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All sourcesNASA NTRSDOE OSTI
NASA NTRS1988

On the eigenvalue and eigenvector derivatives of a non-defective matrix

A novel approach is introduced to address the problem of existence of differentiable eigenvectors for a nondefective matrix which may have repeated eigenvalues. The existence of eigenvector derivatives for a unique set of continuous eigenvectors corresponding to a repeated eigenvalue is rigorously established for nondefective and analytic matrices. A numerically implementable method is then developed to compute the differentiable eigenvectors associated with repeated eigenvalues. The solutions of eigenvalue and eigenvector derivatives for repeated eigenvalues are then derived. An example is given to illustrate the validity of formulations developed in this paper.

Juang, Jer-Nan↗
NASA NTRS1981

Global function approach in structural analysis: Basic approach, numerical results

The structural response to a given environment is described by the differential equations of motion of deformable bodies. Analytic solutions of such problems for a reasonably large class of structural configurations are not within the realm of the possible. Consequently, the mathematical problem is recast into a numerical problem for solution on the computer. New technology in the space and energy fields led to a growing demand for accurate analysis which at times cannot be met due to the limits set by available budgets for computer time. In response to this need for more efficient numerical analysis, the possibilities of reducing the number of freedoms in the system through a revival of the global function approach were explored.

Almroth, B. O.↗
DOE OSTI2024

Machine-learned closure of URANS for stably stratified turbulence: connecting physical timescales & data hyperparameters of deep time-series models

Stably stratified turbulence (SST), a model that is representative of the turbulence found in the oceans and atmosphere, is strongly affected by fine balances between forces and becomes more anisotropic in time for decaying scenarios. Moreover, there is a limited understanding of the physical phenomena described by some of the terms in the Unsteady Reynolds-Averaged Navier–Stokes (URANS) equations—used to numerically simulate approximate solutions for such turbulent flows. Rather than attempting to model each term in URANS separately, it is attractive to explore the capability of machine learning (ML) to model groups of terms, i.e. to directly model the force balances. We develop deep time-series ML for closure modeling of the URANS equations applied to SST. We consider decaying SST which are homogeneous and stably stratified by a uniform density gradient, enabling dimensionality reduction. We consider two time-series ML models: long short-term memory and neural ordinary differential equation. Both models perform accurately and are numerically stable in a posteriori (online) tests. Furthermore, we explore the data requirements of the time-series ML models by extracting physically relevant timescales of the complex system. We find that the ratio of the timescales of the minimum information required by the ML models to accurately capture the dynamics of the SST corresponds to the Reynolds number of the flow. The current framework provides the backbone to explore the capability of such models to capture the dynamics of high-dimensional complex dynamical system like SST flows.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1990

Trees, bialgebras and intrinsic numerical algorithms

Preliminary work about intrinsic numerical integrators evolving on groups is described. Fix a finite dimensional Lie group G; let g denote its Lie algebra, and let Y(sub 1),...,Y(sub N) denote a basis of g. A class of numerical algorithms is presented that approximate solutions to differential equations evolving on G of the form: dot-x(t) = F(x(t)), x(0) = p is an element of G. The algorithms depend upon constants c(sub i) and c(sub ij), for i = 1,...,k and j is less than i. The algorithms have the property that if the algorithm starts on the group, then it remains on the group. In addition, they also have the property that if G is the abelian group R(N), then the algorithm becomes the classical Runge-Kutta algorithm. The Cayley algebra generated by labeled, ordered trees is used to generate the equations that the coefficients c(sub i) and c(sub ij) must satisfy in order for the algorithm to yield an rth order numerical integrator and to analyze the resulting algorithms.

Crouch, Peter↗
DOE OSTI2025

Optimization problems governed by systems of PDEs with uncertainties

This paper reviews current theoretical and numerical approaches to optimization problems governed by partial differential equations (PDEs) that depend on random variables or random fields. Such problems arise in many engineering, science, economics and societal decision-making tasks. This paper focuses on problems in which the governing PDEs are parametrized by the random variables/fields, and the decisions are made at the beginning and are not revised once uncertainty is revealed. Examples of such problems are presented to motivate the topic of this paper, and to illustrate the impact of different ways to model uncertainty in the formulations of the optimization problem and their impact on the solution. A linear–quadratic elliptic optimal control problem is used to provide a detailed discussion of the set-up for the risk-neutral optimization problem formulation, study the existence and characterization of its solution, and survey numerical methods for computing it. Different ways to model uncertainty in the PDE-constrained optimization problem are surveyed in an abstract setting, including risk measures, distributionally robust optimization formulations, probabilistic functions and chance constraints, and stochastic orders. Furthermore, approximation-based optimization approaches and stochastic methods for the solution of the large-scale PDE-constrained optimization problems under uncertainty are described. Some possible future research directions are outlined.

Heinkenschloss, Matthias [Rice Univ., Houston, TX ↗
NASA NTRS2000

Energetic Ion Interactions with the Galilean Satellites

The principal research tasks of this investigation are: (1) specification of the energetic (keV to MeV) ion environments upstream of the four Galilean satellites and (2) data analysis and numerical modeling of observed ion interactions with the satellites. Differential flux spectra are being compiled for the most abundant ions (protons, oxygen, and sulfur) from measurements at 20 keV to 100 MeV total energy by the Energetic Particle Detector (EPD) experiment and at higher ion energies by the Heavy Ion Counter (HIC) experiment. Runge-Kutta and other numerical techniques are used to propagate test particles sampled from the measured upstream spectra to the satellite surface or spacecraft through the local magnetic and corotational electric field environment of each satellite. Modeling of spatial variations in directional flux anisotropies measured during each close flyby provides limits on atomic charge states for heavy (O, S) magnetospheric ions and on internal or induced magnetic fields of the satellites. Validation of models for magnetic and electric field configurations then allows computation of rates for ion implantation, sputtering, and energy deposition into the satellite surfaces for further modeling of observable chemical changes induced by irradiation. Our ongoing work on production of oxidants and other secondary species by ice irradiation on Europa's surface has significant applications, already acknowledged in current literature, to astrobiological evolution. Finally, the work will improve understanding of energetic ion sources and sinks at the satellite orbits for improved modeling of magnetospheric transport processes. The scope of the research effort mainly includes data from the primary Galileo mission (1995-1997) but may also include some later data where directly relevant (e.g., comparison of J0 and I27 data for Io) to the primary mission objectives. Funding for this contract also includes partial support for our related education and public outreach activity, 'Interaction of Magnetospheric Particles Applied to Classroom Teaching (IMPACT).'

Cooper, John F.↗
NASA NTRSDate not supplied

Discontinuous Galerkin and Related Methods for ODE

Starting from the standard integral formulation, the DG method is derived here in differential form. The key ingredient is a polynomial called the correction function, which helps ‘correct’ the discontinuous solution by approximating the jump and yields a continuous one. Under the right Radau quadrature, this continuous solution is identical to the solutions by the right Radau collocation and the continuous Galerkin (CG) methods. Next, the correction function facilitates the construction of the associated implicit Runge-Kutta schemes (IRK-DG). Different quadratures for DG result in different IRK-DG methods: left Radau quadrature in Radau IA, right Radau quadrature in Radau IIA or right Radau collocation, and Gauss quadrature in a method called DG-Gauss. The construction of IRK-DG clarifies the meaning and facilitates the proofs of various 𝐵(𝑝), 𝐶(𝜂), and 𝐷(𝜁) conditions for accuracy. The two consequences of these conditions are that all 𝑠-stage IRK-DG methods are accurate to order 2𝑠− 1, and the IRK-DG methods of Radau type are unique. Numerical examples showing the behavior of the DG solutions are provided. In all, the correction function plays a key role and helps establish the relations among the DG, IRK DG, collocation, and CG methods.

Numerical Methods for Ordinary Differential Equati↗
DOE OSTI2025

Engineering Privacy at the Edge: A Practical Guide to Differential Privacy in System Architectures

The rapid expansion of distributed and edge computing platforms—spanning autonomous vehicles, IoT sensors, and healthcare monitors—has heightened concerns about data privacy. Differential Privacy (DP) offers a rigorous mathematical framework to protect sensitive information while retaining analytical utility. This tutorial introduces the foundations of DP for both numerical and categorical datasets and extends the discussion to correlation-aware techniques tailored for structured and high-dimensional data. Hands-on demonstrations will begin with the PETINA (Privacy prEservaTIoN Algorithms) package for numerical data and continue with MIC-DP (Maximum Information Correlated Differential Privacy) for tabular data. Designed for researchers and practitioners in secure systems, embedded architectures, and AI accelerators, the tutorial emphasizes practical and scalable methods for integrating DP into real-world system designs.

Kotevska, Olivera [ORNL] (ORCID:0000000316772243)↗
DOE OSTI2022

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

A modified model parametrization algorithm for solving a special type of heat and mass transfer systems

A new method for solving nonlinear heat and mass transfer design tasks was considered. Systems using the Number of Transfer Units (NTU) method are a special type of mathematical model of heat and mass exchangers. It was observed, that the NTU models in a form of differential-algebraic equations (DAEs) cannot be directly solved with higher values of NTU. The requirements for consistent initial conditions, as well as numerical limitations of DAEs solvers, result, that the solution to the considered design problems that cannot be obtained by a classical direct shooting procedure. To overcome the presented difficulties, the αDAE model optimization algorithm was adjusted for solving NTU-based models. The new approach consists of 3 main steps: 1) task discretization by a multiple-shooting approach, 2) design an appropriate function $f_{NTU}$(α) to effectively influence the variability of the state variables described by dynamical relations, 3) the iterative numerical optimization algorithm for the new parametrized system. Moreover, computations can be performed by a chosen numerical optimization approach, which can be communicated with an available outer procedure for solving differential-algebraic equations. The presented algorithm was implemented and applied to solve the design task with the NTU model of a counter-flow exchanger. Here, the new approach was used to modify the system dynamics to influence the difficulty of the considered problem. Finally, the presented method enabled failure-free numerical computations for the higher values of the NTU parameter.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1993

The combustion program at CTR

Understanding and modeling of turbulent combustion are key problems in the computation of numerous practical systems. Because of the lack of analytical theories in this field and of the difficulty of performing precise experiments, direct numerical simulation (DNS) appears to be one of the most attractive tools to use in addressing this problem. The general objective of DNS of reacting flows is to improve our knowledge of turbulent combustion but also to use this information for turbulent combustion models. For the foreseeable future, numerical simulation of the full three-dimensional governing partial differential equations with variable density and transport properties as well as complex chemistry will remain intractable; thus, various levels of simplification will remain necessary. On one hand, the requirement to simplify is not necessarily a handicap: numerical simulations allow the researcher a degree of control in isolating specific physical phenomena that is inaccessible in experiments. CTR has pursued an intensive research program in the field of DNS for turbulent reacting flows since 1987. DNS of reacting flows is quite different from DNS of non-reacting flows: without reaction, the equations to solve are clearly the five conservation equations of the Navier Stokes system for compressible situations (four for incompressible cases), and the limitation of the approach is the Reynolds number (or in other words the number of points in the computation). For reacting flows, the choice of the equations, the species (each species will require one additional conservation equation), the chemical scheme, and the configuration itself is more complex.

Poinsot, Thierry J.↗
NASA NTRS1995

Observational and numerical studies of extreme frontal scale contraction

The general objective of this effort is to increase understanding of how frontal scale contraction processes may create and sustain intense mesoscale precipitation along intensifying cold fronts. The five-part project (an expansion of the originally proposed two-part project) employed conventional meteorological data, special mesoscale data, remote sensing measurements, and various numerical models. First an idealized hydrostatic modeling study of the scale contraction effects of differential cloud cover on low-level frontal structure and dynamics was completed and published in a peer-reviewed journal. The second objective was to complete and publish the results from a three dimensional numerical model simulation of a cold front in which differential sensible heating related to cloud coverage patterns was apparently crucial in the formation of a severe frontal squall line. The third objective was to use a nonhydrostatic model to examine the nonlinear interactions between the transverse circulation arising from inhomogeneous cloud cover, the adiabatic frontal circulation related to semi-geostrophic forcing, and diabatic effects related to precipitation processes, in the development of a density current-like microstructure at the leading edge of cold fronts. Although the development of a frontal model that could be used to initialize such a primitive equation model was begun, we decided to focus our efforts instead on a project that could be successfully completed in this short time, due to the lack of prospects for continued NASA funding beyond this first year (our proposal was not accepted for future funding). Thus, a fourth task was added, which was to use the nonhydrostatic model to test tentative hypotheses developed from the most detailed observations ever obtained on a density current (primarily sodar and wind profiler data). These simulations were successfully completed, the findings were reported at a scientific conference, and the results have recently been submitted to a peer-reviewed journal. The fifth objective was to complete the analysis of data collected during the Cooperative Oklahoma Profiler Studies (COPS-91) field project, which was supported by NASA. The analysis of the mesoscale surface and sounding data, Doppler radar imagery, and other remote sensing data from multi frequency wind profiler, microwave radiometer, and the Radio Acoustic Sounding System has been completed. This study is a unique investigation of processes that caused the contraction of a cold front to a microscale zone exhibiting an undular bore-like structure. Results were reported at a scientific conference and are being prepared for publication. In summary, considerable progress has been achieved under NASA funding in furthering our understanding of frontal scale contraction and density current - gravity wave interaction processes, and in utilizing models and remotely sensed data in such studies.

Koch, Steven E.↗
DOE OSTI2025

Integral X-ray diffuse scattering for studying irradiation-induced dislocation loops in single crystals

Numerical diffuse scattering cross-section calculations are used to establish a rigorous basis for determining the concentration and size distribution of dis­location loops in irradiated single crystals from integral X-ray diffuse scattering (XRDS) measurements. Differential XRDS intensities for prismatic {111} type dislocation loops are numerically calculated as a function of loop radius R and wavevectors q relative to Bragg reflections in tungsten. The results show the well known 1/q 2 Huang scattering form at small q that transitions to a ∼1/q 4 dependence associated with the Stokes–Wilson approximation for q ≳ 1/R. More importantly, they show further that the 1/q 4 falloff is not the asymptotic large-q form of the diffuse scattering for small loops (R < 200 Å) as has often been assumed. Rather, for loop sizes as small as R ≃ 5 Å with strong curvature, the calculations show definitively that the scattering transitions to a robust 1/q 5 falloff at larger q that arises due to the local strains near the dislocation core defining the circumference of the dislocation loops. The presence of this 1/q 5 asymptotic form for both small and large loops is experimentally confirmed using an integral XRDS measurement around the 110 reflection on self-ion-irradiated tungsten combined with numerically calculated integral XRDS cross-sections. Accordingly, the historical two-region theoretical treatment of the cross-sections for integral XRDS is extended to a three-region model that has direct sensitivity to the (first-moment) dislocation line lengths of dislocation loops. In conclusion, these developments enable the use of both numerical and analytically modeled cross-sections to make accurate integral XRDS determinations of dislocation loop sizes and concentrations using modest-intensity laboratory X-ray sources.

42 ENGINEERING↗
NASA NTRS1974

Special perturbations employing osculating reference states

The concept of employing osculating reference position and velocity vectors in the numerical integration of the equations of motion of a satellite is examined. The choice of the reference point is shown to have a significant effect upon numerical efficiency and the class of trajectories described by the differential equations of motion. For example, when the position and velocity vectors on the osculating orbit at a fixed reference time are chosen, a universal formulation is yielded. For elliptical orbits, however, this formulation is unattractive for numerical integration purposes due to Poisson terms (mixed secular) appearing in the equations of motion. Other choices for the reference point eliminate this problem but usually at the expense of universality. A number of these formulations, including a universal one, are considered here. Comparisons of the numerical characteristics of these techniques with those of the Encke method are presented.

Born, G. H.↗
NASA NTRS1998

Turbulent Compressible Convection with Rotation: Mean Flows and Differential Rotation - 2

The effects of rotation on turbulent, compressible convection within stellar envelopes are studied through three-dimensional numerical simulations conducted within a local f-plane model. This work seeks to understand the types of differential rotation that can be established in convective envelopes of stars like the Sun, for which recent helioseismic observations suggest an angular velocity profile with depth and latitude at variance with many theoretical predictions. This paper analyzes the mechanisms that are responsible for the mean (horizontally averaged) zonal and meridional flows that are produced by convection influenced by Coriolis forces. The compressible convection is considered for a range of Rayleigh, Taylor, and Prandtl (and thus Rossby) numbers encompassing both laminar and turbulent flow conditions under weak and strong rotational constraints. When the nonlinearities are moderate, the effects of rotation on the resulting laminar cellular convection leads to distinctive tilts of the cell boundaries away from the vertical. These yield correlations between vertical and horizontal motions that generate Reynolds stresses that can drive mean flows, interpretable as differential rotation and meridional circulations. Under more vigorous forcing, the resulting turbulent convection involves complicated and contorted fluid particle trajectories, with few clear correlations between vertical and horizontal motions, punctuated by an evolving and intricate downflow network that can extend over much of the depth of the layer. Within such networks are some coherent structures of vortical downflow that tend to align with the rotation axis. These yield a novel turbulent alignment mechanism, distinct from the laminar tilting of cellular boundaries, that can provide the principal correlated motions and thus Reynolds stresses and subsequently mean flows. The emergence of such coherent structures that can persist amidst more random motions is a characteristic of turbulence with symmetries broken by rotation and stratification. Such structure is here found to play a crucial role in defining the mean zonal and meridional flows that coexist with the convection. Though they are subject to strong inertial oscillations, the strength and type of the mean flows are determined by a combination of the laminar tilting and the turbulent alignment mechanisms. Varying the parameters produces a wide range of mean motions. Among these, some turbulent solutions exhibit a mean zonal velocity profile that is nearly constant with depth, much as deduced by helioseismology at midlatitudes within the Sun. The solutions exhibit a definite handedness, with the direction of the persistent mean flows often prescribing a spiral with depth near the boundaries, also in accord with helioseismic deductions. The mean helicity has a profile that is positive in the upper portion of the domain and negative in the lower portion, a property bearing on magnetic dynamo processes that may be realized within such rotating layers of turbulent convection.

Brummell, Nicholas H.↗
NASA NTRS1985

Three-dimensional convection in horizontal cylinders - Numerical solutions and comparison with experimental and analytical results

The results of a three-dimensional numerical simulation of Boussinesq free convection in a horizontal differentially heated cylinder are presented. The computation was based on a Samarskii-Andreyev scheme (described by Leong, 1981) and a false-transient advancement in time, with vorticity, velocity, and temperature as dependent variables. Solutions for velocity and temperature distributions were obtained for Rayleigh numbers (based on the radius) Ra = 74-18,700, thus covering the core- and boundary-layer-driven regimes. Numerical solutions are compared with asymptotic analytical solutions and experimental data. The numerical results well represent the complex three-dimensional flows found experimentally.

Smutek, C.↗
NASA NTRS1977

Finite element analysis of low speed viscous and inviscid aerodynamic flows

A weak interaction solution algorithm was established for aerodynamic flow about an isolated airfoil. Finite element numerical methodology was applied to solution of each of differential equations governing potential flow, and viscous and turbulent boundary layer and wake flow downstream of the sharp trailing edge. The algorithm accounts for computed viscous displacement effects on the potential flow. Closure for turbulence was accomplished using both first and second order models. The COMOC finite element fluid mechanics computer program was modified to solve the identified equation systems for two dimensional flows. A numerical program was completed to determine factors affecting solution accuracy, convergence and stability for the combined potential, boundary layer, and parabolic Navier-Stokes equation systems. Good accuracy and convergence are demonstrated. Each solution is obtained within the identical finite element framework of COMOC.

Baker, A. J.↗