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Solution of elliptic PDEs by fast Poisson solvers using a local relaxation factor

A large class of two- and three-dimensional, nonseparable elliptic partial differential equations (PDEs) is presently solved by means of novel one-step (D'Yakanov-Gunn) and two-step (accelerated one-step) iterative procedures, using a local, discrete Fourier analysis. In addition to being easily implemented and applicable to a variety of boundary conditions, these procedures are found to be computationally efficient on the basis of the results of numerical comparison with other established methods, which lack the present one's: (1) insensitivity to grid cell size and aspect ratio, and (2) ease of convergence rate estimation by means of the coefficient of the PDE being solved. The two-step procedure is numerically demonstrated to outperform the one-step procedure in the case of PDEs with variable coefficients.

Chang, Sin-Chung

Hyperbolic Method for Dispersive PDEs: Same High-Order of Accuracy for Solution, Gradient, and Hessian

In this paper, we introduce a new hyperbolic first-order system for general dispersive partial differential equations (PDEs). We then extend the proposed system to general advection-diffusion-dispersion PDEs. We apply the fourth-order RD scheme of Ref. 1 to the proposed hyperbolic system, and solve time-dependent dispersive equations, including the classical two-soliton KdV and a dispersive shock case. We demonstrate that the predicted results, including the gradient and Hessian (second derivative), are in a very good agreement with the exact solutions. We then show that the RD scheme applied to the proposed system accurately captures dispersive shocks without numerical oscillations. We also verify that the solution, gradient and Hessian are predicted with equal order of accuracy.

Mazaheri, Alireza

Asynchronous and corrected-asynchronous numerical solutions of parabolic PDES on MIMD multiprocessors

A major problem in achieving significant speed-up on parallel machines is the overhead involved with synchronizing the concurrent process. Removing the synchronization constraint has the potential of speeding up the computation. The authors present asynchronous (AS) and corrected-asynchronous (CA) finite difference schemes for the multi-dimensional heat equation. Although the discussion concentrates on the Euler scheme for the solution of the heat equation, it has the potential for being extended to other schemes and other parabolic partial differential equations (PDEs). These schemes are analyzed and implemented on the shared memory multi-user Sequent Balance machine. Numerical results for one and two dimensional problems are presented. It is shown experimentally that the synchronization penalty can be about 50 percent of run time: in most cases, the asynchronous scheme runs twice as fast as the parallel synchronous scheme. In general, the efficiency of the parallel schemes increases with processor load, with the time level, and with the problem dimension. The efficiency of the AS may reach 90 percent and over, but it provides accurate results only for steady-state values. The CA, on the other hand, is less efficient, but provides more accurate results for intermediate (non steady-state) values.

Amitai, Dganit

Asynchronous numerical solution of PDEs on parallel computers

Asynchronous and partially-synchronous finite difference schemes are investigated for the one-dimensional steady-state and nonsteady-state heat equation, respectively. It is shown experimentally that the asynchronous scheme runs twice as fast as the parallel synchronous scheme. For relatively small values of time levels, however, the asynchronous scheme produces the least accurate results, while the partially-asynchronous scheme is almost as accurate as its synchronous counterpart.

Amitai, Dganit

High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs

This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.

Nielsen, Tanner B.

Enhanced Elliptic Grid Generation

An enhanced method of elliptic grid generation has been invented. Whereas prior methods require user input of certain grid parameters, this method provides for these parameters to be determined automatically. "Elliptic grid generation" signifies generation of generalized curvilinear coordinate grids through solution of elliptic partial differential equations (PDEs). Usually, such grids are fitted to bounding bodies and used in numerical solution of other PDEs like those of fluid flow, heat flow, and electromagnetics. Such a grid is smooth and has continuous first and second derivatives (and possibly also continuous higher-order derivatives), grid lines are appropriately stretched or clustered, and grid lines are orthogonal or nearly so over most of the grid domain. The source terms in the grid-generating PDEs (hereafter called "defining" PDEs) make it possible for the grid to satisfy requirements for clustering and orthogonality properties in the vicinity of specific surfaces in three dimensions or in the vicinity of specific lines in two dimensions. The grid parameters in question are decay parameters that appear in the source terms of the inhomogeneous defining PDEs. The decay parameters are characteristic lengths in exponential- decay factors that express how the influences of the boundaries decrease with distance from the boundaries. These terms govern the rates at which distance between adjacent grid lines change with distance from nearby boundaries. Heretofore, users have arbitrarily specified decay parameters. However, the characteristic lengths are coupled with the strengths of the source terms, such that arbitrary specification could lead to conflicts among parameter values. Moreover, the manual insertion of decay parameters is cumbersome for static grids and infeasible for dynamically changing grids. In the present method, manual insertion and user specification of decay parameters are neither required nor allowed. Instead, the decay parameters are determined automatically as part of the solution of the defining PDEs. Depending on the shape of the boundary segments and the physical nature of the problem to be solved on the grid, the solution of the defining PDEs may provide for rates of decay to vary along and among the boundary segments and may lend itself to interpretation in terms of one or more physical quantities associated with the problem.

Kaul, Upender K.

Towards Integrated Pulse Detonation Propulsion and MHD Power

The interest in pulse detonation engines (PDE) arises primarily from the advantages that accrue from the significant combustion pressure rise that is developed in the detonation process. Conventional rocket engines, for example, must obtain all of their compression from the turbopumps, while the PDE provides additional compression in the combustor. Thus PDE's are expected to achieve higher I(sub sp) than conventional rocket engines and to require smaller turbopumps. The increase in I(sub sp) and the decrease in turbopump capacity must be traded off against each other. Additional advantages include the ability to vary thrust level by adjusting the firing rate rather than throttling the flow through injector elements. The common conclusion derived from these aggregated performance attributes is that PDEs should result in engines which are smaller, lower in cost, and lighter in weight than conventional engines. Unfortunately, the analysis of PDEs is highly complex due to their unsteady operation and non-ideal processes. Although the feasibility of the basic PDE concept has been proven in several experimental and theoretical efforts, the implied performance improvements have yet to be convincingly demonstrated. Also, there are certain developmental issues affecting the practical application of pulse detonation propulsion systems which are yet to be fully resolved. Practical detonation combustion engines, for example, require a repetitive cycle of charge induction, mixing, initiation/propagation of the detonation wave, and expulsion/scavenging of the combustion product gases. Clearly, the performance and power density of such a device depends upon the maximum rate at which this cycle can be successfully implemented. In addition, the electrical energy required for direct detonation initiation can be significant, and a means for direct electrical power production is needed to achieve self-sustained engine operation. This work addresses the technological issues associated with PDEs for integrated aerospace propulsion and MHD power. An effort is made to estimate the energy requirements for direct detonation initiation of potential fuel/oxidizer mixtures and to determine the electrical power requirements. This requirement is evaluated in terms of the possibility for MHD power generation using the combustion detonation wave. Small scale laboratory experiments were conducted using stoichiometric mixtures of acetylene and oxygen with an atomized spray of cesium hydroxide dissolved in alcohol as an ionization seed in the active MHD region. Time resolved thrust and MHD power generation measurements were performed. These results show that PDEs yield higher I(sub sp) levels than a comparable rocket engine and that MHD power generation is viable candidate for achieving self-excited engine operation.

Litchford, Ron J.

Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

Gnoffo, Peter A.

Stochastic partial differential equations in turbulence related problems

The theory of stochastic partial differential equations (PDEs) and problems relating to turbulence are discussed by employing the theories of Brownian motion and diffusion in infinite dimensions, functional differential equations, and functional integration. Relevant results in probablistic analysis, especially Gaussian measures in function spaces and the theory of stochastic PDEs of Ito type, are taken into account. Linear stochastic PDEs are analyzed through linearized Navier-Stokes equations with a random forcing. Stochastic equations for waves in random media as well as model equations in turbulent transport theory are considered. Markovian models in fully developed turbulence are discussed from a stochastic equation viewpoint.

Chow, P.-L.

Dual-shaped offset reflector antenna designs from solutions of the geometrical optics first-order partial differential equations

In obtaining solutions to the first-order nonlinear partial differential equations (PDEs) for synthesizing offset dual-shaped reflectors, it is found that previously observed computational problems can be avoided if the integration of the PDEs is started from an inner projected perimeter and integrated outward rather than starting from an outer projected perimeter and integrating inward. This procedure, however, introduces a new parameter, the main reflector inner perimeter radius p(o), when given a subreflector inner angle 0(o). Furthermore, a desired outer projected perimeter (e.g., a circle) is no longer guaranteed. Stability of the integration is maintained if some of the initial parameters are determined first from an approximate solution to the PDEs. A one-, two-, or three-parameter optimization algorithm can then be used to obtain a best set of parameters yielding a close fit to the desired projected outer rim. Good low cross-polarization mapping functions are also obtained. These methods are illustrated by synthesis of a high-gain offset-shaped Cassegrainian antenna and a low-noise offset-shaped Gregorian antenna.

Galindo-Israel, V.

Algorithm for Stabilizing a POD-Based Dynamical System

This algorithm provides a new way to improve the accuracy and asymptotic behavior of a low-dimensional system based on the proper orthogonal decomposition (POD). Given a data set representing the evolution of a system of partial differential equations (PDEs), such as the Navier-Stokes equations for incompressible flow, one may obtain a low-dimensional model in the form of ordinary differential equations (ODEs) that should model the dynamics of the flow. Temporal sampling of the direct numerical simulation of the PDEs produces a spatial time series. The POD extracts the temporal and spatial eigenfunctions of this data set. Truncated to retain only the most energetic modes followed by Galerkin projection of these modes onto the PDEs obtains a dynamical system of ordinary differential equations for the time-dependent behavior of the flow. In practice, the steps leading to this system of ODEs entail numerically computing first-order derivatives of the mean data field and the eigenfunctions, and the computation of many inner products. This is far from a perfect process, and often results in the lack of long-term stability of the system and incorrect asymptotic behavior of the model. This algorithm describes a new stabilization method that utilizes the temporal eigenfunctions to derive correction terms for the coefficients of the dynamical system to significantly reduce these errors.

Kalb, Virginia L.

Parallels between control PDE's (Partial Differential Equations) and systems of ODE's (Ordinary Differential Equations)

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differentail equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralleled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.

A survey of parallel multigrid algorithms

A typical multigrid algorithm applied to well-behaved linear-elliptic partial-differential equations (PDEs) is described. Criteria for designing and evaluating parallel algorithms are presented. Before evaluating the performance of some parallel multigrid algorithms, consideration is given to some theoretical complexity results for solving PDEs in parallel and for executing the multigrid algorithm. The effect of mapping and load imbalance on the partial efficiency of the algorithm is studied.

Chan, Tony F.

Parallels between control PDE's and systems of ODE's

System theorists understand that the same mathematical objects which determine controllability for nonlinear control systems of ordinary differential equations (ODEs) also determine hypoellipticity for linear partial differential equations (PDEs). Moreover, almost any study of ODE systems begins with linear systems. It is remarkable that Hormander's paper on hypoellipticity of second order linear p.d.e.'s starts with equations due to Kolmogorov, which are shown to be analogous to the linear PDEs. Eigenvalue placement by state feedback for a controllable linear system can be paralled for a Kolmogorov equation if an appropriate type of feedback is introduced. Results concerning transformations of nonlinear systems to linear systems are similar to results for transforming a linear PDE to a Kolmogorov equation.

Hunt, L. R.

Asynchronous multilevel adaptive methods for solving partial differential equations on multiprocessors - Performance results

The fast adaptive composite grid method (FAC) is an algorithm that uses various levels of uniform grids (global and local) to provide adaptive resolution and fast solution of PDEs. Like all such methods, it offers parallelism by using possibly many disconnected patches per level, but is hindered by the need to handle these levels sequentially. The finest levels must therefore wait for processing to be essentially completed on all the coarser ones. A recently developed asynchronous version of FAC, called AFAC, completely eliminates this bottleneck to parallelism. This paper describes timing results for AFAC, coupled with a simple load balancing scheme, applied to the solution of elliptic PDEs on an Intel iPSC hypercube. These tests include performance of certain processes necessary in adaptive methods, including moving grids and changing refinement. A companion paper reports on numerical and analytical results for estimating convergence factors of AFAC applied to very large scale examples.

Mccormick, S.

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems.

Taasan, Shlomo

A parallel iterative solution method for systems of nonlinear hyperbolic equations

An iterative algorithm suitable for the solution of a system of nonlinear hyperbolic partial differentiation equations in multiple dimensions is discussed. Current numerical methods for systems of nonlinear PDEs have limited parallelism due to strong coupling between the equations. This method decouples the PDEs by linearizing the convention coefficient for a space-time domain. This provides large grain parallelism. The linearization also allows the treatment of some terms in the equations as source terms, providing more freedom to choose from a wider variety of numerical methods. Smaller grain parallelism may be exploited within the solves for each equation. Thus, the method has potential for parallelism at several levels.

Scroggs, Jeffrey S.

On the theory of the synthesis of offset dual-shaped reflectors - Case examples

In an earlier paper by Galindo-Israel et al. (1987), the geometrical optics (GO) principles, constraints, and requirements of the dual- and single-offset-shaped reflector synthesis problem were collected and developed into a set of nonlinear first-order PDEs. An extension of the methods by which solutions to the PDEs can be obtained is presented, together with several case examples. These examples are independently analyzed by GO and physical optics diffraction methods. The starting point for the integration over each reflector can be taken on the outer rim, at the center, or at an intermediate point-the intermediate starting point being the more general case. The utility of the speed of this synthesis method is demonstrated. For example, the program utilized completes a synthesis in less than 45 s on a 386/20 personal computer and within a fraction of a second on a mainframe Cray. This makes practical the incorporation of the synthesis into a search algorithm that can optimize one or more parameters of the reflector system. As an example, the optimization of the mapping equations for low cross polarization is discussed.

Galindo-Israel, Victor