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This paper presents a new algorithm for solving systems of nonlinear equations, which combines elements of the method of local variations with a sequential secant method. The new algorithm converges superlinearly and its convergence does not depend upon a good initial guess at a solution.
A second order viscous layer solution procedure has been developed that does in a consistent way include curvature effects and the corresponding normal pressure gradients. In the present system, the normal momentum equation is retained. The parabolic system of nonlinear partial differential equations is converted by linear finite differencing procedures to a system of linear algebraic equations and solved in primitive coordinates. The solutions have been shown to give smooth stable distributions for all the variables, most particularly the normal velocity which plays an important role in the interaction procedure. An algorithm for matching the viscous layer solution with a rotational characteristics outer solution has been developed.
Finite element theory was employed to establish an implicit numerical solution algorithm for the time averaged unsteady Navier-Stokes equations. Both the multidimensional and a time-split form of the algorithm were considered, the latter of particular interest for problem specification on a regular mesh. A Newton matrix iteration procedure is outlined for solving the resultant nonlinear algebraic equation systems. Multidimensional discretization procedures are discussed with emphasis on automated generation of specific nonuniform solution grids and accounting of curved surfaces. The time-split algorithm was evaluated with regards to accuracy and convergence properties for hyperbolic equations on rectangular coordinates. An overall assessment of the viability of the finite element concept for computational aerodynamics is made.
The principles of conservation and stability of difference schemes achieved using the iteration control method were examined. For the schemes obtained of the predictor-corrector type, the conversion was proved for the control sequences of approximate solutions to the precise solutions in the Sobolev metrics. Algorithms were developed for reducing the differential problem to integral relationships, whose solution methods are known, were designed. The algorithms for the problem solution are classified depending on the non-linearity of the diffusion coefficients, and practical recommendations for their effective use are given.
An approach to estimating the Curie point isotherm uses the classical Gauss method inverting a system of nonlinear equations. The method, slightly modified by a differential correction technique, directly inverts filtered Magsat data to calculate the crustal structure above the Curie depth, which is modeled as a magnetized layer of varying thickness and susceptibility. Since the depth below the layer is assumed to be nonmagnetic, the bottom of the layer is interpreted as the Curie depth. The method, once fully developed, tested, and compared with previous work by others, is to be applied to a portion of the eastern U.S. when sufficient Magsat data are accumulated for the region.
Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrainted optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.
Some recent developments in acceleration of convergence methods for vector sequences are reviewed. The methods considered are the minimal polynomial extrapolation, the reduced rank extrapolation, and the modified minimal polynomial extrapolation. The vector sequences to be accelerated are those that are obtained from the iterative solution of linear or nonlinear systems of equations. The convergence and stability properties of these methods as well as different ways of numerical implementation are discussed in detail. Based on the convergence and stability results, strategies that are useful in practical applications are suggested. Two applications to computational fluid mechanics involving the three dimensional Euler equations for ducted and external flows are considered. The numerical results demonstrate the usefulness of the methods in accelerating the convergence of the time marching techniques in the solution of steady state problems.
Smooth penalty functions can be combined with numerical continuation/bifurcation techniques to produce a class of robust and fast algorithms for constrained optimization problems. The key to the development of these algorithms is the Expanded Lagrangian System which is derived and analyzed in this work. This parameterized system of nonlinear equations contains the penalty path as a solution, provides a smooth homotopy into the first-order necessary conditions, and yields a global optimization technique. Furthermore, the inevitable ill-conditioning present in a sequential optimization algorithm is removed for three penalty methods: the quadratic penalty function for equality constraints, and the logarithmic barrier function (an interior method) and the quadratic loss function (an interior method) for inequality constraints. Although these techniques apply to optimization in general and to linear and nonlinear programming, calculus of variations, optimal control and parameter identification in particular, the development is primarily within the context of nonlinear programming.
A fast and accurate numerical method, for nonlinear conservation equation systems whose solutions are periodic in two of the three spatial dimensions, is presently implemented for the case of Rayleigh-Benard convection between two rigid parallel plates in the parameter region where steady, three-dimensional convection is known to be stable. High-order streamfunctions secure the reduction of the system of five partial differential equations to a system of only three. Numerical experiments are presented which verify both the expected convergence rates and the absolute accuracy of the method.
An articulated structure is defined as an assembly of flexible bodies that may be coupled by kinematic connections and force elements that permit large relative displacement and rotation. Kinematics of such systems is defined using one reference frame for each body in the system and deformation modal coordinates that define displacement fields within flexible bodies. Deformation kinematics are defined by both elastic vibration and static correction deformation modes. Linear elastic deformation is presumed; i.e., a linear stress-strain relation is valid and relative displacements within each elastic component are small enough so that the theory of linear elasticity applies. Coupling of reference and modal coordinates leads to a system of nonlinear equations of motion. Methods of automatically generating and solving these equations of motion are outlined.
The minimal polynomial extrapolation (MPE) and reduced rank extrapolation (RRE) are two effective techniques that have been used in accelerating the convergence of vector sequences, such as those that are obtained from iterative solution of linear and nonlinear systems of equation. Their definitions involve some linear least squares problems, and this causes difficulties in their numerical implementation. Timewise efficient and numerically stable implementations for MPE and RRE are developed. A computer program written in FORTRAN 77 is also appended and applied to some model problems.
Some recent developments in acceleration of convergence methods for vector sequences are reviewed. The methods considered are the minimal polynomial extrapolation, the reduced rank extrapolation, and the modified minimal polynomial extrapolation. The vector sequences to be accelerated are those that are obtained from the iterative solution of linear or nonlinear systems of equations. The convergence and stability properties of these methods as well as different ways of numerical implementation are discussed in detail. Based on the convergence and stability results, strategies that are useful in practical applications are suggested. Two applications to computational fluid mechanics involving the three dimensional Euler equations for ducted and external flows are considered. The numerical results demonstrate the usefulness of the methods in accelerating the convergence of the time marching techniques in the solution of steady state problems.
It has become evident that the float zone crystal growth method and isothermal liquid bridges may be very sensitive to the residual acceleration environment of a spacelab. Using a slender-body approximation, the problem of determining the axisymmetric response of the shape of the free surface of a cylindrical liquid column bounded by two solid regions is modeled by a one-dimensional system of nonlinear equations. It is found that the sensitivity of the zone shape depends on the static Bond number, BO, aspect ratio, and viscosity, as well as the amplitude and frequency of the disturbance. The general trend is an increase in tolerable residual gravity with increasing frequency. At the eigenfrequencies of the zone, however, there are dramatic deviations from this trend. At these frequencies the tolerable residual gravity level can be two orders of magnitude lower at this frequency.
A finite element formulation is presented for determining the large-amplitude free and steady-state forced vibration response of arbitrarily laminated anisotropic composite rectangular thin plates. The nonlinear stiffness and harmonic force matrices of an arbitrarily laminated composite rectangular plate element are developed for nonlinear free and forced vibration analyses. The linearized updated-mode method with nonlinear time function approximation is employed for the solution of the system nonlinear eigenvalue equations. The amplitude-frequency relations for convergence with gridwork refinement, different boundary conditions, aspect ratios, lamination angles and number of plies are presented. The finite element results are compared with available approximate continuum solutions.
A method is presented for the implicit solution of high resolution flux-difference split schemes for which it is impractical to obtain the Jacobian matrix analytically. The method is used frequently in numerical schemes for solving nonlinear systems of equations, but apparently has not been used to date for approximating the Jacobian of the Roe numerical flux vectors. The method consists of obtaining a discretized Jacobian by using simple finite-differences of the flux vectors, and then using this discretized Jacobian in a Newton-relaxation solution method. The method is applied to both compressible and incompressible flows. Numerical results are presented that demonstrate the method works for both inviscid and viscous flows.
There are algorithms for finding zeros or fixed points of nonlinear systems of equations that are globally convergent for almost all starting points, i.e., with probability one. The essence of all such algorithms is the construction of an appropriate homotopy map and then tracking some smooth curve in the zero set of this homotopy map. HOMPACK is a mathematical software package implementing globally convergent homotopy algorithms with three different techniques for tracking a homotopy zero curve, and has separate routines for dense and sparse Jacobian matrices. The HOMPACK algorithms for sparse Jacobian matrices use a preconditioned conjugate gradient algorithm for the computation of the kernel of the homotopy Jacobian matrix, a required linear algebra step for homotopy curve tracking. Here, variants of the conjugate gradient algorithm are implemented in the context of homotopy curve tracking and compared with Craig's preconditioned conjugate gradient method used in HOMPACK. The test problems used include actual large scale, sparse structural mechanics problems.
Probability-one homotopy methods are a class of methods for solving nonlinear systems of equations that are globally convergent from an arbitrary starting point. The essence of all such algorithms is the construction of an appropriate homotopy map and subsequent tracking of some smooth curve in the zero set of the homotopy map. Tracking a homotopy curve involves finding the unit tangent vector at different points along the zero curve, which amounts to calculating the kernel of the n x (n + 1) Jacobian matrix. While computing the tangent vector is just one part of the curve tracking algorithm, it can require a significant percentage of the total tracking time. This note presents computational results showing the performance of several different parallel orthogonal factorization/triangular system solving algorithms for the tangent vector computation on a hypercube.
A finite element formulation is presented for determining the large-amplitude free and steady-state forced vibration response of arbitrarily laminated anisotropic composite thin plates using the Discrete Kirchhoff Theory (DKT) triangular elements. The nonlinear stiffness and harmonic force matrices of an arbitrarily laminated composite triangular plate element are developed for nonlinear free and forced vibration analyses. The linearized updated-mode method with nonlinear time function approximation is employed for the solution of the system nonlinear eigenvalue equations. The amplitude-frequency relations for convergence with gridwork refinement, triangular plates, different boundary conditions, lamination angles, number of plies, and uniform versus concentrated loads are presented.