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A set of linear homogeneous nonautonomous ordinary differential equations for which a general solution can be written is developed and discussed. The stability and convergence properties of standard finite-difference methods used to integrate these equations are also considered.
A method is presented for obtaining numerical solutions to a certain class of two-point boundary value problems which arise in optimal control theory. The problems are characterized by systems of nonlinear ordinary differential equations with nonlinear boundary conditions.
It has been realized recently that the discrete maps resulting from numerical discretizations of differential equations can possess asymptotic dynamical behavior quite different from that of the original systems. This is the case not only for systems of Ordinary Differential Equations (ODEs) but in a more complicated manner for Partial Differential Equations (PDEs) used to model complex physics. The impact of the modified dynamics may be mild and even not observed for some numerical methods. For other classes of discretizations the impact may be pronounced, but not always obvious depending on the nonlinear model equations, the time steps, the grid spacings and the initial conditions. Non-convergence or convergence to periodic solutions might be easily recognizable but convergence to incorrect but plausible solutions may not be so obvious - even for discretized parameters within the linearized stability constraint. Based on our past four years of research, we will illustrate some of the pathology of the dynamics of discretizations, its possible impact and the usage of these schemes for model nonlinear ODEs, convection-diffusion equations and grid adaptations.
A numerical approximation scheme for the estimation of functional parameters in Euler-Bernoulli models for the transverse vibration of flexible beams with tip bodies is developed. The method permits the identification of spatially varying flexural stiffness and Voigt-Kelvin viscoelastic damping coefficients which appear in the hybrid system of ordinary and partial differential equations and boundary conditions describing the dynamics of such structures. An inverse problem is formulated as a least squares fit to data subject to constraints in the form of a vector system of abstract first order evolution equations. Spline-based finite element approximations are used to finite dimensionalize the problem. Theoretical convergence results are given and numerical studies carried out on both conventional (serial) and vector computers are discussed.
Numerical weather prediction (NWP) is an initial value problem for a system of nonlinear partial differential equations in which the initial values are known only incompletely and inaccurately. Data at initial time can be supplemented, however, by observations of the system distributed over a time interval preceding it. Estimation theory was successful in approaching such problems for models governed by systems of ordinary differential equations and of linear PDEs. Estimation-theoretic methods for NWP are developed. A model exhibiting many features of large scale atmospheric flow important in NWP is the one governed by the shallow fluid equations. The estimation problem for a linearized formulation of these equations is studied. A finite difference version of the equations is used as a forecast model to simulate the numerical models used in NWP.
We propose a new approach to learning the subgrid-scale model when simulating partial differential equations (PDEs) solved by the method of lines and their representation in chaotic ordinary differential equations, based on neural ordinary differential equations (NODEs). Solving systems with fine temporal and spatial grid scales is an ongoing computational challenge, and closure models are generally difficult to tune. Machine learning approaches have increased the accuracy and efficiency of computational fluid dynamics solvers. In this approach neural networks are used to learn the coarse- to fine-grid map, which can be viewed as subgrid-scale parameterization. We propose a strategy that uses the NODE and partial knowledge to learn the source dynamics at a continuous level. Our method inherits the advantages of NODEs and can be used to parameterize subgrid scales, approximate coupling operators, and improve the efficiency of low-order solvers. Numerical results with the two-scale Lorenz 96 ODE, the convection-diffusion PDE, and the viscous Burgers' PDE are used to illustrate this approach.
The global asymptotic nonlinear behavior of some standard iterative procedures in solving nonlinear systems of algebraic equations arising from four implicit linear multistep methods (LMMs) in discretizing 2 x 2 systems of first-order autonomous nonlinear ordinary differential equations is analyzed using the theory of dynamical systems. With the aid of parallel Connection Machines (CM-2 and CM-5), the associated bifurcation diagrams as a function of the time step, and the complex behavior of the associated 'numerical basins of attraction' of these iterative implicit schemes are revealed and compared. Studies showed that all of the four implicit LMMs exhibit a drastic distortion and segmentation but less shrinkage of the basin of attraction of the true solution than standard explicit methods. The numerical basins of attraction of a noniterative implicit procedure mimic more closely the basins of attraction of the differential equations than the iterative implicit procedures for the four implicit LMMs.
Nonlinear properties of the stratospheric vacillation model of Holton and Mass (1976) are studied numerically using bifurcation theory. Severe truncation and vertical differencing are used to obtain 81 nonlinear ordinary differential equations with time-dependent variables. Three branches of the steady solutions are determined using Powell's hybrid method and the pseudoarclength continuation method, and a multiplicity of stable steady-state solutions with different vertical structures are found to exist in some range of the bifurcation parameter. Periodic solutions are found which branch off from a steady solution by a Hopf bifurcation. It is suggested that the interannual variability of the stratospheric circulation in the middle and high latitudes during winter may be explained by the multiplicity of steady and periodic stable solutions.
In this paper, we focus on the derivation of an analytical model of the aeroelastic dynamics of an elastically mounted flexible wing. This equations of motion obtained serve to help understand the behaviour of the aeroelastic wind tunnel setup in question, which consists of a rectangular wing with a uniform NACA 0012 airfoil profile, whose base is free to rotate rigidly about a longitudinal axis. Of particular interest are the structural geometric nonlinearities primarily introduced by the coupling between the rigid body pitch degree-of-freedom and the continuous system. A coupled system of partial differential equations (PDEs) coupled with an ordinary differential equation (ODE) describing axial-bending-bending-torsion-pitch motion is derived using Hamilton's principle. A finite dimensional approximation of the system of coupled differential equations is obtained using the Galerkin method, leading to a system of coupled nonlinear ODEs. Subsequently, these nonlinear ODEs are solved numerically using Houbolt's method. The results that are obtained are verified by comparison with the results obtained by direct integration of the equations of motion using a finite difference scheme. Adopting a linear unsteady aerodynamic model, it is observed that the system undergoes coalescence flutter due to coupling between the rigid body pitch rotation dominated mode and the first flapwise bending dominated mode. Finally, the behaviour of the limit cycle oscillations is primarily influenced by the structural geometric nonlinear terms in the coupled system of PDEs and ODE.
Recently a new class of numerical integration methods - 'mixed variable symplectic integrators' - has been introduced for studying long-term evolution in the conservative gravitational few-body problem. These integrators are an order of magnitude faster than conventional ordinary differential equations (ODE) integration methods. Here we present a simple modification of this method to include small non-gravitational forces. The new scheme provides a similar advantage of computational speed for a larger class of problems in Solar System dynamics.
This paper presents a machine learning framework for Bayesian systems identification from noisy, sparse and irregular observations of nonlinear dynamical systems. The proposed method takes advantage of recent developments in differentiable programming to propagate gradient information through ordinary differential equation solvers and perform Bayesian inference with respect to unknown model parameters using Hamiltonian Monte Carlo sampling. This allows an efficient inference of the posterior distributions over plausible models with quantified uncertainty, while the use of sparsity-promoting priors enables the discovery of interpretable and parsimonious representations for the underlying latent dynamics. A series of numerical studies is presented to demonstrate the effectiveness of the proposed methods, including nonlinear oscillators, predator–prey systems and examples from systems biology. Taken together, our findings put forth a flexible and robust workflow for data-driven model discovery under uncertainty. All codes and data accompanying this article are available at https://bit.ly/34FOJMj .
Recently developed quantum algorithms address computational challenges in numerical analysis by performing linear algebra in Hilbert space. Such algorithms can produce a quantum state proportional to the solution of a d-dimensional system of linear equations or linear differential equations with complexity poly(logd). While several of these algorithms approximate the solution to within ϵ with complexity poly(log(1/ϵ)), no such algorithm was previously known for differential equations with time-dependent coefficients. In this work, we develop a quantum algorithm for linear ordinary differential equations based on so-called spectral methods, an alternative to finite difference methods that approximates the solution globally. Using this approach, we give a quantum algorithm for time-dependent initial and boundary value problems with complexity poly(logd, log(1/ϵ)).
This paper summarizes the development of the methods and a computer program to compute the probability of instability of a dynamic system than can be represented by a system of second-order ordinary linear differential equations. Two instability criteria based upon the roots of the characteristics equation or Routh-Hurwitz test functions are investigated. Computational methods based on system reliability analysis methods and importance sampling concepts are proposed to perform efficient probabilistic analysis. Numerical examples are provided to demonstrate the methods.
A parameter estimation method that can be used to estimate functional parameters in delay differential equations and moving boundary problems is discussed. In either problem, the original model equation (which is infinite-dimensional) is approximated by a system of ordinary differential equations that can be solved numerically in an efficient way. The approximation scheme is based on time-dependent spline elements. For the delay equation with time-varying delay, convergence results are presented that indicate the estimates obtained using the approximating system. Numerical test examples converge in some sense to a best-fit parameter for the original system are included by means of which time-varying and state-dependent delays and a time-varying diffusion coefficient in a one-phase, one-dimensional Stefan problem are estimated.
The Dynamic Engine Analysis program, DEAN, is a FORTRAN code implemented on the IBM/370 mainframe at NASA Lewis Research Center for digital simulation of turbofan engine dynamics. DEAN is an interactive program which allows the user to simulate engine subsystems as well as a full engine systems with relative ease. The nonlinear first order ordinary differential equations which define the engine model may be solved by one of four integration schemes, a second order Runge-Kutta, a fourth order Runge-Kutta, an Adams Predictor-Corrector, or Gear's method for still systems. The numerical data generated by the model equations are displayed at specified intervals between which the user may choose to modify various parameters affecting the model equations and transient execution. Following the transient run, versatile graphics capabilities allow close examination of the data. DEAN's modeling procedure and capabilities are demonstrated by generating a model of simple compressor rig.
The Dynamic Engine Analysis Program, DEAN, is a FORTRAN code implemented on the IBM/370 mainframe at NASA Lewis Research Center for digital simulation of turbofan engine dynamics. DEAN is an interactive program which allows the user to simulate engine subsystems as well as full engine systems with relative ease. The nonlinear first order ordinary differential equations which define the engine model may be solved by one of four integration schemes, a second order Runge-Kutta, a fourth order Runge-Kutta, an Adams Predictor-Corrector, or Gear's method for still systems. The numerical data generated by the model equations are displayed a specified intervals between which the user may choose to modify various parameters affecting the model equations and transient execution. Following the transient run, versatile graphics capabilities allow close examination of the data. DEAN's modeling procedure and capabilities are demonstrated by generating a model of simple compressor rig.
This paper summarizes the development of the methods and a computer program to compute the probability of instability of dynamic systems that can be represented by a system of second-order ordinary linear differential equations. Two instability criteria based upon the eigenvalues or Routh-Hurwitz test functions are investigated. Computational methods based on a fast probability integration concept and an efficient adaptive importance sampling method are proposed to perform efficient probabilistic analysis. A numerical example is provided to demonstrate the methods.
In this work, we provide a new approach for the efficient matrix-free application of the transpose of the Jacobian for the spectral element method for the adjoint-based solution of partial differential equation (PDE) constrained optimization. This results in optimizations of nonlinear PDEs using explicit integrators where the integration of the adjoint problem is not more expensive than the forward simulation. Solving PDE constrained optimization problems entails combining expertise from multiple areas, including simulation, computation of derivatives, and optimization. The Portable, Extensible Toolkit for Scientific computation (PETSc) together with its companion package, the Toolkit for Advanced Optimization (TAO), is an integrated numerical software library that contains an algorithmic/software stack for solving linear systems, nonlinear systems, ordinary differential equations, differential algebraic equations, and large-scale optimization problems and, as such, is an ideal tool for performing PDE-constrained optimization. This paper describes an efficient approach in which the software stack provided by PETSc/TAO can be used for large-scale nonlinear time-dependent problems. Time integration can involve a range of high-order methods, both implicit and explicit. The PDE-constrained optimization algorithm used is gradient-based and seamlessly integrated with the simulation of the physical problem.