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Iterative method for optimal control problems for Markov chains, discussing degenerate nonlinear elliptic equations solution in optimal stochastic control theory
One of the major achievements in engineering science has been the development of computer algorithms for solving nonlinear differential equations such as the Navier-Stokes equations. In the past, limited computer resources have motivated the development of efficient numerical schemes in computational fluid dynamics (CFD) utilizing structured meshes. The use of structured meshes greatly simplifies the implementation of CFD algorithms on conventional computers. Unstructured grids on the other hand offer an alternative to modeling complex geometries. Unstructured meshes have irregular connectivity and usually contain combinations of triangles, quadrilaterals, tetrahedra, and hexahedra. The generation and use of unstructured grids poses new challenges in CFD. The purpose of this note is to present recent developments in the unstructured grid generation and flow solution technology.
One of the major achievements in engineering science has been the development of computer algorithms for solving nonlinear differential equations such as the Navier-Stokes equations. These algorithms are now used in the practical engineering design of devices such as cars and airplanes as well as theoretical studies of complex phenomena such as fluid turbulence. In past years, limited computer resources have motivated the development of efficient numerical methods in computational fluid dynamics (CFD) utilizing structured meshes. These meshes are comprised of systematic arrays of quadrilateral or hexahedral cells. The use of structured meshes greatly simplifies the implementation of CFD algorithms on conventional computers. Structured meshes also permit the use of highly efficient solution techniques such as alternating direction implicit (ADI) iteration schemes or multigrid. Following the dramatic improvement in computing speed in recent years, emphasis has shifted towards the design of algorithms capable of treating complex geometries. The automatic generation of structured grids about complex geometries is problematic. Unstructured grids offer one promising alternative technique for treating these general geometries. Unstructured meshes have irregular connectivity and usually contain triangles and/or quadrilaterals in two dimensions and tetrahedra and/or hexahedra in three dimensions. The generation and use of unstructured grids poses new challenges in computational fluid dynamics. This is true for both grid generation as well as for the design of algorithms for flow solution. The purpose of these notes is to present recent developments in the unstructured grid generation and flow solution technology.
It has been realized recently that the discrete maps resulting from numerical discretizations of differential equations can possess asymptotic dynamical behavior quite different from that of the original systems. This is the case not only for systems of Ordinary Differential Equations (ODEs) but in a more complicated manner for Partial Differential Equations (PDEs) used to model complex physics. The impact of the modified dynamics may be mild and even not observed for some numerical methods. For other classes of discretizations the impact may be pronounced, but not always obvious depending on the nonlinear model equations, the time steps, the grid spacings and the initial conditions. Non-convergence or convergence to periodic solutions might be easily recognizable but convergence to incorrect but plausible solutions may not be so obvious - even for discretized parameters within the linearized stability constraint. Based on our past four years of research, we will illustrate some of the pathology of the dynamics of discretizations, its possible impact and the usage of these schemes for model nonlinear ODEs, convection-diffusion equations and grid adaptations.
By using the linear mode shapes of a thermally buckled structure, a governing system of finite element equations for large-deflection random vibrations is reduced to a system of nonlinear modal equations. This system is then solved using the method of equivalent linearization. The methodology developed in this study is applicable to the design of aerospace vehicles subjected to combined thermal/acoustic loads.
A coupled gas dynamics/radiative heat transfer analysis of partially ionized hydrogen, in local thermodynamic equilibrium, flowing through an ultrahigh temperature (10,000-20,000 K) magnetohydrodynamic (MHD) generator is performed. Gas dynamics are modeled by a set of quasi-one-dimensional, nonlinear differential equations which account for friction, convective and radiative heat transfer, and the interaction between the ionized gas and applied magnetic field. Radiative heat transfer is modeled using nongray, absorbing-emitting 2D and 3D P-1 approximations which permit an arbitrary variation of the spectral absorption coefficient with frequency. Gas dynamics and radiative heat transfer are coupled through the energy equation and through the temperature- and density-dependent absorption coefficient. The resulting nonlinear elliptic problem is solved by iterative methods. Design of such MHD generators as onboard, open-cycle, electric power supplies for a particular advanced airbreathing propulsion concept produced an efficient and compact 128-MWe generator characterized by an extraction ratio of 35.5 percent, a power density of 10,500 MWe/cu m, and a specific (extracted) energy of 324 MJe/kg of hydrogen. The maximum wall heat flux and total wall heat load were 453 MW/sq m and 62 MW, respectively.
In the Hamiltonian approach an electron motion in a coherent packet of the whistler mode waves propagating along the direction of an ambient magnetic field is studied. The physical processes by which these particles are accelerated to high energy are established. Equations governing a particle motion were transformed in to a closed pair of nonlinear difference equations. The solutions of these equations have shown there exists the energetic threshold below that the electron motion is regular, and when the initial energy is above the threshold an electron moves stochastically. Particle energy spectra and pitch angle electron scattering are described by the Fokker-Planck-Kolmogorov equations. Calculating the stochastic diffusion of electrons due to a spectrum of whistler modes is presented. The parametric dependence of the diffusion coefficients on the plasma particle density, magnitude of wave field, and the strength of magnetic field is studies. It is shown that significant pitch angle diffusion occurs for the Earth radiation belt electrons with energies from a few keV up to a few MeV.
A mixed formulation for calculating static equilibrium and stability eigenvalues of nonuniform rotor blades in hover is presented. The static equilibrium equations are nonlinear and are solved by an accurate and efficient collocation method. The linearized perturbation equations are solved by a one step, second order integration scheme. The numerical results correlate very well with published results from a nearly identical stability analysis based on a displacement formulation. Slight differences in the results are traced to terms in the equations that relate moments to derivatives of rotations. With the present ordering scheme, in which terms of the order of squares of rotations are neglected with respect to unity, it is not possible to achieve completely equivalent models based on mixed and displacement formulations. The one step methods reveal that a second order Taylor expansion is necessary to achieve good convergence for nonuniform rotating blades. Numerical results for a hypothetical nonuniform blade, including the nonlinear static equilibrium solution, were obtained with no more effort or computer time than that required for a uniform blade.
An approximate analytic solution of a set of nonlinear model alpha-omega-dynamo equations is obtained. The reaction of the Lorentz force on the velocity shear which stretches and, hence, amplifies the magnetic field is incorporated into the model. To single out the effect of the Lorentz force on the omega-effect, the effect of the Lorentz force on the alpha-effect is neglected in this study. The solution represents a nonlinear oscillation with the amplitude and period determined by the dynamo number N. The amplitude is proportional to N - 1, while the period is almost exactly the same as the dissipation time of the unstable mode (proportional to N).
This paper surveys recent work on the use of integral equations for the calculation of wind tunnel interference. Due to the large number of possible physical situations, the discussion is limited to two-dimensional subsonic and transonic flows. In the subsonic case, the governing boundary value problems are shown to reduce to a class of Cauchy singular equations generalizing the classical airfoil equation. The theory and numerical solution are developed in some detail. For transonic flows nonlinear singular equations result, and a brief discussion of the work of Kraft and Kraft and Lo on their numerical solution is given. Some typical numerical results are presented and directions for future research are indicated.
A nonlinear plasma theory for self modulation of pulsar radio pulses is discussed. A nonlinear Schroedinger equation is derived for strong electromagnetic waves propagating in an electron positron plasma. The nonlinearities arising from wave intensity induced particle mass variation may excite the modulational instability of circularly and linearly polarized pulsar radiation. The resulting wave envelopes can take the form of periodic wave trains or solitons. These nonlinear stationary waveforms may account for the formation of pulsar microstructures.
New nonlinear partial differential equations containing terrain curvature and its rate of change are derived that describe the flow of an atmospheric density current. Unlike the classical hydraulic-type equations for density currents, the new equations are valid for two-dimensional, gradually varied flow over highly curved terrain, hence suitable for computing unsteady (or steady) flows over arbitrary mountain/valley profiles. The model assumes the atmosphere above the density current exerts a known arbitrary variable pressure upon the unknown interface. Later this is specialized to the varying hydrostatic pressure of the atmosphere above. The new equations yield the variable velocity distribution, the interface position, and the pressure distribution that contains a centrifugal component, often significantly larger than its hydrostatic component. These partial differential equations are hyperbolic, and the characteristic equations and characteristic directions are derived. Using these to form a characteristic mesh, a hypothetical unsteady curved-flow problem is calculated, not based upon observed data, merely as an example to illustrate the simplicity of their application to unsteady flows over mountains.
Differential equations which describe the steady state spatial evolution of nonclassical light are established using standard quantum field theoretic techniques. A Schroedinger equation for the state vector of the optical field is derived using the quantum analog of the slowly varying envelope approximation (SVEA). The steady state solutions are those that satisfy the time independent Schroedinger equation. The resulting eigenvalue problem then leads to the spatial propagation equations. For the degenerate parametric amplifier this method shows that the squeezing parameter obey nonlinear differential equations coupled by the amplifier gain and phase mismatch. The solution to these differential equations is equivalent to one obtained from the classical three wave mixing steady state solution to the parametric amplifier with a nondepleted pump.
Stewartson's transformation is applied to the laminar compressible boundary-layer equations and the requirement of similarity is introduced, resulting in a set of ordinary nonlinear differential equations previously quoted by Stewartson, but unsolved. The requirements of the system are Prandtl number of 1.0, linear viscosity-temperature relation across the boundary layer, an isothermal surface, and the particular distributions of free-stream velocity consistent with similar solutions. This system admits axial pressure gradients of arbitrary magnitude, heat flux normal to the surface, and arbitrary Mach numbers. The system of differential equations is transformed to integral system, with the velocity ratio as the independent variable. For this system, solutions are found by digital computation for pressure gradients varying from that causing separation to the infinitely favorable gradient and for wall temperatures from absolute zero to twice the free-stream stagnation temperature. Some solutions for separated flows are also presented.
This paper discusses a method for the identification and application of reduced-order models based on linear and nonlinear aerodynamic impulse responses. The Volterra theory of nonlinear systems and an appropriate kernel identification technique are described. Insight into the nature of kernels is provided by applying the method to the nonlinear Riccati equation in a non-aerodynamic application. The method is then applied to a nonlinear aerodynamic model of an RAE 2822 supercritical airfoil undergoing plunge motions using the CFL3D Navier-Stokes flow solver with the Spalart-Allmaras turbulence model. Results demonstrate the computational efficiency of the technique.
This paper discusses a method for the identification and application of reduced-order models based on linear and nonlinear aerodynamic impulse responses. The Volterra theory of nonlinear systems and an appropriate kernel identification technique are described. Insight into the nature of kernels is provided by applying the method to the nonlinear Riccati equation in a non-aerodynamic application. The method is then applied to a nonlinear aerodynamic model of RAE 2822 supercritical airfoil undergoing plunge motions using the CFL3D Navier-Stokes flow solver with the Spalart-Allmaras turbulence model. Results demonstrate the computational efficiency of the technique.
SINDA, Systems Improved Numerical Differencing Analyzer, solves differential and algebric equations representing physical systems. SINDA solves numerically almost any set of ordinary differential equations that represent transient behavior of a lumped-parameter system or any set of nonlinear algebraic equations that represents the steady state conditions of a physical system.
A nonlinear plasma theory for self-modulation of pulsar radio pulses is discussed. A nonlinear Schroedinger equation is derived for strong electromagnetic waves propagating in an electron-positron plasma. The nonlinearities arising from wave-intensity-induced particle-mass variation may excite the modulational instability of circularly and linearly polarized pulsar radiation. The resulting wave envelopes can take the form of periodic wave trains or solitons. These nonlinear stationary waveforms may account for the formation of pulsar microstructures.