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At least 127 records · Page 7

A contracting-interval program for the Danilewski method

The concept of contracting-interval programs is applied to finding the eigenvalues of a matrix. The development is a three-step process in which (1) a program is developed for the reduction of a matrix to Hessenberg form, (2) a program is developed for the reduction of a Hessenberg matrix to colleague form, and (3) the characteristic polynomial with interval coefficients is readily obtained from the interval of colleague matrices. This interval polynomial is then factored into quadratic factors so that the eigenvalues may be obtained. To develop a contracting-interval program for factoring this polynomial with interval coefficients it is necessary to have an iteration method which converges even in the presence of controlled rounding errors. A theorem is stated giving sufficient conditions for the convergence of Newton's method when both the function and its Jacobian cannot be evaluated exactly but errors can be made proportional to the square of the norm of the difference between the previous two iterates. This theorem is applied to prove the convergence of the generalization of the Newton-Bairstow method that is used to obtain quadratic factors of the characteristic polynomial.

Harris, J. D.↗

Minimal norm constrained interpolation

In computational fluid dynamics and in CAD/CAM, a physical boundary is usually known only discreetly and most often must be approximated. An acceptable approximation preserves the salient features of the data such as convexity and concavity. In this dissertation, a smooth interpolant which is locally concave where the data are concave and is locally convex where the data are convex is described. The interpolant is found by posing and solving a minimization problem whose solution is a piecewise cubic polynomial. The problem is solved indirectly by using the Peano Kernal theorem to recast it into an equivalent minimization problem having the second derivative of the interpolant as the solution. This approach leads to the solution of a nonlinear system of equations. It is shown that Newton's method is an exceptionally attractive and efficient method for solving the nonlinear system of equations. Examples of shape-preserving interpolants, as well as convergence results obtained by using Newton's method are also shown. A FORTRAN program to compute these interpolants is listed. The problem of computing the interpolant of minimal norm from a convex cone in a normal dual space is also discussed. An extension of de Boor's work on minimal norm unconstrained interpolation is presented.

Irvine, L. D.↗

Multigrid Methods for Fully Implicit Oil Reservoir Simulation

In this paper we consider the simultaneous flow of oil and water in reservoir rock. This displacement process is modeled by two basic equations: the material balance or continuity equations and the equation of motion (Darcy's law). For the numerical solution of this system of nonlinear partial differential equations there are two approaches: the fully implicit or simultaneous solution method and the sequential solution method. In the sequential solution method the system of partial differential equations is manipulated to give an elliptic pressure equation and a hyperbolic (or parabolic) saturation equation. In the IMPES approach the pressure equation is first solved, using values for the saturation from the previous time level. Next the saturations are updated by some explicit time stepping method; this implies that the method is only conditionally stable. For the numerical solution of the linear, elliptic pressure equation multigrid methods have become an accepted technique. On the other hand, the fully implicit method is unconditionally stable, but it has the disadvantage that in every time step a large system of nonlinear algebraic equations has to be solved. The most time-consuming part of any fully implicit reservoir simulator is the solution of this large system of equations. Usually this is done by Newton's method. The resulting systems of linear equations are then either solved by a direct method or by some conjugate gradient type method. In this paper we consider the possibility of applying multigrid methods for the iterative solution of the systems of nonlinear equations. There are two ways of using multigrid for this job: either we use a nonlinear multigrid method or we use a linear multigrid method to deal with the linear systems that arise in Newton's method. So far only a few authors have reported on the use of multigrid methods for fully implicit simulations. Two-level FAS algorithm is presented for the black-oil equations, and linear multigrid for two-phase flow problems with strong heterogeneities and anisotropies is studied. Here we consider both possibilities. Moreover we present a novel way for constructing the coarse grid correction operator in linear multigrid algorithms. This approach has the advantage in that it preserves the sparsity pattern of the fine grid matrix and it can be extended to systems of equations in a straightforward manner. We compare the linear and nonlinear multigrid algorithms by means of a numerical experiment.

Molenaar, J.↗

Conservation properties of numerical integration methods for systems of ordinary differential equations

If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.

Rosenbaum, J. S.↗

On the method of least squares. II

A least squares method proposed previously for solving a general class of problems is expanded in two ways. First, covariance matrices related to the solution are calculated and their interpretation is given. Second, improved methods of solving the normal equations related to those of Marquardt (1963) and Fletcher and Powell (1963) are developed for this approach. These methods may converge in cases where Newton's method diverges or converges slowly.

Jefferys, W. H.↗

An Argument Against Augmenting the Lagrangean for Nonholonomic Systems

Although it is known that correct dynamical equations of motion for a nonholonomic system cannot be obtained from a Lagrangean that has been augmented with a sum of the nonholonomic constraint equations weighted with multipliers, previous publications suggest otherwise. An example has been proposed in support of augmentation and purportedly demonstrates that an accepted method fails to produce correct equations of motion whereas augmentation leads to correct equations; this paper shows that in fact the opposite is true. The correct equations, previously discounted on the basis of a flawed application of the Newton-Euler method, are verified by using Kane's method and a new approach to determining the directions of constraint forces. A correct application of the Newton-Euler method reproduces valid equations.

Roithmayr, Carlos M.↗

Unstructured Finite Volume Computational Thermo-Fluid Dynamic Method for Multi-Disciplinary Analysis and Design Optimization

This paper describes a finite volume computational thermo-fluid dynamics method to solve for Navier-Stokes equations in conjunction with energy equation and thermodynamic equation of state in an unstructured coordinate system. The system of equations have been solved by a simultaneous Newton-Raphson method and compared with several benchmark solutions. Excellent agreements have been obtained in each case and the method has been found to be significantly faster than conventional Computational Fluid Dynamic(CFD) methods and therefore has the potential for implementation in Multi-Disciplinary analysis and design optimization in fluid and thermal systems. The paper also describes an algorithm of design optimization based on Newton-Raphson method which has been recently tested in a turbomachinery application.

Majumdar, Alok↗

Finite element simulation of temperature dependent free surface flows

The method of Engelman and Sani (1984) for a finite-element simulation of incompressible surface flows with a free and/or moving fluid interface, such as encountered in crystal growth and coating and polymer technology, is extended to temperature-dependent flows, including the effect of temperature-dependent surface tension. The basic algorithm of Saito and Scriven (1981) and Ruschak (1980) has been generalized and implemented in a robust and versatile finite-element code that can be employed with relative ease for the simulation of free-surface problems in complex geometries. As a result, the costly dependence on the Newton-Raphson algorithm has been eliminated by replacing it with a quasi-Newton iterative method, which nearly retains the superior convergence properties of the Newton-Raphson method.

Engelman, M. S.↗

Development of parallel algorithms for electrical power management in space applications

The application of parallel techniques for electrical power system analysis is discussed. The Newton-Raphson method of load flow analysis was used along with the decomposition-coordination technique to perform load flow analysis. The decomposition-coordination technique enables tasks to be performed in parallel by partitioning the electrical power system into independent local problems. Each independent local problem represents a portion of the total electrical power system on which a loan flow analysis can be performed. The load flow analysis is performed on these partitioned elements by using the Newton-Raphson load flow method. These independent local problems will produce results for voltage and power which can then be passed to the coordinator portion of the solution procedure. The coordinator problem uses the results of the local problems to determine if any correction is needed on the local problems. The coordinator problem is also solved by an iterative method much like the local problem. The iterative method for the coordination problem will also be the Newton-Raphson method. Therefore, each iteration at the coordination level will result in new values for the local problems. The local problems will have to be solved again along with the coordinator problem until some convergence conditions are met.

Berry, Frederick C.↗

Postbuckling analysis using a general purpose code

A new capability for solving postbuckling problems in shell structures is described. The matrix theory to adapt Newton's method to nonlinear finite element shell analysis is outlined first. The matrix theory is directed at writing consistent linear algebratic equations for problems where the tangent stiffness matrix is singular or nearly singular. The matrix theory suggests a change of variables as part of the usual iterative procedure in Newton's method. The change of variables is shown to be feasible for introduction into the algorithm programmed in general purpose codes for finite element analysis of structures. Numerical results from a new option that has been programmed in an existing general purpose code are presented. The analysis of shell structures for collapse and for branching at bifurcation loads is illustrated by the numerical examples.

Thurston, G. A.↗

Numerical algorithms for steady and unsteady incompressible Navier-Stokes equations

The numerical analysis of the incompressible Navier-Stokes equations are becoming important tools in the understanding of some fluid flow problems which are encountered in research as well as in industry. With the advent of the supercomputers, more realistic problems can be studied with a wider choice of numerical algorithms. An alternative formulation is presented for viscous incompressible flows. The incompressible Navier-Stokes equations are cast in a velocity/vorticity formulation. This formulation consists of solving the Poisson equations for the velocity components and the vorticity transport equation. Two numerical algorithms for the steady two-dimensional laminar flows are presented. The first method is based on the actual partial differential equations. This uses a finite-difference approximation of the governing equations on a staggered grid. The second method uses a finite element discretization with the vorticity transport equation approximated using a Galerkin approximation and the Poisson equations are obtained using a least squares method. The equations are solved efficiently using Newton's method and a banded direct matrix solver (LINPACK). The method is extended to steady three-dimensional laminar flows and applied to a cubic driven cavity using finite difference schemes and a staggered grid arrangement on a Cartesian mesh. The equations are solved iteratively using a plane zebra relaxation scheme. Currently, a two-dimensional, unsteady algorithm is being developed using a generalized coordinate system. The equations are discretized using a finite-volume approach. This work will then be extended to three-dimensional flows.

Hafez, Mohammed↗

Distributed Minimal Residual (DMR) method for acceleration of iterative algorithms

A new method for enhancing the convergence rate of iterative algorithms for the numerical integration of systems of partial differential equations was developed. It is termed the Distributed Minimal Residual (DMR) method and it is based on general Krylov subspace methods. The DMR method differs from the Krylov subspace methods by the fact that the iterative acceleration factors are different from equation to equation in the system. At the same time, the DMR method can be viewed as an incomplete Newton iteration method. The DMR method was applied to Euler equations of gas dynamics and incompressible Navier-Stokes equations. All numerical test cases were obtained using either explicit four stage Runge-Kutta or Euler implicit time integration. The formulation for the DMR method is general in nature and can be applied to explicit and implicit iterative algorithms for arbitrary systems of partial differential equations.

Lee, Seungsoo↗

The SPAR thermal analyzer: Present and future

The SPAR thermal analyzer, a system of finite-element processors for performing steady-state and transient thermal analyses, is described. The processors communicate with each other through the SPAR random access data base. As each processor is executed, all pertinent source data is extracted from the data base and results are stored in the data base. Steady state temperature distributions are determined by a direct solution method for linear problems and a modified Newton-Raphson method for nonlinear problems. An explicit and several implicit methods are available for the solution of transient heat transfer problems. Finite element plotting capability is available for model checkout and verification.

Marlowe, M. B.↗

Simulation of spacecraft attitude dynamics using TREETOPS and model-specific computer Codes

The simulation of spacecraft attitude dynamics and control using the generic, multi-body code called TREETOPS and other codes written especially to simulate particular systems is discussed. Differences in the methods used to derive equations of motion--Kane's method for TREETOPS and the Lagrangian and Newton-Euler methods, respectively, for the other two codes--are considered. Simulation results from the TREETOPS code are compared with those from the other two codes for two example systems. One system is a chain of rigid bodies; the other consists of two rigid bodies attached to a flexible base body. Since the computer codes were developed independently, consistent results serve as a verification of the correctness of all the programs. Differences in the results are discussed. Results for the two-rigid-body, one-flexible-body system are useful also as information on multi-body, flexible, pointing payload dynamics.

Cochran, John E.↗

Nonlinear Homogenization of Finitely Deformed Viscoelastic-Viscoplastic Composites Using Mechanics of Structure Genome

The objective of this paper is to develop a micromechanics approach to homogenizing finitely deformed viscoelastic-viscoplastic composites using the mechanics of structure genome. The incremental constitutive relation for glassy polymers, formulated in the spatial configuration, is implemented in the present approach.This involves (1) pulling-back the constitutive model to the material configuration and (2)choosing the deformation gradient tensor and the first Piola–Kirchhoff stress tensor as the strain and the stress measures during homogenization, respectively. An Euler–Newton predictor–corrector method is developed for homogenization. Each step involves formulating a variational statement using the mechanics of structure genome, discretizing the statement in a finite-dimensional space, and solving the problem using an Euler/multilevel Newton method. The present approach is demonstrated by homogenizing fiber- and particle-reinforced composites undergoing uniaxial, biaxial, or shear deformation, at different stain rates.

Multi-scale modeling, High Strain Composites, Visc↗

Advances in dual algorithms and convex approximation methods

A new algorithm for solving the duals of separable convex optimization problems is presented. The algorithm is based on an active set strategy in conjunction with a variable metric method. This first order algorithm is more reliable than Newton's method used in DUAL-2 because it does not break down when the Hessian matrix becomes singular or nearly singular. A perturbation technique is introduced in order to remove the nondifferentiability of the dual function which arises when linear constraints are present in the approximate problem.

Smaoui, H.↗