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All sourcesNASA NTRSDOE OSTI
NASA NTRS1973

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗
NASA NTRS1993

Navier-Stokes calculations for vortex rings in an unbounded domain

A computational code for the vorticity-potential method is developed for a three-dimensional bounded vorticity field. The evaluation of the boundary data for the vector potential in the code is improved so that the numerical solution simulates that in an unbounded domain to a high order. The time evolution of two vortex rings and that of an elliptic ring are investigated with this code. The cut-and-connect phenomena of vortex rings are successfully captured. The results are compared with those of asymptotic theory and the experiment. They also highlight the need for additional theoretical and numerical investigations.

Ishii, Katsuya↗
NASA NTRS1991

A comparison of numerical methods for the Rayleigh equation in unbounded domains

A second-order finite difference and two spectral methods, including a Chebyshev tau and a Chebyshev collocation method were implemented to determine the linear hydrodynamic stability of an unbounded shear flow. The velocity profile of the basic flow in the stability analysis mimicks that of a one-stream free mixing layer. Local and global eigenvalue solution methods are used to determine individual eigenvalues and the eigenvalue spectrum, respectively. The calculated eigenvalue spectrum includes a discrete mode, a continuous spectrum associated with the equation singularity and a continuous spectrum associated with the domain unboundedness. The efficiency and the accuracy of these discretization methods in the prediction of the eigensolutions of the discrete mode were evaluated by comparison with a conventional shooting procedure. Their capabilities in mapping out the continuous eigenvalue spectra are also discussed.

Liou, W. W.↗
NASA NTRS1982

The optimization of convergence for Chebyshev polynomial methods in an unbounded domain

Grosch and Orszag (1977) have performed a numerical analysis of the problem of solving differential equations in a semiinfinite or infinite domain using Chebyshev polynomials. The principal limitation of the conducted study was that it was entirely empirical. Various differential equations were solved in different ways and the numbers were compared. The present investigation has the objective to extend the studies conducted by Grosch and Orszag by deriving asymptotic approximations to the Chebyshev coefficients of simple model functions. This approach makes it possible to conduct more systematic comparisons of different methods, extend the range of comparisons, and, perhaps most important, give simple analytic formulas for choosing the optimum domain size or mapping parameter L for various situations.

Boyd, J. P.↗
NASA NTRS1984

Navier-Stokes calculations for unsteady three-dimensional vortical flows in unbounded domains

Finite-difference Navier-Stokes calculations for unsteady, three-dimensional, incompressible, viscous flows induced by initial vorticity distributions are presented and discussed in this paper. The initial vorticity distributions are assumed to be embedded in a flow field of infinite extent that is quiescent at infinity. These vorticity distributions are typical of vortex rings and other closed vortical tubes or structures. Such structures are important elements in fluid flows such as jets, atmospheric convection and the far-field wakes of aircraft; studies of their interaction may aid in an understanding of complex fluid flows. The calculations employ a method recently proposed by Ting to approximate the infinite-domain boundary value problem with a finite boundary computational domain, and this method is shown to yield accurate three-dimensional results for reasonable expenditures of computer time. Because of the efficiency of the boundary condition technique and the resulting Navier-Stokes code, a 16-bit minicomputer with virtual memory was capable of performing the calculations for the unsteady motion of two obliquely colliding vortex rings. The results of these calculations are presented in the paper.

Chamberlain, J. P.↗
NASA NTRS1994

Investigation of finite element: ABC methods for electromagnetic field simulation

The mechanics of wave propagation in the presence of obstacles is of great interest in many branches of engineering and applied mathematics like electromagnetics, fluid dynamics, geophysics, seismology, etc. Such problems can be broadly classified into two categories: the bounded domain or the closed problem and the unbounded domain or the open problem. Analytical techniques have been derived for the simpler problems; however, the need to model complicated geometrical features, complex material coatings and fillings, and to adapt the model to changing design parameters have inevitably tilted the balance in favor of numerical techniques. The modeling of closed problems presents difficulties primarily in proper meshing of the interior region. However, problems in unbounded domains pose a unique challenge to computation, since the exterior region is inappropriate for direct implementation of numerical techniques. A large number of solutions have been proposed but only a few have stood the test of time and experiment. The goal of this thesis is to develop an efficient and reliable partial differential equation technique to model large three dimensional scattering problems in electromagnetics.

Chatterjee, A.↗
NASA NTRS1986

Comparative efficiency of finite, boundary and hybrid element methods in elastostatics

The comparative computational efficiencies of the finite element (FEM), boundary element (BEM), and hybrid boundary element-finite element (HBFEM) analysis techniques are evaluated for representative bounded domain interior and unbounded domain exterior problems in elastostatics. Computational efficiency is carefully defined in this study as the computer time required to attain a specified level of solution accuracy. The study found the FEM superior to the BEM for the interior problem, while the reverse was true for the exterior problem. The hybrid analysis technique was found to be comparable or superior to both the FEM and BEM for both the interior and exterior problems.

Schwartz, C. W.↗
NASA NTRS1986

Research related to improved computer aided design software package

The comparative computational efficiencies of the finite element (FEM), boundary element (BEM), and hybrid boundary element-finite element (HVFEM) analysis techniques are evaluated for representative bounded domain interior and unbounded domain exterior problems in elastostatics. Computational efficiency is carefully defined in this study as the computer time required to attain a specified level of solution accuracy. The study found the FEM superior to the BEM for the interior problem, while the reverse was true for the exterior problem. The hybrid analysis technique was found to be comparable or superior to both the FEM and BEM for both the interior and exterior problems.

Walston, W. H., Jr.↗
NASA NTRS1984

Three-dimensional Navier-Stokes calculations of multiple interacting vortex rings

Results from a finite-difference Navier-Stokes code for three-dimensional, unsteady, vortical flows in unbounded domains are presented and analyzed in this paper. The vortical flows presented are representative of vortex rings and other closed vortical tubes or structures in fluid mechanics. Such structures are important elements in fluid flows such as jets, atmospheric turbulence, and the far-field wakes of aircraft, and studies of their interaction may aid in an understanding of complex fluid flows. The paper demonstrates that computational methods can be used as a viable alternative or supplement to experimental techniques for studying the physics of vortex flows. The separate visualization of vortex stretching, convection, and diffusion is presented in this paper for a single elliptical vortex ring.The calculations employ a truncated series expansion technique to simulate the unbounded nature of the fluid flow with a finite computational domain, which is a more accurate technique than the conventional freestream boundary specification. The numerical divergence of the three-dimensional vorticity field is considered as a useful estimate of truncation error, and the use of a kinetic energy decay law as a calculation check is demonstrated. Results from the Navier-Stokes code are presented for the unsteady motion of two and four vortex rings along parallel axes, and the results agree qualitatively with experimental flow visualization.

Chamberlain, J. P.↗
NASA NTRS1993

On the accurate long-time solution of the wave equation in exterior domains: Asymptotic expansions and corrected boundary conditions

We consider the solution of scattering problems for the wave equation using approximate boundary conditions at artificial boundaries. These conditions are explicitly viewed as approximations to an exact boundary condition satisfied by the solution on the unbounded domain. We study the short and long term behavior of the error. It is provided that, in two space dimensions, no local in time, constant coefficient boundary operator can lead to accurate results uniformly in time for the class of problems we consider. A variable coefficient operator is developed which attains better accuracy (uniformly in time) than is possible with constant coefficient approximations. The theory is illustrated by numerical examples. We also analyze the proposed boundary conditions using energy methods, leading to asymptotically correct error bounds.

Hagstrom, Thomas↗
NASA NTRS1999

Long-Time Numerical Integration of the Three-Dimensional Wave Equation in the Vicinity of a Moving Source

We propose a family of algorithms for solving numerically a Cauchy problem for the three-dimensional wave equation. The sources that drive the equation (i.e., the right-hand side) are compactly supported in space for any given time; they, however, may actually move in space with a subsonic speed. The solution is calculated inside a finite domain (e.g., sphere) that also moves with a subsonic speed and always contains the support of the right-hand side. The algorithms employ a standard consistent and stable explicit finite-difference scheme for the wave equation. They allow one to calculate tile solution for arbitrarily long time intervals without error accumulation and with the fixed non-growing amount of tile CPU time and memory required for advancing one time step. The algorithms are inherently three-dimensional; they rely on the presence of lacunae in the solutions of the wave equation in oddly dimensional spaces. The methodology presented in the paper is, in fact, a building block for constructing the nonlocal highly accurate unsteady artificial boundary conditions to be used for the numerical simulation of waves propagating with finite speed over unbounded domains.

Ryabenkii, V. S.↗
NASA NTRS1979

Dipole and quadrupole synthesis of electric potential fields

A general technique for expanding an unknown potential field in terms of a linear summation of weighted dipole or quadrupole fields is described. Computational methods were developed for the iterative addition of dipole fields. Various solution potentials were compared inside the boundary with a more precise calculation of the potential to derive optimal schemes for locating the singularities of the dipole fields. Then, the problem of determining solutions to Laplace's equation on an unbounded domain as constrained by pertinent electron trajectory data was considered.

Tilley, D. G.↗
NASA NTRS1984

On accuracy conditions for the numerical computation of waves

The Helmholtz equation (Delta + K(2)n(2))u = f with a variable index of refraction n, and a suitable radiation condition at infinity serves as a model for a wide variety of wave propagation problems. Such problems can be solved numerically by first truncating the given unbounded domain and imposing a suitable outgoing radiation condition on an artificial boundary and then solving the resulting problem on the bounded domain by direct discretization (for example, using a finite element method). In practical applications, the mesh size h and the wave number K, are not independent but are constrained by the accuracy of the desired computation. It will be shown that the number of points per wavelength, measured by (Kh)(-1), is not sufficient to determine the accuracy of a given discretization. For example, the quantity K(3)h(2) is shown to determine the accuracy in the L(2) norm for a second-order discretization method applied to several propagation models.

Bayliss, A.↗
NASA NTRS1986

Wall reflection of a viscous vortex ring

The behavior of a viscous axisymmetric vortex ring being reflected from a wall is investigated. The incompressible Navier-Stokes equations formulated in terms of the vorticity function and vector potential are numerically integrated by implicit finite difference methods. To specify the vector potential at a far boundary from the wall, the existing integral method used so far only for an unbounded domain is modified by a kind of image method. The trajectory of the vortex ring calcualted as a result closely resembles that observable from the experiment.

Sa, J. Y.↗
NASA NTRS1985

On accuracy conditions for the numerical computation of waves

The Helmholtz equation (Delta + K(2)n(2))u = f with a variable index of refraction n, and a suitable radiation condition at infinity serves as a model for a wide variety of wave propagation problems. Such problems can be solved numerically by first truncating the given unbounded domain and imposing a suitable outgoing radiation condition on an artificial boundary and then solving the resulting problem on the bounded domain by direct discretization (for example, using a finite element method). In practical applications, the mesh size h and the wave number K, are not independent but are constrained by the accuracy of the desired computation. It will be shown that the number of points per wavelength, measured by (Kh)(-1), is not sufficient to determine the accuracy of a given discretization. For example, the quantity K(3)h(2) is shown to determine the accuracy in the L(2) norm for a second-order discretization method applied to several propagation models.

Bayliss, A.↗
NASA NTRS1986

Far-field boundary conditions for transonic lifting solutions to the Euler equations

Far-field boundary conditions for the Euler equations are formulated and applied to transonic lifting flow over an airfoil in an unbounded domain. An expansion of the linearized small-disturbance equation in the far field is developed and the leading-order term, corresponding to a point vortex representation for the airfoil, is retained. A comprehensive evaluation across the Mach number range of the procedure's effectiveness in eliminating dependence of the numerical results on the boundary extent is presented. Extension of the method to three dimensions is also outlined.

Thomas, J. L.↗