Engineering Papers⌕ Search

SEARCH · Engineering Papers

Results for “numerical differentiation”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 793 records · Page 44

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems.

Taasan, Shlomo↗

Lax-Oleinik-Type Formulas and Efficient Algorithms for Certain High-Dimensional Optimal Control Problems

Two of the main challenges in optimal control are solving problems with state-dependent running costs and developing efficient numerical solvers that are computationally tractable in high dimension. In this paper, we provide analytical solutions to certain optimal control problems whose running cost depends on the state variable and with constraints on the control. We also provide Lax-Oleinik-type representation formulas for the corresponding Hamilton-Jacobi partial differential equations with state-dependent Hamiltonians. Additionally, we present an efficient, grid-free numerical solver based on our representation formulas, which is shown to scale linearly with the state dimension, and thus, to overcome the curse of dimensionality. Using existing optimization methods and the min-plus technique, we extend our numerical solvers to address more general classes of convex and nonconvex initial costs. We demonstrate the capabilities of our numerical solvers using implementations on a central processing unit (CPU) and a field-programmable gate array (FPGA). In several cases, our FPGA implementation obtains over a 10 times speedup compared to the CPU, which demonstrates the promising performance boosts FPGAs can achieve. Furthermore, our numerical results show that our solvers have the potential to serve as a building block for solving broader classes of high-dimensional optimal control problems in real-time.

97 MATHEMATICS AND COMPUTING↗

Differential rotation in a solar-driven quasi-axisymmetric circulation

The concept of a quasi-axisymmetric circulation is used to explore the global scale dynamics of planetary atmospheres. A numerical circulation model applicable to Jupiter is presented, and an analytical study is performed elucidating the conditions leading to differential rotation in an atmosphere which is convectively unstable. A linear system forced by solar differential heating is considered, with nonlinear effects arising from advection being represented in the form of eddy diffusion. An empirical, latitudinal spectrum of the observed zonal wind field on Jupiter is discussed. Numerical solutions are presented which reveal banded wind fields with alternating and equatorial zonal jets and a multicellular Ferrel-Thomson meridional circulation consistent with the observed cloud striations on Jupiter. The vertical derivatives are parameterized to construct a simplified one-layer model.

Mayr, H. G.↗

Nonstandard finite difference schemes

The major research activities of this proposal center on the construction and analysis of nonstandard finite-difference schemes for ordinary and partial differential equations. In particular, we investigate schemes that either have zero truncation errors (exact schemes) or possess other significant features of importance for numerical integration. Our eventual goal is to bring these methods to bear on problems that arise in the modeling of various physical, engineering, and technological systems. At present, these efforts are extended in the direction of understanding the exact nature of these nonstandard procedures and extending their use to more complicated model equations. Our presentation will give a listing (obtained to date) of the nonstandard rules, their application to a number of linear and nonlinear, ordinary and partial differential equations. In certain cases, numerical results will be presented.

Mickens, Ronald E.↗

Investigation of computational and spectral analysis methods for aeroacoustic wave propagation

Most computational fluid dynamics (CFD) schemes are not adequately accurate for solving aeroacoustics problems, which have wave amplitudes several orders of magnitude smaller yet with frequencies larger than the flow field variations generating the sound. Hence, a computational aeroacoustics (CAA) algorithm should have minimal dispersion and dissipation features. A dispersion relation preserving (DRP) scheme is, therefore, applied to solve the linearized Euler equations in order to simulate the propagation of three types of waves, namely: acoustic, vorticity, and entropy waves. The scheme is derived using an optimization procedure to ensure that the numerical derivatives preserve the wave number and angular frequency of the partial differential equations being discretized. Consequently, simulated waves propagate with the correct wave speeds and exhibit their appropriate properties. A set of radiation and outflow boundary conditions, compatible with the DRP scheme and derived from the asymptotic solutions of the governing equations, are also implemented. Numerical simulations are performed to test the effectiveness of the DRP scheme and its boundary conditions. The computed solutions are shown to agree favorably with the exact solutions. The major restriction appears to be that the dispersion relations can be preserved only for waves with wave lengths longer than four or five spacings. The boundary conditions are found to be transparent to the outgoing disturbances. However, when the disturbance source is placed closer to a boundary, small acoustic reflections start appearing. CAA generates enormous amounts of temporal data which needs to be reduced to understand the physical problem being simulated. Spectral analysis is one approach that helps us in extracting information which often can not be easily interpreted in the time domain. Thus, three different methods for the spectral analysis of numerically generated aeroacoustic data are studied. First, the capabilities of two traditional methods for spectral analysis, namely, the Blackman-Tukey method and periodogram method, are compared in estimating the spectra of a simple-periodic process. The periodogram is then applied to analyze transitory-deterministic processes. Finally, these two methods are compared with a more recent method, referred as the Weighted-Overlapped-Segment-Averaging (WOSA) method, in estimating the spectra of a chaotic (random-like) process. From the demonstrative case for the spectral analyses of data generated by simple-periodic process, the periodogram method is found to give a better estimate of the steep-sloped spectra than the Blackman-Tukey method. Also, for this problem, the Hanning window is found to perform better with the periodogram method than with the Blackman-Tukey method. Finally, for the spectral analysis of data generated by the chaotic process, the periodogram method does not perform well, whereas, the WOSA and Blackman-Tukey methods give equivalently good results.

Vanel, Florence O.↗

Aerodynamic shape optimization using control theory

Aerodynamic shape design has long persisted as a difficult scientific challenge due its highly nonlinear flow physics and daunting geometric complexity. However, with the emergence of Computational Fluid Dynamics (CFD) it has become possible to make accurate predictions of flows which are not dominated by viscous effects. It is thus worthwhile to explore the extension of CFD methods for flow analysis to the treatment of aerodynamic shape design. Two new aerodynamic shape design methods are developed which combine existing CFD technology, optimal control theory, and numerical optimization techniques. Flow analysis methods for the potential flow equation and the Euler equations form the basis of the two respective design methods. In each case, optimal control theory is used to derive the adjoint differential equations, the solution of which provides the necessary gradient information to a numerical optimization method much more efficiently then by conventional finite differencing. Each technique uses a quasi-Newton numerical optimization algorithm to drive an aerodynamic objective function toward a minimum. An analytic grid perturbation method is developed to modify body fitted meshes to accommodate shape changes during the design process. Both Hicks-Henne perturbation functions and B-spline control points are explored as suitable design variables. The new methods prove to be computationally efficient and robust, and can be used for practical airfoil design including geometric and aerodynamic constraints. Objective functions are chosen to allow both inverse design to a target pressure distribution and wave drag minimization. Several design cases are presented for each method illustrating its practicality and efficiency. These include non-lifting and lifting airfoils operating at both subsonic and transonic conditions.

Reuther, James↗

An extended trajectory-mechanics approach for calculating two-phase flow paths

A technique originating in quantum dynamics is used to derive a trajectory-based, semi-analytical solution for two-phase flow. The partial differential equation governing the evolution of the aqueous phase is equivalent to a family of ordinary differential equations defined along a path through the porous medium. The trajectories may be found by solving the differential equations directly or by post-processing the output of a numerical solution to the full set of governing equations. The trajectories, which differ from conventional streamlines, are found to bend downward in response to gravitational forces. The curvature is more pronounced as the dip of the porous layer containing the flow increases. Subtle changes in the relative permeability curve can lead to significant variations in the trajectories. The ordinary differential equation for the trajectory provides an expression for the travel time along the path. The expression produces a semi-analytical approximation to the model parameter sensitivities, the partial derivatives of the travel times with respect to changes in the permeability model. The semi-analytical trajectory-based sensitivities generally agree with those computed using a numerical reservoir simulator and a perturbation approach. The sensitivities are useful in tomographic imaging algorithms designed to estimate the spatial variation in permeability within a porous medium using multiphase observations.

58 GEOSCIENCES↗

Numerical Determination of Critical Conditions for Thermal Ignition

The determination of ignition or thermal explosion in an oxidizing porous body of material, as described by a dimensionless reaction-diffusion equation of the form .tu = .2u + .e-1/u over the bounded region O, is critically reexamined from a modern perspective using numerical methodologies. First, the classic stationary model is revisited to establish the proper reference frame for the steady-state solution space, and it is demonstrated how the resulting nonlinear two-point boundary value problem can be reexpressed as an initial value problem for a system of first-order differential equations, which may be readily solved using standard algorithms. Then, the numerical procedure is implemented and thoroughly validated against previous computational results based on sophisticated path-following techniques. Next, the transient nonstationary model is attacked, and the full nonlinear form of the reaction-diffusion equation, including a generalized convective boundary condition, is discretized and expressed as a system of linear algebraic equations. The numerical methodology is implemented as a computer algorithm, and validation computations are carried out as a prelude to a broad-ranging evaluation of the assembly problem and identification of the watershed critical initial temperature conditions for thermal ignition. This numerical methodology is then used as the basis for studying the relationship between the shape of the critical initial temperature distribution and the corresponding spatial moments of its energy content integral and an attempt to forge a fundamental conjecture governing this relation. Finally, the effects of dynamic boundary conditions on the classic storage problem are investigated and the groundwork is laid for the development of an approximate solution methodology based on adaptation of the standard stationary model.

Luo, W.↗

Automatic Differentiation of C++ Codes on Emerging Manycore Architectures with Sacado

Automatic differentiation (AD) is a well-known technique for evaluating analytic derivatives of calculations implemented on a computer, with numerous software tools available for incorporating AD technology into complex applications. However, a growing challenge for AD is the efficient differentiation of parallel computations implemented on emerging manycore computing architectures such as multicore CPUs, GPUs, and accelerators as these devices become more pervasive. In this work, we explore forward mode, operator overloading-based differentiation of C++ codes on these architectures using the widely available Sacado AD software package. In particular, we leverage Kokkos, a C++ tool providing APIs for implementing parallel computations that is portable to a wide variety of emerging architectures. Here we describe the challenges that arise when differentiating code for these architectures using Kokkos, and two approaches for overcoming them that ensure optimal memory access patterns as well as expose additional dimensions of fine-grained parallelism in the derivative calculation. We describe the results of several computational experiments that demonstrate the performance of the approach on a few contemporary CPU and GPU architectures. We then conclude with applications of these techniques to the simulation of discretized systems of partial differential equations.

97 MATHEMATICS AND COMPUTING↗

Using Hough harmonics to validate and assess nonlinear shallow-water models

The implementation of a technique for locating programming errors in shallow-water codes, establishing the correctness of the code, and assessing the performance of the numerical model under various flow conditions is described. The right-hand side of the differential equations is modified in such a way that the exact solution of the nonlinear initial-value problem is known, so that the truncation errors of the numerical scheme can be studied in detail. The exact solution is prescribed to be any linear combination of Hough harmonics which propagate in time according to their natural frequencies.

Dee, Dick P.↗

Numerical integration of nearly-Hamiltonian systems

The reported investigation is concerned with the solution of systems of differential equations which are derived from a Hamiltonian function in the extended phase space. The problem selected involves a one-dimensional perturbed harmonic oscillator. The van der Pol equation considered has an exact asymptotic value for its amplitude. Comparisons are made between a numerical solution and a known analytical solution. In addition to the van der Pol problem, known solutions regarding the restricted problem of three bodies are used as examples for perturbed Keplerian motion. The extended phase space Hamiltonian discussed by Stiefel and Scheifele (1971) is considered. A description is presented of two canonical formulations of the perturbed harmonic oscillator.

Bond, V. R.↗

[Elliptic Differential Equations]

Reflection laws of systems of elliptic equations, on-line programming to numerically solve nonlinear integral equations, and reduction of electrostriction problem

ON-LINE PROGRAMMING↗

Boundary value problems in magnetohydrodynamics (and fluid dynamics). I - Radiation boundary condition

In view of the difficulties that emerge in numerical simulations of time-dependent phenomena involving MHD waves due to waves' artificial reflection at numerical boundaries, where time-dependent magnetic fields outside those boundaries are unknown, a method previously developed for the determination of radiative boundary conditions is generalized for the treatment of isothermal MHD waves. The illustrative problem thus treated is that of the magnetic braking of a rigidly rotating disk which is embedded in a differentially-rotating fluid. The analytic results obtained are compared with those from numerical simulations with and without the present boundary treatment.

Vanajakshi, T. C.↗

Numerical Computation of Sensitivities and the Adjoint Approach

We discuss the numerical computation of sensitivities via the adjoint approach in optimization problems governed by differential equations. We focus on the adjoint problem in its weak form. We show how one can avoid some of the problems with the adjoint approach, such as deriving suitable boundary conditions for the adjoint equation. We discuss the convergence of numerical approximations of the costate computed via the weak form of the adjoint problem and show the significance for the discrete adjoint problem.

Lewis, Robert Michael↗

Numerical studies of motion and decay of vortex filaments

A computational code is developed for the integro-differential equations governing the motion of the centerlines of vortex filaments submerged in a background potential flow. These equations, which are derived from the method of matched asymptotic analysis, include the effect of decaying large-magnitude circumferential and axial velocity components in the vortical cores. Numerical examples are presented to assess the effect of large axial velocity and of nonsimilar initial profiles in vortical cores. The initial configurations of the filaments are chosen so as to fulfill the basic assumption of asymptotic analysis, which is the effective vortical core size is much smaller than all other length scales in the flowfield, e.g., the radius of curvature and interfilament distance. The computations are continued until the basic assumption is no longer valid, that is, when the merging or intersection of filaments have begun. Various types of local or global merging or intersection of filaments are classified and demonstrated by numerical examples.

Liu, C. H.↗

A numerical study of transient heat and mass transfer in crystal growth

A numerical analysis of transient heat and solute transport across a rectangular cavity is performed. Five nonlinear partial differential equations which govern the conservation of mass, momentum, energy and solute concentration related to crystal growth in solution, are simultaneously integrated by a numerical method based on the SIMPLE algorithm. Numerical results showed that the flow, temperature and solute fields are dependent on thermal and solutal Grashoff number, Prandtl number, Schmidt number and aspect ratio. The average Nusselt and Sherwood numbers evaluated at the center of the cavity decrease markedly when the solutal buoyancy force acts in the opposite direction to the thermal buoyancy force. When the solutal and thermal buoyancy forces act in the same direction, however, Sherwood number increases significantly and yet Nusselt number decreases. Overall effects of convection on the crystal growth are seen to be an enhancement of growth rate as expected but with highly nonuniform spatial growth variations.

Han, Samuel Bang-Moo↗

A piecewise linear approximation scheme for hereditary optimal control problems

An approximation scheme based on 'piecewise linear' approximations of L2 spaces is employed to formulate a numerical method for solving quadratic optimal control problems governed by linear retarded functional differential equations. This piecewise linear method is an extension of the so called averaging technique. It is shown that the Riccati equation for the linear approximation is solved by simple transformation of the averaging solution. Thus, the computational requirements are essentially the same. Numerical results are given.

Cliff, E. M.↗