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At least 289 records · Page 16

From differential to difference equations for first order ODEs

When constructing an algorithm for the numerical integration of a differential equation, one should first convert the known ordinary differential equation (ODE) into an ordinary difference equation. Given this difference equation, one can develop an appropriate numerical algorithm. This technical note describes the derivation of two such ordinary difference equations applicable to a first order ODE. The implicit ordinary difference equation has the same asymptotic expansion as the ODE itself, whereas the explicit ordinary difference equation has an asymptotic that is similar in structure but different in value when compared with that of the ODE.

Freed, Alan D.↗

Parallel-In-Time Multigrid with Adaptive Spatial Coarsening for The Linear Advection and Inviscid Burgers Equations

We apply a multigrid reduction-in-time (MGRIT) algorithm to hyperbolic partial differential equations in one spatial dimension. This study is motivated by the observation that sequential time-stepping is a computational bottleneck when attempting to implement highly concurrent algorithms; thus parallel-in-time methods are desirable. MGRIT adds parallelism by using a hierarchy of successively coarser temporal levels to accelerate the solution on the finest level. In the case of explicit time-stepping, spatial coarsening is a suitable approach to ensure that stability conditions are satisfied on all levels, and it may be useful for implicit time-stepping by producing cheaper multigrid cycles. Unfortunately, uniform spatial coarsening results in extremely slow convergence when the wave speed is near zero, even if only locally. We present an adaptive spatial coarsening strategy that addresses this issue for the variable coefficient linear advection equation and the inviscid Burgers equation using first-order explicit or implicit time-stepping methods. Serial numerical results show this method offers significant improvements over uniform coarsening and is convergent for the inviscid Burgers equation with and without shocks. Parallel scaling tests on up to 128K cores indicate that run-time improvements over serial time-stepping strategies are possible when spatial parallelism alone saturates, and that scalability is robust for oscillatory solutions which change on the scale of the grid spacing.

97 MATHEMATICS AND COMPUTING↗

ESD: Ethernet Signal Differentiator [Poster]

Can Machine Learning Algorithms be trained to interpret and decode passively observed Automative Ethernet full-duplex signals without access to the original signals transmitted by either endpoint?

97 - MATHEMATICS AND COMPUTING↗

Research on numerical algorithms for large space structures

Numerical algorithms for analysis and design of large space structures are investigated. The sign algorithm and its application to decoupling of differential equations are presented. The generalized sign algorithm is given and its application to several problems discussed. The Laplace transforms of matrix functions and the diagonalization procedure for a finite element equation are discussed. The diagonalization of matrix polynomials is considered. The quadrature method and Laplace transforms is discussed and the identification of linear systems by the quadrature method investigated.

Denman, E. D.↗

Discrete Control of a Dynamical System with Delay Under Conditions of Uncertainty

In this paper, we present a numerical solution of the discrete control problem for the immune response in an infectious disease under conditions of uncertainty. This problem is described by a nonlinear system of ordinary differential equation with delay. Conditions of uncertainty mean that values of the parameters of the model are unknown and their estimates are corrected by new experimental data. We propose an algorithm that allows one, within the framework of the mathematical model of an infectious disease, to construct the control and to identify parameters. By using the algorithm proposed, we develop treatment programs based on immunotherapy. We show that immunotherapy is an effective treatment for all main forms of disease: acute, chronic, and lethal.

60 APPLIED LIFE SCIENCES↗

Optical rate sensor algorithms

Optical sensors, in particular Charge Coupled Device (CCD) arrays, will be used on Space Station to track stars in order to provide inertial attitude reference. Algorithms are presented to derive attitude rate from the optical sensors. The first algorithm is a recursive differentiator. A variance reduction factor (VRF) of 0.0228 was achieved with a rise time of 10 samples. A VRF of 0.2522 gives a rise time of 4 samples. The second algorithm is based on the direct manipulation of the pixel intensity outputs of the sensor. In 1-dimensional simulations, the derived rate was with 0.07 percent of the actual rate in the presence of additive Gaussian noise with a signal to noise ratio of 60 dB.

Uhde-Lacovara, Jo A.↗

On substructuring algorithms and solution techniques for the numerical approximation of partial differential equations

Substructuring methods are in common use in mechanics problems where typically the associated linear systems of algebraic equations are positive definite. Here these methods are extended to problems which lead to nonpositive definite, nonsymmetric matrices. The extension is based on an algorithm which carries out the block Gauss elimination procedure without the need for interchanges even when a pivot matrix is singular. Examples are provided wherein the method is used in connection with finite element solutions of the stationary Stokes equations and the Helmholtz equation, and dual methods for second-order elliptic equations.

Gunzburger, M. D.↗

Multiobjective Optimization Using a Pareto Differential Evolution Approach

Differential Evolution is a simple, fast, and robust evolutionary algorithm that has proven effective in determining the global optimum for several difficult single-objective optimization problems. In this paper, the Differential Evolution algorithm is extended to multiobjective optimization problems by using a Pareto-based approach. The algorithm performs well when applied to several test optimization problems from the literature.

Madavan, Nateri K.↗

Constrained minimization of smooth functions using a genetic algorithm

The use of genetic algorithms for minimization of differentiable functions that are subject to differentiable constraints is considered. A technique is demonstrated for converting the solution of the necessary conditions for a constrained minimum into an unconstrained function minimization. This technique is extended as a global constrained optimization algorithm. The theory is applied to calculating minimum-fuel ascent control settings for an energy state model of an aerospace plane.

Moerder, Daniel D.↗

On Feedback-Principle Control for Systems with Aftereffect Under Incomplete Phase-Coordinate Data

For a nonlinear system of differential equations with aftereffect, two mutually complement game minimax (maximin) problems for the quality functional are considered. Assuming that a part of phase coordinates of the system is measured (with error) sufficiently frequently, we provide solving algorithms that are stable with respect to the information noise and computational errors. The proposed algorithms are based on the Krasovskii extremal translation principle.

97 MATHEMATICS AND COMPUTING↗

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

Pratt, D. T.↗

On the numeric integration of dynamic attitude equations

We describe new types of numerical integration algorithms developed by the authors. The main aim of the algorithms is to numerically integrate differential equations which evolve on geometric objects, such as the rotation group. The algorithms provide iterates which lie on the prescribed geometric object, either exactly, or to some prescribed accuracy, independent of the order of the algorithm. This paper describes applications of these algorithms to the evolution of the attitude of a rigid body.

Crouch, P. E.↗

The symbolic computation of series solutions to ordinary differential equations using trees (extended abstract)

Algorithms previously developed by the author give formulas which can be used for the efficient symbolic computation of series expansions to solutions of nonlinear systems of ordinary differential equations. As a by product of this analysis, formulas are derived which relate to trees to the coefficients of the series expansions, similar to the work of Leroux and Viennot, and Lamnabhi, Leroux and Viennot.

Grossman, Robert↗

Application of a novel multi-stage signal parameter estimator to high dynamic GPS receivers

The performance of a novel multistage estimator when applied to the estimation of the position, velocity, and acceleration of high dynamic Global Positioning System (GPS) receivers is discussed. For the present application, a two-stage specialization of the more general estimation scheme is considered, wherein the first-stage algorithm is selected to be a modified least-squares algorithm operating upon the differential signal model and referred to as differential least-squares (DLS) and the second stage is simply an extended Kalman filter (EKF). In terms of the threshold on received carrier power-to-noise power spectral density ratio (CNR), when compared to the single-stage EKF algorithm, the DLS-EKF algorithm is about 1.5-2.0 dB better in terms of threshold and outperforms the crossproduct AFC (automatic frequency control) loop by 2-5 dB. For the case when data modulation is present, the proposed scheme provides an improvement of about 6 dB in terms of CNR compared to an earlier approximate MLE (maximum likelihood estimation) scheme. There are also very significant improvements in terms of other performance measures.

Kumar, R.↗

Aspects of Unstructured Grids and Finite-Volume Solvers for the Euler and Navier-Stokes Equations

One of the major achievements in engineering science has been the development of computer algorithms for solving nonlinear differential equations such as the Navier-Stokes equations. In the past, limited computer resources have motivated the development of efficient numerical schemes in computational fluid dynamics (CFD) utilizing structured meshes. The use of structured meshes greatly simplifies the implementation of CFD algorithms on conventional computers. Unstructured grids on the other hand offer an alternative to modeling complex geometries. Unstructured meshes have irregular connectivity and usually contain combinations of triangles, quadrilaterals, tetrahedra, and hexahedra. The generation and use of unstructured grids poses new challenges in CFD. The purpose of this note is to present recent developments in the unstructured grid generation and flow solution technology.

Barth, Timothy J.↗

Electronic representation of wave equation

The Taylor series method for solving differential equations represents a non-traditional way of a numerical solution. Even though this method is not much preferred in the literature, experimental calculations done at the Department of Intelligent Systems of the Faculty of Information Technology of TU Brno have verified that the accuracy and stability of the Taylor series method exceeds the currently used algorithms for numerically solving differential equations. This paper deals with solution of Telegraph equation using modelling of a series small pieces of the wire. Corresponding differential equations are solved by the Modern Taylor Series Method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Unsteady Solution of Non-Linear Differential Equations Using Walsh Function Series

Walsh functions form an orthonormal basis set consisting of square waves. The discontinuous nature of square waves make the system well suited for representing functions with discontinuities. The product of any two Walsh functions is another Walsh function - a feature that can radically change an algorithm for solving non-linear partial differential equations (PDEs). The solution algorithm of non-linear differential equations using Walsh function series is unique in that integrals and derivatives may be computed using simple matrix multiplication of series representations of functions. Solutions to PDEs are derived as functions of wave component amplitude. Three sample problems are presented to illustrate the Walsh function series approach to solving unsteady PDEs. These include an advection equation, a Burgers equation, and a Riemann problem. The sample problems demonstrate the use of the Walsh function solution algorithms, exploiting Fast Walsh Transforms in multi-dimensions (O(Nlog(N))). Details of a Fast Walsh Reciprocal, defined here for the first time, enable inversion of aWalsh Symmetric Matrix in O(Nlog(N)) operations. Walsh functions have been derived using a fractal recursion algorithm and these fractal patterns are observed in the progression of pairs of wave number amplitudes in the solutions. These patterns are most easily observed in a remapping defined as a fractal fingerprint (FFP). A prolongation of existing solutions to the next highest order exploits these patterns. The algorithms presented here are considered a work in progress that provide new alternatives and new insights into the solution of non-linear PDEs.

Gnoffo, Peter A.↗

Application of differential GPS to civil helicopter terminal guidance

NASA is conducting a research program to evaluate differential Global Positioning System (GPS) concepts for civil helicopter navigation. It is pointed out that the civil helicopter community will probably be an early user of GPS because of the unique mission operations in areas where precise navigation aids are not available. Applications with very demanding accuracy requirements are related to remote area search and rescue, offshore oil platform approach, remote area precision landing, and other precise navigation operations. Differential GPS appears to provide a solution for meeting the accuracy requirements involved in the considered operations. The present investigation is concerned with results obtained in three areas studied in connection with the conducted research program. Attention is given to mission-tailored satellite selection, a satellite selection algorithm concept, satellite selection algorithm simulation results, and differential GPS ground station design.

Denaro, R. P.↗