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This paper demonstrates continuous optimization on the differentiable manifold formed by continuous constraint functions. The first order tensor geodesic differential equation is solved on the manifold in both numerical and closed analytic form for simple nonlinear programs. Advantages and disadvantages with respect to conventional optimization techniques are discussed.
This paper presents a solution to the initialization problem for a system of linear fractional-order differential equations. The scalar problem is considered first, and solutions are obtained both generally and for a specific initialization. Next the vector fractional order differential equation is considered. In this case, the solution is obtained in the form of matrix F-functions. Some control implications of the vector case are discussed. The suggested method of problem solution is shown via an example.
The global asymptotic nonlinear behavior of 1 1 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODES) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDES.
The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDEs.
Semi-analytic reconstruction uses the analytic solution to a second-order, steady, ordinary differential equation (ODE) to simultaneously evaluate the convective and diffusive flux at all interfaces of a finite volume formulation. The second-order ODE is itself a linearized approximation to the governing first- and second- order partial differential equation conservation laws. Thus, semi-analytic reconstruction defines a family of formulations for finite volume interface fluxes using analytic solutions to approximating equations. Limiters are not applied in a conventional sense; rather, diffusivity is adjusted in the vicinity of changes in sign of eigenvalues in order to achieve a sufficiently small cell Reynolds number in the analytic formulation across critical points. Several approaches for application of semi-analytic reconstruction for the solution of one-dimensional scalar equations are introduced. Results are compared with exact analytic solutions to Burger s Equation as well as a conventional, upwind discretization using Roe s method. One approach, the end-point wave speed (EPWS) approximation, is further developed for more complex applications. One-dimensional vector equations are tested on a quasi one-dimensional nozzle application. The EPWS algorithm has a more compact difference stencil than Roe s algorithm but reconstruction time is approximately a factor of four larger than for Roe. Though both are second-order accurate schemes, Roe s method approaches a grid converged solution with fewer grid points. Reconstruction of flux in the context of multi-dimensional, vector conservation laws including effects of thermochemical nonequilibrium in the Navier-Stokes equations is developed.
A new class of linear multistep methods for numerical integration of differential equations is reported that permits satellite computation solutions to be corrected at certain points in the past as the integration advances in time. Algorithms have been developed for the solution of both first- and second-order differential equations. The back correction method appears to be more efficient than classical methods when dominant and perturbing forces can be separated.
The azimuthal-invariant, three-dimensional cylindrical, incompressible Navier-Stokes equations are solved to steady state for a finite-length, physically realistic model. The numerical method relies on an alternating-direction implicit scheme that is formally second-order accurate in space and first-order accurate in time. The equations are linearized and uncoupled by evaluating variable coefficients at the previous time iteration. Wall grid clustering is provided by a Roberts transformation in radial and axial directions. A vorticity-velocity formulation is found to be preferable to a vorticity-streamfunction approach. Subject to no-slip, Dirichlet boundary conditions, except for the inner cylinder rotation velocity (impulsive start-up) and zero-flow initial conditions, nonturbulent solutions are obtained for sub- and supercritical Reynolds numbers of 100 to 400 for a finite geometry where R(outer)/R(inner) = 1.5, H/R(inner) = 0.73, and H/Delta-R = 1.5. An axially-stretched model solution is shown to asymptotically approach the one-dimensional analytic Couette solution at the cylinder midheight. Flowfield change from laminar to Taylor-vortex flow is discussed as a function of Reynolds number. Three-dimensional velocities, vorticity, and streamfunction are presented via two-dimensional graphs and three-dimensional surface and contour plots.
The equations of motion for a flexible vehicle capable of arbitrary translational and rotational motions in inertial space accompanied by small elastic deformations are derived in an unabridged form. The vehicle is idealized as consisting of a single rigid body with an ensemble of mass particles interconnected by massless elastic structure. The internal elastic restoring forces are quantified in terms of a stiffness matrix. A transformation and truncation of elastic degrees of freedom is made in the interest of numerical integration efficiency. Deformation dependent terms are partitioned into a hierarchy of significance. The final set of motion equations are brought to a fully assembled first order form suitable for direct digital implementation. A FORTRAN program implementing the equations is given and its salient features described.
Sensitivity analysis is a technique for determining derivatives of system responses with respect to design parameters. Among many methods available for sensitivity analysis, automatic differentiation has been proven through many applications in fluid dynamics and structural mechanics to be an accurate and easy method for obtaining derivatives. Nevertheless, the method can be computational expensive and can require a high memory space. This project will apply an automatic differentiation tool, ADIFOR, to a p-version finite element code to obtain first- and second- order then-nal derivatives, respectively. The focus of the study is on the implementation process and the performance of the ADIFOR-enhanced codes for sensitivity analysis in terms of memory requirement, computational efficiency, and accuracy.
Multi-dimensional upwind-differencing schemes for the Euler equations are reviewed. On the basis of the first-order upwind scheme for a one-dimensional convection equation, the two approaches to upwind differencing are discussed: the fluctuation approach and the finite-volume approach. The usual extension of the finite-volume method to the multi-dimensional Euler equations is not entirely satisfactory, because the direction of wave propagation is always assumed to be normal to the cell faces. This leads to smearing of shock and shear waves when these are not grid-aligned. Multi-directional methods, in which upwind-biased fluxes are computed in a frame aligned with a dominant wave, overcome this problem, but at the expense of robustness. The same is true for the schemes incorporating a multi-dimensional wave model not based on multi-dimensional data but on an 'educated guess' of what they could be. The fluctuation approach offers the best possibilities for the development of genuinely multi-dimensional upwind schemes. Three building blocks are needed for such schemes: a wave model, a way to achieve conservation, and a compact convection scheme. Recent advances in each of these components are discussed; putting them all together is the present focus of a worldwide research effort. Some numerical results are presented, illustrating the potential of the new multi-dimensional schemes.
A simulation system, ROCETS, was designed and developed to allow cost-effective computer predictions of liquid rocket engine transient performance. The system allows a user to generate a simulation of any rocket engine configuration using component modules stored in a library through high-level input commands. The system library currently contains 24 component modules, 57 sub-modules and maps, and 33 system routines and utilities. FORTRAN models from other sources can be operated in the system upon inclusion of interface information on comment cards. Operation of the simulation is simplified for the user by run, execution, and output processors. The simulation system makes available steady-state trim balance, transient operation, and linear partial generation. The system utilizes a modern equation solver for efficient operation of the simulations. Transient integration methods include integral and differential forms for the trapezoidal, first order Gear, and second order Gear corrector equations. A detailed technology test bed engine (TTBE) model was generated to be used as the acceptance test of the simulation system. The general level of model detail was that reflected in the Space Shuttle Main Engine DTM. The model successfully obtained steady-state balance in main stage operation and simulated throttle transients, including engine starts and shutdown. A NASA FORTRAN control model was obtained, ROCETS interface installed in comment cards, and operated with the TTBE model in closed-loop transient mode.
One set of calculations was performed using the first order, time dependent turbulent boundary layer equations, and extended earlier work by Nash and Patel to a wider range of flows. Another set of calculations was performed for laminar flow using the time dependent Navier-Stokes equations. The results of the calculations confirm previous conclusions concerning the existence of a regime of unseparated flow, containing an embedded region of reversal, which is accessible to first order boundary layer theory. However, certain doubts are cast on the precise nature of the events which accompany the eventual breakdown of the theory due to singularity onset. The earlier view that the singularity appears as the final event in a sequence involving rapid thickening of the boundary layer and the formation of a localized region of steep gradients is called into question by the present results. It appears that singularity onset is not necessarily preceded by rapid boundary layer thickening, or even necessarily produces immediate thickening.
To support technology development for future long-term missions, a metabolic simulator will be used in a closed chamber to test the functions of a Controlled Ecological Life Support System (CELSS). Methyl acetate (MA) was selected as the fuel because its metabolic respiratory quotient is near that of humans. A kinetic study of the catalytic oxidation of MA over Pt/Al203 was then conducted to support the design and operation of the simulator. Kinetic data were obtained as a conversion percentage of MA versus retention time. The reaction was studied at one atmosphere and temperatures from 220 to 340 deg. C. The inlet MA concentration was varied from 100 to 2000 ppm with retention times from 0.01 to 10 sec. A first-order rate law and a Langmuir-Hinshelwood rate equation were tested by nonlinear regression of the kinetic data to estimate rate constants in the rate law. Regression results of the L-H equation explain the kinetic data better than the results of the first-order rate law. A Taguchi experimental design was used to study the effects of temperature, retention time, and concentrations of MA, CO2, and O2 on the conversion of MA. Results indicate that temperature has greatest effect, followed by retention time, and finally MA concentration. It was further determined that the effects of CO2 and O2 concentrations, and the cross effects, are negligible.
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.
During the courses of a day, the Mars Observer spacecraft will acquire globally distributed profiles of the martian atmosphere. It is highly desirable that this data be assembled into synoptic weather maps (complete specifications of the atmospheric pressure, temperature, and winds at a given time), which can in turn be used as starting points in the study of many meteorological phenomena. Unfortunately, the special nature of the Mars Observer data presents several challenges above and beyond the usual difficult problem of data initialization. Mars Observer atmospheric data will consist almost exclusively of asynoptic vertical profiles of temperatures (or radiances) and pressures, whereas winds are generally in balance with horizontal gradients of these quantities (which will not be observed). It will therefore be necessary to resort to dynamical models to analyze the wind fields. As a rule, data assimilation into atmospheric models can result in the generation of spurious gravity waves, so special steps must be taken to suppress these. In addition, the asynoptic nature of the data will require a four-dimensional (space and time) data assimilation scheme. The problem is to find a full set of meteorological fields (winds and temperatures) such that, when marched forward in time in the model, they achieve a best fit (in the weighted least-squares sense) to the data. The proposed solution is to develop a model especially for the Mars Observer data assimilation problem. Gravity waves are filtered from the model by eliminating all divergence terms from the prognostic divergence equation. This leaves a diagnostic gradient wind relation between the rotational wind and the temperature field. The divergent wind is diagnosed as the wind required to maintain the gradient wind balance in the presence of the diabatic heating. The primitive equations of atmospheric dynamics (with three principal dependent variables) are thus reduced to a simpler system with a single prognostic equation for temperature - the variable that will be best observed. (This balance system was apparently first derived by Charney as a first-order Rossby number expansion of the equations of motion). Experience with a full primitive equation model of the martian atmosphere indicates that a further simplification is possible: at least for short-term integrations, the model can be linearized about the zonally symmetric basic state.
The (3 + 1) dyadic formalism for timelike congruences is applied to derive interior solutions for stationary, axisymmetric, rigidly rotating bodies. In this approach the mathematics is formulated in terms of three-space-covariant, first-order, vector-dyadic, differential equations for a and Omega, the acceleration and angular velocity three-vectors of the rigid body; for T, the stress dyadic of the matter; and for A and B, the 'electric' and 'magnetic' Weyl curvature dyadics which describe the gravitational field. It is shown how an appropriate ansatz for the forms of these dyadics can be used to discover exact rotating interior solutions such as the perfect fluid solution first published in 1968. By incorporating anisotropic stresses, a generalization is found of that previous solution and, in addition, a very simple new solution that can only exist in toroidal configurations.
A typical eddy box model for the second-order closure of turbulent, multispecies, reacting flows developed. The model structure was quite general and was valid for an arbitrary number of species. For the case of a reaction involving three species, the nine model parameters were determined from equations for nine independent first- and second-order correlations. The model enabled calculation of any higher-order correlation involving mass fractions, temperatures, and reaction rates in terms of first- and second-order correlations. Model predictions for the reaction rate were in very good agreement with exact solutions of the reaction rate equations for a number of assumed flow distributions.
When constructing an algorithm for the numerical integration of a differential equation, one must first convert the known ordinary differential equation (ODE), which is defined at a point, into an ordinary difference equation (O(delta)E), which is defined over an interval. Asymptotic, generalized, midpoint, and trapezoidal, O(delta)E algorithms are derived for a nonlinear first order ODE written in the form of a linear ODE. The asymptotic forward (typically underdamped) and backward (typically overdamped) integrators bound these midpoint and trapezoidal integrators, which tend to cancel out unwanted numerical damping by averaging, in some sense, the forward and backward integrations. Viscoplasticity presents itself as a system of nonlinear, coupled first-ordered ODE's that are mathematically stiff, and therefore, difficult to numerically integrate. They are an excellent application for the asymptotic integrators. Considering a general viscoplastic structure, it is demonstrated that one can either integrate the viscoplastic stresses or their associated eigenstrains.