Numerical techniques for the solution of symmetric positive linear differential equations
Finite difference method for solving symmetric positive linear differential equations
LINEAR EQUATION↗
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Higher-order numerical solutions using cubic splines
A cubic spline collocation procedure has recently been developed for the numerical solution of partial differential equations. In the present paper, this spline procedure is reformulated so that the accuracy of the second-derivative approximation is improved and parallels that previously obtained for lower derivative terms. The final result is a numerical procedure having overall third-order accuracy for a non-uniform mesh and overall fourth-order accuracy for a uniform mesh. Solutions using both spline procedures, as well as three-point finite difference methods, will be presented for several model problems.-
Rubin, S. G.↗
Neural network error correction for solving coupled ordinary differential equations
A neural network is presented to learn errors generated by a numerical algorithm for solving coupled nonlinear differential equations. The method is based on using a neural network to correctly learn the error generated by, for example, Runge-Kutta on a model molecular dynamics (MD) problem. The neural network programs used in this study were developed by NASA. Comparisons are made for training the neural network using backpropagation and a new method which was found to converge with fewer iterations. The neural net programs, the MD model and the calculations are discussed.
Shelton, R. O.↗
Boundary-fitted curvilinear coordinate systems for solution of partial differential equations on fields containing any number of arbitrary two-dimensional bodies
A method is presented for automatic numerical generation of a general curvilinear coordinate system with coordinate lines coincident with all boundaries of a general multi-connected two-dimensional region containing any number of arbitrarily shaped bodies. No restrictions are placed on the shape of the boundaries, which may even be time-dependent, and the approach is not restricted in principle to two dimensions. With this procedure the numerical solution of a partial differential system may be done on a fixed rectangular field with a square mesh with no interpolation required regardless of the shape of the physical boundaries, regardless of the spacing of the curvilinear coordinate lines in the physical field, and regardless of the movement of the coordinate system in the physical plane. A number of examples of coordinate systems and application thereof to the solution of partial differential equations are given. The FORTRAN computer program and instructions for use are included.
Thompson, J. F.↗
Should We Conserve Entropy or Energy when Computing CAPE with Mixed-Phase Precipitation Physics?
Abstract The rapidly increasing resolution of global atmospheric reanalysis and climate model datasets necessitates finding methods for computing convective available potential energy (CAPE) both efficiently and accurately. To this end, this article compares two common methods for computing CAPE which conserve either energy or entropy. Inaccuracies in these computations arise from both physical and numerical errors. For instance, computing CAPE with entropy conserved results in physical errors from nonequilibrium phase transitions but minimizes numerical errors because solutions are analytic at each height. In contrast, computing CAPE with energy conserved avoids these physical errors, but accumulates numerical errors that are grid-resolution-dependent because the numerical integration of a differential equation is required. Analysis of CAPE computed with large databases of soundings from the tropical Amazon and midlatitude storm environments shows that physical errors from the entropy method are typically 1%–3% as large as CAPE, which is comparable to the numerical errors from conserving energy with grid spacing of 25 and 250 m using explicit first-order and second-order integration schemes, respectively. Errors in entropy-based CAPE calculations are also insensitive to vertical grid spacing, in contrast to energy-based calculations whose error strongly scales with the grid spacing. It is shown that entropy-based methods are advantageous when intercomparing datasets with differing vertical resolution because they produce accurate and reasonably fast results that are insensitive to grid resolution, whereas a second-order energy-based method is advantageous when analyzing data with a consistent vertical resolution because of its superior computational efficiency. Significance Statement Convective available potential energy (CAPE) is a measure of instability in the atmosphere that helps forecasters and researchers understand when and where thunderstorms will form. The purpose of this article is to identify the most efficient and accurate methods for computing CAPE. Two methods are considered here, one that relates to the entropy (a measure of thermodynamic disorder) of an air parcel and one that relates to the energy of an air parcel. Results indicate that the entropy method is most accurate and insensitive to the resolution of the data used for the calculation (which can vary considerably), whereas the energy method uses the least computation time.
Peters, John M.↗
Error induced by coordinate systems
It is pointed out that the choice of a curvilinear coordinate system can have a substantial effect on the error in the numerical solution of a partial differential equation. The truncation error is dependent not only on the higher order derivatives of the solution and the local grid spacing, but also on the rate-of-change of the grid spacing and on the departure of the grid from orthogonality. In connection with the present investigation, an analysis is conducted of the local truncation error in the approximation of first and second order derivatives on a curvilinear grid. Attention is given to a number of examples which illustrate the two fundamental sources of truncation error in the numerical solution of partial differential equations on curvilinear coordinate systems. The first is the grid spacing and changes in grid spacing which is measured by the first and second order derivatives of the functions defining the coordinate system. The second source is the higher order derivatives of the solution itself.
Mastin, C. W.↗
Implicit Formulation of Muscle Dynamics in OpenSim
Astronauts lose bone and muscle mass during spaceflight. Exercise countermeasure is the primary method for counteracting bone and muscle mass loss in space. New spacecraft exercise device concepts are currently being developed for the NASAs new crew exploration vehicle. The NASA Digital Astronaut Project (DAP) uses computational modeling to help determine if the new exercise devices will be effective as countermeasures. The NASA Digital Astronaut Project is developing the ability to utilize predictive simulation to provide insight into the change in kinematics and kinetics with a change in device and gravitational environment (1-g versus 0-g). For example, in space exercise the subject's body weight is applied in addition to the loads prescribed for musculoskeletal maintenance. How and where these loads are applied obviously directly impacts bone and tissue loads. Additionally, due to space vehicle structural requirements, exercise devices are often placed on vibration isolation systems. This changes the apparent impedance or stiffness of the device as seen by the user. Data collection under these conditions is often impractical and limited. Predictive modeling provides a means to have a virtual subject to test hypotheses. Predictive simulation provides a virtual subject for which we are able to perform studies such as sensitivity to device loading and vibration isolation without the need for laboratory kinematic or kinetic test data.Direct Collocation optimization provides an efficient means to perform task based optimization and predictive modeling. It is relatively straight forward to structure a physical exercise task in a Direct Collocation mathematical formulation: perform a motion such that you start at an initial pose, achieve a given amount of deflection i.e a squat, return to the initial pose, and minimize muscle activation cost. Direct Collocation is advantageous in that it does not require numerical integration to evaluate the objective function. Instead, the system dynamics are transformed to discrete time and the optimizer is constrained such that the solution is not considered to be a valid unless the dynamic equations are satisfied at all time points. The simulation and optimization are effectively done simultaneously. Due to the implicit integration, time steps can be more coarse than in a differential equation solver. In a gait scenario this means that that the model constraints and cost function are evaluated at 100 nodes in the gait cycle versus 10,000 integration steps in a variable-step forward dynamic simulation. Furthermore, no time is wasted on accurate simulations of movements that are far from the optimum. Constrained optimization algorithms require a Jacobian matrix that contains the partial derivatives of each of the dynamic constraints with respect to of each of the state and control variables at all time points. This is a large but sparse matrix. An implicit dynamics formulation requires computation of the dynamic residuals f as a function of the states x and their derivatives, and controls u:f(x, dxdt, u) 0If the dynamics of musculoskeletal system are formulated implicitly, the Jacobian elements are often available analytically, eliminating the need for numerical differentiation; this is obviously computationally advantageous. Additionally, implicit formulation of musculoskeletal dynamics do not suffer from singularities from low mass bodies, zero muscle activation, or other stiff system or
physical exercise↗
New one-step integration methods of high accuracy
New numerical methods for solution of restricted three-body problem periodic trajectories and factors affecting accuracy and computer time through use of new methods
TRAJECTORY ANALYSIS↗
Transient dynamic analysis of high-speed lightly loaded cylindrical roller bearings. 2: Computer program and results
The governing differential equations of motion for a high speed cylindrical roller bearing are programmed for numerical solution and plotted output. This computer program has the capability of performing a two dimensional or three dimensional simulation. Two numerical solutions of the governing differential equations were obtained to simulate the motion of a roller bearing, one for the two dimensional equations of motion and one for the three dimensional equations of motion. Computer generated plots were obtained and present such data as roller/cage interaction forces, roller/race traction forces, roller/race relative slip velocities and cage angular speed over a nondimensional time equivalent to 1.2 revolutions of the inner race. Roller axial displacement, roller skew angle, and skew moment are also plotted for the three dimensional solution. The trajectory of the cage center is plotted for both the two dimensional and three dimensional solutions.
Conry, T. F.↗
Finite difference numerical methods for boundary control problems governed by hyperbolic partial differential equations
This paper briefly reviews convergent finite difference schemes for hyperbolic initial boundary value problems and their applications to boundary control systems of hyperbolic type which arise in the modelling of vibrations. These difference schemes are combined with the primal and the dual approaches to compute the optimal control in the unconstrained case, as well as the case when the control is subject to inequality constraints. Some of the preliminary numerical results are also presented.
Chen, G.↗
Algorithms For Integrating Nonlinear Differential Equations
Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.
Freed, A. D.↗
Quasi-generalized variables
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.
Baumgarten, J.↗
A model for radiative heating of a high-Z pusher
Several approaches to Inertial Confinement Fusion (ICF), including double-shell, pushered-single-shell, and the Revolver designs, have fuel surrounded by pushers made from high-Z materials. An advantage of these designs is that radiation emitted by the hot fuel will be absorbed and re-radiated into the fuel to reduce cooling. This process is referred to as radiation-trapping, and it lowers the fuel temperature required for ignition. To elucidate the physics of radiation trapping, a simplified model comprising a set of coupled differential equations has been developed to model the arbitrary time-dependent wall temperature from the Hammer and Rosen solution [J. H. Hammer and M. D. Rosen, Phys. Plasmas 10, 1829 (2003)] to a Marshak wave. The derivation of the model and a set of analytical power-law solutions will be presented. A discussion on numerical implementation of the differential equations into a model for burn in ICF capsules is also included.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Mixing-length, shears, and differential rotation
Three aspects of convection in the solar envelope, the mixing length, the shears, and the differential rotation, are considered. Numerical experiments show that the mixing length is scaled by the pressure scale height rather than by the density scale height. Results indicate that the effective viscosity of convective turbulence on large scale shears may be approximated as 1/3 the product of the rms vertical velocity and the pressure scale height. It is suggested that the differential rotation of the solar convection zone may be viewed as an unstable axisymmetric mode which produces slower rotation at the surface.
Chan, K. L.↗
Properties of finite difference models of non-linear conservative oscillators
Finite-difference (FD) approaches to the numerical solution of the differential equations describing the motion of a nonlinear conservative oscillator are investigated analytically. A generalized formulation of the Duffing and modified Duffing equations is derived and analyzed using several FD techniques, and it is concluded that, although it is always possible to contstruct FD models of conservative oscillators which are themselves conservative, caution is required to avoid numerical solutions which do not accurately reflect the properties of the original equation.
Mickens, R. E.↗
High Order Approximations for Compressible Fluid Dynamics on Unstructured and Cartesian Meshes
The development of high-order accurate numerical discretization techniques for irregular domains and meshes is often cited as one of the remaining challenges facing the field of computational fluid dynamics. In structural mechanics, the advantages of high-order finite element approximation are widely recognized. This is especially true when high-order element approximation is combined with element refinement (h-p refinement). In computational fluid dynamics, high-order discretization methods are infrequently used in the computation of compressible fluid flow. The hyperbolic nature of the governing equations and the presence of solution discontinuities makes high-order accuracy difficult to achieve. Consequently, second-order accurate methods are still predominately used in industrial applications even though evidence suggests that high-order methods may offer a way to significantly improve the resolution and accuracy for these calculations. To address this important topic, a special course was jointly organized by the Applied Vehicle Technology Panel of NATO's Research and Technology Organization (RTO), the von Karman Institute for Fluid Dynamics, and the Numerical Aerospace Simulation Division at the NASA Ames Research Center. The NATO RTO sponsored course entitled "Higher Order Discretization Methods in Computational Fluid Dynamics" was held September 14-18, 1998 at the von Karman Institute for Fluid Dynamics in Belgium and September 21-25, 1998 at the NASA Ames Research Center in the United States. During this special course, lecturers from Europe and the United States gave a series of comprehensive lectures on advanced topics related to the high-order numerical discretization of partial differential equations with primary emphasis given to computational fluid dynamics (CFD). Additional consideration was given to topics in computational physics such as the high-order discretization of the Hamilton-Jacobi, Helmholtz, and elasticity equations. This volume consists of five articles prepared by the special course lecturers. These articles should be of particular relevance to those readers with an interest in numerical discretization techniques which generalize to very high-order accuracy. The articles of Professors Abgrall and Shu consider the mathematical formulation of high-order accurate finite volume schemes utilizing essentially non-oscillatory (ENO) and weighted essentially non-oscillatory (WENO) reconstruction together with upwind flux evaluation. These formulations are particularly effective in computing numerical solutions of conservation laws containing solution discontinuities. Careful attention is given by the authors to implementational issues and techniques for improving the overall efficiency of these methods. The article of Professor Cockburn discusses the discontinuous Galerkin finite element method. This method naturally extends to high-order accuracy and has an interpretation as a finite volume method. Cockburn addresses two important issues associated with the discontinuous Galerkin method: controlling spurious extrema near solution discontinuities via "limiting" and the extension to second order advective-diffusive equations (joint work with Shu). The articles of Dr. Henderson and Professor Schwab consider the mathematical formulation and implementation of the h-p finite element methods using hierarchical basis functions and adaptive mesh refinement. These methods are particularly useful in computing high-order accurate solutions containing perturbative layers and corner singularities. Additional flexibility is obtained using a mortar FEM technique whereby nonconforming elements are interfaced together. Numerous examples are given by Henderson applying the h-p FEM method to the simulation of turbulence and turbulence transition.
Barth, Timothy↗
Vibration-Based Sensor Design: A Grey-Box Approach
Knowledge of the internal structure of an object or device under investigation proceeds from the basic idea of constructing its dynamic behavioral relations governed by a set of differential/algebraic equations that characterize its response. These equations can be partial differential equations leading to finite element or finite difference relations requiring a complex numerical solution on a super computer or ordinary differential equations requiring sophisticated numerical integration techniques to obtain the desired solution. Discrete dynamic systems evolving from digitized data acquisition are typically captured by sampled-data (continuous-to-discrete) representations characterized by a set of difference equations specifying the underlying system dynamics. In any case, with a mathematical description in hand, Grey-Box modeling techniques have evolved, concerned with the estimation of model parameters embedded in a prescribed set of equations (the system) governing its behavior, while capturing the underlying physical phenomenology of the problem at hand.
97 MATHEMATICS AND COMPUTING↗
Asymptotic integration algorithms for first-order ODEs with application to viscoplasticity
When constructing an algorithm for the numerical integration of a differential equation, one must first convert the known ordinary differential equation (ODE), which is defined at a point, into an ordinary difference equation (O(delta)E), which is defined over an interval. Asymptotic, generalized, midpoint, and trapezoidal, O(delta)E algorithms are derived for a nonlinear first order ODE written in the form of a linear ODE. The asymptotic forward (typically underdamped) and backward (typically overdamped) integrators bound these midpoint and trapezoidal integrators, which tend to cancel out unwanted numerical damping by averaging, in some sense, the forward and backward integrations. Viscoplasticity presents itself as a system of nonlinear, coupled first-ordered ODE's that are mathematically stiff, and therefore, difficult to numerically integrate. They are an excellent application for the asymptotic integrators. Considering a general viscoplastic structure, it is demonstrated that one can either integrate the viscoplastic stresses or their associated eigenstrains.
Freed, Alan D.↗