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Transformation matrices between non-linear and linear differential equations

In the linearization of systems of non-linear differential equations, those systems which can be exactly transformed into the second order linear differential equation Y"-AY'-BY=0 where Y, Y', and Y" are n x 1 vectors and A and B are constant n x n matrices of real numbers were considered. The 2n x 2n matrix was used to transform the above matrix equation into the first order matrix equation X' = MX. Specially the matrix M and the conditions which will diagonalize or triangularize M were studied. Transformation matrices P and P sub -1 were used to accomplish this diagonalization or triangularization to return to the solution of the second order matrix differential equation system from the first order system.

Sartain, R. L.

A numerical method for solving systems of linear ordinary differential equations with rapidly oscillating solutions

The present numerical method for accurate and efficient solution of systems of linear equations proceeds by numerically developing a set of basis solutions characterized by slowly varying dependent variables. The solutions thus obtained are shown to have a computational overhead largely independent of the small size of the scale length which characterizes the solutions; in many cases, the technique obviates series solutions near singular points, and its known sources of error can be easily controlled without a substantial increase in computational time.

Bernstein, Ira B.

Sparse Linear Algebra Toolkit for Computational Aerodynamics

Finding solutions to sparse linear systems of equations is an essential step in Computational Engineering applications of interest to NASA. Linear systems of equations are composed and solved in almost every computational engineering application. The characteristics of linear systems vary greatly from one application to another. Accordingly, there are a wide variety of methods for the solution of linear systems of equations. The operations and methods prepared by the authors are focused on linear systems of interest to NASA, primarily those associated with Computational Fluid Dynamics (CFD), Aeroelasticity, and Aeroacoustics. The Sparse Linear Algebra Toolkit (SLAT) is a coordinated collection of software featuring operations, methods, and data structures that are useful when solving sparse linear systems of equations on modern computer architectures. The implemented operations and methods are designed and tuned for parallelism in shared memory, in distributed memory, and across the hybrid combination of distributed-shared memory. The toolkit includes novel methods and implementations for modern architectures and facilitates development of new approaches for meeting NASA’s evolving computational engineering challenges using evolving computer architectures that are not available in vendor libraries. In this paper, significant features and interfaces within SLAT are presented and verified for simulations performed with NASA’s CFD solver, FUN3D. The runtime and scaling performance of the Generalized Minimum Residual (GMRES) method implemented in SLAT is analyzed for the linear subproblems within the solution of turbulent Navier-Stokes equations employed in the simulation of high-lift configurations. Prior to this work, the SPARSKIT GMRES implementation was the only Krylov subspace method available within FUN3D. A strong scaling study shows the SLAT GMRES implementation facilitates accurate Reynolds-averaged Navier-Stokes CFD solutions between 15% and 56% faster than the SPARSKIT GMRES implementation.

Stephen L Wood

Method of Conjugate Radii for Solving Linear and Nonlinear Systems

This paper describes a method to solve a system of N linear equations in N steps. A quadratic form is developed involving the sum of the squares of the residuals of the equations. Equating the quadratic form to a constant yields a surface which is an ellipsoid. For different constants, a family of similar ellipsoids can be generated. Starting at an arbitrary point an orthogonal basis is constructed and the center of the family of similar ellipsoids is found in this basis by a sequence of projections. The coordinates of the center in this basis are the solution of linear system of equations. A quadratic form in N variables requires N projections. That is, the current method is an exact method. It is shown that the sequence of projections is equivalent to a special case of the Gram-Schmidt orthogonalization process. The current method enjoys an advantage not shared by the classic Method of Conjugate Gradients. The current method can be extended to nonlinear systems without modification. For nonlinear equations the Method of Conjugate Gradients has to be augmented with a line-search procedure. Results for linear and nonlinear problems are presented.

Nachtsheim, Philip R.

Efficient computer algebra algorithms for polynomial matrices in control design

The theory of polynomial matrices plays a key role in the design and analysis of multi-input multi-output control and communications systems using frequency domain methods. Examples include coprime factorizations of transfer functions, cannonical realizations from matrix fraction descriptions, and the transfer function design of feedback compensators. Typically, such problems abstract in a natural way to the need to solve systems of Diophantine equations or systems of linear equations over polynomials. These and other problems involving polynomial matrices can in turn be reduced to polynomial matrix triangularization procedures, a result which is not surprising given the importance of matrix triangularization techniques in numerical linear algebra. Matrices with entries from a field and Gaussian elimination play a fundamental role in understanding the triangularization process. In the case of polynomial matrices, matrices with entries from a ring for which Gaussian elimination is not defined and triangularization is accomplished by what is quite properly called Euclidean elimination. Unfortunately, the numerical stability and sensitivity issues which accompany floating point approaches to Euclidean elimination are not very well understood. New algorithms are presented which circumvent entirely such numerical issues through the use of exact, symbolic methods in computer algebra. The use of such error-free algorithms guarantees that the results are accurate to within the precision of the model data--the best that can be hoped for. Care must be taken in the design of such algorithms due to the phenomenon of intermediate expressions swell.

Baras, J. S.

Contributions to linear system theory.

Linear dynamic systems governed by first-order linear differential equations in state variables, emphasizing time reversal and differential controllability

STATE EQUATION

Randomized Adiabatic Quantum Linear Solver Algorithm with Optimal Complexity Scaling and Detailed Running Costs

Solving linear systems of equations is a fundamental problem with a wide variety of applications across many fields of science, and there is increasing effort to develop quantum linear solver algorithms. Subaşı et al. [Phys. Rev. Lett. 122, 060504 (2019)] proposed a randomized algorithm inspired by adiabatic quantum computing, based on a sequence of random Hamiltonian simulation steps, with suboptimal scaling in the condition number 𝜅 of the linear system and the target error 𝜖. Here we go beyond these results in several ways. Firstly, using filtering [Lin and Tong, Quantum 4, 361 (2020)] and Poissonization techniques [Cunningham and Roland, ArXiv:2406.03972 (2024)], the algorithm complexity is improved to the optimal scaling 𝑂⁡(𝜅⁢log (1/𝜖))—an exponential improvement in 𝜖, and a shaving of a log 𝜅 scaling factor in 𝜅. Secondly, the algorithm is further modified to achieve constant factor improvements, which are vital as we progress towards hardware implementations on fault-tolerant devices. We introduce a cheaper randomized walk operator method replacing Hamiltonian simulation—which also removes the need for potentially challenging classical precomputations; randomized routines are sampled over optimized random variables; circuit constructions are improved. We obtain a closed formula rigorously upper bounding the expected number of times one needs to apply a block-encoding of the linear system matrix to output a quantum state encoding the solution to the linear system. The upper bound is 837⁢𝜅 at 𝜖 = 10 −10 for Hermitian matrices.

97 MATHEMATICS AND COMPUTING

Linear feedback guidance

Determination of closed loop guidance function with linear, time-variable feedback studied by behavior of motion equations

FEEDBACK

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.

The Detection of Radiated Modes from Ducted Fan Engines

The bypass duct of an aircraft engine is a low-pass filter allowing some spinning modes to radiate outside the duct. The knowledge of the radiated modes can help in noise reduction, as well as the diagnosis of noise generation mechanisms inside the duct. We propose a nonintrusive technique using a circular microphone array outside the engine measuring the complex noise spectrum on an arc of a circle. The array is placed at various axial distances from the inlet or the exhaust of the engine. Using a model of noise radiation from the duct, an overdetermined system of linear equations is constructed for the complex amplitudes of the radial modes for a fixed circumferential mode. This system of linear equations is generally singular, indicating that the problem is illposed. Tikhonov regularization is employed to solve this system of equations for the unknown amplitudes of the radiated modes. An application of our mode detection technique using measured acoustic data from a circular microphone array is presented. We show that this technique can reliably detect radiated modes with the possible exception of modes very close to cut-off.

Farassat, F.

Scalable Solutions to Integral Equation and Finite Element Simulations

The application of advanced computer architecture and software to a broad range of electromagnetic problems had allowed more accurate simulations of electrically larger and more complex components and systems...This paper overviews solutions to Maxwell's equations implicitly defined through systems of linear equations.

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