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At least 235 records · Page 13

The stability of numerical methods for second order ordinary differential equations

An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem dy/dt = Ay are inside this region, the numerical method is stable. If the second order system d/dt(dy/dt) = 2Ady/dt - By is solved as a first order system, the same result applies to the eigenvalues of the generalized eigenvalue problem (lambda-squared)I 2(lambda)A + B. No such region exists for general methods for second order equations, but in some cases a region of absolute stability can be defined for methods for the single second order equation d/dt(dy/dt) = 2ady/dt - by. The absence of a region of absolute stability can occur when different members of a system of first order equations are solved by different methods.

Gear, C. W.↗

Kinematic sensitivity of robot manipulators

Kinematic sensitivity vectors and matrices for open-loop, n degrees-of-freedom manipulators are derived. First-order sensitivity vectors are defined as partial derivatives of the manipulator's position and orientation with respect to its geometrical parameters. The four-parameter kinematic model is considered, as well as the five-parameter model in case of nominally parallel joint axes. Sensitivity vectors are expressed in terms of coordinate axes of manipulator frames. Second-order sensitivity vectors, the partial derivatives of first-order sensitivity vectors, are also considered. It is shown that second-order sensitivity vectors can be expressed as vector products of the first-order sensitivity vectors.

Vuskovic, Marko I.↗

Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications

The straightforward automatic-differentiation and the hand-differentiated incremental iterative methods are interwoven to produce a hybrid scheme that captures some of the strengths of each strategy. With this compromise, discrete aerodynamic sensitivity derivatives are calculated with the efficient incremental iterative solution algorithm of the original flow code. Moreover, the principal advantage of automatic differentiation is retained (i.e., all complicated source code for the derivative calculations is constructed quickly with accuracy). The basic equations for second-order sensitivity derivatives are presented; four methods are compared. Each scheme requires that large systems are solved first for the first-order derivatives and, in all but one method, for the first-order adjoint variables. Of these latter three schemes, two require no solutions of large systems thereafter. For the other two for which additional systems are solved, the equations and solution procedures are analogous to those for the first order derivatives. From a practical viewpoint, implementation of the second-order methods is feasible only with software tools such as automatic differentiation, because of the extreme complexity and large number of terms. First- and second-order sensitivities are calculated accurately for two airfoil problems, including a turbulent flow example; both geometric-shape and flow-condition design variables are considered. Several methods are tested; results are compared on the basis of accuracy, computational time, and computer memory. For first-order derivatives, the hybrid incremental iterative scheme obtained with automatic differentiation is competitive with the best hand-differentiated method; for six independent variables, it is at least two to four times faster than central finite differences and requires only 60 percent more memory than the original code; the performance is expected to improve further in the future.

Taylor, Arthur C., III↗

Acoustic and turbulence measurements of a tone-excited jet with and without flight simulation

Acoustic as well as turbulence measurements were made of tone-excited jets to obtain an understanding of the broadband noise augmentation mechanism. Results for both heated and unheated jets with and without flight simulation are presented for a range of excitation frequencies and levels, as well as for the zero order and first order spinning modes. It is argued that although the phase-locked large-scale turbulence structure is at the root of the noise amplification process, the actual noise generation mechanism lies in the small-scale turbulence. Results show that (1) the phase velocity of the excited large scale instability waves is subsonic relative to the ambient fluid and (2) broadband jet noise is almost uniform at all frequencies. Moreover, when the large-scale and small-scale structures are plotted against forward velocity (for a given upstream excitation level of 141 dB), the change in large-scale turbulence is negligible with forward velocity, whereas the small-scale turbulence decreases for both excited and unexcited jets. Also, the corresponding difference in far-field noise does not appear to change significantly, indicating that the changes in small-scale turbulence are responsible for jet noise amplification.

Ahuja, K. K.↗

Inhomogeneous conditions at open boundaries for wave propagation problems

Absorbing boundary conditions contain differential operators even for first-order systems. There is a fundamental difficulty with this, since the conditions are applied on the ingoing variables, and the approximations necessarily become weakly unstable. This difficulty is more pronounced for inhomogeneous boundary conditions which occur if there is a source outside the computational domain D, or if the initial data are nonzero outside D. In this paper this is further investigated and it is shown that reasonable estimates can still be obtained if the solution is smooth. However, it is demonstrated that the approximations are less robust. A cure for this is proposed and an implementation of high-order conditions for first-order systems is described.

Gustafsson, Bertil↗

Microcapsules and Methods for Making

Methods of forming multi-lamellar microcapsules having alternating layers of hydrophilic and hydrophobic immiscible liquid phases have been developed using different polymer/solvent systems. The methods use liquid-liquid diffusion and simultaneous lateral phase separation, controlled by proper timed-sequence exposures of immiscible phases and low shear mixing, to form narrow size distributions of spherical, multilamellar microcapsules. The use of special formulations of solubilized drugs, surfactants, and polymeric co-surfactants in aqueous vehicles which are dispersed in hydrocarbon solvents containing small quantities of oil, low molecular weight co-surfactants and glycerides that are aqueous insoluble enables the formation of unique microcapsules which can carry large amounts of pharmaceuticals in both aqueous and non-aqueous solvent compartments. The liquid microcapsules are quickly formed in a single step and can include a polymeric outer 'skin' which protects the microcapsules during physical manipulation or exposure to high shear forces. Water-in-oil and oil-in-water microcapsules have been formed both in 1 x g and in microgravity, which contain several types of drugs co-encapsulated within different fluid compartments inside the same microcapsule. Large, spherical multi-lamellar microcapsules have been formed including a cytotoxic drug co-encapsulated with a radiocontrast medium which has advantages for chemoembolization of vascular tumors. In certain cases, crystals of the drug form inside the microcapsules providing zero-order and first order, sustained drug release kinetics.

Morrison, Dennis R.↗

Approach for Propagating Radiometric Data Uncertainties Through NASA Ocean Color Algorithms

Spectroradiometric satellite observations of the ocean are commonly referred to as “ocean color” remote sensing. NASA has continuously collected, processed, and distributed ocean color datasets since the launch of the Sea-viewing Wide-field-of-view Sensor (SeaWiFS) in 1997. While numerous ocean color algorithms have been developed in the past two decades that derive geophysical data products from sensor-observed radiometry, few papers have clearly demonstrated how to estimate measurement uncertainty in derived data products. As the uptake of ocean color data products continues to grow with the launch of new and advanced sensors, it is critical that pixel-by-pixel data product uncertainties are estimated during routine data processing. Knowledge of uncertainties can be used when studying long-term climate records, or to assist in the development and performance appraisal of bio-optical algorithms. In this method paper we provide a comprehensive overview of how to formulate first-order first-moment (FOFM) calculus for propagating radiometric uncertainties through a selection of bio-optical models. We demonstrate FOFM uncertainty formulations for the following NASA ocean color data products: chlorophyll-a pigment concentration (Chl), the diffuse attenuation coefficient at 490 nm (K(sub d,490)), particulate organic carbon (POC), normalized fluorescent line height (nflh), and inherent optical properties (IOPs). Using a quality-controlled in situ hyperspectral remote sensing reflectance (R(sub rs,i)) dataset, we show how computationally inexpensive, yet algebraically complex, FOFM calculations may be evaluated for correctness using the more computationally expensive Monte Carlo approach. We compare bio-optical product uncertainties derived using our test R(sub rs) dataset assuming spectrally-flat, uncorrelated relative uncertainties of 1, 5, and 10%. We also consider spectrally dependent, uncorrelated relative uncertainties in R(sub rs). The importance of considering spectral covariances in R(sub rs), where practicable, in the FOFM methodology is highlighted with an example SeaWiFS image. We also present a brief case study of two POC algorithms to illustrate how FOFM formulations may be used to construct measurement uncertainty budgets for ecologically-relevant data products. Such knowledge, even if rudimentary, may provide useful information to end-users when selecting data products or when developing their own algorithms.

Bio-optics↗

Probabilistic nonlinear finite element analysis of composite structures

A probabilistic finite element analysis procedure for laminated composite shells is developed. A total Lagrangian finite element formulation, employing a degenerated three-dimensional laminated composite shell element with the full Green-Lagrange strains and first-order shear deformable kinematics, is used. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed, and results are presented in the form of mean and variance of the structural response. Reliability calculations are made by using the first-order reliability method combined with sensitivity derivatives from the finite element analysis. Both ply-level and micromechanics-level random variables are incorporated, the latter by means of the Aboudi micromechanics model. Two sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. In general, the procedure is quite effective in determining the response statistics and reliability for linear and geometric nonlinear behavior of laminated composite shells.

Engelstad, S. P.↗

Analysis of eccentric annular incompressible seals. II - Effects of eccentricity on rotordynamic coefficients

A new analysis procedure has been presented which solves for the flow variables of an annular pressure seal in which the rotor has a large static displacement (eccentricity) from the centered position. The present paper incorporates the solutions to investigate the effect of eccentricity on the rotordynamic coefficients. The analysis begins with a set of governing equations based on a turbulent bulk-flow model and Moody's friction factor equation. Perturbations of the flow variables yields a set of zeroth- and first-order equations. After integration of the zeroth-order equations, the resulting zeroth-order flow variables are used as input in the solution of the first-order equations. Further integration of the first order pressures yields the eccentric rotordynamic coefficients. The results from this procedure compare well with available experimental and theoretical data, with accuracy just as good or slightly better than the predictions based on a finite-element model.

Nelson, C. C.↗

Second-order-accurate spatial differencing for the transonic small-disturbance equation

Current methods for calculating transonic flows with the small-disturbance potential equation are typically only first-order accurate in the supersonic regions of the flow. However, calculations using the full-potential equation show significant improvements in accuracy when second-order methods are used instead of first-order methods. In this paper, algorithms for the small-disturbance equations are presented, for both steady and unsteady flows, with spatial differencing that is second-order accurate in both the subsonic and supersonic regions of the flow. These algorithms are stable, simple extensions of implicit monotone algorithms; the former are only first-order accurate spatially in the supersonic regions. Several calculations in one and two dimensions have been made, and the first- and second-order calculations are compared. In one dimension, the calculations include the four types of shock-wave motion. In two dimensions, the comparisons include steady flow over a Korn airfoil and unsteady flow over a pitching airfoil. All the comparisons in two dimensions show that the new methods are just as stable numerically as the old methods, but improve the accuracy of the solutions. The algorithm improvements can be implemented in present computer codes by making minor coding modifications.

Goorjian, P. M.↗

Classical seventh-, sixth-, and fifth-order Runge-Kutta-Nystrom formulas with stepsize control for general second-order differential equations

Runge-Kutta-Nystrom formulas of the seventh, sixth, and fifth order were derived for the general second order (vector) differential equation written as the second derivative of x = f(t, x, the first derivative of x). The formulas include a stepsize control procedure, based on a complete coverage of the leading term of the local truncation error in x, and they require no more evaluations per step than the earlier Runge-Kutta formulas for the first derivative of x = f(t, x). The developed formulas are expected to be time saving in comparison to the Runge-Kutta formulas for first-order differential equations, since it is not necessary to convert the second-order differential equations into twice as many first-order differential equations. The examples shown saved from 25 percent to 60 percent more computer time than the earlier formulas for first-order differential equations, and are comparable in accuracy.

Fehlberg, E.↗

Structural Reliability Analysis and Optimization: Use of Approximations

This report is intended for the demonstration of function approximation concepts and their applicability in reliability analysis and design. Particularly, approximations in the calculation of the safety index, failure probability and structural optimization (modification of design variables) are developed. With this scope in mind, extensive details on probability theory are avoided. Definitions relevant to the stated objectives have been taken from standard text books. The idea of function approximations is to minimize the repetitive use of computationally intensive calculations by replacing them with simpler closed-form equations, which could be nonlinear. Typically, the approximations provide good accuracy around the points where they are constructed, and they need to be periodically updated to extend their utility. There are approximations in calculating the failure probability of a limit state function. The first one, which is most commonly discussed, is how the limit state is approximated at the design point. Most of the time this could be a first-order Taylor series expansion, also known as the First Order Reliability Method (FORM), or a second-order Taylor series expansion (paraboloid), also known as the Second Order Reliability Method (SORM). From the computational procedure point of view, this step comes after the design point identification; however, the order of approximation for the probability of failure calculation is discussed first, and it is denoted by either FORM or SORM. The other approximation of interest is how the design point, or the most probable failure point (MPP), is identified. For iteratively finding this point, again the limit state is approximated. The accuracy and efficiency of the approximations make the search process quite practical for analysis intensive approaches such as the finite element methods; therefore, the crux of this research is to develop excellent approximations for MPP identification and also different approximations including the higher-order reliability methods (HORM) for representing the failure surface. This report is divided into several parts to emphasize different segments of the structural reliability analysis and design. Broadly, it consists of mathematical foundations, methods and applications. Chapter I discusses the fundamental definitions of the probability theory, which are mostly available in standard text books. Probability density function descriptions relevant to this work are addressed. In Chapter 2, the concept and utility of function approximation are discussed for a general application in engineering analysis. Various forms of function representations and the latest developments in nonlinear adaptive approximations are presented with comparison studies. Research work accomplished in reliability analysis is presented in Chapter 3. First, the definition of safety index and most probable point of failure are introduced. Efficient ways of computing the safety index with a fewer number of iterations is emphasized. In chapter 4, the probability of failure prediction is presented using first-order, second-order and higher-order methods. System reliability methods are discussed in chapter 5. Chapter 6 presents optimization techniques for the modification and redistribution of structural sizes for improving the structural reliability. The report also contains several appendices on probability parameters.

Grandhi, Ramana V.↗

Computational Considerations for the Simulation of Discontinuous Flows

The numerical study of aeroacoustic problems places stringent demands on the choice of a computational algorithm, because it requires the ability to propagate disturbances of small amplitude and short wavelength. The demands are particularly high when shock waves are involved, because the chosen algorithm must also resolve discontinuities in the solution. In a previous work the capabilities and deficiencies of shock-capturing methods for aeroacoustic problems were demonstrated using a high-order essentially nonoscillatory (ENO) numerical method. It was shown that first-order results are obtained when simulating time-dependent flows with discontinuities. The present study reaffirms this conclusion by comparing the ENO results with those obtained using a conventional linear scheme. A sixth-order-accurate compact implicit finite difference scheme is used to investigate various discontinuous flows. The design order of accuracy is achieved in the smooth regions of a steady-state, quasi-one-dimensional Euler test case, as well as in the time-dependent Burgers' equation. However, in the unsteady Euler sound-shock interaction, first-order results are obtained downstream of the shock. A comparison is made between the linear and nonlinear results, noting the advantages of each method. A discontinuous linear model problem is then used to identify the cause of the first-order results. Here, the nature of the solution error is quantified as being predominantly a numerical phase shift, and a post-processing procedure is demonstrated which increases the solution accuracy downstream of the discontinuity to second-order.

Carpenter Mark H.↗

Hamiltonian formulation of guiding center motion

The nonrelativistic guiding center motion of a charged particle in a static magnetic field is derived using the Hamiltonian formalism. By repeated application of first-order canonical perturbation theory, the first two adiabatic invariants and their averaged Hamiltonians are obtained, including the first-order correction terms. Other features of guiding center theory are also given, including lowest order drifts and the flux invariant.

Stern, D. P.↗

Simulation of AFC for a DMSK Receiver

Low bit rates suitable for low-cost satellite communications. LOOP computer program written to simulate automatic frequency control (AFC) subsystem of differential minimum-shift keying (DMSK) receiver with bit rate of 2,400 baud. AFC simulated by LOOP is first-order loop configuration with first-order resistance-and-capacitance filter. Written in MS SuperSoft FORTRAN 77.

Davarian, Faramaz↗

The discrimination of sea ice types using SAR backscatter statistics

X-band (HH) synthetic aperture radar (SAR) data of sea ice collected during the Marginal Ice Zone Experiment in March and April of 1987 was statistically analyzed with respect to discriminating open water, first-year ice, multiyear ice, and Odden. Odden are large expanses of nilas ice that rapidly form in the Greenland Sea and transform into pancake ice. A first-order statistical analysis indicated that mean versus variance can segment out open water and first-year ice, and skewness versus modified skewness can segment the Odden and multilayer categories. In additions to first-order statistics, a model has been generated for the distribution function of the SAR ice data. Segmentation of ice types was also attempted using textural measurements. In this case, the general co-occurency matrix was evaluated. The textural method did not generate better results than the first-order statistical approach.

Shuchman, Robert A.↗

Analytical Algorithms to Quantify the Uncertainty in Remaining Useful Life Prediction

This paper investigates the use of analytical algorithms to quantify the uncertainty in the remaining useful life (RUL) estimate of components used in aerospace applications. The prediction of RUL is affected by several sources of uncertainty and it is important to systematically quantify their combined effect by computing the uncertainty in the RUL prediction in order to aid risk assessment, risk mitigation, and decisionmaking. While sampling-based algorithms have been conventionally used for quantifying the uncertainty in RUL, analytical algorithms are computationally cheaper and sometimes, are better suited for online decision-making. While exact analytical algorithms are available only for certain special cases (for e.g., linear models with Gaussian variables), effective approximations can be made using the the first-order second moment method (FOSM), the first-order reliability method (FORM), and the inverse first-order reliability method (Inverse FORM). These methods can be used not only to calculate the entire probability distribution of RUL but also to obtain probability bounds on RUL. This paper explains these three methods in detail and illustrates them using the state-space model of a lithium-ion battery.

Sankararaman, Shankar↗

A simple higher-order theory for laminated composite plates

A higher-order shear deformation theory of laminated composite plates is developed. The theory contains the same dependent unknowns as in the first-order shear deformation theory of Whitney and Pagano (1970), but accounts for parabolic distribution of the transverse shear strains through the thickness of the plate. Exact closed-form solutions of symmetric cross-ply laminates are obtained and the results are compared with three-dimensional elasticity solutions and first-order shear deformation theory solutions. The present theory predicts the deflections and stresses more accurately when compared to the first-order theory.

Reddy, J. N.↗