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At least 91 records · Page 5

Solution of the stochastic control problem in unbounded domains.

Bellman's dynamic programming equation for the optimal index and control law for stochastic control problems is a parabolic or elliptic partial differential equation frequently defined in an unbounded domain. Existing methods of solution require bounded domain approximations, the application of singular perturbation techniques or Monte Carlo simulation procedures. In this paper, using the fact that Poisson impulse noise tends to a Gaussian process under certain limiting conditions, a method which achieves an arbitrarily good approximate solution to the stochastic control problem is given. The method uses the two iterative techniques of successive approximation and quasi-linearization and is inherently more efficient than existing methods of solution.

Robinson, P.↗

Parabolized Navier-Stokes analysis of ducted turbulent mixing problems with finite-rate chemistry

A hybrid implicit/explicit approach for analyzing 2D ducted turbulent mixing problems with finite-rate chemistry is presented. The approach combines a fully-implicit parabolic mixing algorithm, an explicit viscous-characteristic based shock-capturing algorithm, and linearized implicit chemical kinetic algorithm. The resultant model provides spatial marching solutions of the parabolized Navier-Stokes (PNS) equations for supersonic combustion and viscous nozzle flowfields. Specialized procedures are incorporated to deal with the near wall sublayer and with small central pockets of subsonic flow. A parabolic option is available which can be utilized in the direct or inverse mode for design applications. The ability of the model to treat shock waves and wave/mixing layer interactions is assessed via comparisons of predictions with those of well established explicit shock-capturing Euler (SCIPPY) and PNS (SCIPVIS) models. Applications to a variety of supersonic combustion flowfield problems involving tangential or moderately inclined fuel injection, and, to a viscous nozzle flow problem, are presented. This paper serves to exhibit overall capabilities of the model developed and no comparisons with supersonic combustion data are presented. Such comparisons serve mainly to validate the modeling of the turbulence and turbulence/chemical interactions and will be the subject of a future paper.

Sinha, N.↗

Alluvial fan morphology: A self-similar free boundary problem description

In this work, we examine approximate geometrically self-similar solutions to a parabolic free boundary value problem applied to alluvial fan surface morphology and growth. Alluvial fans are fan- or cone-shaped sedimentary deposits caused by the rapid deposition of sediment from a canyon discharging onto a flatter plain. Longitudinal, topographic profiles of fans can be readily described by a seemingly time independent dimensionless profile (DeChant et al., 1999). However, because an alluvial fan can be expected to grow over time, it is clear that this “steady” profile is certainly time dependent and can be described using a space-time self-similar solution. In an experimental and theory-based study, Guerit et al. (2014) developed a self-similar (or as they describe it a self-affine) linear solution based upon an approximate first order small parameter expansion solution for a 1-d homogeneous nonlinear diffusion equation. Direct substitution of this result into a linear diffusion equation suggests that this first order expression may not fully satisfy the associated governing equation. In contrast, we develop a more complete solution based upon a modeled approximation for the axi-symmetric formulation such that the associated temporal behavior is consistent with a 1/3 time power-law as described by Reitz and Jerolmack (2014). The resulting expression is an exact solution to a linear heat equation. Furthermore, we emphasize that a small parameter is not inherent to the resulting profile result and is not included in our model development. Though developed using rather different approaches, the formal solution developed here is in good agreement with the simple polynomial described by DeChant et al. (1999) suggesting that this self-similar solution is a suitable time dependent representation of alluvial fan longitudinal profile form and improves on earlier work.

58 GEOSCIENCES↗

Fast Solution of Fully Implicit Runge--Kutta and Discontinuous Galerkin in Time for Numerical PDEs, Part I: the Linear Setting

Fully implicit Runge--Kutta (IRK) methods have many desirable properties as time integration schemes in terms of accuracy and stability, but high-order IRK methods are not commonly used in practice with numerical PDEs due to the difficulty of solving the stage equations. This paper introduces a theoretical and algorithmic preconditioning framework for solving the systems of equations that arise from IRK methods applied to linear numerical PDEs (without algebraic constraints). Additionally, this framework also naturally applies to discontinuous Galerkin discretizations in time. Under quite general assumptions on the spatial discretization that yield stable time integration, the preconditioned operator is proven to have condition number bounded by a small, order-one constant, independent of the spatial mesh and time-step size, and with only weak dependence on number of stages/polynomial order; for example, the preconditioned operator for 10th-order Gauss IRK has condition number less than two, independent of the spatial discretization and time step. The new method can be used with arbitrary existing preconditioners for backward Euler-type time-stepping schemes and is amenable to the use of three-term recursion Krylov methods when the underlying spatial discretization is symmetric. The new method is demonstrated to be effective on various high-order finite-difference and finite element discretizations of linear parabolic and hyperbolic problems, demonstrating fast, scalable solution of up to 10th-order accuracy. The new method consistently outperforms existing block preconditioning approaches, and in several cases, the new method can achieve 4th-order accuracy using Gauss integration with roughly half the number of preconditioner applications and wallclock time as required using standard diagonally IRK methods.

97 MATHEMATICS AND COMPUTING↗

Spectral methods for partial differential equations

Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid dynamical applications are emphasized.

Hussaini, M. Y.↗

Spectral methods for partial differential equations

Origins of spectral methods, especially their relation to the Method of Weighted Residuals, are surveyed. Basic Fourier, Chebyshev, and Legendre spectral concepts are reviewed, and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic, and mixed type. Fluid-dynamical applications are emphasized.

Hussaini, M. Y.↗

Recent applications of spectral methods in fluid dynamics

Origins of spectral methods, especially their relation to the method of weighted residuals, are surveyed. Basic Fourier and Chebyshev spectral concepts are reviewed and demonstrated through application to simple model problems. Both collocation and tau methods are considered. These techniques are then applied to a number of difficult, nonlinear problems of hyperbolic, parabolic, elliptic and mixzed type. Fluid dynamical applications are emphasized.

Zang, T. A.↗

A Cloud and Precipitation Radar System Concept for the ACE Mission

One of the instruments recommended for deployment on the Aerosol/Cloud/Ecosystems (ACE) mission is a new advanced cloud profiling radar. In this paper, we describe such a radar design, called ACERAD, which has 35- and 94-GHz channels, each having Doppler and dual-polarization capabilities. ACERAD will scan at Ka-band and will be nadir-looking at W-band. To get a swath of 25-30 km, considered the minimum useful for Ka-band, ACERAD needs to scan at least 2 degrees off nadir; this is at least 20 beamwidths, which is quite large for a typical parabolic reflector. This problem is being solved with a Dragonian design; a scaled prototype of the antenna is being fabricated and will be tested on an antenna range. ACERAD also uses a quasi-optical transmission line at W-band to connect the transmitter to the antenna and antenna to the receiver. A design for this has been completed and is being laboratory tested. This paper describes the current ACERAD design and status.

CloudSat Mission↗

Parabolized Navier-Stokes analysis of three-dimensional supersonic and subsonic jet mixing problems

Three-dimensional jet mixing problems are addressed by means of two parabolized Navier-Stokes models. The first of these analyzes supersonic, overexpanded or underexpanded nonaxisymmetric jets, and yields results that exhibit complex, three-dimensional interactions. The second model uses the same numerical framework as the first, and analyzes rectangular jets by means of a pressure-split formulation. Square and rectangular mixing jet problems that highlight this model's capabilities and exhibit the distortion of the nearfield jet contours associated with the streamwise vortices generated by two corner regions are presented.

Dash, S. M.↗

Optimizing multigrid reduction-in-time and Parareal coarse-grid operators for linear advection

Parallel-in-time methods, such as multigrid reduction-in-time (MGRIT) and Parareal, provide an attractive option for increasing concurrency when simulating time-dependent partial differential equations (PDEs) in modern high-performance computing environments. While these techniques have been very successful for parabolic equations, it has often been observed that their performance suffers dramatically when applied to advection-dominated problems or purely hyperbolic PDEs using standard rediscretization approaches on coarse grids. In this paper, we apply MGRIT or Parareal to the constant-coefficient linear advection equation, appealing to existing convergence theory to provide insight into the typically nonscalable or even divergent behavior of these solvers for this problem. To overcome these failings, we replace rediscretization on coarse grids with improved coarse-grid operators that are computed by applying optimization techniques to approximately minimize error estimates from the convergence theory. Therefore, one of our main findings is that, in order to obtain fast convergence as for parabolic problems, coarse-grid operators should take into account the behavior of the hyperbolic problem by tracking the characteristic curves. Our approach is tested for schemes of various orders using explicit or implicit Runge–Kutta methods combined with upwind-finite-difference spatial discretizations. In all cases, we obtain scalable convergence in just a handful of iterations, with parallel tests also showing significant speed-ups over sequential time-stepping.

97 MATHEMATICS AND COMPUTING↗

Stability Analysis of the Flow over a Swept Forward-Facing Step using PIV Base Flowsin a Non-Orthogonal Coordinate System

Understanding the flow of a crossflow-vortex-dominated boundary layer over a forward-facing step excrescence is necessary in order to mitigate an early transition scenario on the wings and tail of commercial aircraft. By performing BiGlobal stability analysis on the flowfield measured with high-resolution, stereographic Particle Image Velocimetry (PIV), previous work has shown that a family of unstable disturbances exists in the direct downstream vicinity of a supercritical, forward-facing step. The goal of the present paper is to improve the previously used stability approach on two fronts: 1) the stability problem is formulated in a non-orthogonal coordinate system and 2) the contribution of the out-of-plane base-flow derivatives is accounted for locally. The resulting eigen solutions feature significantly stronger growth rates and eigenfunctions that are localized above regions of reverse flow. The changes in the problem formulation furthermore establish a significant improvement in the comparison of the stability solutions with the results from the Spectral Proper Orthogonal Decomposition (SPOD) of a time-resolved measurement of the perturbation content. A large destabilizing effect by the out-of-plane base-flow derivatives is determined to be justified, despite the assumption that these derivatives are small, because the effect can be reconstructed upon using an eigenvalue-correction formula that assumes the responsible terms are infinitesimally small. The unstable perturbation mechanisms are demonstrated to have a convective nature by assessing the relation between the frequency and the out-of-plane wavenumber, which indicates that their group speed does not approach zero. The last 2 facts, that 1) the perturbations are convective and 2) that the out-of-plane base-flow-derivative terms are small, remove any qualitative suspicions that the perturbation problem is not conducive to parabolization. This opens the path to analyzing this problem with a plane-marching approach.

Boundary- Layer Transition↗

A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models

A front-fixing finite element method is applied to solve the partial integro-differential equations (PIDEs) arising in pricing American options under Markov-modulated jump-diffusion models with the free boundaries feature. For this purpose, we used a front-fixing method to transform the pricing problem into a nonlinear parabolic integro-differential equation on a fixed domain. Then the variational form of the resulting problem is solved by a finite element method. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence of the proposed method for the pricing problem and compare its accuracy to some recent works on pricing American options under regime-switching jump-diffusion models.

97 MATHEMATICS AND COMPUTING↗

Efficient parallel solution of parabolic equations - Implicit methods on the Cedar multicluster

A class of implicit methods for the parallel solution of linear parabolic differential equations based on Pade and Chebyshev rational approximations to the matrix exponential are presented. It is pointed out that this approach incorporates both natural hierarchical parallelism, improved intrinsic efficiency, and fewer timesteps. These advantages lead to an extremely fast family of methods for the solution of certain time-dependent problems. These techniques are illustrated with numerical experiments on the University of Illinois Cedar multicluster architecture. The experiments indicate that implicit methods of very high degree offer great promise for the solution of certain parabolic problems when in computational environment with parallel resources. Hierarchically organized parallel computers, such as the Cedar multicluster, are found to be especially attractive for these schemes.

Gallopoulos, E.↗

Reduced basis approximations of parameterized dynamical partial differential equations via neural networks

Projection-based reduced order models are effective at approximating parameter-dependent differential equations that are parametrically separable. When parametric separability is not satisfied, which occurs in both linear and nonlinear problems, projection-based methods fail to adequately reduce the computational complexity. Devising alternative reduced order models is crucial for obtaining efficient and accurate approximations to expensive high-fidelity models. In this work, we develop a timestepping procedure for dynamical parameter-dependent problems, in which a neural-network is trained to propagate the coefficients of a reduced basis expansion. This results in an online stage with a computational cost independent of the size of the underlying problem. Here, we demonstrate our method on several parabolic partial differential equations, including a problem that is not parametrically separable.

97 MATHEMATICS AND COMPUTING↗

Performance of Cylindrical Parabolic Collector with Automated Tracking System

Parabolic solar collector collects the radiant energy emitted from the sun and focuses it at a point. Parabolic trough collectors are the low cost implementation of concentrated solar power technology that focuses incident sun light on to a tube filled with a heat transfer fluid. However, the basic problem with the cylindrical parabolic collector without tracking was the solar collector does not move with the orientation of sun. Development of automatic tracking system for cylindrical parabolic collectors will increase solar collection as well as efficiency of devices. The main aim of this paper is to design, fabricate and analyze the performance of parabolic collector with automated tracking system. The automated tracking mechanism is used to receive the maximum possible energy of solar radiation as it tracks the path of sun. The performance of the parabolic trough collector is experimentally investigated with the water circulated as heat transfer fluid. The collector efficiency will be noted.

14 SOLAR ENERGY↗

Smoothness in the Dini Space of a Single Layer Potential for a Parabolic System in the Plane

We prove estimates in the Dini space for the second order spatial derivative of a vector parabolic single layer potential. We obtain estimates for higher order derivatives of solutions to initial-boundary-value problems for one-dimensional parabolic systems with Dini-continuous coefficients in a curvilinear domain with nonsmooth lateral boundary.

97 MATHEMATICS AND COMPUTING↗