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At least 631 records · Page 35

The time evolution of spectral discretizations of hyperbolic systems

A Chebyshev collocation spectral method, applied to hyperbolic systems is considered, particularly for those initial boundary value problems which possess only solutions tending to zero at large times. It is shown that the numerical solutions of the system will also vanish at infinity, if and only if, the numerical solution of a scalar equation of the same type does. This result is then generalized for other spectral approximations.

Lustman, L.↗

Asynchronous Truncated Multigrid-Reduction-in-Time

In this paper, we present the new “asynchronous truncated multigrid-reduction-in-time” (AT-MGRIT) algorithm for introducing time parallelism to the solution of discretized time-dependent problems. The new algorithm is based on the multigrid-reduction-in-time (MGRIT) approach, which, in certain settings, is equivalent to another common multilevel parallel-in-time method, Parareal. In contrast to Parareal and MGRIT that both consider a global temporal grid over the entire time interval on the coarsest level, the AT-MGRIT algorithm uses truncated local time grids on the coarsest level, each grid covering certain temporal subintervals. Further, these local grids can be solved completely in an independent way from each other, which reduces the sequential part of the algorithm and, thus, increases parallelism in the method. Here, we study the effect of using truncated local coarse grids on the convergence of the algorithm, both theoretically and numerically, and show, using challenging nonlinear problems, that the new algorithm consistently outperforms classical Parareal/MGRIT in terms of time to solution.

97 MATHEMATICS AND COMPUTING↗

An adaptive space-time phase field formulation for dynamic fracture of brittle shells based on LR NURBS

Here, we present an adaptive space-time phase field formulation for dynamic fracture of brittle shells. Their deformation is characterized by the Kirchhoff–Love thin shell theory using a curvilinear surface description. All kinematical objects are defined on the shell’s mid-plane. The evolution equation for the phase field is determined by the minimization of an energy functional based on Griffith’s theory of brittle fracture. Membrane and bending contributions to the fracture process are modeled separately and a thickness integration is established for the latter. The coupled system consists of two nonlinear fourth-order PDEs and all quantities are defined on an evolving two-dimensional manifold. Since the weak form requires C 1 -continuity, isogeometric shape functions are used. The mesh is adaptively refined based on the phase field using Locally Refinable (LR) NURBS. Time is discretized based on a generalized-α method using adaptive time-stepping, and the discretized coupled system is solved with a monolithic Newton–Raphson scheme. Finally, the interaction between surface deformation and crack evolution is demonstrated by several numerical examples showing dynamic crack propagation and branching.

42 ENGINEERING↗

Time scale analysis of a closed-loop discrete optimal control system

A two-time scale discrete control system is considered. The closed-loop optimal linear quadratic (LQ) regulator for the system requires the solution of a full-order algebraic matrix Riccati equation. Alternatively, the original system is decomposed into reduced-order slow and fast subsystems. The closed-loop optimal control of the subsystems requires the solution of two algebraic matrix Riccati equations of order lower than that required for the full-order system. A composite, closed-loop suboptimal control is created from the sum of the slow and fast feedback optimal controls. Numerical results obtained for an aircraft model show a very close agreement between the exact (optimal) solutions and computationally simpler composite (suboptimal) solutions. The main advantage of the method is the considerable reduction in the overall computational requirements for the closed-loop optimal control of digital flight systems.

Naidu, D. S.↗

Error Estimates for the Optimal Control of a Parabolic Fractional PDE

In this work, we consider the integral definition of the fractional Laplacian and analyze a linear-quadratic optimal control problem for the so-called fractional heat equation; control constraints are also considered. We derive existence and uniqueness results, first order optimality conditions, and regularity estimates for the optimal variables. To discretize the state equation we propose a fully discrete scheme that relies on an implicit finite difference discretization in time combined with a piecewise linear finite element discretization in space. We derive stability results and a novel $L^2(0,T;L^2(\Omega))$ a priori error estimate. On the basis of the aforementioned solution technique, we propose a fully discrete scheme for our optimal control problem that discretizes the control variable with piecewise constant functions, and we derive a priori error estimates for it. We illustrate the theory with one- and two-dimensional numerical experiments.

97 MATHEMATICS AND COMPUTING↗

An identification algorithm for linear stochastic systems with time delays

Linear discrete stochastic control systems containing unknown multiple time delays, plant parameters and noise variances are considered. An algorithm is established which uses the maximum-likelihood technique to identify the unknown parameters. An estimated likelihood function is evaluated based on the previous parameter estimates, which in turn generates a new descent direction vector to update the unknown parameters. The delays and plant parameters are identified in their respective parameter spaces. An example of a second-order stochastic system has been implemented by digital simulation to demonstrate the applicability of the algorithm.

Leondes, C. T.↗

Galerkin/Runge-Kutta discretizations for parabolic equations with time-dependent coefficients

A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for linear parabolic initial boundary value problems with time dependent coefficients. Unlike any classical counterpart, this class offers arbitrarily high order convergence while significantly avoiding what has been called order reduction. In support of this claim, error estimates are proved, and computational results are presented. Additionally, since the time stepping equations involve coefficient matrices changing at each time step, a preconditioned iterative technique is used to solve the linear systems only approximately. Nevertheless, the resulting algorithm is shown to preserve the original convergence rate while using only the order of work required by the base scheme applied to a linear parabolic problem with time independent coefficients. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.

Keeling, Stephen L.↗

Do people spend travel time the way they think they would? a comparative study of generic and trip-specific travel time allocation using hybrid multiple discrete continuous (MDC) framework

Unlike driving alone, public transportation allows one to engage in extraneous activities while traveling – often referred to as travel-based multitasking. Research involving travel-based multitasking often relies on either generic (i.e. not related to an actual trip) or revealed (i.e. related to an executed trip) data. The data collected for this study provided a unique opportunity to compare the generic and trip-specific preferences while traveling on public transportation. To this end, the study develops two integrated choice and latent variable models with multiple discrete-continuous (MDC) kernels to simultaneously model the activity selection and the time allocation for generic and trip-specific data, respectively. According to the results the trip-specific data could identify more nuances in the travel-based multitasking behavior than the generic data. Finally, the heterogeneity identified by the developed models will be helpful for the transit operators in providing appropriate facilities (e.g. internet access, reading lights) along various transit corridors.

99 GENERAL AND MISCELLANEOUS↗

On the time-weighted quadratic sum of linear discrete systems

A method is proposed for obtaining the time-weighted quadratic sum for linear discrete systems. The formula of the weighted quadratic sum is obtained from matrix z-transform formulation. In addition, it is shown that this quadratic sum can be derived in a recursive form for several useful weighted functions. The discussion presented parallels that of MacFarlane (1963) for weighted quadratic integral for linear continuous systems.

Jury, E. I.↗

The CFL condition for spectral approximations to hyperbolic initial-boundary value problems

The stability of spectral approximations to scalar hyperbolic initial-boundary value problems with variable coefficients are studied. Time is discretized by explicit multi-level or Runge-Kutta methods of order less than or equal to 3 (forward Euler time differencing is included), and spatial discretizations are studied by spectral and pseudospectral approximations associated with the general family of Jacobi polynomials. It is proved that these fully explicit spectral approximations are stable provided their time-step, delta t, is restricted by the CFL-like condition, delta t less than Const. N(exp-2), where N equals the spatial number of degrees of freedom. We give two independent proofs of this result, depending on two different choices of approximate L(exp 2)-weighted norms. In both approaches, the proofs hinge on a certain inverse inequality interesting for its own sake. The result confirms the commonly held belief that the above CFL stability restriction, which is extensively used in practical implementations, guarantees the stability (and hence the convergence) of fully-explicit spectral approximations in the nonperiodic case.

Gottlieb, David↗

The CFL condition for spectral approximations to hyperbolic initial-boundary value problems

The stability of spectral approximations to scalar hyperbolic initial-boundary value problems with variable coefficients are studied. Time is discretized by explicit multi-level or Runge-Kutta methods of order less than or equal to 3 (forward Euler time differencing is included), and spatial discretizations are studied by spectral and pseudospectral approximations associated with the general family of Jacobi polynomials. It is proved that these fully explicit spectral approximations are stable provided their time-step, delta t, is restricted by the CFL-like condition, delta t less than Const. N(exp-2), where N equals the spatial number of degrees of freedom. We give two independent proofs of this result, depending on two different choices of approximate L(exp 2)-weighted norms. In both approaches, the proofs hinge on a certain inverse inequality interesting for its own sake. The result confirms the commonly held belief that the above CFL stability restriction, which is extensively used in practical implementations, guarantees the stability (and hence the convergence) of fully-explicit spectral approximations in the nonperiodic case.

Gottlieb, David↗

On the controllability of a class of discrete bilinear systems.

The subject of this paper is the controllability of a class of time invariant discrete bilinear systems. Bilinear systems are classified into two categories: homogeneous and inhomogeneous. Necessity as well as the sufficiency results are obtained by means of decomposing the bilinear system into a linear system and a multiplicative feedback. By-products of the decomposition are the notions of multiplicative feedback compensation and the multiplicative feedback with bias compensation which may prove to be alternatives for the classical linear feedback compensation.

Goka, T.↗

Algorithm For The Discrete-O timal-Output-Feedback Problem

Change in cost function due to change in feedback gain calculated. Algorithm for feedback control systems considers stochastic, infinite-time, discrete-output-feedback problem for time-invariant linear systems. Optimal-output-feedback problem formulates modern control-law-design problem in which only selected number of plant-state variables used.

Halyo, Nesim↗

Discovering causal structure with reproducing-kernel Hilbert space ε -machines

We merge computational mechanics’ definition of causal states (predictively equivalent histories) with reproducing-kernel Hilbert space (RKHS) representation inference. The result is a widely applicable method that infers causal structure directly from observations of a system’s behaviors whether they are over discrete or continuous events or time. A structural representation—a finite- or infinite-state kernel ϵ-machine—is extracted by a reduced-dimension transform that gives an efficient representation of causal states and their topology. In this way, the system dynamics are represented by a stochastic (ordinary or partial) differential equation that acts on causal states. We introduce an algorithm to estimate the associated evolution operator. Paralleling the Fokker–Planck equation, it efficiently evolves causal-state distributions and makes predictions in the original data space via an RKHS functional mapping. We demonstrate these techniques, together with their predictive abilities, on discrete-time, discrete-value infinite Markov-order processes generated by finite-state hidden Markov models with (i) finite or (ii) uncountably infinite causal states and (iii) continuous-time, continuous-value processes generated by thermally driven chaotic flows. The method robustly estimates causal structure in the presence of varying external and measurement noise levels and for very high-dimensional data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part II: Nonlinearities and DAEs

Fully implicit Runge--Kutta (IRK) methods have many desirable accuracy and stability properties as time integration schemes, but high-order IRK methods are not commonly used in practice with large-scale numerical PDEs because of the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic framework for solving the nonlinear equations that arise from IRK methods (and discontinuous Galerkin discretizations in time) applied to nonlinear numerical PDEs, including PDEs with algebraic constraints. Several new linearizations of the nonlinear IRK equations are developed, offering faster and more robust convergence than the often-considered simplified Newton, as well as an effective preconditioner for the true Jacobian if exact Newton iterations are desired. Inverting these linearizations requires solving a set of block 2 x 2 systems. Under quite general assumptions, it is proven that the preconditioned 2 x 2 operator's condition number is bounded by a small constant close to one, independent of the spatial discretization, spatial mesh, and time step, and with only weak dependence on the number of stages or integration accuracy. Moreover, the new method is built using the same preconditioners needed for backward Euler-type time stepping schemes, so can be readily added to existing codes. The new methods are applied to several challenging fluid flow problems, including the compressible Euler and Navier--Stokes equations, and the vorticity-streamfunction formulation of the incompressible Euler and Navier--Stokes equations. Up to 10th-order accuracy is demonstrated using Gauss IRK, while in all cases fourth-order Gauss IRK requires roughly half the number of preconditioner applications as required by standard Singly diagonally implicit Runge--Kutta methods.

97 MATHEMATICS AND COMPUTING↗