Trefethen, L. N. | Search NASA

NASA NTRS1986

Fourier analysis of the SOR iteration

The SOR iteration for solving linear systems of equations depends upon an overrelaxation factor omega. It is shown that for the standard model problem of Poisson's equation on a rectangle, the optimal omega and corresponding convergence rate can be rigorously obtained by Fourier analysis. The trick is to tilt the space-time grid so that the SOR stencil becomes symmetrical. The tilted grid also gives insight into the relation between convergence rates of several variants.

Leveque, R. J.↗

NASA NTRS1986

Classical free-streamline flow over a polygonal obstacle

In classical Kirchhoff flow, an ideal incompressible fluid flows past an obstacle and around a motionless wake bounded by free streamlines. Since 1869 it has been known that in principle, the two-dimensional Kirchhoff flow over a polygonal obstacle can be determined by constructing a conformal map onto a polygon in the log-hodograph plane. In practice, however, this idea has rarely been put to use except for very simple obstacles, because the conformal mapping problem has been too difficult. This paper presents a practical method for computing flows over arbitrary polygonal obstacles to high accuracy in a few seconds of computer time. We achieve this high speed and flexibility by working with a modified Schwarz-Christoffel integral that maps onto the flow region directly rather than onto the log-hodograph polygon. This integral and its associated parameter problem are treated numerically by methods developed earlier by Trefethen for standard Schwarz-Christoffel maps.

Elcrat, A. R.↗

NASA NTRS1985

Stability of finite-difference models containing two boundaries or interfaces

The stability of finite difference models of hyperbolic initial boundary value problems is connected with the propagation and reflection of parasitic waves. Wave propagation ideas are applied to models containing two boundaries or interfaces, where repeated reflection of trapped wave packets is a potential new source of instability. Various known instability phenomena are accounted for in a unified way. Results show: (1) dissipativity does not ensure stability when three or more formulas are concatenated at a boundary or internal interface; (2) algebraic GKS instabilities can be converted by a second boundary to exponential instabilities only when an infinite numerical reflection coefficient is present; and (3) GKS-stability and P-stability can be established in certain problems by showing that all numerical reflection coefficients have modulus less than 1.

Trefethen, L. N.↗

NASA NTRS1985

Well-posedness of one-way wave equations and absorbing boundary conditions

A one-way wave equation is a partial differential which, in some approximate sense, behaves like the wave equation in one direction but permits no propagation in the opposite one. The construction of such equations can be reduced to the approximation of the square root of (1-s sup 2) on -1, 1 by a rational function r(s) = p sub m (s)/q sub n(s). Those rational functions r for which the corresponding one-way wave equation is well-posed are characterized both as a partial differential equation and as an absorbing boundary condition for the wave equation. We find that if r(s) interpolates the square root of (1-s sup 2) at sufficiently many points in (-1,1), then well-posedness is assured. It follows that absorbing boundary conditions based on Pade approximation are well-posed if and only if (m, n) lies in one of two distinct diagonals in the Pade table, the two proposed by Engquist and Majda. Analogous results also hold for one-way wave equations derived from Chebyshev or least-squares approximation.

Trefethen, L. N.↗

NASA NTRS1984

Classical free-streamline flow over a polygonal obstacle

In classical Kirchhoff flow, an ideal incompressible fluid flows past an obstacle and around a motionless wake bounded by free streamlines. Since 1869 it has been known that in principle, the two-dimensional Kirchhoff flow over a polygonal obstacle can be determined by constructing a conformal map onto a polygon in the log-hodograph plane. In practice, however, this idea has rarely been put to use except for very simple obstacles, because the conformal mapping problem has been too difficult. This paper presents a practical method for computing flows over arbitrary polygonal obstacles to high accuracy in a few seconds of computer time. We achieve this high speed and flexibility by working with a modified Schwarz-Christoffel integral that maps onto the flow region directly rather than onto the log-hodograph polygon. This integral and its associated parameter problem are treated numerically by methods developed earlier by Trefethen for standard Schwarz-Christoffel maps.

Elcrat, A. R.↗

NASA NTRS1984

Stability of finite difference models containing two boundaries or interfaces

The stability of finite difference models of hyperbolic initial boundary value problems is connected with the propagation and reflection of parasitic waves. Wave propagation ideas are applied to models containing two boundaires or interfaces, where repeated reflection of trapped wave packets is a potential new source of instability. Various known instability phenomena are accounted for in a unified way. Results show: (1) dissipativity does not ensure stability when three or more formulas are concatenated at a boundary or internal interface; (2) algebraic GKS instabilities can be converted by a second boundary to exponential instabilities only when an infinite numerical reflection coefficient is present; and (3) GKS-stability and P-stability can be established in certain problems by showing that all numerical reflection coefficients have modulus less than 1.

Trefethen, L. N.↗

NASA NTRS1983

On the resolvent condition in the Kreiss matrix theorem

The Kreiss Matrix Theorem asserts the uniform equivalence over all N x N matrices of power boundedness and a certain resolvent estimate. It is shown that the ratio of the constants in these two conditions grows linearly with N, and the optimal proportionality factor is obtained up to a factor of 2. Analogous results are also given for the related problem involving matrix exponentials. The proofs make use of a lemma that may be of independent interest, which bounds the arch length of the image of a circle in the complex plane under a rational function.

Leveque, R. J.↗