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At least 73 records · Page 4

Numerical solutions of a control problem governed by functional differential equations

A numerical procedure is proposed for solving optimal control problems governed by linear retarded functional differential equations. The procedure is based on the idea of 'averaging approximations', due to Banks and Burns (1975). For illustration, numerical results generated on an IBM 370/158 computer, which demonstrate the rapid convergence of the method are presented.

Banks, H. T.↗

A neutral functional differential equation of Lurie type

The problem of Lurie is posed for systems described by a functional differential equation of neutral type. Sufficient conditions are obtained for absolute stability for the controlled system if it is assumed that the uncontrolled plant equation is uniformly asymptotically stable. Both the direct and indirect control cases are treated.

Chukwu, E. N.↗

Stability properties of functional difference equations

Hale and Cruz (1970) have defined the concept of a stable difference operator, and have found that this class of operators is sometimes 'super sensitive' to perturbations. In the present paper, a subclass of general functional difference equations is derived which retain their stability under appropriate perturbations. Also, the results of Hale and Cruz are extended to include difference equations on the Banach space of p-th power integrable functions, and essentially bounded functions.

Melvin, W. R.↗

Application of the method of lines for solutions of the Navier-Stokes equations using a nonuniform grid distribution

The feasibility of the method of lines for solutions of physical problems requiring nonuniform grid distributions is investigated. To attain this, it is also necessary to investigate the stiffness characteristics of the pertinent equations. For specific applications, the governing equations considered are those for viscous, incompressible, two dimensional and axisymmetric flows. These equations are transformed from the physical domain having a variable mesh to a computational domain with a uniform mesh. The two governing partial differential equations are the vorticity and stream function equations. The method of lines is used to solve the vorticity equation and the successive over relaxation technique is used to solve the stream function equation. The method is applied to three laminar flow problems: the flow in ducts, curved-wall diffusers, and a driven cavity. Results obtained for different flow conditions are in good agreement with available analytical and numerical solutions. The viability and validity of the method of lines are demonstrated by its application to Navier-Stokes equations in the physical domain having a variable mesh.

Abolhassani, J. S.↗

Operations on power series and higher derivatives of functions

Equations are derived for the general terms of the series obtained when certain operations are carried out on one or several given series. Explicit and recurrence relations are given for the literal groups which are common to the given series. A general method is shown to obtain the multipliers which depend on the operation being performed, and the method is illustrated for several examples.

Chang, F.-C.↗

Comprehensive uncertainty quantification (UQ) for full engineering models by solving probability density function (PDF) equation

This report details a new method for propagating parameter uncertainty (forward uncertainty quantification) in partial differential equations (PDE) based computational mechanics applications. The method provides full-field quantities of interest by solving for the joint probability density function (PDF) equations which are implied by the PDEs with uncertain parameters. Full-field uncertainty quantification enables the design of complex systems where quantities of interest, such as failure points, are not known apriori. The method, motivated by the well-known probability density function (PDF) propagation method of turbulence modeling, uses an ensemble of solutions to provide the joint PDF of desired quantities at every point in the domain. A small subset of the ensemble is computed exactly, and the remainder of the samples are computed with approximation of the driving (dynamics) term of the PDEs based on those exact solutions. Although the proposed method has commonalities with traditional interpolatory stochastic collocation methods applied directly to quantities of interest, it is distinct and exploits the parameter dependence and smoothness of the dynamics term of the governing PDEs. The efficacy of the method is demonstrated by applying it to two target problems: solid mechanics explicit dynamics with uncertain material model parameters, and reacting hypersonic fluid mechanics with uncertain chemical kinetic rate parameters. A minimally invasive implementation of the method for representative codes SPARC (reacting hypersonics) and NimbleSM (finite- element solid mechanics) and associated software details are described. For solid mechanics demonstration problems the method shows order of magnitudes improvement in accuracy over traditional stochastic collocation. For the reacting hypersonics problem, the method is implemented as a streamline integration and results show very good accuracy for the approximate sample solutions of re-entry flow past the Apollo capsule geometry at Mach 30.

42 ENGINEERING↗

Estimation of time- and state-dependent delays and other parameters in functional differential equations

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Murphy, K. A.↗

Estimation of time- and state-dependent delays and other parameters in functional differential equations

A parameter estimation algorithm is developed which can be used to estimate unknown time- or state-dependent delays and other parameters (e.g., initial condition) appearing within a nonlinear nonautonomous functional differential equation. The original infinite dimensional differential equation is approximated using linear splines, which are allowed to move with the variable delay. The variable delays are approximated using linear splines as well. The approximation scheme produces a system of ordinary differential equations with nice computational properties. The unknown parameters are estimated within the approximating systems by minimizing a least-squares fit-to-data criterion. Convergence theorems are proved for time-dependent delays and state-dependent delays within two classes, which say essentially that fitting the data by using approximations will, in the limit, provide a fit to the data using the original system. Numerical test examples are presented which illustrate the method for all types of delay.

Murphy, K. A.↗

A simplified model for the viscous crossflow in a slotted test section

A simplified physical model was constructed which simulates the viscous crossflow in a fluid layer near the slots at a fixed streamwise location in a slotted wind tunnel. For low to moderate Reynolds numbers, numerical solutions of the two dimensional, incompressible Navier-Stokes equations in stream function and vorticity, which govern the model flow, were obtained. Fairly general slot geometry was incorporated by means of the Thompson-Thames-Mastin transformation. An approximate factorization scheme with cyclic acceleration parameters was employed to solve a finite difference analog of the stream function equation. The vorticity equation was numerically solved with a modified version of the classical alternating direction implicit scheme. Although no quantitative assessment of solution accuracy can be made, numerical results for variations in incremental wall pressure around the slat are at least qualitatively similar to some experimental results.

Cooke, C. H.↗

A simplified model for the viscous crossflow in a slotted test section

A simplified physical model is constructed which simulates the viscous crossflow in a fluid layer near the slots at a fixed streamwise location in a slotted wind tunnel. For low to moderate Reynolds numbers, numerical solutions of the two-dimensional, incompressible Navier-Stokes equations in stream function and vorticity, which govern the model flow, are obtained. Fairly general slot geometry is incorporated by means of the Thompson-Thames-Mastin transformation. An approximate factorization scheme with cyclic acceleration parameters is employed to solve a finite difference analog of the stream function equation. The vorticity equation is numerically solved with a modified version of the classical alternating direction implicit (ADI) scheme. Although no quantitative assessment of solution accuracy can be made, numerical results for variations in incremental wall pressure around the slot are at least qualitatively similar to some experimental results of Berndt and Sorenson.

Cooke, C. H.↗

Power series evaluation of transition and covariance matrices.

Reexamination power series solutions to the matrix covariance differential equation and the transition differential equation. Truncation error bounds are derived which are computationally attractive and which extend previous results. Polynomial approximations are obtained by exploiting the functional equations satisfied by the transition and covariance matrices. The series-functional equation propagation technique represents a fast and accurate alternative to the numerical integration of the time-invariant transition and covariance equations.

Bierman, G. J.↗