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Results for “Numerical Methods for Ordinary Differential Equations”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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NASA NTRS1977

A critical study of higher-order numerical methods for solving the boundary-layer equations

A fourth-order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations. The efficiency of the present method is compared with other two-point and three-point higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, and the three-point spline methods. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.

Wornom, S. F.↗
NASA NTRS1978

Application of higher-order numerical methods to the boundary-layer equations

A fourth-order method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations for both attached and separated flows. The efficiency of the present method is compared with other higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, the three-point spline methods, and a modified finite-element method. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.

Wornom, S. F.↗
NASA NTRS1988

A study of numerical methods for hyperbolic conservation laws with stiff source terms

The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained.

Leveque, R. J.↗
NASA NTRS1981

Numerical approximation of boundary conditions with applications to inviscid equations of gas dynamics

A comprehensive overview of the state of the art of well-posedness and stability analysis of difference approximations for initial boundary value problems of the hyperbolic type is presented. The applicability of recent theoretical development to practical calculations for nonlinear gas dynamics is examined. The one dimensional inviscid gas dynamics equations in conservation law form are selected for numerical experiments. The class of implicit schemes developed from linear multistep methods in ordinary differential equations is chosen and the use of linear extrapolation as an explicit or implicit boundary scheme is emphasized. Specification of boundary data in the primitive variables and computation in terms of the conservative variables in the interior is discussed. Some numerical examples for the quasi-one-dimensional nozzle are given.

Yee, H. C.↗
NASA NTRS1973

Nonlinear response of plates subjected to inplane and lateral pressure pulses.

The nonlinear response of a rectangular plate exposed to a far-field sonic boom disturbance is studied. The plate is subjected to both lateral and in-plane disturbances. The lateral disturbance is in the form of an N-shaped pressure pulse, and the in-plane disturbance is represented by a sinusoidal pulse. The equations of motion are reduced to a set of nonlinear coupled ordinary differential equations using Galerkin's method. These equations are solved numerically using Hamming's (1959) modified predictor-corrector integration method. The effects of in-plane boundary conditions and in-plane inertia are investigated. The nonlinear results, when compared to the linear theory, serve to delineate the realm of validity of the linear theory.

Knapp, L. J.↗
NASA NTRS1984

Comparison of numerical techniques for integration of stiff ordinary differential equations arising in combustion chemistry

The efficiency and accuracy of several algorithms recently developed for the efficient numerical integration of stiff ordinary differential equations are compared. The methods examined include two general-purpose codes, EPISODE and LSODE, and three codes (CHEMEQ, CREK1D, and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes are applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code currently available for the integration of combustion kinetic rate equations. An important finding is that an interactive solution of the algebraic energy conservation equation to compute the temperature does not result in significant errors. In addition, this method is more efficient than evaluating the temperature by integrating its time derivative. Significant reductions in computational work are realized by updating the rate constants (k = at(supra N) N exp(-E/RT) only when the temperature change exceeds an amount delta T that is problem dependent. An approximate expression for the automatic evaluation of delta T is derived and is shown to result in increased efficiency.

Radhakrishnan, K.↗
NASA NTRS2000

LSENS, The NASA Lewis Kinetics and Sensitivity Analysis Code

A general chemical kinetics and sensitivity analysis code for complex, homogeneous, gas-phase reactions is described. The main features of the code, LSENS (the NASA Lewis kinetics and sensitivity analysis code), are its flexibility, efficiency and convenience in treating many different chemical reaction models. The models include: static system; steady, one-dimensional, inviscid flow; incident-shock initiated reaction in a shock tube; and a perfectly stirred reactor. In addition, equilibrium computations can be performed for several assigned states. An implicit numerical integration method (LSODE, the Livermore Solver for Ordinary Differential Equations), which works efficiently for the extremes of very fast and very slow reactions, is used to solve the "stiff" ordinary differential equation systems that arise in chemical kinetics. For static reactions, the code uses the decoupled direct method to calculate sensitivity coefficients of the dependent variables and their temporal derivatives with respect to the initial values of dependent variables and/or the rate coefficient parameters. Solution methods for the equilibrium and post-shock conditions and for perfectly stirred reactor problems are either adapted from or based on the procedures built into the NASA code CEA (Chemical Equilibrium and Applications).

Radhakrishnan, K.↗
NASA NTRS1979

An implicit factored scheme for the compressible Navier-Stokes equations. II - The numerical ODE connection

An attempt is made to establish a connection between linear multistep methods for applications to ordinary differential equations and their extension (by approximate factorization) to alternating direction implicit methods for partial differential equations. An earlier implicit factored scheme for the compressible Navier-Stokes equations is generalized by innovations that (1) increase the class of temporal difference schemes to include all linear multistep methods, (2) optimize the class of unconditionally stable factored schemes by a new choice of unknown variable, and (3) improve the computational efficiency by the introduction of quasi-one-leg methods.

Beam, R. M.↗
NASA NTRS1983

Formulation and solution of rotary-wing aeroelastic stability and response problems

The state of the art in the formulation and solution of rotary-wing aeroelastic stability and response problems is reviewed in detail. The approximations used in the structural, inertia and aerodynamic operators are discussed. The important role of geometric nonlinearities, due to moderate deflections, and aerodynamic stall in the aeroelastic stability and response problem are identified. It is also shown that geometric nonlinearities are of primary importance in aeroelastic stability calculations, and have a more limited, though important, role in response calculations. Next, formulation of coupled rotor/fuselage problems is described, for both air and ground resonance type problems. Both topics, the isolated blade problem and the coupled rotor/fuselage problem, are treated for both hover and forward flight. Solution of aeroelastic stability and response problems proceeds in two stages. First, the spatial dependence is eliminated by using Galerkin's method, or by using the finite element method. Next the nonlinear, or linear, ordinary differential equation with periodic coefficients have to be solved for stability or response. Efficient numerical methods for accomplishing these objectives are presented in a comprehensive manner. The paper contains a number of illustrative numerical results which are intended to clarify various aspects of the modeling process and serve as representative results for both aeroelastic stability and response calculations for a variety of blade and rotor configurations.

Friedmann, P. P.↗
NASA NTRS1980

Newton's method: A link between continuous and discrete solutions of nonlinear problems

Newton's method for nonlinear mechanics problems replaces the governing nonlinear equations by an iterative sequence of linear equations. When the linear equations are linear differential equations, the equations are usually solved by numerical methods. The iterative sequence in Newton's method can exhibit poor convergence properties when the nonlinear problem has multiple solutions for a fixed set of parameters, unless the iterative sequences are aimed at solving for each solution separately. The theory of the linear differential operators is often a better guide for solution strategies in applying Newton's method than the theory of linear algebra associated with the numerical analogs of the differential operators. In fact, the theory for the differential operators can suggest the choice of numerical linear operators. In this paper the method of variation of parameters from the theory of linear ordinary differential equations is examined in detail in the context of Newton's method to demonstrate how it might be used as a guide for numerical solutions.

Thurston, G. A.↗
NASA NTRS1984

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

Pratt, D. T.↗
NASA NTRS1971

Numerical solution of stiff systems of ordinary differential equations with applications to electronic circuits

Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.

Rosenbaum, J. S.↗
NASA NTRS1995

On the Dynamics of Some Discretizations of Convection-Diffusion Equations

Numerical discretizations of differential equations which model physical processes can possess dynamics quite different from that of the equations themselves. Recently the emphasis has been on the the dynamics of numerical discretizations for Ordinary Differential Equations (ODEs). For Partial Differential Equations (PDEs) using a method of lines approach the situation is more complex. First, the spatial discretisation may introduce dynamics not present in the original equations; second, the solution of the resulting system of ODEs is open to the modified dynamics of the ODE solver used. These two effects may interact in a complex manner. In this talk we present some results of our recent work on the dynamics of discretizations of convection-diffusion equations, including those produced using Total Variation Diminishing (TVD) schemes and adaptive grid techniques. A more general overview of the area may be found on our accompanying poster presentation.

Sweby, Peter K.↗
NASA NTRS2002

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.↗
NASA NTRS1991

A Runge-Kutta discontinuous finite element method for high speed flows

A Runge-Kutta discontinuous finite element method is developed for hyperbolic systems of conservation laws in two space variables. The discontinuous Galerkin spatial approximation to the conservation laws results in a system of ordinary differential equations which are marched in time using Runge-Kutta methods. Numerical results for the two-dimensional Burger's equation show that the method is (p+1)-order accurate in time and space, where p is the degree of the polynomial approximation of the solution within an element and is capable of capturing shocks over a single element without oscillations. Results for this problem also show that the accuracy of the solution in smooth regions is unaffected by the local projection and that the accuracy in smooth regions increases as p increases. Numerical results for the Euler equations show that the method captures shocks without oscillations and with higher resolution than a first-order scheme.

Bey, Kim S.↗