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The objective was to try to develop a useful numerical algorithm for the Drazin inverse and to analyze the numerical aspects of the applications of the Drazin inverse relating to the study of homogeneous Markov chains and systems of linear differential equations with singular coefficient matrices. It is felt that all objectives were accomplished with a measurable degree of success.
In order to study multi-dimensional unstable detonation waves, a high order numerical scheme suitable for calculating the detailed transverse wave structures of multidimensional detonation waves was developed. The numerical algorithm uses a multi-domain approach so different numerical techniques can be applied for different components of detonation waves. The detonation waves are assumed to undergo an irreversible, unimolecular reaction A yields B. Several cases of unstable two dimensional detonation waves are simulated and detailed transverse wave interactions are documented. The numerical results show the importance of resolving the detonation front without excessive numerical viscosity in order to obtain the correct cellular patterns.
Developers working in Computational Science & Engineering (CSE)/High Performance Computing (HPC) must contend with constant change due to advances in computing technology and science. Test Driven Development (TDD) is a methodology that mitigates software development risks due to change at the cost of adding comprehensive and continuous testing to the development process. Testing frameworks tailored for CSE/HPC, like pFUnit, can lower the barriers to such testing, yet CSE software faces unique constraints foreign to the broader software engineering community. Effective testing of numerical software requires a comprehensive suite of oracles, i.e., use cases with known answers, as well as robust estimates for the unavoidable numerical errors associated with implementation with finite-precision arithmetic. At first glance these concerns often seem exceedingly challenging or even insurmountable for real-world scientific applications. However, we argue that this common perception is incorrect and driven by (1) a conflation between model validation and software verification and (2) the general tendency in the scientific community to develop relatively coarse-grained, large procedures that compound numerous algorithmic steps.We believe TDD can be applied routinely to numerical software if developers pursue fine-grained implementations that permit testing, neatly side-stepping concerns about needing nontrivial oracles as well as the accumulation of errors. We present an example of a successful, complex legacy CSE/HPC code whose development process shares some aspects with TDD, which we contrast with current and potential capabilities. A mix of our proposed methodology and framework support should enable everyday use of TDD by CSE-expert developers.
In recent years, powerful design tools for linear time-invariant multivariable control systems have been developed based on direct parameter optimization. In this report, an algorithm for reliable optimal control synthesis using parameter optimization is presented. Specifically, a robust numerical algorithm is developed for the evaluation of the H(sup 2)-like cost functional and its gradients with respect to the controller design parameters. The method is specifically designed to handle defective degenerate systems and is based on the well-known Pade series approximation of the matrix exponential. Numerical test problems in control synthesis for simple mechanical systems and for a flexible structure with densely packed modes illustrate positively the reliability of this method when compared to a method based on diagonalization. Several types of cost functions have been considered: a cost function for robust control consisting of a linear combination of quadratic objectives for deterministic and random disturbances, and one representing an upper bound on the quadratic objective for worst case initial conditions. Finally, a framework for multivariable control synthesis has been developed combining the concept of closed-loop transfer recovery with numerical parameter optimization. The procedure enables designers to synthesize not only observer-based controllers but also controllers of arbitrary order and structure. Numerical design solutions rely heavily on the robust algorithm due to the high order of the synthesis model and the presence of near-overlapping modes. The design approach is successfully applied to the design of a high-bandwidth control system for a rotorcraft.
This paper describes a finite volume based numerical algorithm that allows multi-dimensional computation of fluid flow within a system level network flow analysis. There are several thermo-fluid engineering problems where higher fidelity solutions are needed that are not within the capacity of system level codes. The proposed algorithm will allow NASA's Generalized Fluid System Simulation Program (GFSSP) to perform multi-dimensional flow calculation within the framework of GFSSP s typical system level flow network consisting of fluid nodes and branches. The paper presents several classical two-dimensional fluid dynamics problems that have been solved by GFSSP's multi-dimensional flow solver. The numerical solutions are compared with the analytical and benchmark solution of Poiseulle, Couette and flow in a driven cavity.
Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.
A framework is presented for developing computationally unified numerical algorithms for solving nonlinear equations that arise in modeling various problems in mathematical physics. The concept of computational unification is an attempt to encompass efficient solution procedures for computing various nonlinear phenomena that may occur in a given problem. For example, in Computational Fluid Dynamics (CFD), a unified algorithm will be one that allows for solutions to subsonic (elliptic), transonic (mixed elliptic-hyperbolic), and supersonic (hyperbolic) flows for both steady and unsteady problems. The objectives are: development of superior unified algorithms emphasizing accuracy and efficiency aspects; development of codes based on selected algorithms leading to validation; application of mature codes to realistic problems; and extension/application of CFD-based algorithms to problems in other areas of mathematical physics. The ultimate objective is to achieve integration of multidisciplinary technologies to enhance synergism in the design process through computational simulation. Specific unified algorithms for a hierarchy of gas dynamics equations and their applications to two other areas: electromagnetic scattering, and laser-materials interaction accounting for melting.
Methods for efficient computation of numerical algorithms on a wide variety of MIMD machines are proposed. These techniques reorganize the data dependency patterns to improve the processor utilization. The model problem finds the time-accurate solution to a parabolic partial differential equation discretized in space and implicitly marched forward in time. The algorithms are extensions of Jacobi and SOR. The extensions consist of iterating over a window of several timesteps, allowing efficient overlap of computation with communication. The methods increase the degree to which work can be performed while data are communicated between processors. The effect of the window size and of domain partitioning on the system performance is examined both by implementing the algorithm on a simulated multiprocessor system.
The major categories of current ICASE research programs addressed include: numerical methods, with particular emphasis on the development and analysis of basic numerical algorithms; control and parameter identification problems, with emphasis on effective numerical methods; computational problems in engineering and physical sciences, particularly fluid dynamics, acoustics, and structural analysis; and computer systems and software, especially vector and parallel computers.
A complete list of reports from the Institute for Computer Applications in Science and Engineering (ICASE) is presented. The major categories of the current ICASE research program are: numerical methods, with particular emphasis on the development and analysis of basic numerical algorithms; control and parameter identification problems, with emphasis on effectual numerical methods; computational problems in engineering and the physical sciences, particularly fluid dynamics, acoustics, structural analysis, and chemistry; computer systems and software, especially vector and parallel computers, microcomputers, and data management. Since ICASE reports are intended to be preprints of articles that will appear in journals or conference proceedings, the published reference is included when it is available.
An estimation based computational algorithm for evaluating geographically dependent orbit determination errors is presented. A derivation is included of the generalized geographically correlated error analysis algorithm and the algorithm is applied to a Topex simulation. Then a general numerical technique which provides the capability to analyze any type of mismodeled parameter with the geopotential as a special case is described. The numerical algorithm is compared with the analytic method of Rosborough (1986) and it is shown that both methods generate consistent geographically dependent orbit error profiles when the ephemeris error is dominated by the mismodeled geopotential.
The global nonlinear behavior of finite discretizations for constant time steps and fixed or adaptive grid spacings is studied using tools from dynamical systems theory. Detailed analysis of commonly used temporal and spatial discretizations for simple model problems is presented. The role of dynamics in the understanding of long time behavior of numerical integration and the nonlinear stability, convergence, and reliability of using time-marching approaches for obtaining steady-state numerical solutions in computational fluid dynamics (CFD) is explored. The study is complemented with examples of spurious behavior observed in steady and unsteady CFD computations. The CFD examples were chosen to illustrate non-apparent spurious behavior that was difficult to detect without extensive grid and temporal refinement studies and some knowledge from dynamical systems theory. Studies revealed the various possible dangers of misinterpreting numerical simulation of realistic complex flows that are constrained by available computing power. In large scale computations where the physics of the problem under study is not well understood and numerical simulations are the only viable means of solution, extreme care must be taken in both computation and interpretation of the numerical data. The goal of this paper is to explore the important role that dynamical systems theory can play in the understanding of the global nonlinear behavior of numerical algorithms and to aid the identification of the sources of numerical uncertainties in CFD.
Spurious behavior in underresolved grids and/or semi-implicit temporal discretizations for four computational fluid dynamics (CFD) simulations are studied. The numerical simulations consist of (a) a 1-D chemically relaxed nonequilibrium model, (b) the direct numerical simulation (DNS) of 2-D incompressible flow over a backward facing step, (c) a loosely-coupled approach for a 2-D fluid-structure interaction, and (d) a 3-D compressible unsteady flow simulation of vortex breakdown in delta wings. Using knowledge from dynamical systems theory, various types of spurious behaviors that are numerical artifacts were systematically identified. These studies revealed the various possible dangers of misinterpreting numerical simulation of realistic complex flows that are constrained by the available computing power. In large scale computations underresolved grids, semi-implicit procedures, loosely-coupled implicit procedures, and insufficiently long time integration in DNS are most often unavoidable. Consequently, care must be taken in both computation and in interpretation of the numerical data. The results presented confirm the important role that dynamical systems theory can play in the understanding of the nonlinear behavior of numerical algorithms and in aiding the identification of the sources of numerical uncertainties in CFD.
It is pointed out that a finite difference grid which moves with the solution of the partial differential equation being solved can improve the accuracy and efficiency of a numerical algorithm. This technique is particularly advantageous in the solution of problems involving boundary layers or shocks where a poorly chosen grid may give a numerical solution which is useless because of poor resolution or extreme oscillations. The present investigation is concerned with the development of a scheme which does not excessively distort the grid. The grid generation algorithm is based on the numerical solution of a system of elliptic differential equations. Holst and Brown (1981) have used a preliminary solution to move points on the boundary of the physical region and then resolved the problem on a new grid generated by an elliptic system. In the current investigation, the grid movement and the solution will develop simultaneously. The solution is used to modify the generating equations, thereby controlling the grid point distributions.
A recent mathematical technique for solving systems of equations is applied in a very general way to the orbit determination problem. The study of this technique, the homotopy continuation method, was motivated by the possible need to perform early orbit determination with the Tracking and Data Relay Satellite System (TDRSS), using range and Doppler tracking alone. Basically, a set of six tracking observations is continuously transformed from a set with known solution to the given set of observations with unknown solutions, and the corresponding orbit state vector is followed from the a priori estimate to the solutions. A numerical algorithm for following the state vector is developed and described in detail. Numerical examples using both real and simulated TDRSS tracking are given. A prototype early orbit determination algorithm for possible use in TDRSS orbit operations was extensively tested, and the results are described. Preliminary studies of two extensions of the method are discussed: generalization to a least-squares formulation and generalization to an exhaustive global method.
An explicit, finite-difference, shock-capturing numerical algorithm is presented and applied to hypersonic flows assumed to be in thermochemical equilibrium. Real-gas chemistry is either loosely coupled to the gasdynamics by way of a Gibbs free energy minimization package or fully coupled using species mass conservation equations with finite-rate chemical reactions. A scheme is developed that maintains stability in the explicit, finite-rate formulation while allowing relatively high time steps. The codes use flux vector splitting to difference the inviscid fluxes and employ real-gas corrections to viscosity and thermal conductivity. Numerical results are compared against existing ballistic range and flight data. Flows about complex geometries are also computed.
This algorithm is an extension of Moler and Stewart's QZ algorithm with some added features for saving time and operations. Also, some additional properties of the QR algorithm which were not practical to implement in the QZ algorithm can be generalized with the combination shift QZ algorithm. Numerous test cases are presented to give practical application tests for algorithm. Based on results, this algorithm should be preferred over existing algorithms which attempt to solve the class of generalized eigenproblems where both matrices are singular or nearly singular.
The Institute conducts unclassified basic research in applied mathematics, numerical analysis, and computer science in order to extend and improve problem-solving capabilities in science and engineering, particularly in aeronautics and space. The major categories of the current Institute for Computer Applications in Science and Engineering (ICASE) research program are: (1) numerical methods, with particular emphasis on the development and analysis of basic numerical algorithms; (2) control and parameter identification problems, with emphasis on effective numerical methods; (3) computational problems in engineering and the physical sciences, particularly fluid dynamics, acoustics, and structural analysis; and (4) computer systems and software, especially vector and parallel computers. ICASE reports are considered to be primarily preprints of manuscripts that have been submitted to appropriate research journals or that are to appear in conference proceedings.