Remarks on nonlinear parabolic equations.
Nonlinear parabolic equations, considering existence, uniqueness theorems, abstract Cauchy problem, etc
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Nonlinear parabolic equations, considering existence, uniqueness theorems, abstract Cauchy problem, etc
Analysis of system described by heat equation where disturbance propagates with infinite speed as function of time
Time optimal control for parabolic equations, proving bang-bang principle, smoothness, existence of minimum, etc
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.
Optimum control of system governed by linear parabolic equation with white noise inputs
Numerical techniques for solving parabolic equations by the method of lines is addressed. The main motivation for the proposed approach is the possibility of exploiting a high degree of parallelism in a simple manner. The basic idea of the method is to approximate the action of the evolution operator on a given state vector by means of a projection process onto a Krylov subspace. Thus, the resulting approximation consists of applying an evolution operator of a very small dimension to a known vector which is, in turn, computed accurately by exploiting well-known rational approximations to the exponential. Because the rational approximation is only applied to a small matrix, the only operations required with the original large matrix are matrix-by-vector multiplications, and as a result the algorithm can easily be parallelized and vectorized. Some relevant approximation and stability issues are discussed. We present some numerical experiments with the method and compare its performance with a few explicit and implicit algorithms.
The method of moments is used to define and derive expressions for laser beam deflection and beam radius broadening for high-energy propagation through the Earth s atmosphere. These expressions are augmented with the integral invariants of the corresponding nonlinear parabolic equation that describes the electric field of high-energy laser beam to propagation to yield universal equations for the aforementioned quantities; the beam deflection is a linear function of the propagation distance whereas the beam broadening is a quadratic function of distance. The coefficients of these expressions are then derived from a thin screen approximation solution of the nonlinear parabolic equation to give corresponding analytical expressions for a target located outside the Earth s atmospheric layer. These equations, which are graphically presented for a host of propagation scenarios, as well as the thin screen model, are easily amenable to the phase expansions of the wave front for the specification and design of adaptive optics algorithms to correct for the inherent phase aberrations. This work finds application in, for example, the analysis of beamed energy propulsion for space-based vehicles.
Solutions are derived for the generalized mutual coherence function (MCF), i.e., the second order moment, of a random wave field propagating through a random medium within the context of the extended parabolic equation. Here, "generalized" connotes the consideration of both the transverse as well as the longitudinal second order moments (with respect to the direction of propagation). Such solutions will afford a comparison between the results of the parabolic equation within the pararaxial approximation and those of the wide-angle extended theory. To this end, a statistical operator method is developed which gives a general equation for an arbitrary spatial statistical moment of the wave field. The generality of the operator method allows one to obtain an expression for the second order field moment in the direction longitudinal to the direction of propagation. Analytical solutions to these equations are derived for the Kolmogorov and Tatarskii spectra of atmospheric permittivity fluctuations within the Markov approximation.
Optimal control of system governed by linear parabolic equation with white noise inputs, using mathematical model to generate distributed system analog
Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A sub 0-stable linear two-step methods in conjunction with the method of approximation factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A sub 0-stable method. The parameter space for which the resulting ADI schemes are second order accurate and unconditionally stable is determined. Some numerical examples are given.
Alternating direction implicit (ADI) schemes for two-dimensional parabolic equations with a mixed derivative are constructed by using the class of all A(0)-stable linear two-step methods in conjunction with the method of approximate factorization. The mixed derivative is treated with an explicit two-step method which is compatible with an implicit A(0)-stable method. The parameter space for which the resulting ADI schemes are second-order accurate and unconditionally stable is determined. Some numerical examples are given.
The extended wide-angle parabolic wave equation applied to electromagnetic wave propagation in random media is considered. A general operator equation is derived which gives the statistical moments of an electric field of a propagating wave. This expression is used to obtain the first and second order moments of the wave field and solutions are found that transcend those which incorporate the full paraxial approximation at the outset. Although these equations can be applied to any propagation scenario that satisfies the conditions of application of the extended parabolic wave equation, the example of propagation through atmospheric turbulence is used. It is shown that in the case of atmospheric wave propagation and under the Markov approximation (i.e., the -correlation of the fluctuations in the direction of propagation), the usual parabolic equation in the paraxial approximation is accurate even at millimeter wavelengths. The methodology developed here can be applied to any qualifying situation involving random propagation through turbid or plasma environments that can be represented by a spectral density of permittivity fluctuations.
Incompressible laminar boundary layer, vortex and axisymmetric wake/jet flow parabolic equations solution by weighted residuals method, describing use of exponentials
A class of implicit methods for the parallel solution of linear parabolic differential equations based on Pade and Chebyshev rational approximations to the matrix exponential are presented. It is pointed out that this approach incorporates both natural hierarchical parallelism, improved intrinsic efficiency, and fewer timesteps. These advantages lead to an extremely fast family of methods for the solution of certain time-dependent problems. These techniques are illustrated with numerical experiments on the University of Illinois Cedar multicluster architecture. The experiments indicate that implicit methods of very high degree offer great promise for the solution of certain parabolic problems when in computational environment with parallel resources. Hierarchically organized parallel computers, such as the Cedar multicluster, are found to be especially attractive for these schemes.
Parallel algorithms for the solution of linear parabolic problems are proposed. The first of these methods is based on using polynomial approximation to the exponential. It does not require solving any linear systems and is highly parallelizable. The two other methods proposed are based on Pade and Chebyshev approximations to the matrix exponential. The parallelization of these methods is achieved by using partial fraction decomposition techniques to solve the resulting systems and thus offers the potential for increased time parallelism in time dependent problems. Experimental results from the Alliant FX/8 and the Cray Y-MP/832 vector multiprocessors are also presented.
A class of explicit numerical formulas which involve next nearest neighbor as well as nearest neighbor points are explored in this paper. These formulas are formal approximations to the linear parabolic partial-differential equation of first order in time and second order in distance. It was found that some of these formulas can employ time steps as much as four times that for the conventional explicit technique without becoming unstable. Others showed improved accuracy for a given time step and spatial grid spacing. One formula achieved a steady-state solution of specified accuracy for an example problem in less than 4 percent of the total computational time required by the conventional explicit technique.
A new class of fully discrete Galerkin/Runge-Kutta methods is constructed and analyzed for semilinear parabolic initial boundary value problems. Unlike any classical counterpart, this class offers arbitrarily high, optimal order convergence. In support of this claim, error estimates are proved, and computational results are presented. Furthermore, it is noted that special Runge-Kutta methods allow computations to be performed in parallel so that the final execution time can be reduced to that of a low order method.
The two-dimensional Navier-Stokes and species continuity equations are used to investigate supersonic chemically reacting flow problems which are related to scramjet-engine configurations. A global two-step finite-rate chemistry model is employed to represent the hydrogen-air combustion in the flow. An algebraic turbulent model is adopted for turbulent flow calculations. The explicit unsplit MacCormack finite-difference algorithm is used to develop a computer program suitable for a vector processing computer. The computer program developed is then used to integrate the system of the governing equations in time until convergence is attained. The chemistry source terms in the species continuity equations are evaluated implicitly to alleviate stiffness associated with fast chemical reactions. The problems solved by the elliptic code are re-investigated by using a set of two-dimensional parabolized Navier-Stokes and species equations. A linearized fully-coupled fully-implicit finite difference algorithm is used to develop a second computer code which solves the governing equations by marching in spce rather than time, resulting in a considerable saving in computer resources. Results obtained by using the parabolized formulation are compared with the results obtained by using the fully-elliptic equations. The comparisons indicate fairly good agreement of the results of the two formulations.