Numerical Solutions of Inherently Unstable Ordinary Differential Equations
Numerical solution of inherently unstable ordinary differential equations with emphasis on asymptotic continuation problem
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Numerical solution of inherently unstable ordinary differential equations with emphasis on asymptotic continuation problem
This report documents the development of a Boundary Element Method (BEM) code for the computation of sound propagation in uniform mean flows. The basic formulation and implementation follow the standard BEM methodology; the convective wave equation and the boundary conditions on the surfaces of the bodies in the flow are formulated into an integral equation and the method of collocation is used to discretize this equation into a matrix equation to be solved numerically. New features discussed here include the formulation of the additional terms due to the effects of the mean flow and the treatment of the numerical singularities in the implementation by the method of collocation. The effects of mean flows introduce terms in the integral equation that contain the gradients of the unknown, which is undesirable if the gradients are treated as additional unknowns, greatly increasing the sizes of the matrix equation, or if numerical differentiation is used to approximate the gradients, introducing numerical error in the computation. It is shown that these terms can be reformulated in terms of the unknown itself, making the integral equation very similar to the case without mean flows and simple for numerical implementation. To avoid asymptotic analysis in the treatment of numerical singularities in the method of collocation, as is conventionally done, we perform the surface integrations in the integral equation by using sub-triangles so that the field point never coincide with the evaluation points on the surfaces. This simplifies the formulation and greatly facilitates the implementation. To validate the method and the code, three canonic problems are studied. They are respectively the sound scattering by a sphere, the sound reflection by a plate in uniform mean flows and the sound propagation over a hump of irregular shape in uniform flows. The first two have analytical solutions and the third is solved by the method of Computational Aeroacoustics (CAA), all of which are used to compare the BEM solutions. The comparisons show very good agreements and validate the accuracy of the BEM approach implemented here.
Linear estimation applied to the numerical solution of differential equations
Predictor-corrector methods for numerical solution of differential equations
Central difference numerical differentiation formula derived for minivar
A method is developed for using the integrals of systems of nonlinear, ordinary differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scaler or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.
A method is developed for using the integrals of systems of nonlinear, ordinary, differential equations in a numerical integration process to control the local errors in these integrals and reduce the global errors of the solution. The method is general and can be applied to either scalar or vector integrals. A number of example problems, with accompanying numerical results, are used to verify the analysis and support the conjecture of global error reduction.
Paper presents detailed study of spurious steady-state numerical solutions of differential equations that contain nonlinear source terms. Main objectives of this study are (1) to investigate how well numerical steady-state solutions of model nonlinear reaction/convection boundary-value problem mimic true steady-state solutions and (2) to relate findings of this investigation to implications for interpretation of numerical results from computational-fluid-dynamics algorithms and computer codes used to simulate reacting flows.
Numerical solutions for systems of ordinary differential equations using Taylors theorem
Efficient solution via Newton’s method of nonlinear systems of equations requires an accurate representation of the Jacobian, corresponding to the derivatives of the component residual equations with respect to the degrees of freedom. In practice these systems of equations often arise from spatial discretization of partial differential equations used to model physical phenomena. These equations may involve domain motion or material equations that are complex functions of the systems’ degrees of freedom. Computing the Jacobian by hand in these situations is arduous and prone to error. Finite difference approximations of the Jacobian or its action are prone to truncation error, especially in multiphysics settings. Symbolic differentiation packages may be used, but often result in an excessive number of terms in realistic model scenarios. An alternative to symbolic and numerical differentiation is automatic differentiation (AD), which propagates derivatives with every elementary operation of a computer program, corresponding to continual application of the chain rule. Automatic differentiation offers the guarantee of an exact Jacobian at a relatively small overhead cost. In this work, we outline the adoption of AD in the Multiphysics Object Oriented Simulation Environment (MOOSE) via the MetaPhysicL package. We describe the application of MOOSE’s AD capability to several sets of physics that were previously infeasible to model via hand-coded or Jacobian-free simulation techniques, including arbitrary Lagrangian-Eulerian and level-set simulations of laser melt pools, phase-field simulations with free energies provided through neural networks, and metallic nuclear fuel simulations that require inner Newton loop calculation of nonlinear material properties.
Here, we present a novel approach for high-order accurate numerical differentiation on unstructured meshes of quadrilateral elements. To differentiate a given function, an auxiliary function with greater smoothness properties is defined which when differentiated provides the derivatives of the original function. The method generalises traditional finite difference methods to meshes of arbitrary topology in any number of dimensions for any order of derivative and accuracy. We demonstrate the accuracy of the numerical scheme using dual quadrilateral meshes and a refinement method based on subdivision surfaces. The scheme is applied to the solution of a range of partial differential equations, including both linear and nonlinear, second and fourth order equations, and a time-dependent first order equation.
A simplified aerodynamic force model based on the physical principle of Prandtl's lifting line theory and trailing vortex concept has been developed to account for unsteady aerodynamic effects in aircraft dynamics. Longitudinal equations of motion have been modified to include these effects. The presence of convolution integrals in the modified equations of motion led to a frequency domain analysis utilizing Fourier transforms. This reduces the integro-differential equations to relatively simple algebraic equations, thereby reducing computation time significantly. A parameter extraction program based on the maximum likelihood estimation technique is developed in the frequency domain. The extraction algorithm contains a new scheme for obtaining sensitivity functions by using numerical differentiation. The paper concludes with examples using computer generated and real flight data
The Crew Exploration Vehicle Parachute Assembly System (CPAS) is being designed to land the Orion Crew Module (CM) at a safe rate of descent at splashdown. Flight test performance must be measured to a high degree of accuracy to ensure this requirement is met with the most efficient design possible. Although the design includes three CPAS Main parachutes, the requirement is that the system must not exceed 33 ft/s under two Main parachutes, should one of the Main parachutes fail. Therefore, several tests were conducted with clusters of two Mains. All of the steady-state rate of descent data are normalized to standard sea level conditions and checked against the limit. As the Orion design gains weight, the system is approaching this limit to within measurement precision. Parachute "breathing," cluster interactions, and atmospheric anomalies can cause the rate of descent to vary widely and lead to challenges in characterizing parachute terminal performance. An early test had contradictory rate of descent results from optical trajectory and Differential Global Positioning Systems (DGPS). A thorough analysis of the data sources and error propagation was conducted to determine the uncertainty in the trajectory. It was discovered that the Time Space Position Information (TSPI) from the optical tracking provided accurate position data. However, the velocity from TPSI must be computed via numerical differentiation, which is prone to large error. DGPS obtains position through pseudo-range calculations from multiple satellites and velocity through Doppler shift of the carrier frequency. Because the velocity from DGPS is a direct measurement, it is more accurate than TSPI velocity. To remedy the situation, a commercial off-the-shelf product that combines GPS and an Inertial Measurement Unit (IMU) was purchased to significantly improve rate of descent measurements. This had the added benefit of solving GPS dropouts during aircraft extraction. Statistical probability distributions for CPAS Main parachute rate of descent and drag coefficient were computed and plotted. Using test data, a terminal rate of descent at splashdown can be estimated as a function of canopy loading.
Error analyses for numerically integrating first order ordinary differential equations
Abstract We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and is robust to large (biologically relevant) levels of measurement noise. For low dimensional systems with modest amounts of data, WENDy is competitive with conventional forward solver-based nonlinear least squares methods in terms of speed and accuracy. For both higher dimensional systems and stiff systems, WENDy is typically both faster (often by orders of magnitude) and more accurate than forward solver-based approaches. The core mathematical idea involves an efficient conversion of the strong form representation of a model to its weak form, and then solving a regression problem to perform parameter inference. The core statistical idea rests on the Errors-In-Variables framework, which necessitates the use of the iteratively reweighted least squares algorithm. Further improvements are obtained by using orthonormal test functions, created from a set of $$C^{\infty }$$ C ∞ bump functions of varying support sizes.We demonstrate the high robustness and computational efficiency by applying WENDy to estimate parameters in some common models from population biology, neuroscience, and biochemistry, including logistic growth, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark model. Software and code for reproducing the examples is available at https://github.com/MathBioCU/WENDy .
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Paramagnetic molecules with a metal ion as an electron spin center are promising building blocks for molecular qubits and high-density memory arrays. However, fast spin relaxation and decoherence in these molecules lead to a rapid loss of magnetization and quantum information. Nonadiabatic coupling (NAC), closely related to spin-vibrational coupling, is the main source of spin relaxation and decoherence in paramagnetic molecules at higher temperatures. Predicting these couplings using numerical differentiation requires a large number of computationally intensive ab initio or crystal field electronic structure calculations. To reduce computational cost and improve accuracy, we derive and implement analytical NAC and state-specific energy gradient for the ab initio parametrized crystal field Hamiltonian describing single-ion molecular magnets. Our implementation requires only a single crystal field calculation. In addition, the accurate NACs and state-specific energy gradients can be used to model spin relaxation using sophisticated nonadiabatic molecular dynamics, which avoids the harmonic approximation for molecular vibrations. To test our implementation, we calculate the NAC values for three lanthanide complexes. Finally, the predicted values support the relaxation mechanisms reported in previous studies.
The atomic forces formulation based on the Dirac-Kohn-Sham equation and the flexible (APW+lo/LAPW)+LO basis set is presented here. The formulation was implemented in the code FlapwMBPT and allows a user to easily switch between different basis functions of the augmentation type (APW or LAPW) and between different kind of local orbitals. Similar to the work (Phys.Rev.B 91 (2015) 035105), the implementation takes into account small discontinuities of the wave functions, density, and potential at the muffin-tin sphere boundaries. Applications to the materials with strong relativistic effects, such as $\alpha$-Uranium, PuCoGa$_{5}$, and FePt, demonstrate robustness of the method. The comparison of the calculated forces with the ones obtained by numerical differentiation of free energy shows close agreement with deviations about 0.1% or less.