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At least 433 records · Page 24

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗

Comparison of level-1 and level-2 buckling and postbuckling solutions

The accuracy of the solutions obtained with the Level-1 computational modules of DISDECO (Delft Interactive Shell Design Code) are investigated by comparing them with solutions obtained with ANILISA, a Level-2 computational module. Whereas the Level-1 solutions are based on the use of trigonometric functions to represent the out-of-plane displacement W and involve Galerkin type approximations to reduce the governing partial differential equations to simple algebraic expressions, the Level-2 solutions employ a truncated Fourier expansion in the circumferential direction and solve the resulting ordinary differential equations forming a nonlinear eigenvalue problem by a Stodola like technique. This involves the numerical integration of the set of ordinary differential equations, which in turn makes it possible to satisfy the specified boundary conditions exactly. It is shown that in many applications the Level-1 predictions concerning the critical buckling load of the perfect structure and its imperfection sensitivity are quite accurate and reliable. For those cases where this is not true, it is shown how the pre and postprocessing facilities of DISDECO can be used efficiently to arrive at a reliable prediction. This involves always the use of the Level-2 computational module ANILISA with its rigorous prebuckling solution and its feature which makes it possible to satisfy the specified boundary conditions exactly.

Arbocz, J.↗

The rollup of a vortex layer near a wall

The behavior of an inviscid vortex layer of non-zero thickness near a wall is studied, both through direct numerical simulation of the two-dimensional vorticity equation at high Reynolds numbers, and using an approximate ordinary nonlinear integro-differential equation which is satisfied in the limit of a thin layer under long-wavelength perturbations. For appropriate initial conditions the layer rolls up and breaks into compact vortices which move along the wall at constant speed. Because of the effect of the wall, they correspond to equilibrium counter-rotating vortex dipoles. This breakup can be related to the disintegration of the initial conditions of the approximate nonlinear dispersive equation into solitary waves. The study is motivated by the formation of longitudinal vortices from vortex sheets in the wall region of a turbulent channel.

Jimenez, Javier↗

Estimation of time- and state-dependent delays and other parameters in functional differential equations

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Murphy, K. A.↗

Estimation of time- and state-dependent delays and other parameters in functional differential equations

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Murphy, K. A.↗

On the dynamics of approximating schemes for dissipative nonlinear equations

Since one can rarely write down the analytical solutions to nonlinear dissipative partial differential equations (PDE's), it is important to understand whether, and in what sense, the behavior of approximating schemes to these equations reflects the true dynamics of the original equations. Further, because standard error estimates between approximations of the true solutions coming from spectral methods - finite difference or finite element schemes, for example - and the exact solutions grow exponentially in time, this analysis provides little value in understanding the infinite time behavior of a given approximating scheme. The notion of the global attractor has been useful in quantifying the infinite time behavior of dissipative PDEs, such as the Navier-Stokes equations. Loosely speaking, the global attractor is all that remains of a sufficiently large bounded set in phase space mapped infinitely forward in time under the evolution of the PDE. Though the attractor has been shown to have some nice properties - it is compact, connected, and finite dimensional, for example - it is in general quite complicated. Nevertheless, the global attractor gives a way to understand how the infinite time behavior of approximating schemes such as the ones coming from a finite difference, finite element, or spectral method relates to that of the original PDE. Indeed, one can often show that such approximations also have a global attractor. We therefore only need to understand how the structure of the attractor for the PDE behaves under approximation. This is by no means a trivial task. Several interesting results have been obtained in this direction. However, we will not go into the details. We mention here that approximations generally lose information about the system no matter how accurate they are. There are examples that show certain parts of the attractor may be lost by arbitrary small perturbations of the original equations.

Jones, Donald A.↗

The nonlinear evolution of modes on unstable stratified shear layers

The nonlinear development of disturbances in stratified shear flows (having a local Richardson number of value less than one quarter) is considered. Such modes are initially fast growing but, like related studies, we assume that the viscous, non-parallel spreading of the shear layer results in them evolving in a linear fashion until they reach a position where their amplitudes are large enough and their growth rates have diminished sufficiently so that amplitude equations can be derived using weakly nonlinear and non-equilibrium critical-layer theories. Four different basic integro-differential amplitude equations are possible, including one due to a novel mechanism; the relevant choice of amplitude equation, at a particular instance, being dependent on the relative sizes of the disturbance amplitude, the growth rate of the disturbance, its wavenumber, and the viscosity of the fluid. This richness of choice of possible nonlinearities arises mathematically from the indicial Frobenius roots of the governing linear inviscid equation (the Taylor-Goldstein equation) not, in general, differing by an integer. The initial nonlinear evolution of a mode will be governed by an integro-differential amplitude equations with a cubic nonlinearity but the resulting significant increase in the size of the disturbance's amplitude leads on to the next stage of the evolution process where the evolution of the mode is governed by an integro-differential amplitude equations with a quintic nonlinearity. Continued growth of the disturbance amplitude is expected during this stage, resulting in the effects of nonlinearity spreading to outside the critical level, by which time the flow has become fully nonlinear.

Blackaby, Nicholas↗

Discrete time learning control in nonlinear systems

In this paper digital learning control methods are developed primarily for use in single-input, single-output nonlinear dynamic systems. Conditions for convergence of the basic form of learning control based on integral control concepts are given, and shown to be satisfied by a large class of nonlinear problems. It is shown that it is not the gross nonlinearities of the differential equations that matter in the convergence, but rather the much smaller nonlinearities that can manifest themselves during the short time interval of one sample time. New algorithms are developed that eliminate restrictions on the size of the learning gain, and on knowledge of the appropriate sign of the learning gain, for convergence to zero error in tracking a feasible desired output trajectory. It is shown that one of the new algorithms can give guaranteed convergence in the presence of actuator saturation constraints, and indicate when the requested trajectory is beyond the actuator capabilities.

Longman, Richard W.↗

Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.↗

Postbuckling of long orthotropic plates in combined shear and compression

The nonlinear large-deflection partial differential equations of von karman for orthotropic plates loaded in combined shear and compression are converted into a set of first-order nonlinear ordinary differential equations by assuming trigonometric functions in one direction. These equations are solved numerically using a two point boundary problem solver which makes use of Newton's method. Results are obtained which determine the postbuckling behavior of rectangular plates with loading up to about three times the buckling load. Both isotropic and orthotropic composite plates are considered. Results show that orthotropic plates may behave quite differently than isotropic plates and that in-plane boundary conditions are important for plates loaded in shear.

Stein, M.↗

Tusas: A fully implicit parallel approach for coupled phase-field equations

In this study, we develop a fully-coupled, fully-implicit approach for phase-field modeling of solidification in metals and alloys. Predictive simulation of solidification in pure metals and metal alloys remains a significant challenge in the field of materials science, as microstructure formation during the solidification process plays a critical role in the properties and performance of the solid material. Our simulation approach consists of a finite element spatial discretization of the fully-coupled nonlinear system of partial differential equations at the microscale, which is treated implicitly in time with a preconditioned Jacobian-free Newton-Krylov method. The approach is algorithmically scalable as well as efficient due to an effective preconditioning strategy based on algebraic multigrid and block factorization. We implement this approach in the open-source Tusas framework, which is a general, flexible tool developed in C++ for solving coupled systems of nonlinear partial differential equations. The performance of our approach is analyzed in terms of algorithmic scalability and efficiency, while the computational performance of Tusas is presented in terms of parallel scalability and efficiency on emerging heterogeneous architectures. We demonstrate that modern algorithms, discretizations, and computational science, and heterogeneous hardware provide a robust route for predictive phase-field simulation of microstructure evolution during additive manufacturing.

97 MATHEMATICS AND COMPUTING↗

Spline approximations for nonlinear hereditary control systems

A sline-based approximation scheme is discussed for optimal control problems governed by nonlinear nonautonomous delay differential equations. The approximating framework reduces the original control problem to a sequence of optimization problems governed by ordinary differential equations. Convergence proofs, which appeal directly to dissipative-type estimates for the underlying nonlinear operator, are given and numerical findings are summarized.

Daniel, P. L.↗

Stability analysis of numerical boundary conditions and implicit difference approximations for hyperbolic equations

Implicit, noniterative, finite difference schemes were recently developed by several authors for multidimensional systems of nonlinear hyperbolic partial differential equations. When applied to linear model equations with periodic boundary conditions those schemes are unconditionally stable (A-stable). As applied in practice the algorithms often face a severe time step restriction. A major source of the difficulty is the treatment of the numerical boundary conditions. One conjecture was that unconditional stability requires implicit numerical boundary conditions. An apparent counter example was the space time extrapolation considered by Gustafsson, Kreiss, and Sunstrom. Spatial (implicit) and space time (explicit) extrapolation using normal mode analysis for a finite and infinite number of spatial mesh intervals are examined. The results indicate that for unconditional stability with a finite number of spatial mesh intervals, the numerical boundary conditions must be implicit.

Beam, R. M.↗

The extended auxiliary equation mapping method to determine novel exact solitary wave solutions of the nonlinear fractional PDEs

Abstract In this paper, some new nonlinear fractional partial differential equations (PDEs) have been considered.Three models are including the space-time fractional-order Boussinesq equation, space-time (2 + 1)-dimensional breaking soliton equations, and space-time fractional-order SRLW equation describe the behavior of these equations in the diverse applications. Meanwhile, the fractional derivatives in the sense of β -derivative are defined. Some fractional PDEs will convert to the considered ordinary differential equations by the help of transformation of β -derivative. These equations are analyzed utilizing an integration scheme, namely, the extended auxiliary equation mapping method. The different kinds of traveling wave solutions, solitary, topological, dark soliton, periodic, kink, and rational, fall out as a by-product of this scheme. Finally, the existence of the solutions for the constraint conditions is also shown. The outcome indicates that some fractional PDEs are used as a growing finding in the engineering sciences, mathematical physics, and so forth.

Engineering↗

The spectrum of steady state turbulent convection.

Based on Heisenberg's statistical theory of turbulence, a model for steady state turbulent convection is herein proposed, and on the basis of this model, equations for the energy spectrum for steady state turbulent convection are derived. The spectrum is obtained from the solution of a nonlinear integral equation. After the integral equation is brought into a universally valid nondimensional form, it is transformed into a nonlinear first order differential equation to be solved numerically, with the Rayleigh number appearing as the only parameter. The energy spectrum has a substantial deviation from the Kolmogoroff law, as a result of the buoyancy force acting on the rising and falling eddies. The presented theory may be applicable to convection in planetary and stellar atmospheres wherein the radiative heat transport is small.

Winterberg, F.↗

Nonlinear behavior of acoustic waves in combustion chambers

The nonlinear growth and limiting amplitude of acoustic waves in a combustion chamber are considered. A formal framework is provided within which practical problems can be treated with a minimum of effort and expense. The general conservation equations were expanded in two small parameters, one characterizing the mean flow field and one measuring the amplitude of oscillations, and then combined to yield a nonlinear inhomogeneous wave equation. The unsteady pressure and velocity fields were expressed as syntheses of the normal modes of the chamber, but with unknown time-varying amplitudes. This procedure yielded a representation of a general unsteady field as a system of coupled nonlinear oscillators. The system of nonlinear equations was treated by the method of averaging to produce a set of coupled nonlinear first order differential equations for the amplitudes and phases of the modes. The analysis is applicable to any combustion chamber. The most interesting applications are probably to solid rockets, liquid rockets, or thrust augmentors on jet engines.

Culick, F. E. C.↗

Nonlinear behavior of acoustic waves in combustion chambers. I, II

The general problem of the nonlinear growth and limiting amplitude of acoustic waves in a combustion chamber is treated in three parts: (1) the general conservation equations are expanded in two small parameters, and then combined to yield a nonlinear inhomogeneous wave equation, (2) the unsteady pressure and velocity fields are expressed as a synthesis of the normal modes of the chamber, but with unknown time-varying amplitudes, and (3) the system of nonlinear equations is treated by the method of averaging to produce a set of coupled nonlinear first order differential equations for the amplitudes and phases of the modes. This approximate analysis is applied to the investigation of the unstable motions in a solid propellant rocket engine and in a T burner.

Culick, F. E. C.↗