Numerical integration of nonlinear differential equations by use of rational approximation Final report, 15 Jan. 1965 - 14 Jul. 1967
Numerical integration of nonlinear differential equations by use of rational approximation
NUMERICAL INTEGRATION↗
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Variable order integrators for the numerical solution of ordinary differential equations
Series of computer subroutines integrates systems of ordinary differential equations and is used for numerical quadrature.
Krogh, F. T.↗
A Predictor-Corrector Approach for the Numerical Solution of Fractional Differential Equations
We discuss an Adams-type predictor-corrector method for the numerical solution of fractional differential equations. The method may be used both for linear and for nonlinear problems, and it may be extended to multi-term equations (involving more than one differential operator) too.
Diethelm, Kai↗
Numerical solutions of a control problem governed by functional differential equations
A numerical procedure is proposed for solving optimal control problems governed by linear retarded functional differential equations. The procedure is based on the idea of 'averaging approximations', due to Banks and Burns (1975). For illustration, numerical results generated on an IBM 370/158 computer, which demonstrate the rapid convergence of the method are presented.
Banks, H. T.↗
Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. Part 1: The ODE connection and its implications for algorithm development in computational fluid dynamics
Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.
Yee, H. C.↗
Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. I - The dynamics of time discretization and its implications for algorithm development in computational fluid dynamics
Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.
Yee, H. C.↗
Boundary-fitted coordinate systems for numerical solution of partial differential equations - A review
A comprehensive review of methods of numerically generating curvilinear coordinate systems with coordinate lines coincident with all boundary segments is given. Some general mathematical framework and error analysis common to such coordinate systems is also included. The general categories of generating systems are those based on conformal mapping, orthogonal systems, nearly orthogonal systems, systems produced as the solution of elliptic and hyperbolic partial differential equations, and systems generated algebraically by interpolation among the boundaries. Also covered are the control of coordinate line spacing by functions embedded in the partial differential operators of the generating system and by subsequent stretching transformation. Dynamically adaptive coordinate systems, coupled with the physical solution, and time-dependent systems that follow moving boundaries are treated. References reporting experience using such coordinate systems are reviewed as well as those covering the system development.
Thompson, J. F.↗
Error propagation in the numerical solutions of the differential equations of orbital mechanics
The relationship between the eigenvalues of the linearized differential equations of orbital mechanics and the stability characteristics of numerical methods is presented. It is shown that the Cowell, Encke, and Encke formulation with an independent variable related to the eccentric anomaly all have a real positive eigenvalue when linearized about the initial conditions. The real positive eigenvalue causes an amplification of the error of the solution when used in conjunction with a numerical integration method. In contrast an element formulation has zero eigenvalues and is numerically stable.
Bond, V. R.↗
The numerical solution of ordinary differential equations by the Taylor series method
A programming implementation of the Taylor series method is presented for solving ordinary differential equations. The compiler is written in PL/1, and the target language is FORTRAN IV. The reduction of a differential system to rational form is described along with the procedures required for automatic numerical integration. The Taylor method is compared with two other methods for a number of differential equations. Algorithms using the Taylor method to find the zeroes of a given differential equation and to evaluate partial derivatives are presented. An annotated listing of the PL/1 program which performs the reduction and code generation is given. Listings of the FORTRAN routines used by the Taylor series method are included along with a compilation of all the recurrence formulas used to generate the Taylor coefficients for non-rational functions.
Silver, A. H.↗
On the construction of highly stable, explicit, numerical methods for integrating coupled ordinary differential equations with parasitic eigenvalues
Explicit numerical methods for integrating coupled nonlinear ordinary differential equations with parasitic eignevalues
Lomax, H.↗
Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - 2
The global asymptotic nonlinear behavior of 1 1 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODES) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDES.
Yee, H. C.↗
Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - Part 2
The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDEs.
Yee, H. C.↗
New methods for the numerical integration of ordinary differential equations and their application to the equations of motion of spacecraft
A number of hybrid methods for solving Cauchy problems are described on the basis of an evaluation of advantages of single and multiple-point numerical integration methods. The selection criterion is the principle of minimizing computer time. The methods discussed include the Nordsieck method, the Bulirsch-Stoer extrapolation method, and the method of recursive Taylor-Steffensen power series.
Banyukevich, A.↗
Satisfaction of asymptotic boundary conditions in the numerical solution of boundary-layer equations.
Boundary layer differential equations numerical solution with asymptotic boundary conditions satisfaction, using least squares convergence criterion
Nachtsheim, P. R.↗
The numerical dynamic for highly nonlinear partial differential equations
Problems associated with the numerical computation of highly nonlinear equations in computational fluid dynamics are set forth and analyzed in terms of the potential ranges of spurious behaviors. A reaction-convection equation with a nonlinear source term is employed to evaluate the effects related to spatial and temporal discretizations. The discretization of the source term is described according to several methods, and the various techniques are shown to have a significant effect on the stability of the spurious solutions. Traditional linearized stability analyses cannot provide the level of confidence required for accurate fluid dynamics computations, and the incorporation of nonlinear analysis is proposed. Nonlinear analysis based on nonlinear dynamical systems complements the conventional linear approach and is valuable in the analysis of hypersonic aerodynamics and combustion phenomena.
Lafon, A.↗
On the application of difference methods for the asymptotic estimates of errors at numerical integration of systems of ordinary differential equations
Difference methods for asymptotic estimates of errors at numerical integration of systems of ordinary differential equations
NUMERICAL INTEGRATION↗
Numerical grid generation; Proceedings of the Symposium on Numerical Generation of Curvilinear Coordinate Systems and Their Use in the Numerical Solution of Partial Differential Equations, Nashville, TN, April 13-16, 1982
General curvilinear coordinate systems are considered along with the error induced by coordinate systems, basic differential models for coordinate generation, elliptic grid generation, conformal grid generation, algebraic grid generation, orthogonal grid generation, patched coordinate systems, and solid mechanics applications of boundary fitted coordinate systems. Attention is given to coordinate system control and adaptive meshes, the application of body conforming curvilinear grids for finite difference solution of external flow, the use of solution adaptive grids in solving partial differential equations, adaptive gridding for finite difference solutions to heat and mass transfer problems, and the application of curvilinear coordinate generation techniques to the computation of internal flows. Other topics explored are related to the solution of nonlinear water wave problems using boundary-fitted coordinate systems, the numerical modeling of estuarine hydrodynamics on a boundary-fitted coordinate system, and conformal grid generation for multielement airfoils.
Thompson, J. F.↗
Analysis into Asymptotic Convergence to Full Nonlinear Solutions and Exploration of the Implication of Numerical Operator Mutation of Differential Systems
A robust, sufficiently accurate and practical hydrodynamic simulation toolset is required as a key component of the modeling and simulation of air-gap electrostatic discharge events. This work was performed to complement these ongoing efforts. In particular, hydrodynamic simulations must be vetted to ensure they are robust and sufficiently accurate over relevant characteristic scales. Verification models were generated in order to cultivate the technical knowledge and expertise needed to properly create, implement and execute numerical simulations. Furthermore, this effort was utilized extensively to educate students on the mathematical and numerical principles underlying hydrodynamic simulations. This education opportunity, provided in a holistic and rigorous manner, has greatly benefited developing scientists and engineers with the necessary understandings and toolsets required to excel at accomplishing the task at hand, and, more generally, it has enabled them to generate key programmatic deliverables. This report articulates several subtilties; specifically, how perturbations, nonlinear behavior, and dissipative mechanisms influence numerical stability, how to properly structure mathematical and numerical solutions, and how to properly generate error estimation/assignment. A more rigorous discussion of the consequences of such topics can be found in the body of this report in Chapters 2 and 3 with qualitative findings discussed in Chapter 4.
97 MATHEMATICS AND COMPUTING↗