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 829 records · Page 46

A Reconstruction Approach to High-Order Schemes Including Discontinuous Galerkin for Diffusion

We introduce a new approach to high-order accuracy for the numerical solution of diffusion problems by solving the equations in differential form using a reconstruction technique. The approach has the advantages of simplicity and economy. It results in several new high-order methods including a simplified version of discontinuous Galerkin (DG). It also leads to new definitions of common value and common gradient quantities at each interface shared by the two adjacent cells. In addition, the new approach clarifies the relations among the various choices of new and existing common quantities. Fourier stability and accuracy analyses are carried out for the resulting schemes. Extensions to the case of quadrilateral meshes are obtained via tensor products. For the two-point boundary value problem (steady state), it is shown that these schemes, which include most popular DG methods, yield exact common interface quantities as well as exact cell average solutions for nearly all cases.

Huynh, H. T.↗

The Effect of Thermal Cycling on Crystal-Liquid Separation During Lunar Magma Ocean Differentiation

Differentiation of magma oceans likely involves a mixture of fractional and equilibrium crystallization [1]. The existence of: 1) large volumes of anorthosite in the lunar highlands and 2) the incompatible- rich (KREEP) reservoir suggests that fractional crystallization may have dominated during differentiation of the Moon. For this to have occurred, crystal fractionation must have been remarkably efficient. Several authors [e.g. 2, 3] have hypothesized that equilibrium crystallization would have dominated early in differentiation of magma oceans because of crystal entrainment during turbulent convection. However, recent numerical modeling [4] suggests that crystal settling could have occurred throughout the entire solidification history of the lunar magma ocean if crystals were large and crystal fraction was low. These results indicate that the crystal size distribution could have played an important role in differentiation of the lunar magma ocean. Here, I suggest that thermal cycling from tidal heating during lunar magma ocean crystallization caused crystals to coarsen, leading to efficient crystal-liquid separation.

Mills, Ryan D.↗

Learning generative neural networks with physics knowledge

Deep generative neural networks have enabled modeling complex distributions, but incorporating physics knowledge into the neural networks is still challenging and is at the core of current physics-based machine learning research. To this end, we propose a physics generative neural network (PhysGNN), a new class of generative neural networks for learning unknown distributions in a physical system described by partial differential equations (PDE). PhysGNN couples PDE systems with generative neural networks. It is a fully differentiable model that allows back-propagation of gradients through both numerical PDE solvers and generative neural networks, and is trained by minimizing the discrete Wasserstein distance between generated and observed probability distributions of the PDE outputs using the stochastic gradient descent method. Moreover, PhysGNN does not require adversarial training like standard generative neural networks, which offers better stability than adversarial training. We show that PhysGNN can learn complex distributions in stochastic inverse problems, where conventional methods such as maximum likelihood estimation and momentum matching methods may be inapplicable when little knowledge is known about the form of unknown distributions or the physical model is too complex. Furthermore, our method allows physics-based generative neural network training for learning complex distributions in the context of differential equations.

97 MATHEMATICS AND COMPUTING↗

Verification of MOOSE/Bison's Heat Conduction Solver Using Combined Spatiotemporal Convergence Analysis

Bison is a computational physics code that uses the finite element method to model the thermo-mechanical response of nuclear fuel. Since Bison is used to inform high-consequence decisions, it is important that its computational results are reliable and predictive. One important step in assessing the reliability and predictive capabilities of a simulation tool is the verification process, which quantifies numerical errors in a discrete solution relative to the exact solution of the mathematical model. One step in the verification process—called code verification—ensures that the implemented numerical algorithm is a faithful representation of the underlying mathematical model, including partial differential or integral equations, initial and boundary conditions, and auxiliary relationships. In this paper, the code verification process is applied to spatiotemporal heat conduction problems in Bison. Simultaneous refinement of the discretization in space and time is employed to reveal any potential mistakes in the numerical algorithms for the interactions between the spatial and temporal components of the solution. For each verification problem, the correct spatial and temporal order of accuracy is demonstrated for both first- and second-order accurate finite elements and a variety of time-integration schemes. Furthermore, these results provide strong evidence that the Bison numerical algorithm for solving spatiotemporal problems reliably represents the underlying mathematical model in MOOSE. The selected test problems can also be used in other simulation tools that numerically solve for conduction or diffusion.

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Mixed convection in a horizontal rectangular channel - Experimental and numerical velocity distributions

Mixed convection in a rectangular channel (width/height = 2) with bottom-heated and top-cooled sections is studied by laser Doppler anemometry in nitrogen at Ra = 22,200 and Re = 18.75, 36, and 54. At the lower Re values, symmetry breaking is observed in steady but spatially oscillating flows that prevail over a certain distance from the leading edge of the differentially heated section. Further downstream, unsteady flows are found even for Re = 18.75. Numerical models are used to investigate the effects of adiabatic, conducting (with a conductive-convective heat transfer coefficient), and perfectly conducting side walls; channel tilts and Prandtl number dependence. Good agreement between calculations and experiment is obtained for longitudinal convective roll velocities. The transverse velocities are found to be independent of Re.

Nyce, Thomas A.↗

Using dynamic mode decomposition to predict the dynamics of a two-time non-equilibrium Green’s function

Computing the numerical solution of the Kadanoff–Baym equations, a set of nonlinear integral differential equations satisfied by the two-time Green's functions derived from many-body perturbation theory for a quantum many-body system away from equilibrium, is a challenging task. Recently, we have successfully applied dynamic mode decomposition (DMD) to construct a data driven reduced order model that can be used to extrapolate the time-diagonal of a two-time Green's function from numerical solutions of the KBE within a small time window. In this paper, we extend the previous work and use DMD to predict off-diagonal elements of the two-time Green's function. We partition the two-time Green's function into a number of one-time functions along the diagonal and subdiagonals of the two-time window as well as in horizontal and vertical directions. We use DMD to construct separate reduced order models to predict the dynamics of these one-time functions in a two-step procedure. We extrapolate along diagonal and several subdiagonals within a subdiagonal band of a two-time window in the first step. In the second step, we use DMD to extrapolate the Green's function outside of the sub-diagonal band. In conclusion, we demonstrate the efficiency and accuracy of this approach by applying it to a two-band Hubbard model problem.

97 MATHEMATICS AND COMPUTING↗

Numerical computation of exponential matrices using the Cayley-Hamilton theorem

A method for computing exponential matrices, which often arise naturally in the solution of systems of linear differential equations, is developed. An exponential matrix is generated as a linear combination of a finite number (equal to the matrix order) of matrices, the coefficients of which are scalar infinite sums. The method can be generalized to apply to any formal power series of matrices. Attention is focused upon the exponential function, and the matrix exponent is assumed tri-diagonal in form. In such cases, the terms in the coefficient infinite sums can be extracted, as recursion relations, from the characteristic polynomial of the matrix exponent. Two numerical examples are presented in some detail: (1) the three dimensional infinitesimal rotation rate matrix, which is skew symmetric, and (2) an N-dimensional tri-diagonal and symmetric finite difference matrix which arises in the numerical solution of the heat conduction partial differential equation. In the second example, the known eigenvalues and eigenvectors of the finite difference matrix permit an analytical solution for the exponential matrix, through the theory of diagonalization and similarity transformations, which is used for independent verification. The convergence properties of the scalar infinite summations are investigated for finite difference matrices of various orders up to ten, and it is found that the number of terms required for convergence increases slowly with the order of the matrix.

Walden, H.↗

Numerical studies of the thermal design sensitivity calculation for a reaction-diffusion system with discontinuous derivatives

The aim of this study is to find a reliable numerical algorithm to calculate thermal design sensitivities of a transient problem with discontinuous derivatives. The thermal system of interest is a transient heat conduction problem related to the curing process of a composite laminate. A logical function which can smoothly approximate the discontinuity is introduced to modify the system equation. Two commonly used methods, the adjoint variable method and the direct differentiation method, are then applied to find the design derivatives of the modified system. The comparisons of numerical results obtained by these two methods demonstrate that the direct differentiation method is a better choice to be used in calculating thermal design sensitivity.

Hou, Jean W.↗

The method of lines in analyzing solids containing cracks

A semi-numerical method is reviewed for solving a set of coupled partial differential equations subject to mixed and possibly coupled boundary conditions. The line method of analysis is applied to the Navier-Cauchy equations of elastic and elastoplastic equilibrium to calculate the displacement distributions in various, simple geometry bodies containing cracks. The application of this method to the appropriate field equations leads to coupled sets of simultaneous ordinary differential equations whose solutions are obtained along sets of lines in a discretized region. When decoupling of the equations and their boundary conditions is not possible, the use of a successive approximation procedure permits the analytical solution of the resulting ordinary differential equations. The use of this method is illustrated by reviewing and presenting selected solutions of mixed boundary value problems in three dimensional fracture mechanics. These solutions are of great importance in fracture toughness testing, where accurate stress and displacement distributions are required for the calculation of certain fracture parameters. Computations obtained for typical flawed specimens include that for elastic as well as elastoplastic response. Problems in both Cartesian and cylindrical coordinate systems are included. Results are summarized for a finite geometry rectangular bar with a central through-the-thickness or rectangular surface crack under remote uniaxial tension. In addition, stress and displacement distributions are reviewed for finite circular bars with embedded penny-shaped cracks, and rods with external annular or ring cracks under opening mode tension. The results obtained show that the method of lines presents a systematic approach to the solution of some three-dimensional mechanics problems with arbitrary boundary conditions. The advantage of this method over other numerical solutions is that good results are obtained even from the use of a relatively coarse grid.

Gyekenyesi, John P.↗

Fluctuating hydrodynamics and the Rayleigh–Plateau instability

The Rayleigh–Plateau instability occurs when surface tension makes a fluid column become unstable to small perturbations. At nanometer scales, thermal fluctuations are comparable to interfacial energy densities. Consequently, at these scales, thermal fluctuations play a significant role in the dynamics of the instability. These microscopic effects have previously been investigated numerically using particle-based simulations, such as molecular dynamics (MD), and stochastic partial differential equation–based hydrodynamic models, such as stochastic lubrication theory. In this paper, we present an incompressible fluctuating hydrodynamics model with a diffuse-interface formulation for binary fluid mixtures designed for the study of stochastic interfacial phenomena. An efficient numerical algorithm is outlined and validated in numerical simulations of stable equilibrium interfaces. We present results from simulations of the Rayleigh–Plateau instability for long cylinders pinching into droplets for Ohnesorge numbers of Oh = 0.5 and 5.0. Both stochastic and perturbed deterministic simulations are analyzed and ensemble results show significant differences in the temporal evolution of the minimum radius near pinching. Short cylinders, with lengths less than their circumference, were also investigated. As previously observed in MD simulations, we find that thermal fluctuations cause these to pinch in cases where a perturbed cylinder would be stable deterministically. Finally, we show that the fluctuating hydrodynamics model can be applied to study a broader range of surface tension–driven phenomena.

97 MATHEMATICS AND COMPUTING↗

Numerical approximation of boundary conditions with applications to inviscid equations of gas dynamics

A comprehensive overview of the state of the art of well-posedness and stability analysis of difference approximations for initial boundary value problems of the hyperbolic type is presented. The applicability of recent theoretical development to practical calculations for nonlinear gas dynamics is examined. The one dimensional inviscid gas dynamics equations in conservation law form are selected for numerical experiments. The class of implicit schemes developed from linear multistep methods in ordinary differential equations is chosen and the use of linear extrapolation as an explicit or implicit boundary scheme is emphasized. Specification of boundary data in the primitive variables and computation in terms of the conservative variables in the interior is discussed. Some numerical examples for the quasi-one-dimensional nozzle are given.

Yee, H. C.↗

Algorithm for Stabilizing a POD-Based Dynamical System

This algorithm provides a new way to improve the accuracy and asymptotic behavior of a low-dimensional system based on the proper orthogonal decomposition (POD). Given a data set representing the evolution of a system of partial differential equations (PDEs), such as the Navier-Stokes equations for incompressible flow, one may obtain a low-dimensional model in the form of ordinary differential equations (ODEs) that should model the dynamics of the flow. Temporal sampling of the direct numerical simulation of the PDEs produces a spatial time series. The POD extracts the temporal and spatial eigenfunctions of this data set. Truncated to retain only the most energetic modes followed by Galerkin projection of these modes onto the PDEs obtains a dynamical system of ordinary differential equations for the time-dependent behavior of the flow. In practice, the steps leading to this system of ODEs entail numerically computing first-order derivatives of the mean data field and the eigenfunctions, and the computation of many inner products. This is far from a perfect process, and often results in the lack of long-term stability of the system and incorrect asymptotic behavior of the model. This algorithm describes a new stabilization method that utilizes the temporal eigenfunctions to derive correction terms for the coefficients of the dynamical system to significantly reduce these errors.

Kalb, Virginia L.↗

Geometrically derived difference formulae for the numerical integration of trajectory problems

An initial value problem for the autonomous system of ordinary differential equations dy/dt = f(y), where y is a vector, is considered. In a number of practical applications the interest lies in obtaining the curve traced by the solution y. These applications include the computation of trajectories in mechanical problems. The term 'trajectory problem' is employed to refer to these cases. Lambert and McLeod (1979) have introduced a method involving local rotation of the axes in the y-plane for the two-dimensional case. The present investigation continues the study of difference schemes specifically derived for trajectory problems. A simple geometrical way of constructing such methods is presented, and the local accuracy of the schemes is investigated. A circularly exact, fixed-step predictor-corrector algorithm is defined, and a variable-step version of a circularly exact algorithm is presented.

Mcleod, R. J. Y.↗

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.↗

Transient cooling of a square region of radiating medium

A time-accurate numerical solution was carried out for transient radiative cooling of a gray emitting and absorbing medium in a square two-dimensional region. The integro-differential energy equation for transient temperature distributions was solved in two stages. At each time increment, the local radiative source term was obtained by numerical integration of the temperature field using two-dimensional Gaussian integration over rectangular subregions. Then the differential portion of the equation was integrated forward in time by use of the local first and second time derivatives. The results were compared with available limiting case, and excellent agreement was obtained. Transient results are given for a wide range of optical thicknesses of the region. Optimum transient cooling is obtained when the optical side length is about 4.

Siegel, Robert↗

Use of Green's functions in the numerical solution of two-point boundary value problems

This study investigates the use of Green's functions in the numerical solution of the two-point boundary value problem. The first part deals with the role of the Green's function in solving both linear and nonlinear second order ordinary differential equations with boundary conditions and systems of such equations. The second part describes procedures for numerical construction of Green's functions and considers briefly the conditions for their existence. Finally, there is a description of some numerical experiments using nonlinear problems for which the known existence, uniqueness or convergence theorems do not apply. Examples here include some problems in finding rendezvous orbits of the restricted three body system.

Gallaher, L. J.↗

Divide and conquer: Learning chaotic dynamical systems with multistep penalty neural ordinary differential equations

Forecasting high-dimensional dynamical systems is a fundamental challenge in various fields, such as geosciences and engineering. Neural Ordinary Differential Equations (NODEs), which combine the power of neural networks and numerical solvers, have emerged as a promising algorithm for forecasting complex nonlinear dynamical systems. However, classical techniques used for NODE training are ineffective for learning chaotic dynamical systems. In this work, we propose a novel NODE-training approach that allows for robust learning of chaotic dynamical systems. Here, our method addresses the challenges of non-convexity and exploding gradients associated with underlying chaotic dynamics. Training data trajectories from such systems are split into multiple, non-overlapping time windows. In addition to the deviation from the training data, the optimization loss term further penalizes the discontinuities of the predicted trajectory between the time windows. The window size is selected based on the fastest Lyapunov time scale of the system. Multi-step penalty(MP) method is first demonstrated on Lorenz equation, to illustrate how it improves the loss landscape and thereby accelerates the optimization convergence. MP method can optimize chaotic systems in a manner similar to least-squares shadowing with significantly lower computational costs. Our proposed algorithm, denoted the Multistep Penalty NODE, is applied to chaotic systems such as the Kuramoto-Sivashinsky equation, the two-dimensional Kolmogorov flow, and ERA5 reanalysis data for the atmosphere. It is observed that MP-NODE provide viable performance for such chaotic systems, not only for short-term trajectory predictions but also for invariant statistics that are hallmarks of the chaotic nature of these dynamics.

Chaotic dynamical systems↗

Reliability enhancement of Navier-Stokes codes through convergence acceleration

Methods for enhancing the reliability of Navier-Stokes computer codes through improving convergence characteristics are presented. The improving of these characteristics decreases the likelihood of code unreliability and user interventions in a design environment. The problem referred to as a 'stiffness' in the governing equations for propulsion-related flowfields is investigated, particularly in regard to common sources of equation stiffness that lead to convergence degradation of CFD algorithms. Von Neumann stability theory is employed as a tool to study the convergence difficulties involved. Based on the stability results, improved algorithms are devised to ensure efficient convergence in different situations. A number of test cases are considered to confirm a correlation between stability theory and numerical convergence. The examples of turbulent and reacting flow are presented, and a generalized form of the preconditioning matrix is derived to handle these problems, i.e., the problems involving additional differential equations for describing the transport of turbulent kinetic energy, dissipation rate and chemical species. Algorithms for unsteady computations are considered. The extension of the preconditioning techniques and algorithms derived for Navier-Stokes computations to three-dimensional flow problems is discussed. New methods to accelerate the convergence of iterative schemes for the numerical integration of systems of partial differential equtions are developed, with a special emphasis on the acceleration of convergence on highly clustered grids.

Merkle, Charles L.↗