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Towards Formalization of Advanced Linear Algebra with Applications to Dynamical Systems using PVS

Linear Algebra is essential for numerous aerospace problems of interest. Formal reasoning about hybrid systems that contain variables modeled by differential equations rely on concepts from Linear Algebra such as eigenvalues, matrix decompositions, and matrix valued functions. For example, the long-term dynamics of a system of differential equations depend on the stability/instability of its equilibrium points, which often reduces to an eigenvalue problem. This talk will embark on a quest to formalize theorems and results about eigenvalues and eigenvectors using PVS. We shall start our journey with 2 x 2 complex matrices, where we will apply our PVS code to a simple example of a dynamical system. Since it can be difficult or impossible to give simple expressions of eigenvalues for larger matrices (i.e. 5 x 5 or higher), we then move towards specifying the power method for verified computation of eigenvalue approximations in PVS. This effort requires development of multivariate complex arithmetic. At the end of the day, having such additions to the PVS NASA libraries will help move towards the use of formal methods to verify concepts of control theory and system level verification.

Linear Algebra↗

NASA NTRS1970

Random operator equations in mathematical physics. I

Stochastic differential equations objectives, limitations and restrictive assumptions in physical problems, discussing electromagnetic wave propagation in random continuum or random dAlembertian operator

Adomian, G.↗

NASA NTRS1977

Equations and closure methods

Basic differential equations governing compressible turbulent boundary layer flow are reviewed, including conservation of mass and energy, momentum equations derived from Navier-Stokes equations, and equations of state. Closure procedures were broken down into: (1) simple or zeroth-order methods, (2) first-order or mean field closure methods, and (3) second-order or mean turbulence field methods.

Source record↗

NASA NTRS1983

Accuracy of approximations to the Navier-Stokes equations

The systems of truncated differential equations that have been proposed to reduce the complexity and large computational costs of solutions to the full Navier-Stokes equations are considered. These systems are computationally efficient and capture all the physically relevant behavior. The systems follow a certain hierarchy: (1) the classical boundary-layer equations with specified edge properties (usually the streamwise pressure distribution); (2) the coupled boundary-layer/inviscid equations; (3) the so-called thin-layer equations that discard streamwise diffusion; and (4) the Navier-Stokes equations. Consideration is given to each of these approximations applied to an incompressible, laminar-separating flow at low and moderate Reynolds numbers. It is pointed out that for any flow or region of flow for which viscous-inviscid interaction effects are small, classical boundary-layer equations will provide a satisfactory description of the viscous flow at a fraction of the computational cost of any higher approximations.

Murphy, J. D.↗

NASA NTRS1987

Numerical study of finite-rate supersonic combustion using parabolized equations

A set of partial differential equations, describing the two-dimensional supersonic chemically-reacting flow of the hydrogen-air system, is formulated such that the equations are parabolic in the streamwise direction. A fully-implicit fully-coupled finite-difference algorithm is used to develop a computer code which solves the governing equations by marching in the streamwise direction. The combustion process is modeled by a two-step finite-rate chemistry whereas turbulence is simulated by an algebraic turbulence model. Results of two calculations of internal supersonic reacting flow show fairly good agreement with the results obtained by the more costly full Navier-Stokes procedure.

Chitsomboon, T.↗

NASA NTRS1995

A deterministic particle method for one-dimensional reaction-diffusion equations

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Mascagni, Michael↗

NASA NTRS1994

Differential rotation and turbulent convection: A new Reynolds stress model and comparison with solar data

In most hydrodynamic cases, the existence of a turbulent flow superimposed on a mean flow is caused by a shear instability in the latter. Boussinesq suggested the first model for the turbulent Reynolds stresses bar-(u(sub i)u(sub j)) in which the mean shear S(sub ij) is the cause (or source) of turbulence represented by the stress bar-(u(sub i)u(sub j)). In the case of solar differential rotation, exactly the reverse physical process occurs: turbulence (which must pre-exist) generates a mean flow which manifests itself in the form of differential rotation. Thus, the Boussinesq model is wholly inadequate because in the solar case, cause and effect are reversed. Since the Boussinesq model is inadequate, one needs an alternative model for the Reynolds stresses. We present a new dynamical model for the Reynolds stresses, convective fluxes, turbulent kinetic energy, and temperature fluctuations. The complete model requires the solution of 11 differential equations. We then introduce a set of simplifying assumptions which reduce the full dynamical model to a set of algebraic Reynolds stress models. We explicitly solve one of these models that entails only one differential equation. The overall agreement with the data is obtained with a model that is neither phenomenological nor one that requires a full numerical simulation, since it is algebraic in nature. The new model can play an important role in understanding the complex physics underlying the interplay between solar differential rotation and convection, as many physical processes can naturally be incorporated into the model.

Canuto, V. M.↗

NASA NTRS1974

Finite element solution theory for three-dimensional boundary flows

A finite element algorithm is derived for the numerical solution of a three-dimensional flow field described by a system of initial-valued, elliptic boundary value partial differential equations. The familiar three-dimensional boundary layer equations belong to this description when diffusional processes in only one coordinate direction are important. The finite element algorithm transforms the original description into large order systems of ordinary differential equations written for the dependent variables discretized at node points of an arbitrarily irregular computational lattice. The generalized elliptic boundary conditions is piecewise valid for each dependent variable on boundaries that need not explicitly coincide with coordinate surfaces. Solutions for sample problems in laminar and turbulent boundary flows illustrate favorable solution accuracy, convergence, and versatility.

Baker, A. J.↗

NASA NTRS1974

Theoretical predictions of latitude dependencies in the solar wind

Results are presented which were obtained with the Winge-Coleman model for theoretical predictions of latitudinal dependencies in the solar wind. A first-order expansion is described which allows analysis of first-order latitudinal variations in the coronal boundary conditions and results in a second-order partial differential equation for the perturbation stream function. Latitudinal dependencies are analytically separated out in the form of Legendre polynomials and their derivative, and are reduced to the solution of radial differential equations. This analysis is shown to supply an estimate of how large the coronal variation in latitude must be to produce an 11 km/sec/deg gradient in the radial velocity of the solar wind, assuming steady-state processes.

Winge, C. R., Jr.↗

NASA NTRS1990

An adaptive grid algorithm for one-dimensional nonlinear equations

Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.

Gutierrez, William E.↗

NASA NTRS2005

Perturbed Equations of Motion for Formation Flight Near the Sun-Earth L2 Point

NASA is planning missions to the vicinity of the Sun-Earth L(sub 2) point, some involving a distributed system of telescope spacecraft, configured in a plane about a hub. Several sets of differential equations are written for the formation flight of such telescopes relative to the hub, with varying levels of fidelity. Effects are cast as additive perturbations to the circular restricted three-body problem, expanded in terms of the system distanced, to an accuracy of 10-20 m. These include Earth's orbital eccentricity, lunar motion, solar radiation pressure, and small thrusting forces. Simulations validating the expanded differential equations are presented.

Luquette, Richard↗

NASA NTRS1993

Simulation of cryogenic turbopump annular seals

San Andres employed the NBS software package MIPROPS to account for density's dependence on pressure in the simulation of liquid annular seals. His example on a LH2 seal showed a significant change in the mass coefficient compared to a constant density model. San Andres, Yang, and Childs extended this analysis by including the pressure and temperature dependence of density, specific heat, viscosity, volumetric expansion, and thermal conductivity in a coupled solution of the energy, momentum, and continuity equations. Their example showed very significant changes in stiffness and inertia for a high speed (38,000 rpm), large L/D ratio (0.5) LOX seal, as compared to their constant temperature results. The current research rederived the San Andres-Yang-Childs (SYC) analysis and extended it to include not only the Moody friction model of SYC but also the Hir's friction model. The derivation begins with obtaining the local differential equations of continuity, momentum, and energy conservation in the seal. These equations are averaged across the film thickness to obtain the resulting 'bulk flow' differential equations. Shear stress and convective heat loss through the stator (seal) and rotor are related to the Moody and Hir's friction factor model. The Holman analogy is employed to relate heat conduction in or out of the fluid film's boundary layer to the friction induced shear stress.

Palazzolo, Alan B.↗

NASA NTRS1974

Viscous-fluid reaction to a torsionally oscillating spheroid Linearized steady-state weak-separation solution

For both the linearized prolate and oblate problems, perturbation series for all orders of eccentricity are obtained. The 'weak separation' method of solving partial-differential-equation boundary-value problems assumes that each linearly independent solution is a sum of products of single-variable functions. The method is applied to a hierarchy of partial differential equations. The weak-separation solutions are constructed by generalizing only the Bessel functions of the homogeneous solution.

Tompkins, D. R., Jr.↗

NASA NTRS1984

Condensation modes in magnetized cylindrical plasmas

In order to understand the formation and stability of solar prominences, attention is given to the condensation modes of the thermal instability in a cylindriical plasma whose magnetic field has both potential (longitudinal) and nonpotential (poloidal) components forming helically twisted field lines. It is noted that the field line twist has a significant effect on the stability of condensation modes which are unstable if field lines are straight, but become stable as the twist increases. The problem is treated in a fully self-consistent way, to derive a second-order ordinary differential equation for radiative MHD stability. The approximation made by neglecting inertial terms is valid for coronal loop conditions if there is no singular surface in the plasma, and a simplified differential equation is derived. Attention is given to stability for the m = zero, 1, and 2 modes numerically, for various loop parameters.

An, C.-H.↗

NASA NTRS1988

Stochastic time-optimal control problems

Two types of stochastic time-optimal controls in a one-dimensional setting are considered. Multidimensional problems, in the case of complete state information available and the system modeled by stochastic differential equations, are studied under the formulation of minimizing the expected transient-response time. The necessary condition of optimality is the satisfaction for the value function of a parabolic partial differential equation with boundary conditions. The sufficient condition of optimality is also provided, based on Dynkin's formula. Finally, three examples are given.

Zhang, W.↗

NASA NTRS1997

[Development of New Mathematical Methodology in Air Traffic Control for the Analysis of Hybrid Systems]

The aim of this research is to develop new mathematical methodology for the analysis of hybrid systems of the type involved in Air Traffic Control (ATC) problems. Two directions of investigation were initiated. The first used the methodology of nonlinear generalized functions, whose mathematical foundations were initiated by Colombeau and developed further by Oberguggenberger; it has been extended to apply to ordinary differential. Systems of the type encountered in control in joint work with the PI and M. Oberguggenberger. This involved a 'mixture' of 'continuous' and 'discrete' methodology. ATC clearly involves mixtures of two sorts of mathematical problems: (1) The 'continuous' dynamics of a standard control type described by ordinary differential equations (ODE) of the form: {dx/dt = f(x, u)} and (2) the discrete lattice dynamics involved of cellular automata. Most of the CA literature involves a discretization of a partial differential equation system of the type encountered in physics problems (e.g. fluid and gas problems). Both of these directions requires much thinking and new development of mathematical fundamentals before they may be utilized in the ATC work. Rather than consider CA as 'discretization' of PDE systems, I believe that the ATC applications will require a completely different and new mathematical methodology, a sort of discrete analogue of jet bundles and/or the sheaf-theoretic techniques to topologists. Here too, I have begun work on virtually 'virgin' mathematical ground (at least from an 'applied' point of view) which will require considerable preliminary work.

Hermann, Robert↗

NASA NTRS1974

A finite difference method for the solution of the transonic flow around harmonically oscillating wings

A finite difference method for the solution of the transonic flow about a harmonically oscillating wing is presented. The partial differential equation for the unsteady transonic flow was linearized by dividing the flow into separate steady and unsteady perturbation velocity potentials and by assuming small amplitudes of harmonic oscillation. The resulting linear differential equation is of mixed type, being elliptic or hyperbolic whereever the steady flow equation is elliptic or hyperbolic. Central differences were used for all derivatives except at supersonic points where backward differencing was used for the streamwise direction. Detailed formulas and procedures are described in sufficient detail for programming on high speed computers. To test the method, the problem of the oscillating flap on a NACA 64A006 airfoil was programmed. The numerical procedure was found to be stable and convergent even in regions of local supersonic flow with shocks.

Ehlers, E. F.↗

NASA NTRS1983

Grid spacing control with variation diminishing splines

Methods used to specify and control two and three dimensional grids on which numerical solutions of partial differential equations may be obtained were studied. While initially focusing on grid generation, the research will evolve into a consideration of the interaction of grid generation with the solution of a partial differential equation. The multisurface method of grid generation was used to continuously patch a grid onto an existing grid. In the resulting grid the elements of the Jacobian matrix must be continuous across the boundary between the original grid and the patched grid. Programs were written which accept as input the coordinates of the original grid and the desired new boundary, and then use the three-surface or four-surface version of the multisurface method to extend the original grid out to a new boundary.

Smith, P. W.↗