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NASA NTRS1980

Computer-aided analysis of nonlinear problems in transport phenomena

The paper describes algorithms for equilibrium and steady-state problems with coefficients in the expansions derived by the Galerkin weighted residual method and calculated from the resulting sets of nonlinear algebraic equations by the Newton-Raphson method. Initial approximations are obtained from nearby solutions by continuation techniques as parameters are varied. The Newton-Raphson technique is preferred because the Jacobian of the solution is useful for continuation, for analyzing the stability of solutions, for detecting bifurcation of solution families, and for computing asymptotic estimates of the effects on any solution of small changes in parameters, boundary conditions, and boundary shape.

Brown, R. A.↗

NASA NTRS2002

Application of the generalized vertical coordinate ocean model for better representing satellite data

It is found that two adaptive parametric functions can be introduced into the basic ocean equations for utilizing the optimal or hybrid features of commonly used z-level, terrain- following, isopycnal, and pressure coordinates in numerical ocean models. The two parametric functions are formulated by combining three techniques: the arbitrary vertical coordinate system of Kasahara (1 974), the Jacobian pressure gradient formulation of Song (1 998), and a newly developed metric factor that permits both compressible (non-Boussinesq) and incompressible (Boussinesq) approximations. Based on the new formulation, an adaptive modeling strategy is proposed and a staggered finite volume method is designed to ensure conservation of important physical properties and numerical accuracy. Implementation of the combined techniques to SCRUM (Song and Haidvogel1994) shows that the adaptive modeling strategy can be applied to any existing ocean model without incurring computational expense or altering the original numerical schemes. Such a generalized coordinate model is expected to benefit diverse ocean modelers for easily choosing optimal vertical structures and sharing modeling resources based on a common model platform. Several representing oceanographic problems with different scales and characteristics, such as coastal canyons, basin-scale circulation, and global ocean circulation, are used to demonstrate the model's capability for multiple applications. New results show that the model is capable of simultaneously resolving both Boussinesq and non-Boussinesq, and both small- and large-scale processes well. This talk will focus on its applications of multiple satellite sensing data in eddy-resolving simulations of Asian Marginal Sea and Kurosio. Attention will be given to how Topex/Poseidon SSH, TRMM SST; and GRACE ocean bottom pressure can be correctly represented in a non- Boussinesq model.

numerical ocean model generalized coordinate syste↗

DOE OSTI2023

Solution and sensitivity analysis of nonlinear equations using a hypercomplex-variable Newton-Raphson method

Here, the classical Newton-Raphson (NR) method for solving nonlinear equations is enhanced in two ways through the use of hypercomplex variables and algebra. In particular, i) the Jacobian is computed in a highly accurate and automated way, and ii) the derivative of the solution to the nonlinear equations is computed with respect to any parameter contained within the system of equations. These advances provide two significant enhancements in that it is straightforward to provide an accurate Jacobian and to construct a reduced order model (ROM) of arbitrary order with respect to any parameter of the system. The ROM can then be used to approximate the solution for other parameter values without requiring additional solutions of the nonlinear equations. Several case studies are presented including 1D and 2D academic examples with fully functioning Python code provided. Additionally, a case of study of the catenary of an elastic cable subject to its own weight and a vertical point load. Derivatives up to 10th order were computed with respect to material, loading, and geometrical parameters. The derivatives were used to generate reduced order models of the cable deformation and reaction forces at its ends with respect to multiple input parameters. Results show that from a single hypercomplex evaluation of the cable under a single vertical point load, it is possible to generate an accurate reduced order model capable of predicting the cable deformation with 1.5 times the load in the opposite direction and with 3.5 times the load in the same direction without resolving the system of equations.

97 MATHEMATICS AND COMPUTING↗

DOE OSTI2025

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1989

A method for exponential propagation of large systems of stiff nonlinear differential equations

A new time integrator for large, stiff systems of linear and nonlinear coupled differential equations is described. For linear systems, the method consists of forming a small (5-15-term) Krylov space using the Jacobian of the system and carrying out exact exponential propagation within this space. Nonlinear corrections are incorporated via a convolution integral formalism; the integral is evaluated via approximate Krylov methods as well. Gains in efficiency ranging from factors of 2 to 30 are demonstrated for several test problems as compared to a forward Euler scheme and to the integration package LSODE.

Friesner, Richard A.↗

NASA NTRS1988

Nonequilibrium flow computations. 1: An analysis of numerical formulations of conservation laws

Modern numerical techniques employing properties of flux Jacobian matrices are extended to general, nonequilibrium flows. Generalizations of the Beam-Warming scheme, Steger-Warming and van Leer Flux-vector splittings, and Roe's approximate Riemann solver are presented for 3-D, time-varying grids. The analysis is based on a thermodynamic model that includes the most general thermal and chemical nonequilibrium flow of an arbitrary gas. Various special cases are also discussed.

Liu, Yen↗

NASA NTRS1989

Nonequilibrium flow computations. I - An analysis of numerical formulations of conservation laws

Liu, Yen↗

NASA NTRS2012

Iterative Atmospheric Correction Scheme and the Polarization Color of Alpine Snow

Characterization of the Earth's surface is crucial to remote sensing, both to map geomorphological features and because subtracting this signal is essential during retrievals of the atmospheric constituents located between the surface and the sensor. Current operational algorithms model the surface total reflectance through a weighted linear combination of a few geometry-dependent kernels, each devised to describe a particular scattering mechanism. The information content of these measurements is overwhelmed by that of instruments with polarization capabilities: proposed models in this case are based on the Fresnel reflectance of an isotropic distribution of facets. Because of its remarkable lack of spectral contrast, the polarized reflectance of land surfaces in the shortwave infrared spectral region, where atmospheric scattering is minimal, can be used to model the surface also at shorter wavelengths, where aerosol retrievals are attempted based on well-established scattering theories. In radiative transfer simulations, straightforward separation of the surface and atmospheric contributions is not possible without approximations because of the coupling introduced by multiple reflections. Within a general inversion framework, the problem can be eliminated by linearizing the radiative transfer calculation, and making the Jacobian (i.e., the derivative expressing the sensitivity of the reflectance with respect to model parameters) available at output. We present a general methodology based on a Gauss-Newton iterative search, which automates this procedure and eliminates de facto the need of an ad hoc atmospheric correction. In this case study we analyze the color variations in the polarized reflectance measured by the NASA Goddard Institute of Space Studies Research Scanning Polarimeter during a survey of late-season snowfields in the High Sierra. This insofar unique dataset presents challenges linked to the rugged topography associated with the alpine environment and a likely high water content due to melting. The analysis benefits from ancillary information provided by the NASA Langley High Spectral Resolution Lidar deployed on the same aircraft. The results obtained from the iterative scheme are contrasted against the surface polarized reflectance obtained ignoring multiple reflections, via the simplistic subtraction of the atmospheric scattering contribution. Finally, the retrieved reflectance is modeled after the scattering properties of a dense collection of ice crystals at the surface. Confirming that the polarized reflectance of snow is spectrally flat would allow to extend the techniques already in use for polarimetric retrievals of aerosol properties over land to the large portion of snow-covered pixels plaguing orbital and suborbital observations.

Polarized BRDF↗

NASA NTRS1988

Equilibrium gas flow computations. II - An analysis of numerical formulations of conservation laws

Modern numerical techniques employing properties of flux Jacobian matrices are extended to general, equilibrium gas laws. Generalizations of the Beam-Warming scheme, Steger-Warming and van Leer flux-vector splittings, and Roe's approximate Riemann solver are presented for three-dimensional, time-varying grids. The approximations inherent in previous generalizations are discussed.

Vinokur, Marcel↗

DOE OSTI2025

A scalable multidimensional fully implicit solver for Hall magnetohydrodynamics

We propose an optimally performant fully implicit algorithm for the Hall magnetohydrodynamics (HMHD) equations based on multigrid-preconditioned Jacobian-free Newton-Krylov methods. HMHD is a challenging system to solve numerically because it supports stiff fast dispersive waves. The preconditioner is formulated using an operator-split approximate block factorization (Schur complement), informed by physics insight. We use a vector-potential formulation (instead of a magnetic field one) to allow a clean segregation of the problematic $\nabla$ x $\nabla$ x operator in the electron Ohm's law subsystem. This segregation allows the formulation of an effective damped block-Jacobi smoother for multigrid. We demonstrate by analysis that our proposed block-Jacobi iteration is convergent and has the smoothing property. The resulting HMHD solver is verified linearly with wave propagation examples, and nonlinearly with the GEM challenge reconnection problem by comparison against another HMHD code. We demonstrate the excellent algorithmic and parallel performance of the algorithm up to 16384 MPI tasks in two dimensions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

NASA NTRS1995

Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes

The Advisory Group for Aerospace Research and Development (AGARD) has requested my participation in the lecture series entitled Parallel Computing in Computational Fluid Dynamics to be held at the von Karman Institute in Brussels, Belgium on May 15-19, 1995. In addition, a request has been made from the US Coordinator for AGARD at the Pentagon for NASA Ames to hold a repetition of the lecture series on October 16-20, 1995. I have been asked to be a local coordinator for the Ames event. All AGARD lecture series events have attendance limited to NATO allied countries. A brief of the lecture series is provided in the attached enclosure. Specifically, I have been asked to give two lectures of approximately 75 minutes each on the subject of parallel solution techniques for the fluid flow equations on unstructured meshes. The title of my lectures is "Parallel CFD Algorithms for Aerodynamical Flow Solvers on Unstructured Meshes" (Parts I-II). The contents of these lectures will be largely review in nature and will draw upon previously published work in this area. Topics of my lectures will include: (1) Mesh partitioning algorithms. Recursive techniques based on coordinate bisection, Cuthill-McKee level structures, and spectral bisection. (2) Newton's method for large scale CFD problems. Size and complexity estimates for Newton's method, modifications for insuring global convergence. (3) Techniques for constructing the Jacobian matrix. Analytic and numerical techniques for Jacobian matrix-vector products, constructing the transposed matrix, extensions to optimization and homotopy theories. (4) Iterative solution algorithms. Practical experience with GIVIRES and BICG-STAB matrix solvers. (5) Parallel matrix preconditioning. Incomplete Lower-Upper (ILU) factorization, domain-decomposed ILU, approximate Schur complement strategies.

Barth, Timothy J.↗

NASA NTRS1983

Numerical approximations to nonlinear conservation laws with locally varying time and space grids

Numerical approximations to the initial value problem for nonlinear systems of conservation laws are considered. The considered system is said to be hyperbolic when all eigenvalues of every real linear combination of the Jacobian matrices are real. Solutions may develop discontinuities in finite time, even when the initial data are smooth. In the investigation, explicit finite difference methods which use locally varying time grids are considered. The global CFL restriction is replaced by a local restriction. The numerical flux function is studied from a finite volume viewpoint, and a differencing technique is developed at interface points between regions of distinct time increments.

Osher, S.↗

NASA NTRS1985

Algebraic grid generation using tensor product B-splines

Finite difference methods are more successful if the accompanying grid has lines which are smooth and nearly orthogonal. The development of an algorithm which produces such a grid when given the boundary description. Topological considerations in structuring the grid generation mapping are discussed. The concept of the degree of a mapping and how it can be used to determine what requirements are necessary if a mapping is to produce a suitable grid is examined. The grid generation algorithm uses a mapping composed of bicubic B-splines. Boundary coefficients are chosen so that the splines produce Schoenberg's variation diminishing spline approximation to the boundary. Interior coefficients are initially chosen to give a variation diminishing approximation to the transfinite bilinear interpolant of the function mapping the boundary of the unit square onto the boundary grid. The practicality of optimizing the grid by minimizing a functional involving the Jacobian of the grid generation mapping at each interior grid point and the dot product of vectors tangent to the grid lines is investigated. Grids generated by using the algorithm are presented.

Saunders, B. V.↗

NASA NTRS1985

Numerical solution of Euler's equation by perturbed functionals

A perturbed functional iteration has been developed to solve nonlinear systems. It adds at each iteration level, unique perturbation parameters to nonlinear Gauss-Seidel iterates which enhances its convergence properties. As convergence is approached these parameters are damped out. Local linearization along the diagonal has been used to compute these parameters. The method requires no computation of Jacobian or factorization of matrices. Analysis of convergence depends on properties of certain contraction-type mappings, known as D-mappings. In this article, application of this method to solve an implicit finite difference approximation of Euler's equation is studied. Some representative results for the well known shock tube problem and compressible flows in a nozzle are given.

Dey, S. K.↗

DOE OSTI2022

Clustering with general photo- z uncertainties: application to Baryon Acoustic Oscillations

ABSTRACT Photometric data can be analysed using the 3D correlation function ξp to extract cosmological information via e.g. measurement of the Baryon Acoustic Oscillations (BAO). Previous studies modeled ξp assuming a Gaussian photo-z approximation. In this work we improve the modeling by incorporating realistic photo-z distribution. We show that the position of the BAO scale in ξp is determined by the photo-z distribution and the Jacobian of the transformation. The latter diverges at the transverse scale of the separation s⊥, and it explains why ξp traces the underlying correlation function at s⊥, rather than s, when the photo-z uncertainty σz/(1+ z) ≳ 0.02. We also obtain the Gaussian covariance for ξp. Due to photo-z mixing, the covariance of ξp shows strong off-diagonal elements. The high correlation of the data causes some issues to the data fitting. None the less, we find that either it can be solved by suppressing the largest eigenvalues of the covariance or it is not directly related to the BAO. We test our BAO fitting pipeline using a set of mock catalogs. The data set is dedicated for Dark Energy Survey Year 3 (DES Y3) BAO analyses and includes realistic photo-z distributions. The theory template is in good agreement with mock measurement. Based on the DES Y3 mocks, ξp statistic is forecast to constrain the BAO shift parameter α to be 1.001 ± 0.023, which is well consistent with the corresponding constraint derived from the angular correlation function measurements. Thus, ξp offers a competitive alternative for the photometric data analyses.

79 ASTRONOMY AND ASTROPHYSICS↗

NASA NTRS1995

Krylov methods for compressible flows

We investigate the application of Krylov methods to compressible flows, and the effect of implicit boundary conditions on the implicit solution of nonlinear problems. Two defect-correction procedures, namely, approximate factorization (AF) for structured grids and ILU/GMRES for general grids, are considered. Also considered here are Newton-Krylov matrix-free methods that we combined with the use of mixed discretization schemes in the implicitly defined Jacobian and its preconditioner. Numerical experiments that show the performance of our approaches are then presented.

Tidriri, M. D.↗

DOE OSTI2023

Projective embedding of dynamical systems: Uniform mean field equations

Herein we study embeddings of continuous dynamical systems in larger dimensions via projector operators. We call this technique PEDS, projective embedding of dynamical systems, as the stable fixed point of the original system dynamics are recovered via projection from the higher dimensional space. In this paper we provide a general definition and prove that for a particular type of rank-1 projector operator, the uniform mean field projector, the equations of motion become a mean field approximation of the dynamical system. While in general the embedding depends on a specified variable ordering, the same is not true for the uniform mean field projector. We prove a variety of results on the relationship between the spectrum of the Jacobian for fixed points in the original and in the embedded system. Direct applications of PEDS can be non-convex optimization and machine learning.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1992

Nonlinear control via approximate input-output linearization - The ball and beam example

A study is made of approximate input-output linearization of nonlinear systems which fail to have a well defined relative degree. For such systems, a method is provided for constructing approximate systems that are input-output linearizable. The analysis presented in this note is motivated through its application to a common undergraduate control laboratory experiment, the ball and beam system, where it is shown to be more effective for trajectory tracking than the standard Jacobian linearization.

Hauser, John↗