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At least 181 records · Page 10

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.↗

Numerical solution of flame sheet problems with and without multigrid methods

Flame sheet problems are on the natural route to the numerical solution of multidimensional flames, which, in turn, are important in many engineering applications. In order to model the structure of flames more accurately, we use the vorticity-velocity formulation of the fluid flow equations, as opposed to the streamfunction-vorticity approach. The numerical solution of the resulting nonlinear coupled elliptic partial differential equations involves a pseudo transient process and a steady state Newton iteration. Rather than working with dimensionless variables, we introduce scale factors that can yield significant savings in the execution time. In this context, we also investigate the applicability and performance of several multigrid methods, focusing on nonlinear damped Newton multigrid, using either one way or correction schemes.

Douglas, Craig C.↗

Grid generation in three dimensions by Poisson equations with control of cell size and skewness at boundary surfaces

An algorithm for generating computational grids about arbitrary three-dimensional bodies is developed. The elliptic partial differential equation (PDE) approach developed by Steger and Sorenson and used in the NASA computer program GRAPE is extended from two to three dimensions. Forcing functions which are found automatically by the algorithm give the user the ability to control mesh cell size and skewness at boundary surfaces. This algorithm, as is typical of PDE grid generators, gives smooth grid lines and spacing in the interior of the grid. The method is applied to a rectilinear wind-tunnel case and to two body shapes in spherical coordinates.

Sorenson, R. L.↗

Multigrid simulation of asymptotic curved-duct flows using a semi-implicit numerical technique

Asymptotic flows inside curved ducts of rectangular as well as polar cross section are analyzed using the Navier-Stokes equations in terms of the axial velocity and vorticity and the cross-flow stream function. Numerical solutions of the three second-order coupled elliptic partial differential equations governing this flow are obtained efficiently using the coupled alternating-direction implicit (ADI) method as well as the multigrid strongly-implicit (SI) scheme. For the flow configuration studied, the ADI method is found to be more sensitive to the time steps used than is the SI scheme. Use of the multigrid-coupled-strongly-implicit (MG-SI) scheme makes it possible to efficiently obtain fine-grid solutions for configurations having strong secondary flow. It is shown that, for this asymptotic curved-duct flow, the similarity parameter of significance is the Dean's number K rather than the Reynolds number Re. Results are obtained for curved ducts with square cross sections for K up to 900, which here corresponds to Re = 9,000 for this internal flow configuration.

Ghia, K. N.↗

Study of asymptotic incompressible flow in curved ducts using a multi-grid technique

Asymptotic flows inside curved ducts of rectangular as well as polar cross sections have been analyzed using the Navier-Stokes equations in terms of the axial velocity and vorticity and the cross-flow stream function. Numerical solutions of the three second-order coupled elliptic partial differential equations governing this flow have been obtained using the multi-grid-SI scheme, to determine fine-grid results for configurations with strong secondary flow.

Ghia, K. N.↗

Preconditioned conjugate residual methods for the solution of spectral equations

Conjugate residual methods for the solution of spectral equations are described. An inexact finite-difference operator is introduced as a preconditioner in the iterative procedures. Application of these techniques is limited to problems for which the symmetric part of the coefficient matrix is positive definite. Although the spectral equation is a very ill-conditioned and full matrix problem, the computational effort of the present iterative methods for solving such a system is comparable to that for the sparse matrix equations obtained from the application of either finite-difference or finite-element methods to the same problems. Numerical experiments are shown for a self-adjoint elliptic partial differential equation with Dirichlet boundary conditions, and comparison with other solution procedures for spectral equations is presented.

Wong, Y. S.↗

Slow Wave Vane Structure with Elliptical Cross-Section Slots, an Analysis

Mathematical analysis of the wave equation in cylinders with elliptical cross-section slots was performed. Compared to slow wave structures with rectangular slots higher impedance and lower power dissipation losses are evident. These features could lead to improved designs of traveling wave magnetrons and gigahertz backward-wave oscillators as well as linear traveling wave tubes with relatively shallow slots.

Kosmahl, Henry G.↗

Bleed-boundary conditions for numerically simulated mixed-compression supersonic inlet flow

A numerical study was performed to investigate boundary conditions for bleed openings that are needed in the numerical simulation of critical flow through turbojet inlets with bleed. Nine different boundary conditions (BCs) were devised and examined. Of the BCs examined, three were able to stabilize the terminal shock near the inlet's throat. This numerical study was based on the ensemble-averaged, unsteady, three-dimensional, compressible Navier-Stokes equations closed by the Baldwin-Lomax algebraic turbulence model. Solutions to the Navier-Stokes equations were obtained by using a hybrid implicit-explicit method (Beam and Warming/MacCormack). The multiblock grid system used in the solution procedure was generated by solving a set of elliptic partial differential equations. Solutions obtained were compared with available experimental data.

Chyu, W. J.↗

An isoparametric spectral element method for solution of the Navier-Stokes equations in complex geometry

High-order (p-type) finite element methods combine the geometric flexibility of standard low-order finite element (or finite volume) techniques with the rapid convergence properties of spectral methods. Various p-type schemes have been proposed for elliptic problems. However, an application of p-type methods to more complex equations, in particular the passive scalar or Navier-Stokes equations, is complicated by the nature of the equations and by efficiency considerations as regards the solution procedure. Patera (1984) has proposed a p-type method for the Navier-Stokes equations, taking into account the arising additional complications. The present study is concerned with an isoparametric spectral element discretization for the solution of flow problems in fully general, curvy geometries. Attention is given to the isoparametric formulation for elliptic equations and a time-splitting scheme for the Navier-Stokes equations.

Korczak, K. Z.↗

A numerical scheme to solve unstable boundary value problems

A new iterative scheme for solving boundary value problems is presented. It consists of the introduction of an artificial time dependence into a modified version of the system of equations. Then explicit forward integrations in time are followed by explicit integrations backwards in time. The method converges under much more general conditions than schemes based in forward time integrations (false transient schemes). In particular it can attain a steady state solution of an elliptical system of equations even if the solution is unstable, in which case other iterative schemes fail to converge. The simplicity of its use makes it attractive for solving large systems of nonlinear equations.

Kalnay Derivas, E.↗

Fast methods to numerically integrate the Reynolds equation for gas fluid films

The alternating direction implicit (ADI) method is adopted, modified, and applied to the Reynolds equation for thin, gas fluid films. An efficient code is developed to predict both the steady-state and dynamic performance of an aerodynamic journal bearing. An alternative approach is shown for hybrid journal gas bearings by using Liebmann's iterative solution (LIS) for elliptic partial differential equations. The results are compared with known design criteria from experimental data. The developed methods show good accuracy and very short computer running time in comparison with methods based on an inverting of a matrix. The computer codes need a small amount of memory and can be run on either personal computers or on mainframe systems.

Dimofte, Florin↗

New Boundary Constraints for Elliptic Systems used in Grid Generation Problems

This paper discusses new boundary constraints for elliptic partial differential equations as used in grid generation problems in generalized curvilinear coordinate systems. These constraints, based on the principle of local conservation of thermal energy in the vicinity of the boundaries, are derived using the Green's Theorem. They uniquely determine the so called decay parameters in the source terms of these elliptic systems. These constraints' are designed for boundary clustered grids where large gradients in physical quantities need to be resolved adequately. It is observed that the present formulation also works satisfactorily for mild clustering. Therefore, a closure for the decay parameter specification for elliptic grid generation problems has been provided resulting in a fully automated elliptic grid generation technique. Thus, there is no need for a parametric study of these decay parameters since the new constraints fix them uniquely. It is also shown that for Neumann type boundary conditions, these boundary constraints uniquely determine the solution to the internal elliptic problem thus eliminating the non-uniqueness of the solution of an internal Neumann boundary value grid generation problem.

Kaul, Upender K.↗

A finite element solution algorithm for the Navier-Stokes equations

A finite element solution algorithm is established for the two-dimensional Navier-Stokes equations governing the steady-state kinematics and thermodynamics of a variable viscosity, compressible multiple-species fluid. For an incompressible fluid, the motion may be transient as well. The primitive dependent variables are replaced by a vorticity-streamfunction description valid in domains spanned by rectangular, cylindrical and spherical coordinate systems. Use of derived variables provides a uniformly elliptic partial differential equation description for the Navier-Stokes system, and for which the finite element algorithm is established. Explicit non-linearity is accepted by the theory, since no psuedo-variational principles are employed, and there is no requirement for either computational mesh or solution domain closure regularity. Boundary condition constraints on the normal flux and tangential distribution of all computational variables, as well as velocity, are routinely piecewise enforceable on domain closure segments arbitrarily oriented with respect to a global reference frame.

Baker, A. J.↗

Numerical determination of the fundamental eigenvalue for the Laplace operator on a spherical domain

Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (i.e., the membrane eignevalue problem for the vibration equation) on the unit spherical surface are developed. Two types of spherical surface domains are considered: the interior of a spherical triangle, and the exterior of a great circle arc extending for less than pi radians (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is employed. The fundamental eigenvalue is approximated by iteration utilizing the power method and point successive overrelaxation. Some numerical results are given and compared, in certain special cases, with analytical solutions to the eigenvalue problem. The significance of the numerical eigenvalue results is discussed in terms of the singularities in the solution of three-dimensional boundary-value problems near a polyhedral corner of the domain.

Walden, H.↗

A generalized-capacity-matrix technique for computing aerodynamic flows

A numerical generalized-capacity-matrix technique is developed for application to aerodynamic flow computations. This technique allows the very fast direct (noniterative) numerical elliptic solvers to be used in problems with arbitrary internal boundaries and with a wide class of boundary conditions, including numerical application of the Kutta condition on an airfoil without iteration. Accuracy, speed, and usefulness of the technique are demonstrated with linear problems for potential flows over airfoil shapes. The method's main advantages, however, can be exploited within iterative procedures for a variety of complex flow problems governed by systems of equations not necessarily elliptic or linear.

Martin, E. D.↗

Solution of an eigenvalue problem for the Laplace operator on a spherical surface

Methods for obtaining approximate solutions for the fundamental eigenvalue of the Laplace-Beltrami operator (also referred to as the membrane eigenvalue problem for the vibration equation) on the unit spherical surface are developed. Two specific types of spherical surface domains are considered: (1) the interior of a spherical triangle, i.e., the region bounded by arcs of three great circles, and (2) the exterior of a great circle arc extending for less than pi radians on the sphere (a spherical surface with a slit). In both cases, zero boundary conditions are imposed. In order to solve the resulting second-order elliptic partial differential equations in two independent variables, a finite difference approximation is derived. The symmetric (generally five-point) finite difference equations that develop are written in matrix form and then solved by the iterative method of point successive overrelaxation. Upon convergence of this iterative method, the fundamental eigenvalue is approximated by iteration utilizing the power method as applied to the finite Rayleigh quotient.

Walden, H.↗

Survey of the status of finite element methods for partial differential equations

The finite element methods (FEM) have proved to be a powerful technique for the solution of boundary value problems associated with partial differential equations of either elliptic, parabolic, or hyperbolic type. They also have a good potential for utilization on parallel computers particularly in relation to the concept of domain decomposition. This report is intended as an introduction to the FEM for the nonspecialist. It contains a survey which is totally nonexhaustive, and it also contains as an illustration, a report on some new results concerning two specific applications, namely a free boundary fluid-structure interaction problem and the Euler equations for inviscid flows.

Temam, Roger↗