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NASA NTRS1981

Stability of pseudospectral and finite-difference methods for variable coefficient problems

It is shown that pseudospectral approximation to a special class of variable coefficient one-dimensional wave equations is stable and convergent even though the wave speed changes sign within the domain. Computer experiments indicate similar results are valid for more general problems. Similarly, computer results indicate that the leapfrog finite-difference scheme is stable even though the wave speed changes sign within the domain. However, both schemes can be asymptotically unstable in time when a fixed spatial mesh is used.

Gottlieb, D.↗

DOE OSTI2025

Space-Time Finite Element Tensor Network Approach for the Time-Dependent Convection–Diffusion–Reaction Equation with Variable Coefficients

In this paper, we present a new space-time Galerkin-like method, where we treat the discretization of spatial and temporal domains simultaneously. This method utilizes a mixed formulation of the tensor-train (TT) and quantized tensor-train (QTT) (please see Section Tensor-Train Decomposition), designed for the finite element discretization (Q1-FEM) of the time-dependent convection–diffusion–reaction (CDR) equation. We reformulate the assembly process of the finite element discretized CDR to enhance its compatibility with tensor operations and introduce a low-rank tensor structure for the finite element operators. Recognizing the banded structure inherent in the finite element framework’s discrete operators, we further exploit the QTT format of the CDR to achieve greater speed and compression. Additionally, we present a comprehensive approach for integrating variable coefficients of CDR into the global discrete operators within the TT/QTT framework. The effectiveness of the proposed method, in terms of memory efficiency and computational complexity, is demonstrated through a series of numerical experiments, including a semi-linear example.

convection–diffusion–reaction equation↗

DOE OSTI2025

Sylvester-preconditioned adaptive-rank implicit time integrators for advection-diffusion equations with variable coefficients

Here, we consider the adaptive-rank integration of multi-dimensional time-dependent advection-diffusion partial differential equations (PDEs) with variable coefficients. We employ a standard finite-difference method for spatial discretization coupled with high-order diagonally implicit Runge-Kutta temporal schemes. The discrete equation is a generalized Sylvester equation (GSE), which we solve with a projection-based adaptive-rank algorithm structured around two key strategies: (i) constructing dimension-wise subspaces using a novel atypical extended Krylov strategy, and (ii) efficiently solving the basis coefficient matrix with a preconditioned GMRES solver. The low-rank decomposition is performed in 2D using SVD and with high-order SVD (HOSVD) in 3D to represent the tensor in a compressed Tucker format. For d-dimensional problems (here, d = 2 or 3), the computational complexity and memory storage of the approach are found numerically to scale as and $\mathscr{O}(Nr^2) + \mathscr{O} (r^{d+1})$ and $\mathscr{O}(Nr) + \mathscr{O} (r^{d})$, respectively, with the one-dimensional resolution and the maximal rank during the Krylov iteration (which we find to be largely independent of on our numerical examples). We present numerical examples that illustrate the advertised properties of the algorithm.

97 MATHEMATICS AND COMPUTING↗

NASA NTRS1996

Implicit Extrapolation Methods for Variable Coefficient Problems

Implicit extrapolation methods for the solution of partial differential equations are based on applying the extrapolation principle indirectly. Multigrid tau-extrapolation is a special case of this idea. In the context of multilevel finite element methods, an algorithm of this type can be used to raise the approximation order, even when the meshes are nonuniform or locally refined. Here previous results are generalized to the variable coefficient case and thus become applicable for nonlinear problems. The implicit extrapolation multigrid algorithm converges to the solution of a higher order finite element system. This is obtained without explicitly constructing higher order stiffness matrices but by applying extrapolation in a natural form within the algorithm. The algorithm requires only a small change of a basic low order multigrid method.

Jung, M.↗

NASA NTRS1984

Predictive thermal-vacuum modeling by variable coefficients

In computer-assisted thermal-vacuum testing, an accurate mathematical thermal model is necessary. This model can indicate what effect a given change in control temperature will produce on the test article. A three-node thermal model is used to illustrate some numerical methods for increasing the accuracy by generating more accurate coefficients for the model.

Chuvala, J. T.↗

NASA NTRS1985

Propagation and stability of wavelike solutions of finite difference equations with variable coefficients

The propagation and dissipation of wavelike solutions to finite difference equations is analyzed on the basis of an asymptotic approach in which a wave solution is expressed as a product of a complex amplitude and an oscillatory phase function whose frequency and wavenumber may also be complex. An asymptotic expansion leads to a local dispersion relation for wavenumber and frequency; the first-order terms produce an equation for the amplitude in which the local group velocity appears as the convection velocity of the amplitude. Equations for the motion of wavepackets and their interaction at boundaries are derived, and a global stability analysis is carried out.

Giles, M. B.↗

NASA NTRS1977

Some MACSYMA program for solving difference equations

A set of MACSYMA programs are described for finding closed form solutions to linear recurrence relations in equations having either constant or variable coefficients. In the homogenous case, a polymonial equation is obtained and the solution to the recurrence relation can be written as a linear combination of the roots of the polynomial. Exponential generating functions are used to solve variable coefficient relations. Taking successive derivatives and using the recurrence relation, an ordinary differential equation is obtained. Expanding the solution to the differential equation in a Taylor series, shows that the nth term of the series is the solution to the recurrence relation. For second order recurrences, a check is made for those that can be solved in terms of Bessel functions.

Ivie, J.↗

NASA NTRS1987

Spectral multigrid methods for the solution of homogeneous turbulence problems

New three-dimensional spectral multigrid algorithms are analyzed and implemented to solve the variable coefficient Helmholtz equation. Periodicity is assumed in all three directions which leads to a Fourier collocation representation. Convergence rates are theoretically predicted and confirmed through numerical tests. Residual averaging results in a spectral radius of 0.2 for the variable coefficient Poisson equation. In general, non-stationary Richardson must be used for the Helmholtz equation. The algorithms developed are applied to the large-eddy simulation of incompressible isotropic turbulence.

Erlebacher, G.↗

NASA NTRS1988

Spectral multigrid methods for the solution of homogeneous turbulence problems

Erlebacher, G.↗

NASA NTRS1985

A new theory for multistep discretizations of stiff ordinary differential equations: Stability with large step sizes

A large set of variable coefficient linear systems of ordinary differential equations which possess two different time scales, a slow one and a fast one is considered. A small parameter epsilon characterizes the stiffness of these systems. A system of o.d.e.s. in this set is approximated by a general class of multistep discretizations which includes both one-leg and linear multistep methods. Sufficient conditions are determined under which each solution of a multistep method is uniformly bounded, with a bound which is independent of the stiffness of the system of o.d.e.s., when the step size resolves the slow time scale, but not the fast one. This property is called stability with large step sizes. The theory presented lets one compare properties of one-leg methods and linear multistep methods when they approximate variable coefficient systems of stiff o.d.e.s. In particular, it is shown that one-leg methods have better stability properties with large step sizes than their linear multistep counter parts. The theory also allows one to relate the concept of D-stability to the usual notions of stability and stability domains and to the propagation of errors for multistep methods which use large step sizes.

Majda, G.↗

NASA NTRS2002

High Order Finite Difference Methods for Multiscale Complex Compressible Flows

The classical way of analyzing finite difference schemes for hyperbolic problems is to investigate as many as possible of the following points: (1) Linear stability for constant coefficients; (2) Linear stability for variable coefficients; (3) Non-linear stability; and (4) Stability at discontinuities. We will build a new numerical method, which satisfies all types of stability, by dealing with each of the points above step by step.

Sjoegreen, Bjoern↗

NASA NTRS2005

Matching Multistage Schemes to Viscous Flow

Multistage, explicit time stepping can be tailored to accelerate convergence for scalar advection-diffusion problems by using optimized multistage coefficients that vary with the local cell Reynolds number. And, when combined with local preconditioning, variable-coefficient multistage schemes for computational fluid dynamics codes can also provide an order of magnitude faster convergence, relative to standard, fixed-coefficient schemes, for the Navier-Stokes system of equations.

Kleb, William L.↗

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 NTRS1973

Amplification and decay of long nonlinear waves.

The interaction of weakly nonlinear waves with slowly varying boundaries is considered. Special emphasis is given to rotating fluids, but the analysis applies with minor modifications to waves in stratified fluids and shallow-water waves. An asymptotic solution of a variant of the Korteweg-de Vries equation with variable coefficients is developed that produces a 'Green's law' for the amplification of waves of finite amplitude. For shallow-water waves in water of variable depth, the result predicts wave growth proportional to the -1/3 power of the depth.

Leibovich, S.↗

NASA NTRS1978

On the development of packets of surface gravity waves moving over an uneven bottom

The object of study is the evolution of packets of gravity waves moving over variable depth, in particular, the transformation of packets moving into a shelf of increased or decreased depth. The variable-coefficient nonlinear Schroedinger equation with inhomogeneous term is derived for gravity waves moving over an uneven bottom. A solution for an envelope-hole soliton moving over variable depth is obtained when the amplitude-length ratio of the soliton is small. For the shelf problem, it is shown that the first soliton on the shelf will be the one with smallest depression, and the last will have greatest depression. This is in contrast to Korteweg-de Vries soliton fission.

Djordjevic, V. D.↗

NASA NTRS1986

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↗

NASA NTRS1988

Stability margins for Hurwitz polynomials

The authors treat the robust stability issue using the characteristic polynomial, for two different cases: first in coefficient space with respect to perturbations in the coefficient of the characteristic polynomial; and then for a control system containing perturbed parameters in the transfer function description of the plant. In coefficient space, a simple expression is first given for the l-(squared) stability margin for both the monic and nonmonic cases. Following this, a method is given to find the l(infinity) margin, and the method is extended to reveal much larger stability regions. In parameter space the authors consider all single-input (multi-output) or single-output (multi-input) systems with a fixed controller and a plant described by a set of transfer functions which are ratios of polynomials with variable coefficients. A procedure is presented to calculate the radius of the largest stability ball in the space of these variable parameters. The calculation serves as a stability margin for the control system. The formulas that result are quasi-closed-form expressions for the stability margin and are computationally efficient.

Chapellat, Herve↗

NASA NTRS1986

Solution of elliptic partial differential equations by fast Poisson solvers using a local relaxation factor. 2: Two-step method

A two-step semidirect procedure is developed to accelerate the one-step procedure described in NASA TP-2529. For a set of constant coefficient model problems, the acceleration factor increases from 1 to 2 as the one-step procedure convergence rate decreases from + infinity to 0. It is also shown numerically that the two-step procedure can substantially accelerate the convergence of the numerical solution of many partial differential equations (PDE's) with variable coefficients.

Chang, S. C.↗