A new method of recursive estimation in discrete linear systems
Recursive estimation equation giving algorithms for prediction, filtering, and signal smoothing in discrete linear systems
Kashyap, R. L.↗
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Results for “System of Linear Equations”
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Scalable Solutions to Integral Equation and Finite Element Simulations
The application of advanced computer architecture and software to a broad range of electromagnetic problems had allowed more accurate simulations of electrically larger and more complex components and systems...This paper overviews solutions to Maxwell's equations implicitly defined through systems of linear equations.
parallel↗
Computer subroutine ISUDS accurately solves large system of simultaneous linear algebraic equations
Computer program, an Iterative Scheme Using a Direct Solution, obtains double precision accuracy using a single-precision coefficient matrix. ISUDS solves a system of equations written in matrix form as AX equals B, where A is a square non-singular coefficient matrix, X is a vector, and B is a vector.
Collier, G.↗
Solution of structural analysis problems on a parallel computer
The problems of a blade-stiffened panel with a hole subjected to compression, and a deployable space mast subjected to tip loads, are treated through the application of FEM to model generation followed by the solution of a linear system of equations. Direct and iterative approaches to the solution of the linear systems are solved in turn; for the panel problems using varying numbers of processors, the incomplete Cholesky-conjugate gradient method was the fastest iterative method on all but two instances in which the number of processors was large.
Storaasli, Olaf↗
Greedy emulators for nuclear two-body scattering
Applications of reduced basis method emulators are increasing in low-energy nuclear physics because they enable fast and accurate sampling of high-fidelity calculations, enabling robust uncertainty quantification. Here, in this paper, we develop, implement, and test two model-driven emulators based on the (Petrov-)Galerkin projection using the prototypical test case of two-body scattering with the Minnesota potential and a more realistic local chiral potential. The high-fidelity scattering equations are solved with the matrix Numerov method, a reformulation of the popular Numerov recurrence relation for solving special second-order differential equations as a linear system of coupled equations. A novel error estimator based on reduced-space residuals is applied to an active learning approach (a greedy algorithm) to choosing training samples (“snapshots”) for the emulator and contrasted with a proper orthogonal decomposition (POD) approach. Both approaches allow for computationally efficient offline-online decompositions, but the greedy approach requires many fewer snapshot calculations. These developments set the groundwork for emulating scattering observables based on chiral nucleon-nucleon and three-nucleon interactions and optical models, where computational speed-ups are necessary for Bayesian uncertainty quantification. Our emulators and error estimators are widely applicable to linear systems.
Bayesian methods↗
Burgers approximation for two-dimensional flow past an ellipse
A linearization of the Navier-Stokes equation due to Burgers in which vorticity is transported by the velocity field corresponding to continuous potential flow is examined. The governing equations are solved exactly for the two dimensional steady flow past an ellipse of arbitrary aspect ratio. The requirement of no slip along the surface of the ellipse results in an infinite algebraic system of linear equations for coefficients appearing in the solution. The system is truncated at a point which gives reliable results for Reynolds numbers R in the range 0 R 5. Predictions of the Burgers approximation regarding separation, drag and boundary layer behavior are investigated. In particular, Burgers linearization gives drag coefficients which are closer to observed experimental values than those obtained from Oseen's approximation. In the special case of flow past a circular cylinder, Burgers approximation predicts a boundary layer whose thickness is roughly proportional to R-1/2.
Dorrepaal, J. M.↗
Dynamic model for an instrument pointing system
The instrument pointing system concept discussed in the present paper was developed for Spacelab missions. The system is mounted on soft shockmounts to minimize Shuttle disturbances (such as man motion, thruster firings, etc.) and to reduce the effect of large center of mass offsets between the instrument and the pointing system gimbal axes. The instrument pointing system is soft mounted to the Spacelab pallet located in the Orbiter payload bay. The nonlinear model, incorporating the dynamic equations of motion, the controller equations and the definition of sensor dynamics and gimbal bearing friction, is given, along with a system of linearized equations of motion of the Space Shuttle Orbiter and instrument pointing system (linearized model).
Howell, J. T.↗
Parallel triangularization of substructured finite element problems
Much of the computational effort of the finite element process involves the solution of a system of linear equations. The coefficient matrix of this system, known as the global stiffness matrix, is symmetric, positive definite, and generally sparse. An important technique for reducing the time required to solve this system is substructuring or matrix partitioning. Substructuring is based on the idea of dividing a structure into pieces, each of which can then be analyzed relatively indepenently. As a result of this division, each point in the finite element discretization is either interior to a substructure or on a boundary between substructures. Contributions to the global stiffness matrix from connections between boundary points from the K(bb) matrix are reported. The triangularization of a general K(bb) matrix on a parallel machine is specifically discussed.
Leuze, M. R.↗
Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations
Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.
Elman, Howard C.↗
A general stability criterion for feedback systems
Means for determining stability of feedback systems described by either linear or nonlinear differential equations
FEEDBACK↗
Planar Cubics Through a Point in a Direction
It is shown that the planar cubics through three points and the associated tangent directions can be found by solving a cubic equation and a 2 x 2 system of linear equations. The result is combined with a previous published scheme to produce a better curve-fitting method.
Chou, J. J.↗
Burgers flow past an arbitrary ellipse
The two-dimensional steady flow past an ellipse of arbitrary aspect ratio is investigated analytically, applying a linearized version of the Navier-Stokes equation based on the approximation of Burgers (1928). The resulting infinite system of linear equations is truncated to give reliable results for Reynolds numbers between zero and five, and separation, drag, and boundary-layer phenomena are characterized and illustrated with graphs. The Burgers approximation is found to provide good qualitative results near the ellipse, with reasonable quantitative accuracy for the special case of a circular cylinder.
Dorrepaal, J. M.↗
Simulation of an inductively coupled plasma with a two-dimensional Darwin particle-in-cell code
A two-dimensional particle-in-cell code for the simulation of low-frequency electromagnetic processes in laboratory plasmas has been developed. The code uses the Darwin method omitting the electromagnetic wave propagation. The Darwin method separates the electric field into solenoidal and irrotational parts. The solenoidal electric field is calculated with a new algorithm based on the equation for the electric field vorticity. The system of linear equations in the new algorithm is readily solved using a standard iterative method. The irrotational electric field is the electrostatic field calculated with the direct implicit algorithm. The code is verified by reproducing the two-stream instability, electron electromagnetic waves, and shear Alfvén waves. The code is applied to simulate an inductively coupled plasma with the driving current flowing around the plasma region. In this simulation, a ring of dense plasma forms at the initial stage but then the density becomes maximal in the center and decays monotonically toward the walls. The skin effect is in the transitional mode between local and non-local, and the electron velocity distribution function is non-Maxwellian.
70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
Sub-optimal control of non-linear single input systems.
Suboptimal control generation for nonlinear single input systems by linear combination of states and repeated linearization of equations system
Aggarwal, J. K.↗
A General Method for Solving Systems of Non-Linear Equations
The method of steepest descent is modified so that accelerated convergence is achieved near a root. It is assumed that the function of interest can be approximated near a root by a quadratic form. An eigenvector of the quadratic form is found by evaluating the function and its gradient at an arbitrary point and another suitably selected point. The terminal point of the eigenvector is chosen to lie on the line segment joining the two points. The terminal point found lies on an axis of the quadratic form. The selection of a suitable step size at this point leads directly to the root in the direction of steepest descent in a single step. Newton's root finding method not infrequently diverges if the starting point is far from the root. However, the current method in these regions merely reverts to the method of steepest descent with an adaptive step size. The current method's performance should match that of the Levenberg-Marquardt root finding method since they both share the ability to converge from a starting point far from the root and both exhibit quadratic convergence near a root. The Levenberg-Marquardt method requires storage for coefficients of linear equations. The current method which does not require the solution of linear equations requires more time for additional function and gradient evaluations. The classic trade off of time for space separates the two methods.
Nachtsheim, Philip R.↗
Tensor-GMRES method for large sparse systems of nonlinear equations
This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.
Feng, Dan↗
On systems of orthogonal functions
Hilberts method of solving linear integral equations using system of orthogonal functions
LINEAR EQUATION↗
Preconditioned conjugate gradient methods for the Navier-Stokes equations
A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulation. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a conventional implicit solver, namely line Gauss-Seidel relaxation (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU time on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow case are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner.
Ajmani, Kumud↗