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At least 559 records · Page 31

On the Calculation of Exact Cumulative Distribution Statistics for Burgers Equation

A mathematical procedure is presented for the calculation of exact cumulative distribution statistics for a viscosity-free variant of Burgers nonlinear partial differential equation (PDE) in one space dimension and time subject to sinusoidal initial data with uncertain (random variable) amplitude or phase shift. Analytical solutions of nonlinear PDEs with uncertain initial and/or boundary data are invaluable benchmarks in assessing approximate uncertainty quantification techniques. The Burgers equation solution with uncertain initial data results in nonsmooth solution behavior in both physical and random variable dimensions which provides a severe test for approximate uncertainty quantification techniques. Mathematical proofs are provided to verify that exact cumulative distribution statistics can be systematically and robustly obtained for all forward time.

Burgers↗

Costas loop tracking performance in the presence of antenna switching transients

The present paper examines the impact of phase, amplitude and Doppler transients on the tracking performance of a Costas loop, both in the presence and absence of noise; the loop's lock maintenance capability is also examined. Specific considerations involve analyzing second order loop transient behavior in the absence of noise and the presence of the three transients noted above; here, the operational differential equations are formulated and numerically solved. In the context of noise presence, a first order loop is treated in conjunction with amplitude and phase transients; toward this end the time dependent version of the Fokker-Planck partial differential equation is developed and numerically solved. Selected performance curves describe second order loop behavior in the presence of transients, whose values are of varying severity. First order loop behavior in the presence of noise is characterized by the illustration of suitably defined time dependent 'truncated probability density functions' and associated loss of lock probabilities.

Weinberg, A.↗

Modelling and simulation of brinicle formation

Below the Arctic sea ice, under the right conditions, a flux of icy brine flows down into the sea. The icy brine has a much lower fusion point and is denser than normal seawater. As a result, it sinks while freezing everything around it, forming an ice channel called a brinicle (also known as ice stalactite). In this paper, we develop a mathematical model for this phenomenon, assuming cylindrical symmetry. The fluid is considered to be viscous and quasi-stationary. The heat and salt transport are weakly coupled to the fluid motion and are modelled with the corresponding conservation equations, accounting for diffusive and convective effects. Finite-element discretization is employed to solve the coupled system of partial differential equations. We find that the model can capture the general behaviour of the physical system and generate brinicle-like structures while also recovering dendrite composition, which is a physically expected feature aligned with previous experimental results. This represents, to our knowledge, the first complete model proposed that captures the global structure of the physical phenomenon even though it has some discrepancies, such as brine accumulation.

97 MATHEMATICS AND COMPUTING↗

Finite-analytic numerical method for unsteady two-dimensional Navier-Stokes equations

A finite analytic (FA) numerical solution is developed for unsteady two-dimensional Navier-Stokes equations. The FA method utilizes the analytic solution in a small local element to formulate the algebraic representation of partial differential equations. The combination of linear and exponential functions that satisfy the governing equation is adopted as the boundary function, thereby improving the accuracy of the finite analytic solution. Two flows, one a starting cavity flow and the other a vortex shedding flow behind a rectangular block, are solved by the FA method. The starting square cavity flow is solved for Reynolds number of 400, 1000, and 2000 to show the accuracy and stability of the FA solution. The FA solution for flow over a rectangular block (H x H/4) predicts the Strouhal number for Reynolds numbers of 100 and 500 to be 0.156 and 0.125. Details of the flow patterns are given. In addition to streamlines and vorticity distribution, rest-streamlines are given to illustrate the vortex motion downstream of the block.

Chen, C.-J.↗

Direct numerical solution of three-dimensional equations containing elliptic operators.

A direct three-dimensional elliptic solver is presented for application in a wide class of numerical methods for solving partial differential equations in physics and engineering. The derived algorithm and FORTRAN code implement Buzbee, Golub and Nielson's proposed extension of Buneman's Cyclic-Reduction Poisson solver to three dimensions. Both a 'most direct' cyclic reduction and a revised method (to eliminate roundoff error difficulties) are derived. Tests on an IBM 360/67 computer, using various optional combinations of subroutines, showed significant differences in accuracy and computing time, with the optimum subroutine combination depending on mesh size.

Martin, E. D.↗

Least-squares finite element methods for compressible Euler equations

A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L-sq-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L-sq method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H1-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.

Jiang, Bo-Nan↗

Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

Gnoffo, Peter A.↗

Theoretical Foundation for Weld Modeling

Differential equations describe physics of tungsten/inert-gas and plasma-arc welding in aluminum. Report collects and describes necessary theoretical foundation upon which numerical welding model is constructed for tungsten/inert gas or plasma-arc welding in aluminum without keyhole. Governing partial differential equations for flow of heat, metal, and current given, together with boundary conditions relevant to welding process. Numerical estimates for relative importance of various phenomena and required properties of 2219 aluminum included

Traugott, S.↗

Parallel-in-Time Solution of Allen-Cahn Equations by Integrating Operator Learning into the Parareal Method

While recent advances in deep learning have shown promising efficiency gains in solving time-dependent partial differential equations (PDEs), matching the accuracy of conventional numerical solvers still remains a challenge. One strategy to improve the accuracy of deep learning-based solutions for time-dependent PDEs is to use the learned model as the coarse propagator in the Parareal method and a traditional numerical method as the fine solver. However, successful integration of deep learning into the Parareal method requires consistency between the coarse and fine solvers, particularly for PDEs exhibiting rapid changes such as sharp transitions. Here, to ensure this consistency, we propose using convolutional neural networks (CNNs) to learn the fully discrete time-stepping operator defined by the same numerical scheme employed as the fine solver. We demonstrate the effectiveness of the proposed method in solving the classical and mass-conservative Allen–Cahn (AC) equations. Through iterative updates in the Parareal algorithm, our approach achieves a significant computational speedup compared to traditional fine solvers while converging to high-accuracy solutions. Our results highlight that the proposed hybrid Parareal algorithm effectively accelerates simulations, particularly when implemented on multiple GPUs, and converges to the desired accuracy in only a few iterations. Another advantage of our method is that the CNN model is trained on trajectory-based data generated from random initial conditions, such that the trained model can be used to solve the AC equations with various initial conditions without retraining. This work demonstrates the potential of integrating neural network methods into parallel-in-time frameworks for efficient and accurate simulations of time-dependent PDEs.

97 MATHEMATICS AND COMPUTING↗

Time-varying linear systems and the theory of non-linear waves

The isospectral deformation of a Sturm-Liouville equation is extended to general linear time-varying systems and a method is described for determining the resulting nonlinear partial differential equations. Consideration is given to (1) isospectral deformation of I/O systems with boundary value conditions and (2) the spectral vector bundles attached to linear time-varying systems.

Hermann, R.↗

Krylov subspace methods - Theory, algorithms, and applications

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Sad, Youcef↗

A note on the regularity of solutions of infinite dimensional Riccati equations

This note is concerned with the regularity of solutions of algebraic Riccati equations arising from infinite dimensional LQR and LQG control problems. We show that distributed parameter systems described by certain parabolic partial differential equations often have a special structure that smoothes solutions of the corresponding Riccati equation. This analysis is motivated by the need to find specific representations for Riccati operators that can be used in the development of computational schemes for problems where the input and output operators are not Hilbert-Schmidt. This situation occurs in many boundary control problems and in certain distributed control problems associated with optimal sensor/actuator placement.

Burns, John A.↗

One-way nesting for a primitive equation ocean model

Prognostic numerical models for atmospheric and oceanic circulations require initial fields, boundary conditions, and forcing functions in addition to a consistent set of partial differential equations, including a state relation and equations expressing conservation of mass, momentum, and energy. Depending on the horizontal domain to be modeled, the horizontal boundary conditions are either physically obvious or extremely difficult to specify consistently. If the entire atmosphere is modeled, periodic horizontal boundary conditions are appropriate. On the other hand, the physical horizontal boundaries on the entire ocean are solid walls. Obviously, the normal velocity at a solid wall is zero while the specification of the tangential velocity depends on the mathematical treatment of the horizontal viscous terms. Limitations imposed by computer capacity and cost, as well as research interests, have led to the use of limited area models to study flows in the atmosphere and ocean. The limited area models do not have physical horizontal boundaries, merely numerical ones. Correctly determining these open boundary conditions for limited-area numerical models has both intrigued and frustrated numerical modelers for decades. One common approach is to use the closed or solid wall boundary conditions for a limited-area model. The argument given for this approach is that the boundary conditions affect flow near the walls but that none of these effects are propagated into the interior. Therefore, one chooses a big enough domain that the central region of interest is not corrupted by the boundary flow. Research in progress to model the North Atlantic circulation vividly illustrates the pitfalls of this approach. Two model runs are compared: (1) the southern boundary at 20S between latitudes 0 and 40W is artificially closed; and (2) the same boundary is specified as open with an inward transport of 15 Sv (determined from a global model with the same physics) uniformly spread across the boundary. A comparison of both runs is presented.

Blake, D. W.↗

Computation of wave drag for transonic flow

The paper develops a method for calculating wave drag for two-dimensional transonic flow, with particular application to the prediction of the drag rise Mach number of a supercritical wing section. The method is based on a transonic similarity model which is defined by a normalized small perturbation equation and represents shock waves by the addition of an artificial viscosity term in the region of supersonic flow to the partial differential equation. The drag formula obtained allows the computer simulation of transonic wind tunnel data taking account of boundary layer and wall effects.

Garabedian, P. R.↗

The initial-value problem for viscous channel flows

Plane viscous channel flows are perturbed and the ensuing initial-value problems are investigated in detail. Unlike traditional methods where traveling wave normal modes are assumed for solution, this works offers a means whereby completely arbitrary initial input can be specified without having to resort to eigenfunction expansions. The full temporal behavior, including both early time transients and the long time asymptotics, can be determined for any initial disturbance. Effects of three-dimensionality can be assessed. The bases for the analysis are: (a) linearization of the governing equations; (b) Fourier decomposition in the spanwise and streamwise directions of the flow; and (c) direct numerical integration of the resulting partial differential equations. All of the stability data that are known for such flows can be reproduced. Also, the optimal initial condition can be determined in a straight forward manner and such optimal conditions clearly reflect transient growth data that is easily determined by a rational choice of a basis for the initial conditions. Although there can be significant transient growth for subcritical values of the Reynolds number using this approach it does not appear possible that arbitrary initial conditions will lead to the exceptionally large transient amplitudes that have been determined by optimization of normal modes. The approach is general and can be applied to other classes of problems where only a finite discrete spectrum exists, such as the boundary layer for example.

Criminale, W. O.↗

Stability of semidiscrete approximations for hyperbolic initial-boundary-value problems: An eigenvalue analysis

A hyperbolic initial-boundary-value problem can be approximated by a system of ordinary differential equations (ODEs) by replacing the spatial derivatives by finite-difference approximations. The resulting system of ODEs is called a semidiscrete approximation. A complication is the fact that more boundary conditions are required for the spatially discrete approximation than are specified for the partial differential equation. Consequently, additional numerical boundary conditions are required and improper treatment of these additional conditions can lead to instability. For a linear initial-boundary-value problem (IBVP) with homogeneous analytical boundary conditions, the semidiscrete approximation results in a system of ODEs of the form du/dt = Au whose solution can be written as u(t) = exp(At)u(O). Lax-Richtmyer stability requires that the matrix norm of exp(At) be uniformly bounded for O less than or = t less than or = T independent of the spatial mesh size. Although the classical Lax-Richtmyer stability definition involves a conventional vector norm, there is no known algebraic test for the uniform boundedness of the matrix norm of exp(At) for hyperbolic IBVPs. An alternative but more complicated stability definition is used in the theory developed by Gustafsson, Kreiss, and Sundstrom (GKS). The two methods are compared.

Warming, Robert F.↗

Grid generation in three dimensions by Poisson equations with control of cell size and skewness at boundary surfaces

An algorithm for generating computational grids about arbitrary three-dimensional bodies is developed. The elliptic partial differential equation (PDE) approach developed by Steger and Sorenson and used in the NASA computer program GRAPE is extended from two to three dimensions. Forcing functions which are found automatically by the algorithm give the user the ability to control mesh cell size and skewness at boundary surfaces. This algorithm, as is typical of PDE grid generators, gives smooth grid lines and spacing in the interior of the grid. The method is applied to a rectilinear wind-tunnel case and to two body shapes in spherical coordinates.

Sorenson, R. L.↗

An efficient and robust algorithm for two dimensional time dependent incompressible Navier-Stokes equations: High Reynolds number flows

An algorithm is presented for unsteady two-dimensional incompressible Navier-Stokes calculations. This algorithm is based on the fourth order partial differential equation for incompressible fluid flow which uses the streamfunction as the only dependent variable. The algorithm is second order accurate in both time and space. It uses a multigrid solver at each time step. It is extremely efficient with respect to the use of both CPU time and physical memory. It is extremely robust with respect to Reynolds number.

Goodrich, John W.↗