Search NASA⌕ Search

SEARCH · Search NASA

Results for “boundary value problems”

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 127 records · Page 7

New stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = Au sub x + Bu + f in the quarter plane x greater than or equal to 0, t greater than or equal to 0. The criteria are used to easily establish stability for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in the recent literature. A number of examples are examined, including the unitary unconditionally stable Crank-Nicholson scheme and an almost-dissipative unconditionally stable backward Euler scheme.

Goldberg, M.↗

The theoretical accuracy of Runge-Kutta time discretizations for the initial boundary value problem: A careful study of the boundary error

The conventional method of imposing time dependent boundary conditions for Runge-Kutta (RK) time advancement reduces the formal accuracy of the space-time method to first order locally, and second order globally, independently of the spatial operator. This counter intuitive result is analyzed in this paper. Two methods of eliminating this problem are proposed for the linear constant coefficient case: (1) impose the exact boundary condition only at the end of the complete RK cycle, (2) impose consistent intermediate boundary conditions derived from the physical boundary condition and its derivatives. The first method, while retaining the RK accuracy in all cases, results in a scheme with much reduced CFL condition, rendering the RK scheme less attractive. The second method retains the same allowable time step as the periodic problem. However it is a general remedy only for the linear case. For non-linear hyperbolic equations the second method is effective only for for RK schemes of third order accuracy or less. Numerical studies are presented to verify the efficacy of each approach.

Carpenter, Mark H.↗

Use of Green's functions in the numerical solution of two-point boundary value problems

This study investigates the use of Green's functions in the numerical solution of the two-point boundary value problem. The first part deals with the role of the Green's function in solving both linear and nonlinear second order ordinary differential equations with boundary conditions and systems of such equations. The second part describes procedures for numerical construction of Green's functions and considers briefly the conditions for their existence. Finally, there is a description of some numerical experiments using nonlinear problems for which the known existence, uniqueness or convergence theorems do not apply. Examples here include some problems in finding rendezvous orbits of the restricted three body system.

Gallaher, L. J.↗

Mixed boundary-value problems in mechanics

Definitions in the case of multiple series equations and multiple integral equations are examined. In considering the solution of a given mixed boundary value problem perhaps the simplest technique is the direct application of the method of complex potentials provided the problem admits such potentials and the domain and the boundary conditions are suitable for such an application. The direct application of complex potentials is described with the aid of examples, taking into account a problem in potential theory, the case of periodic cuts, and an elasticity problem for a nonhomogeneous plane. The reduction to singular integral equations is discussed along with the numerical solution of singular integral equations of the first kind, integral equations with generalized Cauchy kernels, and singular integral equations of the second kind.

Erdogan, F.↗

Numerical Stability In Hyperbolic Boundary-Value Problems

Technical memorandum discusses stability of numerical solutions involving semidiscrete approximations to hyperbolic partial differential equations in initial-and-boundary-value problems. Topic of practical significance because hyperbolic partial differential equations arise in mathematical modeling of waves and blasts. Solutions often needed over restricted regions of unbounded spaces. Outer boundaries artificial, introduced only to limit domains of numerical solutions. Conditions at such artificial boundaries cause numerical instabilities that degrade computed solutions.

Warming, Robert F.↗

Comments on numerical solution of boundary value problems of the Laplace equation and calculation of eigenvalues by the grid method

The mathematics involved in numerically solving for the plane boundary value of the Laplace equation by the grid method is developed. The approximate solution of a boundary value problem for the domain of the Laplace equation by the grid method consists of finding u at the grid corner which satisfies the equation at the internal corners (u=Du) and certain boundary value conditions at the boundary corners.

Lyusternik, L. A.↗

Analysis of the Spectral Stability of the Generalized Runge–Kutta Methods Applied to Initial-Boundary-Value Problems for Equations of the Parabolic Type. II. Implicit Methods

We consider specific realizations of different implicit generalized Runge–Kutta methods as applied to the numerical integration with respect to time of initial-boundary-value problems for the second-order parabolic equations and investigate their spectral stability. It is shown that all implicit generalized Runge–Kutta methods are unconditionally spectrally stable but some of them have the conditional property of monotonicity of the numerical solution with respect to time. The functions of spectral stability of the implicit generalized Runge–Kutta methods are rational. We compare the analytic solution of the nonstationary one-dimensional problem of heat conduction with the numerical solutions of this problem obtained by different implicit generalized Runge–Kutta methods. It is shown that, in this case, the application of the one-stage Radau methods with subsequent discretization of the problem with respect to the space variable leads to the classical forward finite difference scheme (Laasonen scheme), whereas the use of the one-stage Gauss–Legendre method leads to a six-point symmetric scheme (Crank–Nicolson scheme). It is shown that diagonally implicit generalized Nørsett and Burrage methods are realized in almost the same way as the one-stage Radau and Gauss–Legendre methods but their accuracy in the time step is 10–1000 times higher. On the basis of comparison of the numerical and analytic solutions, we conclude that, in order to get practically suitable numerical solutions without any restrictions on the time step, it is reasonable to use one- and three-stage generalized Radau methods or two- and four-stage Lobatto IIIC methods. All other explicit and implicit generalized Runge–Kutta methods require certain restrictions imposed on the time step.

42 ENGINEERING↗

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditions, thus generalizing many special cases studied in recent literature.

Goldberg, M.↗

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

New convenient stability criteria are provided in this paper for a large class of finite difference approximations to initial-boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter plane x or = 0, t or = 0. Using the new criteria, stability is easily established for numerous combinations of well known basic schemes and boundary conditins, thus generalizing many special cases studied in recent literature.

Goldberg, M.↗

Analysis of a parallelized nonlinear elliptic boundary value problem solver with application to reacting flows

A parallelized finite difference code based on the Newton method for systems of nonlinear elliptic boundary value problems in two dimensions is analyzed in terms of computational complexity and parallel efficiency. An approximate cost function depending on 15 dimensionless parameters is derived for algorithms based on stripwise and boxwise decompositions of the domain and a one-to-one assignment of the strip or box subdomains to processors. The sensitivity of the cost functions to the parameters is explored in regions of parameter space corresponding to model small-order systems with inexpensive function evaluations and also a coupled system of nineteen equations with very expensive function evaluations. The algorithm was implemented on the Intel Hypercube, and some experimental results for the model problems with stripwise decompositions are presented and compared with the theory. In the context of computational combustion problems, multiprocessors of either message-passing or shared-memory type may be employed with stripwise decompositions to realize speedup of O(n), where n is mesh resolution in one direction, for reasonable n.

Keyes, David E.↗

Model Elliptic Boundary-Value Problems for Pseudodifferential Operators in Canonical Nonsmooth Domains

We consider a simplest elliptic pseudodifferential equation in a multi-dimensional cone (multi-dimensional angle) and describe all possible structures of its solutions related to the wave factorization of the elliptic symbol. Depending on the index of wave factorization, we consider various statements of well-posed boundary-value problems. The existence of solutions is studied in Sobolev–Slobodetskii spaces.

97 MATHEMATICS AND COMPUTING↗

Analysis of the Spectral Stability of the Generalized Runge–Kutta Methods Applied to Initial-Boundary-Value Problems for Equations of the Parabolic Type. I. Explicit Methods

We develop a general algorithm for the analysis the spectral stability of generalized multistage Runge–Kutta methods of various orders of accuracy as applied to the numerical integration with respect to time of an initial-boundary-value problem for the second-order parabolic equation. The expression for the function of spectral stability is obtained in two alternative forms: on the basis of matrix relations and in the determinant form. We study specific realizations of various generalized explicit Runge–Kutta methods and their spectral stability. It is shown that all explicit generalized Runge–Kutta methods possess the property of conditional spectral stability and the property of conditional monotonicity of the numerical solution in time whose violation leads to the appearance of false oscillations of the approximate solution. The stability function for these methods is polynomial. It is shown that the application of two-stage generalized explicit Runge–Kutta methods leads to the appearance of predictor-corrector-type schemes. In the case of nonstationary one-dimensional heat-conduction problem, on the basis of a one-stage generalized Runge–Kutta method, we obtain the classical two-layer conditionally stable explicit finite-difference scheme on a four-point template. It is demonstrated that the five-stage generalized Runge–Kutta–Merson method is characterized by the weakest condition of spectral stability as compared with all investigated explicit generalized Runge–Kutta methods.

42 ENGINEERING↗

Nonlocal Boundary-Value Problem for a Differential-Operator Equation with Weak Nonlinearity in the Spaces of Dirichlet–Taylor Series with Fixed Spectrum

We study the nonlocal boundary-value problem for a differential-operator equation with nonlinear right-hand side and an operator B = (B{sub 1},…B{sub p}), where its components B{sub j} ≡ z{sub j}∂/∂z{sub j}, j = 1,…,p, are the operators of generalized differentiation with respect to the complex variable z{sub j}. By using the Nash–Moser iterative scheme, we establish the conditions of solvability of this problem in the scale of spaces of functions of several complex variables, which are Dirichlet–Taylor series with fixed spectrum.

97 MATHEMATICS AND COMPUTING↗

Convenient stability criteria for difference approximations of hyperbolic initial-boundary value problems

The purpose of this paper is to achieve more versatile, convenient stability criteria for a wide class of finite-difference approximations to initial boundary value problems associated with the hyperbolic system u sub t = au sub x + Bu + f in the quarter-plane x greater than or equal to 0, t greater than or equal to 0. With these criteria, stability is easily established for a large number of examples, thus incorporating and generalizing many of the cases studied in recent literature.

Goldberg, M.↗

The Use of Source-Sink and Doublet Distributions Extended to the Solution of Boundary-Value Problems in Supersonic Flow

A direct analogy is established between the use of source-sink and doublet distributions in the solution of specific boundary-value problems in subsonic wing theory and the corresponding problems in supersonic theory. The correct concept of the "finite part" of an integral is introduced and used in the calculation of the improper integrals associated with supersonic doublet distributions. The general equations developed are shown to include several previously published results and particular examples are given for the loading on rolling and pitching triangular wings with supersonic leading edges.

Heaslet, Max A↗

Boundary-Value Problem For Magnetic-Cutoff Rigidities

Field equations yield overview of motions of many charged particles. Alternative approach developed for calculation of magnetic cutoff rigidities of electrically-charged particles in static magnetic field. New formulation involves partial differential field equation treated as boundary-value problem. Tracing of trajectories needed only to supply boundary conditions.

Edmonds, Larry D.↗

Some insights into the stability of difference approximations for hyperbolic initial-boundary-value problems

This paper states a conjecture which relates Lax-Richmyer stability to the algebraic test of the stability theory of Gustafsson, Kreiss, and Sundstrom (1972), developed for difference approximations to initial boundary value problems where the matrix size J increases linearly with n as n goes to infinity. This corresponds to mesh refinement in both space and time for t = n x delta t = constant.

Warming, Robert F.↗