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NASA NTRS2019

Multilevel Monte Carlo Estimation of Unbiased Expectation via Sample Reuse and the Low Variance Estimation of Asymptotic Rates

A new variant of the multilevel Monte Carlo estimator [5, 3, 9, 12] is presented for the estimation of expectation statistics that utilizes sample reuse in specified levels, explicitly removes approximation error bias associated with numerically computed output quantities of interest that have an asymptotic limit behavior, and permits a low variance estimate of the asymptotic rate of convergence to that limit. In addition, it is shown that this new multilevel Monte Carlo variant can yield a computational cost savings. A review of Monte Carlo and multilevel Monte Carlo estimators is presented that includes analysis of expected value, expected mean squared error, and the calculation of optimized multilevel sample size parameters. The multilevel Monte Carlo estimator produces estimates of expectation for numerically approximated output quantities of interest that are biased by approximation error. When the quantity of interest can be modeled as the asymptotic limit of numerically approximated output quantities of interest, it is theoretically possible to remove this approximation error bias in the multilevel Monte Carlo estimator. In actual implementations, however, this procedure is unreliable due to statistical variability and inaccuracy in estimating the needed asymptotic limit. Analysis and numerical experiment show that the proposed variant of the multilevel Monte Carlo method greatly reduces (in some cases eliminates) the statistical variability in this limit estimation.

Barth, Timothy↗

NASA NTRS1980

Experimental unsteady aerodynamics of conventional and supercritical airfoils

Experimental data on the unsteady aerodynamics of oscillating airfoils in transonic flow are presented. Two 0.5 m-chord airfoil models - an NACA 64A010 and an NLR 7301 - were tested in the NASA-Ames 11 by 11 foot Transonic Wind Tunnel at Mach numbers to 0.85, at chord Reynolds numbers to 12 million and at mean angles of attack to 4 deg. The airfoils were subjected to both pitching and plunging motions at reduced frequencies to 0.3 (physical frequencies to 53 Hz). The new hardware and the extensive use of computer-experiment integration developed for this test are described. The geometrical configuration of the model and the test arrangement are described in detail. Mean and first harmonic data are presented in both tabular and graphical form to aid in comparisons with other data and with numerical computations.

Davis, S. S.↗

NASA NTRS1973

The Computerized Anatomical Man (CAM) model

A computerized anatomical man (CAM) model, representing the most detailed and anatomically correct geometrical model of the human body yet prepared, has been developed for use in analyzing radiation dose distribution in man. This model of a 50-percentile standing USAF man comprises some 1100 unique geometric surfaces and some 2450 solid regions. Internal body geometry such as organs, voids, bones, and bone marrow are explicitly modeled. A computer program called CAMERA has also been developed for performing analyses with the model. Such analyses include tracing rays through the CAM geometry, placing results on magnetic tape in various forms, collapsing areal density data from ray tracing information to areal density distributions, preparing cross section views, etc. Numerous computer drawn cross sections through the CAM model are presented.

Billings, M. P.↗

NASA NTRS1993

Improvement of method for experimental determination of flutter speed by parameter identification

The method investigated in the current research work is based on the identification of the equations of motion during test flights, followed by the solution of these identified equations to numerically compute the flutter dynamic pressure. The current research work is aimed at overcoming two main difficulties which arise when: (1) A continuous system is truncated into a system with a finite number of degrees of freedom. (2) The desired range of frequencies is wide; in the latter case, numerical difficulties occur that can only partly be overcome by giving relatively more weight to the high frequency modes. Results pertaining to the above first point will be presented under section entitled 'Truncation Effects', and results pertaining to the above second point will be presented under section entitled 'Frequency Range Effects'. The numerical example used herein consists of a continuous simply supported beam. It is further assumed that the object of the identification procedure is to identify the beam's first seven modes.

Nissim, E.↗

NASA NTRS1995

A well-posed numerical method to track isolated conformal map singularities in Hele-Shaw flow

We present a new numerical method for calculating an evolving 2D Hele-Shaw interface when surface tension effects are neglected. In the case where the flow is directed from the less viscous fluid into the more viscous fluid, the motion of the interface is ill-posed; small deviations in the initial condition will produce significant changes in the ensuing motion. This situation is disastrous for numerical computation, as small round-off errors can quickly lead to large inaccuracies in the computed solution. Our method of computation is most easily formulated using a conformal map from the fluid domain into a unit disk. The method relies on analytically continuing the initial data and equations of motion into the region exterior to the disk, where the evolution problem becomes well-posed. The equations are then numerically solved in the extended domain. The presence of singularities in the conformal map outside of the disk introduces specific structures along the fluid interface. Our method can explicitly track the location of isolated pole and branch point singularities, allowing us to draw connections between the development of interfacial patterns and the motion of singularities as they approach the unit disk. In particular, we are able to relate physical features such as finger shape, side-branch formation, and competition between fingers to the nature and location of the singularities. The usefulness of this method in studying the formation of topological singularities (self-intersections of the interface) is also pointed out.

Baker, Gregory↗

NASA NTRS1994

A high-speed linear algebra library with automatic parallelism

Parallel or distributed processing is key to getting highest performance workstations. However, designing and implementing efficient parallel algorithms is difficult and error-prone. It is even more difficult to write code that is both portable to and efficient on many different computers. Finally, it is harder still to satisfy the above requirements and include the reliability and ease of use required of commercial software intended for use in a production environment. As a result, the application of parallel processing technology to commercial software has been extremely small even though there are numerous computationally demanding programs that would significantly benefit from application of parallel processing. This paper describes DSSLIB, which is a library of subroutines that perform many of the time-consuming computations in engineering and scientific software. DSSLIB combines the high efficiency and speed of parallel computation with a serial programming model that eliminates many undesirable side-effects of typical parallel code. The result is a simple way to incorporate the power of parallel processing into commercial software without compromising maintainability, reliability, or ease of use. This gives significant advantages over less powerful non-parallel entries in the market.

Boucher, Michael L.↗

NASA NTRS1983

Pair production in superstrong magnetic fields

The production of electron-positron pairs by single photons in magnetic fields 10 to the twelth power G was investigated in detail for photon energies near threshold as well as for the asymptotic limit of high photon energy. The exact attenuation coefficient, which is derived and then evaluated numerically, is strongly influenced by the discrete energy states of the electron and positron. Near threshold, it exhibits a sawtooth pattern as a function of photon energy, and its value is significantly below that predicted by the asymptotic expression for the attenuation coefficient. The energy distributions of the created pair are computed numerically near threshold and analytic expressions are derived in the asymptotic limit. These results indicate that as field strength and photon energy increase, it becomes increasingly probable for the pair to divide the photon energy unequally. This effect, as well as the threshold behavior of the attenuation coefficient, could have important consequences for pulsar models.

Daugherty, J. K.↗

NASA NTRS1983

Pair production in superstrong magnetic fields

The production of electron-positron pairs by single photons in magnetic fields of not less than about 10 to the 12th gauss has been investigated in detail for photon energy. The exact attenuation coefficient, which is derived and then evaluated numerically, is strongly influenced by the discrete energy states of the electron and positron. Near threshold, it exhibits a 'sawtooth' pattern as a function of photon energy and its value is significantly below that predicted by the asymptotic expression for the attenuation coefficient. The energy distributions of the created pair are computed numerically near threshold, and analytic expressions are derived in the asymptotic limit. These results indicate that as field strength and photon energy increase, it becomes increasingly probable for the pair to divide strength energy unequally. This effect, as well as the threshold behavior of the attenuation coefficient, could have important consequences to pulsar models.

Daugherty, J. K.↗

NASA NTRS2023

Implementing a VLBI Time Delay Model for Earth-orbiting Satellites: Partial derivatives and Verification

This document describes the partial derivatives for commonly estimated parameters including antenna positions, satellite position, and satellite velocity from a near-field VLBI delay model for Earth-orbiting satellites. This model was presented in the Journal of Geodesy by Jaron & Nothnagel (2019). In this context, we present a streamlined version of the near-field VLBI delay. From this simplified model, we deduce a delay rate expression and calculate partial derivatives, maintaining only the terms with significant impact on the computed derivatives’ magnitude. To verify the accuracy of the simplified model and the partial derivatives computed from it, we have created a simple simulation in Matlab of an Earth-orbiting satellite at the altitude of a typical Global Navigation Satellite Systems (GNSS) satellite. From this simulation, we compare the simplified and original delays, and we verify the magnitude and direction of the partial derivatives against the numerically computed derivatives from the original delay model. The partial derivatives and simplified VLBI delay model detailed here are implemented in Fortran in the open-source library VTD.

Geodesy↗

NASA NTRS1987

An efficient method to compute spurious end point contributions in PO solutions

A method is given to compute the spurious endpoint contributions in the physical optics solution for electromagnetic scattering from conducting bodies. The method is applicable to general three-dimensional structures. The only information required to use the method is the radius of curvature of the body at the shadow boundary. Thus, the method is very efficient for numerical computations. As an illustration, the method is applied to several bodies of revolution to compute the endpoint contributions for backscattering in the case of axial incidence. It is shown that in high-frequency situations, the endpoint contributions obtained using the method are equal to the true endpoint contributions.

Gupta, Inder J.↗

NASA NTRS1991

The unsteady laminar boundary layer on an axisymmetric body subject to small-amplitude fluctuations in the free-stream velocity

The effect of small-amplitude, time-periodic, free-stream disturbances on an otherwise steady axisymmetric boundary layer on a circular cylinder is considered. Numerical solutions to the problem are presented, and an asymptotic solution to the flow, valid far downstream along the axis of the cylinder is detailed. Particular emphasis is placed on the unsteady eigensolutions that occur far downstream, which turn out to be very different from the analogous planar eigensolutions. These axisymmetric eigensolutions are computed numerically and also are described by asymptotic analyses valid for low and high frequencies of oscillation.

Duck, Peter W.↗

NASA NTRS1990

Research in progress in applied mathematics, numerical analysis, and computer science

Research conducted at the Institute in Science and Engineering in applied mathematics, numerical analysis, and computer science is summarized. The Institute conducts unclassified basic research in applied mathematics in order to extend and improve problem solving capabilities in science and engineering, particularly in aeronautics and space.

Source record↗

NASA NTRS1991

Convection in a two-layer fluid system

Experimental results are presented, and preliminary computations are performed on a system of two immiscible liquid layers with a temperature gradient applied parallel to the interface. The experiments reflect the combined contribution of buoyancy and surface-tension-induced (Marangoni) convection. It is concluded that buoyancy effects appear to be dominant and mask any surface-tension-induced convection present. Numerical computations show significant modification of pure buoyant convection by surface-tension gradients. The results are of interest in connection with the liquid encapsulation of GaAs melts in a microgravity environment.

Prakash, A.↗

NASA NTRS1998

PLUM: Parallel Load Balancing for Unstructured Adaptive Meshes

Dynamic mesh adaption on unstructured grids is a powerful tool for computing large-scale problems that require grid modifications to efficiently resolve solution features. Unfortunately, an efficient parallel implementation is difficult to achieve, primarily due to the load imbalance created by the dynamically-changing nonuniform grid. To address this problem, we have developed PLUM, an automatic portable framework for performing adaptive large-scale numerical computations in a message-passing environment. First, we present an efficient parallel implementation of a tetrahedral mesh adaption scheme. Extremely promising parallel performance is achieved for various refinement and coarsening strategies on a realistic-sized domain. Next we describe PLUM, a novel method for dynamically balancing the processor workloads in adaptive grid computations. This research includes interfacing the parallel mesh adaption procedure based on actual flow solutions to a data remapping module, and incorporating an efficient parallel mesh repartitioner. A significant runtime improvement is achieved by observing that data movement for a refinement step should be performed after the edge-marking phase but before the actual subdivision. We also present optimal and heuristic remapping cost metrics that can accurately predict the total overhead for data redistribution. Several experiments are performed to verify the effectiveness of PLUM on sequences of dynamically adapted unstructured grids. Portability is demonstrated by presenting results on the two vastly different architectures of the SP2 and the Origin2OOO. Additionally, we evaluate the performance of five state-of-the-art partitioning algorithms that can be used within PLUM. It is shown that for certain classes of unsteady adaption, globally repartitioning the computational mesh produces higher quality results than diffusive repartitioning schemes. We also demonstrate that a coarse starting mesh produces high quality load balancing, at a fraction of the cost required a fine initial mesh. Results indicate that our parallel load balancing strategy will remain viable on large numbers of processors.

Oliker, Leonid↗

NASA NTRS1985

Convergence acceleration for a three-dimensional Euler/Navier-Stokes zonal approach

A fast diagonal algorithm is coupled with a zonal approach to solve the three-dimensional Euler/Navier-Stokes equations. Transonic viscous solutions are obtained on a 150,000 point mesh for a NACA 0012 wing. The new computational approach yields a speedup by as much as a factor of 40 over the standard Beam-Warming algorithm/zonal method originally coded. A three-order-of-magnitude drop in the L2-norm of the residual requires approximately 500 iterations, which takes about 45 min of CPU time on a Cray-XMP. The numerically computed solutions are in good agreement with experimental results. Effects on convergence rate owing to increasing the zonal boundary overlap regions, different stretching distributions in the viscous regions, and different CFL values are also explored.

Flores, J.↗

NASA NTRS1998

Multiphysics Code Demonstrated for Propulsion Applications

The utility of multidisciplinary analysis tools for aeropropulsion applications is being investigated at the NASA Lewis Research Center. The goal of this project is to apply Spectrum, a multiphysics code developed by Centric Engineering Systems, Inc., to simulate multidisciplinary effects in turbomachinery components. Many engineering problems today involve detailed computer analyses to predict the thermal, aerodynamic, and structural response of a mechanical system as it undergoes service loading. Analysis of aerospace structures generally requires attention in all three disciplinary areas to adequately predict component service behavior, and in many cases, the results from one discipline substantially affect the outcome of the other two. There are numerous computer codes currently available in the engineering community to perform such analyses in each of these disciplines. Many of these codes are developed and used in-house by a given organization, and many are commercially available. However, few, if any, of these codes are designed specifically for multidisciplinary analyses. The Spectrum code has been developed for performing fully coupled fluid, thermal, and structural analyses on a mechanical system with a single simulation that accounts for all simultaneous interactions, thus eliminating the requirement for running a large number of sequential, separate, disciplinary analyses. The Spectrum code has a true multiphysics analysis capability, which improves analysis efficiency as well as accuracy. Centric Engineering, Inc., working with a team of Lewis and AlliedSignal Engines engineers, has been evaluating Spectrum for a variety of propulsion applications including disk quenching, drum cavity flow, aeromechanical simulations, and a centrifugal compressor flow simulation.

Lawrence, Charles↗

NASA NTRS1989

Low Reynolds number numerical solutions of chaotic flow

Numerical computations of two-dimensional flow past an airfoil at low Mach number, large angle of attack, and low Reynolds number are reported which show a sequence of flow states leading from single-period vortex shedding to chaos via the period-doubling mechanism. Analysis of the flow in terms of phase diagrams, Poincare sections, and flowfield variables are used to substantiate these results. The critical Reynolds number for the period-doubling bifurcations is shown to be sensitive to mesh refinement and the influence of large amounts of numerical dissipation. In extreme cases, large amounts of added dissipation can delay or completely eliminate the chaotic response. The effect of artificial dissipation at these low Reynolds numbers is to produce a new effective Reynolds number for the computations.

Pulliam, Thomas H.↗

NASA NTRS1992

Spaceflight mechanics 1992; Proceedings of the 2nd AAS/AIAA Meeting, Colorado Springs, CO, Feb. 24-26, 1992. Pts. 1 & 2

The present conference discusses topics in orbit determination, tethered satellite systems, celestial mechanics, guidance optimization, flexible body dynamics and control, attitude dynamics and control, Mars mission analyses, earth-orbiting mission analysis/debris, space probe mission analyses, and orbital computation numerical analyses. Attention is given to electrodynamic forces for control of tethered satellite systems, orbiting debris threats to asteroid flyby missions, launch velocity requirements for interceptors of short range ballistic missiles, transfers between libration-point orbits in the elliptic restricted problem, minimum fuel spacecraft reorientation, orbital guidance for hitting a fixed point at maximum speed, efficient computation of satellite visibility periods, orbit decay and reentry prediction for space debris, and the determination of satellite close approaches.

Diehl, Roger E.↗