Study on determining stability domains for nonlinear dynamical systems Final report 1 May 1966 - 1 Feb. 1967
Numerical procedure for determining stability domains in nonlinear dynamical systems
NUMERICAL ANALYSIS↗
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Physics-based adaptivity of a spectral method for the Vlasov–Poisson equations based on the asymmetrically-weighted Hermite expansion in velocity space
We propose a spectral method for the 1D-1V Vlasov–Poisson system where the discretization in velocity space is based on asymmetrically-weighted Hermite functions, dynamically adapted via a scaling α and shifting u of the velocity variable. Specifically, at each time instant an adaptivity criterion selects new values of α and u based on the numerical solution of the discrete Vlasov–Poisson system obtained at that time step. Once the new values of the Hermite parameters α and u are fixed, the Hermite expansion is updated and the discrete system is further evolved for the next time step. The procedure is applied iteratively over the desired temporal interval. The key aspects of the adaptive algorithm are: the map between approximation spaces associated with different values of the Hermite parameters that preserves total mass, momentum and energy; and the adaptivity criterion to update α and u based on physics considerations relating the Hermite parameters to the average velocity and temperature of each plasma species. For the discretization of the spatial coordinate, we rely on Fourier functions and use the implicit midpoint rule for time stepping. The resulting numerical method possesses intrinsically the property of fluid-kinetic coupling, where the low-order terms of the expansion are akin to the fluid moments of a macroscopic description of the plasma, while kinetic physics is retained by adding more spectral terms. Moreover, the scheme features conservation of total mass, momentum and energy associated in the discrete, for periodic boundary conditions. A set of numerical experiments confirms that the adaptive method outperforms the non-adaptive one in terms of accuracy and stability of the numerical solution.
97 MATHEMATICS AND COMPUTING↗
Beyond Limber: efficient computation of angular power spectra for galaxy clustering and weak lensing
Angular two-point statistics of large-scale structure observables are important cosmological probes. To reach the high accuracy required by the statistical precision of future surveys, some of these statistics may need to be computed without the commonly employed Limber approximation; the exact computation however requires integration over Bessel functions, and a brute-force evaluation is slow to converge. Here, we present a new method based on our generalized FFTLog algorithm for the efficient computation of angular power spectra beyond the Limber approximation. The new method significantly simplifies the calculation and improves the numerical speed and stability. It is easily extended to handle integrals involving derivatives of Bessel functions, making it equally applicable to numerically more challenging cases such as contributions from redshift-space distortions and Doppler effects. We implement our method for galaxy clustering and galaxy-galaxy lensing power spectra. We find that using the Limber approximation for galaxy clustering in future analyses like LSST Year 1 and DES Year 6 may cause significant biases in cosmological parameters, indicating that going beyond the Limber approximation is necessary for these analyses.
weak gravitational lensing↗
A Review on Artificial Intelligence for Grid Stability Assessment
Artificial intelligence provides a convenient route for power grid stability assessment. Compared with simulation-based approaches, artificial intelligence can potentially save time on model development and numerical computation in stability assessment. This paper first reviewed existing literature on using artificial intelligence for power grid stability assessment. Then a machine-leaning-based tool is presented and developed to assess power grid transient stability, frequency stability, and small signals stability. Test results verified the accuracy and effectiveness of the AI tool for power grid stability assessment.
You, Shutang↗
A Review on Artificial Intelligence (AI) for Stability Assessment: Preprint
Artificial intelligence provides a convenient route for power grid stability assessment. Compared with simulation-based approaches, artificial intelligence can potentially save time on model development and numerical computation in stability assessment. This paper first reviewed existing literature on using artificial intelligence for power grid stability assessment. Then a machine-leaning-based tool is presented and developed to assess power grid transient stability, frequency stability, and small-signal stability. Test results verified the accuracy and effectiveness of the artificial intelligence tool for power grid stability assessment.
artificial intelligence↗
Influence of exit impedance on finite difference solutions of transient acoustic mode propagation in ducts
The time-dependent governing acoustic-difference equations and boundary conditions are developed and solved for sound propagation in an axisymmetric (cylindrical) hard-wall duct without flow and with spinning acoustic modes. The analysis begins with a harmonic sound source radiating into a quiescent duct. This explicit iteration method then calculates stepwise in real time to obtain the steady solutions of the acoustic field. The transient method did not converge to the steady-state solution for cutoff acoustic duct modes. This has implications as to its use in a variable-area duct, where modes may become cutoff in the smal-area portion of the duct. For single cutoff mode propagation the steady-state impedance boundary condition produced acoustic reflections during the initial transient that caused finite instabilities in the numerical calculations. The stability problem is resolved by reformulating the exit boundary condition. Example calculations show good agreement with exact analytical and numerical results for forcing frequencies above, below, and nearly at the cutoff frequency.
Baumeister, K. J.↗
Energy management during the space shuttle transition.
An approach to calculating optimal, gliding flight paths of the type associated with the space shuttle's transition from entry to cruising flight is presented. Kinetic energy and total energy (per unit weight) replace velocity and time in the dynamic equations, reducing the dimension and complexity of the problem. The capability for treating integral and terminal penalties (as well as Mach number effects) is retained in the numerical optimization; hence, stability and control boundaries can be observed as trajectories to the desired final energy, flight path angle, and range are determined. Numerical results show that the 'jump' to the 'front-side of the L/D curve' need not be made until the end of the transition and that the dynamic model provides a conservative range estimate. Alternatives for real-time trajectory control are discussed.
Stengel, R. F.↗
Energy management during the space shuttle transition
An approach to calculating optimal, gliding flight paths of the type associated with the space shuttle's transition from entry to cruising flight is presented. Kinetic energy and total energy (per unit weight) replace velocity and time in the dynamic equations, reducing the dimension and complexity of the problem. The capability for treating integral and terminal penalties (as well as Mach number effects) is retained in the numerical optimization; hence, stability and control boundaries can be observed as trajectories to the desired final energy, flight path angle, and range are determined. Numerical results show that the jump to the front-side of the L/D curve need not be made until the end of the transition and that the dynamic model provides a conservative range estimate. Alternatives for real time trajectory control are discussed.
Stengel, R. F.↗
Low-dissipation centred schemes for hyperbolic equations in conservative and non-conservative form
We propose a one-parameter family of low-dissipation centred numerical schemes for solving hyperbolic equations in conservative or non-conservative form, using finite volume or discontinuous Galerkin finite element methods. The new schemes spring out from the multi-dimensional FORCE method and are determined by a single parameter α ≥ 1. Given an increasing sequence of real numbers 1 ≤ α 1 < α 2 < . . . < α K , there corresponds a sequence of numerical schemes with stability restriction associated to a decreasing sequence of Courant numbers 1 > c 1 > c 2 > . . . > c K > 0 and a decreasing sequence of corresponding numerical viscosity functions d 1 > d 2 > . . . > d K . For a given Courant number c k ≤ 1 there is a real number α k > 0 and a corresponding stable scheme with minimal numerical viscosity d k . The proposed schemes suit very well the family of high-order discontinuous Galerkin finite element methods and the recently proposed class of ADER-TR schemes, whose orders of accuracy define decreasing sequences of Courant numbers, as the order of accuracy increases. The centred methods of this paper are stable in 2D and 3D in the frame of simultaneous updating formulae, unlike other centred methods, such as 1D FORCE, which are not. Furthermore, the schemes are highly accurate for slowly-moving waves, which is precisely the kind of waves that traditional centred methods smear disastrously. Additional features of the proposed schemes include ease of implementation and applicability to any hyperbolic system either in conservative or non-conservative form. Here, the proposed schemes are analysed and computationally assessed through a suite of test problems for a linear model system, for the Euler equations in one and two space dimensions, and for the Baer-Nunziato equations for compressible two-phase flow.
97 MATHEMATICS AND COMPUTING↗
Stable and unstable supersonic stagnation of an axisymmetric rotating magnetized plasma
The Naval Research Laboratory ‘Mag Noh problem’, described in this paper, is a self-similar magnetized implosion flow, which contains a fast magnetohydrodynamic (MHD) outward propagating shock of constant velocity. We generalize the classic Noh ( OSTI Tech. Rep. 577058, 1983) problem to include azimuthal and axial magnetic fields as well as rotation. Our family of ideal MHD solutions is five parametric, each solution having its own self-similarity index, gas gamma, magnetization, the ratio of axial to the azimuthal field and rotation. While the classic Noh problem must have a supersonic implosion velocity to create a shock, our solutions have an interesting three-parametric special case with zero initial velocity in which magnetic tension, instead of implosion flow, creates the shock at $t=0+$ . Our self-similar solutions are indeed realized when we solve the initial value MHD problem with the finite volume MHD code Athena. We numerically investigated the stability of these solutions and found both stable and unstable regions in parameter space. Stable solutions can be used to test the accuracy of numerical codes. Unstable solutions have also been widely used to test how codes reproduce linear growth, transition to turbulence and the practically important effects of mixing. Now we offer a family of unstable solutions featuring all three elements relevant to magnetically driven implosions: convergent flow, magnetic field and a shock wave.
Mechanics↗
Estimation of the Water Table Position in Unconfined Aquifers with MODFLOW 6
Abstract The numerical estimation of the position of the water table in unconfined aquifers is important for many practical applications. Its determination through observations or analytical methods is restricted to a few cases. Therefore, it is often estimated through numerical simulations, which may be affected by numerical artifacts and/or poor stability. We use MODFLOW to estimate the position of the water table for a seemingly simple example problem and demonstrate difficulties that can be faced when performing this kind of numerical simulation. We explain the causes for the numerical challenges that originate from the properties of the mathematical equations that must be solved. Based on the results of more than 600 steady‐state simulations, we show how the stability of the numerical solution can be affected by the values of physical parameters that define the problem (e.g., recharge rate, anisotropy ratio, and other parameters that control the numerical algorithm such as settings of the linear and nonlinear solution methods). Finally, we comment on some best practices to apply numerical simulations to estimate the water table position.
Geology↗
Numerical Simulation And Experimental Investigation Of The Lift-Off And Blowout Of Enclosed Laminar Flames
Enclosed flames are found in many industrial applications such as power plants, gas-turbine combustors and jet engine afterburners. A better understanding of the burner stability limits can lead to development of combustion systems that extend the lean and rich limits of combustor operations. This paper reports a fundamental study of the stability limits of co-flow laminar jet diffusion flames. A numerical study was conducted that used an adaptive mesh refinement scheme in the calculation. Experiments were conducted in two test rigs with two different fuels and diluted with three inert species. The numerical stability limits were compared with microgravity experimental data. Additional normal-gravity experimental results were also presented.
Venuturmilli, Rajasekhar↗
A robust framework for frictional fault contact in geological formations using a stabilized augmented Lagrangian approach
Numerical simulations are essential to evaluate the performance and safety of engineered subsurface systems such as geological carbon storage sites, enhanced geothermal fields, and oil and gas reservoirs. A key challenge lies in accurately modeling the frictional contact behavior along fault surfaces. This problem involves inequality constraints that arise from the physics of frictional slip, requiring specialized numerical methods to handle the resulting highly nonlinear and path-dependent behavior. Here, in this work, we address this challenge using an Augmented Lagrangian Method (ALM) implemented via the Uzawa algorithm. The formulation employs mixed finite element spaces, combining low-order piecewise linear displacements within the 3D domain cells with piecewise constant tractions defined on the fault surfaces. Furthermore, to ensure stability and satisfy the inf-sup condition, the discrete displacement space is enriched with face bubble functions on both sides of the contact interfaces. This approach offers several advantages over other stabilization techniques that rely on additional terms, and it integrates naturally in the Uzawa framework.
58 GEOSCIENCES↗
A positive and entropy-satisfying finite volume scheme for the Baer–Nunziato model
We present a relaxation scheme for approximating the entropy dissipating weak solutions of the Baer–Nunziato two-phase flow model. This relaxation scheme is straightforwardly obtained as an extension of the relaxation scheme designed in for the isentropic Baer–Nunziato model and consequently inherits its main properties. To our knowledge, this is the only existing scheme for which the approximated phase fractions, phase densities and phase internal energies are proven to remain positive without any restrictive condition other than a classical fully computable CFL condition. For ideal gas and stiffened gas equations of state, real values of the phasic speeds of sound are also proven to be maintained by the numerical scheme. It is also the only scheme for which a discrete entropy inequality is proven, under a CFL condition derived from the natural sub-characteristic condition associated with the relaxation approximation. This last property, which ensures the non-linear stability of the numerical method, is satisfied for any admissible equation of state. We provide a numerical study for the convergence of the approximate solutions towards some exact Riemann solutions. The numerical simulations show that the relaxation scheme compares well with two of the most popular existing schemes available for the Baer–Nunziato model, namely Schwendeman–Wahle–Kapila's Godunov-type scheme and Tokareva–Toro's HLLC scheme . The relaxation scheme also shows a higher precision and a lower computational cost (for comparable accuracy) than a standard numerical scheme used in the nuclear industry, namely Rusanov's scheme. Finally, we assess the good behavior of the scheme when approximating vanishing phase solutions.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
Stability of exact solutions of the (2 + 1)-dimensional nonlinear Schrödinger equation with arbitrary nonlinearity parameter κ
In this work, we consider the nonlinear Schrödinger equation (NLSE) in 2+1 dimensions with arbitrary nonlinearity exponent κ in the presence of an external confining potential. Exact solutions to the system are constructed, and their stability as we increase the 'mass' (i.e., the L 2 norm) and the nonlinearity parameter κ is explored. Here we observe both theoretically and numerically that the presence of the confining potential leads to wider domains of stability over the parameter space compared to the unconfined case. Our analysis suggests the existence of a stable regime of solutions for all κ as long as their mass is less than a critical value M*(κ). Furthermore, we find that there are two different critical masses, one corresponding to width perturbations and the other one to translational perturbations. The results of Derrick's theorem are also obtained by studying the small amplitude regime of a four-parameter collective coordinate (4CC) approximation. A numerical stability analysis of the NLSE shows that the instability curve M*(κ) versus κ lies below the two curves found by Derrick's theorem and the 4CC approximation. In the absence of the external potential, κ = 1 demarcates the separation between the blowup regime and the stable regime. In this 4CC approximation, for κ < 1, when the mass is above the critical mass for the translational instability, quite complicated motions of the collective coordinates are possible. Energy conservation prevents the blowup of the solution as well as confines the center of the solution to a finite spatial domain. We call this regime the 'frustrated' blowup regime and give some illustrations. In an appendix, we show how to extend these results to arbitrary initial ground state solution data and arbitrary spatial dimension d.
72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗
Stability theory of multistep methods
Numerical solution of differential equations using predictor-corrector multistep methods for stability theory
STABILITY↗
Overcoming element quality dependence of finite elements with adaptive extended stencil FEM (AES‐FEM)
Summary The finite element methods (FEMs) are important techniques in engineering for solving partial differential equations, but they depend heavily on element shape quality for stability and good performance. In this paper, we introduce the Adaptive Extended Stencil Finite Element Method (AES‐FEM) as a means for overcoming this dependence on element shape quality. Our method replaces the traditional basis functions with a set of generalized Lagrange polynomial basis functions , which we construct using local weighted least‐squares approximations. The method preserves the theoretical framework of FEM and allows imposing essential boundary conditions and integrating the stiffness matrix in the same way as the classical FEM. In addition, AES‐FEM can use higher‐degree polynomial basis functions than the classical FEM, while virtually preserving the sparsity pattern of the stiffness matrix. We describe the formulation and implementation of AES‐FEM and analyze its consistency and stability. We present numerical experiments in both 2D and 3D for the Poisson equation and a time‐independent convection–diffusion equation. The numerical results demonstrate that AES‐FEM is more accurate than linear FEM, is also more efficient than linear FEM in terms of error versus runtime, and enables much better stability and faster convergence of iterative solvers than linear FEM over poor‐quality meshes. Copyright © 2016 John Wiley & Sons, Ltd.
Conley, Rebecca↗
On closures for reduced order models - A spectrum of first-principle to machine-learned avenues
For over a century, reduced order models (ROMs) have been a fundamental discipline of theoretical fluid mechanics. Early examples include Galerkin models inspired by the Orr–Sommerfeld stability equation and numerous vortex models, of which the von Karman vortex street is one of the most prominent. Subsequent ROMs typically relied on first principles, like mathematical Galerkin models, weakly nonlinear stability theory, and two- and three-dimensional vortex models pioneered the data-driven proper orthogonal decomposition (POD) modeling. In early POD modeling, available data were used to build an optimal basis, which was then utilized in a classical Galerkin procedure to construct the ROM, but data have made a profound impact on ROMs beyond the Galerkin expansion. In this paper, we take a modest step and illustrate the impact of data-driven modeling on one significant ROM area. Specifically, we focus on ROM closures, which are correction terms that are added to the classical ROMs in order to model the effect of the discarded ROM modes in under-resolved simulations. Through simple examples, we illustrate the main modeling principles used to construct the classical ROMs, motivate and introduce modern ROM closures, and show how data-driven modeling, artificial intelligence, and machine learning have changed the standard ROM methodology over the last two decades. Finally, we outline our vision on how the state-of-the-art data-driven modeling can continue to reshape the field of reduced order modeling.
42 ENGINEERING↗