Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “differential algebraic methods”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 181 records · Page 10
All sourcesNASA NTRSDOE OSTI
DOE OSTI2020

A new form of the Saint-Venant equations for variable topography

The solution stability of river models using the one-dimensional (1D) Saint-Venant equations can be easily undermined when source terms in the discrete equations do not satisfy the Lipschitz smoothness condition for partial differential equations. Although instability issues have been previously noted, they are typically treated as model implementation issues rather than as underlying problems associated with the form of the governing equations. This study proposes a new reference slope form of the Saint-Venant equations to ensure smooth slope source terms and eliminate one source of potential numerical oscillations. It is shown that a simple algebraic transformation of channel geometry provides a smooth reference slope while preserving the correct cross-section flow area and the total Piezometric pressure gradient that drives the flow. The reference slope method ensures the slope source term in the governing equations is Lipschitz continuous while maintaining all the underlying complexity of the real-world geometry. The validity of the mathematical concept is demonstrated with the open-source Simulation Program for River Networks (SPRNT) model in a series of artificial test cases and a simulation of a small urban creek. Validation comparisons are made with analytical solutions and the Hydrologic Engineering Center's River Analysis System (HEC-RAS) model. The new method reduces numerical oscillations and instabilities without requiring ad hoc smoothing algorithms.

54 ENVIRONMENTAL SCIENCES↗
NASA NTRS1996

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

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.

Molenaar, J.↗
DOE OSTI2026

Enhancing photoionization rate calculations in low-temperature plasmas using spectral methods

Photoionization plays a central role in the development of streamer discharges and other non-equilibrium plasma phenomena. It creates seed electrons, which are essential for positive streamer propagation, allowing the ionization front to move forward. Because of this, accurate modeling of photoionization is very important for predicting streamer behavior and plasma evolution. The photoionization process in air (N 2 – O 2 mixture) is often described by the Zheleznyak model (1982). This model is usually solved through Helmholtz-type equations that approximate the Zheleznyak photoionization model (Zheleznyak et al. 1982) as Partial Differential Equations (PDEs). Conventional numerical methods, such as the Finite Difference Method (FDM) or Finite Volume Method (FVM), are widely used to solve these equations. Although they are prevalent, the computational cost of these methods due to their need for matrix operations and iterative solver is demanding. To address this challenge, this work develops a spectral solver based on the Fast Fourier Transform (FFT) combined with Discrete Cosine Transform (DCT) and Discrete Sine Transform (DST) to calculate the photoionization rate efficiently in an axisymmetric cylindrical domain. This method naturally satisfies the boundary conditions used in the model and converts the PDE into algebraic ones in spectral space. Thus, avoids the need for iterative matrix solvers. When compared with FDM results, it is demonstrated that the new solver not only maintains accuracy, but also reduces the computational cost, showing a performance increase of approximately 100 compared to FDM over a wide range of problem sizes. The method is parallelized using Message Passing Interface (MPI) and has been integrated into a fluid plasma model for streamer simulation. Here, this FFT-based approach provides a fast and reliable alternative for calculating photoionization in fluid models, helping large-scale plasma simulations run faster and efficiently, and allows higher-resolution simulation without extra computational cost.

Axisymmetric system↗
NASA NTRS1982

On conforming mixed finite element methods for incompressible viscous flow problems

The application of conforming mixed finite element methods to obtain approximate solutions of linearized Navier-Stokes equations is examined. Attention is given to the convergence rates of various finite element approximations of the pressure and the velocity field. The optimality of the convergence rates are addressed in terms of comparisons of the approximation convergence to a smooth solution in relation to the best approximation available for the finite element space used. Consideration is also devoted to techniques for efficient use of a Gaussian elimination algorithm to obtain a solution to a system of linear algebraic equations derived by finite element discretizations of linear partial differential equations.

Gunzburger, M. D↗
NASA NTRS2003

Optimal Feedback Control of Thermal Networks

An improved approach to the mathematical modeling of feedback control of thermal networks has been devised. Heretofore software for feedback control of thermal networks has been developed by time-consuming trial-and-error methods that depend on engineers expertise. In contrast, the present approach is a systematic means of developing algorithms for feedback control that is optimal in the sense that it combines performance with low cost of implementation. An additional advantage of the present approach is that a thermal engineer need not be expert in control theory. Thermal networks are lumped-parameter approximations used to represent complex thermal systems. Thermal networks are closely related to electrical networks commonly represented by lumped-parameter circuit diagrams. Like such electrical circuits, thermal networks are mathematically modeled by systems of differential-algebraic equations (DAEs) that is, ordinary differential equations subject to a set of algebraic constraints. In the present approach, emphasis is placed on applications in which thermal networks are subject to constant disturbances and, therefore, integral control action is necessary to obtain steady-state responses. The mathematical development of the present approach begins with the derivation of optimal integral-control laws via minimization of an appropriate cost functional that involves augmented state vectors. Subsequently, classical variational arguments provide optimality conditions in the form of the Hamiltonian equations for the standard linear-quadratic-regulator (LQR) problem. These equations are reduced to an algebraic Riccati equation (ARE) with respect to the augmented state vector. The solution of the ARE leads to the direct computation of the optimal proportional- and integral-feedback control gains. In cases of very complex networks, large numbers of state variables make it difficult to implement optimal controllers in the manner described in the preceding paragraph.

Papalexandris, Miltiadis↗
NASA NTRS1990

The Design-To-Cost Manifold

Design-to-cost is a popular technique for controlling costs. Although qualitative techniques exist for implementing design to cost, quantitative methods are sparse. In the launch vehicle and spacecraft engineering process, the question whether to minimize mass is usually an issue. The lack of quantification in this issue leads to arguments on both sides. This paper presents a mathematical technique which both quantifies the design-to-cost process and the mass/complexity issue. Parametric cost analysis generates and applies mathematical formulas called cost estimating relationships. In their most common forms, they are continuous and differentiable. This property permits the application of the mathematics of differentiable manifolds. Although the terminology sounds formidable, the application of the techniques requires only a knowledge of linear algebra and ordinary differential equations, common subjects in undergraduate scientific and engineering curricula. When the cost c is expressed as a differentiable function of n system metrics, setting the cost c to be a constant generates an n-1 dimensional subspace of the space of system metrics such that any set of metric values in that space satisfies the constant design-to-cost criterion. This space is a differentiable manifold upon which all mathematical properties of a differentiable manifold may be applied. One important property is that an easily implemented system of ordinary differential equations exists which permits optimization of any function of the system metrics, mass for example, over the design-to-cost manifold. A dual set of equations defines the directions of maximum and minimum cost change. A simplified approximation of the PRICE H(TM) production-production cost is used to generate this set of differential equations over [mass, complexity] space. The equations are solved in closed form to obtain the one dimensional design-to-cost trade and design-for-cost spaces. Preliminary results indicate that cost is relatively insensitive to changes in mass and that the reduction of complexity, both in the manufacturing process and of the spacecraft, is dominant in reducing cost.

Dean, Edwin B.↗
NASA NTRS1987

Algebraic multigrid

The state of the art in algebraic multgrid (AMG) methods is discussed. The interaction between the relaxation process and the coarse grid correction necessary for proper behavior of the solution probes is discussed in detail. Sufficient conditions on relaxation and interpolation for the convergence of the V-cycle are given. The relaxation used in AMG, what smoothing means in an algebraic setting, and how it relates to the existing theory are considered. Some properties of the coarse grid operator are discussed, and results on the convergence of two-level and multilevel convergence are given. Details of an algorithm particularly studied for problems obtained by discretizing a single elliptic, second order partial differential equation are given. Results of experiments with such problems using both finite difference and finite element discretizations are presented.

Ruge, J. W.↗
DOE OSTI2023

Integral boundary conditions in phase field models

Modeling the chemical, electric and thermal transport as well as phase transitions and the accompanying mesoscale microstructure evolution within a material in an electronic device setting involves the solution of partial differential equations often with integral boundary conditions. Employing the familiar Poisson equation describing the electric potential evolution in a material exhibiting insulator to metal transitions, we exploit a special property of such an integral boundary condition, and we properly formulate the variational problem and establish its well-posedness. Next, we compare our method with the commonly-used Lagrange multiplier method that can also handle such boundary conditions. Numerical experiments demonstrate that our new method achieves optimal convergence rate in contrast to the conventional Lagrange multiplier method. Furthermore, the linear system derived from our method is symmetric positive definite, and can be efficiently solved by Conjugate Gradient method with algebraic multigrid preconditioning.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Cosmology meets cohomology

The cosmological polytope and bootstrap programs have revealed interesting connections between positive geometries, modern on-shell methods and bootstrap principles studied in the amplitudes community with the wavefunction of the Universe in toy models of FRW cosmologies. To compute these FRW correlators, one often faces integrals that are too difficult to evaluate by direct integration. Borrowing from the Feynman integral community, the method of (canonical) differential equations provides an efficient alternative for evaluating these integrals. Moreover, we further develop our geometric understanding of these integrals by describing the associated relative twisted cohomology. Leveraging recent progress in our understanding of relative twisted cohomology in the Feynman integral community, we give an algorithm to predict the basis size and simplify the computation of the differential equations satisfied by FRW correlators.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
DOE OSTI2024

Learning physics-based reduced-order models from data using nonlinear manifolds

Here we present a novel method for learning reduced-order models of dynamical systems using nonlinear manifolds. First, we learn the manifold by identifying nonlinear structure in the data through a general representation learning problem. The proposed approach is driven by embeddings of low-order polynomial form. A projection onto the nonlinear manifold reveals the algebraic structure of the reduced-space system that governs the problem of interest. The matrix operators of the reduced-order model are then inferred from the data using operator inference. Numerical experiments on a number of nonlinear problems demonstrate the generalizability of the methodology and the increase in accuracy that can be obtained over reduced-order modeling methods that employ a linear subspace approximation.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS2016

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.

Kennedy, Christopher A.↗
NASA NTRS1989

More accurate predictions with transonic Navier-Stokes methods through improved turbulence modeling

Significant improvements in predictive accuracies for off-design conditions are achievable through better turbulence modeling; and, without necessarily adding any significant complication to the numerics. One well established fact about turbulence is it is slow to respond to changes in the mean strain field. With the 'equilibrium' algebraic turbulence models no attempt is made to model this characteristic and as a consequence these turbulence models exaggerate the turbulent boundary layer's ability to produce turbulent Reynolds shear stresses in regions of adverse pressure gradient. As a consequence, too little momentum loss within the boundary layer is predicted in the region of the shock wave and along the aft part of the airfoil where the surface pressure undergoes further increases. Recently, a 'nonequilibrium' algebraic turbulence model was formulated which attempts to capture this important characteristic of turbulence. This 'nonequilibrium' algebraic model employs an ordinary differential equation to model the slow response of the turbulence to changes in local flow conditions. In its original form, there was some question as to whether this 'nonequilibrium' model performed as well as the 'equilibrium' models for weak interaction cases. However, this turbulence model has since been further improved wherein it now appears that this turbulence model performs at least as well as the 'equilibrium' models for weak interaction cases and for strong interaction cases represents a very significant improvement. The performance of this turbulence model relative to popular 'equilibrium' models is illustrated for three airfoil test cases of the 1987 AIAA Viscous Transonic Airfoil Workshop, Reno, Nevada. A form of this 'nonequilibrium' turbulence model is currently being applied to wing flows for which similar improvements in predictive accuracy are being realized.

Johnson, Dennis A.↗
DOE OSTI2025

Quantum Algorithm for Linear Non-unitary Dynamics with Near-Optimal Dependence on All Parameters

We introduce a family of identities that express general linear non-unitary evolution operators as a linear combination of unitary evolution operators, each solving a Hamiltonian simulation problem. This formulation can exponentially enhance the accuracy of the recently introduced linear combination of Hamiltonian simulation (LCHS) method [An, Liu, and Lin, Physical Review Letters, 2023]. For the first time, this approach enables quantum algorithms to solve linear differential equations with both optimal state preparation cost and near-optimal scaling in matrix queries on all parameters.

Applied Dynamical Systems↗
DOE OSTI2026

Statistics of base polytopes in F-theory

We propose a new statistical ensemble of toric bases for elliptic Calabi-Yaus used in F-theory models, by focusing on only the convex hull of the base, i.e., the base polytope. This physically motivated coarse-graining greatly simplifies the combinatorial complexity of the part of the 4d F-theory landscape with toric bases. We develop a Monte Carlo approach that randomly samples the base polytopes within fixed boxes, with proper statistical weights. We first apply the algorithm to the set of 2d base polytopes, generating an enlarged set of toric 2d bases that include certain types of codimension-two (4,6) points, and we validate our approach against exact numbers. We then explore the set of 3d base polytopes which fit in a set of “maximal” 3d boxes, and estimate the total number of inequivalent 3d base polytopes to be 10 85 –10 90 . We provide statistical data such as the distribution of non-Higgsable gauge groups on these bases. Amusingly, a similar method can also be applied to generate reflexive polytopes in various dimensions. In both the reflexive and base polytope cases, the number of relevant polytopes obeys a Gaussian distribution as a function of the number of vertices, which can be understood in terms of other results on random polytopes in the math literature.

Differential and algebraic geometry↗
NASA NTRS1994

Interlaminar stress analysis of dropped-ply laminated plates and shells by a mixed method

A mixed method of approximation based on Reissner's variational principle is developed for the linear analysis of interlaminar stresses in laminated composites, with special interest in laminates that contain terminated internal plies (dropped-ply laminates). Two models are derived, one for problems of generalized plane deformation and the other for the axisymmetric response of shells of revolution. A layerwise approach is taken in which the stress field is assumed with an explicit dependence on the thickness coordinate in each layer. The dependence of the stress field on the thickness coordinate is determined such that the three-dimensional equilibrium equations are satisfied by the approximation. The solution domain is reduced to one dimension by integration through the thickness. Continuity of tractions and displacements between layers is imposed. The governing two-point boundary value problem is composed of a system of both differential and algebraic equations (DAE's) and their associated boundary conditions. Careful evaluation of the system of DAE's was required to arrive at a form that allowed application of a one-step finite difference approximation. A two-stage Gauss implicit Runge-Kutta finite difference scheme was used for the solution because of its relatively high degree of accuracy. Patch tests of the two models revealed problems with solution accuracy for the axisymmetric model of a cylindrical shell loaded by internal pressure. Parametric studies of dropped-ply laminate characteristics and their influence on the interlaminar stresses were performed using the generalized plane deformation model. Eccentricity of the middle surface of the laminate through the ply drop-off was found to have a minimal effect on the interlaminar stresses under longitudinal compression, transverse tension, and in-plane shear. A second study found the stiffness change across the ply termination to have a much greater influence on the interlaminar stresses.

Harrison, Peter N.↗
NASA NTRS1986

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Warming, Robert F.↗
DOE OSTI2022

Physics-Informed Sparse Gaussian Process for Probabilistic Stability Analysis of Large-Scale Power System with Dynamic PVs and Loads

This work proposes a physics-informed sparse Gaussian process (SGP) for probabilistic stability assessment of large-scale power systems in the presence of uncertain dynamic PVs and loads. The differential and algebraic equations considering uncertainties from dynamic PVs and loads are reformulated to a nonlinear mapping relationship that allows the application of SGP. Thanks to the nonparametric characteristic of Gaussian process, the proposed framework does not require distributions of uncertain inputs and this distinguishes it from existing approaches. As the original Gaussian process is not scalable to large-scale systems with high dimensional uncertain inputs, this paper develops the SGP with a stochastic variational inference technique. It leads to approximately two orders of complex reduction. A data pre-processing step is also introduced to tackle the coexistence of stable and unstable cases by sample clustering and constructing separate SGPs. The probabilistic transient stability index is analyzed to assess system stability under different uncertain dynamics loads and PVs. Comparisons are performed with the sampling-based, the polynomial chaos expansion-based, and traditional Gaussian process-based methods on the modified IEEE 118-bus and Texas 2000-bus systems under various scenarios, including different levels of uncertainties and the existence of nonlinear correlations among dynamic PVs. The impacts of data quality and quantity issues are also investigated. It is shown that the proposed SGP achieves significantly improved computational efficiency while maintaining high accuracy with a limited number of data.

24 POWER TRANSMISSION AND DISTRIBUTION↗
DOE OSTI2022

Calabi-Yau CFTs and random matrices

Using numerical methods for finding Ricci-flat metrics, we explore the spectrum of local operators in two-dimensional conformal field theories defined by sigma models on Calabi-Yau targets at large volume. Focusing on the examples of K3 and the quintic, we show that the spectrum, averaged over a region in complex structure moduli space, possesses the same statistical properties as the Gaussian orthogonal ensemble of random matrix theory.

superstring vacua↗