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Paper discusses reliability of time-dependent approach to numerical solution of nonlinear differential equations (DEs) that describe steady-state behaviors of physical systems. Time-dependent approach followed in related study described in "Spurious Numerical Solutions of Differential Equations" (ARC-13209).
A short theoretical study of aircraft aerodynamic model equations with unsteady effects is presented. The aerodynamic forces and moments are expressed in terms of indicial functions or internal state variables. The first representation leads to aircraft integro-differential equations of motion; the second preserves the state-space form of the model equations. The formulations of unsteady aerodynamics is applied in two examples. The first example deals with a one-degree-of-freedom harmonic motion about one of the aircraft body axes. In the second example, the equations for longitudinal short-period motion are developed. In these examples, only linear aerodynamic terms are considered. The indicial functions are postulated as simple exponentials and the internal state variables are governed by linear, time-invariant, first-order differential equations. It is shown that both approaches to the modeling of unsteady aerodynamics lead to identical models.
A formulation of the governing partial differential equations for fluid flow and reacting chemical species in a two-concentric-tube combustor is presented. A numerical procedure for the solution of the governing differential equations is described and models for chemical-equilibrium and chemical-kinetics calculations are presented. The chemical-equilibrium model is used to characterize the hydrocarbon reactions. The chemical-kinetics model is used to predict the concentrations of the oxides of nitrogen. The combustor considered consists of two coaxial ducts. Concentric streams of gaseous fuel and air enter the inlet duct at one end; the flow then reverses and flows out through the outer duct. Two sample cases with specified inlet and boundary conditions are considered and the results are discussed.
A general chemical kinetics code is described for complex, homogeneous ideal gas reactions in any chemical system. The main features of the GCKP84 code are flexibility, convenience, and speed of computation for many different reaction conditions. The code, which replaces the GCKP code published previously, solves numerically the differential equations for complex reaction in a batch system or one dimensional inviscid flow. It also solves numerically the nonlinear algebraic equations describing the well stirred reactor. A new state of the art numerical integration method is used for greatly increased speed in handling systems of stiff differential equations. The theory and the computer program, including details of input preparation and a guide to using the code are given.
The DYSCO program has been under development since 1979. It has been funded by Army and Air Force laboratories and by the Kaman Aerospace Corporation. It is presently available at a number of government and nongovernment installations. It has been used to analyze a very broad range of dynamics problems. A principle feature of the software design of DYSCO is the separation of the executive from the technology. The executive, which controls all the operations, is intelligent in the sense that it knows that its function is to assemble differential equations and to prepare them for solution. The technology library contains FORTRAN routines which perform standard functions, such as, computing the equation coefficients of an element (or component) given the local state at any time. The technology library also contains algorithms and procedures for solving the coupled system equations. The system was designed to allow easy additional of technology to the library. Any linear or nonlinear structural entity, control system, or set of ordinary differential equations may be simply coded and added to the library, as well as algorithms for time or frequency domain solution. The program is described with emphasis on its usefulness in easily modeling unusual concepts and configurations, performing analysis of damage, evaluating new algorithms, and simulating dynamic tests.
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.
Usually the theoretical analysis of the Navier-Stokes equations is conducted via the Galerkin method which leads to difficult saddle-point problems. This paper demonstrates that the least-squares method is a useful alternative tool for the theoretical study of partial differential equations since it leads to minimization problems which can often be treated by an elementary technique. The principal part of the Navier-Stokes equations in the first-order velocity-pressure-vorticity formulation consists of two div-curl systems, so the three-dimensional div-curl system is thoroughly studied at first. By introducing a dummy variable and by using the least-squares method, this paper shows that the div-curl system is properly determined and elliptic, and has a unique solution. The same technique then is employed to prove that the Stokes equations are properly determined and elliptic, and that four boundary conditions on a fixed boundary are required for three-dimensional problems. This paper also shows that under four combinations of non-standard boundary conditions the solution of the Stokes equations is unique. This paper emphasizes the application of the least-squares method and the div-curl method to derive a high-order version of differential equations and additional boundary conditions. In this paper, an elementary method (integration by parts) is used to prove Friedrichs' inequalities related to the div and curl operators which play an essential role in the analysis.
The NASA Langley MDO method evaluation study seeks to arrive at a set of guidelines for using promising MDO methods by accumulating and analyzing computational data for such methods. The data are collected by conducting a series of re- producible experiments. In the first phase of the study, three MDO methods were implemented in the SIGHT: framework and used to solve a set of ten relatively simple problems. In this paper, we comment on the general considerations for conducting method evaluation studies and report some initial results obtained to date. In particular, although the results are not conclusive because of the small initial test set, other formulations, optimality conditions, and sensitivity of solutions to various perturbations. Optimization algorithms are used to solve a particular MDO formulation. It is then appropriate to speak of local convergence rates and of global convergence properties of an optimization algorithm applied to a specific formulation. An analogous distinction exists in the field of partial differential equations. On the one hand, equations are analyzed in terms of regularity, well-posedness, and the existence and unique- ness of solutions. On the other, one considers numerous algorithms for solving differential equations. The area of MDO methods studies MDO formulations combined with optimization algorithms, although at times the distinction is blurred. It is important to
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.
We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1], [2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems with moderate coupling strength. They include a stiff linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1], [2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.
Stochastic differential equations objectives, limitations and restrictive assumptions in physical problems, discussing electromagnetic wave propagation in random continuum or random dAlembertian operator
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.
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.
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.
A plethora of biological, physical, and chemical phenomena involve transport of charged particles (ions). Its continuum-scale description relies on the Poisson–Nernst–Planck (PNP) system, which encapsulates the conservation of mass and charge. The numerical solution of these coupled partial differential equations is challenging and suffers from both the curse of dimensionality and difficulty in efficiently parallelizing. We present a novel particle-based framework to solve the full PNP system by simulating a drift–diffusion process with time- and space-varying drift. We leverage Green’s functions, kernel-independent fast multipole methods, and kernel density estimation to solve the PNP system in a meshless manner, capable of handling discontinuous initial states. The method is embarrassingly parallel, and the computational cost scales linearly with the number of particles and dimension. We use a series of numerical experiments to demonstrate both the method’s convergence with respect to the number of particles and computational cost vis-à-vis a traditional partial differential equation solver.
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.
Ordinary and partial differential equations (ODEs/PDEs) play a paramount role in analyzing and simulating complex dynamic processes across all corners of science and engineering. In recent years machine learning tools are aspiring to introduce new effective ways of simulating such equations, however existing approaches are not able to reliably return stable and accurate predictions across long temporal horizons. We aim to address this challenge by introducing an effective framework for learning evolution operators that map random initial conditions to associated ODE/PDE solutions within a short time interval. Such operators can be parametrized by deep neural networks that are trained in an entirely self-supervised manner without requiring one to generate any paired input-output observations. Global long-time predictions across a range of initial conditions can be then obtained by iteratively evaluating the trained model using each prediction as the initial condition for the next evaluation step. Here, this introduces a new approach to temporal domain decomposition that is shown to be effective in performing accurate long-time simulations for a wide range of parametric ODE and PDE systems, from wave propagation, to reaction-diffusion dynamics and stiff chemical kinetics, introducing a new way of rapidly emulating non-equilibrium processes in science and engineering.
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.