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NASA NTRS1999

A Textbook for a First Course in Computational Fluid Dynamics

This paper describes and discusses the textbook, Fundamentals of Computational Fluid Dynamics by Lomax, Pulliam, and Zingg, which is intended for a graduate level first course in computational fluid dynamics. This textbook emphasizes fundamental concepts in developing, analyzing, and understanding numerical methods for the partial differential equations governing the physics of fluid flow. Its underlying philosophy is that the theory of linear algebra and the attendant eigenanalysis of linear systems provides a mathematical framework to describe and unify most numerical methods in common use in the field of fluid dynamics. Two linear model equations, the linear convection and diffusion equations, are used to illustrate concepts throughout. Emphasis is on the semi-discrete approach, in which the governing partial differential equations (PDE's) are reduced to systems of ordinary differential equations (ODE's) through a discretization of the spatial derivatives. The ordinary differential equations are then reduced to ordinary difference equations (O(Delta)E's) using a time-marching method. This methodology, using the progression from PDE through ODE's to O(Delta)E's, together with the use of the eigensystems of tridiagonal matrices and the theory of O(Delta)E's, gives the book its distinctiveness and provides a sound basis for a deep understanding of fundamental concepts in computational fluid dynamics.

Zingg, D. W.↗

DOE OSTI2020

An extended trajectory-mechanics approach for calculating two-phase flow paths

A technique originating in quantum dynamics is used to derive a trajectory-based, semi-analytical solution for two-phase flow. The partial differential equation governing the evolution of the aqueous phase is equivalent to a family of ordinary differential equations defined along a path through the porous medium. The trajectories may be found by solving the differential equations directly or by post-processing the output of a numerical solution to the full set of governing equations. The trajectories, which differ from conventional streamlines, are found to bend downward in response to gravitational forces. The curvature is more pronounced as the dip of the porous layer containing the flow increases. Subtle changes in the relative permeability curve can lead to significant variations in the trajectories. The ordinary differential equation for the trajectory provides an expression for the travel time along the path. The expression produces a semi-analytical approximation to the model parameter sensitivities, the partial derivatives of the travel times with respect to changes in the permeability model. The semi-analytical trajectory-based sensitivities generally agree with those computed using a numerical reservoir simulator and a perturbation approach. The sensitivities are useful in tomographic imaging algorithms designed to estimate the spatial variation in permeability within a porous medium using multiphase observations.

58 GEOSCIENCES↗

NASA NTRS1982

IAC control system analysis development

The MultiOptimal Differential Equation Language (MODEL) is described. It provides a means for generating numerical solutions to systems of differential equations using a digital computer. The notation of this language is similar to that usually used in describing physical systems by differential equations. Thus, the learning process is simplified, programming becomes easier, and debugging is more readily accomplished. Programs written in the MultiOptimal Differential Equation Language are machine translated into FORTRAN 4 code which is optimal in several respects. The interactive version of MODEL makes use of interactive system routines so that the user may observe the solution as it is being generated and interact with the program in a manner similar to that associated with analog simulation. The DISCOS-Control version of the MODEL simulation language is used to describe the control system for a plant which is modelled by the DISCOS program. DISCOS plant variables may be referenced in the control system description and all the sensor signals, coupling torques, momentum devices and external loads are automatically linked to the DISCOS plant model.

Frisch, H. P.↗

DOE OSTI2024

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING↗

DOE OSTI2022

A Realistic Theory of Quantum Measurement

Abstract We propose that the ontic understanding of quantum mechanics can be extended to a fully realistic theory that describes the evolution of the wavefunction at all times, including during a measurement. In such an approach the wave equation should reduce to the standard wave equation when there is no measurement, and describe state reduction when the system is measured. The general wave equation must be nonlinear and nonlocal, and we require it to be time-symmetric; consequently, this approach is not a new interpretation but a new theory. The wave equation is an integrodifferential equation (IDE). The time symmetry requirement leads to a retrocausal approach, in which the wave equation is solved subject to initial and final conditions to determine history at intermediate times. We propose that different outcomes from (apparently) identically prepared experiments may result from uncontrolled parameters; both the nonlocality and the retrocausality of the theory imply that Bell’s Theorem cannot rule out such “hidden variables.” Beginning with Hamilton’s principle, we demonstrate the construction of such a theory by replacing the action with a functional designed to give rise to a nonlinear, nonlocal IDE as the wave equation. This IDE reduces to the standard wave equation (a differential equation) in the absence of a measurement, but exhibits state reduction to a single eigenvalue when the system interacts with another system with the properties of a measurement apparatus. We demonstrate several desirable features of this theory; for other properties we indicate their plausibility and possible avenues to a proof.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

DOE OSTI2023

Predicting rare events using neural networks and short-trajectory data

Estimating the likelihood, timing, and nature of events is a major goal of modeling stochastic dynamical systems. When the event is rare in comparison with the timescales of simulation and/or measurement needed to resolve the elemental dynamics, accurate prediction from direct observations becomes challenging. In such cases a more effective approach is to cast statistics of interest as solutions to Feynman-Kac equations (partial differential equations). Here, we develop an approach to solve Feynman-Kac equations by training neural networks on short-trajectory data. Our approach is based on a Markov approximation but otherwise avoids assumptions about the underlying model and dynamics. This makes it applicable to treating complex computational models and observational data. Additionally, we illustrate the advantages of our method using a low-dimensional model that facilitates visualization, and this analysis motivates an adaptive sampling strategy that allows on-the-fly identification of and addition of data to regions important for predicting the statistics of interest. Finally, we demonstrate that we can compute accurate statistics for a 75-dimensional model of sudden stratospheric warming. This system provides a stringent test bed for our method.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1972

Power series evaluation of transition and covariance matrices.

Reexamination power series solutions to the matrix covariance differential equation and the transition differential equation. Truncation error bounds are derived which are computationally attractive and which extend previous results. Polynomial approximations are obtained by exploiting the functional equations satisfied by the transition and covariance matrices. The series-functional equation propagation technique represents a fast and accurate alternative to the numerical integration of the time-invariant transition and covariance equations.

Bierman, G. J.↗

NASA NTRS1975

Chandrasekhar-type algorithms for fast recursive estimation in linear systems with constant parameters

In this recursive method proposed, the gain matrix for the Kalman filter and the convariance of the state vector are computed not via the Riccati equation, but from certain other equations. These differential equations are of Chandrasekhar-type. The 'invariant imbedding' idea resulted in the reduction of the basic boundary value problem of transport theory to an equivalent initial value system, a significant computational advance. Initial value experience showed that there is some computational savings in the method and the loss of positive definiteness of the covariance matrix is less vulnerable.

Choudhury, A. K.↗

NASA NTRS1987

Stability and robustness of slowly time-varying linear systems

A well-known result for finite-dimensional time-varying linear systems is that if each `frozen time' is stable, then the time-varying system is stable for sufficiently slow time-variations. These results are reviewed and extended to a class of Volterra integrodifferential equations, specifically, differential equations with a convolution operator in the right-hand-side. The results are interpreted in the context of robustness of time-varying linear systems with special emphasis on analysis of gain-scheduled control systems.

Shamma, Jeff S.↗

NASA NTRS1991

Effect of nose shape on three-dimensional stagnation region streamlines and heating rates

A new method for calculating the three-dimensional inviscid surface streamlines and streamline metrics using Cartesian coordinates and time as the independent variable of integration has been developed. The technique calculates the streamline from a specified point on the body to a point near the stagnation point by using a prescribed pressure distribution in the Euler equations. The differential equations, which are singular at the stagnation point, are of the two point boundary value problem type. Laminar heating rates are calculated using the axisymmetric analog concept for three-dimensional boundary layers and approximate solutions to the axisymmetric boundary layer equations. Results for elliptic conic forebody geometries show that location of the point of maximum heating depends on the type of conic in the plane of symmetry and the angle of attack, and that this location is in general different from the stagnation point. The new method was found to give smooth predictions of heat transfer in the nose region where previous methods gave oscillatory results.

Hassan, Basil↗

NASA NTRS1986

A three-dimensional dynamic analysis and libration study of a tethered satellites system

By a three-dimensional Lagrangian formulation, an exact set of ten coupled nonlinear second-order differential equations has been derived for a system with an extensible tether connecting two end satellites of distributed mass. The effects of tether mass, small orbital eccentricity, central body oblateness, aerodynamic drag force, and solar radiation pressure are also included in the formulation. By linearizing the exact differential equations, the in-plane (orbital plane) differential equations are found to be decoupled from the out-of-plane ones. The characteristic equation of the in-plane differential equations is derived and some associated stability constraints are shown.

Tang, C. C. H.↗

NASA NTRS1981

Determination of the potential in a synodic system

Determination of the potential field in a fixed (inertial) system may be accomplished by the solution of a homogeneous linear partial differential equation when a family of orbits of a body moving in the field is given. This partial differential equation was presented and thoroughly analyzed earlier. The present paper discusses the same problem in a rotating system where the centrifugal and Coriolis effects render the pertinent partial differential equation in general non-homogeneous and non-linear. A linear, though non-homogeneous, partial differential equation for the determination of the synodic potential is obtained only in the special case of iso-energetic families of orbits.

Szebehely, V.↗

NASA NTRS1990

The method of lines in analyzing solids containing cracks

A semi-numerical method is reviewed for solving a set of coupled partial differential equations subject to mixed and possibly coupled boundary conditions. The line method of analysis is applied to the Navier-Cauchy equations of elastic and elastoplastic equilibrium to calculate the displacement distributions in various, simple geometry bodies containing cracks. The application of this method to the appropriate field equations leads to coupled sets of simultaneous ordinary differential equations whose solutions are obtained along sets of lines in a discretized region. When decoupling of the equations and their boundary conditions is not possible, the use of a successive approximation procedure permits the analytical solution of the resulting ordinary differential equations. The use of this method is illustrated by reviewing and presenting selected solutions of mixed boundary value problems in three dimensional fracture mechanics. These solutions are of great importance in fracture toughness testing, where accurate stress and displacement distributions are required for the calculation of certain fracture parameters. Computations obtained for typical flawed specimens include that for elastic as well as elastoplastic response. Problems in both Cartesian and cylindrical coordinate systems are included. Results are summarized for a finite geometry rectangular bar with a central through-the-thickness or rectangular surface crack under remote uniaxial tension. In addition, stress and displacement distributions are reviewed for finite circular bars with embedded penny-shaped cracks, and rods with external annular or ring cracks under opening mode tension. The results obtained show that the method of lines presents a systematic approach to the solution of some three-dimensional mechanics problems with arbitrary boundary conditions. The advantage of this method over other numerical solutions is that good results are obtained even from the use of a relatively coarse grid.

Gyekenyesi, John P.↗

NASA NTRSDate not supplied

Formal Verification of the Interaction Between Semi-Algebraic Sets and Real Analytic Functions

Semi-algebraic sets and real analytic functions are fundamental concepts in Real Algebraic Geometry and Real Analysis, respectively. These concepts interact in the study of Differential Equations, where the real analytic solution to a differential equation is known to enter or exit a semi-algebraic set in a predicable way. Motivated to enhance the capability to reason about differential equations in the Prototype Verification System (PVS), a formalization of multivariate polynomials, semi-algebraic sets, and real analytic functions is developed. The favorable way that a real analytic function enters and exits a semi-algebraic set is proven. It is further shown that if the function is assumed to be smooth, a slightly weaker assumption than real analytic, these favorable interactions with semi-algebraic sets may fail.

Real analytic functions↗

NASA NTRS1990

A differential delay equation arising from the sieve of Eratosthenes

Consideration is given to the differential delay equation introduced by Buchstab (1937) in connection with an asymptotic formula for the uncanceled terms in the sieve of Eratosthenes. Maier (1985) used this result to show there is unexpected irreqularity in the distribution of primes in short intervals. The function omega(u) is studied in this paper using numerical and analytical techniques. The results are applied to give some numerical constants in Maier's theorem.

Cheer, A. Y.↗

DOE OSTI2024

Computationally efficient and error aware surrogate construction for numerical solutions of subsurface flow through porous media

Limiting the injection rate to restrict the pressure below a threshold at a critical location can be an important goal of simulations that model the subsurface pressure between injection and extraction wells. The pressure is approximated by the solution of Darcy’s partial differential equation for a given permeability field. The subsurface permeability is modeled as a random field since it is known only up to statistical properties. This induces uncertainty in the computed pressure. Solving the partial differential equation for an ensemble of random permeability simulations enables estimating a probability distribution for the pressure at the critical location. These simulations are computationally expensive, and practitioners often need rapid online guidance for real-time pressure management. An ensemble of numerical partial differential equation solutions is used to construct a Gaussian process regression model that can quickly predict the pressure at the critical location as a function of the extraction rate and permeability realization. The Gaussian process surrogate analyzes the ensemble of numerical pressure solutions at the critical location as noisy observations of the true pressure solution, enabling robust inference using the conditional Gaussian process distribution. Our first novel contribution is to identify a sampling methodology for the random environment and matching kernel technology for which fitting the Gaussian process regression model scales as O ( n log n ) instead of the typical O ( n 3 ) rate in the number of samples n used to fit the surrogate. The surrogate model allows almost instantaneous predictions for the pressure at the critical location as a function of the extraction rate and permeability realization. Our second contribution is a novel algorithm to calibrate the uncertainty in the surrogate model to the discrepancy between the true pressure solution of Darcy’s equation and the numerical solution. Finally, although our method is derived for building a surrogate for the solution of Darcy’s equation with a random permeability field, the framework broadly applies to solutions of other partial differential equations with random coefficients.

54 ENVIRONMENTAL SCIENCES↗

DOE OSTI2025

Kinematic flow from the flow of cuts

The wavefunction coefficients of conformally coupled scalars in power-law FRW cosmologies satisfy differential equations governed by a set of simple combinatorial rules known as the kinematic flow. In this paper we derive the kinematic flow, expressed using a set of differential forms referred to as the cut basis, from a geometric perspective, relying solely on the cosmological hyperplane arrangement and without invoking bulk physics. Each element of the cut basis corresponds to the positive geometry associated to an independent cut of the physical FRW-form and can be labeled by decorating (minors of) the truncated Feynman graph with an acyclic orientation. We provide a straightforward prescription to associate a logarithmic differential form to each element of the cut basis by considering its corresponding decorated graph. Moreover, we show that the residues of the physical FRW-form are canonical forms of certain graphical zonotopes labeled by the same set of decorated graphs. These zonotopes control the cut combinatorics -- flow of cuts -- of the physical FRW-form and the cut basis (by construction). Using the theory of relative twisted cohomology and intersection theory, we derive a closed form formula for the differential equations of the cut basis. We also introduce combinatorial rules that compute the kinematic differential of any basis element without explicit calculation. The combinatorics of our differential equations is a natural consequence of the flow of cuts and is equivalent (up to rescaling) to the kinematic flow for the recently studied time integral basis. In particular, our differential equations decouple into exponentially many sectors, one for each way of cutting a subset of edges of the graph.

General Relativity and Quantum Cosmology↗

NASA NTRS1978

An extension of A-stability to alternating direction implicit methods

An alternating direction implicit (ADI) scheme was constructed by the method of approximate factorization. An A-stable linear multistep method (LMM) was used to integrate a model two-dimensional hyperbolic-parabolic partial differential equation. Sufficient conditions for the A-stability of the LMM were determined by applying the theory of positive real functions to reduce the stability analysis of the partial differential equations to a simple algebraic test. A linear test equation for partial differential equations is defined and then used to analyze the stability of approximate factorization schemes. An ADI method for the three-dimensional heat equation is also presented.

Warming, R. F.↗