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At least 55 records · Page 3

The CFL condition for spectral approximations to hyperbolic initial-boundary value problems

The stability of spectral approximations to scalar hyperbolic initial-boundary value problems with variable coefficients are studied. Time is discretized by explicit multi-level or Runge-Kutta methods of order less than or equal to 3 (forward Euler time differencing is included), and spatial discretizations are studied by spectral and pseudospectral approximations associated with the general family of Jacobi polynomials. It is proved that these fully explicit spectral approximations are stable provided their time-step, delta t, is restricted by the CFL-like condition, delta t less than Const. N(exp-2), where N equals the spatial number of degrees of freedom. We give two independent proofs of this result, depending on two different choices of approximate L(exp 2)-weighted norms. In both approaches, the proofs hinge on a certain inverse inequality interesting for its own sake. The result confirms the commonly held belief that the above CFL stability restriction, which is extensively used in practical implementations, guarantees the stability (and hence the convergence) of fully-explicit spectral approximations in the nonperiodic case.

Gottlieb, David

Geometrically derived difference formulae for the numerical integration of trajectory problems

An initial value problem for the autonomous system of ordinary differential equations dy/dt = f(y), where y is a vector, is considered. In a number of practical applications the interest lies in obtaining the curve traced by the solution y. These applications include the computation of trajectories in mechanical problems. The term 'trajectory problem' is employed to refer to these cases. Lambert and McLeod (1979) have introduced a method involving local rotation of the axes in the y-plane for the two-dimensional case. The present investigation continues the study of difference schemes specifically derived for trajectory problems. A simple geometrical way of constructing such methods is presented, and the local accuracy of the schemes is investigated. A circularly exact, fixed-step predictor-corrector algorithm is defined, and a variable-step version of a circularly exact algorithm is presented.

Mcleod, R. J. Y.

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems. II

The results of Goldberg and Tadmor (1985) are extended to achieve improved stability criteria for a large class of approximations to the initial boundary value problem associated with a particular hyperbolic system in a quarter plane. In a stability analysis, it is shown that the entire approximation is stable if and only if the scalar outflow components of its principal part are stable. Thus, the global stability question is reduced to that of a scalar, homogeneous outflow problem. The stability criteria for the reduced problem, which depend both on the basic scheme and the boundary conditions, but very little on the interaction between the two, are stated and used to establish previous examples and new ones, including a host of dissipative and nondissipative examples. There is no difficulty in extending the stability criteria to two-boundary problems and initial-boundary value problems with variable coefficients.

Goldberg, Moshe

On the stability of Galerkin methods for initial-boundary value problems for hyperbolic systems

The stability of approximating the solution of mixed initial-boundary value problems for hyperbolic systems by semidiscrete Galerkin methods is studied. It is shown that a particular straightforward Galerkin method yields an unstable approximation, and that this numerical instability is caused by an improper treatment of the boundary. Stable schemes are then presented, one of which differs from the unstable scheme only insofar as the treatment of the boundary is concerned. These stable schemes make use of a particular matrix which symmetrizes the differential system. It is therefore shown that the use of this matrix is crucial to the stability of the computations as well as for obtaining a priori bounds on the energy of the continuous system. This symmetrizing matrix is also related to the diagonalizing matrix for the system of hyperbolic equations and to the Liapunov matrix for the system of ordinary differential equations resulting from the application of Galerkin's method.

Gunzburger, M. D.

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.

Weak cubic Langmuir turbulence

The cubically nonlinear Schroedinger equation model of Langmuir turbulence is solved in the weak turbulence limit. Steady-state power-law solutions for the energy spectra are found in arbitrary dimensionality. In one spatial dimension, the theory incorrectly predicts that no spectrum evolves in time. In three spatial dimensions, numerical solutions are obtained for the undriven, undamped, initial value problem and for the driven, damped, initial value problem.

Hansen, P. J.

Stability of semi-discrete approximations for hyperbolic initial-boundary-value problems. II - Asymptotic estimates

The stability of semi-discrete approximations for hyperbolic initial-boundary-value problems is considered. Asymptotic estimates of the eigenvalues of the finite-domain problem are given. These estimates are used to examine questions relating the normal mode analysis of the finite-domain problem and the normal mode quarter-plane analysis of the Gustafsson, Kreiss, and Sundstroem theory.

Warming, Robert F.

Generalized Du Fort-Frankel methods for parabolic initial boundary value problems

The Du Fort-Frankel difference scheme is generalized to difference operators of arbitrary high order accuracy in space and to arbitrary order of the parabolic differential operator. Spectral methods can also be used to approximate the spatial part of the differential operator. The scheme is explicit, and it is unconditionally stable for the initial value problem. Stable boundary conditions are given for two different fourth order accurate space approximations.

Gottlieb, D.

Generalized Du Fort-Frankel methods for parabolic initial-boundary value problems

The Du Fort-Frankel difference scheme is generalized to difference operators of arbitrary high order accuracy in space and to arbitrary order of the parabolic differential operator. Spectral methods can also be used to approximate the spatial part of the differential operator. The scheme is explicit, and it is unconditionally stable for the initial value problem. Stable boundary conditions are given for two different fourth order accurate space approximations.

Gottlieb, D.

New stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = Au sub x + Bu + f in the quarter plane x greater than or equal to 0, t greater than or equal to 0. The criteria are used to easily establish stability for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in the recent literature. A number of examples are examined, including the unitary unconditionally stable Crank-Nicholson scheme and an almost-dissipative unconditionally stable backward Euler scheme.

Goldberg, M.

Inelastic stress analyses at finite deformation through complementary energy approaches

A new hybrid-stress finite element algorithm, suitable for analyses of large, quasistatic, inelastic deformations, is presented. The algorithm is based upon a generalization of de Veubeke's (1972) complementary energy principle. The principal variables in the formulation are the nominal stress rate and spin, and the resulting finite element equations are discrete versions of the equations of compatibility and angular momentum balance. The algorithm produces true rates, time derivatives, as opposed to 'increments'. There results a boundary value problem (for stress rate and velocity) and an initial value problem (for total stress and deformation). A discussion of the numerical treatment of the boundary value problem is followed by a detailed examination of the numerical treatment of the initial value problem, covering the topics of efficiency, stability, and objectivity. The paper is closed with a set of examples, finite homogeneous deformation problems, which serve to bring out important aspects of the algorithm.

Atluri, S. N.

Analyses of large quasistatic deformations of inelastic bodies by a new hybrid-stress finite element algorithm

A new hybrid-stress finite element algorithm, suitable for analyses of large, quasistatic, inelastic deformations, is presented. The algorithm is base upon a generalization of de Veubeke's complementary energy principle. The principal variables in the formulation are the nominal stress rate and spin, and thg resulting finite element equations are discrete versions of the equations of compatibility and angular momentum balance. The algorithm produces true rates, time derivatives, as opposed to 'increments'. There results a complete separation of the boundary value problem (for stress rate and velocity) and the initial value problem (for total stress and deformation); hence, their numerical treatments are essentially independent. After a fairly comprehensive discussion of the numerical treatment of the boundary value problem, we launch into a detailed examination of the numerical treatment of the initial value problem, covering the topics of efficiency, stability and objectivity. The paper is closed with a set of examples, finite homogeneous deformation problems, which serve to bring out important aspects of the algorithm.

Reed, K. W.

Receptivity and Bypass Dynamics

Problems concerning laminar-turbulent transition are addressed by solving a series of initial value problems. Solutions to the temporal, initial-value problem .with an inhomogeneous forcing term imposed upon the flow are sought. It is shown that: (1) A transient disturbance lying located outside of the boundary layer can lead to the growth of an unstable Tollmein-Schlicting wave; (2) A resonance with the continuous spectrum may provide a mechanism for bypass transition; and (3) The continuum modes of a disturbance feed directly into the Tollmein-Schlicting wave downstream through non-parallel effects.

Lasseigne, D. G.

Global search algorithm for optimal control

Random-search algorithm employs local and global properties to solve two-point boundary value problem in Pontryagin maximum principle for either fixed or variable end-time problems. Mixed boundary value problem is transformed to an initial value problem. Mapping between initial and terminal values utilizes hybrid computer.

Brocker, D. H.

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in recent literature.

Goldberg, M.

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditins, thus generalizing many special cases studied in recent literature.

Goldberg, M.

Methods of sequential estimation for determining initial data in numerical weather prediction

Numerical weather prediction (NWP) is an initial-value problem for a system of nonlinear differential equations, in which initial values are known incompletely and inaccurately. Observational data available at the initial time must therefore be supplemented by data available prior to the initial time, a problem known as meteorological data assimilation. A further complication in NWP is that solutions of the governing equations evolve on two different time scales, a fast one and a slow one, whereas fast scale motions in the atmosphere are not reliably observed. This leads to the so called initialization problem: initial values must be constrained to result in a slowly evolving forecast. The theory of estimation of stochastic dynamic systems provides a natural approach to such problems. For linear stochastic dynamic models, the Kalman-Bucy (KB) sequential filter is the optimal data assimilation method, for linear models, the optimal combined data assimilation-initialization method is a modified version of the KB filter.

Cohn, S. E.