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At least 343 records · Page 19

The Dynamics of Some Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations is analyzed using the theory of dynamical systems. With the aid of parallel Connection Machines (CM-2 and CM-5), the associated bifurcation diagrams as a function of the time step, and the complex behavior of the associated 'numerical basins of attraction' of these iterative implicit schemes are revealed and compared. Studies showed that all of the four implicit LMMs exhibit a drastic distortion and segmentation but less shrinkage of the basin of attraction of the true solution than standard explicit methods. The numerical basins of attraction of a noniterative implicit procedure mimic more closely the basins of attraction of the differential equations than the iterative implicit procedures for the four implicit LMMs.

Yee, H. C.↗

Time Evolution of Modeled Reynolds Stresses in Planar Homogeneous Flows

The analytic expression of the time evolution of the Reynolds stress anisotropy tensor in all planar homogeneous flows is obtained by exact integration of the modeled differential Reynolds stress equations. The procedure is based on results of tensor representation theory, is applicable for general pressure-strain correlation tensors, and can account for any additional turbulence anisotropy effects included in the closure. An explicit solution of the resulting system of scalar ordinary differential equations is obtained for the case of a linear pressure-strain correlation tensor. The properties of this solution are discussed, and the dynamic behavior of the Reynolds stresses is studied, including limit cycles and sensitivity to initial anisotropies.

Jongen, T.↗

Multiphysics Time-Integration for Turbulent Combustion at the Exascale

Turbulent reacting flow systems are often modeled with coupled time-dependent partial differential equations (PDEs). Solving such equations can easily tax the world's largest supercomputers. One pragmatic strategy for attacking such problems is to split the PDEs into components that can more easily be solved in isolation. This generic operator-splitting strategy leads to a set of ordinary differential equations (ODEs) that need to be solved as part of an "outer-loop" time-stepping approach. In many combustion applications, the ODEs to be solved can be very stiff, exhibiting timescales that span many orders of magnitude. The SUNDIALS library provides a plethora of robust time integration algorithms for solving these ODEs on exascale-capable computing hardware, yet for many complex applications (such multicomponent fuels or emissions predictions), the chemical models remain too complex to solve using reasonable resources. The Quasi-Steady State Approximation (QSSA) can be an effective tool for reducing the size and stiffness of the simulations. In this talk, I will discuss the use of the SUDIALS library of ODE solvers together with automatic code generation tools to solve complex turbulent reacting flow problems using QSSA models.

chemistry↗

Applications of estimation theory to numerical weather prediction

Numerical weather prediction (NWP) is an initial value problem for a system of nonlinear partial differential equations in which the initial values are known only incompletely and inaccurately. Data at initial time can be supplemented, however, by observations of the system distributed over a time interval preceding it. Estimation theory was successful in approaching such problems for models governed by systems of ordinary differential equations and of linear PDEs. Estimation-theoretic methods for NWP are developed. A model exhibiting many features of large scale atmospheric flow important in NWP is the one governed by the shallow fluid equations. The estimation problem for a linearized formulation of these equations is studied. A finite difference version of the equations is used as a forecast model to simulate the numerical models used in NWP.

Cohn, S.↗

Numerical methods and hypoexponential approximations for gamma distributed delay differential equations

Abstract Gamma distributed delay differential equations (DDEs) arise naturally in many modelling applications. However, appropriate numerical methods for generic gamma distributed DDEs have not previously been implemented. Modellers have therefore resorted to approximating the gamma distribution with an Erlang distribution and using the linear chain technique to derive an equivalent system of ordinary differential equations (ODEs). In this work, we address the lack of appropriate numerical tools for gamma distributed DDEs in two ways. First, we develop a functional continuous Runge–Kutta (FCRK) method to numerically integrate the gamma distributed DDE without resorting to Erlang approximation. We prove the fourth-order convergence of the FCRK method and perform numerical tests to demonstrate the accuracy of the new numerical method. Nevertheless, FCRK methods for infinite delay DDEs are not widely available in existing scientific software packages. As an alternative approach to solving gamma distributed DDEs, we also derive a hypoexponential approximation of the gamma distributed DDE. This hypoexponential approach is a more accurate approximation of the true gamma distributed DDE than the common Erlang approximation but, like the Erlang approximation, can be formulated as a system of ODEs and solved numerically using standard ODE software. Using our FCRK method to provide reference solutions, we show that the common Erlang approximation may produce solutions that are qualitatively different from the underlying gamma distributed DDE. However, the proposed hypoexponential approximations do not have this limitation. Finally, we apply our hypoexponential approximations to perform statistical inference on synthetic epidemiological data to illustrate the utility of the hypoexponential approximation.

97 MATHEMATICS AND COMPUTING↗

The growth of Goertler vortices in compressible boundary layers

The linear instability of Goertler vortices in compressible boundary layers is considered. Using asymptotic methods in the high wavenumber regime, it is shown that a growth rate estimate can be found by solving a sequence of linear equations. The growth rate obtained in this way takes non-parallel effects into account and can be found much more easily than by ordinary differential equation eigenvalue calculations associated with parallel flow theories.

Hall, Philip↗

On spurious steady-state solutions of explicit Runge-Kutta schemes

The bifurcation diagram associated with the logistic equation v sup n+1 = av sup n (1-v sup n) is by now well known, as is its equivalence to solving the ordinary differential equation u prime = alpha u (1-u) by the explicit Euler difference scheme. It has also been noted by Iserles that other popular difference schemes may not only exhibit period doubling and chaotic phenomena but also possess spurious fixed points. Runge-Kutta schemes applied to both the equation u prime = alpha u (1-u) and the cubic equation u prime = alpha u (1-u)(b-u) were studied computationally and analytically and their behavior was contrasted with the explicit Euler scheme. Their spurious fixed points and periodic orbits were noted. In particular, it was observed that these may appear below the linearized stability limits of the scheme and, consequently, computation may lead to erroneous results.

Sweby, P. K.↗

The structure of protostellar accretion disks and the origin of bipolar flows

Equations are obtained which govern the disk-wind structure and identify the physical parameters relevant to circumstellar disks. The system of equations is analyzed in the thin-disk approximation, and it is shown that the system can be consistently reduced to a set of ordinary differential equations in z. Representative solutions are presented, and it is shown that the apparent paradox discussed by Shu (1991) is resolved when the finite thickness of the disk is taken into account. Implications of the results for the origin of bipolar flows in young stellar objects and possible application to active galactic nuclei are discussed.

Wardle, Mark↗

Global Asymptotic Behavior of Iterative Implicit Schemes

The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing three models of 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed using the theory of dynamical systems. The iterative procedures include simple iteration and full and modified Newton iterations. The results are compared with standard Runge-Kutta explicit methods, a noniterative implicit procedure, and the Newton method of solving the steady part of the ODEs. Studies showed that aside from exhibiting spurious asymptotes, all of the four implicit LMMs can change the type and stability of the steady states of the differential equations (DEs). They also exhibit a drastic distortion but less shrinkage of the basin of attraction of the true solution than standard nonLMM explicit methods. The simple iteration procedure exhibits behavior which is similar to standard nonLMM explicit methods except that spurious steady-state numerical solutions cannot occur. The numerical basins of attraction of the noniterative implicit procedure mimic more closely the basins of attraction of the DEs and are more efficient than the three iterative implicit procedures for the four implicit LMMs. Contrary to popular belief, the initial data using the Newton method of solving the steady part of the DEs may not have to be close to the exact steady state for convergence. These results can be used as an explanation for possible causes and cures of slow convergence and nonconvergence of steady-state numerical solutions when using an implicit LMM time-dependent approach in computational fluid dynamics.

Yee, H. C.↗

Inference of neutrino flavor evolution through data assimilation and neural differential equations

The evolution of neutrino flavor in dense environments such as core-collapse supernovae and binary compact object mergers constitutes an important and unsolved problem. Its solution has potential implications for the dynamics and heavy-element nucleosynthesis in these environments. In this paper, we build upon recent work to explore inference-based techniques for the estimation of model parameters and neutrino flavor evolution histories. Here, we combine data assimilation, ordinary differential equation solvers, and neural networks to craft an inference approach tailored for nonlinear dynamical systems. Using this architecture, and a simple two-neutrino-beam, two-flavor model, we compare the performances of nine different optimization algorithms and expand upon previous assessments of the efficacy of inference for tackling problems in flavor evolution. We find that employing this new architecture, together with evolutionary optimization algorithms, accurately captures flavor histories in the small-scale model and allows us to quickly explore both model parameters and initial flavor content. In future work we plan to extend these inference techniques to large numbers of neutrinos.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Modeling the missile-launch tube problem in DYSCO

DYSCO is a versatile, general purpose dynamic analysis program which assembles equations and solves dynamics problems. The executive manages a library of technology modules which contain routines that compute the matrix coefficients of the second order ordinary differential equations of the components. The executive performs the coupling of the equations of the components and manages the solution of the coupled equations. Any new component representation may be added to the library if, given the state vector, a FORTRAN program can be written to compute M, C, K, and F. The problem described demonstrates the generality of this statement.

Berman, Alex↗

Technical report series on global modeling and data assimilation. Volume 2: Direct solution of the implicit formulation of fourth order horizontal diffusion for gridpoint models on the sphere

High order horizontal diffusion of the form K Delta(exp 2m) is widely used in spectral models as a means of preventing energy accumulation at the shortest resolved scales. In the spectral context, an implicit formation of such diffusion is trivial to implement. The present note describes an efficient method of implementing implicit high order diffusion in global finite difference models. The method expresses the high order diffusion equation as a sequence of equations involving Delta(exp 2). The solution is obtained by combining fast Fourier transforms in longitude with a finite difference solver for the second order ordinary differential equation in latitude. The implicit diffusion routine is suitable for use in any finite difference global model that uses a regular latitude/longitude grid. The absence of a restriction on the timestep makes it particularly suitable for use in semi-Lagrangian models. The scale selectivity of the high order diffusion gives it an advantage over the uncentering method that has been used to control computational noise in two-time-level semi-Lagrangian models.

Max J. Suarez↗

Direct Calculation of the Scattering Amplitude Without Partial Wave Decomposition: Inclusion of Correlation Effects - III

In the first two papers in this series, we developed a method for studying electron-hydrogen scattering that does not use partial wave analysis. We constructed an ansatz for the wave function in both the static and static exchange approximations and calculated the full scattering amplitude. Here we go beyond the static exchange approximation, and include correlation in the wave function via a modified polarized orbital. This correlation function provides a significant improvement over the static exchange approximation: the resultant elastic scattering amplitudes are in very good agreement with fully converged partial wave calculations for electron-hydrogen scattering. A fully variational modification of this approach is discussed in the conclusion of the article Popular summary of Direct calculation of the scattering amplitude without partial wave expansion. III ....." by J. Shertzer and A. Temkin. In this paper we continue the development of In this paper we continue the development of a new approach to the way in which researchers have traditionally used to calculate the scattering cross section of (low-energy) electrons from atoms. The basic mathematical problem is to solve the Schroedinger Equation (SE) corresponding the above physical process. Traditionally it was always the case that the SE was reduced to a sequence of one-dimensional (ordinary) differential equations - called partial waves which were solved and from the solutions "phase shifts" were extracted, from which the scattering cross section was calculated.

Shertzer, Janine↗

A probabilistic model of brittle crack formation

Probability of a brittle crack formation in an elastic solid with fluctuating strength is considered. A set Omega of all possible crack trajectories reflecting the fluctuation of the strength field is introduced. The probability P(X) that crack penetration depth exceeds X is expressed as a functional integral over Omega of a conditional probability of the same event taking place along a particular path. Various techniques are considered to evaluate the integral. Under rather nonrestrictive assumptions, the integral is reduced to solving a diffusion-type equation. A new characteristic of fracture process, 'crack diffusion coefficient', is introduced. An illustrative example is then considered where the integration is reduced to solving an ordinary differential equation. The effect of the crack diffusion coefficient and of the magnitude of strength fluctuations on probability density of crack penetration depth is presented. Practical implications of the proposed model are discussed.

Chudnovsky, A.↗

Transient responses of phosphoric acid fuel cell power plant system

An analytical and computerized study of the steady state and transient response of a phosphoric acid fuel cell (PAFC) system was completed. Parametric studies and sensitivity analyses of the PAFC system's operation were accomplished. Four non-linear dynamic models of the fuel cell stack, reformer, shift converters, and heat exchangers were developed based on nonhomogeneous non-linear partial differential equations, which include the material, component, energy balance, and electrochemical kinetic features. Due to a lack of experimental data for the dynamic response of the components only the steady state results were compared with data from other sources, indicating reasonably good agreement. A steady state simulation of the entire system was developed using, nonlinear ordinary differential equations. The finite difference method and trial-and-error procedures were used to obtain a solution. Using the model, a PAFC system, that was developed under NASA Grant, NCC3-17, was improved through the optimization of the heat exchanger network. Three types of cooling configurations for cell plates were evaluated to obtain the best current density and temperature distributions. The steady state solutions were used as the initial conditions in the dynamic model. The transient response of a simplified PAFC system, which included all of the major components, subjected to a load change was obtained. Due to the length of the computation time for the transient response calculations, analysis on a real-time computer was not possible. A simulation of the real-time calculations was developed on a batch type computer. The transient response characteristics are needed for the optimization of the design and control of the whole PAFC system. All of the models, procedures and simulations were programmed in Fortran and run on IBM 370 computers at Cleveland State University and the NASA Lewis Research Center.

Lu, Cheng-Yi↗

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗

Similarity analysis of differential equations by Lie group.

Methods for transforming partial differential equations into forms more suitable for analysis and solution are investigated. The idea of Lie's infinitesimal contact transformation group is introduced to develop a systematic method which involves mostly algebraic manipulations. A thorough presentation of the application of this general method to the problem of similarity analysis in a broader sense - namely, the similarity between partial and ordinary differential equations, boundary value and initial value problems, and nonlinear and linear equations - is given with new and very general methods evolved for deriving the possible groups of transformations.

Na, T. Y.↗

Legendre-Tau approximations for functional differential equations

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.

Ito, K.↗