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Introduction to multigrid methods

These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians. The use of more advanced mathematical tools, such as functional analysis, is avoided. The course is intended to be accessible to a wide audience of users of computational methods. We restrict ourselves to finite volume and finite difference discretization. The basic principles are given. Smoothing methods and Fourier smoothing analysis are reviewed. The fundamental multigrid algorithm is studied. The smoothing and coarse grid approximation properties are discussed. Multigrid schedules and structured programming of multigrid algorithms are treated. Robustness and efficiency are considered.

Wesseling, P.↗

qSmoothed particle interpolation

Smoothed particle hydrodynamics (SPH) discretization techniques are generalized to develop a method, smoothed particle interpolation (SPI), for solving initial value problems of systems of a nonhydrodynamical nature. Under this approach, SPH is viewed as strickly as interpolation scheme and, as such, suitable for solving general hyperbolic and parabolic equations. The SPI method is tested on (1) the wave equation with inhomogenous sound speed and (2) Burger's equation. The efficiency of SPI is studied by comparing SPI solutions to those obtained with standard finite-difference methods. It is shown that the power of SPI arises when the smoothing particles are free to move.

Laguna, Pablo↗

Structural Analysis Methods for Structural Health Management of Future Aerospace Vehicles

Two finite element based computational methods, Smoothing Element Analysis (SEA) and the inverse Finite Element Method (iFEM), are reviewed, and examples of their use for structural health monitoring are discussed. Due to their versatility, robustness, and computational efficiency, the methods are well suited for real-time structural health monitoring of future space vehicles, large space structures, and habitats. The methods may be effectively employed to enable real-time processing of sensing information, specifically for identifying three-dimensional deformed structural shapes as well as the internal loads. In addition, they may be used in conjunction with evolutionary algorithms to design optimally distributed sensors. These computational tools have demonstrated substantial promise for utilization in future Structural Health Management (SHM) systems.

Tessler, Alexander↗

Machine Learning-Assisted Recovery of Delicate Kinetic Information from Transient Reactor Experiments

Identifying active sites and their roles in chemical reaction steps remains a vital challenge in heterogeneous catalysis. Transient experiments offer a unique way to probe active sites and distinguish subtle kinetic features. Although physics-based analysis methods may be well-developed, they can be highly susceptible to experimental noise, and smoothing methods may erase or even distort important features; a smooth curve is not always the best curve. We demonstrate a new workflow for the direct interpretation of intrinsic kinetic information from exit flux curves measured in transient reactor experiments. This workflow contains three artificial neural networks (ANNs), including a noise reducer, a concentration predictor, and a rate predictor to analyze experimental data, followed by the virtual TAP (VTAP) physics-based reactor model and density functional theory (DFT) calculations of adsorption energies on specific sites. We use this workflow to analyze the data from experiments titrating Pt/Al 2 O 3 and Pt/SiO 2 catalysts with carbon monoxide (CO) in the temporal analysis of products (TAP) reactor. Our workflow separates the time-evolving chemical reaction and mass transfer information contained in the TAP pulse response. The existence of strong- and weak-binding sites on the Pt/Al 2 O 3 catalyst is observed in the catalyst titration experiment in the transient reactor. The structures of the strong- and weak-binding sites are then identified by using DFT calculations. We find that the Pt/SiO 2 catalyst has only strong-binding sites, which aligns with the inactive support effect of SiO 2 . We demonstrate how machine learning methods provide unique insights with high-resolution data analysis that cannot be achieved by using state-of-the-art physics-based methods.

Adsorption↗

A Residuals Approach to Filtering, Smoothing and Identification for Static Distributed Systems

An approach for state estimation and identification of spatially distributed parameters embedded in static distributed (elliptic) system models is advanced. The method of maximum likelihood is used to find parameter values that maximize a likelihood functional for the system model, or equivalently, that minimize the negative logarithm of this functional. To find the minimum, a Newton-Raphson search is conducted that from an initial estimate generates a convergent sequence of parameter estimates. For simplicity, a Gauss-Markov approach is used to approximate the Hessian in terms of products of first derivatives. The gradient and approximate Hessian are computed by first arranging the negative log likelihood functional into a form based on the square root factorization of the predicted covariance of the measurement process. The resulting data processing approach, referred to here by the new term of predicted data covariance square root filtering, makes the gradient and approximate Hessian calculations very simple. A closely related set of state estimates is also produced by the maximum likelihood method: smoothed estimates that are optimal in a conditional mean sense and filtered estimates that emerge from the predicted data covariance square root filter.

Rodriguez, G.↗

LANDSAT-4 image data quality analysis

Methods were developed for estimating point spread functions from image data. Roads and bridges in dark backgrounds are being examined as well as other smoothing methods for reducing noise in the estimated point spread function. Tomographic techniques were used to estimate two dimensional point spread functions. Reformatting software changes were implemented to handle formats for LANDSAT-5 data.

Anuta, P. E.↗

Multigrid Acceleration of Time-Accurate DNS of Compressible Turbulent Flow

An efficient scheme for the direct numerical simulation of 3D transitional and developed turbulent flow is presented. Explicit and implicit time integration schemes for the compressible Navier-Stokes equations are compared. The nonlinear system resulting from the implicit time discretization is solved with an iterative method and accelerated by the application of a multigrid technique. Since we use central spatial discretizations and no artificial dissipation is added to the equations, the smoothing method is less effective than in the more traditional use of multigrid in steady-state calculations. Therefore, a special prolongation method is needed in order to obtain an effective multigrid method. This simulation scheme was studied in detail for compressible flow over a flat plate. In the laminar regime and in the first stages of turbulent flow the implicit method provides a speed-up of a factor 2 relative to the explicit method on a relatively coarse grid. At increased resolution this speed-up is enhanced correspondingly.

Broeze, Jan↗

Geospatial analysis of preterm and small-for-gestational age births in Washington D.C.

Background: This study is based on the recognition that adverse pregnancy outcomes significantly affect maternal and infant health, leading to increased morbidity and mortality. These outcomes are shaped by a complex interplay of individual-level factors—like maternal age and education—and community-level influences, including socio-economic status and access to healthcare. Understanding these determinants is crucial for developing effective public health strategies, especially for marginalized populations, by identifying high-risk areas and informing targeted interventions that address both individual and structural barriers. Methods: We utilized geospatial analysis to explore the association between individual- and community-level factors and adverse pregnancy outcomes, specifically preterm birth (PTB) and small-for-gestational-age (SGA) birthweight in Washington, D.C. We used Empirical Bayes smoothing methods to calculate rates of adverse birth outcomes from 2010 to 2018 at the U.S. Census tract–level. Spatial scan statistics were used to investigate if adverse birth outcomes clustered in specific areas. ANOVA tests were conducted for individual- and community-level factors within identified clusters. Results: Spatial analysis identified significant high-risk clusters for PTB and SGA infants primarily in southeastern Washington, D.C., particularly in Wards 7 and 8. Individuals residing within these clusters experienced a 47% increased risk of PTB (RR = 1.467) and a 56% increased risk of SGA (RR = 1.560) compared to those outside clusters. Space–time analysis revealed temporal variation, with PTB clusters persisting from 2011 to 2014 and SGA clusters extending through 2017. Compared to low-risk clusters, high-risk clusters had younger birthing individuals (mean age ~26.5 vs. ~33 years), lower maternal college degree attainment (~20% vs. ~80%), higher rates of late or no prenatal care (~16% vs. 11%), and increased prevalence of smoking and hypertension (all P < 0.001). Community-level indicators showed lower median household incomes ($\$40,000$ vs. ~$\$105,000$), greater poverty (~16% vs. ~7% below $\$10,000$/year), higher public assistance use (~32% vs. ~5%), and reduced healthcare access (greater distances to emergency and specialty care) in high-risk areas (all P < 0.001). Neighborhood deprivation indices were significantly elevated, commutes were longer, and population density was lower in these clusters. These findings highlight that adverse birth outcomes cluster in neighborhoods with pronounced socioeconomic and health disparities. Conclusion: High-risk birth clusters highlight intertwined factors: individual, socio-economic, and geographic. Addressing these requires comprehensive interventions focusing on social and structural determinants of health.

Birth outcomes↗

Apollo guidance, navigation, and control: Candidate configuration trade study, Stellar-Inertial Measurement System (SIMS) for an Earth Observation Satellite (EOS)

The ten candidate SIMS configurations were reduced to three in preparation for the final trade comparison. The report emphasizes subsystem design trades, star availability studies, data processing (smoothing) methods, and the analytical and simulation studies at subsystem and system levels from which candidate accuracy estimates will be presented.

Ogletree, G.↗

Estimations of the smoothing operator response characteristics

The mean response characteristic of the graphical smoothing method is discussed. The method is illustrated by analysis of latitude observations at Washington from 1915.9 to 1941.0. Spectral density, frequency distribution, and distribution functions are also discussed.

Yatskiv, Y. S.↗

Propagation of transients in a random medium

The propagation of transient scalar waves in a three-dimensional random medium is considered. The analysis is based on the smoothing method. An integro-differential equation for the coherent (or average) wave is derived and solved for the case of a statistically homogeneous and isotropic medium and a delta-function source. This yields the coherent Green's function of the medium. It is found that the waveform of the coherent wave depends generally on the distance from the source measured in terms of a certain dimensionless parameter. Based on the magnitude of this parameter, three propagation zones, called the near zone, the far zone, and the intermediate zone, are defined.

Wenzel, A. R.↗

Saturation effects associated with sound propagation in a turbulent medium

A theoretical analysis of the acoustic wave field radiated by a time-harmonic point source in a homogeneous, isotropic turbulent medium is presented. The smoothing method is used to study the incoherent, or randomly fluctuating, component of the wave field. The analysis considers the effect on the wave of the velocity fluctuations, as well as the index-of-refraction fluctuations, of the medium. An approximate expression for the second moment of the incoherent wave is obtained for the case in which the wavelenght is much less than the minimum correlation length of the medium. This expression shows that the fluctuations of the wave increase initially in proportion to the propagation distance, but that at larger distances they tend to a limiting, or saturation, value. These results agree with observations of waves propagating in real media. It is also found that the mean square of the total (i.e., coherent plus incoherent) acoustic pressure is unaffected by the randomness of the medium.

Wenzel, A. R.↗

Modelling the effects of turbulence on acoustic wave propagation

A review of recent theoretical modeling of the effects of turbulence on acoustic wave propagation is presented. The Born approximation limit of the smoothing method of Keller and of the kinetic theory method of Howe are compared with the classical perturbation results of Chernov. Secular growth is observed in the higher order terms of the kinetic theory method of Howe when multiple scaling is ignored. The forward propagation - beam broadening model of Brown and Clifford is discussed as well as the single scatter model of DeLoach and of Rudd. Each model is examined with respect to its prediction of conservation of energy.

Harris, W. L.↗

A One-Dimensional Global-Scaling Erosive Burning Model Informed by Blowing Wall Turbulence

This paper makes no attempt to comprehensively review erosive burning models or the data collected in pursuit of them; the interested reader could begin with Landsbaum for a historical summary. However, a discussion and comparison to recent work by McDonald and Rettenmaier and Heister will be included, along with data generated by Strand, et. al. Suffice it to say that the search for a way to predict erosive burning in any size motor with formulas cleanly applicable to a typical 1D ballistics analysis has been long thwarted. Some models were based on testing that failed to adequately simulate the solid rocket motor environment. In most cases, no real‐time burn rate measurement was available. Two popular models, even when calibrated to recent motor‐like real‐time burn rate data obtained by Furfaro, were shown by McMillin to be inadequate at modeling erosive burning in the Space Shuttle Reusable Solid Rocket Motor (RSRM), the Space Launch Systems' Five‐Segment RSRM (RSRMV), and the five‐segment Engineering Test Motor (ETM)‐3. Subsequently to the data cited from Strand and Furfaro, additional motors of the same kind as Furfaro's were tested with RSRMV propellant, utilizing 7 segments per motor and 3 throat sizes. By measuring propellant web thickness with ultrasonic gages, the burn rate was determined at cross‐flow Mach numbers up to Mach 0.8. Furthermore, because of the different throat sizes in otherwise identical motors, this provides a unique look at the effect of pressure and base burn rate on the erosive response. Figure 1 shows example of the data pertaining to the high Mach motor, where the port area is initially less than the throat area. The burn rate data was processed using a smoothing method developed to reduce the noise without too severely introducing end effects that limit the range of useful data. Then, an empirical ballistics scheme was used to estimate the flow condition based on the burn rate measurements and pressure measured between each segment.

Kibbey, Timothy P.↗

Analysis of contact conditions and microstructure evolution in shear assisted processing and extrusion using smoothed particle hydrodynamics method

Shear assisted processing and extrusion (ShAPE) is a solid-phase processing technique that adds an additional shear force as compared with a conventional extrusion approach. Recently, ShAPE has demonstrated the capability of extruding high-performance aluminum alloy 7075 (AA7075) tubes at speeds up to 12.2 m/min without surface tearing. However, the relationship among the ShAPE processing parameters, thermomechanical conditions, contact conditions, heat generation, and microstructure evolution remains primarily empirical because an insightful understanding of the associated physics is still lacking. To help elucidate these relationships, this work proposes a thermomechanical meshfree model for the first time for ShAPE processing of AA7075 using the smoothed particle hydrodynamics (SPH) method. The meshfree model is first validated thoroughly by experimental data in terms of material flow, die face temperature, and extrusion force with various processing parameters. The validated model is then used to analyze the steady-state contact conditions and heat generation rates during ShAPE processing. Distributions of the average grain size of AA7075 being extruded are calculated using the SPH model output. The meshfree model results reveal that extrusions conducted at lower temperatures and higher strain rates yield more refined grains and possibly higher material strength, which is also consistent with the experimental observations.

36 MATERIALS SCIENCE↗

Development of a Smooth Trajectory Maneuver Method to Accommodate the Ares I Flight Control Constraints

Six degree-of-freedom (DOF) launch vehicle trajectories are designed to follow an optimized 3-DOF reference trajectory. A vehicle has a finite amount of control power that it can allocate to performing maneuvers. Therefore, the 3-DOF trajectory must be designed to refrain from using 100% of the allowable control capability to perform maneuvers, saving control power for handling off-nominal conditions, wind gusts and other perturbations. During the Ares I trajectory analysis, two maneuvers were found to be hard for the control system to implement; a roll maneuver prior to the gravity turn and an angle of attack maneuver immediately after the J-2X engine start-up. It was decided to develop an approach for creating smooth maneuvers in the optimized reference trajectories that accounts for the thrust available from the engines. A feature of this method is that no additional angular velocity in the direction of the maneuver has been added to the vehicle after the maneuver completion. This paper discusses the equations behind these new maneuvers and their implementation into the Ares I trajectory design cycle. Also discussed is a possible extension to adjusting closed-loop guidance.

Pinson, Robin M.↗