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Krylov subspace methods - Theory, algorithms, and applications

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Sad, Youcef

Acoustic transmission matrix of a variable area duct or nozzle carrying a compressible subsonic flow

The differential equations governing the propagation of sound in a variable area duct or nozzle carrying a one dimensional subsonic compressible fluid flow are derived and put in state variable form using acoustic pressure and particle velocity as the state variables. The duct or nozzle is divided into a number of regions. The region size is selected so that in each region the Mach number can be assumed constant and the area variation can be approximated by an exponential area variation. Consequently, the state variable equation in each region has constant coefficients. The transmission matrix for each region is obtained by solving the constant coefficient acoustic state variable differential equation. The transmission matrix for the duct or nozzle is the product of the individual transmission matrices of each region. Solutions are presented for several geometries with and without mean flow.

Miles, J. H.

Acoustic transmission matrix of a variable area duct or nozzle carrying a compressible subsonic flow

The differential equations governing the propagation of sound in a variable area duct or nozzle carrying a one-dimensional subsonic compressible fluid flow are derived and put in state variable form using acoustic pressure and particle velocity as the state variables. The duct or nozzle is divided into a number of regions. The region size is selected so that in each region the Mach number can be assumed constant and the area variation can be approximated by an exponential area variation. Consequently, the state variable equation in each region has constant coefficients. The transmission matrix for each region is obtained by solving the constant coefficient acoustic state variable differential equation. The transmission matrix for the duct or nozzle is the product of the individual transmission matrices of each region. Solutions are presented for several geometries with and without mean flow.

Miles, J. H.

Matrix quadratic solutions.

Matrix quadratic equation solution derivation applied in finding steady state solutions of Riccati differential equations with constant coefficients

OPTIMAL CONTROL

Hybrid state vector methods for structural dynamic and aeroelastic boundary value problems

A computational technique is developed that is suitable for performing preliminary design aeroelastic and structural dynamic analyses of large aspect ratio lifting surfaces. The method proves to be quite general and can be adapted to solving various two point boundary value problems. The solution method, which is applicable to both fixed and rotating wing configurations, is based upon a formulation of the structural equilibrium equations in terms of a hybrid state vector containing generalized force and displacement variables. A mixed variational formulation is presented that conveniently yields a useful form for these state vector differential equations. Solutions to these equations are obtained by employing an integrating matrix method. The application of an integrating matrix provides a discretization of the differential equations that only requires solutions of standard linear matrix systems. It is demonstrated that matrix partitioning can be used to reduce the order of the required solutions. Results are presented for several example problems in structural dynamics and aeroelasticity to verify the technique and to demonstrate its use. These problems examine various types of loading and boundary conditions and include aeroelastic analyses of lifting surfaces constructed from anisotropic composite materials.

Lehman, L. L.

Integrating matrix formulations for vibrations of rotating beams including the effects of concentrated masses

By expressing partial differential equations of motion in matrix notation, utilizing the integrating matrix as a spatial operator, and applying the boundary conditions, the resulting ordinary differential equations can be cast into standard eigenvalue form upon assumption of the usual time dependence. As originally developed, the technique was limited to beams having continuous mass and stiffness properties along their lengths. Integrating matrix methods are extended to treat the differential equations governing the flap, lag, or axial vibrations of rotating beams having concentrated masses. Inclusion of concentrated masses is shown to lead to the same kind of standard eigenvalue problem as before, but with slightly modified matrices.

Lakin, W. D.

A Numerical Scheme for Ordinary Differential Equations Having Time Varying and Nonlinear Coefficients Based on the State Transition Matrix

A variable order method of integrating initial value ordinary differential equations that is based on the state transition matrix has been developed. The method has been evaluated for linear time variant and nonlinear systems of equations. While it is more complex than most other methods, it produces exact solutions at arbitrary time step size when the time variation of the system can be modeled exactly by a polynomial. Solutions to several nonlinear problems exhibiting chaotic behavior have been computed. Accuracy of the method has been demonstrated by comparison with an exact solution and with solutions obtained by established methods.

Bartels, Robert E.

Iterative optical vector-matrix processors (survey of selected achievable operations)

An iterative optical vector-matrix multiplier with a microprocessor-controlled feedback loop capable of performing a wealth of diverse operations was described. A survey and description of many of its operations demonstrates the versatility and flexibility of this class of optical processor and its use in diverse applications. General operations described include: linear difference and differential equations, linear algebraic equations, matrix equations, matrix inversion, nonlinear matrix equations, deconvolution and eigenvalue and eigenvector computations. Engineering applications being addressed for these different operations and for the IOP are: adaptive phased-array radar, time-dependent system modeling, deconvolution and optimal control.

Casasent, D.

Fast and Scalable FFT-Based GPU-Accelerated Algorithms for Block-Triangular Toeplitz Matrices with Application to Linear Inverse Problems Governed by Autonomous Dynamical Systems

In this work, we present an efficient and scalable algorithm for performing matrix-vector multiplications (matvecs) for block Toeplitz matrices. Such matrices, which are shift-invariant with respect to their blocks, arise in the context of solving inverse problems governed by autonomous systems, and time-invariant systems in particular. In this article, we consider inverse problems that infer unknown parameters from observational data of a linear time-invariant dynamical system given in the form of partial differential equations (PDEs). Matrix-free Newton-conjugate-gradient methods are often the gold standard for solving these inverse problems, but they require numerous actions of the Hessian on a vector. Matrix-free adjoint-based Hessian matvecs require solution of a pair of linearized forward/adjoint PDE solves per Hessian action, which may be prohibitive for large-scale inverse problems. Time invariance of the forward PDE problem leads to a block Toeplitz structure of the discretized parameter-to-observable (p2o) map defining the mapping from inputs (parameters) to outputs (observables) of the PDEs. This block Toeplitz structure enables us to exploit two key properties: (1) compact storage of the p2o map and its adjoint, and (2) efficient fast Fourier transform–based Hessian matvecs. The proposed algorithm is mapped onto large multi-GPU clusters and achieves more than 80% of peak bandwidth on NVIDIA A100 GPUs. Excellent weak scaling is shown for up to 48 A100 GPUs. For the targeted problems, the implementation executes Hessian matvecs within fractions of a second, which is orders of magnitude faster than can be achieved by conventional matrix-free Hessian matvecs via forward/adjoint PDE solves.

97 MATHEMATICS AND COMPUTING

Modal cost analysis for linear matrix-second-order systems

Reduced models and reduced controllers for systems governed by matrix-second-order differential equations are obtained by retaining those modes which make the largest contributions to quadratic control objectives. Such contributions, expressed in terms of modal data, used as mode truncation criteria, allow the statement of the specific control objectives to influence the early model reduction from very high order models which are available, for example, from finite element methods. The relative importance of damping, frequency, and eigenvector in the mode truncation decisions are made explicit for each of these control objectives: attitude control, vibration suppression and figure control. The paper also shows that using modal cost analysis (MCA) on the closed loop modes of the optimally controlled system allows the construction of reduced control policies which feedback only those closed loop modal coordinates which are most critical to the quadratic control performance criterion. In this way, the modes which should be controlled (and hence the modes which must be observable by choice of measurements), are deduced from truncations of the optimal controller.

Skelton, R. E.

Global collocation methods for approximation and the solution of partial differential equations

Polynomial interpolation methods are applied both to the approximation of functions and to the numerical solutions of hyperbolic and elliptic partial differential equations. The derivative matrix for a general sequence of the collocation points is constructed. The approximate derivative is then found by a matrix times vector multiply. The effects of several factors on the performance of these methods including the effect of different collocation points are then explored. The resolution of the schemes for both smooth functions and functions with steep gradients or discontinuities in some derivative are also studied. The accuracy when the gradients occur both near the center of the region and in the vicinity of the boundary is investigated. The importance of the aliasing limit on the resolution of the approximation is investigated in detail. Also examined is the effect of boundary treatment on the stability and accuracy of the scheme.

Solomonoff, A.

A Model for the Oxidation of C/SiC Composite Structures

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of C/SiC composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. Within the mathematical formulation, two diffusion mechanisms are possible: (1) the relative diffusion of one species with respect to the mixture, which is concentration gradient driven and (2) the diffusion associated with the average velocity of the gas mixture, which is total gas pressure gradient driven. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations must be solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of space and time. The local rate of carbon oxidation is determined as a function of space and time using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The end result is a numerical scheme capable of determining the variation of the local carbon oxidation rates as a function of space and time for any arbitrary C/SiC composite structures.

Sullivan, Roy M.

A Model for the Oxidation of Carbon Silicon Carbide Composite Structures

A mathematical theory and an accompanying numerical scheme have been developed for predicting the oxidation behavior of carbon silicon carbide (C/SiC) composite structures. The theory is derived from the mechanics of the flow of ideal gases through a porous solid. The result of the theoretical formulation is a set of two coupled nonlinear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The nonlinear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual method, allowing for the solution of the differential equations numerically. The numerical method is demonstrated by utilizing the method to model the carbon oxidation and weight loss behavior of C/SiC specimens during thermogravimetric experiments. The numerical method is used to study the physics of carbon oxidation in carbon silicon carbide composites.

Sullivan, Roy M.

Numerical computation of exponential matrices using the Cayley-Hamilton theorem

A method for computing exponential matrices, which often arise naturally in the solution of systems of linear differential equations, is developed. An exponential matrix is generated as a linear combination of a finite number (equal to the matrix order) of matrices, the coefficients of which are scalar infinite sums. The method can be generalized to apply to any formal power series of matrices. Attention is focused upon the exponential function, and the matrix exponent is assumed tri-diagonal in form. In such cases, the terms in the coefficient infinite sums can be extracted, as recursion relations, from the characteristic polynomial of the matrix exponent. Two numerical examples are presented in some detail: (1) the three dimensional infinitesimal rotation rate matrix, which is skew symmetric, and (2) an N-dimensional tri-diagonal and symmetric finite difference matrix which arises in the numerical solution of the heat conduction partial differential equation. In the second example, the known eigenvalues and eigenvectors of the finite difference matrix permit an analytical solution for the exponential matrix, through the theory of diagonalization and similarity transformations, which is used for independent verification. The convergence properties of the scalar infinite summations are investigated for finite difference matrices of various orders up to ten, and it is found that the number of terms required for convergence increases slowly with the order of the matrix.

Walden, H.

Oxidation Behavior of Carbon Fiber-Reinforced Composites

OXIMAP is a numerical (FEA-based) solution tool capable of calculating the carbon fiber and fiber coating oxidation patterns within any arbitrarily shaped carbon silicon carbide composite structure as a function of time, temperature, and the environmental oxygen partial pressure. The mathematical formulation is derived from the mechanics of the flow of ideal gases through a chemically reacting, porous solid. The result of the formulation is a set of two coupled, non-linear differential equations written in terms of the oxidant and oxide partial pressures. The differential equations are solved simultaneously to obtain the partial vapor pressures of the oxidant and oxides as a function of the spatial location and time. The local rate of carbon oxidation is determined at each time step using the map of the local oxidant partial vapor pressure along with the Arrhenius rate equation. The non-linear differential equations are cast into matrix equations by applying the Bubnov-Galerkin weighted residual finite element method, allowing for the solution of the differential equations numerically.

Sullivan, Roy M.