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NASA NTRS1995

The large discretization step method for time-dependent partial differential equations

A new method for the acceleration of linear and nonlinear time dependent calculations is presented. It is based on the Large Discretization Step (LDS) approximation, defined in this work, which employs an extended system of low accuracy schemes to approximate a high accuracy discrete approximation to a time dependent differential operator. Error bounds on such approximations are derived. These approximations are efficiently implemented in the LDS methods for linear and nonlinear hyperbolic equations, presented here. In these algorithms the high and low accuracy schemes are interpreted as the same discretization of a time dependent operator on fine and coarse grids, respectively. Thus, a system of correction terms and corresponding equations are derived and solved on the coarse grid to yield the fine grid accuracy. These terms are initialized by visiting the fine grid once in many coarse grid time steps. The resulting methods are very general, simple to implement and may be used to accelerate many existing time marching schemes.

Haras, Zigo↗

NASA NTRS1995

Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - 2

The global asymptotic nonlinear behavior of 1 1 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODES) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDES.

Yee, H. C.↗

NASA NTRS1996

Quasi-Optimal Schwarz Methods for the Conforming Spectral Element Discretization

Fast methods are proposed for solving the system K(sub N)x = b resulting from the discretization of self-adjoint elliptic equations in three dimensional domains by the spectral element method. The domain is decomposed into hexahedral elements, and in each of these elements the discretization space is formed by polynomials of degree N in each variable. Gauss-Lobatto-Legendre (GLL) quadrature rules replace the integrals in the Galerkin formulation. This system is solved by the preconditioned conjugate gradients method. The conforming finite element space on the GLL mesh consisting of piecewise Q(sub 1) elements produces a stiffness matrix K(sub h) that is spectrally equivalent to the spectral element stiffness matrix K(sub N). The action of the inverse of K(sub h) is expensive for large problems, and is therefore replaced by a Schwarz preconditioner B(sub h) of this finite element stiffness matrix. The preconditioned operator then becomes B(sub h)(exp -l)K(sub N). The technical difficulties stem from the nonregularity of the mesh. Tools to estimate the convergence of a large class of new iterative substructuring and overlapping Schwarz preconditioners are developed. This technique also provides a new analysis for an iterative substructuring method proposed by Pavarino and Widlund for the spectral element discretization.

Casarin, Mario↗

NASA NTRS1996

Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations

Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.

Elman, Howard C.↗

NASA NTRS1996

Discrete Deterministic and Stochastic Petri Nets

Petri nets augmented with timing specifications gained a wide acceptance in the area of performance and reliability evaluation of complex systems exhibiting concurrency, synchronization, and conflicts. The state space of time-extended Petri nets is mapped onto its basic underlying stochastic process, which can be shown to be Markovian under the assumption of exponentially distributed firing times. The integration of exponentially and non-exponentially distributed timing is still one of the major problems for the analysis and was first attacked for continuous time Petri nets at the cost of structural or analytical restrictions. We propose a discrete deterministic and stochastic Petri net (DDSPN) formalism with no imposed structural or analytical restrictions where transitions can fire either in zero time or according to arbitrary firing times that can be represented as the time to absorption in a finite absorbing discrete time Markov chain (DTMC). Exponentially distributed firing times are then approximated arbitrarily well by geometric distributions. Deterministic firing times are a special case of the geometric distribution. The underlying stochastic process of a DDSPN is then also a DTMC, from which the transient and stationary solution can be obtained by standard techniques. A comprehensive algorithm and some state space reduction techniques for the analysis of DDSPNs are presented comprising the automatic detection of conflicts and confusions, which removes a major obstacle for the analysis of discrete time models.

MATHEMATICAL MODELS↗

NASA NTRS1995

Dynamical Approach Study of Spurious Steady-State Numerical Solutions of Nonlinear Differential Equations: Global Asymptotic Behavior of Time Discretizations - Part 2

The global asymptotic nonlinear behavior of 11 explicit and implicit time discretizations for four 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations (ODEs) is analyzed. The objectives are to gain a basic understanding of the difference in the dynamics of numerics between the scalars and systems of nonlinear autonomous ODEs and to set a baseline global asymptotic solution behavior of these schemes for practical computations in computational fluid dynamics. We show how 'numerical' basins of attraction can complement the bifurcation diagrams in gaining more detailed global asymptotic behavior of time discretizations for nonlinear differential equations (DEs). We show how in the presence of spurious asymptotes the basins of the true stable steady states can be segmented by the basins of the spurious stable and unstable asymptotes. One major consequence of this phenomenon which is not commonly known is that this spurious behavior can result in a dramatic distortion and, in most cases, a dramatic shrinkage and segmentation of the basin of attraction of the true solution for finite time steps. Such distortion, shrinkage and segmentation of the numerical basins of attraction will occur regardless of the stability of the spurious asymptotes, and will occur for unconditionally stable implicit linear multistep methods. In other words, for the same (common) steady-state solution the associated basin of attraction of the DE might be very different from the discretized counterparts and the numerical basin of attraction can be very different from numerical method to numerical method. The results can be used as an explanation for possible causes of error, and slow convergence and nonconvergence of steady-state numerical solutions when using the time-dependent approach for nonlinear hyperbolic or parabolic PDEs.

Yee, H. C.↗

NASA NTRS1999

Solving Upwind-Biased Discretizations: Defect-Correction Iterations

This paper considers defect-correction solvers for a second order upwind-biased discretization of the 2D convection equation. The following important features are reported: (1) The asymptotic convergence rate is about 0.5 per defect-correction iteration. (2) If the operators involved in defect-correction iterations have different approximation order, then the initial convergence rates may be very slow. The number of iterations required to get into the asymptotic convergence regime might grow on fine grids as a negative power of h. In the case of a second order target operator and a first order driver operator, this number of iterations is roughly proportional to h-1/3. (3) If both the operators have the second approximation order, the defect-correction solver demonstrates the asymptotic convergence rate after three iterations at most. The same three iterations are required to converge algebraic error below the truncation error level. A novel comprehensive half-space Fourier mode analysis (which, by the way, can take into account the influence of discretized outflow boundary conditions as well) for the defect-correction method is developed. This analysis explains many phenomena observed in solving non-elliptic equations and provides a close prediction of the actual solution behavior. It predicts the convergence rate for each iteration and the asymptotic convergence rate. As a result of this analysis, a new very efficient adaptive multigrid algorithm solving the discrete problem to within a given accuracy is proposed. Numerical simulations confirm the accuracy of the analysis and the efficiency of the proposed algorithm. The results of the numerical tests are reported.

Diskin, Boris↗

NASA NTRS2001

A Bell-Curved Based Algorithm for Mixed Continuous and Discrete Structural Optimization

An evolutionary based strategy utilizing two normal distributions to generate children is developed to solve mixed integer nonlinear programming problems. This Bell-Curve Based (BCB) evolutionary algorithm is similar in spirit to (mu + mu) evolutionary strategies and evolutionary programs but with fewer parameters to adjust and no mechanism for self adaptation. First, a new version of BCB to solve purely discrete optimization problems is described and its performance tested against a tabu search code for an actuator placement problem. Next, the performance of a combined version of discrete and continuous BCB is tested on 2-dimensional shape problems and on a minimum weight hub design problem. In the latter case the discrete portion is the choice of the underlying beam shape (I, triangular, circular, rectangular, or U).

Kincaid, Rex K.↗

NASA NTRS2001

Global Discrete Artificial Boundary Conditions for Time-Dependent Wave Propagation

We construct global artificial boundary conditions (ABCs) for the numerical simulation of wave processes on unbounded domains using a special non-deteriorating algorithm that has been developed previously for the long-term computation of wave-radiation solutions. The ABCs are obtained directly for the discrete formulation of the problem; in so doing, neither a rational approximation of 'non-reflecting kernels,' nor discretization of the continuous boundary conditions is required. The extent of temporal nonlocality of the new ABCs appears fixed and limited; in addition, the ABCs can handle artificial boundaries of irregular shape on regular grids with no fitting/adaptation needed and no accuracy loss induced. The non-deteriorating algorithm, which is the core of the new ABCs is inherently three-dimensional, it guarantees temporally uniform grid convergence of the solution driven by a continuously operating source on arbitrarily long time intervals, and provides unimprovable linear computational complexity with respect to the grid dimension. The algorithm is based on the presence of lacunae, i.e., aft fronts of the waves, in wave-type solutions in odd-dimension spaces, It can, in fact, be built as a modification on top of any consistent and stable finite-difference scheme, making its grid convergence uniform in time and at the same time keeping the rate of convergence the same as that of the non-modified scheme. In the paper, we delineate the construction of the global lacunae-based ABCs in the framework of a discretized wave equation. The ABCs are obtained for the most general formulation of the problem that involves radiation of waves by moving sources (e.g., radiation of acoustic waves by a maneuvering aircraft). We also present systematic numerical results that corroborate the theoretical design properties of the ABCs' algorithm.

Ryabenkii, V. 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 NTRS1998

Discretization and Preconditioning Algorithms for the Euler and Navier-Stokes Equations on Unstructured Meshes

Several stabilized demoralization procedures for conservation law equations on triangulated domains will be considered. Specifically, numerical schemes based on upwind finite volume, fluctuation splitting, Galerkin least-squares, and space discontinuous Galerkin demoralization will be considered in detail. A standard energy analysis for several of these methods will be given via entropy symmetrization. Next, we will present some relatively new theoretical results concerning congruence relationships for left or right symmetrized equations. These results suggest new variants of existing FV, DG, GLS, and FS methods which are computationally more efficient while retaining the pleasant theoretical properties achieved by entropy symmetrization. In addition, the task of Jacobean linearization of these schemes for use in Newton's method is greatly simplified owing to exploitation of exact symmetries which exist in the system. The FV, FS and DG schemes also permit discrete maximum principle analysis and enforcement which greatly adds to the robustness of the methods. Discrete maximum principle theory will be presented for general finite volume approximations on unstructured meshes. Next, we consider embedding these nonlinear space discretizations into exact and inexact Newton solvers which are preconditioned using a nonoverlapping (Schur complement) domain decomposition technique. Elements of nonoverlapping domain decomposition for elliptic problems will be reviewed followed by the present extension to hyperbolic and elliptic-hyperbolic problems. Other issues of practical relevance such the meshing of geometries, code implementation, turbulence modeling, global convergence, etc, will. be addressed as needed.

Barth, Timothy J.↗

NASA NTRS1998

Spiral waves are stable in discrete element models of two-dimensional homogeneous excitable media

The spontaneous breakup of a single spiral wave of excitation into a turbulent wave pattern has been observed in both discrete element models and continuous reaction-diffusion models of spatially homogeneous 2D excitable media. These results have attracted considerable interest, since spiral breakup is thought to be an important mechanism of transition from the heart rhythm disturbance ventricular tachycardia to the fatal arrhythmia ventricular fibrillation. It is not known whether this process can occur in the absence of disease-induced spatial heterogeneity of the electrical properties of the ventricular tissue. Candidate mechanisms for spiral breakup in uniform 2D media have emerged, but the physical validity of the mechanisms and their applicability to myocardium require further scrutiny. In this letter, we examine the computer simulation results obtained in two discrete element models and show that the instability of each spiral is an artifact resulting from an unphysical dependence of wave speed on wave front curvature in the medium. We conclude that spiral breakup does not occur in these two models at the specified parameter values and that great care must be exercised in the representation of a continuous excitable medium via discrete elements.

NASA Discipline Cardiopulmonary↗

NASA NTRS2004

Discrete-Time Demodulator Architectures for Free-Space Broadband Optical Pulse-Position Modulation

The objective of this work is to develop discrete-time demodulator architectures for broadband optical pulse-position modulation (PPM) that are capable of processing Nyquist or near-Nyquist data rates. These architectures are motivated by the numerous advantages of realizing communications demodulators in digital very large scale integrated (VLSI) circuits. The architectures are developed within a framework that encompasses a large body of work in optical communications, synchronization, and multirate discrete-time signal processing and are constrained by the limitations of the state of the art in digital hardware. This work attempts to create a bridge between theoretical communication algorithms and analysis for deep-space optical PPM and modern digital VLSI. The primary focus of this work is on the synthesis of discrete-time processing architectures for accomplishing the most fundamental functions required in PPM demodulators, post-detection filtering, synchronization, and decision processing. The architectures derived are capable of closely approximating the theoretical performance of the continuous-time algorithms from which they are derived. The work concludes with an outline of the development path that leads to hardware.

Gray, A. A.↗

NASA NTRS1996

Optimization of Operations Resources via Discrete Event Simulation Modeling

The resource levels required for operation and support of reusable launch vehicles are typically defined through discrete event simulation modeling. Minimizing these resources constitutes an optimization problem involving discrete variables and simulation. Conventional approaches to solve such optimization problems involving integer valued decision variables are the pattern search and statistical methods. However, in a simulation environment that is characterized by search spaces of unknown topology and stochastic measures, these optimization approaches often prove inadequate. In this paper, we have explored the applicability of genetic algorithms to the simulation domain. Genetic algorithms provide a robust search strategy that does not require continuity and differentiability of the problem domain. The genetic algorithm successfully minimized the operation and support activities for a space vehicle, through a discrete event simulation model. The practical issues associated with simulation optimization, such as stochastic variables and constraints, were also taken into consideration.

Joshi, B.↗

NASA NTRS2005

Numerical Evaluation of P-Multigrid Method for the Solution of Discontinuous Galerkin Discretizations of Diffusive Equations

This paper describes numerical experiments with P-multigrid to corroborate analysis, validate the present implementation, and to examine issues that arise in the implementations of the various combinations of relaxation schemes, discretizations and P-multigrid methods. The two approaches to implement P-multigrid presented here are equivalent for most high-order discretization methods such as spectral element, SUPG, and discontinuous Galerkin applied to advection; however it is discovered that the approach that mimics the common geometric multigrid implementation is less robust, and frequently unstable when applied to discontinuous Galerkin discretizations of di usion. Gauss-Seidel relaxation converges 40% faster than block Jacobi, as predicted by analysis; however, the implementation of Gauss-Seidel is considerably more expensive that one would expect because gradients in most neighboring elements must be updated. A compromise quasi Gauss-Seidel relaxation method that evaluates the gradient in each element twice per iteration converges at rates similar to those predicted for true Gauss-Seidel.

Atkins, H. L.↗

NASA NTRS2007

Discrete Roughness Transition for Hypersonic Flight Vehicles

The importance of discrete roughness and the correlations developed to predict the onset of boundary layer transition on hypersonic flight vehicles are discussed. The paper is organized by hypersonic vehicle applications characterized in a general sense by the boundary layer: slender with hypersonic conditions at the edge of the boundary layer, moderately blunt with supersonic, and blunt with subsonic. This paper is intended to be a review of recent discrete roughness transition work completed at NASA Langley Research Center in support of agency flight test programs. First, a review is provided of discrete roughness wind tunnel data and the resulting correlations that were developed. Then, results obtained from flight vehicles, in particular the recently flown Hyper-X and Shuttle missions, are discussed and compared to the ground-based correlations.

Berry, Scott A.↗

NASA NTRS1994

High-accuracy discrete positioning device

An article (30) is controllably and precisely positioned at one of three discrete locations defined by a linkage. The positioning apparatus includes two independently driven cranks (34, 42), with a link (50) pivotably connected between the two cranks (34, 42). Another connector (44) is pivotably connected between one of the cranks (34 or 42) and the article (30) to be positioned. The cranks (34, 42) are rotationally adjusted so that the pivot points (52, 54) of the link (50) are collinear with the axes of rotation of the cranks (40, 48), thereby defining one of the three discrete locations. Additional cranks and links can be provided to define additional discrete locations.

Brooks, John J.↗

NASA NTRS2007

Discrete Roughness Transition for Hypersonic Flight Vehicles

Berry, Scott A.↗