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NASA NTRS1981

Applications of estimation theory to numerical weather prediction

Numerical weather prediction (NWP) is an initial value problem for a system of nonlinear partial differential equations in which the initial values are known only incompletely and inaccurately. Data at initial time can be supplemented, however, by observations of the system distributed over a time interval preceding it. Estimation theory was successful in approaching such problems for models governed by systems of ordinary differential equations and of linear PDEs. Estimation-theoretic methods for NWP are developed. A model exhibiting many features of large scale atmospheric flow important in NWP is the one governed by the shallow fluid equations. The estimation problem for a linearized formulation of these equations is studied. A finite difference version of the equations is used as a forecast model to simulate the numerical models used in NWP.

Cohn, S.↗

NASA NTRS1983

Explicit finite difference predictor and convex corrector with applications to hyperbolic partial differential equations

An explicit finite difference scheme consisting of a predictor and a corrector has been developed and applied to solve some hyperbolic partial differential equations (PDEs). The corrector is a convex-type function which is applied at each time level and at each mesh point. It consists of a parameter which may be estimated such that for larger time steps the algorithm should remain stable and generate a fast speed of convergence to the steady-state solution. Some examples have been given.

Dey, C.↗

NASA NTRS1985

Noniterative three-dimensional grid generation using parabolic partial differential equations

A new algorithm for generating three-dimensional grids has been developed and implemented which numerically solves a parabolic partial differential equation (PDE). The solution procedure marches outward in two coordinate directions, and requires inversion of a scalar tridiagonal system in the third. Source terms have been introduced to control the spacing and angle of grid lines near the grid boundaries, and to control the outer boundary point distribution. The method has been found to generate grids about 100 times faster than comparable grids generated via solution of elliptic PDEs, and produces smooth grids for finite-difference flow calculations.

Edwards, T. A.↗

NASA NTRS1988

Design and implementation of parallel multigrid algorithms

Techniques for mapping multigrid algorithms to solve elliptic PDEs on hypercube parallel computers are described and demonstrated. The need for proper data mapping to minimize communication distances is stressed, and an execution-time model is developed to show how algorithm efficiency is affected by changes in the machine and algorithm parameters. Particular attention is then given to the case of coarse computational grids, which can lead to idle processors, load imbalances, and inefficient performance. It is shown that convergence can be improved by using idle processors to solve a new problem concurrently on the fine grid defined by a splitting.

Chan, Tony F.↗

NASA NTRS1988

Domain decomposition methods for the parallel computation of reacting flows

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors.

Keyes, David E.↗

NASA NTRS1988

The physics of parallel machines

The idea is considered that architectures for massively parallel computers must be designed to go beyond supporting a particular class of algorithms to supporting the underlying physical processes being modelled. Physical processes modelled by partial differential equations (PDEs) are discussed. Also discussed is the idea that an efficient architecture must go beyond nearest neighbor mesh interconnections and support global and hierarchical communications.

Chan, Tony F.↗

NASA NTRS1988

Aeroelasticity and structural optimization of rotor blades with swept tips

In the present FEM scheme for the aeroelastic modeling of a swept-tip rotor blade, the swept tip of the blade is assumed to undergo moderate deflections in the flap, lag, and torsion degrees-of-freedom. The nonlinear PDEs of motion are discretized by a Galerkin-type FEM. This aeroelastic stability-and-response computational capability is combined with a structural optimization analysis to minimize the n/rev vertical hub shears in forward flight, subject to aeroelastic stability and frequency placement constraints. Tip sweep is used as a design variable to reduce vibration levels in forward flight.

Friedmann, P. P.↗

NASA NTRS1988

Observability of discretized partial differential equations

It is shown that complete observability of the discrete model used to assimilate data from a linear partial differential equation (PDE) system is necessary and sufficient for asymptotic stability of the data assimilation process. The observability theory for discrete systems is reviewed and applied to obtain simple observability tests for discretized constant-coefficient PDEs. Examples are used to show how numerical dispersion can result in discrete dynamics with multiple eigenvalues, thereby detracting from observability.

Cohn, Stephen E.↗

NASA NTRS1989

Global properties of pseudospectral methods

The present application of polynomial interpolation methods to function-approximation and numerical solutions for hyperbolic and elliptic PDEs allows the explicit construction of the derivative matrix for a general sequence of collocation points. An evaluation of the effect of several factors on the performance of these methods indicates an inability to interpret global methods in terms of local ones; the accuracy of the approximation will differ when the function's large gradients occur near the center of the region or near the boundary, irrespective of the boundary vicinity's collocation-point density.

Solomonoff, A.↗

NASA NTRS1989

On some numerical schemes for transonic flow problems

New second-order-accurate finite-difference approximations for a class of nonlinear PDEs of mixed type, which includes the two-dimensional low-frequency transonic small-disturbance equation (TSD) and full-potential equation (FP), are presented. For the TSD equation, the scheme is implemented via a time-splitting algorithm; the inclusion of flux limiters keeps the total variation nonincreasing and eliminates spurious oscillations near shocks. Global-linear-stability, TVD, and entropy-stability results are proved. Numerical results for the flow over a thin airfoil are presented. Current techniques used to solve the TSD equation may easily be extended to second-order accuracy by this method. For the FP equation, the new scheme requires no subsonic/supersonic switching and no numerical flux biasing. Global linear stability for all values of the Mach number is proved.

Mostrel, Marco Mosche↗

NASA NTRS1989

Towards a rational theory for CFD global stability

The fundamental notion of the consistent stability of semidiscrete analogues of evolution PDEs is explored. Lyapunov's direct method is used to develop CFD semidiscrete algorithms which yield the TVD constraint as a special case. A general formula for supplying dissipation parameters for arbitrary multidimensional conservation law systems is proposed. The reliability of the method is demonstrated by the results of two numerical tests for representative Euler shocked flows.

Baker, A. J.↗

NASA NTRS1989

Dynamic grid refinement for partial differential equations on parallel computers

The fast adaptive composite grid method (FAC) is an algorithm that uses various levels of uniform grids to provide adaptive resolution and fast solution of PDEs. An asynchronous version of FAC, called AFAC, that completely eliminates the bottleneck to parallelism is presented. This paper describes the advantage that this algorithm has in adaptive refinement for moving singularities on multiprocessor computers. This work is applicable to the parallel solution of two- and three-dimensional shock tracking problems.

Mccormick, S.↗

NASA NTRS1991

Spillover, nonlinearity, and flexible structures

Many systems whose evolution in time is governed by Partial Differential Equations (PDEs) are linearized around a known equilibrium before Computer Aided Control Engineering (CACE) is considered. In this case, there are infinitely many independent vibrational modes, and it is intuitively evident on physical grounds that infinitely many actuators would be needed in order to control all modes. A more precise, general formulation of this grave difficulty (spillover problem) is due to A.V. Balakrishnan. A possible route to circumvention of this difficulty lies in leaving the PDE in its original nonlinear form, and adding the essentially finite dimensional control action prior to linearization. One possibly applicable technique is the Liapunov Schmidt rigorous reduction of singular infinite dimensional implicit function problems to finite dimensional implicit function problems. Omitting details of Banach space rigor, the formalities of this approach are given.

Bass, Robert W.↗

NASA NTRS1991

Mapping implicit spectral methods to distributed memory architectures

Spectral methods were proven invaluable in numerical simulation of PDEs (Partial Differential Equations), but the frequent global communication required raises a fundamental barrier to their use on highly parallel architectures. To explore this issue, a 3-D implicit spectral method was implemented on an Intel hypercube. Utilization of about 50 percent was achieved on a 32 node iPSC/860 hypercube, for a 64 x 64 x 64 Fourier-spectral grid; finer grids yield higher utilizations. Chebyshev-spectral grids are more problematic, since plane-relaxation based multigrid is required. However, by using a semicoarsening multigrid algorithm, and by relaxing all multigrid levels concurrently, relatively high utilizations were also achieved in this harder case.

Overman, Andrea L.↗

NASA NTRS1990

Simulation of the collapse and dissipation of Langmuir wave packets

Particle-in-cell (PIC) simulations and Zakharov's partial differential equations (PDEs) are used to investigate the collapse of isolated Langmuir wave packets in two dimensions. Collapse thresholds are determined numerically, and the roles of enhanced Langmuir wave damping and nonlinearities not included in the standard Zakharov equations are discussed. The Langmuir wave and ion dynamics in PIC simulations are compared with the predictions of PDE simulations incorporating enhanced Langmuir damping. Electron heating and coherent acceleration in the PIC simulations are discussed and compared with predictions of the transit-time theory.

Newman, D. L.↗

NASA NTRS1991

An improved error analysis of finite element solutions for postbuckled plates

The accurate calculation of stresses at boundaries and interfaces where FEM analysis may be unreliable is presently undertaken by an error analysis that derives a continuous approximation to discrete finite-element data, which can be differentiated to compute continuous stresses for component-failure predictions. An evaluation is conducted of this approximation in the context of the nonlinear PDEs. A novel interpolation formula which is a simple modification of the double Fourier sine series is used to reduce truncation errors near the rectangular plate boundary by means of an 'extended grid'. Results are presented from a FEM solution, a conventional double-Fourier series' continuous approximation, and a solution applying interpolation on the extended grid, which yields superior convergence properties near the plate boundaries.

Sistla, Rajaram↗

NASA NTRS1990

SIAM Conference on Parallel Processing for Scientific Computing, 4th, Chicago, IL, Dec. 11-13, 1989, Proceedings

Attention is given to such topics as an evaluation of block algorithm variants in LAPACK and presents a large-grain parallel sparse system solver, a multiprocessor method for the solution of the generalized Eigenvalue problem on an interval, and a parallel QR algorithm for iterative subspace methods on the CM2. A discussion of numerical methods includes the topics of asynchronous numerical solutions of PDEs on parallel computers, parallel homotopy curve tracking on a hypercube, and solving Navier-Stokes equations on the Cedar Multi-Cluster system. A section on differential equations includes a discussion of a six-color procedure for the parallel solution of elliptic systems using the finite quadtree structure, data parallel algorithms for the finite element method, and domain decomposition methods in aerodynamics. Topics dealing with massively parallel computing include hypercube vs. 2-dimensional meshes and massively parallel computation of conservation laws. Performance and tools are also discussed.

Dongarra, Jack↗

NASA NTRS1991

Discussion summary: Fictitious domain methods

Fictitious Domain methods are constructed in the following manner: Suppose a partial differential equation is to be solved on an open bounded set, Omega, in 2-D or 3-D. Let R be a rectangle domain containing the closure of Omega. The partial differential equation is first solved on R. Using the solution on R, the solution of the equation on Omega is then recovered by some procedure. The advantage of the fictitious domain method is that in many cases the solution of a partial differential equation on a rectangular region is easier to compute than on a nonrectangular region. Fictitious domain methods for solving elliptic PDEs on general regions are also very efficient when used on a parallel computer. The reason is that one can use the many domain decomposition methods that are available for solving the PDE on the fictitious rectangular region. The discussion on fictitious domain methods began with a talk by R. Glowinski in which he gave some examples of a variational approach to ficititious domain methods for solving the Helmholtz and Navier-Stokes equations.

Glowinski, Rowland↗