Numerical Issues for a Non-autonomous Logistic Model
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97 MATHEMATICS AND COMPUTING↗
SEARCH · Engineering Papers
Results for “Ordinary Differential Equations and Applied Dynamics”
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.
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A method for the Liapunov stability analysis of hybrid dynamical systems possessing ignorable coordinates
Liapunov stability analysis of dynamic systems described by simultaneous ordinary and partial differential equations of motion, applying to satellite spin stabilization
Meirovitch, L.↗
Error behavior of multistep methods applied to unstable differential systems
The problem of modeling a dynamic system described by a system of ordinary differential equations which has unstable components for limited periods of time is discussed. It is shown that the global error in a multistep numerical method is the solution to a difference equation initial value problem, and the approximate solution is given for several popular multistep integration formulas. Inspection of the solution leads to the formulation of four criteria for integrators appropriate to unstable problems. A sample problem is solved numerically using three popular formulas and two different stepsizes to illustrate the appropriateness of the criteria.
Brown, R. L.↗
Error behaviour of multistep methods applied to unstable differential systems
The problem of modelling a dynamic system described by a system of ordinary differential equations which has unstable components for limited periods of time is discussed. It is shown that the global error in a multistep numerical method is the solution to a difference equation initial value problem, and the approximate solution is given for several popular multistep integration formulae. Inspection of the solution leads to the formulation of four criteria for integrators appropriate to unstable problems. A sample problem is solved numerically using three popular formulae and two different stepsizes to illustrate the appropriateness of the criteria.
Brown, R. L.↗
Study of fully coupled three-dimensional envelope instability using automatic differentiation
Automatic differentiation is a powerful tool for computing derivatives of simulation results with respect to given parameters. In this Letter, we have applied this tool to investigate the instability of a dynamical system governed by 21 ordinary differential equations. This second-order instability (named envelope instability) is driven by space-charge effects and has a significant impact on the operational regimes of particle accelerators. Our study delves into the three-dimensional envelope instability, incorporating both transverse and longitudinal coupling. Conventionally, analyzing this complex system would necessitate solving 441 ordinary differential equations, which is computationally intractable. However, by employing automatic differentiation, we were able to track only 21 equations. This approach allowed us to uncover an additional instability stopband, which arises from space-charge-induced coupling and has not been reported in previous studies. This research highlights the significant advantages of automatic differentiation in analyzing complicated dynamical systems involving a large number of ordinary differential equations.
Qiang, Ji [Lawrence Berkeley National Laboratory (↗
The applicability of Lyapunov characteristic numbers in the study of the stability of satellite orbits
It is pointed out that the Lyapunov Characteristic Numbers constitute a new tool for determining stability of trajectories of dynamical systems, or, even more generally, of solutions of systems of ordinary differential equations. In contrast with the characteristic exponents, which apply only to periodic solutions, the Lyapunov Characteristic Numbers apply to arbitrary nonperiodic solutions as well. A description is presented of the numerical experiments which have been made in order to investigate the practical value of the Lyapunov Characteristic Number and the Kolmogorov Entropy for the purpose of estimating the stability of trajectories and/or numerical integration methods in celestial mechanics. It is found that the Lyapunov Characteristic Numbers are extremely useful for the classification of the solutions of nonintegrable dynamical systems, especially in order to distinguish between quasi-periodic and chaotic solutions. However, the Lyapunov Characteristics Numbers do not appear to be useful for the purpose of evaluating numerical integration methods.
Broucke, R.↗
Stage-local partitioned two-step runge-kutta methods for large systems of ordinary differential equations
We introduce stage-local partitioned two-step Runge-Kutta methods are an extension of standard two-step Runge-Kutta methods, which are an alternative to the standard additive two-step Runge-Kutta methods currently existing in the literature. Furthermore, these new schemes are designed with an eye towards truly N-partitioned systems and leverage local stage approximations to make several computationally interesting approximations viable. Specifically, the focus on local stage approximations makes possible the construction of truly asynchronous schemes, in the parallel sense, possible. In addition, we show that an implicit-explicit approach to these schemes can lead to methods that require the inversion of only local nonlinear systems.
Applied Dynamical Systems↗
Quantum Algorithm for Linear Non-unitary Dynamics with Near-Optimal Dependence on All Parameters
We introduce a family of identities that express general linear non-unitary evolution operators as a linear combination of unitary evolution operators, each solving a Hamiltonian simulation problem. This formulation can exponentially enhance the accuracy of the recently introduced linear combination of Hamiltonian simulation (LCHS) method [An, Liu, and Lin, Physical Review Letters, 2023]. For the first time, this approach enables quantum algorithms to solve linear differential equations with both optimal state preparation cost and near-optimal scaling in matrix queries on all parameters.
Applied Dynamical Systems↗
Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty
Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.
42 ENGINEERING↗
On the spectral stability of time integration algorithms for a class of constrained dynamics problems
Incomplete field formulations have recently been the subject of intense research because of their potential in coupled analysis of independently modeled substructures, adaptive refinement, domain decomposition, and parallel processing. This paper discusses the design and analysis of time-integration algorithms for these formulations and emphasizes the treatment of their inter-subdomain constraint equations. These constraints are shown to introduce a destabilizing effect in the dynamic system that can be analyzed by investigating the behavior of the time-integration algorithm at infinite and zero frequencies. Three different approaches for constructing penalty-free unconditionally stable second-order accurate solution procedures for this class of hybrid formulations are presented, discussed and illustrated with numerical examples. The theoretical results presented in this paper also apply to a large family of nonlinear multibody dynamics formulations. Some of the algorithms outlined herein are important alternatives to the popular technique consisting of transforming differential/algebraic equations into ordinary differential equations via the introduction of a stabilization term that depends on arbitrary constants and that influences the computed so1ution.
Farhat, Charbel↗
Research in the Restricted Problems of Three and Four Bodies Final Scientific Report
Seven studies have been conducted on research in the existence and nature of solutions of the restricted problems of three and four bodies. The details and results of five of these research investigations have already been published, and the latest two studies will be published shortly. A complete bibliography of publications is included in this report. This research has been primarily qualitative and has yielded new information on the behavior of trajectories near the libration points in the Earth-Moon-Sun and Sun-Jupiter-Saturn systems, and on the existence of periodic trajectories about the libration points of the circular and elliptical restricted four-body models. We have also implemented Birkhoff's normalization process for conservative and nonconservative Hamiltonian systems with equilibrium points. This makes available a technique for analyzing stability properties of certain nonlinear dynamical systems, and we have applied this technique to the circular and elliptical restricted three-body models. A related study was also conducted to determine the feasibility of using cislunar periodic trajectories for various space missions. Preliminary results suggest that this concept is attractive for space flight safety operations in cislunar space. Results of this research will be of interest to mathematicians, particularly those working in ordinary differential equations, dynamical systems and celestial mechanics; to astronomers; and to space guidance and mission analysts.
Richards, Paul B.↗
[Development of New Mathematical Methodology in Air Traffic Control for the Analysis of Hybrid Systems]
The aim of this research is to develop new mathematical methodology for the analysis of hybrid systems of the type involved in Air Traffic Control (ATC) problems. Two directions of investigation were initiated. The first used the methodology of nonlinear generalized functions, whose mathematical foundations were initiated by Colombeau and developed further by Oberguggenberger; it has been extended to apply to ordinary differential. Systems of the type encountered in control in joint work with the PI and M. Oberguggenberger. This involved a 'mixture' of 'continuous' and 'discrete' methodology. ATC clearly involves mixtures of two sorts of mathematical problems: (1) The 'continuous' dynamics of a standard control type described by ordinary differential equations (ODE) of the form: {dx/dt = f(x, u)} and (2) the discrete lattice dynamics involved of cellular automata. Most of the CA literature involves a discretization of a partial differential equation system of the type encountered in physics problems (e.g. fluid and gas problems). Both of these directions requires much thinking and new development of mathematical fundamentals before they may be utilized in the ATC work. Rather than consider CA as 'discretization' of PDE systems, I believe that the ATC applications will require a completely different and new mathematical methodology, a sort of discrete analogue of jet bundles and/or the sheaf-theoretic techniques to topologists. Here too, I have begun work on virtually 'virgin' mathematical ground (at least from an 'applied' point of view) which will require considerable preliminary work.
Hermann, Robert↗
Model Predictive Optimal Control of a Time-Delay Distributed-Parameter Systems
This paper presents an optimal control method for a class of distributed-parameter systems governed by first order, quasilinear hyperbolic partial differential equations that arise in many physical systems. Such systems are characterized by time delays since information is transported from one state to another by wave propagation. A general closed-loop hyperbolic transport model is controlled by a boundary control embedded in a periodic boundary condition. The boundary control is subject to a nonlinear differential equation constraint that models actuator dynamics of the system. The hyperbolic equation is thus coupled with the ordinary differential equation via the boundary condition. Optimality of this coupled system is investigated using variational principles to seek an adjoint formulation of the optimal control problem. The results are then applied to implement a model predictive control design for a wind tunnel to eliminate a transport delay effect that causes a poor Mach number regulation.
Nguyen, Nhan↗
Aeroelastic System Development Using Proper Orthogonal Decomposition and Volterra Theory
This research combines Volterra theory and proper orthogonal decomposition (POD) into a hybrid methodology for reduced-order modeling of aeroelastic systems. The out-come of the method is a set of linear ordinary differential equations (ODEs) describing the modal amplitudes associated with both the structural modes and the POD basis functions for the uid. For this research, the structural modes are sine waves of varying frequency, and the Volterra-POD approach is applied to the fluid dynamics equations. The structural modes are treated as forcing terms which are impulsed as part of the uid model realization. Using this approach, structural and uid operators are coupled into a single aeroelastic operator. This coupling converts a free boundary uid problem into an initial value problem, while preserving the parameter (or parameters) of interest for sensitivity analysis. The approach is applied to an elastic panel in supersonic cross ow. The hybrid Volterra-POD approach provides a low-order uid model in state-space form. The linear uid model is tightly coupled with a nonlinear panel model using an implicit integration scheme. The resulting aeroelastic model provides correct limit-cycle oscillation prediction over a wide range of panel dynamic pressure values. Time integration of the reduced-order aeroelastic model is four orders of magnitude faster than the high-order solution procedure developed for this research using traditional uid and structural solvers.
Lucia, David J.↗
Automating the parallel processing of fluid and structural dynamics calculations
The NASA Lewis Research Center is actively involved in the development of expert system technology to assist users in applying parallel processing to computational fluid and structural dynamic analysis. The goal of this effort is to eliminate the necessity for the physical scientist to become a computer scientist in order to effectively use the computer as a research tool. Programming and operating software utilities have previously been developed to solve systems of ordinary nonlinear differential equations on parallel scalar processors. Current efforts are aimed at extending these capabilities to systems of partial differential equations, that describe the complex behavior of fluids and structures within aerospace propulsion systems. This paper presents some important considerations in the redesign, in particular, the need for algorithms and software utilities that can automatically identify data flow patterns in the application program and partition and allocate calculations to the parallel processors. A library-oriented multiprocessing concept for integrating the hardware and software functions is described.
Arpasi, Dale J.↗
Automating the parallel processing of fluid and structural dynamics calculations
The NASA Lewis Research Center is actively involved in the development of expert system technology to assist users in applying parallel processing to computational fluid and structural dynamic analysis. The goal of this effort is to eliminate the necessity for the physical scientist to become a computer scientist in order to effectively use the computer as a research tool. Programming and operating software utilities have previously been developed to solve systems of ordinary nonlinear differential equations on parallel scalar processors. Current efforts are aimed at extending these capabilties to systems of partial differential equations, that describe the complex behavior of fluids and structures within aerospace propulsion systems. This paper presents some important considerations in the redesign, in particular, the need for algorithms and software utilities that can automatically identify data flow patterns in the application program and partition and allocate calculations to the parallel processors. A library-oriented multiprocessing concept for integrating the hardware and software functions is described.
Arpasi, Dale J.↗
A generalized software executive for multidisciplinary computational structural dynamics
The objective of this presentation is to introduce the attendees to the DYSCO program. The emphasis will be on the features which make it multidisciplinary. DYSCO is a very general and versatile software program which couples and solves dynamic systems. It was initiated in the late 1970's in response to a helicopter analysis requirement. The system development, however, resulted in an executive which was completely separated from any particular area of technology, except that of second order ordinary differential equations. During the course of its development, it was funded by the Army Aviation Applied Technology Directorate, the Air Force Wright Aeronautical Laboratories, and by the Kaman Aerospace Corporation. It is completely written in FORTRAN and is operational on IBM and VAX computers.
Berman, Alex↗
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↗