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At least 181 records · Page 10

Multilevel Monte Carlo Estimation of Unbiased Expectation via Sample Reuse and the Low Variance Estimation of Asymptotic Rates

A new variant of the multilevel Monte Carlo estimator [5, 3, 9, 12] is presented for the estimation of expectation statistics that utilizes sample reuse in specified levels, explicitly removes approximation error bias associated with numerically computed output quantities of interest that have an asymptotic limit behavior, and permits a low variance estimate of the asymptotic rate of convergence to that limit. In addition, it is shown that this new multilevel Monte Carlo variant can yield a computational cost savings. A review of Monte Carlo and multilevel Monte Carlo estimators is presented that includes analysis of expected value, expected mean squared error, and the calculation of optimized multilevel sample size parameters. The multilevel Monte Carlo estimator produces estimates of expectation for numerically approximated output quantities of interest that are biased by approximation error. When the quantity of interest can be modeled as the asymptotic limit of numerically approximated output quantities of interest, it is theoretically possible to remove this approximation error bias in the multilevel Monte Carlo estimator. In actual implementations, however, this procedure is unreliable due to statistical variability and inaccuracy in estimating the needed asymptotic limit. Analysis and numerical experiment show that the proposed variant of the multilevel Monte Carlo method greatly reduces (in some cases eliminates) the statistical variability in this limit estimation.

Barth, Timothy↗

Viscous, radiating hypersonic flow about a blunt body

The viscous, radiating hypersonic flow past an axisymmetric blunt body is analyzed based on the Navier-Stokes equations, plus a radiative equation of transfer derived from the Milne-Eddington differential approximation. The fluid is assumed to be a perfect gas with constant specific heats, a constant Prandtl number of order unity, a viscosity coefficient varying as a power of the temperature, and an absorption coefficient varying as the first power of the density and as a power of the temperature. The gray gas assumption is invoked, thereby making the absorption coefficient independent of the spectral frequency. Limiting forms of the solutions are studied as the freestream Mach number freestream Reynolds number and the temperature ratio across the shock wave, go to infinity, and as the Bouguer number and the density ratio across the shock wave go to zero. The method of matched asymptotic expansions is used in the analysis, and it is shown that there is a far-field precursor, composed of two regions, in which the fluid mechanics can be neglected for all practical purposes but included for completeness.

Passamaneck, R. S.↗

An augmented Young-Laplace model of an evaporating meniscus in a micro-channel with high heat flux

High flux evaporations from a steady meniscus formed in a 2 micron channel is modeled using the augmented Young-Laplace equation. The heat flux is found to be a function of the long range van der Waals dispersion force which represents interfacial conditions between heptane and various substrates. Heat fluxes of (1.3-1.6) x 10(exp 6) W/m(exp 2) based on the width of the channel are obtained for heptane completely wetting the substrate at 100 C. Small channels are used to obtain these large fluxes. Even though the real contact angle is 0 deg, the apparent contact angle is found to vary between 24.8 deg and 25.6 deg. The apparent contact angle, which represents viscous losses near the contact line, has a large effect on the heat flow rate because of its effect on capillary suction and the area of the meniscus. The interfacial heat flux is modeled using kinetic theory for the evaporation rate. The superheated state depends on the temperature and the pressure of the liquid phase. The liquid pressure differs from the pressure of the vapor phase due to capillarity and long range van der Waals dispersion forces which are relevant in the ultra think film formed at the leading edge of the meniscus. Important pressure gradients in the thin film cause a substantial apparent contact angle for a complete wetting system. The temperature of the liquid is related to the evaporation rate and to the substrate temperature through the steady heat conduction equation. Conduction in the liquid phase is calculated using finite element analysis except in the vicinity of the thin film. A lubrication theory solution for the thin film is combined with the finite element analysis by the method of matched asymptotic expansions.

Wayner, P. C., Jr.↗

Optimal Variable-Structure Control Tracking of Spacecraft Maneuvers

An optimal control approach using variable-structure (sliding-mode) tracking for large angle spacecraft maneuvers is presented. The approach expands upon a previously derived regulation result using a quaternion parameterization for the kinematic equations of motion. This parameterization is used since it is free of singularities. The main contribution of this paper is the utilization of a simple term in the control law that produces a maneuver to the reference attitude trajectory in the shortest distance. Also, a multiplicative error quaternion between the desired and actual attitude is used to derive the control law. Sliding-mode switching surfaces are derived using an optimal-control analysis. Control laws are given using either external torque commands or reaction wheel commands. Global asymptotic stability is shown for both cases using a Lyapunov analysis. Simulation results are shown which use the new control strategy to stabilize the motion of the Microwave Anisotropy Probe spacecraft.

John L. Crassidis↗

The asymptotic spectra of banded Toeplitz and quasi-Toeplitz matrices

Toeplitz matrices occur in many mathematical, as well as, scientific and engineering investigations. This paper considers the spectra of banded Toeplitz and quasi-Toeplitz matrices with emphasis on non-normal matrices of arbitrarily large order and relatively small bandwidth. These are the type of matrices that appear in the investigation of stability and convergence of difference approximations to partial differential equations. Quasi-Toeplitz matrices are the result of non-Dirichlet boundary conditions for the difference approximations. The eigenvalue problem for a banded Toeplitz or quasi-Toeplitz matrix of large order is, in general, analytically intractable and (for non-normal matrices) numerically unreliable. An asymptotic (matrix order approaches infinity) approach partitions the eigenvalue analysis of a quasi-Toeplitz matrix into two parts, namely the analysis for the boundary condition independent spectrum and the analysis for the boundary condition dependent spectrum. The boundary condition independent spectrum is the same as the pure Toeplitz matrix spectrum. Algorithms for computing both parts of the spectrum are presented. Examples are used to demonstrate the utility of the algorithms, to present some interesting spectra, and to point out some of the numerical difficulties encountered when conventional matrix eigenvalue routines are employed for non-normal matrices of large order. The analysis for the Toeplitz spectrum also leads to a diagonal similarity transformation that improves conventional numerical eigenvalue computations. Finally, the algorithm for the asymptotic spectrum is extended to the Toeplitz generalized eigenvalue problem which occurs, for example, in the stability of Pade type difference approximations to differential equations.

Beam, Richard M.↗

Estimating the change in asymptotic direction due to secular changes in the geomagnetic field

The concept of geomagnetic optics, as described by the asymptotic directions of approach, is extremely useful in the analysis of cosmic radiation data. However, when changes in cutoff occur as a result of evolution in the geomagnetic field, there are corresponding changes in the asymptotic cones of acceptance. A method is introduced of estimating the change in the asymptotic direction of approach for vertically incident cosmic ray particles from a reference set of directions at a specific epoch by considering the change in the geomagnetic cutoff.

Flueckiger, E. O.↗

Analysis of transonic flow about lifting wing-body configurations

An analytical solution was obtained for the perturbation velocity potential for transonic flow about lifting wing-body configurations with order-one span-length ratios and small reduced-span-length ratios and equivalent-thickness-length ratios. The analysis is performed with the method of matched asymptotic expansions. The angles of attack which are considered are small but are large enough to insure that the effects of lift in the region far from the configuration are either dominant or comparable with the effects of thickness. The modification to the equivalence rule which accounts for these lift effects is determined. An analysis of transonic flow about lifting wings with large aspect ratios is also presented.

Barnwell, R. W.↗

The instability of the thin vortex ring of constant vorticity

A theoretical study indicating that vortex rings at moderate Reynolds numbers are unstable to azimuthal bending waves is presented. Only the case of a thin vortex ring with a core of constant vorticity in an inviscid flow is examined. The disturbance flow and the mean flow of the vortex ring are derived as asymptotic solutions near the core; the stability analysis is developed completely for a certain class of bending waves that are unstable on a line filament in the presence of strain. The vortex ring is found to be always unstable for at least two wavenumbers for which waves on a line filament of the same vorticity distribution would not rotate. Published experimental results are cited to support these conclusions.

Widnall, S. E.↗

Analytical prediction of EM scattering by complex obstacles within electrically large open cavities

An analytical technique is described for predicting the electromagnetic (EM) scattering by complex obstacles within electrically large open waveguide cavities. This topic is of relevance to EM scattering and EMC type applications. A general open ended waveguide cavity is illustrated and is assumed to be relatively arbitrarily shaped, and the open front end of the cavity is illuminated by an arbitrarily polarized external plane wave field. The interior obstacle is assumed to be located within the cavity near the back end, and it generally contributes significantly to the fields scattered into the exterior by the entire cavity configuration. The present scattering analysis is restricted to within approximately 70 degs from boresight with respect to the open front end; outside of this region, the scattering by the external features of the cavity are generally more significant than from the interior of the cavity. The scattering analysis is composed of two main parts. One analysis is of the coupling of the incident plane wave field, via the open front end using the high frequency ray or beam shooting methods. The other analysis deals with separately obtaining the plane wave scattering characteristics of the interior obstacle. Thus the present analysis represents a hybrid combination of an asymptotic high frequency ray/beam method for tracking the fields through the cavity, together with any suitable method for obtaining a plane wave characterization of the interior obstacle.

Pathak, Prabhakar H.↗

A note on the effects of viscosity on the stability of a trailing-line vortex

The linear stability of the Batchelor (1964) vortex is examined with emphasis on new viscous modes recently found numerically by Khorrami (1991). Unlike the previously reported inviscid modes of instability, these modes are destabilized by viscosity and exhibit small growth rates at large Reynolds numbers. The analysis presented here uses a combination of asymptotic and numerical techniques. The results confirm the existence of the additional modes of instability due to viscosity.

Duck, Peter W.↗

Slender Vortex Filament with Slowly Varying Core Structure

We give a brief review of the asymptotic theory of slender vortex filaments with emphases on the choices of scalings characterizing the physical problems and the corresponding assumptions and/or restrictions introduced in the formation of the asymptotic theory of Callegari and Ting (1978) and its extension by Klein and Ting (1992). In particular, the slender filaments considered are assumed to be forming loops or tori. Because of this restriction, the theory is not applicable to the trailing vortex system of a rotorcraft. We describe the multiple length scales characterizing the vortex system, formulate the expansion scheme, derive the governing equations and then identify the assumptions or restrictions inherent in the multi-scale analysis and needed for the validity of the asymptotic theory of the trailing vortex system.

Ting, Lu↗

Nonlinear motion analysis of flexible satellites

The article reviews research on pointing accuracies of flexible satellites with regard to derived equations of motion of individual elements and composite bodies. The solution of these equations may be achieved through the formulation of a set of singularly perturbed equations by eliminating the generalized position vector. These equations are generally solved by a method of asymptotic expansions if certain convergence criteria are satisfied. The analysis may be applied to dual-spin flexible satellites.

Huang, T. C.↗

The crack problem in a specially orthotropic shell with double curvature

The crack problem of a shallow shell with two nonzero curvatures is considered. It is assumed that the crack lies in one of the principal planes of curvature and the shell is under Mode I loading condition. The material is assumed to be specially orthotropic. After giving the general formulation of the problem the asymptotic behavior of the stress state around the crack tip is examined. The analysis is based on Reissner's transverse shear theory. Thus, as in the bending of cracked plates, the asymptotic results are shown to be consistent with that obtained from the plane elasticity solution of crack problems. Rather extensive numerical results are obtained which show the effect of material orthotropy on the stress intensity factors in cylindrical and spherical shells and in shells with double curvature. Other results include the stress intensity factors in isotropic toroidal shells with positive or negative curvature ratio, the distribution of the membrane stress resultant outside the crack, and the influence of the material orthotropy on the angular distribution of the stresses around the crack tip.

Delale, F.↗

The crack problem in a specially orthotropic shell with double curvature

The crack problem of a shallow shell with two nonzero curvatures is considered. It is assumed that the crack lies in one of the principal planes of curvature and the shell is under Mode I loading condition. The material is assumed to be specially orthotropic. After giving the general formulation of the problem the asymptotic behavior of the stress state around the crack tip is examined. The analysis is based on Reissner's transverse shear theory. Thus, as in the bending of cracked plates, the asymptotic results are shown to be consistent with that obtained from the plane elasticity solution of crack problems. Rather extensive numerical results are obtained which show the effect of material orthotropy on the stress intensity factors in cylindrical and spherical shells and in shells with double curvature. Other results include the stress intensity factors in isotropic toroidal shells with positive or negative curvature ratio, the distribution of the membrane stress resultant outside the crack, and the influence of the material orthotropy on the angular distribution of the stresses around the crack tip. Previously announced in STAR as N83-16782

Delale, F.↗