Search NASA⌕ Search

SEARCH · Search NASA

Results for “Jacobi Method”

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.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

At least 109 records · Page 6
All sourcesNASA NTRSDOE OSTI
DOE OSTI2016

Optimal Control with Restrictions for a Diffusion Risk Model Under Constant Interest Force

In this paper, we study optimal dividend problems in a diffusion risk model for two different cases depending on whether reinsurance is incorporated. In either case, the dividend rate is bounded above by a constant, and the company earns investment income at a constant force of interest. Unlike existing approaches in the literature dealing with optimal problems with interest, we allow the force of interest to be greater than the discount factor, and we use a different method to solve the corresponding Hamilton–Jacobi–Bellman (HJB) equation instead of introducing a confluent hypergeometric function. We conclude that the optimal dividend policy is of a threshold type and show that the corresponding dividend barrier is nondecreasing in the dividend rate bound. In cases where there is no reinsurance, we construct an auxiliary reflecting control problem to find the nonzero dividend barrier. If proportional reinsurance is purchased, the optimal reinsurance strategy looks somewhat strange. The optimal retention level of risk first increases monotonically with risk reserve to some possible value (less than 1) and then stays at level 1 for a while or, if 1 has been reached, finally, it decreases to 0.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2022

Pseudodiagonalization Method for Accelerating Nonlinear Subspace Diagonalization in Density Functional Theory

In density functional theory, each self-consistent field (SCF) nonlinear step updates the discretized Kohn-Sham orbitals by solving a linear eigenvalue problem. The concept of pseudodiagonalization is to solve this linear eigenvalue problem approximately, and specifically utilizing a method involving a small number of Jacobi rotations that takes advantage of the good initial guess to the solution given by the approximation to the orbitals from the previous SCF iteration. The approximate solution to the linear eigenvalue problem can be very rapid, particularly for those steps near SCF convergence. Here, we adapt pseudodiagonalization to finite-temperature and metallic systems, where partially-occupied orbitals must be individually resolved with some accuracy. We apply pseudodiagonalization to the subspace eigenvalue problem that arises in Chebyshev-filtered subspace iteration. In tests on metallic and other systems for a range of temperatures, we show that pseudodiagonalization achieves similar rates of SCF convergence to exact diagonalization.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗
DOE OSTI2015

Compiler-Directed Transformation for Higher-Order Stencils

As the cost of data movement increasingly dominates performance, developers of finite-volume and finite-difference solutions for partial differential equations (PDEs) are exploring novel higher-order stencils that increase numerical accuracy and computational intensity. This paper describes a new compiler reordering transformation applied to stencil operators that performs partial sums in buffers, and reuses the partial sums in computing multiple results. This optimization has multiple effect son improving stencil performance that are particularly important to higher-order stencils: exploits data reuse, reduces floating-point operations, and exposes efficient SIMD parallelism to backend compilers. We study the benefit of this optimization in the context of Geometric Multigrid (GMG), a widely used method to solvePDEs, using four different Jacobi smoothers built from 7-, 13-, 27-and 125-point stencils. We quantify performance, speedup, andnumerical accuracy, and use the Roofline model to qualify our results. Ultimately, we obtain over 4× speedup on the smoothers themselves and up to a 3× speedup on the multigrid solver. Finally, we demonstrate that high-order multigrid solvers have the potential of reducing total data movement and energy by several orders of magnitude.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1965

Notes on the restricted three body problem- approximate behavior of solutions near the collinear lagrangian points

Studies the solutions of the restricted three-body problem near those equilibrium points which are collinear with the two positive masses. This is done to gain insight toward the development of an analytic proof and classification of the periodic orbits that pass near these equilibrium points, which have been discovered numerically by M. Davidson, and also to hopefully gain insight into the nature of solutions of the restricted three-body problem in general. The qualitative observations that are made are all deduced from the linearized equations.

Approximation method↗
NASA NTRS1993

Matched asymptotic expansion of the Hamilton-Jacobi-Bellman equation for aeroassisted plane-change maneuvers

In this paper we develop a general procedure for constructing a matched asymptotic expansion of the Hamilton-Jacobi-Bellman equation based on the method of characteristics. The development is for a class of perturbation problems whose solution exhibits two-time-scale behavior. A regular expansion for problems of this type is inappropriate since it is not uniformly valid over a narrow range of the independent variable. Of particular interest here is the manner in which matching and boundary conditions are enforced when the expansion is carried out to first order. Two cases are distinguished - one where the left boundary condition coincides with or lies to the right of the singular region and one where the left boundary condition lies to the left of the singular region. A simple example is used to illustrate the procedure, and its potential application to aeroassisted plane change is described.

Calise, Anthony J.↗
NASA NTRS1993

Guidance law development for aeroassisted transfer vehicles using matched asymptotic expansions

This report addresses and clarifies a number of issues related to the Matched Asymptotic Expansion (MAE) analysis of skip trajectories, or any class of problems that give rise to inner layers that are not associated directly with satisfying boundary conditions. The procedure for matching inner and outer solutions, and using the composite solution to satisfy boundary conditions is developed and rigorously followed to obtain a set of algebraic equations for the problem of inclination change with minimum energy loss. A detailed evaluation of the zeroth order guidance algorithm for aeroassisted orbit transfer is performed. It is shown that by exploiting the structure of the MAE solution procedure, the original problem, which requires the solution of a set of 20 implicit algebraic equations, can be reduced to a problem of 6 implicit equations in 6 unknowns. A solution that is near optimal, requires a minimum of computation, and thus can be implemented in real time and on-board the vehicle, has been obtained. Guidance law implementation entails treating the current state as a new initial state and repetitively solving the zeroth order MAE problem to obtain the feedback controls. Finally, a general procedure is developed for constructing a MAE solution up to first order, of the Hamilton-Jacobi-Bellman equation based on the method of characteristics. The development is valid for a class of perturbation problems whose solution exhibits two-time-scale behavior. A regular expansion for problems of this type is shown to be inappropriate since it is not valid over a narrow range of the independent variable. That is, it is not uniformly valid. Of particular interest here is the manner in which matching and boundary conditions are enforced when the expansion is carried out to first order. Two cases are distinguished-one where the left boundary condition coincides with, or lies to the right of, the singular region, and another one where the left boundary condition lies to the left of the singular region. A simple example is used to illustrate the procedure where the obtained solution is uniformly valid to O(Epsilon(exp 2)). The potential application of this procedure to aeroassisted plane change is also described and partially evaluated.

Calise, Anthony J.↗
NASA NTRS2000

Ordering Unstructured Meshes for Sparse Matrix Computations on Leading Parallel Systems

The ability of computers to solve hitherto intractable problems and simulate complex processes using mathematical models makes them an indispensable part of modern science and engineering. Computer simulations of large-scale realistic applications usually require solving a set of non-linear partial differential equations (PDES) over a finite region. For example, one thrust area in the DOE Grand Challenge projects is to design future accelerators such as the SpaHation Neutron Source (SNS). Our colleagues at SLAC need to model complex RFQ cavities with large aspect ratios. Unstructured grids are currently used to resolve the small features in a large computational domain; dynamic mesh adaptation will be added in the future for additional efficiency. The PDEs for electromagnetics are discretized by the FEM method, which leads to a generalized eigenvalue problem Kx = AMx, where K and M are the stiffness and mass matrices, and are very sparse. In a typical cavity model, the number of degrees of freedom is about one million. For such large eigenproblems, direct solution techniques quickly reach the memory limits. Instead, the most widely-used methods are Krylov subspace methods, such as Lanczos or Jacobi-Davidson. In all the Krylov-based algorithms, sparse matrix-vector multiplication (SPMV) must be performed repeatedly. Therefore, the efficiency of SPMV usually determines the eigensolver speed. SPMV is also one of the most heavily used kernels in large-scale numerical simulations.

Oliker, Leonid↗
NASA NTRS2000

High Order Discontinuous Gelerkin Methods for Convection Dominated Problems with Application to Aeroacoustics

This project is about the investigation of the development of the discontinuous Galerkin finite element methods, for general geometry and triangulations, for solving convection dominated problems, with applications to aeroacoustics. On the analysis side, we have studied the efficient and stable discontinuous Galerkin framework for small second derivative terms, for example in Navier-Stokes equations, and also for related equations such as the Hamilton-Jacobi equations. This is a truly local discontinuous formulation where derivatives are considered as new variables. On the applied side, we have implemented and tested the efficiency of different approaches numerically. Related issues in high order ENO and WENO finite difference methods and spectral methods have also been investigated. Jointly with Hu, we have presented a discontinuous Galerkin finite element method for solving the nonlinear Hamilton-Jacobi equations. This method is based on the RungeKutta discontinuous Galerkin finite element method for solving conservation laws. The method has the flexibility of treating complicated geometry by using arbitrary triangulation, can achieve high order accuracy with a local, compact stencil, and are suited for efficient parallel implementation. One and two dimensional numerical examples are given to illustrate the capability of the method. Jointly with Hu, we have constructed third and fourth order WENO schemes on two dimensional unstructured meshes (triangles) in the finite volume formulation. The third order schemes are based on a combination of linear polynomials with nonlinear weights, and the fourth order schemes are based on combination of quadratic polynomials with nonlinear weights. We have addressed several difficult issues associated with high order WENO schemes on unstructured mesh, including the choice of linear and nonlinear weights, what to do with negative weights, etc. Numerical examples are shown to demonstrate the accuracies and robustness of the methods for shock calculations. Jointly with P. Montarnal, we have used a recently developed energy relaxation theory by Coquel and Perthame and high order weighted essentially non-oscillatory (WENO) schemes to simulate the Euler equations of real gas. The main idea is an energy decomposition under the form epsilon = epsilon(sub 1) + epsilon(sub 2), where epsilon(sub 1) is associated with a simpler pressure law (gamma)-law in this paper) and the nonlinear deviation epsilon(sub 2) is convected with the flow. A relaxation process is performed for each time step to ensure that the original pressure law is satisfied. The necessary characteristic decomposition for the high order WENO schemes is performed on the characteristic fields based on the epsilon(sub l) gamma-law. The algorithm only calls for the original pressure law once per grid point per time step, without the need to compute its derivatives or any Riemann solvers. Both one and two dimensional numerical examples are shown to illustrate the effectiveness of this approach.

Shu, Chi-Wang↗
DOE OSTI2017

Calculation of Higher Eigenpairs of the Transport Equation Using IRAM Based on Domain Decomposition

The higher eigenpairs of the neutron transport (or diffusion) equation are useful in core flux distribution reconstruction, transient analysis, stability analysis, and loading pattern optimization. There are various methods for the calculation of higher eigenpairs, such as the power iteration method with filtering technique, the Generalized Modified Power Method (GMPM), the power iteration method with innovative boundary conditions for symmetric cores, and Krylov subspace methods. In regard to Krylov subspace methods, the Implicitly Restarted Arnoldi Method (IRAM) and ORTHOMIN were implemented to calculate higher eigenpairs for both transport and diffusion equations. In Warsa's work, however, there was a significant drawback that problems with energy upscatter could not be treated efficiently. In Modak's work, the mode to which his method was likely to converge depended on the shape of initial guess flux, and only one mode could be computed each time, making it impractical for real use. Furthermore, the computational burden for higher eigenpairs is generally much larger than for only the first eigenpair, especially for neutron transport equations. Therefore, the implementation of parallel computation for higher eigenpairs is essential to improve the efficiency, and no such work has been reported in literature so far. In this summary, we propose an innovative method to calculate higher eigenpairs of the neutron transport equation based on high performance computation. In this method, 2D Matrix Method of Characteristic (MMOC) is used to discretize the neutron transport equation; IRAM is used to evaluate higher eigenpairs; spatial domain decomposition is used to realize parallel computation. The highlight of this method is using the MGMD PGMRES (Multi-Group and Multi-Domain coupled Parallel Generalized Minimal Residual Method) algorithm to simultaneously accelerate the upscatter iterations and the inner interface angular fluxes iterations, avoiding the drawback in Warsa's method and the efficiency problem of conventional Jacobi iteration. To the best of our knowledge, our work represents the first application of IRAM based on domain decomposition for higher eigenpairs.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2018

The use of Jacobi wavelets for constrained approximation of rational Bézier curves

This paper presents an efficient method to solve the approximation problem of the rational Bézier curve by continuous piecewise polynomial curve in L{sub 2}-norm. For this purpose, extended Jacobi wavelets together with the Gauss–Jacobi quadrature rules are employed. The proposed technique has some advantages such as: simplicity, high accuracy and fast computation. Also, the method in the paper performs multi-degree reduction at one time and does not need the stepwise computing. Several examples are given to illustrate the effectiveness of the algorithm.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2011

A Block-Asynchronous Relaxation Method for Graphics Processing Units

In this paper, we analyze the potential of asynchronous relaxation methods on Graphics Processing Units (GPUs). For this purpose, we developed a set of asynchronous iteration algorithms in CUDA and compared them with a parallel implementation of synchronous relaxation methods on CPU-based systems. For a set of test matrices taken from the University of Florida Matrix Collection we monitor the convergence behavior, the average iteration time and the total time-to-solution time. Analyzing the results, we observe that even for our most basic asynchronous relaxation scheme, despite its lower convergence rate compared to the Gauss-Seidel relaxation (that we expected), the asynchronous iteration running on GPUs is still able to provide solution approximations of certain accuracy in considerably shorter time then Gauss- Seidel running on CPUs. Hence, it overcompensates for the slower convergence by exploiting the scalability and the good fit of the asynchronous schemes for the highly parallel GPU architectures. Further, enhancing the most basic asynchronous approach with hybrid schemes – using multiple iterations within the ”subdomain” handled by a GPU thread block and Jacobi-like asynchronous updates across the ”boundaries”, subject to tuning various parameters – we manage to not only recover the loss of global convergence but often accelerate convergence of up to two times (compared to the effective but difficult to parallelize Gauss-Seidel type of schemes), while keeping the execution time of a global iteration practically the same. This shows the high potential of the asynchronous methods not only as a stand alone numerical solver for linear systems of equations fulfilling certain convergence conditions but more importantly as a smoother in multigrid methods. Due to the explosion of parallelism in todays architecture designs, the significance and the need for asynchronous methods, as the ones described in this work, is expected to grow.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2025

Rotational excitation and de-excitation of magnesium mono-sulphide (MgS) by He collisions

ABSTRACT Magnesium mono-sulphide (MgS) plays a crucial role in astrochemical processes, particularly in the interstellar medium (ISM), where metal-sulphur chemistry influences molecular formation and evolution. This work presents a detailed study of the rotational excitation and de-excitation of MgS through collisions with helium (He) atoms, the second most abundant species in the ISM after hydrogen, which includes both atomic (H) and molecular forms (H2). The focus on MgS–He collisions arises from He's high abundance, chemical inertness, and simpler electronic structure, which make it well suited for quantum scattering calculations. These characteristics establish He as an ideal candidate for initial studies, providing fundamental data for future investigations involving H2. The study uses quantum scattering methods to calculate the collisional rate coefficients over a broad temperature range. These rates are critical for interpreting observational data on MgS and predicting its abundance in space. The interaction potential between MgS and He is calculated using the rigid rotor approximation and the Jacobi coordinate system, employing the CCSD(T)-F12a/aug-cc-pVTZ method for accurate two-dimensional potential energy surface. The study explores the anisotropic nature of the MgS–He interaction, which favours odd Δj rotational transitions at low collision energies. The inelastic cross-sections for rotational transitions involving up to 16 rotational levels of MgS were computed up to 1000 cm−1, enabling the calculation of rate coefficients up to 150 K for Δj = ±1, ±2, and ± 3 rotational transitions. The results show that Δj = 1 transitions dominate at low temperatures, while Δj = 2 transitions become more significant at higher temperatures. This study provides valuable data for interpreting future astrophysical observations of MgS. The findings also propose new rotational transitions for MgS detection in space, enhancing our ability to track and study this molecule in various cosmic environments.

Hendaoui, Hamza (ORCID:0000000218641872)↗
DOE OSTI2021

Linear and Nonlinear Solvers for Simulating Multiphase Flow within Large-Scale Engineered Subsurface Systems

Simulation of multiphase flow in the subsurface is well-known to be computationally challenging. While there have been many studies that have explored approaches to overcoming these challenges, they often utilize relatively simple case studies. In this paper, we focus on the unique numerical challenges posed by modeling large-scale engineered subsurface systems, characterized by discrete features embedded in a heterogeneous natural subsurface setting. The man-made features such as shafts, tunnels, and barriers often cause multiple challenges in modeling the domain for multiphase porous media flow. This flow scenario can have a wide range of applications such as nuclear waste repositories, enhanced recovery of a petroleum reservoir, geothermal engineering, and carbon sequestration. An example of these severe numerical challenges is the case of performance assessment (PA) for Waste Isolation Pilot Plant (WIPP), the only operating deep geological repository in the US, which simulates extreme material properties of bedded salt rock formation and extreme contrast due to open excavation next to the formation. The models have extremes not only of permeability and porosity but also of the constitutive models needed for multiphase flow; additionally, they have process models like salt creep closure reducing porosity over time, fracturing in clay and anhydrite interbeds of the bedded salt, gas generation from the waste materials, and unintentional human borehole intrusions in some scenarios. Numerical simulations require the solution of coupled systems of nonlinear PDEs; in our work, we use the open-source simulator PFLOTRAN which is based on Finite Volume discretization. The solution of the nonlinear equations requires use of the Newton-Raphson iteration at each time step, which entails the solution of the linearized Jacobian system at each iteration. The effects of all the processes (i.e., large number of unknowns, highly nonlinear constitutive relations, large contrasts in material properties in short distances) lead to an ill-conditioned Jacobian matrix that severely challenges traditional linear solver, i.e., stabilized biconjugate gradient with block Jacobi incomplete LU preconditioner (BCGS-ILU) leading to non-convergence for traditional Newton-Raphson nonlinear solver causing unacceptably long computation time for each model. This paper presents linear solvers such as constrained pressure residual (CPR) two-stage preconditioner with alternate-block-factorization (ABF) and quasi- implicit pressure and explicit saturation (QIMPES) decouplers and flexible generalized residual solver (FGMRES). The new general-purpose nonlinear solver, Newton trust-region dogleg Cauchy (NTRDC), is also introduced to resolve extreme nonlinearities in the models. We demonstrate the effectiveness of each method relative to the default BCGS-Newton solver. The two best cases had nearly 50 times speed-up and achieved completion of a simulation in 14 hours that never completed due to non-convergence with the default solver. We also investigate the strong scalability of each method and discuss some of the deficiencies found for Block Jacobi preconditioner using parallel domain decomposition, and node packing effects of modern processor architecture.

Preconditioner, Nonlinear, Porous media, Multiphas↗
DOE OSTI2015

Comparison of multigrid algorithms for high‐order continuous finite element discretizations

Summary We present a comparison of different multigrid approaches for the solution of systems arising from high‐order continuous finite element discretizations of elliptic partial differential equations on complex geometries. We consider the pointwise Jacobi, the Chebyshev‐accelerated Jacobi, and the symmetric successive over‐relaxation smoothers, as well as elementwise block Jacobi smoothing. Three approaches for the multigrid hierarchy are compared: (1) high‐order h ‐multigrid, which uses high‐order interpolation and restriction between geometrically coarsened meshes; (2) p ‐multigrid, in which the polynomial order is reduced while the mesh remains unchanged, and the interpolation and restriction incorporate the different‐order basis functions; and (3) a first‐order approximation multigrid preconditioner constructed using the nodes of the high‐order discretization. This latter approach is often combined with algebraic multigrid for the low‐order operator and is attractive for high‐order discretizations on unstructured meshes, where geometric coarsening is difficult. Based on a simple performance model, we compare the computational cost of the different approaches. Using scalar test problems in two and three dimensions with constant and varying coefficients, we compare the performance of the different multigrid approaches for polynomial orders up to 16. Overall, both h ‐multigrid and p ‐multigrid work well; the first‐order approximation is less efficient. For constant coefficients, all smoothers work well. For variable coefficients, Chebyshev and symmetric successive over‐relaxation smoothing outperform Jacobi smoothing. While all of the tested methods converge in a mesh‐independent number of iterations, none of them behaves completely independent of the polynomial order. When multigrid is used as a preconditioner in a Krylov method, the iteration number decreases significantly compared with using multigrid as a solver. Copyright © 2015 John Wiley & Sons, Ltd.

Sundar, Hari↗
DOE OSTI2014

Stochastic quasi-steady state approximations for asymptotic solutions of the chemical master equation

In this paper, we propose two methods to carry out the quasi-steady state approximation in stochastic models of enzyme catalytic regulation, based on WKB asymptotics of the chemical master equation or of the corresponding partial differential equation for the generating function. The first of the methods we propose involves the development of multiscale generalisation of a WKB approximation of the solution of the master equation, where the separation of time scales is made explicit which allows us to apply the quasi-steady state approximation in a straightforward manner. To the lowest order, the multi-scale WKB method provides a quasi-steady state, Gaussian approximation of the probability distribution. The second method is based on the Hamilton-Jacobi representation of the stochastic process where, as predicted by large deviation theory, the solution of the partial differential equation for the corresponding characteristic function is given in terms of an effective action functional. The optimal transition paths between two states are then given by those paths that maximise the effective action. Such paths are the solutions of the Hamilton equations for the Hamiltonian associated to the effective action functional. The quasi-steady state approximation is applied to the Hamilton equations thus providing an approximation to the optimal transition paths and the transition time between two states. Using this approximation we predict that, unlike the mean-field quasi-steady approximation result, the rate of enzyme catalysis depends explicitly on the initial number of enzyme molecules. The accuracy and validity of our approximated results as well as that of our predictions regarding the behaviour of the stochastic enzyme catalytic models are verified by direct simulation of the stochastic model using Gillespie stochastic simulation algorithm.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
NASA NTRS1979

On the efficient computation of Fraunhofer and Fresnel region fields radiated by reflector and planar-aperture antennas

Computation of fields radiated by parabolic reflectors and planar apertures is a problem of prime importance, and conventional approaches to performing these computations are often very time-consuming. The paper demonstrates the usefulness of a series expansion technique for efficient computation of radiated fields in both the Fraunhofer and Fresnel regions. The series approach is based on the use of the Jacobi polynomials. The application of the series method to determining the far-field pattern of the antenna from the near-field measurements for an arbitrary aperture antenna is also discussed.

Mittra, R.↗