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NASA NTRS1993

Accuracy of least-squares methods for the Navier-Stokes equations

Recently there has been substantial interest in least-squares finite element methods for velocity-vorticity-pressure formulations of the incompressible Navier-Stokes equations. The main cause for this interest is the fact that algorithms for the resulting discrete equations can be devised which require the solution of only symmetric, positive definite systems of algebraic equations. On the other hand, it is well-documented that methods using the vorticity as a primary variable often yield very poor approximations. Thus, here we study the accuracy of these methods through a series of computational experiments, and also comment on theoretical error estimates. It is found, despite the failure of standard methods for deriving error estimates, that computational evidence suggests that these methods are, at the least, nearly optimally accurate. Thus, in addition to the desirable matrix properties yielded by least-squares methods, one also obtains accurate approximations.

Bochev, Pavel B.↗

NASA NTRS1993

Accuracy of least-squares methods for the Navier-Stokes equations

Bochev, Pavel B.↗

NASA NTRS1990

Parameter identification for nonlinear aerodynamic systems

Parameter identification for nonlinear aerodynamic systems is examined. It is presumed that the underlying model can be arranged into an input/output (I/O) differential operator equation of a generic form. The algorithm estimation is especially efficient since the equation error can be integrated exactly given any I/O pair to obtain an algebraic function of the parameters. The algorithm for parameter identification was extended to the order determination problem for linear differential system. The degeneracy in a least squares estimate caused by feedback was addressed. A method of frequency analysis for determining the transfer function G(j omega) from transient I/O data was formulated using complex valued Fourier based modulating functions in contrast with the trigonometric modulating functions for the parameter estimation problem. A simulation result of applying the algorithm is given under noise-free conditions for a system with a low pass transfer function.

Pearson, Allan E.↗

NASA NTRS1996

First-Order System Least-Squares for the Navier-Stokes Equations

This paper develops a least-squares approach to the solution of the incompressible Navier-Stokes equations in primitive variables. As with our earlier work on Stokes equations, we recast the Navier-Stokes equations as a first-order system by introducing a velocity flux variable and associated curl and trace equations. We show that the resulting system is well-posed, and that an associated least-squares principle yields optimal discretization error estimates in the H(sup 1) norm in each variable (including the velocity flux) and optimal multigrid convergence estimates for the resulting algebraic system.

Bochev, P.↗

NASA NTRS1990

Inverse methods for assessing ship-of-opportunity networks and estimating circulation and winds from tropical expendable bathythermograph data

Inverse methods for estimating the surface ciculation of the equatorial Pacific by combining a linear reduced-gravity shallow-water model with the Tropical Ocean-Global Atmosphere ship-of-opportunity expendable bathythermograph (TOGA SOP XBT) observing program are examined. It is demonstrated that a simple linear model of the upper circulation of the equatorial Pacific can be successfully used as a weak constraint when smoothing the TOGA SOP XBT data. A circulation is sought as the weighted least squares fit to the dynamics and the data. The solution method is an expansion in representer functions, and the generalized inverse problem is thereby reduced from a functional problem to an algebraic problem for the coefficients of the representer. A specific inverse calculation using synthetic forcing and data is presented.

Bennett, Andrew F.↗

NASA NTRS1991

The analysis of a rocket tomography measurement of the N2+3914A emission and N2 ionization rates in an auroral arc

Techniques were developed for recovering two-dimensional distributions of auroral volume emission rates from rocket photometer measurements made in a tomographic spin scan mode. These tomographic inversion procedures are based upon an algebraic reconstruction technique (ART) and utilize two different iterative relaxation techniques for solving the problems associated with noise in the observational data. One of the inversion algorithms is based upon a least squares method and the other on a maximum probability approach. The performance of the inversion algorithms, and the limitations of the rocket tomography technique, were critically assessed using various factors such as (1) statistical and non-statistical noise in the observational data, (2) rocket penetration of the auroral form, (3) background sources of emission, (4) smearing due to the photometer field of view, and (5) temporal variations in the auroral form. These tests show that the inversion procedures may be successfully applied to rocket observations made in medium intensity aurora with standard rocket photometer instruments. The inversion procedures have been used to recover two-dimensional distributions of auroral emission rates and ionization rates from an existing set of N2+3914A rocket photometer measurements which were made in a tomographic spin scan mode during the ARIES auroral campaign. The two-dimensional distributions of the 3914A volume emission rates recoverd from the inversion of the rocket data compare very well with the distributions that were inferred from ground-based measurements using triangulation-tomography techniques and the N2 ionization rates derived from the rocket tomography results are in very good agreement with the in situ particle measurements that were made during the flight. Three pre-prints describing the tomographic inversion techniques and the tomographic analysis of the ARIES rocket data are included as appendices.

Mcdade, Ian C.↗

NASA NTRS1989

An interpretation and solution of ill-conditioned linear equations

Data insufficiency, poorly conditioned matrices and singularities in equations occur regularly in complex optimization, correlation, and interdisciplinary model studies. This work concerns itself with two methods of obtaining certain physically realistic solutions to ill-conditioned or singular algebraic systems of linear equations arising from such studies. Two efficient computational solution procedures that generally lead to locally unique solutions are presented when there is insufficient data to completely define the model, or a least-squares error formulation of this system results in an ill-conditioned system of equations. If it is assumed that a reasonable estimate of the uncertain data is available in both cases cited above, then we shall show how to obtain realistic solutions efficiently, in spite of the insufficiency of independent data. The proposed methods of solution are more efficient than singular-value decomposition for dealing with such systems, since they do not require solutions for all the non-zero eigenvalues of the coefficient matrix.

Ojalvo, I. U.↗

NASA NTRS1982

An accurate method for evaluating the kernel of the integral equation relating lift to downwash in unsteady potential flow

The method is capable of generating approximations of arbitrary accuracy. It is based on approximating the algebraic part of the nonelementary integrals in the kernel by exponential functions and then integrating termwise. The exponent spacing in the approximation is a geometric sequence. The coefficients and exponent multiplier of the exponential approximation are computed by least squares so the method is completely automated. Exponential approximates generated in this manner are two orders of magnitude more accurate than the exponential approximation that is currently most often used for this purpose. The method can be used to generate approximations to attain any desired trade-off between accuracy and computing cost.

Desmarais, R. N.↗

NASA NTRS1982

An accurate and efficient method for evaluating the kernel of the integral equation relating pressure to normalwash in unsteady potential flow

This paper describes an accurate economical method for generating approximations to the kernel of the integral equation relating unsteady pressure to normalwash in nonplanar flow. The method is capable of generating approximations of arbitrary accuracy. It is based on approximating the algebraic part of the non elementary integrals in the kernel by exponential approximations and then integrating termwise. The exponent spacing in the approximation is a geometric sequence. The coefficients and exponent multiplier of the exponential approximation are computed by least squares so the method is completely automated. Exponential approximates generated in this manner are two orders of magnitude more accurate than the exponential approximation that is currently most often used for this purpose. Coefficients for 8, 12, 24, and 72 term approximations are tabulated in the report. Also, since the method is automated, it can be used to generate approximations to attain any desired trade-off between accuracy and computing cost.

Desmarais, R. N.↗

NASA NTRS1984

Opening of an interface flaw in a layered elastic half-plane under compressive loading

A static analysis is given of the problem of an elastic layer perfectly bonded, except for a frictionless interface crack, to a dissimilar elastic half-plane. The free surface of the layer is loaded by a finite pressure distribution directly over the crack. The problem is formulated using the two dimensional linear elasticity equations. Using Fourier transforms, the governing equations are converted to a pair of coupled singular integral equations. The integral equations are reduced to a set of simultaneous algebraic equations by expanding the unknown functions in a series of Jacobi polynomials and then evaluating the singular Cauchy-type integrals. The resulting equations are found to be ill-conditioned and, consequently, are solved in the least-squares sense. Results from the analysis show that, under a normal pressure distribution on the free surface of the layer and depending on the combination of geometric and material parameters, the ends of the crack can open. The resulting stresses at the crack-tips are singular, implying that crack growth is possible. The extent of the opening and the crack-top stress intensity factors depend on the width of the pressure distribution zone, the layer thickness, and the relative material properties of the layer and half-plane.

Kennedy, J. M.↗

NASA NTRS1993

A least-squares finite element method for 3D incompressible Navier-Stokes equations

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. The Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.

Jiang, Bo-Nan↗

NASA NTRS1988

GaussFit - A system for least squares and robust estimation

GaussFit is a new computer program for solving least-squares and robust estimation problems. It has a number of unique features, including a complete programming language designed especially to formulate estimation problems, a built-in compiler and interpreter to support the programming language, and a built-in algebraic manipulator for calculating the required partial derivatives analytically. These features make GaussFit very easy to use, so that even complex problems can be set up and solved with minimal effort. GaussFit can correctly handle many cases of practical interest: nonlinear models, exact constraints, correlated observations, and models where the equations of condition contain more than one observed quantity. An experimental robust estimation capability is built into GaussFit so that data sets contaminated by outliers can be handled simply and efficiently.

Jefferys, W. H.↗

NASA NTRS1993

Large-scale computation of incompressible viscous flow by least-squares finite element method

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Jiang, Bo-Nan↗

NASA NTRS1984

Acoustooptic linear algebra processors - Architectures, algorithms, and applications

Architectures, algorithms, and applications for systolic processors are described with attention to the realization of parallel algorithms on various optical systolic array processors. Systolic processors for matrices with special structure and matrices of general structure, and the realization of matrix-vector, matrix-matrix, and triple-matrix products and such architectures are described. Parallel algorithms for direct and indirect solutions to systems of linear algebraic equations and their implementation on optical systolic processors are detailed with attention to the pipelining and flow of data and operations. Parallel algorithms and their optical realization for LU and QR matrix decomposition are specifically detailed. These represent the fundamental operations necessary in the implementation of least squares, eigenvalue, and SVD solutions. Specific applications (e.g., the solution of partial differential equations, adaptive noise cancellation, and optimal control) are described to typify the use of matrix processors in modern advanced signal processing.

Casasent, D.↗

NASA NTRS2000

Initial OSSE Sky Survey Observation: Deep Survey in the Virgo Region

The OSSE Virgo survey covered about 1% of the sky, using eight weeks of observing time on the Compton Gamma Ray Observatory, and was performed in conjunction with the EGRET and COMPTEL instruments on CGRO. A fundamental aspect of the survey was the development of data reduction techniques for the scanning data from the OSSE detectors. A direct algebraic approach for spatially deconvolving the data was developed. For the survey work, no background observations isolated from the survey region were acquired, unlike normal discrete source observations. The survey, reduction method covers the mapped region with a grid of pixels, and estimates the flux from each pixel by least-squares agreement with the data, assuming positivity constraints. This technique has led to the detection of compact sources at hard X-ray energies within the Virgo region, and the OSSE survey studies have been extended to the south galactic pole and north Ecliptic pole, with similar analysis techniques.

Cameron, Robert↗

NASA NTRS1989

A least-squares finite element method for incompressible Navier-Stokes problems

A least-squares finite element method, based on the velocity-pressure-vorticity formulation, is developed for solving steady incompressible Navier-Stokes problems. This method leads to a minimization problem rather than to a saddle-point problem by the classic mixed method, and can thus accommodate equal-order interpolations. This method has no parameter to tune. The associated algebraic system is symmetric, and positive definite. Numerical results for the cavity flow at Reynolds number up to 10,000 and the backward-facing step flow at Reynolds number up to 900 are presented.

Jiang, Bo-Nan↗

NASA NTRS1992

A least-squares finite element method for incompressible Navier-Stokes problems

A least-squares finite element method, based on the velocity-pressure-vorticity formulation, is developed for solving steady incompressible Navier-Stokes problems. This method leads to a minimization problem rather than to a saddle-point problem by the classic mixed method and can thus accommodate equal-order interpolations. This method has no parameter to tune. The associated algebraic system is symmetric, and positive definite. Numerical results for the cavity flow at Reynolds number up to 10,000 and the backward-facing step flow at Reynolds number up to 900 are presented.

Jiang, Bo-Nan↗

NASA NTRS1979

Concerning an application of the method of least squares with a variable weight matrix

An estimate of a state vector for a physical system when the weight matrix in the method of least squares is a function of this vector is considered. An iterative procedure is proposed for calculating the desired estimate. Conditions for the existence and uniqueness of the limit of this procedure are obtained, and a domain is found which contains the limit estimate. A second method for calculating the desired estimate which reduces to the solution of a system of algebraic equations is proposed. The question of applying Newton's method of tangents to solving the given system of algebraic equations is considered and conditions for the convergence of the modified Newton's method are obtained. Certain properties of the estimate obtained are presented together with an example.

Sukhanov, A. A.↗