formulation of mass and momentum conservation equations in a network consisting of nodes and branches. Mass conservation equation is solved for pressures at the nodes while the momentum conservation equation is solved at the branches to calculate flowrate. The system of equations describing the fluid network is solved by a numerical method that is a combination of the Newton-Raphson and successive substitution methods. The numerical results have been compared with test data and detailed CFD (computational Fluid Dynamics) calculations. The agreement between test data and predictions is satisfactory. The discrepancies between the predictions and test data can be attributed to the frictional correlation which does not include the effect of surface tension or electro-kinetic effect.
Analysis of the discontinuous Galerkin method applied to the European option pricing problem
NASA Astrophysics Data System (ADS)
Hozman, J.
2013-12-01
In this paper we deal with a numerical solution of a one-dimensional Black-Scholes partial differential equation, an important scalar nonstationary linear convection-diffusion-reaction equation describing the pricing of European vanilla options. We present a derivation of the numerical scheme based on the space semidiscretization of the model problem by the discontinuous Galerkin method with nonsymmetric stabilization of diffusion terms and with the interior and boundary penalty. The main attention is paid to the investigation of a priori error estimates for the proposed scheme. The appended numerical experiments illustrate the theoretical results and the potency of the method, consequently.
Eulerian-Lagrangian solution of the convection-dispersion equation in natural coordinates
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.
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.
An explicit mixed numerical method for mesoscale model
NASA Technical Reports Server (NTRS)
Hsu, H.-M.
1981-01-01
A mixed numerical method has been developed for mesoscale models. The technique consists of a forward difference scheme for time tendency terms, an upstream scheme for advective terms, and a central scheme for the other terms in a physical system. It is shown that the mixed method is conditionally stable and highly accurate for approximating the system of either shallow-water equations in one dimension or primitive equations in three dimensions. Since the technique is explicit and two time level, it conserves computer and programming resources.
Reck, Kasper; Thomsen, Erik V; Hansen, Ole
2011-01-31
The scalar wave equation, or Helmholtz equation, describes within a certain approximation the electromagnetic field distribution in a given system. In this paper we show how to solve the Helmholtz equation in complex geometries using conformal mapping and the homotopy perturbation method. The solution of the mapped Helmholtz equation is found by solving an infinite series of Poisson equations using two dimensional Fourier series. The solution is entirely based on analytical expressions and is not mesh dependent. The analytical results are compared to a numerical (finite element method) solution.
NASA Astrophysics Data System (ADS)
Gilchrist, S. A.; Braun, D. C.; Barnes, G.
2016-12-01
Magnetohydrostatic models of the solar atmosphere are often based on idealized analytic solutions because the underlying equations are too difficult to solve in full generality. Numerical approaches, too, are often limited in scope and have tended to focus on the two-dimensional problem. In this article we develop a numerical method for solving the nonlinear magnetohydrostatic equations in three dimensions. Our method is a fixed-point iteration scheme that extends the method of Grad and Rubin ( Proc. 2nd Int. Conf. on Peaceful Uses of Atomic Energy 31, 190, 1958) to include a finite gravity force. We apply the method to a test case to demonstrate the method in general and our implementation in code in particular.
Beyond Euler's Method: Implicit Finite Differences in an Introductory ODE Course
ERIC Educational Resources Information Center
Kull, Trent C.
2011-01-01
A typical introductory course in ordinary differential equations (ODEs) exposes students to exact solution methods. However, many differential equations must be approximated with numerical methods. Textbooks commonly include explicit methods such as Euler's and Improved Euler's. Implicit methods are typically introduced in more advanced courses…
Anderson acceleration and application to the three-temperature energy equations
NASA Astrophysics Data System (ADS)
An, Hengbin; Jia, Xiaowei; Walker, Homer F.
2017-10-01
The Anderson acceleration method is an algorithm for accelerating the convergence of fixed-point iterations, including the Picard method. Anderson acceleration was first proposed in 1965 and, for some years, has been used successfully to accelerate the convergence of self-consistent field iterations in electronic-structure computations. Recently, the method has attracted growing attention in other application areas and among numerical analysts. Compared with a Newton-like method, an advantage of Anderson acceleration is that there is no need to form the Jacobian matrix. Thus the method is easy to implement. In this paper, an Anderson-accelerated Picard method is employed to solve the three-temperature energy equations, which are a type of strong nonlinear radiation-diffusion equations. Two strategies are used to improve the robustness of the Anderson acceleration method. One strategy is to adjust the iterates when necessary to satisfy the physical constraint. Another strategy is to monitor and, if necessary, reduce the matrix condition number of the least-squares problem in the Anderson-acceleration implementation so that numerical stability can be guaranteed. Numerical results show that the Anderson-accelerated Picard method can solve the three-temperature energy equations efficiently. Compared with the Picard method without acceleration, Anderson acceleration can reduce the number of iterations by at least half. A comparison between a Jacobian-free Newton-Krylov method, the Picard method, and the Anderson-accelerated Picard method is conducted in this paper.
NASA Technical Reports Server (NTRS)
Thomas, P. D.
1980-01-01
A computer implemented numerical method for predicting the flow in and about an isolated three dimensional jet exhaust nozzle is summarized. The approach is based on an implicit numerical method to solve the unsteady Navier-Stokes equations in a boundary conforming curvilinear coordinate system. Recent improvements to the original numerical algorithm are summarized. Equations are given for evaluating nozzle thrust and discharge coefficient in terms of computed flowfield data. The final formulation of models that are used to simulate flow turbulence effect is presented. Results are presented from numerical experiments to explore the effect of various quantities on the rate of convergence to steady state and on the final flowfield solution. Detailed flowfield predictions for several two and three dimensional nozzle configurations are presented and compared with wind tunnel experimental data.
Modeling of multi-band drift in nanowires using a full band Monte Carlo simulation
NASA Astrophysics Data System (ADS)
Hathwar, Raghuraj; Saraniti, Marco; Goodnick, Stephen M.
2016-07-01
We report on a new numerical approach for multi-band drift within the context of full band Monte Carlo (FBMC) simulation and apply this to Si and InAs nanowires. The approach is based on the solution of the Krieger and Iafrate (KI) equations [J. B. Krieger and G. J. Iafrate, Phys. Rev. B 33, 5494 (1986)], which gives the probability of carriers undergoing interband transitions subject to an applied electric field. The KI equations are based on the solution of the time-dependent Schrödinger equation, and previous solutions of these equations have used Runge-Kutta (RK) methods to numerically solve the KI equations. This approach made the solution of the KI equations numerically expensive and was therefore only applied to a small part of the Brillouin zone (BZ). Here we discuss an alternate approach to the solution of the KI equations using the Magnus expansion (also known as "exponential perturbation theory"). This method is more accurate than the RK method as the solution lies on the exponential map and shares important qualitative properties with the exact solution such as the preservation of the unitary character of the time evolution operator. The solution of the KI equations is then incorporated through a modified FBMC free-flight drift routine and applied throughout the nanowire BZ. The importance of the multi-band drift model is then demonstrated for the case of Si and InAs nanowires by simulating a uniform field FBMC and analyzing the average carrier energies and carrier populations under high electric fields. Numerical simulations show that the average energy of the carriers under high electric field is significantly higher when multi-band drift is taken into consideration, due to the interband transitions allowing carriers to achieve higher energies.
Xu, Zhenli; Ma, Manman; Liu, Pei
2014-07-01
We propose a modified Poisson-Nernst-Planck (PNP) model to investigate charge transport in electrolytes of inhomogeneous dielectric environment. The model includes the ionic polarization due to the dielectric inhomogeneity and the ion-ion correlation. This is achieved by the self energy of test ions through solving a generalized Debye-Hückel (DH) equation. We develop numerical methods for the system composed of the PNP and DH equations. Particularly, toward the numerical challenge of solving the high-dimensional DH equation, we developed an analytical WKB approximation and a numerical approach based on the selective inversion of sparse matrices. The model and numerical methods are validated by simulating the charge diffusion in electrolytes between two electrodes, for which effects of dielectrics and correlation are investigated by comparing the results with the prediction by the classical PNP theory. We find that, at the length scale of the interface separation comparable to the Bjerrum length, the results of the modified equations are significantly different from the classical PNP predictions mostly due to the dielectric effect. It is also shown that when the ion self energy is in weak or mediate strength, the WKB approximation presents a high accuracy, compared to precise finite-difference results.
An integrated algorithm for hypersonic fluid-thermal-structural numerical simulation
NASA Astrophysics Data System (ADS)
Li, Jia-Wei; Wang, Jiang-Feng
2018-05-01
In this paper, a fluid-structural-thermal integrated method is presented based on finite volume method. A unified integral equations system is developed as the control equations for physical process of aero-heating and structural heat transfer. The whole physical field is discretized by using an up-wind finite volume method. To demonstrate its capability, the numerical simulation of Mach 6.47 flow over stainless steel cylinder shows a good agreement with measured values, and this method dynamically simulates the objective physical processes. Thus, the integrated algorithm proves to be efficient and reliable.
The stability of freak waves with regard to external impact and perturbation of initial data
NASA Astrophysics Data System (ADS)
Smirnova, Anna; Shamin, Roman
2014-05-01
We investigate solutions of the equations, describing freak waves, in perspective of stability with regard to external impact and perturbation of initial data. The modeling of freak waves is based on numerical solution of equations describing a non-stationary potential flow of the ideal fluid with a free surface. We consider the two-dimensional infinitely deep flow. For waves modeling we use the equations in conformal variables. The variant of these equations is offered in [1]. Mathematical correctness of these equations was discussed in [2]. These works establish the uniqueness of solutions, offer the effective numerical solution calculation methods, prove the numerical convergence of these methods. The important aspect of numerical modeling of freak waves is the stability of solutions, describing these waves. In this work we study the questions of stability with regards to external impact and perturbation of initial data. We showed the stability of freak waves numerical model, corresponding to the external impact. We performed series of computational experiments with various freak wave initial data and random external impact. This impact means the power density on free surface. In each experiment examine two waves: the wave that was formed by external impact and without one. In all the experiments we see the stability of equation`s solutions. The random external impact practically does not change the time of freak wave formation and its form. Later our work progresses to the investigation of solution's stability under perturbations of initial data. We take the initial data that provide a freak wave and get the numerical solution. In common we take the numerical solution of equation with perturbation of initial data. The computing experiments showed that the freak waves equations solutions are stable under perturbations of initial data.So we can make a conclusion that freak waves are stable relatively external perturbation and perturbation of initial data both. 1. Zakharov V.E., Dyachenko A.I., Vasilyev O.A. New method for numerical simulation of a nonstationary potential flow of incompressible fluid with a free surface// Eur. J.~Mech. B Fluids. 2002. V. 21. P. 283-291. 2. R.V. Shamin. Dynamics of an Ideal Liquid with a Free Surface in Conformal Variables // Journal of Mathematical Sciences, Vol. 160, No. 5, 2009. P. 537-678. 3. R.V. Shamin, V.E. Zakharov, A.I. Dyachenko. How probability for freak wave formation can be found // THE EUROPEAN PHYSICAL JOURNAL - SPECIAL TOPICS Volume 185, Number 1, 113-124, DOI: 10.1140/epjst/e2010-01242-y
Islam, Md Shafiqul; Khan, Kamruzzaman; Akbar, M Ali; Mastroberardino, Antonio
2014-10-01
The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin-Bona-Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering.
Islam, Md. Shafiqul; Khan, Kamruzzaman; Akbar, M. Ali; Mastroberardino, Antonio
2014-01-01
The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin–Bona–Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering. PMID:26064530
NASA Astrophysics Data System (ADS)
Harmon, Michael; Gamba, Irene M.; Ren, Kui
2016-12-01
This work concerns the numerical solution of a coupled system of self-consistent reaction-drift-diffusion-Poisson equations that describes the macroscopic dynamics of charge transport in photoelectrochemical (PEC) solar cells with reactive semiconductor and electrolyte interfaces. We present three numerical algorithms, mainly based on a mixed finite element and a local discontinuous Galerkin method for spatial discretization, with carefully chosen numerical fluxes, and implicit-explicit time stepping techniques, for solving the time-dependent nonlinear systems of partial differential equations. We perform computational simulations under various model parameters to demonstrate the performance of the proposed numerical algorithms as well as the impact of these parameters on the solution to the model.
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.
Direct numerical simulations of fluid flow, heat transfer and phase changes
NASA Technical Reports Server (NTRS)
Juric, D.; Tryggvason, G.; Han, J.
1997-01-01
Direct numerical simulations of fluid flow, heat transfer, and phase changes are presented. The simulations are made possible by a recently developed finite difference/front tracking method based on the one-field formulation of the governing equations where a single set of conservation equations is written for all the phases involved. The conservation equations are solved on a fixed rectangular grid, but the phase boundaries are kept sharp by tracking them explicitly by a moving grid of lower dimension. The method is discussed and applications to boiling heat transfer and the solidification of drops colliding with a wall are shown.
Numerical Investigation of Two-Phase Flows With Charged Droplets in Electrostatic Field
NASA Technical Reports Server (NTRS)
Kim, Sang-Wook
1996-01-01
A numerical method to solve two-phase turbulent flows with charged droplets in an electrostatic field is presented. The ensemble-averaged Navier-Stokes equations and the electrostatic potential equation are solved using a finite volume method. The transitional turbulence field is described using multiple-time-scale turbulence equations. The equations of motion of droplets are solved using a Lagrangian particle tracking scheme, and the inter-phase momentum exchange is described by the Particle-In-Cell scheme. The electrostatic force caused by an applied electrical potential is calculated using the electrostatic field obtained by solving a Laplacian equation and the force exerted by charged droplets is calculated using the Coulombic force equation. The method is applied to solve electro-hydrodynamic sprays. The calculated droplet velocity distributions for droplet dispersions occurring in a stagnant surrounding are in good agreement with the measured data. For droplet dispersions occurring in a two-phase flow, the droplet trajectories are influenced by aerodynamic forces, the Coulombic force, and the applied electrostatic potential field.
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.
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.
The instanton method and its numerical implementation in fluid mechanics
NASA Astrophysics Data System (ADS)
Grafke, Tobias; Grauer, Rainer; Schäfer, Tobias
2015-08-01
A precise characterization of structures occurring in turbulent fluid flows at high Reynolds numbers is one of the last open problems of classical physics. In this review we discuss recent developments related to the application of instanton methods to turbulence. Instantons are saddle point configurations of the underlying path integrals. They are equivalent to minimizers of the related Freidlin-Wentzell action and known to be able to characterize rare events in such systems. While there is an impressive body of work concerning their analytical description, this review focuses on the question on how to compute these minimizers numerically. In a short introduction we present the relevant mathematical and physical background before we discuss the stochastic Burgers equation in detail. We present algorithms to compute instantons numerically by an efficient solution of the corresponding Euler-Lagrange equations. A second focus is the discussion of a recently developed numerical filtering technique that allows to extract instantons from direct numerical simulations. In the following we present modifications of the algorithms to make them efficient when applied to two- or three-dimensional (2D or 3D) fluid dynamical problems. We illustrate these ideas using the 2D Burgers equation and the 3D Navier-Stokes equations.
An exact solution for the solidification of a liquid slab of binary mixture
NASA Technical Reports Server (NTRS)
Antar, B. N.; Collins, F. G.; Aumalia, A. E.
1986-01-01
The time dependent temperature and concentration profiles of a one dimensional finite slab of a binary liquid alloy is investigated during solidification. The governing equations are reduced to a set of coupled, nonlinear initial value problems using the method outlined by Meyer. Two methods will be used to solve these equations. The first method uses a Runge-Kutta-Fehlberg integrator to solve the equations numerically. The second method comprises of finding closed form solutions of the equations.
NASA Technical Reports Server (NTRS)
Handschuh, Robert F.
1987-01-01
An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that were more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.
Numerical simulations of incompressible laminar flows using viscous-inviscid interaction procedures
NASA Astrophysics Data System (ADS)
Shatalov, Alexander V.
The present method is based on Helmholtz velocity decomposition where velocity is written as a sum of irrotational (gradient of a potential) and rotational (correction due to vorticity) components. Substitution of the velocity decomposition into the continuity equation yields an equation for the potential, while substitution into the momentum equations yields equations for the velocity corrections. A continuation approach is used to relate the pressure to the gradient of the potential through a modified Bernoulli's law, which allows the elimination of the pressure variable from the momentum equations. The present work considers steady and unsteady two-dimensional incompressible flows over an infinite cylinder and NACA 0012 airfoil shape. The numerical results are compared against standard methods (stream function-vorticity and SMAC methods) and data available in literature. The results demonstrate that the proposed formulation leads to a good approximation with some possible benefits compared to the available formulations. The method is not restricted to two-dimensional flows and can be used for viscous-inviscid domain decomposition calculations.
exponential finite difference technique for solving partial differential equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Handschuh, R.F.
1987-01-01
An exponential finite difference algorithm, as first presented by Bhattacharya for one-dimensianal steady-state, heat conduction in Cartesian coordinates, has been extended. The finite difference algorithm developed was used to solve the diffusion equation in one-dimensional cylindrical coordinates and applied to two- and three-dimensional problems in Cartesian coordinates. The method was also used to solve nonlinear partial differential equations in one (Burger's equation) and two (Boundary Layer equations) dimensional Cartesian coordinates. Predicted results were compared to exact solutions where available, or to results obtained by other numerical methods. It was found that the exponential finite difference method produced results that weremore » more accurate than those obtained by other numerical methods, especially during the initial transient portion of the solution. Other applications made using the exponential finite difference technique included unsteady one-dimensional heat transfer with temperature varying thermal conductivity and the development of the temperature field in a laminar Couette flow.« less
NASA Technical Reports Server (NTRS)
Oliger, Joseph
1997-01-01
Topics considered include: high-performance computing; cognitive and perceptual prostheses (computational aids designed to leverage human abilities); autonomous systems. Also included: development of a 3D unstructured grid code based on a finite volume formulation and applied to the Navier-stokes equations; Cartesian grid methods for complex geometry; multigrid methods for solving elliptic problems on unstructured grids; algebraic non-overlapping domain decomposition methods for compressible fluid flow problems on unstructured meshes; numerical methods for the compressible navier-stokes equations with application to aerodynamic flows; research in aerodynamic shape optimization; S-HARP: a parallel dynamic spectral partitioner; numerical schemes for the Hamilton-Jacobi and level set equations on triangulated domains; application of high-order shock capturing schemes to direct simulation of turbulence; multicast technology; network testbeds; supercomputer consolidation project.
High performance computation of radiative transfer equation using the finite element method
NASA Astrophysics Data System (ADS)
Badri, M. A.; Jolivet, P.; Rousseau, B.; Favennec, Y.
2018-05-01
This article deals with an efficient strategy for numerically simulating radiative transfer phenomena using distributed computing. The finite element method alongside the discrete ordinate method is used for spatio-angular discretization of the monochromatic steady-state radiative transfer equation in an anisotropically scattering media. Two very different methods of parallelization, angular and spatial decomposition methods, are presented. To do so, the finite element method is used in a vectorial way. A detailed comparison of scalability, performance, and efficiency on thousands of processors is established for two- and three-dimensional heterogeneous test cases. Timings show that both algorithms scale well when using proper preconditioners. It is also observed that our angular decomposition scheme outperforms our domain decomposition method. Overall, we perform numerical simulations at scales that were previously unattainable by standard radiative transfer equation solvers.
An efficient numerical scheme for the study of equal width equation
NASA Astrophysics Data System (ADS)
Ghafoor, Abdul; Haq, Sirajul
2018-06-01
In this work a new numerical scheme is proposed in which Haar wavelet method is coupled with finite difference scheme for the solution of a nonlinear partial differential equation. The scheme transforms the partial differential equation to a system of algebraic equations which can be solved easily. The technique is applied to equal width equation in order to study the behaviour of one, two, three solitary waves, undular bore and soliton collision. For efficiency and accuracy of the scheme, L2 and L∞ norms and invariants are computed. The results obtained are compared with already existing results in literature.
Advanced Numerical Methods for Computing Statistical Quantities of Interest from Solutions of SPDES
2012-01-19
and related optimization problems; developing numerical methods for option pricing problems in the presence of random arbitrage return. 1. Novel...equations (BSDEs) are connected to nonlinear partial differen- tial equations and non-linear semigroups, to the theory of hedging and pricing of contingent...the presence of random arbitrage return [3] We consider option pricing problems when we relax the condition of no arbitrage in the Black- Scholes
NASA Technical Reports Server (NTRS)
Fay, John F.
1990-01-01
A calculation is made of the stability of various relaxation schemes for the numerical solution of partial differential equations. A multigrid acceleration method is introduced, and its effects on stability are explored. A detailed stability analysis of a simple case is carried out and verified by numerical experiment. It is shown that the use of multigrids can speed convergence by several orders of magnitude without adversely affecting stability.
Hierarchical Boltzmann simulations and model error estimation
NASA Astrophysics Data System (ADS)
Torrilhon, Manuel; Sarna, Neeraj
2017-08-01
A hierarchical simulation approach for Boltzmann's equation should provide a single numerical framework in which a coarse representation can be used to compute gas flows as accurately and efficiently as in computational fluid dynamics, but a subsequent refinement allows to successively improve the result to the complete Boltzmann result. We use Hermite discretization, or moment equations, for the steady linearized Boltzmann equation for a proof-of-concept of such a framework. All representations of the hierarchy are rotationally invariant and the numerical method is formulated on fully unstructured triangular and quadrilateral meshes using a implicit discontinuous Galerkin formulation. We demonstrate the performance of the numerical method on model problems which in particular highlights the relevance of stability of boundary conditions on curved domains. The hierarchical nature of the method allows also to provide model error estimates by comparing subsequent representations. We present various model errors for a flow through a curved channel with obstacles.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Chen, Chuchu, E-mail: chenchuchu@lsec.cc.ac.cn; Hong, Jialin, E-mail: hjl@lsec.cc.ac.cn; Zhang, Liying, E-mail: lyzhang@lsec.cc.ac.cn
Stochastic Maxwell equations with additive noise are a system of stochastic Hamiltonian partial differential equations intrinsically, possessing the stochastic multi-symplectic conservation law. It is shown that the averaged energy increases linearly with respect to the evolution of time and the flow of stochastic Maxwell equations with additive noise preserves the divergence in the sense of expectation. Moreover, we propose three novel stochastic multi-symplectic methods to discretize stochastic Maxwell equations in order to investigate the preservation of these properties numerically. We make theoretical discussions and comparisons on all of the three methods to observe that all of them preserve the correspondingmore » discrete version of the averaged divergence. Meanwhile, we obtain the corresponding dissipative property of the discrete averaged energy satisfied by each method. Especially, the evolution rates of the averaged energies for all of the three methods are derived which are in accordance with the continuous case. Numerical experiments are performed to verify our theoretical results.« less
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.
NASA Astrophysics Data System (ADS)
Divakov, D.; Sevastianov, L.; Nikolaev, N.
2017-01-01
The paper deals with a numerical solution of the problem of waveguide propagation of polarized light in smoothly-irregular transition between closed regular waveguides using the incomplete Galerkin method. This method consists in replacement of variables in the problem of reduction of the Helmholtz equation to the system of differential equations by the Kantorovich method and in formulation of the boundary conditions for the resulting system. The formulation of the boundary problem for the ODE system is realized in computer algebra system Maple. The stated boundary problem is solved using Maples libraries of numerical methods.
Numerical study of radiometric forces via the direct solution of the Boltzmann kinetic equation
NASA Astrophysics Data System (ADS)
Anikin, Yu. A.
2011-07-01
The two-dimensional rarefied gas motion in a Crookes radiometer and the resulting radiometric forces are studied by numerically solving the Boltzmann kinetic equation. The collision integral is directly evaluated using a projection method, and second-order accurate TVD schemes are used to solve the advection equation. The radiometric forces are found as functions of the Knudsen number and the temperatures, and their spatial distribution is analyzed.
Einstein gravity with torsion induced by the scalar field
NASA Astrophysics Data System (ADS)
Özçelik, H. T.; Kaya, R.; Hortaçsu, M.
2018-06-01
We couple a conformal scalar field in (2+1) dimensions to Einstein gravity with torsion. The field equations are obtained by a variational principle. We could not solve the Einstein and Cartan equations analytically. These equations are solved numerically with 4th order Runge-Kutta method. From the numerical solution, we make an ansatz for the rotation parameter in the proposed metric, which gives an analytical solution for the scalar field for asymptotic regions.
3D numerical simulation of transient processes in hydraulic turbines
NASA Astrophysics Data System (ADS)
Cherny, S.; Chirkov, D.; Bannikov, D.; Lapin, V.; Skorospelov, V.; Eshkunova, I.; Avdushenko, A.
2010-08-01
An approach for numerical simulation of 3D hydraulic turbine flows in transient operating regimes is presented. The method is based on a coupled solution of incompressible RANS equations, runner rotation equation, and water hammer equations. The issue of setting appropriate boundary conditions is considered in detail. As an illustration, the simulation results for runaway process are presented. The evolution of vortex structure and its effect on computed runaway traces are analyzed.
Sensitivity Analysis of Hydraulic Head to Locations of Model Boundaries
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
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
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.
NASA Technical Reports Server (NTRS)
Reese, O. W.
1972-01-01
The numerical calculation is described of the steady-state flow of electrons in an axisymmetric, spherical, electrostatic collector for a range of boundary conditions. The trajectory equations of motion are solved alternately with Poisson's equation for the potential field until convergence is achieved. A direct (noniterative) numerical technique is used to obtain the solution to Poisson's equation. Space charge effects are included for initial current densities as large as 100 A/sq cm. Ways of dealing successfully with the difficulties associated with these high densities are discussed. A description of the mathematical model, a discussion of numerical techniques, results from two typical runs, and the FORTRAN computer program are included.
Implicit level set algorithms for modelling hydraulic fracture propagation.
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
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
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.
An improved conjugate gradient scheme to the solution of least squares SVM.
Chu, Wei; Ong, Chong Jin; Keerthi, S Sathiya
2005-03-01
The least square support vector machines (LS-SVM) formulation corresponds to the solution of a linear system of equations. Several approaches to its numerical solutions have been proposed in the literature. In this letter, we propose an improved method to the numerical solution of LS-SVM and show that the problem can be solved using one reduced system of linear equations. Compared with the existing algorithm for LS-SVM, the approach used in this letter is about twice as efficient. Numerical results using the proposed method are provided for comparisons with other existing algorithms.
Simulating propagation of coherent light in random media using the Fredholm type integral equation
NASA Astrophysics Data System (ADS)
Kraszewski, Maciej; Pluciński, Jerzy
2017-06-01
Studying propagation of light in random scattering materials is important for both basic and applied research. Such studies often require usage of numerical method for simulating behavior of light beams in random media. However, if such simulations require consideration of coherence properties of light, they may become a complex numerical problems. There are well established methods for simulating multiple scattering of light (e.g. Radiative Transfer Theory and Monte Carlo methods) but they do not treat coherence properties of light directly. Some variations of these methods allows to predict behavior of coherent light but only for an averaged realization of the scattering medium. This limits their application in studying many physical phenomena connected to a specific distribution of scattering particles (e.g. laser speckle). In general, numerical simulation of coherent light propagation in a specific realization of random medium is a time- and memory-consuming problem. The goal of the presented research was to develop new efficient method for solving this problem. The method, presented in our earlier works, is based on solving the Fredholm type integral equation, which describes multiple light scattering process. This equation can be discretized and solved numerically using various algorithms e.g. by direct solving the corresponding linear equations system, as well as by using iterative or Monte Carlo solvers. Here we present recent development of this method including its comparison with well-known analytical results and a finite-difference type simulations. We also present extension of the method for problems of multiple scattering of a polarized light on large spherical particles that joins presented mathematical formalism with Mie theory.
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.
Motsa, S. S.; Magagula, V. M.; Sibanda, P.
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252
Motsa, S S; Magagula, V M; Sibanda, P
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.
NASA Astrophysics Data System (ADS)
Crochet, M. W.; Gonthier, K. A.
2013-12-01
Systems of hyperbolic partial differential equations are frequently used to model the flow of multiphase mixtures. These equations often contain sources, referred to as nozzling terms, that cannot be posed in divergence form, and have proven to be particularly challenging in the development of finite-volume methods. Upwind schemes have recently shown promise in properly resolving the steady wave solution of the associated multiphase Riemann problem. However, these methods require a full characteristic decomposition of the system eigenstructure, which may be either unavailable or computationally expensive. Central schemes, such as the Kurganov-Tadmor (KT) family of methods, require minimal characteristic information, which makes them easily applicable to systems with an arbitrary number of phases. However, the proper implementation of nozzling terms in these schemes has been mathematically ambiguous. The primary objectives of this work are twofold: first, an extension of the KT family of schemes is proposed that formally accounts for the nonconservative nozzling sources. This modification results in a semidiscrete form that retains the simplicity of its predecessor and introduces little additional computational expense. Second, this modified method is applied to multiple, but equivalent, forms of the multiphase equations to perform a numerical study by solving several one-dimensional test problems. Both ideal and Mie-Grüneisen equations of state are used, with the results compared to an analytical solution. This study demonstrates that the magnitudes of the resulting numerical errors are sensitive to the form of the equations considered, and suggests an optimal form to minimize these errors. Finally, a separate modification of the wave propagation speeds used in the KT family is also suggested that can reduce the extent of numerical diffusion in multiphase flows.
Integral equation methods for vesicle electrohydrodynamics in three dimensions
NASA Astrophysics Data System (ADS)
Veerapaneni, Shravan
2016-12-01
In this paper, we develop a new boundary integral equation formulation that describes the coupled electro- and hydro-dynamics of a vesicle suspended in a viscous fluid and subjected to external flow and electric fields. The dynamics of the vesicle are characterized by a competition between the elastic, electric and viscous forces on its membrane. The classical Taylor-Melcher leaky-dielectric model is employed for the electric response of the vesicle and the Helfrich energy model combined with local inextensibility is employed for its elastic response. The coupled governing equations for the vesicle position and its transmembrane electric potential are solved using a numerical method that is spectrally accurate in space and first-order in time. The method uses a semi-implicit time-stepping scheme to overcome the numerical stiffness associated with the governing equations.
An efficient shooting algorithm for Evans function calculations in large systems
NASA Astrophysics Data System (ADS)
Humpherys, Jeffrey; Zumbrun, Kevin
2006-08-01
In Evans function computations of the spectra of asymptotically constant-coefficient linear operators, a basic issue is the efficient and numerically stable computation of subspaces evolving according to the associated eigenvalue ODE. For small systems, a fast, shooting algorithm may be obtained by representing subspaces as single exterior products [J.C. Alexander, R. Sachs, Linear instability of solitary waves of a Boussinesq-type equation: A computer assisted computation, Nonlinear World 2 (4) (1995) 471-507; L.Q. Brin, Numerical testing of the stability of viscous shock waves, Ph.D. Thesis, Indiana University, Bloomington, 1998; L.Q. Brin, Numerical testing of the stability of viscous shock waves, Math. Comp. 70 (235) (2001) 1071-1088; L.Q. Brin, K. Zumbrun, Analytically varying eigenvectors and the stability of viscous shock waves, in: Seventh Workshop on Partial Differential Equations, Part I, 2001, Rio de Janeiro, Mat. Contemp. 22 (2002) 19-32; T.J. Bridges, G. Derks, G. Gottwald, Stability and instability of solitary waves of the fifth-order KdV equation: A numerical framework, Physica D 172 (1-4) (2002) 190-216]. For large systems, however, the dimension of the exterior-product space quickly becomes prohibitive, growing as (n/k), where n is the dimension of the system written as a first-order ODE and k (typically ˜n/2) is the dimension of the subspace. We resolve this difficulty by the introduction of a simple polar coordinate algorithm representing “pure” (monomial) products as scalar multiples of orthonormal bases, for which the angular equation is a numerically optimized version of the continuous orthogonalization method of Drury-Davey [A. Davey, An automatic orthonormalization method for solving stiff boundary value problems, J. Comput. Phys. 51 (2) (1983) 343-356; L.O. Drury, Numerical solution of Orr-Sommerfeld-type equations, J. Comput. Phys. 37 (1) (1980) 133-139] and the radial equation is evaluable by quadrature. Notably, the polar-coordinate method preserves the important property of analyticity with respect to parameters.
Rashidi, Mohammad M; Kavyani, Neda; Abelman, Shirley; Uddin, Mohammed J; Freidoonimehr, Navid
2014-01-01
In this study combined heat and mass transfer by mixed convective flow along a moving vertical flat plate with hydrodynamic slip and thermal convective boundary condition is investigated. Using similarity variables, the governing nonlinear partial differential equations are converted into a system of coupled nonlinear ordinary differential equations. The transformed equations are then solved using a semi-numerical/analytical method called the differential transform method and results are compared with numerical results. Close agreement is found between the present method and the numerical method. Effects of the controlling parameters, including convective heat transfer, magnetic field, buoyancy ratio, hydrodynamic slip, mixed convective, Prandtl number and Schmidt number are investigated on the dimensionless velocity, temperature and concentration profiles. In addition effects of different parameters on the skin friction factor, [Formula: see text], local Nusselt number, [Formula: see text], and local Sherwood number [Formula: see text] are shown and explained through tables.
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
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
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.
Complete Numerical Solution of the Diffusion Equation of Random Genetic Drift
Zhao, Lei; Yue, Xingye; Waxman, David
2013-01-01
A numerical method is presented to solve the diffusion equation for the random genetic drift that occurs at a single unlinked locus with two alleles. The method was designed to conserve probability, and the resulting numerical solution represents a probability distribution whose total probability is unity. We describe solutions of the diffusion equation whose total probability is unity as complete. Thus the numerical method introduced in this work produces complete solutions, and such solutions have the property that whenever fixation and loss can occur, they are automatically included within the solution. This feature demonstrates that the diffusion approximation can describe not only internal allele frequencies, but also the boundary frequencies zero and one. The numerical approach presented here constitutes a single inclusive framework from which to perform calculations for random genetic drift. It has a straightforward implementation, allowing it to be applied to a wide variety of problems, including those with time-dependent parameters, such as changing population sizes. As tests and illustrations of the numerical method, it is used to determine: (i) the probability density and time-dependent probability of fixation for a neutral locus in a population of constant size; (ii) the probability of fixation in the presence of selection; and (iii) the probability of fixation in the presence of selection and demographic change, the latter in the form of a changing population size. PMID:23749318
Hybridized Multiscale Discontinuous Galerkin Methods for Multiphysics
2015-09-14
discontinuous Galerkin method for the numerical solution of the Helmholtz equation , J. Comp. Phys., 290, 318–335, 2015. [14] N.C. NGUYEN, J. PERAIRE...approximations of the Helmholtz equation for a very wide range of wave frequencies. Our approach combines the hybridizable discontinuous Galerkin methodology...local approximation spaces of the hybridizable discontinuous Galerkin methods with precomputed phases which are solutions of the eikonal equation in
Numerical Hydrodynamics in General Relativity.
Font, José A
2003-01-01
The current status of numerical solutions for the equations of ideal general relativistic hydrodynamics is reviewed. With respect to an earlier version of the article, the present update provides additional information on numerical schemes, and extends the discussion of astrophysical simulations in general relativistic hydrodynamics. Different formulations of the equations are presented, with special mention of conservative and hyperbolic formulations well-adapted to advanced numerical methods. A large sample of available numerical schemes is discussed, paying particular attention to solution procedures based on schemes exploiting the characteristic structure of the equations through linearized Riemann solvers. A comprehensive summary of astrophysical simulations in strong gravitational fields is presented. These include gravitational collapse, accretion onto black holes, and hydrodynamical evolutions of neutron stars. The material contained in these sections highlights the numerical challenges of various representative simulations. It also follows, to some extent, the chronological development of the field, concerning advances on the formulation of the gravitational field and hydrodynamic equations and the numerical methodology designed to solve them. Supplementary material is available for this article at 10.12942/lrr-2003-4.
Efficient sensitivity analysis method for chaotic dynamical systems
NASA Astrophysics Data System (ADS)
Liao, Haitao
2016-05-01
The direct differentiation and improved least squares shadowing methods are both developed for accurately and efficiently calculating the sensitivity coefficients of time averaged quantities for chaotic dynamical systems. The key idea is to recast the time averaged integration term in the form of differential equation before applying the sensitivity analysis method. An additional constraint-based equation which forms the augmented equations of motion is proposed to calculate the time averaged integration variable and the sensitivity coefficients are obtained as a result of solving the augmented differential equations. The application of the least squares shadowing formulation to the augmented equations results in an explicit expression for the sensitivity coefficient which is dependent on the final state of the Lagrange multipliers. The LU factorization technique to calculate the Lagrange multipliers leads to a better performance for the convergence problem and the computational expense. Numerical experiments on a set of problems selected from the literature are presented to illustrate the developed methods. The numerical results demonstrate the correctness and effectiveness of the present approaches and some short impulsive sensitivity coefficients are observed by using the direct differentiation sensitivity analysis method.
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.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Le Hardy, D.; Favennec, Y., E-mail: yann.favennec@univ-nantes.fr; Rousseau, B.
The contribution of this paper relies in the development of numerical algorithms for the mathematical treatment of specular reflection on borders when dealing with the numerical solution of radiative transfer problems. The radiative transfer equation being integro-differential, the discrete ordinates method allows to write down a set of semi-discrete equations in which weights are to be calculated. The calculation of these weights is well known to be based on either a quadrature or on angular discretization, making the use of such method straightforward for the state equation. Also, the diffuse contribution of reflection on borders is usually well taken intomore » account. However, the calculation of accurate partition ratio coefficients is much more tricky for the specular condition applied on arbitrary geometrical borders. This paper presents algorithms that calculate analytically partition ratio coefficients needed in numerical treatments. The developed algorithms, combined with a decentered finite element scheme, are validated with the help of comparisons with analytical solutions before being applied on complex geometries.« less
Scilab software as an alternative low-cost computing in solving the linear equations problem
NASA Astrophysics Data System (ADS)
Agus, Fahrul; Haviluddin
2017-02-01
Numerical computation packages are widely used both in teaching and research. These packages consist of license (proprietary) and open source software (non-proprietary). One of the reasons to use the package is a complexity of mathematics function (i.e., linear problems). Also, number of variables in a linear or non-linear function has been increased. The aim of this paper was to reflect on key aspects related to the method, didactics and creative praxis in the teaching of linear equations in higher education. If implemented, it could be contribute to a better learning in mathematics area (i.e., solving simultaneous linear equations) that essential for future engineers. The focus of this study was to introduce an additional numerical computation package of Scilab as an alternative low-cost computing programming. In this paper, Scilab software was proposed some activities that related to the mathematical models. In this experiment, four numerical methods such as Gaussian Elimination, Gauss-Jordan, Inverse Matrix, and Lower-Upper Decomposition (LU) have been implemented. The results of this study showed that a routine or procedure in numerical methods have been created and explored by using Scilab procedures. Then, the routine of numerical method that could be as a teaching material course has exploited.
Application of the Green's function method for 2- and 3-dimensional steady transonic flows
NASA Technical Reports Server (NTRS)
Tseng, K.
1984-01-01
A Time-Domain Green's function method for the nonlinear time-dependent three-dimensional aerodynamic potential equation is presented. The Green's theorem is being used to transform the partial differential equation into an integro-differential-delay equation. Finite-element and finite-difference methods are employed for the spatial and time discretizations to approximate the integral equation by a system of differential-delay equations. Solution may be obtained by solving for this nonlinear simultaneous system of equations in time. This paper discusses the application of the method to the Transonic Small Disturbance Equation and numerical results for lifting and nonlifting airfoils and wings in steady flows are presented.
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.
Calculating corner singularities by boundary integral equations.
Shi, Hualiang; Lu, Ya Yan; Du, Qiang
2017-06-01
Accurate numerical solutions for electromagnetic fields near sharp corners and edges are important for nanophotonics applications that rely on strong near fields to enhance light-matter interactions. For cylindrical structures, the singularity exponents of electromagnetic fields near sharp edges can be solved analytically, but in general the actual fields can only be calculated numerically. In this paper, we use a boundary integral equation method to compute electromagnetic fields near sharp edges, and construct the leading terms in asymptotic expansions based on numerical solutions. Our integral equations are formulated for rescaled unknown functions to avoid unbounded field components, and are discretized with a graded mesh and properly chosen quadrature schemes. The numerically found singularity exponents agree well with the exact values in all the test cases presented here, indicating that the numerical solutions are accurate.
Cheng, R.T.; Casulli, V.; Gartner, J.W.
1993-01-01
A numerical model using a semi-implicit finite-difference method for solving the two-dimensional shallow-water equations is presented. The gradient of the water surface elevation in the momentum equations and the velocity divergence in the continuity equation are finite-differenced implicitly, the remaining terms are finite-differenced explicitly. The convective terms are treated using an Eulerian-Lagrangian method. The combination of the semi-implicit finite-difference solution for the gravity wave propagation, and the Eulerian-Lagrangian treatment of the convective terms renders the numerical model unconditionally stable. When the baroclinic forcing is included, a salt transport equation is coupled to the momentum equations, and the numerical method is subject to a weak stability condition. The method of solution and the properties of the numerical model are given. This numerical model is particularly suitable for applications to coastal plain estuaries and tidal embayments in which tidal currents are dominant, and tidally generated residual currents are important. The model is applied to San Francisco Bay, California where extensive historical tides and current-meter data are available. The model calibration is considered by comparing time-series of the field data and of the model results. Alternatively, and perhaps more meaningfully, the model is calibrated by comparing the harmonic constants of tides and tidal currents derived from field data with those derived from the model. The model is further verified by comparing the model results with an independent data set representing the wet season. The strengths and the weaknesses of the model are assessed based on the results of model calibration and verification. Using the model results, the properties of tides and tidal currents in San Francisco Bay are characterized and discussed. Furthermore, using the numerical model, estimates of San Francisco Bay's volume, surface area, mean water depth, tidal prisms, and tidal excursions at spring and neap tides are computed. Additional applications of the model reveal, qualitatively the spatial distribution of residual variables. ?? 1993 Academic Press. All rights reserved.
NASA Technical Reports Server (NTRS)
Baker, A. J.
1974-01-01
The finite-element method is used to establish a numerical solution algorithm for the Navier-Stokes equations for two-dimensional flows of a viscous compressible fluid. Numerical experiments confirm the advection property for the finite-element equivalent of the nonlinear convection term for both unidirectional and recirculating flowfields. For linear functionals, the algorithm demonstrates good accuracy using coarse discretizations and h squared convergence with discretization refinement.
A mixed finite difference/Galerkin method for three-dimensional Rayleigh-Benard convection
NASA Technical Reports Server (NTRS)
Buell, Jeffrey C.
1988-01-01
A fast and accurate numerical method, for nonlinear conservation equation systems whose solutions are periodic in two of the three spatial dimensions, is presently implemented for the case of Rayleigh-Benard convection between two rigid parallel plates in the parameter region where steady, three-dimensional convection is known to be stable. High-order streamfunctions secure the reduction of the system of five partial differential equations to a system of only three. Numerical experiments are presented which verify both the expected convergence rates and the absolute accuracy of the method.
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.
Experimental Investigation of Hydrodynamic Self-Acting Gas Bearings at High Knudsen Numbers.
1980-07-01
Reynolds equation. Two finite - difference algorithms were used to solve the equation. Numerical results - the predicted load and pitch angle - from the two...that should be used. The majority of the numerical solution are still based on the finite difference approximation of the governing equation. But in... finite difference method. Reddi and Chu [26) also noted that it is very difficult to compare the two techniques on the same level since the solution
Recursive linearization of multibody dynamics equations of motion
NASA Technical Reports Server (NTRS)
Lin, Tsung-Chieh; Yae, K. Harold
1989-01-01
The equations of motion of a multibody system are nonlinear in nature, and thus pose a difficult problem in linear control design. One approach is to have a first-order approximation through the numerical perturbations at a given configuration, and to design a control law based on the linearized model. Here, a linearized model is generated analytically by following the footsteps of the recursive derivation of the equations of motion. The equations of motion are first written in a Newton-Euler form, which is systematic and easy to construct; then, they are transformed into a relative coordinate representation, which is more efficient in computation. A new computational method for linearization is obtained by applying a series of first-order analytical approximations to the recursive kinematic relationships. The method has proved to be computationally more efficient because of its recursive nature. It has also turned out to be more accurate because of the fact that analytical perturbation circumvents numerical differentiation and other associated numerical operations that may accumulate computational error, thus requiring only analytical operations of matrices and vectors. The power of the proposed linearization algorithm is demonstrated, in comparison to a numerical perturbation method, with a two-link manipulator and a seven degrees of freedom robotic manipulator. Its application to control design is also demonstrated.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Lee, Kok Foong; Patterson, Robert I.A.; Wagner, Wolfgang
2015-12-15
Graphical abstract: -- Highlights: •Problems concerning multi-compartment population balance equations are studied. •A class of fragmentation weight transfer functions is presented. •Three stochastic weighted algorithms are compared against the direct simulation algorithm. •The numerical errors of the stochastic solutions are assessed as a function of fragmentation rate. •The algorithms are applied to a multi-dimensional granulation model. -- Abstract: This paper introduces stochastic weighted particle algorithms for the solution of multi-compartment population balance equations. In particular, it presents a class of fragmentation weight transfer functions which are constructed such that the number of computational particles stays constant during fragmentation events. Themore » weight transfer functions are constructed based on systems of weighted computational particles and each of it leads to a stochastic particle algorithm for the numerical treatment of population balance equations. Besides fragmentation, the algorithms also consider physical processes such as coagulation and the exchange of mass with the surroundings. The numerical properties of the algorithms are compared to the direct simulation algorithm and an existing method for the fragmentation of weighted particles. It is found that the new algorithms show better numerical performance over the two existing methods especially for systems with significant amount of large particles and high fragmentation rates.« less
An Entropy-Based Approach to Nonlinear Stability
NASA Technical Reports Server (NTRS)
Merriam, Marshal L.
1989-01-01
Many numerical methods used in computational fluid dynamics (CFD) incorporate an artificial dissipation term to suppress spurious oscillations and control nonlinear instabilities. The same effect can be accomplished by using upwind techniques, sometimes augmented with limiters to form Total Variation Diminishing (TVD) schemes. An analysis based on numerical satisfaction of the second law of thermodynamics allows many such methods to be compared and improved upon. A nonlinear stability proof is given for discrete scalar equations arising from a conservation law. Solutions to such equations are bounded in the L sub 2 norm if the second law of thermodynamics is satisfied in a global sense over a periodic domain. It is conjectured that an analogous statement is true for discrete equations arising from systems of conservation laws. Analysis and numerical experiments suggest that a more restrictive condition, a positive entropy production rate in each cell, is sufficient to exclude unphysical phenomena such as oscillations and expansion shocks. Construction of schemes which satisfy this condition is demonstrated for linear and nonlinear wave equations and for the one-dimensional Euler equations.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Shao, Yan-Lin, E-mail: yanlin.shao@dnvgl.com; Faltinsen, Odd M.
2014-10-01
We propose a new efficient and accurate numerical method based on harmonic polynomials to solve boundary value problems governed by 3D Laplace equation. The computational domain is discretized by overlapping cells. Within each cell, the velocity potential is represented by the linear superposition of a complete set of harmonic polynomials, which are the elementary solutions of Laplace equation. By its definition, the method is named as Harmonic Polynomial Cell (HPC) method. The characteristics of the accuracy and efficiency of the HPC method are demonstrated by studying analytical cases. Comparisons will be made with some other existing boundary element based methods,more » e.g. Quadratic Boundary Element Method (QBEM) and the Fast Multipole Accelerated QBEM (FMA-QBEM) and a fourth order Finite Difference Method (FDM). To demonstrate the applications of the method, it is applied to some studies relevant for marine hydrodynamics. Sloshing in 3D rectangular tanks, a fully-nonlinear numerical wave tank, fully-nonlinear wave focusing on a semi-circular shoal, and the nonlinear wave diffraction of a bottom-mounted cylinder in regular waves are studied. The comparisons with the experimental results and other numerical results are all in satisfactory agreement, indicating that the present HPC method is a promising method in solving potential-flow problems. The underlying procedure of the HPC method could also be useful in other fields than marine hydrodynamics involved with solving Laplace equation.« less
Jabbari, Mohammad Hadi; Sayehbani, Mesbah; Reisinezhad, Arsham
2013-01-01
This paper presents a numerical model based on one-dimensional Beji and Nadaoka's Extended Boussinesq equations for simulation of periodic wave shoaling and its decomposition over morphological beaches. A unique Galerkin finite element and Adams-Bashforth-Moulton predictor-corrector methods are employed for spatial and temporal discretization, respectively. For direct application of linear finite element method in spatial discretization, an auxiliary variable is hereby introduced, and a particular numerical scheme is offered to rewrite the equations in lower-order form. Stability of the suggested numerical method is also analyzed. Subsequently, in order to display the ability of the presented model, four different test cases are considered. In these test cases, dispersive and nonlinearity effects of the periodic waves over sloping beaches and barred beaches, which are the common coastal profiles, are investigated. Outputs are compared with other existing numerical and experimental data. Finally, it is concluded that the current model can be further developed to model any morphological development of coastal profiles. PMID:23853534
DOE Office of Scientific and Technical Information (OSTI.GOV)
Starodumov, Ilya; Kropotin, Nikolai
2016-08-10
We investigate the three-dimensional mathematical model of crystal growth called PFC (Phase Field Crystal) in a hyperbolic modification. This model is also called the modified model PFC (originally PFC model is formulated in parabolic form) and allows to describe both slow and rapid crystallization processes on atomic length scales and on diffusive time scales. Modified PFC model is described by the differential equation in partial derivatives of the sixth order in space and second order in time. The solution of this equation is possible only by numerical methods. Previously, authors created the software package for the solution of the Phasemore » Field Crystal problem, based on the method of isogeometric analysis (IGA) and PetIGA program library. During further investigation it was found that the quality of the solution can strongly depends on the discretization parameters of a numerical method. In this report, we show the features that should be taken into account during constructing the computational grid for the numerical simulation.« less
Least-squares finite element methods for compressible Euler equations
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Carey, G. F.
1990-01-01
A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L-sq-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L-sq method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H1-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.
An implicit numerical scheme for the simulation of internal viscous flows on unstructured grids
NASA Technical Reports Server (NTRS)
Jorgenson, Philip C. E.; Pletcher, Richard H.
1994-01-01
The Navier-Stokes equations are solved numerically for two-dimensional steady viscous laminar flows. The grids are generated based on the method of Delaunay triangulation. A finite-volume approach is used to discretize the conservation law form of the compressible flow equations written in terms of primitive variables. A preconditioning matrix is added to the equations so that low Mach number flows can be solved economically. The equations are time marched using either an implicit Gauss-Seidel iterative procedure or a solver based on a conjugate gradient like method. A four color scheme is employed to vectorize the block Gauss-Seidel relaxation procedure. This increases the memory requirements minimally and decreases the computer time spent solving the resulting system of equations substantially. A factor of 7.6 speed up in the matrix solver is typical for the viscous equations. Numerical results are obtained for inviscid flow over a bump in a channel at subsonic and transonic conditions for validation with structured solvers. Viscous results are computed for developing flow in a channel, a symmetric sudden expansion, periodic tandem cylinders in a cross-flow, and a four-port valve. Comparisons are made with available results obtained by other investigators.
A Fourier collocation time domain method for numerically solving Maxwell's equations
NASA Technical Reports Server (NTRS)
Shebalin, John V.
1991-01-01
A new method for solving Maxwell's equations in the time domain for arbitrary values of permittivity, conductivity, and permeability is presented. Spatial derivatives are found by a Fourier transform method and time integration is performed using a second order, semi-implicit procedure. Electric and magnetic fields are collocated on the same grid points, rather than on interleaved points, as in the Finite Difference Time Domain (FDTD) method. Numerical results are presented for the propagation of a 2-D Transverse Electromagnetic (TEM) mode out of a parallel plate waveguide and into a dielectric and conducting medium.
Benchmark solution for the Spencer-Lewis equation of electron transport theory
DOE Office of Scientific and Technical Information (OSTI.GOV)
Ganapol, B.D.
As integrated circuits become smaller, the shielding of these sensitive components against penetrating electrons becomes extremely critical. Monte Carlo methods have traditionally been the method of choice in shielding evaluations primarily because they can incorporate a wide variety of relevant physical processes. Recently, however, as a result of a more accurate numerical representation of the highly forward peaked scattering process, S/sub n/ methods for one-dimensional problems have been shown to be at least as cost-effective in comparison with Monte Carlo methods. With the development of these deterministic methods for electron transport, a need has arisen to assess the accuracy ofmore » proposed numerical algorithms and to ensure their proper coding. It is the purpose of this presentation to develop a benchmark to the Spencer-Lewis equation describing the transport of energetic electrons in solids. The solution will take advantage of the correspondence between the Spencer-Lewis equation and the transport equation describing one-group time-dependent neutron transport.« less
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.
Wavelet and adaptive methods for time dependent problems and applications in aerosol dynamics
NASA Astrophysics Data System (ADS)
Guo, Qiang
Time dependent partial differential equations (PDEs) are widely used as mathematical models of environmental problems. Aerosols are now clearly identified as an important factor in many environmental aspects of climate and radiative forcing processes, as well as in the health effects of air quality. The mathematical models for the aerosol dynamics with respect to size distribution are nonlinear partial differential and integral equations, which describe processes of condensation, coagulation and deposition. Simulating the general aerosol dynamic equations on time, particle size and space exhibits serious difficulties because the size dimension ranges from a few nanometer to several micrometer while the spatial dimension is usually described with kilometers. Therefore, it is an important and challenging task to develop efficient techniques for solving time dependent dynamic equations. In this thesis, we develop and analyze efficient wavelet and adaptive methods for the time dependent dynamic equations on particle size and further apply them to the spatial aerosol dynamic systems. Wavelet Galerkin method is proposed to solve the aerosol dynamic equations on time and particle size due to the fact that aerosol distribution changes strongly along size direction and the wavelet technique can solve it very efficiently. Daubechies' wavelets are considered in the study due to the fact that they possess useful properties like orthogonality, compact support, exact representation of polynomials to a certain degree. Another problem encountered in the solution of the aerosol dynamic equations results from the hyperbolic form due to the condensation growth term. We propose a new characteristic-based fully adaptive multiresolution numerical scheme for solving the aerosol dynamic equation, which combines the attractive advantages of adaptive multiresolution technique and the characteristics method. On the aspect of theoretical analysis, the global existence and uniqueness of solutions of continuous time wavelet numerical methods for the nonlinear aerosol dynamics are proved by using Schauder's fixed point theorem and the variational technique. Optimal error estimates are derived for both continuous and discrete time wavelet Galerkin schemes. We further derive reliable and efficient a posteriori error estimate which is based on stable multiresolution wavelet bases and an adaptive space-time algorithm for efficient solution of linear parabolic differential equations. The adaptive space refinement strategies based on the locality of corresponding multiresolution processes are proved to converge. At last, we develop efficient numerical methods by combining the wavelet methods proposed in previous parts and the splitting technique to solve the spatial aerosol dynamic equations. Wavelet methods along the particle size direction and the upstream finite difference method along the spatial direction are alternately used in each time interval. Numerical experiments are taken to show the effectiveness of our developed methods.
Fractional calculus in hydrologic modeling: A numerical perspective
Benson, David A.; Meerschaert, Mark M.; Revielle, Jordan
2013-01-01
Fractional derivatives can be viewed either as handy extensions of classical calculus or, more deeply, as mathematical operators defined by natural phenomena. This follows the view that the diffusion equation is defined as the governing equation of a Brownian motion. In this paper, we emphasize that fractional derivatives come from the governing equations of stable Lévy motion, and that fractional integration is the corresponding inverse operator. Fractional integration, and its multi-dimensional extensions derived in this way, are intimately tied to fractional Brownian (and Lévy) motions and noises. By following these general principles, we discuss the Eulerian and Lagrangian numerical solutions to fractional partial differential equations, and Eulerian methods for stochastic integrals. These numerical approximations illuminate the essential nature of the fractional calculus. PMID:23524449
Solution of the Wang Chang-Uhlenbeck equation for molecular hydrogen
NASA Astrophysics Data System (ADS)
Anikin, Yu. A.
2017-06-01
Molecular hydrogen is modeled by numerically solving the Wang Chang-Uhlenbeck equation. The differential scattering cross sections of molecules are calculated using the quantum mechanical scattering theory of rigid rotors. The collision integral is computed by applying a fully conservative projection method. Numerical results for relaxation, heat conduction, and a one-dimensional shock wave are presented.
Robertson, Scott; Leonhardt, Ulf
2014-11-01
Hawking radiation has become experimentally testable thanks to the many analog systems which mimic the effects of the event horizon on wave propagation. These systems are typically dominated by dispersion and give rise to a numerically soluble and stable ordinary differential equation only if the rest-frame dispersion relation Ω^{2}(k) is a polynomial of relatively low degree. Here we present a new method for the calculation of wave scattering in a one-dimensional medium of arbitrary dispersion. It views the wave equation as an integral equation in Fourier space, which can be solved using standard and efficient numerical techniques.
A new flux-conserving numerical scheme for the steady, incompressible Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Scott, James R.
1994-01-01
This paper is concerned with the continued development of a new numerical method, the space-time solution element (STS) method, for solving conservation laws. The present work focuses on the two-dimensional, steady, incompressible Navier-Stokes equations. Using first an integral approach, and then a differential approach, the discrete flux conservation equations presented in a recent paper are rederived. Here a simpler method for determining the flux expressions at cell interfaces is given; a systematic and rigorous derivation of the conditions used to simulate the differential form of the governing conservation law(s) is provided; necessary and sufficient conditions for a discrete approximation to satisfy a conservation law in E2 are derived; and an estimate of the local truncation error is given. A specific scheme is then constructed for the solution of the thin airfoil boundary layer problem. Numerical results are presented which demonstrate the ability of the scheme to accurately resolve the developing boundary layer and wake regions using grids which are much coarser than those employed by other numerical methods. It is shown that ten cells in the cross-stream direction are sufficient to accurately resolve the developing airfoil boundary layer.
NASA Technical Reports Server (NTRS)
Clark, William S.; Hall, Kenneth C.
1994-01-01
A linearized Euler solver for calculating unsteady flows in turbomachinery blade rows due to both incident gusts and blade motion is presented. The model accounts for blade loading, blade geometry, shock motion, and wake motion. Assuming that the unsteadiness in the flow is small relative to the nonlinear mean solution, the unsteady Euler equations can be linearized about the mean flow. This yields a set of linear variable coefficient equations that describe the small amplitude harmonic motion of the fluid. These linear equations are then discretized on a computational grid and solved using standard numerical techniques. For transonic flows, however, one must use a linear discretization which is a conservative linearization of the non-linear discretized Euler equations to ensure that shock impulse loads are accurately captured. Other important features of this analysis include a continuously deforming grid which eliminates extrapolation errors and hence, increases accuracy, and a new numerically exact, nonreflecting far-field boundary condition treatment based on an eigenanalysis of the discretized equations. Computational results are presented which demonstrate the computational accuracy and efficiency of the method and demonstrate the effectiveness of the deforming grid, far-field nonreflecting boundary conditions, and shock capturing techniques. A comparison of the present unsteady flow predictions to other numerical, semi-analytical, and experimental methods shows excellent agreement. In addition, the linearized Euler method presented requires one or two orders-of-magnitude less computational time than traditional time marching techniques making the present method a viable design tool for aeroelastic analyses.
Hypersonic shock structure with Burnett terms in the viscous stress and heat flux
NASA Technical Reports Server (NTRS)
Chapman, Dean R.; Fiscko, Kurt A.
1988-01-01
The continuum Navier-Stokes and Burnett equations are solved for one-dimensional shock structure in various monatomic gases. A new numerical method is employed which utilizes the complete time-dependent continuum equations and obtains the steady-state shock structure by allowing the system to relax from arbitrary initial conditions. Included is discussion of numerical difficulties encountered when solving the Burnett equations. Continuum solutions are compared to those obtained utilizing the Direct Simulation Monte Carlo method. Shock solutions are obtained for a hard sphere gas and for argon from Mach 1.3 to Mach 50. Solutions for a Maxwellian gas are obtained from Mach 1.3 to Mach 3.8. It is shown that the Burnett equations yield shock structure solutions in much closer agreement to both Monte Carlo and experimental results than do the Navier-Stokes equations. Shock density thickness, density asymmetry, and density-temperature separation are all more accurately predicted by the Burnett equations than by the Navier-Stokes equations.
UXO Discrimination in Cases with Overlapping Signatures
2007-03-07
13. APPENDIX B: HFE -BIEM ..........................................................................................................290 - 7...First principals numerical solutions developed were a Hybrid Finite Element – Boundary Integral Equation Method ( HFE -BIEM) body of revolution (BOR...attacks, namely the Method of Auxiliary Sources (MAS) and the Hybrid Finite Element – Boundary Integral Equation Method ( HFE -BIEM). These work
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 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.
Variational Methods in Sensitivity Analysis and Optimization for Aerodynamic Applications
NASA Technical Reports Server (NTRS)
Ibrahim, A. H.; Hou, G. J.-W.; Tiwari, S. N. (Principal Investigator)
1996-01-01
Variational methods (VM) sensitivity analysis, which is the continuous alternative to the discrete sensitivity analysis, is employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The determination of the sensitivity derivatives of the performance index or functional entails the coupled solutions of the state and costate equations. As the stable and converged numerical solution of the costate equations with their boundary conditions are a priori unknown, numerical stability analysis is performed on both the state and costate equations. Thereafter, based on the amplification factors obtained by solving the generalized eigenvalue equations, the stability behavior of the costate equations is discussed and compared with the state (Euler) equations. The stability analysis of the costate equations suggests that the converged and stable solution of the costate equation is possible only if the computational domain of the costate equations is transformed to take into account the reverse flow nature of the costate equations. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.
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.
NASA Astrophysics Data System (ADS)
Dehghan, Mehdi; Mohammadi, Vahid
2017-03-01
As is said in [27], the tumor-growth model is the incorporation of nutrient within the mixture as opposed to being modeled with an auxiliary reaction-diffusion equation. The formulation involves systems of highly nonlinear partial differential equations of surface effects through diffuse-interface models [27]. Simulations of this practical model using numerical methods can be applied for evaluating it. The present paper investigates the solution of the tumor growth model with meshless techniques. Meshless methods are applied based on the collocation technique which employ multiquadrics (MQ) radial basis function (RBFs) and generalized moving least squares (GMLS) procedures. The main advantages of these choices come back to the natural behavior of meshless approaches. As well as, a method based on meshless approach can be applied easily for finding the solution of partial differential equations in high-dimension using any distributions of points on regular and irregular domains. The present paper involves a time-dependent system of partial differential equations that describes four-species tumor growth model. To overcome the time variable, two procedures will be used. One of them is a semi-implicit finite difference method based on Crank-Nicolson scheme and another one is based on explicit Runge-Kutta time integration. The first case gives a linear system of algebraic equations which will be solved at each time-step. The second case will be efficient but conditionally stable. The obtained numerical results are reported to confirm the ability of these techniques for solving the two and three-dimensional tumor-growth equations.
NASA Astrophysics Data System (ADS)
Kudryavtsev, O.; Rodochenko, V.
2018-03-01
We propose a new general numerical method aimed to solve integro-differential equations with variable coefficients. The problem under consideration arises in finance where in the context of pricing barrier options in a wide class of stochastic volatility models with jumps. To handle the effect of the correlation between the price and the variance, we use a suitable substitution for processes. Then we construct a Markov-chain approximation for the variation process on small time intervals and apply a maturity randomization technique. The result is a system of boundary problems for integro-differential equations with constant coefficients on the line in each vertex of the chain. We solve the arising problems using a numerical Wiener-Hopf factorization method. The approximate formulae for the factors are efficiently implemented by means of the Fast Fourier Transform. Finally, we use a recurrent procedure that moves backwards in time on the variance tree. We demonstrate the convergence of the method using Monte-Carlo simulations and compare our results with the results obtained by the Wiener-Hopf method with closed-form expressions of the factors.
The generalized scattering coefficient method for plane wave scattering in layered structures
NASA Astrophysics Data System (ADS)
Liu, Yu; Li, Chao; Wang, Huai-Yu; Zhou, Yun-Song
2017-02-01
The generalized scattering coefficient (GSC) method is pedagogically derived and employed to study the scattering of plane waves in homogeneous and inhomogeneous layered structures. The numerical stabilities and accuracies of this method and other commonly used numerical methods are discussed and compared. For homogeneous layered structures, concise scattering formulas with clear physical interpretations and strong numerical stability are obtained by introducing the GSCs. For inhomogeneous layered structures, three numerical methods are employed: the staircase approximation method, the power series expansion method, and the differential equation based on the GSCs. We investigate the accuracies and convergence behaviors of these methods by comparing their predictions to the exact results. The conclusions are as follows. The staircase approximation method has a slow convergence in spite of its simple and intuitive implementation, and a fine stratification within the inhomogeneous layer is required for obtaining accurate results. The expansion method results are sensitive to the expansion order, and the treatment becomes very complicated for relatively complex configurations, which restricts its applicability. By contrast, the GSC-based differential equation possesses a simple implementation while providing fast and accurate results.
Theoretical and computational analyses of LNG evaporator
NASA Astrophysics Data System (ADS)
Chidambaram, Palani Kumar; Jo, Yang Myung; Kim, Heuy Dong
2017-04-01
Theoretical and numerical analysis on the fluid flow and heat transfer inside a LNG evaporator is conducted in this work. Methane is used instead of LNG as the operating fluid. This is because; methane constitutes over 80% of natural gas. The analytical calculations are performed using simple mass and energy balance equations. The analytical calculations are made to assess the pressure and temperature variations in the steam tube. Multiphase numerical simulations are performed by solving the governing equations (basic flow equations of continuity, momentum and energy equations) in a portion of the evaporator domain consisting of a single steam pipe. The flow equations are solved along with equations of species transport. Multiphase modeling is incorporated using VOF method. Liquid methane is the primary phase. It vaporizes into the secondary phase gaseous methane. Steam is another secondary phase which flows through the heating coils. Turbulence is modeled by a two equation turbulence model. Both the theoretical and numerical predictions are seen to match well with each other. Further parametric studies are planned based on the current research.
Probabilistic numerics and uncertainty in computations
Hennig, Philipp; Osborne, Michael A.; Girolami, Mark
2015-01-01
We deliver a call to arms for probabilistic numerical methods: algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations. PMID:26346321
Probabilistic numerics and uncertainty in computations.
Hennig, Philipp; Osborne, Michael A; Girolami, Mark
2015-07-08
We deliver a call to arms for probabilistic numerical methods : algorithms for numerical tasks, including linear algebra, integration, optimization and solving differential equations, that return uncertainties in their calculations. Such uncertainties, arising from the loss of precision induced by numerical calculation with limited time or hardware, are important for much contemporary science and industry. Within applications such as climate science and astrophysics, the need to make decisions on the basis of computations with large and complex data have led to a renewed focus on the management of numerical uncertainty. We describe how several seminal classic numerical methods can be interpreted naturally as probabilistic inference. We then show that the probabilistic view suggests new algorithms that can flexibly be adapted to suit application specifics, while delivering improved empirical performance. We provide concrete illustrations of the benefits of probabilistic numeric algorithms on real scientific problems from astrometry and astronomical imaging, while highlighting open problems with these new algorithms. Finally, we describe how probabilistic numerical methods provide a coherent framework for identifying the uncertainty in calculations performed with a combination of numerical algorithms (e.g. both numerical optimizers and differential equation solvers), potentially allowing the diagnosis (and control) of error sources in computations.
A solution to neural field equations by a recurrent neural network method
NASA Astrophysics Data System (ADS)
Alharbi, Abir
2012-09-01
Neural field equations (NFE) are used to model the activity of neurons in the brain, it is introduced from a single neuron 'integrate-and-fire model' starting point. The neural continuum is spatially discretized for numerical studies, and the governing equations are modeled as a system of ordinary differential equations. In this article the recurrent neural network approach is used to solve this system of ODEs. This consists of a technique developed by combining the standard numerical method of finite-differences with the Hopfield neural network. The architecture of the net, energy function, updating equations, and algorithms are developed for the NFE model. A Hopfield Neural Network is then designed to minimize the energy function modeling the NFE. Results obtained from the Hopfield-finite-differences net show excellent performance in terms of accuracy and speed. The parallelism nature of the Hopfield approaches may make them easier to implement on fast parallel computers and give them the speed advantage over the traditional methods.
A shallow water model for the propagation of tsunami via Lattice Boltzmann method
NASA Astrophysics Data System (ADS)
Zergani, Sara; Aziz, Z. A.; Viswanathan, K. K.
2015-01-01
An efficient implementation of the lattice Boltzmann method (LBM) for the numerical simulation of the propagation of long ocean waves (e.g. tsunami), based on the nonlinear shallow water (NSW) wave equation is presented. The LBM is an alternative numerical procedure for the description of incompressible hydrodynamics and has the potential to serve as an efficient solver for incompressible flows in complex geometries. This work proposes the NSW equations for the irrotational surface waves in the case of complex bottom elevation. In recent time, equation involving shallow water is the current norm in modelling tsunami operations which include the propagation zone estimation. Several test-cases are presented to verify our model. Some implications to tsunami wave modelling are also discussed. Numerical results are found to be in excellent agreement with theory.
Macías-Díaz, J E; Macías, Siegfried; Medina-Ramírez, I E
2013-12-01
In this manuscript, we present a computational model to approximate the solutions of a partial differential equation which describes the growth dynamics of microbial films. The numerical technique reported in this work is an explicit, nonlinear finite-difference methodology which is computationally implemented using Newton's method. Our scheme is compared numerically against an implicit, linear finite-difference discretization of the same partial differential equation, whose computer coding requires an implementation of the stabilized bi-conjugate gradient method. Our numerical results evince that the nonlinear approach results in a more efficient approximation to the solutions of the biofilm model considered, and demands less computer memory. Moreover, the positivity of initial profiles is preserved in the practice by the nonlinear scheme proposed. Copyright © 2013 Elsevier Ltd. All rights reserved.
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.
NASA Technical Reports Server (NTRS)
Clark, R. K.
1972-01-01
The differential equations governing the transient response of a one-dimensional ablative thermal protection system undergoing stagnation ablation are derived. These equations are for thermal nonequilibrium effects between the pyrolysis gases and the char layer and kinetically controlled chemical reactions and mass transfer between the pyrolysis gases and the char layer. The boundary conditions are written for the particular case of stagnation heating with surface removal by oxidation or sublimation and pyrolysis of the uncharred layer occurring in a plane. The governing equations and boundary conditions are solved numerically using the modified implicit method (Crank-Nicolson method). Numerical results are compared with exact solutions for a number of simplified cases. The comparison is favorable in each instance.
Kranc: a Mathematica package to generate numerical codes for tensorial evolution equations
NASA Astrophysics Data System (ADS)
Husa, Sascha; Hinder, Ian; Lechner, Christiane
2006-06-01
We present a suite of Mathematica-based computer-algebra packages, termed "Kranc", which comprise a toolbox to convert certain (tensorial) systems of partial differential evolution equations to parallelized C or Fortran code for solving initial boundary value problems. Kranc can be used as a "rapid prototyping" system for physicists or mathematicians handling very complicated systems of partial differential equations, but through integration into the Cactus computational toolkit we can also produce efficient parallelized production codes. Our work is motivated by the field of numerical relativity, where Kranc is used as a research tool by the authors. In this paper we describe the design and implementation of both the Mathematica packages and the resulting code, we discuss some example applications, and provide results on the performance of an example numerical code for the Einstein equations. Program summaryTitle of program: Kranc Catalogue identifier: ADXS_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/ADXS_v1_0 Program obtainable from: CPC Program Library, Queen's University of Belfast, N. Ireland Distribution format: tar.gz Computer for which the program is designed and others on which it has been tested: General computers which run Mathematica (for code generation) and Cactus (for numerical simulations), tested under Linux Programming language used: Mathematica, C, Fortran 90 Memory required to execute with typical data: This depends on the number of variables and gridsize, the included ADM example requires 4308 KB Has the code been vectorized or parallelized: The code is parallelized based on the Cactus framework. Number of bytes in distributed program, including test data, etc.: 1 578 142 Number of lines in distributed program, including test data, etc.: 11 711 Nature of physical problem: Solution of partial differential equations in three space dimensions, which are formulated as an initial value problem. In particular, the program is geared towards handling very complex tensorial equations as they appear, e.g., in numerical relativity. The worked out examples comprise the Klein-Gordon equations, the Maxwell equations, and the ADM formulation of the Einstein equations. Method of solution: The method of numerical solution is finite differencing and method of lines time integration, the numerical code is generated through a high level Mathematica interface. Restrictions on the complexity of the program: Typical numerical relativity applications will contain up to several dozen evolution variables and thousands of source terms, Cactus applications have shown scaling up to several thousand processors and grid sizes exceeding 500 3. Typical running time: This depends on the number of variables and the grid size: the included ADM example takes approximately 100 seconds on a 1600 MHz Intel Pentium M processor. Unusual features of the program: based on Mathematica and Cactus
Saleem, M Rehan; Ashraf, Waqas; Zia, Saqib; Ali, Ishtiaq; Qamar, Shamsul
2018-01-01
This paper is concerned with the derivation of a well-balanced kinetic scheme to approximate a shallow flow model incorporating non-flat bottom topography and horizontal temperature gradients. The considered model equations, also called as Ripa system, are the non-homogeneous shallow water equations considering temperature gradients and non-uniform bottom topography. Due to the presence of temperature gradient terms, the steady state at rest is of primary interest from the physical point of view. However, capturing of this steady state is a challenging task for the applied numerical methods. The proposed well-balanced kinetic flux vector splitting (KFVS) scheme is non-oscillatory and second order accurate. The second order accuracy of the scheme is obtained by considering a MUSCL-type initial reconstruction and Runge-Kutta time stepping method. The scheme is applied to solve the model equations in one and two space dimensions. Several numerical case studies are carried out to validate the proposed numerical algorithm. The numerical results obtained are compared with those of staggered central NT scheme. The results obtained are also in good agreement with the recently published results in the literature, verifying the potential, efficiency, accuracy and robustness of the suggested numerical scheme.
2018-01-01
This paper is concerned with the derivation of a well-balanced kinetic scheme to approximate a shallow flow model incorporating non-flat bottom topography and horizontal temperature gradients. The considered model equations, also called as Ripa system, are the non-homogeneous shallow water equations considering temperature gradients and non-uniform bottom topography. Due to the presence of temperature gradient terms, the steady state at rest is of primary interest from the physical point of view. However, capturing of this steady state is a challenging task for the applied numerical methods. The proposed well-balanced kinetic flux vector splitting (KFVS) scheme is non-oscillatory and second order accurate. The second order accuracy of the scheme is obtained by considering a MUSCL-type initial reconstruction and Runge-Kutta time stepping method. The scheme is applied to solve the model equations in one and two space dimensions. Several numerical case studies are carried out to validate the proposed numerical algorithm. The numerical results obtained are compared with those of staggered central NT scheme. The results obtained are also in good agreement with the recently published results in the literature, verifying the potential, efficiency, accuracy and robustness of the suggested numerical scheme. PMID:29851978
Solitons of the Kadomtsev-Petviashvili equation based on lattice Boltzmann model
NASA Astrophysics Data System (ADS)
Wang, Huimin
2017-01-01
In this paper, a lattice Boltzmann model for the Kadomtsev-Petviashvili equation is proposed. By using the Chapman-Enskog expansion and the multi-scale time expansion, a series of partial differential equations in different time scales are obtained. Due to the asymmetry in x direction and y direction of the equation, the moments of the equilibrium distribution function are selected are asymmetric. The numerical results demonstrate the lattice Boltzmann method is an effective method to simulate the solitons of the Kadomtsev-Petviashvili equation.
Automatic computation and solution of generalized harmonic balance equations
NASA Astrophysics Data System (ADS)
Peyton Jones, J. C.; Yaser, K. S. A.; Stevenson, J.
2018-02-01
Generalized methods are presented for generating and solving the harmonic balance equations for a broad class of nonlinear differential or difference equations and for a general set of harmonics chosen by the user. In particular, a new algorithm for automatically generating the Jacobian of the balance equations enables efficient solution of these equations using continuation methods. Efficient numeric validation techniques are also presented, and the combined algorithm is applied to the analysis of dc, fundamental, second and third harmonic response of a nonlinear automotive damper.
Fourier/Chebyshev methods for the incompressible Navier-Stokes equations in finite domains
NASA Technical Reports Server (NTRS)
Corral, Roque; Jimenez, Javier
1992-01-01
A fully spectral numerical scheme for the incompressible Navier-Stokes equations in domains which are infinite or semi-infinite in one dimension. The domain is not mapped, and standard Fourier or Chebyshev expansions can be used. The handling of the infinite domain does not introduce any significant overhead. The scheme assumes that the vorticity in the flow is essentially concentrated in a finite region, which is represented numerically by standard spectral collocation methods. To accomodate the slow exponential decay of the velocities at infinity, extra expansion functions are introduced, which are handled analytically. A detailed error analysis is presented, and two applications to Direct Numerical Simulation of turbulent flows are discussed in relation with the numerical performance of the scheme.
ERIC Educational Resources Information Center
Mohanty, R. K.; Arora, Urvashi
2002-01-01
Three level-implicit finite difference methods of order four are discussed for the numerical solution of the mildly quasi-linear second-order hyperbolic equation A(x, t, u)u[subscript xx] + 2B(x, t, u)u[subscript xt] + C(x, t, u)u[subscript tt] = f(x, t, u, u[subscript x], u[subscript t]), 0 less than x less than 1, t greater than 0 subject to…
Research on numerical algorithms for large space structures
NASA Technical Reports Server (NTRS)
Denman, E. D.
1981-01-01
Numerical algorithms for analysis and design of large space structures are investigated. The sign algorithm and its application to decoupling of differential equations are presented. The generalized sign algorithm is given and its application to several problems discussed. The Laplace transforms of matrix functions and the diagonalization procedure for a finite element equation are discussed. The diagonalization of matrix polynomials is considered. The quadrature method and Laplace transforms is discussed and the identification of linear systems by the quadrature method investigated.
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.
Comparison of Implicit Collocation Methods for the Heat Equation
NASA Technical Reports Server (NTRS)
Kouatchou, Jules; Jezequel, Fabienne; Zukor, Dorothy (Technical Monitor)
2001-01-01
We combine a high-order compact finite difference scheme to approximate spatial derivatives arid collocation techniques for the time component to numerically solve the two dimensional heat equation. We use two approaches to implement the collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadrature. We compare them by studying their merits and analyzing their numerical performance. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.
Numerical analysis of soliton solutions of the modified Korteweg-de Vries-sine-Gordon equation
NASA Astrophysics Data System (ADS)
Popov, S. P.
2015-03-01
Multisoliton solutions of the modified Korteweg-de Vries-sine-Gordon equation (mKdV-SG) are found numerically by applying the quasi-spectral Fourier method and the fourth-order Runge-Kutta method. The accuracy and features of the approach are determined as applied to problems with initial data in the form of various combinations of perturbed soliton distributions. Three-soliton solutions are obtained, and the generation of kinks, breathers, wobblers, perturbed kinks, and nonlinear oscillatory waves is studied.
Application of ANNs approach for wave-like and heat-like equations
NASA Astrophysics Data System (ADS)
Jafarian, Ahmad; Baleanu, Dumitru
2017-12-01
Artificial neural networks are data processing systems which originate from human brain tissue studies. The remarkable abilities of these networks help us to derive desired results from complicated raw data. In this study, we intend to duplicate an efficient iterative method to the numerical solution of two famous partial differential equations, namely the wave-like and heat-like problems. It should be noted that many physical phenomena such as coupling currents in a flat multi-strand two-layer super conducting cable, non-homogeneous elastic waves in soils and earthquake stresses, are described by initial-boundary value wave and heat partial differential equations with variable coefficients. To the numerical solution of these equations, a combination of the power series method and artificial neural networks approach, is used to seek an appropriate bivariate polynomial solution of the mentioned initial-boundary value problem. Finally, several computer simulations confirmed the theoretical results and demonstrating applicability of the method.
Incompressible Navier-Stokes Computations with Heat Transfer
NASA Technical Reports Server (NTRS)
Kiris, Cetin; Kwak, Dochan; Rogers, Stuart; Kutler, Paul (Technical Monitor)
1994-01-01
The existing pseudocompressibility method for the system of incompressible Navier-Stokes equations is extended to heat transfer problems by including the energy equation. The solution method is based on the pseudo compressibility approach and uses an implicit-upwind differencing scheme together with the Gauss-Seidel line relaxation method. Current computations use one-equation Baldwin-Barth turbulence model which is derived from a simplified form of the standard k-epsilon model equations. Both forced and natural convection problems are examined. Numerical results from turbulent reattaching flow behind a backward-facing step will be compared against experimental measurements for the forced convection case. The validity of Boussinesq approximation to simplify the buoyancy force term will be investigated. The natural convective flow structure generated by heat transfer in a vertical rectangular cavity will be studied. The numerical results will be compared by experimental measurements by Morrison and Tran.
NASA Astrophysics Data System (ADS)
Chun, Sehun
2017-07-01
Applying the method of moving frames to Maxwell's equations yields two important advancements for scientific computing. The first is the use of upwind flux for anisotropic materials in Maxwell's equations, especially in the context of discontinuous Galerkin (DG) methods. Upwind flux has been available only to isotropic material, because of the difficulty of satisfying the Rankine-Hugoniot conditions in anisotropic media. The second is to solve numerically Maxwell's equations on curved surfaces without the metric tensor and composite meshes. For numerical validation, spectral convergences are displayed for both two-dimensional anisotropic media and isotropic spheres. In the first application, invisible two-dimensional metamaterial cloaks are simulated with a relatively coarse mesh by both the lossless Drude model and the piecewisely-parametered layered model. In the second application, extremely low frequency propagation on various surfaces such as spheres, irregular surfaces, and non-convex surfaces is demonstrated.
Tensor-product preconditioners for higher-order space-time discontinuous Galerkin methods
NASA Astrophysics Data System (ADS)
Diosady, Laslo T.; Murman, Scott M.
2017-02-01
A space-time discontinuous-Galerkin spectral-element discretization is presented for direct numerical simulation of the compressible Navier-Stokes equations. An efficient solution technique based on a matrix-free Newton-Krylov method is developed in order to overcome the stiffness associated with high solution order. The use of tensor-product basis functions is key to maintaining efficiency at high-order. Efficient preconditioning methods are presented which can take advantage of the tensor-product formulation. A diagonalized Alternating-Direction-Implicit (ADI) scheme is extended to the space-time discontinuous Galerkin discretization. A new preconditioner for the compressible Euler/Navier-Stokes equations based on the fast-diagonalization method is also presented. Numerical results demonstrate the effectiveness of these preconditioners for the direct numerical simulation of subsonic turbulent flows.
Tensor-Product Preconditioners for Higher-Order Space-Time Discontinuous Galerkin Methods
NASA Technical Reports Server (NTRS)
Diosady, Laslo T.; Murman, Scott M.
2016-01-01
space-time discontinuous-Galerkin spectral-element discretization is presented for direct numerical simulation of the compressible Navier-Stokes equat ions. An efficient solution technique based on a matrix-free Newton-Krylov method is developed in order to overcome the stiffness associated with high solution order. The use of tensor-product basis functions is key to maintaining efficiency at high order. Efficient preconditioning methods are presented which can take advantage of the tensor-product formulation. A diagonalized Alternating-Direction-Implicit (ADI) scheme is extended to the space-time discontinuous Galerkin discretization. A new preconditioner for the compressible Euler/Navier-Stokes equations based on the fast-diagonalization method is also presented. Numerical results demonstrate the effectiveness of these preconditioners for the direct numerical simulation of subsonic turbulent flows.
Numerical study of fractional nonlinear Schrödinger equations.
Klein, Christian; Sparber, Christof; Markowich, Peter
2014-12-08
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation.
Numerical study of fractional nonlinear Schrödinger equations
Klein, Christian; Sparber, Christof; Markowich, Peter
2014-01-01
Using a Fourier spectral method, we provide a detailed numerical investigation of dispersive Schrödinger-type equations involving a fractional Laplacian in an one-dimensional case. By an appropriate choice of the dispersive exponent, both mass and energy sub- and supercritical regimes can be identified. This allows us to study the possibility of finite time blow-up versus global existence, the nature of the blow-up, the stability and instability of nonlinear ground states and the long-time dynamics of solutions. The latter is also studied in a semiclassical setting. Moreover, we numerically construct ground state solutions of the fractional nonlinear Schrödinger equation. PMID:25484604
A 1D radiative transfer benchmark with polarization via doubling and adding
NASA Astrophysics Data System (ADS)
Ganapol, B. D.
2017-11-01
Highly precise numerical solutions to the radiative transfer equation with polarization present a special challenge. Here, we establish a precise numerical solution to the radiative transfer equation with combined Rayleigh and isotropic scattering in a 1D-slab medium with simple polarization. The 2-Stokes vector solution for the fully discretized radiative transfer equation in space and direction derives from the method of doubling and adding enhanced through convergence acceleration. Updates to benchmark solutions found in the literature to seven places for reflectance and transmittance as well as for angular flux follow. Finally, we conclude with the numerical solution in a partially randomly absorbing heterogeneous medium.
NASA Astrophysics Data System (ADS)
Ismail, Nurul Syuhada; Arifin, Norihan Md.; Bachok, Norfifah; Mahiddin, Norhasimah
2017-01-01
A numerical study is performed to evaluate the problem of stagnation - point flow towards a shrinking sheet with homogeneous - heterogeneous reaction effects. By using non-similar transformation, the governing equations be able to reduced to an ordinary differential equation. Then, results of the equations can be obtained numerically by shooting method with maple implementation. Based on the numerical results obtained, the velocity ratio parameter λ< 0, the dual solutions do exist. Then, the stability analysis is carried out to determine which solution is more stable between both of the solutions by bvp4c solver in Matlab.
On finite element methods for the Helmholtz equation
NASA Technical Reports Server (NTRS)
Aziz, A. K.; Werschulz, A. G.
1979-01-01
The numerical solution of the Helmholtz equation is considered via finite element methods. A two-stage method which gives the same accuracy in the computed gradient as in the computed solution is discussed. Error estimates for the method using a newly developed proof are given, and the computational considerations which show this method to be computationally superior to previous methods are presented.
Numerical Hydrodynamics in Special Relativity.
Martí, J M; Müller, E
1999-01-01
This review is concerned with a discussion of numerical methods for the solution of the equations of special relativistic hydrodynamics (SRHD). Particular emphasis is put on a comprehensive review of the application of high-resolution shock-capturing methods in SRHD. Results obtained with different numerical SRHD methods are compared, and two astrophysical applications of SRHD flows are discussed. An evaluation of the various numerical methods is given and future developments are analyzed. Supplementary material is available for this article at 10.12942/lrr-1999-3.
NASA Technical Reports Server (NTRS)
Bayliss, A.; Goldstein, C. I.; Turkel, E.
1984-01-01
The Helmholtz Equation (-delta-K(2)n(2))u=0 with a variable index of refraction, n, and a suitable radiation condition at infinity serves as a model for a wide variety of wave propagation problems. A numerical algorithm was developed and a computer code implemented that can effectively solve this equation in the intermediate frequency range. The equation is discretized using the finite element method, thus allowing for the modeling of complicated geometrices (including interfaces) and complicated boundary conditions. A global radiation boundary condition is imposed at the far field boundary that is exact for an arbitrary number of propagating modes. The resulting large, non-selfadjoint system of linear equations with indefinite symmetric part is solved using the preconditioned conjugate gradient method applied to the normal equations. A new preconditioner is developed based on the multigrid method. This preconditioner is vectorizable and is extremely effective over a wide range of frequencies provided the number of grid levels is reduced for large frequencies. A heuristic argument is given that indicates the superior convergence properties of this preconditioner.
Numerical Study on Electroosmotic Flow in Trapezoidal Microchannels
NASA Astrophysics Data System (ADS)
Zuo, C. C.; Ji, F.; Wang, L. F.
The analysis of electroosmotic flow mechanism in trapezoidal microchannels is performed in this work. The coupled Poisson-Boltzmann equation, Laplace equation, and modified Navier-Stokes equation are solved by finite volume method to describe distribution of electroosmotic flow. The detailed numerical results show that the salt concentration and applied electrical potential have great effects on the fundamental characteristics of elelctroosmotic flow. The most important finding is that the corner and wall effects in trapezoidal microchannels are stronger than those in rectangular microchannels.
Methods for the computation of the multivalued Painlevé transcendents on their Riemann surfaces
NASA Astrophysics Data System (ADS)
Fasondini, Marco; Fornberg, Bengt; Weideman, J. A. C.
2017-09-01
We extend the numerical pole field solver (Fornberg and Weideman (2011) [12]) to enable the computation of the multivalued Painlevé transcendents, which are the solutions to the third, fifth and sixth Painlevé equations, on their Riemann surfaces. We display, for the first time, solutions to these equations on multiple Riemann sheets. We also provide numerical evidence for the existence of solutions to the sixth Painlevé equation that have pole-free sectors, known as tronquée solutions.
Computation of rapidly varied unsteady, free-surface flow
Basco, D.R.
1987-01-01
Many unsteady flows in hydraulics occur with relatively large gradients in free surface profiles. The assumption of hydrostatic pressure distribution with depth is no longer valid. These are rapidly-varied unsteady flows (RVF) of classical hydraulics and also encompass short wave propagation of coastal hydraulics. The purpose of this report is to present an introductory review of the Boussinnesq-type differential equations that describe these flows and to discuss methods for their numerical integration. On variable slopes and for large scale (finite-amplitude) disturbances, three independent derivational methods all gave differences in the motion equation for higher order terms. The importance of these higher-order terms for riverine applications must be determined by numerical experiments. Care must be taken in selection of the appropriate finite-difference scheme to minimize truncation error effects and the possibility of diverging (double mode) numerical solutions. It is recommended that practical hydraulics cases be established and tested numerically to demonstrate the order of differences in solution with those obtained from the long wave equations of St. Venant. (USGS)
NASA Technical Reports Server (NTRS)
Yu, Sheng-Tao; Jiang, Bo-Nan; Wu, Jie; Duh, J. C.
1996-01-01
This paper reports a numerical study of the Marangoni-Benard (MB) convection in a planar fluid layer. The least-squares finite element method (LSFEM) is employed to solve the three-dimensional Stokes equations and the energy equation. First, the governing equations are reduced to be first-order by introducing variables such as vorticity and heat fluxes. The resultant first-order system is then cast into a div-curl-grad formulation, and its ellipticity and permissible boundary conditions are readily proved. This numerical approach provides an equal-order discretization for velocity, pressure, vorticity, temperature, and heat conduction fluxes, and therefore can provide high fidelity solutions for the complex flow physics of the MB convection. Numerical results reported include the critical Marangoni numbers (M(sub ac)) for the onset of the convection in containers with various aspect ratios, and the planforms of supercritical MB flows. The numerical solutions compared favorably with the experimental results reported by Koschmieder et al..
Comparison of NACA 0012 Laminar Flow Solutions: Structured and Unstructured Grid Methods
NASA Technical Reports Server (NTRS)
Swanson, R. C.; Langer, S.
2016-01-01
In this paper we consider the solution of the compressible Navier-Stokes equations for a class of laminar airfoil flows. The principal objective of this paper is to demonstrate that members of this class of laminar flows have steady-state solutions. These laminar airfoil flow cases are often used to evaluate accuracy, stability and convergence of numerical solution algorithms for the Navier-Stokes equations. In recent years, such flows have also been used as test cases for high-order numerical schemes. While generally consistent steady-state solutions have been obtained for these flows using higher order schemes, a number of results have been published with various solutions, including unsteady ones. We demonstrate with two different numerical methods and a range of meshes with a maximum density that exceeds 8 × 106 grid points that steady-state solutions are obtained. Furthermore, numerical evidence is presented that even when solving the equations with an unsteady algorithm, one obtains steady-state solutions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Liao, Haitao, E-mail: liaoht@cae.ac.cn
The direct differentiation and improved least squares shadowing methods are both developed for accurately and efficiently calculating the sensitivity coefficients of time averaged quantities for chaotic dynamical systems. The key idea is to recast the time averaged integration term in the form of differential equation before applying the sensitivity analysis method. An additional constraint-based equation which forms the augmented equations of motion is proposed to calculate the time averaged integration variable and the sensitivity coefficients are obtained as a result of solving the augmented differential equations. The application of the least squares shadowing formulation to the augmented equations results inmore » an explicit expression for the sensitivity coefficient which is dependent on the final state of the Lagrange multipliers. The LU factorization technique to calculate the Lagrange multipliers leads to a better performance for the convergence problem and the computational expense. Numerical experiments on a set of problems selected from the literature are presented to illustrate the developed methods. The numerical results demonstrate the correctness and effectiveness of the present approaches and some short impulsive sensitivity coefficients are observed by using the direct differentiation sensitivity analysis method.« 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.
A high-resolution Godunov method for compressible multi-material flow on overlapping grids
NASA Astrophysics Data System (ADS)
Banks, J. W.; Schwendeman, D. W.; Kapila, A. K.; Henshaw, W. D.
2007-04-01
A numerical method is described for inviscid, compressible, multi-material flow in two space dimensions. The flow is governed by the multi-material Euler equations with a general mixture equation of state. Composite overlapping grids are used to handle complex flow geometry and block-structured adaptive mesh refinement (AMR) is used to locally increase grid resolution near shocks and material interfaces. The discretization of the governing equations is based on a high-resolution Godunov method, but includes an energy correction designed to suppress numerical errors that develop near a material interface for standard, conservative shock-capturing schemes. The energy correction is constructed based on a uniform-pressure-velocity flow and is significant only near the captured interface. A variety of two-material flows are presented to verify the accuracy of the numerical approach and to illustrate its use. These flows assume an equation of state for the mixture based on the Jones-Wilkins-Lee (JWL) forms for the components. This equation of state includes a mixture of ideal gases as a special case. Flow problems considered include unsteady one-dimensional shock-interface collision, steady interaction of a planar interface and an oblique shock, planar shock interaction with a collection of gas-filled cylindrical inhomogeneities, and the impulsive motion of the two-component mixture in a rigid cylindrical vessel.
A Robust and Efficient Method for Steady State Patterns in Reaction-Diffusion Systems
Lo, Wing-Cheong; Chen, Long; Wang, Ming; Nie, Qing
2012-01-01
An inhomogeneous steady state pattern of nonlinear reaction-diffusion equations with no-flux boundary conditions is usually computed by solving the corresponding time-dependent reaction-diffusion equations using temporal schemes. Nonlinear solvers (e.g., Newton’s method) take less CPU time in direct computation for the steady state; however, their convergence is sensitive to the initial guess, often leading to divergence or convergence to spatially homogeneous solution. Systematically numerical exploration of spatial patterns of reaction-diffusion equations under different parameter regimes requires that the numerical method be efficient and robust to initial condition or initial guess, with better likelihood of convergence to an inhomogeneous pattern. Here, a new approach that combines the advantages of temporal schemes in robustness and Newton’s method in fast convergence in solving steady states of reaction-diffusion equations is proposed. In particular, an adaptive implicit Euler with inexact solver (AIIE) method is found to be much more efficient than temporal schemes and more robust in convergence than typical nonlinear solvers (e.g., Newton’s method) in finding the inhomogeneous pattern. Application of this new approach to two reaction-diffusion equations in one, two, and three spatial dimensions, along with direct comparisons to several other existing methods, demonstrates that AIIE is a more desirable method for searching inhomogeneous spatial patterns of reaction-diffusion equations in a large parameter space. PMID:22773849
NASA Astrophysics Data System (ADS)
Adam, A. M. A.; Bashier, E. B. M.; Hashim, M. H. A.; Patidar, K. C.
2017-07-01
In this work, we design and analyze a fitted numerical method to solve a reaction-diffusion model with time delay, namely, a delayed version of a population model which is an extension of the logistic growth (LG) equation for a food-limited population proposed by Smith [F.E. Smith, Population dynamics in Daphnia magna and a new model for population growth, Ecology 44 (1963) 651-663]. Seeing that the analytical solution (in closed form) is hard to obtain, we seek for a robust numerical method. The method consists of a Fourier-pseudospectral semi-discretization in space and a fitted operator implicit-explicit scheme in temporal direction. The proposed method is analyzed for convergence and we found that it is unconditionally stable. Illustrative numerical results will be presented at the conference.
NASA Technical Reports Server (NTRS)
Nicolaides, R. A.
1979-01-01
A description and explanation of a simple multigrid algorithm for solving finite element systems is given. Numerical results for an implementation are reported for a number of elliptic equations, including cases with singular coefficients and indefinite equations. The method shows the high efficiency, essentially independent of the grid spacing, predicted by the theory.
NASA Technical Reports Server (NTRS)
Meade, Andrew James, Jr.
1989-01-01
A numerical study of the laminar and compressible boundary layer, about a circular cone in a supersonic free stream, is presented. It is thought that if accurate and efficient numerical schemes can be produced to solve the boundary layer equations, they can be joined to numerical codes that solve the inviscid outer flow. The combination of these numerical codes is competitive with the accurate, but computationally expensive, Navier-Stokes schemes. The primary goal is to develop a finite element method for the calculation of 3-D compressible laminar boundary layer about a yawed cone. The proposed method can, in principle, be extended to apply to the 3-D boundary layer of pointed bodies of arbitrary cross section. The 3-D boundary layer equations governing supersonic free stream flow about a cone are examined. The 3-D partial differential equations are reduced to 2-D integral equations by applying the Howarth, Mangler, Crocco transformations, a linear relation between viscosity, and a Blasius-type of similarity variable. This is equivalent to a Dorodnitsyn-type formulation. The reduced equations are independent of density and curvature effects, and resemble the weak form of the 2-D incompressible boundary layer equations in Cartesian coordinates. In addition the coordinate normal to the wall has been stretched, which reduces the gradients across the layer and provides high resolution near the surface. Utilizing the parabolic nature of the boundary layer equations, a finite element method is applied to the Dorodnitsyn formulation. The formulation is presented in a Petrov-Galerkin finite element form and discretized across the layer using linear interpolation functions. The finite element discretization yields a system of ordinary differential equations in the circumferential direction. The circumferential derivatives are solved by an implicit and noniterative finite difference marching scheme. Solutions are presented for a 15 deg half angle cone at angles of attack of 5 and 10 deg. The numerical solutions assume a laminar boundary layer with free stream Mach number of 7. Results include circumferential distribution of skin friction and surface heat transfer, and cross flow velocity distributions across the layer.
Numerical Analysis of a Class of THM Coupled Model for Porous Materials
NASA Astrophysics Data System (ADS)
Liu, Tangwei; Zhou, Jingying; Lu, Hongzhi
2018-01-01
We consider the coupled models of the Thermo-hydro-mechanical (THM) problem for porous materials which arises in many engineering applications. Firstly, mathematical models of the THM coupled problem for porous materials were discussed. Secondly, for different cases, some numerical difference schemes of coupled model were constructed, respectively. Finally, aassuming that the original water vapour effect is neglectable and that the volume fraction of liquid phase and the solid phase are constants, the nonlinear equations can be reduced to linear equations. The discrete equations corresponding to the linear equations were solved by the Arnodli method.
NASA Astrophysics Data System (ADS)
Lin, Ji; Wang, Hou
2013-07-01
We use the classical Lie-group method to study the evolution equation describing a photovoltaic-photorefractive media with the effects of diffusion process and the external electric field. We reduce it to some similarity equations firstly, and then obtain some analytically exact solutions including the soliton solution, the exponential solution and the oscillatory solution. We also obtain the numeric solitons from these similarity equations. Moreover, We show theoretically that these solutions have two types of trajectories. One type is a straight line. The other is a parabolic curve, which indicates these solitons have self-deflection.
NASA Technical Reports Server (NTRS)
Gunness, R. C., Jr.; Knight, C. J.; Dsylva, E.
1972-01-01
The unified small disturbance equations are numerically solved using the well-known Lax-Wendroff finite difference technique. The method allows complete determination of the inviscid flow field and surface properties as long as the flow remains supersonic. Shock waves and other discontinuities are accounted for implicity in the numerical method. This technique was programed for general application to the three-dimensional case. The validity of the method is demonstrated by calculations on cones, axisymmetric bodies, lifting bodies, delta wings, and a conical wing/body combination. Part 1 contains the discussion of problem development and results of the study. Part 2 contains flow charts, subroutine descriptions, and a listing of the computer program.
Computational flow development for unsteady viscous flows: Foundation of the numerical method
NASA Technical Reports Server (NTRS)
Bratanow, T.; Spehert, T.
1978-01-01
A procedure is presented for effective consideration of viscous effects in computational development of high Reynolds number flows. The procedure is based on the interpretation of the Navier-Stokes equations as vorticity transport equations. The physics of the flow was represented in a form suitable for numerical analysis. Lighthill's concept for flow development for computational purposes was adapted. The vorticity transport equations were cast in a form convenient for computation. A statement for these equations was written using the method of weighted residuals and applying the Galerkin criterion. An integral representation of the induced velocity was applied on the basis of the Biot-Savart law. Distribution of new vorticity, produced at wing surfaces over small computational time intervals, was assumed to be confined to a thin region around the wing surfaces.
Efficient modeling of phase jitter in dispersion-managed soliton systems.
McKinstrie, C J; Xie, C; Lakoba, T I
2002-11-01
The variational method is used to derive correlation equations that model phase jitter in dispersion-managed soliton systems. The predictions of these correlation equations are consistent with numerical solutions of the nonlinear Schrödinger equation on which they are based.
Accurate numerical solution of the Helmholtz equation by iterative Lanczos reduction.
Ratowsky, R P; Fleck, J A
1991-06-01
The Lanczos recursion algorithm is used to determine forward-propagating solutions for both the paraxial and Helmholtz wave equations for longitudinally invariant refractive indices. By eigenvalue analysis it is demonstrated that the method gives extremely accurate solutions to both equations.
On controlling nonlinear dissipation in high order filter methods for ideal and non-ideal MHD
NASA Technical Reports Server (NTRS)
Yee, H. C.; Sjogreen, B.
2004-01-01
The newly developed adaptive numerical dissipation control in spatially high order filter schemes for the compressible Euler and Navier-Stokes equations has been recently extended to the ideal and non-ideal magnetohydrodynamics (MHD) equations. These filter schemes are applicable to complex unsteady MHD high-speed shock/shear/turbulence problems. They also provide a natural and efficient way for the minimization of Div(B) numerical error. The adaptive numerical dissipation mechanism consists of automatic detection of different flow features as distinct sensors to signal the appropriate type and amount of numerical dissipation/filter where needed and leave the rest of the region free from numerical dissipation contamination. The numerical dissipation considered consists of high order linear dissipation for the suppression of high frequency oscillation and the nonlinear dissipative portion of high-resolution shock-capturing methods for discontinuity capturing. The applicable nonlinear dissipative portion of high-resolution shock-capturing methods is very general. The objective of this paper is to investigate the performance of three commonly used types of nonlinear numerical dissipation for both the ideal and non-ideal MHD.
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.
Runge-Kutta Methods for Linear Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Zingg, David W.; Chisholm, Todd T.
1997-01-01
Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.
Direct Coupling Method for Time-Accurate Solution of Incompressible Navier-Stokes Equations
NASA Technical Reports Server (NTRS)
Soh, Woo Y.
1992-01-01
A noniterative finite difference numerical method is presented for the solution of the incompressible Navier-Stokes equations with second order accuracy in time and space. Explicit treatment of convection and diffusion terms and implicit treatment of the pressure gradient give a single pressure Poisson equation when the discretized momentum and continuity equations are combined. A pressure boundary condition is not needed on solid boundaries in the staggered mesh system. The solution of the pressure Poisson equation is obtained directly by Gaussian elimination. This method is tested on flow problems in a driven cavity and a curved duct.
NASA Astrophysics Data System (ADS)
Divakov, Dmitriy; Malykh, Mikhail; Sevastianov, Leonid; Sevastianov, Anton; Tiutiunnik, Anastasiia
2017-04-01
In the paper we construct a method for approximate solution of the waveguide problem for guided modes of an open irregular waveguide transition. The method is based on straightening of the curved waveguide boundaries by introducing new variables and applying the Kantorovich method to the problem formulated in the new variables to get a system of ordinary second-order differential equations. In the method, the boundary conditions are formulated by analogy with the partial radiation conditions in the similar problem for closed waveguide transitions. The method is implemented in the symbolic-numeric form using the Maple computer algebra system. The coefficient matrices of the system of differential equations and boundary conditions are calculated symbolically, and then the obtained boundary-value problem is solved numerically using the finite difference method. The chosen coordinate functions of Kantorovich expansions provide good conditionality of the coefficient matrices. The numerical experiment simulating the propagation of guided modes in the open waveguide transition confirms the validity of the method proposed to solve the problem.
Numerical modeling of exciton-polariton Bose-Einstein condensate in a microcavity
NASA Astrophysics Data System (ADS)
Voronych, Oksana; Buraczewski, Adam; Matuszewski, Michał; Stobińska, Magdalena
2017-06-01
A novel, optimized numerical method of modeling of an exciton-polariton superfluid in a semiconductor microcavity was proposed. Exciton-polaritons are spin-carrying quasiparticles formed from photons strongly coupled to excitons. They possess unique properties, interesting from the point of view of fundamental research as well as numerous potential applications. However, their numerical modeling is challenging due to the structure of nonlinear differential equations describing their evolution. In this paper, we propose to solve the equations with a modified Runge-Kutta method of 4th order, further optimized for efficient computations. The algorithms were implemented in form of C++ programs fitted for parallel environments and utilizing vector instructions. The programs form the EPCGP suite which has been used for theoretical investigation of exciton-polaritons. Catalogue identifier: AFBQ_v1_0 Program summary URL:http://cpc.cs.qub.ac.uk/summaries/AFBQ_v1_0.html Program obtainable from: CPC Program Library, Queen's University, Belfast, N. Ireland Licensing provisions: BSD-3 No. of lines in distributed program, including test data, etc.: 2157 No. of bytes in distributed program, including test data, etc.: 498994 Distribution format: tar.gz Programming language: C++ with OpenMP extensions (main numerical program), Python (helper scripts). Computer: Modern PC (tested on AMD and Intel processors), HP BL2x220. Operating system: Unix/Linux and Windows. Has the code been vectorized or parallelized?: Yes (OpenMP) RAM: 200 MB for single run Classification: 7, 7.7. Nature of problem: An exciton-polariton superfluid is a novel, interesting physical system allowing investigation of high temperature Bose-Einstein condensation of exciton-polaritons-quasiparticles carrying spin. They have brought a lot of attention due to their unique properties and potential applications in polariton-based optoelectronic integrated circuits. This is an out-of-equilibrium quantum system confined within a semiconductor microcavity. It is described by a set of nonlinear differential equations similar in spirit to the Gross-Pitaevskii (GP) equation, but their unique properties do not allow standard GP solving frameworks to be utilized. Finding an accurate and efficient numerical algorithm as well as development of optimized numerical software is necessary for effective theoretical investigation of exciton-polaritons. Solution method: A Runge-Kutta method of 4th order was employed to solve the set of differential equations describing exciton-polariton superfluids. The method was fitted for the exciton-polariton equations and further optimized. The C++ programs utilize OpenMP extensions and vector operations in order to fully utilize the computer hardware. Running time: 6h for 100 ps evolution, depending on the values of parameters
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.
Fictitious domain method for fully resolved reacting gas-solid flow simulation
NASA Astrophysics Data System (ADS)
Zhang, Longhui; Liu, Kai; You, Changfu
2015-10-01
Fully resolved simulation (FRS) for gas-solid multiphase flow considers solid objects as finite sized regions in flow fields and their behaviours are predicted by solving equations in both fluid and solid regions directly. Fixed mesh numerical methods, such as fictitious domain method, are preferred in solving FRS problems and have been widely researched. However, for reacting gas-solid flows no suitable fictitious domain numerical method has been developed. This work presents a new fictitious domain finite element method for FRS of reacting particulate flows. Low Mach number reacting flow governing equations are solved sequentially on a regular background mesh. Particles are immersed in the mesh and driven by their surface forces and torques integrated on immersed interfaces. Additional treatments on energy and surface reactions are developed. Several numerical test cases validated the method and a burning carbon particles array falling simulation proved the capability for solving moving reacting particle cluster problems.
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.
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.
An almost symmetric Strang splitting scheme for nonlinear evolution equations.
Einkemmer, Lukas; Ostermann, Alexander
2014-07-01
In this paper we consider splitting methods for the time integration of parabolic and certain classes of hyperbolic partial differential equations, where one partial flow cannot be computed exactly. Instead, we use a numerical approximation based on the linearization of the vector field. This is of interest in applications as it allows us to apply splitting methods to a wider class of problems from the sciences. However, in the situation described, the classic Strang splitting scheme, while still being a method of second order, is not longer symmetric. This, in turn, implies that the construction of higher order methods by composition is limited to order three only. To remedy this situation, based on previous work in the context of ordinary differential equations, we construct a class of Strang splitting schemes that are symmetric up to a desired order. We show rigorously that, under suitable assumptions on the nonlinearity, these methods are of second order and can then be used to construct higher order methods by composition. In addition, we illustrate the theoretical results by conducting numerical experiments for the Brusselator system and the KdV equation.
Random element method for numerical modeling of diffusional processes
NASA Technical Reports Server (NTRS)
Ghoniem, A. F.; Oppenheim, A. K.
1982-01-01
The random element method is a generalization of the random vortex method that was developed for the numerical modeling of momentum transport processes as expressed in terms of the Navier-Stokes equations. The method is based on the concept that random walk, as exemplified by Brownian motion, is the stochastic manifestation of diffusional processes. The algorithm based on this method is grid-free and does not require the diffusion equation to be discritized over a mesh, it is thus devoid of numerical diffusion associated with finite difference methods. Moreover, the algorithm is self-adaptive in space and explicit in time, resulting in an improved numerical resolution of gradients as well as a simple and efficient computational procedure. The method is applied here to an assortment of problems of diffusion of momentum and energy in one-dimension as well as heat conduction in two-dimensions in order to assess its validity and accuracy. The numerical solutions obtained are found to be in good agreement with exact solution except for a statistical error introduced by using a finite number of elements, the error can be reduced by increasing the number of elements or by using ensemble averaging over a number of solutions.
NASA Astrophysics Data System (ADS)
Plakhov, Iu. V.; Mytsenko, A. V.; Shel'Pov, V. A.
A numerical integration method is developed that is more accurate than Everhart's (1974) implicit single-sequence approach for integrating orbits. This method can be used to solve problems of space geodesy based on the use of highly precise laser observations.
Similarity solution of the Boussinesq equation
NASA Astrophysics Data System (ADS)
Lockington, D. A.; Parlange, J.-Y.; Parlange, M. B.; Selker, J.
Similarity transforms of the Boussinesq equation in a semi-infinite medium are available when the boundary conditions are a power of time. The Boussinesq equation is reduced from a partial differential equation to a boundary-value problem. Chen et al. [Trans Porous Media 1995;18:15-36] use a hodograph method to derive an integral equation formulation of the new differential equation which they solve by numerical iteration. In the present paper, the convergence of their scheme is improved such that numerical iteration can be avoided for all practical purposes. However, a simpler analytical approach is also presented which is based on Shampine's transformation of the boundary value problem to an initial value problem. This analytical approximation is remarkably simple and yet more accurate than the analytical hodograph approximations.
A Runge-Kutta discontinuous finite element method for high speed flows
NASA Technical Reports Server (NTRS)
Bey, Kim S.; Oden, J. T.
1991-01-01
A Runge-Kutta discontinuous finite element method is developed for hyperbolic systems of conservation laws in two space variables. The discontinuous Galerkin spatial approximation to the conservation laws results in a system of ordinary differential equations which are marched in time using Runge-Kutta methods. Numerical results for the two-dimensional Burger's equation show that the method is (p+1)-order accurate in time and space, where p is the degree of the polynomial approximation of the solution within an element and is capable of capturing shocks over a single element without oscillations. Results for this problem also show that the accuracy of the solution in smooth regions is unaffected by the local projection and that the accuracy in smooth regions increases as p increases. Numerical results for the Euler equations show that the method captures shocks without oscillations and with higher resolution than a first-order scheme.
NASA Astrophysics Data System (ADS)
Sadiq, Jam; Zlochower, Yosef; Nakano, Hiroyuki
2018-04-01
We introduce a new geometrically invariant prescription for comparing two different spacetimes based on geodesic deviation. We use this method to compare a family of recently introduced analytical spacetime representing inspiraling black-hole binaries to fully nonlinear numerical solutions to the Einstein equations. Our method can be used to improve analytical spacetime models by providing a local measure of the effects that violations of the Einstein equations will have on timelike geodesics, and indirectly, gas dynamics. We also discuss the advantages and limitations of this method.
Governing equations for electro-conjugate fluid flow
NASA Astrophysics Data System (ADS)
Hosoda, K.; Takemura, K.; Fukagata, K.; Yokota, S.; Edamura, K.
2013-12-01
An electro-conjugation fluid (ECF) is a kind of dielectric liquid, which generates a powerful flow when high DC voltage is applied with tiny electrodes. This study deals with the derivation of the governing equations for electro-conjugate fluid flow based on the Korteweg-Helmholtz (KH) equation which represents the force in dielectric liquid subjected to high DC voltage. The governing equations consist of the Gauss's law, charge conservation with charge recombination, the KH equation, the continuity equation and the incompressible Navier-Stokes equations. The KH equation consists of coulomb force, dielectric constant gradient force and electrostriction force. The governing equation gives the distribution of electric field, charge density and flow velocity. In this study, direct numerical simulation (DNS) is used in order to get these distribution at arbitrary time. Successive over-relaxation (SOR) method is used in analyzing Gauss's law and constrained interpolation pseudo-particle (CIP) method is used in analyzing charge conservation with charge recombination. The third order Runge-Kutta method and conservative second-order-accurate finite difference method is used in analyzing the Navier-Stokes equations with the KH equation. This study also deals with the measurement of ECF ow generated with a symmetrical pole electrodes pair which are made of 0.3 mm diameter piano wire. Working fluid is FF-1EHA2 which is an ECF family. The flow is observed from the both electrodes, i.e., the flow collides in between the electrodes. The governing equation successfully calculates mean flow velocity in between the collector pole electrode and the colliding region by the numerical simulation.
Numerical methods for the inverse problem of density functional theory
Jensen, Daniel S.; Wasserman, Adam
2017-07-17
Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less
A Numerical Method for Incompressible Flow with Heat Transfer
NASA Technical Reports Server (NTRS)
Sa, Jong-Youb; Kwak, Dochan
1997-01-01
A numerical method for the convective heat transfer problem is developed for low speed flow at mild temperatures. A simplified energy equation is added to the incompressible Navier-Stokes formulation by using Boussinesq approximation to account for the buoyancy force. A pseudocompressibility method is used to solve the resulting set of equations for steady-state solutions in conjunction with an approximate factorization scheme. A Neumann-type pressure boundary condition is devised to account for the interaction between pressure and temperature terms, especially near a heated or cooled solid boundary. It is shown that the present method is capable of predicting the temperature field in an incompressible flow.
NASA Technical Reports Server (NTRS)
Zeng, S.; Wesseling, P.
1993-01-01
The performance of a linear multigrid method using four smoothing methods, called SCGS (Symmetrical Coupled GauBeta-Seidel), CLGS (Collective Line GauBeta-Seidel), SILU (Scalar ILU), and CILU (Collective ILU), is investigated for the incompressible Navier-Stokes equations in general coordinates, in association with Galerkin coarse grid approximation. Robustness and efficiency are measured and compared by application to test problems. The numerical results show that CILU is the most robust, SILU the least, with CLGS and SCGS in between. CLGS is the best in efficiency, SCGS and CILU follow, and SILU is the worst.
Vortex methods for separated flows
NASA Technical Reports Server (NTRS)
Spalart, Philippe R.
1988-01-01
The numerical solution of the Euler or Navier-Stokes equations by Lagrangian vortex methods is discussed. The mathematical background is presented and includes the relationship with traditional point-vortex studies, convergence to smooth solutions of the Euler equations, and the essential differences between two and three-dimensional cases. The difficulties in extending the method to viscous or compressible flows are explained. Two-dimensional flows around bluff bodies are emphasized. Robustness of the method and the assessment of accuracy, vortex-core profiles, time-marching schemes, numerical dissipation, and efficient programming are treated. Operation counts for unbounded and periodic flows are given, and two algorithms designed to speed up the calculations are described.
Numerical methods for the inverse problem of density functional theory
DOE Office of Scientific and Technical Information (OSTI.GOV)
Jensen, Daniel S.; Wasserman, Adam
Here, the inverse problem of Kohn–Sham density functional theory (DFT) is often solved in an effort to benchmark and design approximate exchange-correlation potentials. The forward and inverse problems of DFT rely on the same equations but the numerical methods for solving each problem are substantially different. We examine both problems in this tutorial with a special emphasis on the algorithms and error analysis needed for solving the inverse problem. Two inversion methods based on partial differential equation constrained optimization and constrained variational ideas are introduced. We compare and contrast several different inversion methods applied to one-dimensional finite and periodic modelmore » systems.« less
Fluid-structure interaction with pipe-wall viscoelasticity during water hammer
NASA Astrophysics Data System (ADS)
Keramat, A.; Tijsseling, A. S.; Hou, Q.; Ahmadi, A.
2012-01-01
Fluid-structure interaction (FSI) due to water hammer in a pipeline which has viscoelastic wall behaviour is studied. Appropriate governing equations are derived and numerically solved. In the numerical implementation of the hydraulic and structural equations, viscoelasticity is incorporated using the Kelvin-Voigt mechanical model. The equations are solved by two different approaches, namely the Method of Characteristics-Finite Element Method (MOC-FEM) and full MOC. In both approaches two important effects of FSI in fluid-filled pipes, namely Poisson and junction coupling, are taken into account. The study proposes a more comprehensive model for studying fluid transients in pipelines as compared to previous works, which take into account either FSI or viscoelasticity. To verify the proposed mathematical model and its numerical solutions, the following problems are investigated: axial vibration of a viscoelastic bar subjected to a step uniaxial loading, FSI in an elastic pipe, and hydraulic transients in a pressurised polyethylene pipe without FSI. The results of each case are checked with available exact and experimental results. Then, to study the simultaneous effects of FSI and viscoelasticity, which is the new element of the present research, one problem is solved by the two different numerical approaches. Both numerical methods give the same results, thus confirming the correctness of the solutions.
DOE Office of Scientific and Technical Information (OSTI.GOV)
Gamba, Irene M.; ICES, The University of Texas at Austin, 201 E. 24th St., Stop C0200, Austin, TX 78712; Haack, Jeffrey R.
2014-08-01
We present the formulation of a conservative spectral method for the Boltzmann collision operator with anisotropic scattering cross-sections. The method is an extension of the conservative spectral method of Gamba and Tharkabhushanam [17,18], which uses the weak form of the collision operator to represent the collisional term as a weighted convolution in Fourier space. The method is tested by computing the collision operator with a suitably cut-off angular cross section and comparing the results with the solution of the Landau equation. We analytically study the convergence rate of the Fourier transformed Boltzmann collision operator in the grazing collisions limit tomore » the Fourier transformed Landau collision operator under the assumption of some regularity and decay conditions of the solution to the Boltzmann equation. Our results show that the angular singularity which corresponds to the Rutherford scattering cross section is the critical singularity for which a grazing collision limit exists for the Boltzmann operator. Additionally, we numerically study the differences between homogeneous solutions of the Boltzmann equation with the Rutherford scattering cross section and an artificial cross section, which give convergence to solutions of the Landau equation at different asymptotic rates. We numerically show the rate of the approximation as well as the consequences for the rate of entropy decay for homogeneous solutions of the Boltzmann equation and Landau equation.« less
NASA Astrophysics Data System (ADS)
Mirus, Kevin Andrew
In this thesis, the possibility of controlling low- and high-dimensional chaotic systems by periodically driving an accessible system parameter is examined. This method has been carried out on several numerical systems and the MST Reversed Field Pinch. The numerical systems investigated include the logistic equation, the Lorenz equations, the Rossler equations, a coupled lattice of logistic equations, a coupled lattice of Lorenz equations, the Yoshida equations, which model tearing mode fluctuations in a plasma, and a neural net model for magnetic fluctuations on MST. This method was tested on the MST by sinusoidally driving a magnetic flux through the toroidal gap of the device. Numerically, periodic drives were found to be most effective at producing limit cycle behavior or significantly reducing the dimension of the system when the perturbation frequency was near natural frequencies of unstable periodic orbits embedded in the attractor of the unperturbed system. Several different unstable periodic orbits have been stabilized in this way for the low-dimensional numerical systems, sometimes with perturbation amplitudes that were less than 5% of the nominal value of the parameter being perturbed. In high- dimensional systems, limit cycle behavior and significant decreases in the system dimension were also achieved using perturbations with frequencies near the natural unstable periodic orbit frequencies. Results for the MST were not this encouraging, most likely because of an insufficient drive amplitude, the extremely high dimension of the plasma behavior, large amounts of noise, and a lack of stationarity in the transient plasma pulses.
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.
NASA Astrophysics Data System (ADS)
Solekhudin, Imam; Sumardi
2017-05-01
In this study, problems involving steady Infiltration from periodic semicircular channels with root-water uptake function are considered. These problems are governed by Richards equation. This equation can be studied more conveniently by transforming the equation into a modified Helmholtz equation. In these problems, two different types of root-water uptake are considered. A dual reciprocity boundary element method (DRBEM) with a predictor-corrector scheme is used to solve the modified Helmholtz equation numerically. Using the solution obtained, numerical values of suction potential and root-water uptake function can be computed. In addition, amount of water absorbed by the different plant roots distribution can also be computed and compared.
GHM method for obtaining rationalsolutions of nonlinear differential equations.
Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo
2015-01-01
In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.
Ergodicity of the Stochastic Nosé-Hoover Heat Bath
NASA Astrophysics Data System (ADS)
Wei Chung Lo,; Baowen Li,
2010-07-01
We numerically study the ergodicity of the stochastic Nosé-Hoover heat bath whose formalism is based on the Markovian approximation for the Nosé-Hoover equation [J. Phys. Soc. Jpn. 77 (2008) 103001]. The approximation leads to a Langevin-like equation driven by a fluctuating dissipative force and multiplicative Gaussian white noise. The steady state solution of the associated Fokker-Planck equation is the canonical distribution. We investigate the dynamics of this method for the case of (i) free particle, (ii) nonlinear oscillators and (iii) lattice chains. We derive the Fokker-Planck equation for the free particle and present approximate analytical solution for the stationary distribution in the context of the Markovian approximation. Numerical simulation results for nonlinear oscillators show that this method results in a Gaussian distribution for the particles velocity. We also employ the method as heat baths to study nonequilibrium heat flow in one-dimensional Fermi-Pasta-Ulam (FPU-β) and Frenkel-Kontorova (FK) lattices. The establishment of well-defined temperature profiles are observed only when the lattice size is large. Our results provide numerical justification for such Markovian approximation for classical single- and many-body systems.
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.
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.
NASA Astrophysics Data System (ADS)
Suparmi, A.; Cari, C.; Lilis Elviyanti, Isnaini
2018-04-01
Analysis of relativistic energy and wave function for zero spin particles using Klein Gordon equation was influenced by separable noncentral cylindrical potential was solved by asymptotic iteration method (AIM). By using cylindrical coordinates, the Klein Gordon equation for the case of symmetry spin was reduced to three one-dimensional Schrodinger like equations that were solvable using variable separation method. The relativistic energy was calculated numerically with Matlab software, and the general unnormalized wave function was expressed in hypergeometric terms.
Multigrid Techniques for Highly Indefinite Equations
NASA Technical Reports Server (NTRS)
Shapira, Yair
1996-01-01
A multigrid method for the solution of finite difference approximations of elliptic PDE's is introduced. A parallelizable version of it, suitable for two and multi level analysis, is also defined, and serves as a theoretical tool for deriving a suitable implementation for the main version. For indefinite Helmholtz equations, this analysis provides a suitable mesh size for the coarsest grid used. Numerical experiments show that the method is applicable to diffusion equations with discontinuous coefficients and highly indefinite Helmholtz equations.
NASA Technical Reports Server (NTRS)
Lan, C. Edward; Ge, Fuying
1989-01-01
Control system design for general nonlinear flight dynamic models is considered through numerical simulation. The design is accomplished through a numerical optimizer coupled with analysis of flight dynamic equations. The general flight dynamic equations are numerically integrated and dynamic characteristics are then identified from the dynamic response. The design variables are determined iteratively by the optimizer to optimize a prescribed objective function which is related to desired dynamic characteristics. Generality of the method allows nonlinear effects to aerodynamics and dynamic coupling to be considered in the design process. To demonstrate the method, nonlinear simulation models for an F-5A and an F-16 configurations are used to design dampers to satisfy specifications on flying qualities and control systems to prevent departure. The results indicate that the present method is simple in formulation and effective in satisfying the design objectives.
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.
A time-implicit numerical method and benchmarks for the relativistic Vlasov–Ampere equations
DOE Office of Scientific and Technical Information (OSTI.GOV)
Carrié, Michael, E-mail: mcarrie2@unl.edu; Shadwick, B. A., E-mail: shadwick@mailaps.org
2016-01-15
We present a time-implicit numerical method to solve the relativistic Vlasov–Ampere system of equations on a two dimensional phase space grid. The time-splitting algorithm we use allows the generalization of the work presented here to higher dimensions keeping the linear aspect of the resulting discrete set of equations. The implicit method is benchmarked against linear theory results for the relativistic Landau damping for which analytical expressions using the Maxwell-Jüttner distribution function are derived. We note that, independently from the shape of the distribution function, the relativistic treatment features collective behaviours that do not exist in the nonrelativistic case. The numericalmore » study of the relativistic two-stream instability completes the set of benchmarking tests.« less
Local Analysis of Shock Capturing Using Discontinuous Galerkin Methodology
NASA Technical Reports Server (NTRS)
Atkins, H. L.
1997-01-01
The compact form of the discontinuous Galerkin method allows for a detailed local analysis of the method in the neighborhood of the shock for a non-linear model problem. Insight gained from the analysis leads to new flux formulas that are stable and that preserve the compactness of the method. Although developed for a model equation, the flux formulas are applicable to systems such as the Euler equations. This article presents the analysis for methods with a degree up to 5. The analysis is accompanied by supporting numerical experiments using Burgers' equation and the Euler equations.
Exponential Methods for the Time Integration of Schroedinger Equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Cano, B.; Gonzalez-Pachon, A.
2010-09-30
We consider exponential methods of second order in time in order to integrate the cubic nonlinear Schroedinger equation. We are interested in taking profit of the special structure of this equation. Therefore, we look at symmetry, symplecticity and approximation of invariants of the proposed methods. That will allow to integrate till long times with reasonable accuracy. Computational efficiency is also our aim. Therefore, we make numerical computations in order to compare the methods considered and so as to conclude that explicit Lawson schemes projected on the norm of the solution are an efficient tool to integrate this equation.
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.
NASA Astrophysics Data System (ADS)
Bibi, Madiha; Khalil-Ur-Rehman; Malik, M. Y.; Tahir, M.
2018-04-01
In the present article, unsteady flow field characteristics of the Williamson fluid model are explored. The nanosized particles are suspended in the flow regime having the interaction of a magnetic field. The fluid flow is induced due to a stretching permeable surface. The flow model is controlled through coupled partial differential equations to the used shooting method for a numerical solution. The obtained partial differential equations are converted into ordinary differential equations as an initial value problem. The shooting method is used to find a numerical solution. The mathematical modeling yields physical parameters, namely the Weissenberg number, the Prandtl number, the unsteadiness parameter, the magnetic parameter, the mass transfer parameter, the Lewis number, the thermophoresis parameter and Brownian parameters. It is found that the Williamson fluid velocity, temperature and nanoparticles concentration are a decreasing function of the unsteadiness parameter.
NASA Astrophysics Data System (ADS)
Tsivilskiy, I. V.; Nagulin, K. Yu.; Gilmutdinov, A. Kh.
2016-02-01
A full three-dimensional nonstationary numerical model of graphite electrothermal atomizers of various types is developed. The model is based on solution of a heat equation within solid walls of the atomizer with a radiative heat transfer and numerical solution of a full set of Navier-Stokes equations with an energy equation for a gas. Governing equations for the behavior of a discrete phase, i.e., atomic particles suspended in a gas (including gas-phase processes of evaporation and condensation), are derived from the formal equations molecular kinetics by numerical solution of the Hertz-Langmuir equation. The following atomizers test the model: a Varian standard heated electrothermal vaporizer (ETV), a Perkin Elmer standard THGA transversely heated graphite tube with integrated platform (THGA), and the original double-stage tube-helix atomizer (DSTHA). The experimental verification of computer calculations is carried out by a method of shadow spectral visualization of the spatial distributions of atomic and molecular vapors in an analytical space of an atomizer.
NASA Technical Reports Server (NTRS)
Simon, Frederick F.
1993-01-01
A method is presented for improving the numerical prediction of bypass transition heat transfer on a flat plate in a high-disturbance environment with zero or favorable pressure gradient. The method utilizes low Reynolds number k-epsilon turbulence models in combination with the characteristic parameters of the transition region. The parameters representing the characteristics of the transition region used are the intermittency, transition length and turbulent spot properties. An analysis is made of the transition length in terms of turbulent spot variables. The nondimensional spot formation rate, required for the prediction of the transition length, is shown by the analysis to be a function of the spot spreading angle, the dimensionless spot velocity ratio and the dimensionless spot area ratio. The intermittency form of the k-epsilon equations were derived from conditionally averaged equations which have been shown to be an improvement over global-time-averaged equations for the numerical calculation of the transition region. The numerical predictions are in general good agreement with the experimental data and indicate the potential use of the method in accelerating flows. Turbulence models of the k-epsilon type are known to underpredict the transition length. The present work demonstrates how incorporating transition region characteristics improves the ability of two-equation turbulence models to simulate bypass transition for flat plates with potential application to turbine vanes and blades.
Response of a Rotating Propeller to Aerodynamic Excitation
NASA Technical Reports Server (NTRS)
Arnoldi, Walter E.
1949-01-01
The flexural vibration of a rotating propeller blade with clamped shank is analyzed with the object of presenting, in matrix form, equations for the elastic bending moments in forced vibration resulting from aerodynamic forces applied at a fixed multiple of rotational speed. Matrix equations are also derived which define the critical speeds end mode shapes for any excitation order and the relation between critical speed and blade angle. Reference is given to standard works on the numerical solution of matrix equations of the forms derived. The use of a segmented blade as an approximation to a continuous blade provides a simple means for obtaining the matrix solution from the integral equation of equilibrium, so that, in the numerical application of the method presented, the several matrix arrays of the basic physical characteristics of the propeller blade are of simple form, end their simplicity is preserved until, with the solution in sight, numerical manipulations well-known in matrix algebra yield the desired critical speeds and mode shapes frame which the vibration at any operating condition may be synthesized. A close correspondence between the familiar Stodola method and the matrix method is pointed out, indicating that any features of novelty are characteristic not of the analytical procedure but only of the abbreviation, condensation, and efficient organization of the numerical procedure made possible by the use of classical matrix theory.
Computational time analysis of the numerical solution of 3D electrostatic Poisson's equation
NASA Astrophysics Data System (ADS)
Kamboh, Shakeel Ahmed; Labadin, Jane; Rigit, Andrew Ragai Henri; Ling, Tech Chaw; Amur, Khuda Bux; Chaudhary, Muhammad Tayyab
2015-05-01
3D Poisson's equation is solved numerically to simulate the electric potential in a prototype design of electrohydrodynamic (EHD) ion-drag micropump. Finite difference method (FDM) is employed to discretize the governing equation. The system of linear equations resulting from FDM is solved iteratively by using the sequential Jacobi (SJ) and sequential Gauss-Seidel (SGS) methods, simulation results are also compared to examine the difference between the results. The main objective was to analyze the computational time required by both the methods with respect to different grid sizes and parallelize the Jacobi method to reduce the computational time. In common, the SGS method is faster than the SJ method but the data parallelism of Jacobi method may produce good speedup over SGS method. In this study, the feasibility of using parallel Jacobi (PJ) method is attempted in relation to SGS method. MATLAB Parallel/Distributed computing environment is used and a parallel code for SJ method is implemented. It was found that for small grid size the SGS method remains dominant over SJ method and PJ method while for large grid size both the sequential methods may take nearly too much processing time to converge. Yet, the PJ method reduces computational time to some extent for large grid sizes.
New variational principles for locating periodic orbits of differential equations.
Boghosian, Bruce M; Fazendeiro, Luis M; Lätt, Jonas; Tang, Hui; Coveney, Peter V
2011-06-13
We present new methods for the determination of periodic orbits of general dynamical systems. Iterative algorithms for finding solutions by these methods, for both the exact continuum case, and for approximate discrete representations suitable for numerical implementation, are discussed. Finally, we describe our approach to the computation of unstable periodic orbits of the driven Navier-Stokes equations, simulated using the lattice Boltzmann equation.
Theoretical analysis of exponential transversal method of lines for the diffusion equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Salazar, A.; Raydan, M.; Campo, A.
1996-12-31
Recently a new approximate technique to solve the diffusion equation was proposed by Campo and Salazar. This new method is inspired on the Method of Lines (MOL) with some insight coming from the method of separation of variables. The proposed method, the Exponential Transversal Method of Lines (ETMOL), utilizes an exponential variation to improve accuracy in the evaluation of the time derivative. Campo and Salazar have implemented this method in a wide range of heat/mass transfer applications and have obtained surprisingly good numerical results. In this paper, the authors study the theoretical properties of ETMOL in depth. In particular, consistency,more » stability and convergence are established in the framework of the heat/mass diffusion equation. In most practical applications the method presents a very reduced truncation error in time and its different versions are proven to be unconditionally stable in the Fourier sense. Convergence of the solutions is then established. The theory is corroborated by several analytical/numerical experiments.« less
Hasani, Mojtaba H; Gharibzadeh, Shahriar; Farjami, Yaghoub; Tavakkoli, Jahan
2013-09-01
Various numerical algorithms have been developed to solve the Khokhlov-Kuznetsov-Zabolotskaya (KZK) parabolic nonlinear wave equation. In this work, a generalized time-domain numerical algorithm is proposed to solve the diffraction term of the KZK equation. This algorithm solves the transverse Laplacian operator of the KZK equation in three-dimensional (3D) Cartesian coordinates using a finite-difference method based on the five-point implicit backward finite difference and the five-point Crank-Nicolson finite difference discretization techniques. This leads to a more uniform discretization of the Laplacian operator which in turn results in fewer calculation gridding nodes without compromising accuracy in the diffraction term. In addition, a new empirical algorithm based on the LU decomposition technique is proposed to solve the system of linear equations obtained from this discretization. The proposed empirical algorithm improves the calculation speed and memory usage, while the order of computational complexity remains linear in calculation of the diffraction term in the KZK equation. For evaluating the accuracy of the proposed algorithm, two previously published algorithms are used as comparison references: the conventional 2D Texas code and its generalization for 3D geometries. The results show that the accuracy/efficiency performance of the proposed algorithm is comparable with the established time-domain methods.
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.
Discontinuous Galerkin methods for Hamiltonian ODEs and PDEs
NASA Astrophysics Data System (ADS)
Tang, Wensheng; Sun, Yajuan; Cai, Wenjun
2017-02-01
In this article, we present a unified framework of discontinuous Galerkin (DG) discretizations for Hamiltonian ODEs and PDEs. We show that with appropriate numerical fluxes the numerical algorithms deduced from DG discretizations can be combined with the symplectic methods in time to derive the multi-symplectic PRK schemes. The resulting numerical discretizations are applied to the linear and nonlinear Schrödinger equations. Some conservative properties of the numerical schemes are investigated and confirmed in the numerical experiments.
NASA Astrophysics Data System (ADS)
Zeng, Fanhai; Zhang, Zhongqiang; Karniadakis, George Em
2017-12-01
Starting with the asymptotic expansion of the error equation of the shifted Gr\\"{u}nwald--Letnikov formula, we derive a new modified weighted shifted Gr\\"{u}nwald--Letnikov (WSGL) formula by introducing appropriate correction terms. We then apply one special case of the modified WSGL formula to solve multi-term fractional ordinary and partial differential equations, and we prove the linear stability and second-order convergence for both smooth and non-smooth solutions. We show theoretically and numerically that numerical solutions up to certain accuracy can be obtained with only a few correction terms. Moreover, the correction terms can be tuned according to the fractional derivative orders without explicitly knowing the analytical solutions. Numerical simulations verify the theoretical results and demonstrate that the new formula leads to better performance compared to other known numerical approximations with similar resolution.
NASA Astrophysics Data System (ADS)
Knight, John; Raats, Peter
2016-04-01
The EGU Division on Nonlinear Processes in Geophysics awards the Lewis Fry Richardson Medal. Richardson's significance is highlighted in http://www.egu.eu/awards-medals/portrait-lewis-fry-richardson/, but his contributions to soil physics and to numerical solutions of heat and diffusion equations are not mentioned. We would like to draw attention to those little known contributions. Lewis Fry Richardson (1881-1953) made important contributions to many fields including numerical weather prediction, finite difference solutions of partial differential equations, turbulent flow and diffusion, fractals, quantitative psychology and studies of conflict. He invented numerical weather prediction during World War I, although his methods were not successfully applied until 1950, after the invention of fast digital computers. In 1922 he published the book `Numerical weather prediction', of which few copies were sold and even fewer were read until the 1950s. To model heat and mass transfer in the atmosphere, he did much original work on turbulent flow and defined what is now known as the Richardson number. His technique for improving the convergence of a finite difference calculation is known as Richardson extrapolation, and was used by John Philip in his 1957 semi-analytical solution of the Richards equation for water movement in unsaturated soil. Richardson's first papers in 1908 concerned the numerical solution of the free surface problem of unconfined flow of water in saturated soil, arising in the design of drain spacing in peat. Later, for the lower boundary of his atmospheric model he needed to understand the movement of heat, liquid water and water vapor in what is now called the vadose zone and the soil plant atmosphere system, and to model coupled transfer of heat and flow of water in unsaturated soil. Finding little previous work, he formulated partial differential equations for transient, vertical flow of liquid water and for transfer of heat and water vapor. He paid considerable attention to the balances of water and energy at the soil-atmosphere and plant-atmosphere interfaces, making use of the concept of transfer resistance introduced by Brown and Escombe (1900) for leaf-atmosphere interfaces. He incorporated finite difference versions of all equations into his numerical weather forecasting model. From 1916, Richardson drove an ambulance in France in World War I, did weather computations in his spare time, and wrote a draft of his book. Later researchers such as L.A. Richards, D.A. de Vries and J.R. Philip from the 1930s to the 1950s were unaware that Richardson had anticipated many of their ideas on soil liquid water, heat, water vapor, and the soil-plant-atmosphere system. The Richards (1931) equation could rightly be called the Richardson (1922) equation! Richardson (1910) developed what we now call the Crank Nicolson implicit method for the heat or diffusion equation. To save effort, he used an explicit three level method after the first time step. Crank and Nicolson (1947) pointed out the instability in the explicit method, and used his implicit method for all time steps. Hanks and Bowers (1962) adapted the Crank Nicolson method to solve the Richards equation. So we could say that Hanks and Bowers used the Richardson finite difference method to solve the Richardson equation for soil water flow!
Preconditioned conjugate residual methods for the solution of spectral equations
NASA Technical Reports Server (NTRS)
Wong, Y. S.; Zang, T. A.; Hussaini, M. Y.
1986-01-01
Conjugate residual methods for the solution of spectral equations are described. An inexact finite-difference operator is introduced as a preconditioner in the iterative procedures. Application of these techniques is limited to problems for which the symmetric part of the coefficient matrix is positive definite. Although the spectral equation is a very ill-conditioned and full matrix problem, the computational effort of the present iterative methods for solving such a system is comparable to that for the sparse matrix equations obtained from the application of either finite-difference or finite-element methods to the same problems. Numerical experiments are shown for a self-adjoint elliptic partial differential equation with Dirichlet boundary conditions, and comparison with other solution procedures for spectral equations is presented.
On a modified streamline curvature method for the Euler equations
NASA Technical Reports Server (NTRS)
Cordova, Jeffrey Q.; Pearson, Carl E.
1988-01-01
A modification of the streamline curvature method leads to a quasilinear second-order partial differential equation for the streamline coordinate function. The existence of a stream function is not required. The method is applied to subsonic and supersonic nozzle flow, and to axially symmetric flow with swirl. For many situations, the associated numerical method is both fast and accurate.
2008-09-01
Element Method. Wellesley- Cambridge Press, Wellesly, MA, 1988. [97] E. F. Toro . Riemann Solvers and Numerical Methods for Fluid Dynamics: A Practical...introducing additional state variables, are generally asymptotically dual consistent. Numerical results are presented to confirm the results of the analysis...dependence on the state gradient is handled by introducing additional state variables, are generally asymptotically dual consistent. Numerical results are
Application of symbolic/numeric matrix solution techniques to the NASTRAN program
NASA Technical Reports Server (NTRS)
Buturla, E. M.; Burroughs, S. H.
1977-01-01
The matrix solving algorithm of any finite element algorithm is extremely important since solution of the matrix equations requires a large amount of elapse time due to null calculations and excessive input/output operations. An alternate method of solving the matrix equations is presented. A symbolic processing step followed by numeric solution yields the solution very rapidly and is especially useful for nonlinear problems.
An efficient numerical technique for calculating thermal spreading resistance
NASA Technical Reports Server (NTRS)
Gale, E. H., Jr.
1977-01-01
An efficient numerical technique for solving the equations resulting from finite difference analyses of fields governed by Poisson's equation is presented. The method is direct (noniterative)and the computer work required varies with the square of the order of the coefficient matrix. The computational work required varies with the cube of this order for standard inversion techniques, e.g., Gaussian elimination, Jordan, Doolittle, etc.
A solution to the Navier-Stokes equations based upon the Newton Kantorovich method
NASA Technical Reports Server (NTRS)
Davis, J. E.; Gabrielsen, R. E.; Mehta, U. B.
1977-01-01
An implicit finite difference scheme based on the Newton-Kantorovich technique was developed for the numerical solution of the nonsteady, incompressible, two-dimensional Navier-Stokes equations in conservation-law form. The algorithm was second-order-time accurate, noniterative with regard to the nonlinear terms in the vorticity transport equation except at the earliest few time steps, and spatially factored. Numerical results were obtained with the technique for a circular cylinder at Reynolds number 15. Results indicate that the technique is in excellent agreement with other numerical techniques for all geometries and Reynolds numbers investigated, and indicates a potential for significant reduction in computation time over current iterative techniques.
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.
Application of the Discrete Regularization Method to the Inverse of the Chord Vibration Equation
NASA Astrophysics Data System (ADS)
Wang, Linjun; Han, Xu; Wei, Zhouchao
The inverse problem of the initial condition about the boundary value of the chord vibration equation is ill-posed. First, we transform it into a Fredholm integral equation. Second, we discretize it by the trapezoidal formula method, and then obtain a severely ill-conditioned linear equation, which is sensitive to the disturbance of the data. In addition, the tiny error of right data causes the huge concussion of the solution. We cannot obtain good results by the traditional method. In this paper, we solve this problem by the Tikhonov regularization method, and the numerical simulations demonstrate that this method is feasible and effective.
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.
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.
A new flux conserving Newton's method scheme for the two-dimensional, steady Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Scott, James R.; Chang, Sin-Chung
1993-01-01
A new numerical method is developed for the solution of the two-dimensional, steady Navier-Stokes equations. The method that is presented differs in significant ways from the established numerical methods for solving the Navier-Stokes equations. The major differences are described. First, the focus of the present method is on satisfying flux conservation in an integral formulation, rather than on simulating conservation laws in their differential form. Second, the present approach provides a unified treatment of the dependent variables and their unknown derivatives. All are treated as unknowns together to be solved for through simulating local and global flux conservation. Third, fluxes are balanced at cell interfaces without the use of interpolation or flux limiters. Fourth, flux conservation is achieved through the use of discrete regions known as conservation elements and solution elements. These elements are not the same as the standard control volumes used in the finite volume method. Fifth, the discrete approximation obtained on each solution element is a functional solution of both the integral and differential form of the Navier-Stokes equations. Finally, the method that is presented is a highly localized approach in which the coupling to nearby cells is only in one direction for each spatial coordinate, and involves only the immediately adjacent cells. A general third-order formulation for the steady, compressible Navier-Stokes equations is presented, and then a Newton's method scheme is developed for the solution of incompressible, low Reynolds number channel flow. It is shown that the Jacobian matrix is nearly block diagonal if the nonlinear system of discrete equations is arranged approximately and a proper pivoting strategy is used. Numerical results are presented for Reynolds numbers of 100, 1000, and 2000. Finally, it is shown that the present scheme can resolve the developing channel flow boundary layer using as few as six to ten cells per channel width, depending on the Reynolds number.
Richter, Christiane; Kotz, Frederik; Giselbrecht, Stefan; Helmer, Dorothea; Rapp, Bastian E
2016-06-01
The fluid mechanics of microfluidics is distinctively simpler than the fluid mechanics of macroscopic systems. In macroscopic systems effects such as non-laminar flow, convection, gravity etc. need to be accounted for all of which can usually be neglected in microfluidic systems. Still, there exists only a very limited selection of channel cross-sections for which the Navier-Stokes equation for pressure-driven Poiseuille flow can be solved analytically. From these equations, velocity profiles as well as flow rates can be calculated. However, whenever a cross-section is not highly symmetric (rectangular, elliptical or circular) the Navier-Stokes equation can usually not be solved analytically. In all of these cases, numerical methods are required. However, in many instances it is not necessary to turn to complex numerical solver packages for deriving, e.g., the velocity profile of a more complex microfluidic channel cross-section. In this paper, a simple spreadsheet analysis tool (here: Microsoft Excel) will be used to implement a simple numerical scheme which allows solving the Navier-Stokes equation for arbitrary channel cross-sections.
A mass-energy preserving Galerkin FEM for the coupled nonlinear fractional Schrödinger equations
NASA Astrophysics Data System (ADS)
Zhang, Guoyu; Huang, Chengming; Li, Meng
2018-04-01
We consider the numerical simulation of the coupled nonlinear space fractional Schrödinger equations. Based on the Galerkin finite element method in space and the Crank-Nicolson (CN) difference method in time, a fully discrete scheme is constructed. Firstly, we focus on a rigorous analysis of conservation laws for the discrete system. The definitions of discrete mass and energy here correspond with the original ones in physics. Then, we prove that the fully discrete system is uniquely solvable. Moreover, we consider the unconditionally convergent properties (that is to say, we complete the error estimates without any mesh ratio restriction). We derive L2-norm error estimates for the nonlinear equations and L^{∞}-norm error estimates for the linear equations. Finally, some numerical experiments are included showing results in agreement with the theoretical predictions.
Numerical simulations of microwave heating of liquids: enhancements using Krylov subspace methods
NASA Astrophysics Data System (ADS)
Lollchund, M. R.; Dookhitram, K.; Sunhaloo, M. S.; Boojhawon, R.
2013-04-01
In this paper, we compare the performances of three iterative solvers for large sparse linear systems arising in the numerical computations of incompressible Navier-Stokes (NS) equations. These equations are employed mainly in the simulation of microwave heating of liquids. The emphasis of this work is on the application of Krylov projection techniques such as Generalized Minimal Residual (GMRES) to solve the Pressure Poisson Equations that result from discretisation of the NS equations. The performance of the GMRES method is compared with the traditional Gauss-Seidel (GS) and point successive over relaxation (PSOR) techniques through their application to simulate the dynamics of water housed inside a vertical cylindrical vessel which is subjected to microwave radiation. It is found that as the mesh size increases, GMRES gives the fastest convergence rate in terms of computational times and number of iterations.
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
Krylov Subspace Methods for Complex Non-Hermitian Linear Systems. Thesis
NASA Technical Reports Server (NTRS)
Freund, Roland W.
1991-01-01
We consider Krylov subspace methods for the solution of large sparse linear systems Ax = b with complex non-Hermitian coefficient matrices. Such linear systems arise in important applications, such as inverse scattering, numerical solution of time-dependent Schrodinger equations, underwater acoustics, eddy current computations, numerical computations in quantum chromodynamics, and numerical conformal mapping. Typically, the resulting coefficient matrices A exhibit special structures, such as complex symmetry, or they are shifted Hermitian matrices. In this paper, we first describe a Krylov subspace approach with iterates defined by a quasi-minimal residual property, the QMR method, for solving general complex non-Hermitian linear systems. Then, we study special Krylov subspace methods designed for the two families of complex symmetric respectively shifted Hermitian linear systems. We also include some results concerning the obvious approach to general complex linear systems by solving equivalent real linear systems for the real and imaginary parts of x. Finally, numerical experiments for linear systems arising from the complex Helmholtz equation are reported.
Methods for compressible multiphase flows and their applications
NASA Astrophysics Data System (ADS)
Kim, H.; Choe, Y.; Kim, H.; Min, D.; Kim, C.
2018-06-01
This paper presents an efficient and robust numerical framework to deal with multiphase real-fluid flows and their broad spectrum of engineering applications. A homogeneous mixture model incorporated with a real-fluid equation of state and a phase change model is considered to calculate complex multiphase problems. As robust and accurate numerical methods to handle multiphase shocks and phase interfaces over a wide range of flow speeds, the AUSMPW+_N and RoeM_N schemes with a system preconditioning method are presented. These methods are assessed by extensive validation problems with various types of equation of state and phase change models. Representative realistic multiphase phenomena, including the flow inside a thermal vapor compressor, pressurization in a cryogenic tank, and unsteady cavitating flow around a wedge, are then investigated as application problems. With appropriate physical modeling followed by robust and accurate numerical treatments, compressible multiphase flow physics such as phase changes, shock discontinuities, and their interactions are well captured, confirming the suitability of the proposed numerical framework to wide engineering applications.
MUSTA fluxes for systems of conservation laws
NASA Astrophysics Data System (ADS)
Toro, E. F.; Titarev, V. A.
2006-08-01
This paper is about numerical fluxes for hyperbolic systems and we first present a numerical flux, called GFORCE, that is a weighted average of the Lax-Friedrichs and Lax-Wendroff fluxes. For the linear advection equation with constant coefficient, the new flux reduces identically to that of the Godunov first-order upwind method. Then we incorporate GFORCE in the framework of the MUSTA approach [E.F. Toro, Multi-Stage Predictor-Corrector Fluxes for Hyperbolic Equations. Technical Report NI03037-NPA, Isaac Newton Institute for Mathematical Sciences, University of Cambridge, UK, 17th June, 2003], resulting in a version that we call GMUSTA. For non-linear systems this gives results that are comparable to those of the Godunov method in conjunction with the exact Riemann solver or complete approximate Riemann solvers, noting however that in our approach, the solution of the Riemann problem in the conventional sense is avoided. Both the GFORCE and GMUSTA fluxes are extended to multi-dimensional non-linear systems in a straightforward unsplit manner, resulting in linearly stable schemes that have the same stability regions as the straightforward multi-dimensional extension of Godunov's method. The methods are applicable to general meshes. The schemes of this paper share with the family of centred methods the common properties of being simple and applicable to a large class of hyperbolic systems, but the schemes of this paper are distinctly more accurate. Finally, we proceed to the practical implementation of our numerical fluxes in the framework of high-order finite volume WENO methods for multi-dimensional non-linear hyperbolic systems. Numerical results are presented for the Euler equations and for the equations of magnetohydrodynamics.
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.
Loop equations and bootstrap methods in the lattice
Anderson, Peter D.; Kruczenski, Martin
2017-06-17
Pure gauge theories can be formulated in terms of Wilson Loops by means of the loop equation. In the large-N limit this equation closes in the expectation value of single loops. In particular, using the lattice as a regulator, it becomes a well defined equation for a discrete set of loops. In this paper we study different numerical approaches to solving this equation.
NASA Astrophysics Data System (ADS)
Lu, Dianchen; Seadawy, Aly R.; Ali, Asghar
2018-06-01
The Equal-Width and Modified Equal-Width equations are used as a model in partial differential equations for the simulation of one-dimensional wave transmission in nonlinear media with dispersion processes. In this article we have employed extend simple equation method and the exp(-varphi(ξ)) expansion method to construct the exact traveling wave solutions of equal width and modified equal width equations. The obtained results are novel and have numerous applications in current areas of research in mathematical physics. It is exposed that our method, with the help of symbolic computation, provides a effective and powerful mathematical tool for solving different kind nonlinear wave problems.
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.
Computation of Nonlinear Backscattering Using a High-Order Numerical Method
NASA Technical Reports Server (NTRS)
Fibich, G.; Ilan, B.; Tsynkov, S.
2001-01-01
The nonlinear Schrodinger equation (NLS) is the standard model for propagation of intense laser beams in Kerr media. The NLS is derived from the nonlinear Helmholtz equation (NLH) by employing the paraxial approximation and neglecting the backscattered waves. In this study we use a fourth-order finite-difference method supplemented by special two-way artificial boundary conditions (ABCs) to solve the NLH as a boundary value problem. Our numerical methodology allows for a direct comparison of the NLH and NLS models and for an accurate quantitative assessment of the backscattered signal.
NASA Technical Reports Server (NTRS)
Bratanow, T.; Ecer, A.
1973-01-01
A general computational method for analyzing unsteady flow around pitching and plunging airfoils was developed. The finite element method was applied in developing an efficient numerical procedure for the solution of equations describing the flow around airfoils. The numerical results were employed in conjunction with computer graphics techniques to produce visualization of the flow. The investigation involved mathematical model studies of flow in two phases: (1) analysis of a potential flow formulation and (2) analysis of an incompressible, unsteady, viscous flow from Navier-Stokes equations.
A Comparison of Some Difference Schemes for a Parabolic Problem of Zero-Coupon Bond Pricing
NASA Astrophysics Data System (ADS)
Chernogorova, Tatiana; Vulkov, Lubin
2009-11-01
This paper describes a comparison of some numerical methods for solving a convection-diffusion equation subjected by dynamical boundary conditions which arises in the zero-coupon bond pricing. The one-dimensional convection-diffusion equation is solved by using difference schemes with weights including standard difference schemes as the monotone Samarskii's scheme, FTCS and Crank-Nicolson methods. The schemes are free of spurious oscillations and satisfy the positivity and maximum principle as demanded for the financial and diffusive solution. Numerical results are compared with analytical solutions.
Some special solutions to the Hyperbolic NLS equation
NASA Astrophysics Data System (ADS)
Vuillon, Laurent; Dutykh, Denys; Fedele, Francesco
2018-04-01
The Hyperbolic Nonlinear SCHRöDINGER equation (HypNLS) arises as a model for the dynamics of three-dimensional narrow-band deep water gravity waves. In this study, the symmetries and conservation laws of this equation are computed. The PETVIASHVILI method is then exploited to numerically compute bi-periodic time-harmonic solutions of the HypNLS equation. In physical space they represent non-localized standing waves. Non-trivial spatial patterns are revealed and an attempt is made to describe them using symbolic dynamics and the language of substitutions. Finally, the dynamics of a slightly perturbed standing wave is numerically investigated by means a highly accurate FOURIER solver.
A Numerical Scheme for the Solution of the Space Charge Problem on a Multiply Connected Region
NASA Astrophysics Data System (ADS)
Budd, C. J.; Wheeler, A. A.
1991-11-01
In this paper we extend the work of Budd and Wheeler ( Proc. R. Soc. London A, 417, 389, 1988) , who described a new numerical scheme for the solution of the space charge equation on a simple connected domain, to multiply connected regions. The space charge equation, ▿ · ( Δ overlineϕ ▽ overlineϕ) = 0 , is a third-order nonlinear partial differential equation for the electric potential overlineϕ which models the electric field in the vicinity of a coronating conductor. Budd and Wheeler described a new way of analysing this equation by constructing an orthogonal coordinate system ( overlineϕ, overlineψ) and recasting the equation in terms of x, y, and ▽ overlineϕ as functions of ( overlineϕ, overlineψ). This transformation is singular on multiply connected regions and in this paper we show how this may be overcome to provide an efficient numerical scheme for the solution of the space charge equation. This scheme also provides a new method for the solution of Laplaces equation and the calculation of orthogonal meshes on multiply connected regions.
NASA Astrophysics Data System (ADS)
Djoko, Martin; Kofane, T. C.
2018-06-01
We investigate the propagation characteristics and stabilization of generalized-Gaussian pulse in highly nonlinear homogeneous media with higher-order dispersion terms. The optical pulse propagation has been modeled by the higher-order (3+1)-dimensional cubic-quintic-septic complex Ginzburg-Landau [(3+1)D CQS-CGL] equation. We have used the variational method to find a set of differential equations characterizing the variation of the pulse parameters in fiber optic-links. The variational equations we obtained have been integrated numerically by the means of the fourth-order Runge-Kutta (RK4) method, which also allows us to investigate the evolution of the generalized-Gaussian beam and the pulse evolution along an optical doped fiber. Then, we have solved the original nonlinear (3+1)D CQS-CGL equation with the split-step Fourier method (SSFM), and compare the results with those obtained, using the variational approach. A good agreement between analytical and numerical methods is observed. The evolution of the generalized-Gaussian beam has shown oscillatory propagation, and bell-shaped dissipative optical bullets have been obtained under certain parameter values in both anomalous and normal chromatic dispersion regimes. Using the natural control parameter of the solution as it evolves, named the total energy Q, our numerical simulations reveal the existence of 3D stable vortex dissipative light bullets, 3D stable spatiotemporal optical soliton, stationary and pulsating optical bullets, depending on the used initial input condition (symmetric or elliptic).
Numerical study of the radiometric phenomenon exhibited by a rotating Crookes radiometer
NASA Astrophysics Data System (ADS)
Anikin, Yu. A.
2011-11-01
The two-dimensional rarefied gas flow around a rotating Crookes radiometer and the arising radiometric forces are studied by numerically solving the Boltzmann kinetic equation. The computations are performed in a noninertial frame of reference rotating together with the radiometer. The collision integral is directly evaluated using a projection method, while second- and third-order accurate TVD schemes are used to solve the advection equation and the equation for inertia-induced transport in the velocity space, respectively. The radiometric forces are found as functions of the rotation frequency.
NASA Technical Reports Server (NTRS)
Yee, Helen M. C.; Kotov, D. V.; Wang, Wei; Shu, Chi-Wang
2013-01-01
The goal of this paper is to relate numerical dissipations that are inherited in high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities. For pointwise evaluation of the source term, previous studies indicated that the phenomenon of wrong propagation speed of discontinuities is connected with the smearing of the discontinuity caused by the discretization of the advection term. The smearing introduces a nonequilibrium state into the calculation. Thus as soon as a nonequilibrium value is introduced in this manner, the source term turns on and immediately restores equilibrium, while at the same time shifting the discontinuity to a cell boundary. The present study is to show that the degree of wrong propagation speed of discontinuities is highly dependent on the accuracy of the numerical method. The manner in which the smearing of discontinuities is contained by the numerical method and the overall amount of numerical dissipation being employed play major roles. Moreover, employing finite time steps and grid spacings that are below the standard Courant-Friedrich-Levy (CFL) limit on shockcapturing methods for compressible Euler and Navier-Stokes equations containing stiff reacting source terms and discontinuities reveals surprising counter-intuitive results. Unlike non-reacting flows, for stiff reactions with discontinuities, employing a time step and grid spacing that are below the CFL limit (based on the homogeneous part or non-reacting part of the governing equations) does not guarantee a correct solution of the chosen governing equations. Instead, depending on the numerical method, time step and grid spacing, the numerical simulation may lead to (a) the correct solution (within the truncation error of the scheme), (b) a divergent solution, (c) a wrong propagation speed of discontinuities solution or (d) other spurious solutions that are solutions of the discretized counterparts but are not solutions of the governing equations. The present investigation for three very different stiff system cases confirms some of the findings of Lafon & Yee (1996) and LeVeque & Yee (1990) for a model scalar PDE. The findings might shed some light on the reported difficulties in numerical combustion and problems with stiff nonlinear (homogeneous) source terms and discontinuities in general.
Mathematical Methods for Physics and Engineering Third Edition Paperback Set
NASA Astrophysics Data System (ADS)
Riley, Ken F.; Hobson, Mike P.; Bence, Stephen J.
2006-06-01
Prefaces; 1. Preliminary algebra; 2. Preliminary calculus; 3. Complex numbers and hyperbolic functions; 4. Series and limits; 5. Partial differentiation; 6. Multiple integrals; 7. Vector algebra; 8. Matrices and vector spaces; 9. Normal modes; 10. Vector calculus; 11. Line, surface and volume integrals; 12. Fourier series; 13. Integral transforms; 14. First-order ordinary differential equations; 15. Higher-order ordinary differential equations; 16. Series solutions of ordinary differential equations; 17. Eigenfunction methods for differential equations; 18. Special functions; 19. Quantum operators; 20. Partial differential equations: general and particular; 21. Partial differential equations: separation of variables; 22. Calculus of variations; 23. Integral equations; 24. Complex variables; 25. Application of complex variables; 26. Tensors; 27. Numerical methods; 28. Group theory; 29. Representation theory; 30. Probability; 31. Statistics; Index.
Numerical Simulation of Transit-Time Ultrasonic Flowmeters by a Direct Approach.
Luca, Adrian; Marchiano, Regis; Chassaing, Jean-Camille
2016-06-01
This paper deals with the development of a computational code for the numerical simulation of wave propagation through domains with a complex geometry consisting in both solids and moving fluids. The emphasis is on the numerical simulation of ultrasonic flowmeters (UFMs) by modeling the wave propagation in solids with the equations of linear elasticity (ELE) and in fluids with the linearized Euler equations (LEEs). This approach requires high performance computing because of the high number of degrees of freedom and the long propagation distances. Therefore, the numerical method should be chosen with care. In order to minimize the numerical dissipation which may occur in this kind of configuration, the numerical method employed here is the nodal discontinuous Galerkin (DG) method. Also, this method is well suited for parallel computing. To speed up the code, almost all the computational stages have been implemented to run on graphical processing unit (GPU) by using the compute unified device architecture (CUDA) programming model from NVIDIA. This approach has been validated and then used for the two-dimensional simulation of gas UFMs. The large contrast of acoustic impedance characteristic to gas UFMs makes their simulation a real challenge.
a Numerical Comparison of Langrange and Kane's Methods of AN Arm Segment
NASA Astrophysics Data System (ADS)
Rambely, Azmin Sham; Halim, Norhafiza Ab.; Ahmad, Rokiah Rozita
A 2-D model of a two-link kinematic chain is developed using two dynamics equations of motion, namely Kane's and Lagrange Methods. The dynamics equations are reduced to first order differential equation and solved using modified Euler and fourth order Runge Kutta to approximate the shoulder and elbow joint angles during a smash performance in badminton. Results showed that Runge-Kutta produced a better and exact approximation than that of modified Euler and both dynamic equations produced better absolute errors.
NASA Technical Reports Server (NTRS)
Chen, L. T.
1975-01-01
A general method for analyzing aerodynamic flows around complex configurations is presented. By applying the Green function method, a linear integral equation relating the unknown, small perturbation potential on the surface of the body, to the known downwash is obtained. The surfaces of the aircraft, wake and diaphragm (if necessary) are divided into small quadrilateral elements which are approximated with hyperboloidal surfaces. The potential and its normal derivative are assumed to be constant within each element. This yields a set of linear algebraic equations and the coefficients are evaluated analytically. By using Gaussian elimination method, equations are solved for the potentials at the centroids of elements. The pressure coefficient is evaluated by the finite different method; the lift and moment coefficients are evaluated by numerical integration. Numerical results are presented, and applications to flutter are also included.
Study of stability of the difference scheme for the model problem of the gaslift process
NASA Astrophysics Data System (ADS)
Temirbekov, Nurlan; Turarov, Amankeldy
2017-09-01
The paper studies a model of the gaslift process where the motion in a gas-lift well is described by partial differential equations. The system describing the studied process consists of equations of motion, continuity, equations of thermodynamic state, and hydraulic resistance. A two-layer finite-difference Lax-Vendroff scheme is constructed for the numerical solution of the problem. The stability of the difference scheme for the model problem is investigated using the method of a priori estimates, the order of approximation is investigated, the algorithm for numerical implementation of the gaslift process model is given, and the graphs are presented. The development and investigation of difference schemes for the numerical solution of systems of equations of gas dynamics makes it possible to obtain simultaneously exact and monotonic solutions.
Discontinuous Galerkin Method with Numerical Roe Flux for Spherical Shallow Water Equations
NASA Astrophysics Data System (ADS)
Yi, T.; Choi, S.; Kang, S.
2013-12-01
In developing the dynamic core of a numerical weather prediction model with discontinuous Galerkin method, a numerical flux at the boundaries of grid elements plays a vital role since it preserves the local conservation properties and has a significant impact on the accuracy and stability of numerical solutions. Due to these reasons, we developed the numerical Roe flux based on an approximate Riemann problem for spherical shallow water equations in Cartesian coordinates [1] to find out its stability and accuracy. In order to compare the performance with its counterpart flux, we used the Lax-Friedrichs flux, which has been used in many dynamic cores such as NUMA [1], CAM-DG [2] and MCore [3] because of its simplicity. The Lax-Friedrichs flux is implemented by a flux difference between left and right states plus the maximum characteristic wave speed across the boundaries of elements. It has been shown that the Lax-Friedrichs flux with the finite volume method is more dissipative and unstable than other numerical fluxes such as HLLC, AUSM+ and Roe. The Roe flux implemented in this study is based on the decomposition of flux difference over the element boundaries where the nonlinear equations are linearized. It is rarely used in dynamic cores due to its complexity and thus computational expensiveness. To compare the stability and accuracy of the Roe flux with the Lax-Friedrichs, two- and three-dimensional test cases are performed on a plane and cubed-sphere, respectively, with various numbers of element and polynomial order. For the two-dimensional case, the Gaussian bell is simulated on the plane with two different numbers of elements at the fixed polynomial orders. In three-dimensional cases on the cubed-sphere, we performed the test cases of a zonal flow over an isolated mountain and a Rossby-Haurwitz wave, of which initial conditions are the same as those of Williamson [4]. This study presented that the Roe flux with the discontinuous Galerkin method is less dissipative and has stronger numerical stability than the Lax-Friedrichs. Reference 1. 2002, Giraldo, F.X., Hesthaven, J.S. and Warburton, T., "Nodal High-Order Discontinous Galerkin Methods for the Spherical Shallow Water Equations," Journal of Computational Physics, Vol.181, pp.499-525. 2. 2005, Nair, R.D., Thomas, S.J. and Loft, R.D., "A Discontinuous Galerkin Transport Scheme on the Cubed Sphere," Monthly Weather Review, Vol.133, pp.814-828. 3. 2010, Ullrich, P.A., Jablonowski, C. and Leer, van B., "High-Order Finite-Volume Methods for the Shallow-Water Equations on the Sphere," Journal of Computational Physics, Vol.229, pp.6104-6134. 4. 1992, Williamson, D.L., Drake, J.B., Hack, J., Jacob, R. and Swartztrauber, P.N., "A Standard Test Set for Numerical Approximations to the Shallow Water Equations in Spherical Geometry," Journal of Computational Physics, Vol.102, pp.211-224.
Entropy Splitting for High Order Numerical Simulation of Vortex Sound at Low Mach Numbers
NASA Technical Reports Server (NTRS)
Mueller, B.; Yee, H. C.; Mansour, Nagi (Technical Monitor)
2001-01-01
A method of minimizing numerical errors, and improving nonlinear stability and accuracy associated with low Mach number computational aeroacoustics (CAA) is proposed. The method consists of two levels. From the governing equation level, we condition the Euler equations in two steps. The first step is to split the inviscid flux derivatives into a conservative and a non-conservative portion that satisfies a so called generalized energy estimate. This involves the symmetrization of the Euler equations via a transformation of variables that are functions of the physical entropy. Owing to the large disparity of acoustic and stagnation quantities in low Mach number aeroacoustics, the second step is to reformulate the split Euler equations in perturbation form with the new unknowns as the small changes of the conservative variables with respect to their large stagnation values. From the numerical scheme level, a stable sixth-order central interior scheme with a third-order boundary schemes that satisfies the discrete analogue of the integration-by-parts procedure used in the continuous energy estimate (summation-by-parts property) is employed.
Explicit formulation of second and third order optical nonlinearity in the FDTD framework
NASA Astrophysics Data System (ADS)
Varin, Charles; Emms, Rhys; Bart, Graeme; Fennel, Thomas; Brabec, Thomas
2018-01-01
The finite-difference time-domain (FDTD) method is a flexible and powerful technique for rigorously solving Maxwell's equations. However, three-dimensional optical nonlinearity in current commercial and research FDTD softwares requires solving iteratively an implicit form of Maxwell's equations over the entire numerical space and at each time step. Reaching numerical convergence demands significant computational resources and practical implementation often requires major modifications to the core FDTD engine. In this paper, we present an explicit method to include second and third order optical nonlinearity in the FDTD framework based on a nonlinear generalization of the Lorentz dispersion model. A formal derivation of the nonlinear Lorentz dispersion equation is equally provided, starting from the quantum mechanical equations describing nonlinear optics in the two-level approximation. With the proposed approach, numerical integration of optical nonlinearity and dispersion in FDTD is intuitive, transparent, and fully explicit. A strong-field formulation is also proposed, which opens an interesting avenue for FDTD-based modelling of the extreme nonlinear optics phenomena involved in laser filamentation and femtosecond micromachining of dielectrics.
Thermochemical nonequilibrium in atomic hydrogen at elevated temperatures
NASA Technical Reports Server (NTRS)
Scott, R. K.
1972-01-01
A numerical study of the nonequilibrium flow of atomic hydrogen in a cascade arc was performed to obtain insight into the physics of the hydrogen cascade arc. A rigorous mathematical model of the flow problem was formulated, incorporating the important nonequilibrium transport phenomena and atomic processes which occur in atomic hydrogen. Realistic boundary conditions, including consideration of the wall electrostatic sheath phenomenon, were included in the model. The governing equations of the asymptotic region of the cascade arc were obtained by writing conservation of mass and energy equations for the electron subgas, an energy conservation equation for heavy particles and an equation of state. Finite-difference operators for variable grid spacing were applied to the governing equations and the resulting system of strongly coupled, stiff equations were solved numerically by the Newton-Raphson method.
Numerical simulation of the processes in the normal incidence tube for high acoustic pressure levels
NASA Astrophysics Data System (ADS)
Fedotov, E. S.; Khramtsov, I. V.; Kustov, O. Yu.
2016-10-01
Numerical simulation of the acoustic processes in an impedance tube at high levels of acoustic pressure is a way to solve a problem of noise suppressing by liners. These studies used liner specimen that is one cylindrical Helmholtz resonator. The evaluation of the real and imaginary parts of the liner acoustic impedance and sound absorption coefficient was performed for sound pressure levels of 130, 140 and 150 dB. The numerical simulation used experimental data having been obtained on the impedance tube with normal incidence waves. At the first stage of the numerical simulation it was used the linearized Navier-Stokes equations, which describe well the imaginary part of the liner impedance whatever the sound pressure level. These equations were solved by finite element method in COMSOL Multiphysics program in axisymmetric formulation. At the second stage, the complete Navier-Stokes equations were solved by direct numerical simulation in ANSYS CFX in axisymmetric formulation. As the result, the acceptable agreement between numerical simulation and experiment was obtained.
NASA Astrophysics Data System (ADS)
Xianqiang, He; Delu, Pan; Yan, Bai; Qiankun, Zhu
2005-10-01
The numerical model of the vector radiative transfer of the coupled ocean-atmosphere system is developed based on the matrix-operator method, which is named PCOART. In PCOART, using the Fourier analysis, the vector radiative transfer equation (VRTE) splits up into a set of independent equations with zenith angle as only angular coordinate. Using the Gaussian-Quadrature method, VRTE is finally transferred into the matrix equation, which is calculated by using the adding-doubling method. According to the reflective and refractive properties of the ocean-atmosphere interface, the vector radiative transfer numerical model of ocean and atmosphere is coupled in PCOART. By comparing with the exact Rayleigh scattering look-up-table of MODIS(Moderate-resolution Imaging Spectroradiometer), it is shown that PCOART is an exact numerical calculation model, and the processing methods of the multi-scattering and polarization are correct in PCOART. Also, by validating with the standard problems of the radiative transfer in water, it is shown that PCOART could be used to calculate the underwater radiative transfer problems. Therefore, PCOART is a useful tool to exactly calculate the vector radiative transfer of the coupled ocean-atmosphere system, which can be used to study the polarization properties of the radiance in the whole ocean-atmosphere system and the remote sensing of the atmosphere and ocean.
NASA Astrophysics Data System (ADS)
Nonaka, Andrew; Day, Marcus S.; Bell, John B.
2018-01-01
We present a numerical approach for low Mach number combustion that conserves both mass and energy while remaining on the equation of state to a desired tolerance. We present both unconfined and confined cases, where in the latter the ambient pressure changes over time. Our overall scheme is a projection method for the velocity coupled to a multi-implicit spectral deferred corrections (SDC) approach to integrate the mass and energy equations. The iterative nature of SDC methods allows us to incorporate a series of pressure discrepancy corrections naturally that lead to additional mass and energy influx/outflux in each finite volume cell in order to satisfy the equation of state. The method is second order, and satisfies the equation of state to a desired tolerance with increasing iterations. Motivated by experimental results, we test our algorithm on hydrogen flames with detailed kinetics. We examine the morphology of thermodiffusively unstable cylindrical premixed flames in high-pressure environments for confined and unconfined cases. We also demonstrate that our algorithm maintains the equation of state for premixed methane flames and non-premixed dimethyl ether jet flames.
A High-Resolution Godunov Method for Compressible Multi-Material Flow on Overlapping Grids
DOE Office of Scientific and Technical Information (OSTI.GOV)
Banks, J W; Schwendeman, D W; Kapila, A K
2006-02-13
A numerical method is described for inviscid, compressible, multi-material flow in two space dimensions. The flow is governed by the multi-material Euler equations with a general mixture equation of state. Composite overlapping grids are used to handle complex flow geometry and block-structured adaptive mesh refinement (AMR) is used to locally increase grid resolution near shocks and material interfaces. The discretization of the governing equations is based on a high-resolution Godunov method, but includes an energy correction designed to suppress numerical errors that develop near a material interface for standard, conservative shock-capturing schemes. The energy correction is constructed based on amore » uniform pressure-velocity flow and is significant only near the captured interface. A variety of two-material flows are presented to verify the accuracy of the numerical approach and to illustrate its use. These flows assume an equation of state for the mixture based on Jones-Wilkins-Lee (JWL) forms for the components. This equation of state includes a mixture of ideal gases as a special case. Flow problems considered include unsteady one-dimensional shock-interface collision, steady interaction of an planar interface and an oblique shock, planar shock interaction with a collection of gas-filled cylindrical inhomogeneities, and the impulsive motion of the two-component mixture in a rigid cylindrical vessel.« less
CSR Fields: Direct Numerical Solution of the Maxwell___s Equation
DOE Office of Scientific and Technical Information (OSTI.GOV)
Novokhatski, A.; /SLAC
2011-06-22
We discuss the properties of the coherent electromagnetic fields of a very short, ultra-relativistic bunch in a rectangular vacuum chamber inside a bending magnet. The analysis is based on the results of a direct numerical solution of Maxwell's equations together with Newton's equations. We use a new dispersion-free time-domain algorithm which employs a more efficient use of finite element mesh techniques and hence produces self-consistent and stable solutions for very short bunches. We investigate the fine structure of the CSR fields including coherent edge radiation. This approach should be useful in the study of existing and future concepts of particlemore » accelerators and ultrafast coherent light sources. The coherent synchrotron radiation (CSR) fields have a strong action on the beam dynamics of very short bunches, which are moving in the bends of all kinds of magnetic elements. They are responsible for additional energy loss and energy spread; micro bunching and beam emittance growth. These fields may bound the efficiency of damping rings, electron-positron colliders and ultrafast coherent light sources, where high peak currents and very short bunches are envisioned. This is relevant to most high-brightness beam applications. On the other hand these fields together with transition radiation fields can be used for beam diagnostics or even as a powerful resource of THz radiation. A history of the study of CSR and a good collection of references can be found in [1]. Electromagnetic theory suggests several methods on how to calculate CSR fields. The most popular method is to use Lienard-Wiechert potentials. Other approach is to solve numerically the approximate equations, which are a Schrodinger type equation. These numerical methods are described in [2]. We suggest that a direct solution of Maxwell's equations together with Newton's equations can describe the detailed structure of the CSR fields [3].« less