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NASA NTRS1999

Finite Differences and Collocation Methods for the Solution of the Two Dimensional Heat Equation

In this paper we combine finite difference approximations (for spatial derivatives) and collocation techniques (for the time component) to numerically solve the two dimensional heat equation. We employ respectively a second-order and a fourth-order schemes for the spatial derivatives and the discretization method gives rise to a linear system of equations. We show that the matrix of the system is non-singular. Numerical experiments carried out on serial computers, show the unconditional stability of the proposed method and the high accuracy achieved by the fourth-order scheme.

Kouatchou, Jules↗

NASA NTRS1984

An algorithm for maximum likelihood estimation using an efficient method for approximating sensitivities

An algorithm for maximum likelihood (ML) estimation is developed primarily for multivariable dynamic systems. The algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). The method determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort compared with integrating the analytically determined sensitivity equations or using a finite-difference method. Different surface-fitting methods are discussed and demonstrated. Aircraft estimation problems are solved by using both simulated and real-flight data to compare MNRES with commonly used methods; in these solutions MNRES is found to be equally accurate and substantially faster. MNRES eliminates the need to derive sensitivity equations, thus producing a more generally applicable algorithm.

Murphy, P. C.↗

NASA NTRS1980

Initial boundary value problems for the method of lines

This paper treats the stability of the initial boundary value problem for the method of lines applied to hyperbolic and parabolic partial differential equations in one space dimension. The theory treats the case of variable coefficients and allows for very general boundary conditions. Several examples are given which illustrate the theory. The theory is analogous to that developed by Gustafsson, Kreiss, and Sundstrom for finite-difference methods.

Strikwerda, J. C.↗

NASA NTRS1986

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Murphy, P. C.↗

NASA NTRS1982

Implementation of structural response sensitivity calculations in a large-scale finite-element analysis system

The implementation includes a generalized method for specifying element cross-sectional dimensions as design variables that can be used in analytically calculating derivatives of output quantities from static stress, vibration, and buckling analyses for both membrane and bending elements. Limited sample results for static displacements and stresses are presented to indicate the advantages of analytically calclating response derivatives compared to finite difference methods. Continuing developments to implement these procedures into an enhanced version of the system are also discussed.

Giles, G. L.↗

NASA NTRS1982

Implementation of structural response sensitivity calculations in a large-scale finite-element analysis system

The methodology used to implement structural sensitivity calculations into a major, general-purpose finite-element analysis system (SPAR) is described. This implementation includes a generalized method for specifying element cross-sectional dimensions as design variables that can be used in analytically calculating derivatives of output quantities from static stress, vibration, and buckling analyses for both membrane and bending elements. Limited sample results for static displacements and stresses are presented to indicate the advantages of analytically calculating response derivatives compared to finite difference methods. Continuing developments to implement these procedures into an enhanced version of SPAR are also discussed.

Giles, G. L.↗

NASA NTRS1995

Implementation of a multiblock sensitivity analysis method in numerical aerodynamic shape optimization

A multiblock sensitivity analysis method is applied in a numerical aerodynamic shape optimization technique. The Sensitivity Analysis Domain Decomposition (SADD) scheme which is implemented in this study was developed to reduce the computer memory requirements resulting from the aerodynamic sensitivity analysis equations. Discrete sensitivity analysis offers the ability to compute quasi-analytical derivatives in a more efficient manner than traditional finite-difference methods, which tend to be computationally expensive and prone to inaccuracies. The direct optimization procedure couples CFD analysis based on the two-dimensional thin-layer Navier-Stokes equations with a gradient-based numerical optimization technique. The linking mechanism is the sensitivity equation derived from the CFD discretized flow equations, recast in adjoint form, and solved using direct matrix inversion techniques. This investigation is performed to demonstrate an aerodynamic shape optimization technique on a multiblock domain and its applicability to complex geometries. The objectives are accomplished by shape optimizing two aerodynamic configurations. First, the shape optimization of a transonic airfoil is performed to investigate the behavior of the method in highly nonlinear flows and the effect of different grid blocking strategies on the procedure. Secondly, shape optimization of a two-element configuration in subsonic flow is completed. Cases are presented for this configuration to demonstrate the effect of simultaneously reshaping interfering elements. The aerodynamic shape optimization is shown to produce supercritical type airfoils in the transonic flow from an initially symmetric airfoil. Multiblocking effects the path of optimization while providing similar results at the conclusion. Simultaneous reshaping of elements is shown to be more effective than individual element reshaping due to the inclusion of mutual interference effects.

Lacasse, James M.↗

NASA NTRS1986

Optimization methods and silicon solar cell numerical models

The goal of this project is the development of an optimization algorithm for use with a solar cell model. It is possible to simultaneously vary design variables such as impurity concentrations, front junction depth, back junctions depth, and cell thickness to maximize the predicted cell efficiency. An optimization algorithm has been developed and interfaced with the Solar Cell Analysis Program in 1 Dimension (SCAPID). SCAPID uses finite difference methods to solve the differential equations which, along with several relations from the physics of semiconductors, describe mathematically the operation of a solar cell. A major obstacle is that the numerical methods used in SCAPID require a significant amount of computer time, and during an optimization the model is called iteratively until the design variables converge to the value associated with the maximum efficiency. This problem has been alleviated by designing an optimization code specifically for use with numerically intensive simulations, to reduce the number of times the efficiency has to be calculated to achieve convergence to the optimal solution. Adapting SCAPID so that it could be called iteratively by the optimization code provided another means of reducing the cpu time required to complete an optimization. Instead of calculating the entire I-V curve, as is usually done in SCAPID, only the efficiency is calculated (maximum power voltage and current) and the solution from previous calculations is used to initiate the next solution.

Girardini, K.↗

NASA NTRS1987

Reynolds stress closure in jet flows using wave models

Numerical methods were developed that will form the computational part of the turbulence closure scheme. A wave model was developed for the two-dimensional shear layer. This configuration is being used as a test case for the closure schemes. Various numerical schemes were examined to give efficient solutions of the Rayleigh equation for this geometry. These include both spectral and finite difference methods. Secondly, numerical methods are under development to solve the non-separable Rayleigh equation. This solution is required for the closure scheme in more complex geometries. A model problem was used to assist in the algorithm development. Two-dimensional spectral methods and a hybrid spectral/finite difference technique were developed. An analytic solution of the Rayleigh equation for a basic elliptic flow was obtained. This will be used to verify the stability codes developed for arbitrary geometries. Other numerical methods for solving the Rayleigh equation based on the boundary element technique were also examined. These solutions are forming the basis of a model for the shock structure in jets of arbitrary geometry.

Morris, P. J.↗

NASA NTRS1986

Optimization methods and silicon solar cell numerical models

An optimization algorithm for use with numerical silicon solar cell models was developed. By coupling an optimization algorithm with a solar cell model, it is possible to simultaneously vary design variables such as impurity concentrations, front junction depth, back junction depth, and cell thickness to maximize the predicted cell efficiency. An optimization algorithm was developed and interfaced with the Solar Cell Analysis Program in 1 Dimension (SCAP1D). SCAP1D uses finite difference methods to solve the differential equations which, along with several relations from the physics of semiconductors, describe mathematically the performance of a solar cell. A major obstacle is that the numerical methods used in SCAP1D require a significant amount of computer time, and during an optimization the model is called iteratively until the design variables converge to the values associated with the maximum efficiency. This problem was alleviated by designing an optimization code specifically for use with numerically intensive simulations, to reduce the number of times the efficiency has to be calculated to achieve convergence to the optimal solution.

Girardini, K.↗

NASA NTRS1988

Domain decomposition methods for the parallel computation of reacting flows

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors.

Keyes, David E.↗

NASA NTRS1985

An Algorithm for Efficient Maximum Likelihood Estimation and Confidence Interval Determination in Nonlinear Estimation Problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The algorithm was developed for airplane parameter estimation problems but is well suited for most nonlinear, multivariable, dynamic systems. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. The fitted surface allows sensitivity information to be updated at each iteration with a significant reduction in computational effort. MNRES determines the sensitivities with less computational effort than using either a finite-difference method or integrating the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, thus eliminating algorithm reformulation with each new model and providing flexibility to use model equations in any format that is convenient. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. It is observed that the degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. The CR bounds were found to be close to the bounds determined by the search when the degree of nonlinearity was small. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels for the parameter confidence limits. The primary utility of the measure, however, was found to be in predicting the degree of agreement between Cramer-Rao bounds and search estimates.

Murphy, Patrick Charles↗

NASA NTRS1984

Analysis of three-dimensional transonic compressors

A method for computing the three-dimensional transonic flow around the blades of a compressor or of a propeller is given. The method is based on the use of the velocity potential, on the hypothesis that the flow is inviscid, irrotational and isentropic. The equation of the potential is solved in a transformed space such that the surface of the blade is mapped into a plane where the periodicity is implicit. This equation is in a nonconservative form and is solved with the help of a finite difference method using artificial time. A computer code is provided and some sample results are given in order to demonstrate the influence of three-dimensional effects and the blade's rotation.

Bourgeade, A.↗

NASA NTRS1974

The influence of the computational mesh on accuracy for initial value problems with discontinuous or nonunique solutions

Discontinuous, or weak, solutions of the wave equation, the inviscid form of Burgers equation, and the time-dependent, two-dimensional Euler equations are studied. A numerical method of second-order accuracy in two forms, differential and integral, is used to calculate the weak solutions of these equations for several initial value problems, including supersonic flow past a wedge, a double symmetric wedge, and a sphere. The effect of the computational mesh on the accuracy of computed weak solutions including shock waves and expansion phenomena is studied. Modifications to the finite-difference method are presented which aid in obtaining desired solutions for initial value problems in which the solutions are nonunique.

Maccormack, R. W.↗

NASA NTRS1975

Calculation of three-dimensional compressible laminar and turbulent boundary layers. Calculation of three-dimensional compressible boundary layers on arbitrary wings

A very general method for calculating compressible three-dimensional laminar and turbulent boundary layers on arbitrary wings is described. The method utilizes a nonorthogonal coordinate system for the boundary-layer calculations and includes a geometry package that represents the wing analytically. In the calculations all the geometric parameters of the coordinate system are accounted for. The Reynolds shear-stress terms are modeled by an eddy-viscosity formulation developed by Cebeci. The governing equations are solved by a very efficient two-point finite-difference method used earlier by Keller and Cebeci for two-dimensional flows and later by Cebeci for three-dimensional flows.

Cebeci, T.↗

DOE OSTI2024

Numerical analysis of a time discretized method for nonlinear filtering problem with Lévy process observations

Abstract In this paper, we consider a nonlinear filtering model with observations driven by correlated Wiener processes and point processes. We first derive a Zakai equation whose solution is an unnormalized probability density function of the filter solution. Then, we apply a splitting-up technique to decompose the Zakai equation into three stochastic differential equations, based on which we construct a splitting-up approximate solution and prove its half-order convergence. Furthermore, we apply a finite difference method to construct a time semi-discrete approximate solution to the splitting-up system and prove its half-order convergence to the exact solution of the Zakai equation. Finally, we present some numerical experiments to demonstrate the theoretical analysis.

Mathematics↗

NASA NTRS1977

Computation of unsteady transonic flows through rotating and stationary cascades. 1: Method of analysis

A numerical method of solution of the inviscid, compressible, two-dimensional unsteady flow on a blade-to-blade stream surface through a stage (rotor and stator) or a single blade row of an axial flow compressor or fan is described. A cyclic procedure has been developed for representation of adjacent blade-to-blade passages which asymptotically achieves the correct phase between all passages of a stage. A shock-capturing finite difference method is employed in the interior of the passage, and a method of characteristics technique is used at the boundaries. The blade slipstreams form two of the passage boundaries and are treated as moving contact surfaces capable of supporting jumps in entropy and tangential velocity. The Kutta condition is imposed by requiring the slipstreams to originate at the trailing edges, which are assumed to be sharp. Results are presented for several transonic fan rotors and compared with available experimental data, consisting of holographic observations of shock structure and pressure contour maps. A subcritical stator solution is also compared with results from a relaxation method. Finally, a periodic solution for a stage consisting of 44 rotor blades and 46 stator blades is discussed.

Erdos, J. I.↗

NASA NTRS1976

Numerical solution of periodic transonic flow through a fan stage

A numerical method of solution of the inviscid, compressible, two-dimensional unsteady flow on a blade-to-blade stream surface through a stage (rotor and stator), or a single blade row, of an axial flow compressor or fan is described. A cyclic procedure has been developed for representation of adjacent blade-to-blade passages, which asymptotically achieves the correct phase between all passages of a stage. A shock-capturing finite-difference method is employed in the interior of the passage, and a method-of-characteristics technique is used at the boundaries. The blade slipstreams form two of the passage boundaries, and are treated as moving contact surfaces capable of supporting jumps in entropy and tangential velocity. The Kutta condition is imposed by requiring the slipstreams to originate at the trailing edges, which are assumed to be sharp. Results are presented for several transonic fan rotors, and compared with available experimental data consisting of holographic observations of shock structure and pressure contour maps. A subcritical stator solution is also compared with results from a relaxation method. Finally, a periodic solution for a stage consisting of 44 rotor blades and 46 stator blades is discussed.

Erdos, J. I.↗