On certain functionals of normal processes Technical report no. 1
Probabilistic modeling and stochastic process investigations to provide measures of quality of performance and reliability for systems engineering - Chebyshev approximation
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Probabilistic modeling and stochastic process investigations to provide measures of quality of performance and reliability for systems engineering - Chebyshev approximation
Polynomial interpolation is an essential subject in numerical analysis. Dealing with a real interval, it is well known that even if f(x) is an analytic function, interpolating at equally spaced points can diverge. On the other hand, interpolating at the zeroes of the corresponding Chebyshev polynomial will converge. Using the Newton formula, this result of convergence is true only on the theoretical level. It is shown that the algorithm which computes the divided differences is numerically stable only if: (1) the interpolating points are arranged in a different order, and (2) the size of the interval is 4.
The driving forces for a generally oriented crack embedded in a Functionally Graded strip sandwiched between two half planes are analyzed using singular integral equations with Cauchy kernels, and integrated using Lobatto-Chebyshev collocation. Mixed-mode Stress Intensity Factors (SIF) and Strain Energy Release Rates (SERR) are calculated. The Stress Intensity Factors are compared for accuracy with previously published results. Parametric studies are conducted for various nonhomogeneity ratios, crack lengths. crack orientation and thickness of the strip. It is shown that the SERR is more complete and should be used for crack propagation analysis.
Three time-dependent wave packet methods for performing elastic scattering calculations from screened Coulomb potentials are compared. The three methods are the time-dependent amplitude density method (TDADM), a Cayley-transform method (CTM), and the Chebyshev propagation method of Tal-Ezer and Kosloff. Both the TDADM and the CTM are based on a time-dependent integral equation for the wave function. In the first, the time-dependent amplitude density is propagated, while in the other two, the wave function is propagated. As a numerical example, phase shifts and cross sections are calculated using a screened Coulomb, Yukawa type potential over the range 200-1000 eV. It is found that, in most cases, all three methods yield comparable accuracy and are about equally efficient computationally. However for l = 0, where the Coulomb well is not screened by the centrifugal potential, the TDADM requires smaller grid spacings to maintain accuracy.
The nonlinear time evolution of a second mode instability in a Mach 4.5 wall-bounded flow is computed by solving the full compressible, time-dependent Navier-Stokes equations. High accuracy is achieved by using a Fourier-Chebyshev collocation algorithm. Primarily inviscid in nature, second modes are characterized by high frequency and high growth rates compared to first modes. Time evolution of growth rate as a function of distance from the plate suggests this problem is amenable to the Stuart-Watson perturbation theory as generalized by Herbert.
The interface crack problem for a composite layer that consists of a homogeneous substrate, coating and a non-homogeneous interface was formulated for singular integral equations with Cauchy kernels and integrated using the Lobatto-Chebyshev collocation technique. Mixed-mode Stress Intensity Factors and Strain Energy Release Rates were calculated. The Stress Intensity Factors were compared for accuracy with relevant results previously published. The parametric studies were conducted for the various thickness of each layer and for various non-homogeneity ratios. Particular application to the Zirconia thermal barrier on steel substrate is demonstrated.
Computational procedures for evaluating the Voigt profile function with maximum relative error about one part in ten thousand are discussed. The computational region is split up into four subregions, each of which is worked on with a different computational technique (Chebyshev expansion, continued fraction expansion, 2-point Gauss-Hermite quadrature, and 4-point Gauss-Hermite quadrature). The overall procedure is designed for line-by-line transmittance calculations and similar applications, and an efficient FORTRAN IV subprogram is outlined in an appendix.
The mission performance characteristics of ramjet-propelled missiles are highly dependent upon the trajectory flown. Integration of the trajectory profile with the ramjet propulsion system performance characteristics to achieve optimal missile performance is very complex. Past trajectory optimization methods have been extremely problem dependent and require a high degree of familiarity to achieve success. A general computer code (CTOP) has been applied to ramjet-powered missiles to compute open-loop optimal trajectories. CTOP employs Chebyshev polynomial representations of the states and controls. This allows a transformation of the continuous optimal control problem to one of parameter optimization. With this method, the trajectory boundary conditions are always satisfied. State dynamics and path constraints are enforced via penalty functions. The presented results include solutions to minimum fuel-to-climb, minimum time-to-climb, and minimum time-to-target intercept problems.
Theoretical studies of the vertical electronic dipole excitation and ionization spectra in molecular formaldehyde are reported. The investigations relied on configuration-interaction calculations and moment-theory techniques. A double-zeta basis of contracted Gaussian-lobe functions supplemented with appropriate polarization and bond functions was used to construct Fock spectra in C(2 nu) symmetry for certain states near the ground state equilibrium geometry. The ionization energies, discrete vertical transition frequencies, and oscillator strengths for occupied and vertical Fock orbitals are in general accord with experimental determinations and other theoretical calculations. Stieltjes and Chebyshev vertical electronic photoionization profiles were calculated and found to be in good agreement with appropriately averaged photoionization-mass spectrometric measurements of the cross section for parent H2CO(+) ion production.
A fast method for obtaining a two-dimensional Chebyshev expansion of the nonrelativistic hydrogenic free-free Gaunt factor is presented which gives a maximum relative error of 0.7 percent over a wide range of temperatures and frequencies. The expansion derived by Karzas and Latter (1961) is used to derive primary values of the free-free Gaunt factor as a function of the initial and final electron energies. Thermal averages have been numerically computed and are presented in tabular form in intervals of 0.25 dex.
A fully spectral numerical scheme for the incompressible Navier-Stokes equations in domains which are infinite or semi-infinite in one dimension. The domain is not mapped, and standard Fourier or Chebyshev expansions can be used. The handling of the infinite domain does not introduce any significant overhead. The scheme assumes that the vorticity in the flow is essentially concentrated in a finite region, which is represented numerically by standard spectral collocation methods. To accomodate the slow exponential decay of the velocities at infinity, extra expansion functions are introduced, which are handled analytically. A detailed error analysis is presented, and two applications to Direct Numerical Simulation of turbulent flows are discussed in relation with the numerical performance of the scheme.
A method is developed for computing the modified Struve functions that occur in unsteady aerodynamics. The method uses a rational approximation supplemented by an asymptotic series for large argument. Simple recursive formulas for generating the coefficients are derived. The method is capable of generating results of arbitrary accuracy. It can also be used for complex argument and order. For greater computing speed, a method is presented that uses the rational and asymptotic approximations to generate Chebyshev coefficients.
This paper presents the necessary conditions for solving Chebyshev minimax (or maximax) problems with bounded control. The jump conditions obtained are applicable to problems with single or multiple maxima. By using Contensou domain of maneuverability, it is shown that when the maxima are isolated single points the control is generally continuous at the jump point in the minimax problems and discontinuous in the maximax problems in which the first time derivative of the maximax function contains the control variable. The theory is applied to the problem of maximizing the flight radius in a closed circuit glide of a hypervelocity vehicle and to a maximax optimal control problem in which the control appears explicitly with the first time derivative of the maximax function.
The solution of several elasticity problems, and particularly crack problems, can be reduced to the solution of one-dimensional singular integral equations with a Cauchy-type kernel or to a system of uncoupled singular integral equations. Here a method for the numerical solution of random singular integral equations of Cauchy type is presented. The solution technique involves a Chebyshev series approximation, the coefficients of which are the solutions of a system of random linear equations. This method is applied to the problem of periodic array of straight cracks inside an infinite isotropic elastic medium and subjected to a nonuniform pressure distribution along the crack edges. The statistical properties of the random solution are evaluated numerically, and the random solution is used to determine the values of the stress-intensity factors at the crack tips. The error, expressed as the difference between the mean of the random solution and the deterministic solution, is established. Values of stress-intensity factors at the crack tip for different random input functions are presented.
A one-way wave equation is a partial differential which, in some approximate sense, behaves like the wave equation in one direction but permits no propagation in the opposite one. The construction of such equations can be reduced to the approximation of the square root of (1-s sup 2) on -1, 1 by a rational function r(s) = p sub m (s)/q sub n(s). Those rational functions r for which the corresponding one-way wave equation is well-posed are characterized both as a partial differential equation and as an absorbing boundary condition for the wave equation. We find that if r(s) interpolates the square root of (1-s sup 2) at sufficiently many points in (-1,1), then well-posedness is assured. It follows that absorbing boundary conditions based on Pade approximation are well-posed if and only if (m, n) lies in one of two distinct diagonals in the Pade table, the two proposed by Engquist and Majda. Analogous results also hold for one-way wave equations derived from Chebyshev or least-squares approximation.
The accuracy of adaptively chosen, mapped polynomial approximations is studied for functions with steep gradients or discontinuities. It is shown that, for steep gradient functions, one can obtain spectral accuracy in the original coordinate system by using polynomial approximations in a transformed coordinate system with substantially fewer collocation points than are necessary using polynomial expansion directly in the original, physical, coordinate system. It is also shown that one can avoid the usual Gibbs oscillation associated with steep gradient solutions of hyperbolic pde's by approximation in suitably chosen coordinate systems. Continuous, high gradient solutions are computed with spectral accuracy (as measured in the physical coordinate system). Discontinuous solutions associated with nonlinear hyperbolic equations can be accurately computed by using an artificial viscosity chosen to smooth out the solution in the mapped, computational domain. Thus, shocks can be effectively resolved on a scale that is subgrid to the resolution available with collocation only in the physical domain. Examples with Fourier and Chebyshev collocation are given.
The accuracy of adaptively chosen, mapped polynomial approximations is studied for functions with steep gradients or discontinuities. It is shown that, for steep gradient functions, one can obtain spectral accuracy in the original coordinate system by using polynomial approximations in a transformed coordinate system with substantially fewer collocation points than are necessary using polynomial expansion directly in the original, physical, coordinate system. It is also shown that one can avoid the usual Gibbs oscillation associated with steep gradient solutions of hyperbolic pde's by approximation in suitably chosen coordinate systems. Continuous, high gradient solutions are computed with spectral accuracy (as measured in the physical coordinate system). Discontinuous solutions associated with nonlinear hyperbolic equations can be accurately computed by using an artificial viscosity chosen to smooth out the solution in the mapped, computational domain. Thus, shocks can be effectively resolved on a scale that is subgrid to the resolution available with collocation only in the physical domain. Examples with Fourier and Chebyshev collocation are given.
Flutter analysis of a two degree of freedom airfoil in compressible flow is performed using a state-space representation of the unsteady aerodynamic behavior. Indicial response functions are used to represent the normal force and moment response of the airfoil. The structural equations of motion of the airfoil with bending and torsional degrees of freedom are coupled to the unsteady air loads and the aeroelastic system so modelled is solved as an eigenvalue problem to determine the stability. The aeroelastic equations are also directly integrated with respect to time and the time-domain results compared with the results from the eigenanalysis. A good agreement is obtained. The derivatives of the flutter speed obtained from the eigenanalysis are calculated with respect to the mass and stiffness parameters by both analytical and finite-difference methods for various transonic Mach numbers. The experience gained from the two degree of freedom model is applied to study the sensitivity of the flutter response of a wing with respect to various shape parameters. The parameters being considered are as follows: (1) aspect ratio; (2) surface area of the wing; (3) taper ratio; and (4) sweep. The wing deflections are represented by Chebyshev polynomials. The compressible aerodynamic state-space model used for the airfoil section is extended to represent the unsteady aerodynamic forces on a generally laminated tapered skewed wing. The aeroelastic equations are solved as an eigenvalue problem to determine the flutter speed of the wing. The derivatives of the flutter speed with respect to the shape parameters are calculated by both analytical and finite difference methods.