Numerical procedures for roll stability studies
Numerical procedure for performing roll stability analyses of Saturn space vehicles
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High-Order Implicit-Explicit Multi-Block Time-stepping Method for Hyperbolic PDEs
This work seeks to explore and improve the current time-stepping schemes used in computational fluid dynamics (CFD) in order to reduce overall computational time. A high-order scheme has been developed using a combination of implicit and explicit (IMEX) time-stepping Runge-Kutta (RK) schemes which increases numerical stability with respect to the time step size, resulting in decreased computational time. The IMEX scheme alone does not yield the desired increase in numerical stability, but when used in conjunction with an overlapping partitioned (multi-block) domain significant increase in stability is observed. To show this, the Overlapping-Partition IMEX (OP IMEX) scheme is applied to both one-dimensional (1D) and two-dimensional (2D) problems, the nonlinear viscous Burger's equation and 2D advection equation, respectively. The method uses two different summation by parts (SBP) derivative approximations, second-order and fourth-order accurate. The Dirichlet boundary conditions are imposed using the Simultaneous Approximation Term (SAT) penalty method. The 6-stage additive Runge-Kutta IMEX time integration schemes are fourth-order accurate in time. An increase in numerical stability 65 times greater than the fully explicit scheme is demonstrated to be achievable with the OP IMEX method applied to 1D Burger's equation. Results from the 2D, purely convective, advection equation show stability increases on the order of 10 times the explicit scheme using the OP IMEX method. Also, the domain partitioning method in this work shows potential for breaking the computational domain into manageable sizes such that implicit solutions for full three-dimensional CFD simulations can be computed using direct solving methods rather than the standard iterative methods currently used.
Nielsen, Tanner B.↗
The stability of numerical boundary treatments for compact high-order finite-difference schemes
The stability characteristics of various compact fourth and sixth order spatial operators are assessed using the theory of Gustafsson, Kreiss and Sundstrom (G-K-S) for the semi-discrete Initial Boundary Value Problem (IBVP). These results are then generalized to the fully discrete case using a recently developed theory of Kreiss. In all cases, favorable comparisons are obtained between the G-K-S theory, eigenvalue determination, and numerical simulation. The conventional definition of stability is then sharpened to include only those spatial discretizations that are asymptotically stable. It is shown that many of the higher order schemes which are G-K-S stable are not asymptotically stable. A series of compact fourth and sixth order schemes, which are both asymptotically and G-K-S stable for the scalar case, are then developed.
Carpenter, Mark H.↗
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.↗
Stability of multistep methods in numerical integration
Stability of multistep methods in numerical integration
STABILITY↗
Stability of numerical integration techniques for transient rotor dynamics
A finite element model of a rotor bearing system was analyzed to determine the stability limits of the forward, backward, and centered Euler; Runge-Kutta; Milne; and Adams numerical integration techniques. The analysis concludes that the highest frequency mode determines the maximum time step for a stable solution. Thus, the number of mass elements should be minimized. Increasing the damping can sometimes cause numerical instability. For a uniform shaft, with 10 mass elements, operating at approximately the first critical speed, the maximum time step for the Runge-Kutta, Milne, and Adams methods is that which corresponds to approximately 1 degree of shaft movement. This is independent of rotor dimensions.
Kascak, A. F.↗
The use of the modified Cholesky decomposition in divergence and classification calculations
This report analyzes the use of the modified Cholesky decomposition technique as applied to the feature selection and classification algorithms used in the analysis of remote sensing data (e.g., as in LARSYS). This technique is approximately 30% faster in classification and a factor of 2-3 faster in divergence, as compared with LARSYS. Also numerical stability and accuracy are slightly improved. Other methods necessary to deal with numerical stability problems are briefly discussed.
Van Rooy, D. L.↗
A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study
The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.
Thornton, C. L.↗
Numerical Dissipation and Wrong Propagation Speed of Discontinuities for Stiff Source Terms
In compressible turbulent combustion/nonequilibrium flows, the constructions of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and (b) obtaining correct propagation speed of discontinuities for stiff reacting terms on coarse grids share one important ingredient - minimization of numerical dissipation while maintaining numerical stability. Here coarse grids means standard mesh density requirement for accurate simulation of typical non-reacting flows. This dual requirement to achieve both numerical stability and accuracy with zero or minimal use of numerical dissipation is most often conflicting for existing schemes that were designed for non-reacting flows. The goal of this paper is to relate numerical dissipations that are inherited in a selected set of high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities for two representative stiff detonation wave problems.
Yee, H. C.↗
Numerical Dissipation and Wrong Propagation Speed of Discontinuities for Stiff Source Terms
In compressible turbulent combustion/nonequilibrium flows, the constructions of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and (b) obtaining correct propagation speed of discontinuities for stiff reacting terms on coarse grids share one important ingredient - minimization of numerical dissipation while maintaining numerical stability. Here coarse grids means standard mesh density requirement for accurate simulation of typical non-reacting flows. This dual requirement to achieve both numerical stability and accuracy with zero or minimal use of numerical dissipation is most often conflicting for existing schemes that were designed for non-reacting flows. The goal of this paper is to relate numerical dissipations that are inherited in a selected set of high order shock-capturing schemes with the onset of wrong propagation speed of discontinuities as a function of stiffness of the source term and the grid spacing.
Yee, H. C.↗
On the stability of numerical integration routines.
Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.
Glover, K.↗
On the stability of numerical integration routines for ordinary differential equations.
Numerical integration methods for the solution of initial value problems for ordinary vector differential equations may be modelled as discrete time feedback systems. The stability criteria discovered in modern control theory are applied to these systems and criteria involving the routine, the step size and the differential equation are derived. Linear multistep, Runge-Kutta, and predictor-corrector methods are all investigated.
Glover, K.↗
Stable and verifiable state estimation methods and systems with spacecraft applications
The stability of a recursive estimator process (e.g., a Kalman filter is assured for long time periods by periodically resetting an error covariance P(t.sub.n) of the system to a predetermined reset value P.sub.r. The recursive process is thus repetitively forced to start from a selected covariance and continue for a time period that is short compared to the system's total operational time period. The time period in which the process must maintain its numerical stability is significantly reduced as is the demand on the system's numerical stability. The process stability for an extended operational time period T.sub.o is verified by performing the resetting step at the end of at least one reset time period T.sub.r whose duration is less than the operational time period T.sub.o and then confirming stability of the process over the reset time period T.sub.r. Because the recursive process starts from a selected covariance at the beginning of each reset time period T.sub.r, confirming stability of the process over at least one reset time period substantially confirms stability over the longer operational time period T.sub.o.
Li, Rongsheng↗
A discontinuous Galerkin spectral element method for compressible reacting flows
High-order methods have recently been shown to be an effective tool for high-fidelity flow computations like direct numerical simulations and large-eddy simulations because of their strong balance between accuracy and computational cost. In this work, a high-order discontinuous Galerkin spectral element method (DGSEM) is developed to solve the chemically reacting Navier-Stokes equations. To handle the disparate length and time scales associated with these equations, we develop a novel method which combines the spectral accuracy of the SEM with the flexibility of the DG approach. The framework, implemented in the spectral element code Nek5000, is well suited to capture turbulence in smooth regions of the flow, while maintaining numerical stability in the presence of shocks. An entropy-residual based artificial viscosity is added to smooth shocked regions of flow, and a positivity-preserving limiter is implemented to suppress non-physical oscillations. These enhancements support the numerical stability of the hydrodynamic sub-step, which is decoupled from the chemistry integration through a second-order operator splitting method. Here, a series of smooth and discontinuous validation cases are presented in increasing physical and computational complexity for both inviscid and viscous flows. In particular, simulations of canonical one-dimensional and two-dimensional detonations are performed, and the high-order numerical results are validated against available literature data. Additional validation studies are carried out for classical three-dimensional numerical simulations of incompressible and compressible turbulent flows.
Compressible reacting flows↗
Multiply scaled constrained nonlinear equation solvers
To improve the numerical stability of nonlinear equation solvers, a partitioned multiply scaled constraint scheme is developed. This scheme enables hierarchical levels of control for nonlinear equation solvers. To complement the procedure, partitioned convergence checks are established along with self-adaptive partitioning schemes. Overall, such procedures greatly enhance the numerical stability of the original solvers. To demonstrate and motivate the development of the scheme, the problem of nonlinear heat conduction is considered. In this context the main emphasis is given to successive substitution-type schemes. To verify the improved numerical characteristics associated with partitioned multiply scaled solvers, results are presented for several benchmark examples.
Padovan, Joe↗
Comparison of Factorization-Based Filtering for Landing Navigation
This paper develops and analyzes methods for fusing inertial navigation data with external data, such as data obtained from an altimeter and a star camera. The particular filtering techniques are based upon factorized forms of the Kalman filter, specifically the UDU and Cholesky factorizations. The factorized Kalman filters are utilized to ensure numerical stability of the navigation solution. Simulations are carried out to compare the performance of the different approaches along a lunar descent trajectory using inertial and external data sources. It is found that the factorized forms improve upon conventional filtering techniques in terms of ensuring numerical stability for the investigated landing navigation scenario.
McCabe, James S.↗
A Strassen-Newton algorithm for high-speed parallelizable matrix inversion
Techniques are described for computing matrix inverses by algorithms that are highly suited to massively parallel computation. The techniques are based on an algorithm suggested by Strassen (1969). Variations of this scheme use matrix Newton iterations and other methods to improve the numerical stability while at the same time preserving a very high level of parallelism. One-processor Cray-2 implementations of these schemes range from one that is up to 55 percent faster than a conventional library routine to one that is slower than a library routine but achieves excellent numerical stability. The problem of computing the solution to a single set of linear equations is discussed, and it is shown that this problem can also be solved efficiently using these techniques.
Bailey, David H.↗
Oscillations and stability of numerical solutions of the heat conduction equation
The mathematical model and results of numerical solutions are given for the one dimensional problem when the linear equations are written in a rectangular coordinate system. All the computations are easily realizable for two and three dimensional problems when the equations are written in any coordinate system. Explicit and implicit schemes are shown in tabular form for stability and oscillations criteria; the initial temperature distribution is considered uniform.
Kozdoba, L. A.↗