On the single first-order partial differential equation with a small parameter.
Singular perturbation problems for partial differential equations
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Singular perturbation problems for partial differential equations
Report on numerical methods of integration includes the extrapolation methods of Bulirsch-Stoer and Neville. A comparison is made nith the Runge-Kutta and Adams-Moulton methods, and circumstances are discussed under which the extrapolation method may be preferred.
A theory and computer program for combustion instability analysis are presented. The basic theoretical foundation resides in the concept of entropy-controlled energy growth or decay. Third order perturbation expansion is performed on the entropy-controlled acoustic energy equation to obtain the first order integrodifferential equation for the energy growth factor in terms of the linear, second, and third order energy growth parameters. These parameters are calculated from Navier-Stokes solutions with time averages performed on as many Navier-Stokes time steps as required to cover at least one peak wave period. Applications are made for a 1-D Navier-Stokes solution for the Space Shuttle Main Engine (SSME) thrust chamber with cross section area variations taken into account. It is shown that instability occurs when the mean pressure is set at 2000 psi with 30 percent disturbances. Instability also arises when the mean pressure is set at 2935 psi with 20 percent disturbances. The system with mean pressures and disturbances more adverse that these cases were shown to be unstable.
A recursively formulated, first-order, semianalytic artificial satellite theory, based on the generalized method of averaging is presented in two volumes. Volume I comprehensively discusses the theory of the generalized method of averaging applied to the artificial satellite problem. Volume II presents the explicit development in the nonsingular equinoctial elements of the first-order average equations of motion. The recursive algorithms used to evaluate the first-order averaged equations of motion are also presented in Volume II. This semianalytic theory is, in principle, valid for a term of arbitrary degree in the expansion of the third-body disturbing function (nonresonant cases only) and for a term of arbitrary degree and order in the expansion of the nonspherical gravitational potential function.
Error analyses for numerically integrating first order ordinary differential equations
A general form for the first-order representation of the continuous, second-order linear structural dynamics equations is introduced in order to derive a corresponding form of first-order Kalman filtering equations (KFE). Time integration of the resulting first-order KFE is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete KFE involving only symmetric, N x N solution matrix.
This paper demonstrates that the linearized, dimensional Euler equations for acoustic computation can be accurately solved as a set of decoupled first-order wave equations, and that if ordered properly, this system of simple waves has unambiguous, easily implemented boundary conditions, allowing waves of same group speeds to pass through numerical boundaries or comply with wall conditions. Thus, the task of designing a complex multi-dimensional scheme with approximate far-field boundary conditions reduces to the design of higher order schemes for the one-dimensional simple wave equation. A compact finite-difference scheme and a characteristically exact but numerically n(th) order accurate boundary condition are introduced for solving the first order wave equation. Spanning a three-point two-level stencil, this low-dispersion implicit scheme has a third order spatial accuracy when used on nonuniform meshes, fourth order accurate on uniform meshes, and a temporal accuracy of second order due to the choice of trapezoidal integration for algorithmic simplicity. The robustness and accuracy of the scheme are demonstrated through a series of numerical experiments and comparisons with published results. When tested on the one-dimensional wave equation on a uniform grid, this scheme allows a Gaussian wave packet to pass through any finite domain with low numerical dispersion characteristic of a spatially fourth-order scheme and reflections at numerical boundaries maintained below truncation error. On highly stretched and irregular grids, only mild dispersions are found in the solution while solutions by other methods fail or are severely distorted. Yet, this scheme is no more sophisticated to solve or implement than the Crank-Nicolson scheme. This scheme has been tested on four categories of the ICASE/LaRC benchmark problems, which include propagation of acoustic and convective waves in Cartesian and cylindrical domains, reflection of acoustic wave at stationary/moving boundaries, and sound generation by gust-blade interaction.
An approximate theory is presented for post-stall transients in multistage axial compression systems. The theory leads to a set of three simultaneous nonlinear third-order partial differential equations for pressure rise, and average and disturbed values of flow coefficient, as functions of time and angle around the compressor. By a Galerkin procedure, angular dependence is averaged, and the equations become first order in time. These final equations are capable of describing the growth and possible decay of a rotating-stall cell during a compressor mass-flow transient. It is shown how rotating-stall-like and surgelike motions are coupled through these equations, and also how the instantaneous compressor pumping characteristic changes during the transient stall process.
Several finite difference schemes are applied to the stress and free vibration analysis of homogeneous isotropic and layered orthotropic shells of revolution. The study is based on a form of the Sanders-Budiansky first-approximation linear shell theory modified such that the effects of shear deformation and rotary inertia are included. A Fourier approach is used in which all the shell stress resultants and displacements are expanded in a Fourier series in the circumferential direction, and the governing equations reduce to ordinary differential equations in the meridional direction. While primary attention is given to finite difference schemes used in conjunction with first order differential equation formulation, comparison is made with finite difference schemes used with other formulations. These finite difference discretization models are compared with respect to simplicity of application, convergence characteristics, and computational efficiency. Numerical studies are presented for the effects of variations in shell geometry and lamination parameters on the accuracy and convergence of the solutions obtained by the different finite difference schemes. On the basis of the present study it is shown that the mixed finite difference scheme based on the first order differential equation formulation and two interlacing grids for the different fundamental unknowns combines a number of advantages over other finite difference schemes previously reported in the literature.
Displacement formulations of first order linear thin elastic shell equations in terms of stress resultant and middle surface, using modified Kirchhoff hypothesis
A general form for the first-order representation of the continuous second-order linear structural-dynamics equations is introduced to derive a corresponding form of first-order continuous Kalman filtering equations. Time integration of the resulting equations is carried out via a set of linear multistep integration formulas. It is shown that a judicious combined selection of computational paths and the undetermined matrices introduced in the general form of the first-order linear structural systems leads to a class of second-order discrete Kalman filtering equations involving only symmetric sparse N x N solution matrices.
The origin of spurious solutions in computational electromagnetics, which violate the divergence equations, is deeply rooted in a misconception about the first-order Maxwell's equations and in an incorrect derivation and use of the curl-curl equations. The divergence equations must be always included in the first-order Maxwell's equations to maintain the ellipticity of the system in the space domain and to guarantee the uniqueness of the solution and/or the accuracy of the numerical solutions. The div-curl method and the least-squares method provide rigorous derivation of the equivalent second-order Maxwell's equations and their boundary conditions. The node-based least-squares finite element method (LSFEM) is recommended for solving the first-order full Maxwell equations directly. Examples of the numerical solutions by LSFEM for time-harmonic problems are given to demonstrate that the LSFEM is free of spurious solutions.
A numerical technique for solving the line transfer equation of a two-level atom in static equilibrium is presented. Complete redistribution of emitted photons is assumed, as is saturation at the line core. Emission intensity is calculated either by a generalized Eddington-Barber relation, a first-order differential equation for the specific intensity, or by a formal transfer integral. Sample calculations are performed of the line transfer equation in a semi-infinite atmosphere with a constant Planck function of the collision parameter and for the Mg II resonance line in a model solar atmosphere experiencing shocks. Attention is focused on the line wings in the latter problem. The first order differential equation approach yields the best intensity values and temperature structure.
There is extensive qualitative results from burning metallic materials in a NASA/ASTM flammability test system in normal gravity. However, this data was shown to be inconclusive for applications involving oxygen-enriched atmospheres under microgravity conditions by conducting tests using the 2.2-second Lewis Research Center (LeRC) Drop Tower. Data from neither type of test has been reduced to fundamental kinetic and dynamic systems parameters. This paper reports the initial model analysis for burning iron rods under microgravity conditions using data obtained at the LERC tower and modeling the burning system after ignition. Under the conditions of the test the burning mass regresses up the rod to be detached upon deceleration at the end of the drop. The model describes the burning system as a semi-batch, well-mixed reactor with product accumulation only. This model is consistent with the 2.0-second duration of the test. Transient temperature and pressure measurements are made on the chamber volume. The rod solid-liquid interface melting rate is obtained from film records. The model consists of a set of 17 non-linear, first-order differential equations which are solved using MATLAB. This analysis confirms that a first-order rate, in oxygen concentration, is consistent for the iron-oxygen kinetic reaction. An apparent activation energy of 246.8 kJ/mol is consistent for this model.
First slip time of phase locked loop of arbitrary order shown as solution of first order linear differential equation
Refraction of high frequency noise by mean flow gradients in a jet is studied using the ray-tracing methods of geometrical acoustics. Both the two-dimensional (2D) and three-dimensional (3D) formulations are considered. In the former case, the mean flow is assumed parallel and the governing propagation equations are described by a system of four first order ordinary differential equations. The 3D formulation, on the other hand, accounts for the jet spreading as well as the axial flow development. In this case, a system of six first order differential equations are solved to trace a ray from its source location to an observer in the far field. For subsonic jets with a small spreading angle both methods lead to similar results outside the zone of silence. However, with increasing jet speed the two prediction models diverge to the point where the parallel flow assumption is no longer justified. The Doppler factor of supersonic jets as influenced by the refraction effects is discussed and compared with the conventional modified Doppler factor.
A derivation of the equations which govern the deformation of an arbitrarily curved and twisted space beam is presented. These equations differ from those of the classical theory in that (1) extensional effects are included; (2) the strain-displacement relations are derived; and (3) the expressions for the stress resultants are developed from the strain displacement relations. It is shown that the torsional stress resultant obtained by the classical approach is basically incorrect except when the cross-section is circular. The governing equations are given in the form of first-order differential equations. A numerical algorithm is given for obtaining the natural vibration characteristics and example problems are presented.
A theoretical study of the chemically reacting laminar boundary layer flow over a horizontal flat plate with gravitationally induced buoyant force is presented. A diffusion flame sheet model was used to describe the combustion process. The effects of gravity on the purely force convection flow can be characterized by a dimensionless coordinate quantity, which is involved in the generation of the governing equations. A numerical solution of the zero and first order governing equations subject to the appropriate physical boundary conditions was obtained. It is shown that the cross stream buoyancy induced body force acts effectively to produce a streamwise pressure gradient in the fluid adjacent to the plate surface. It is concluded that buoyancy plays an important role in boundary layer diffusion flames.