Computer methods for solving a diffusion boundary value problem
Finite difference methods using computer for boundary value problem of ionospheric electron density
FINITE DIFFERENCE METHOD↗
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Solving high-dimensional partial integral differential equations: The finite expression method
Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.
Combinatorial optimization↗
Constrained or unconstrained? Neural-network-based equation discovery from data
Throughout many fields, practitioners often rely on differential equations to model systems. Yet, for many applications, the theoretical derivation of such equations and/or the accurate resolution of their solutions may be intractable. Instead, recently developed methods, including those based on parameter estimation, operator subset selection, and neural networks, allow for the data-driven discovery of both ordinary and partial differential equations (PDEs), on a spectrum of interpretability. The success of these strategies is often contingent upon the correct identification of representative equations from noisy observations of state variables and, as importantly and intertwined with that, the mathematical strategies utilized to enforce those equations. Specifically, the latter has been commonly addressed via unconstrained optimization strategies. Representing the PDE as a neural network, we propose to discover the PDE (or the associated operator) by solving a constrained optimization problem and using an intermediate state representation similar to a physics-informed neural network (PINN). The objective function of this constrained optimization problem promotes matching the data, while the constraints require that the discovered PDE is satisfied at a number of spatial collocation points. We present a penalty method and a widely used trust-region barrier method to solve this constrained optimization problem, and we compare these methods on numerical examples. Our results on several example problems demonstrate that the latter constrained method outperforms the penalty method, particularly for higher noise levels or fewer collocation points. This work motivates further exploration into using sophisticated constrained optimization methods in scientific machine learning, as opposed to their commonly used, penalty-method or unconstrained counterparts. For both of these methods, we solve these discovered neural network PDEs with classical methods, such as finite difference methods, as opposed to PINNs-type methods relying on automatic differentiation. Here, we briefly highlight how simultaneously fitting the data while discovering the PDE improves the robustness to noise and other small, yet crucial, implementation details.
Data-driven discovery↗
Shock-fitted Euler solutions to shock vortex interactions
The interaction of a planar shock wave with one or more vortexes is computed using a pseudospectral method and a finite difference method. The development of the spectral method is emphasized. In both methods the shock wave is fitted as a boundary of the computational domain. The results show good agreement between both computational methods. The spectral method is, however, restricted to smaller time steps and requires use of filtering techniques.
Salas, M. D.↗
Shock-fitted Euler solutions to shock-vortex interactions
The interaction of a planar shock wave with one or more vortexes is computed using a pseudospectral method and a finite difference method. The development of the spectral method is emphasized. In both methods the shock wave is fitted as a boundary of the computational domain. The results show good agreement between both computational methods. The spectral method is, however, restricted to smaller time steps and requires use of filtering techniques. Previously announced in STAR as N82-28061
Salas, M. D.↗
Eigenvalue sensitivity analysis of planar frames with variable joint and support locations
Two sensitivity equations are derived in this study based upon the continuum approach for eigenvalue sensitivity analysis of planar frame structures with variable joint and support locations. A variational form of an eigenvalue equation is first derived in which all of the quantities are expressed in the local coordinate system attached to each member. Material derivative of this variational equation is then sought to account for changes in member's length and orientation resulting form the perturbation of joint and support locations. Finally, eigenvalue sensitivity equations are formulated in either domain quantities (by the domain method) or boundary quantities (by the boundary method). It is concluded that the sensitivity equation derived by the boundary method is more efficient in computation but less accurate than that of the domain method. Nevertheless, both of them in terms of computational efficiency are superior to the conventional direct differentiation method and the finite difference method.
Chuang, Ching H.↗
Divergence preserving discrete surface integral methods for Maxwell's curl equations using non-orthogonal unstructured grids
Several new discrete surface integral (DSI) methods for solving Maxwell's equations in the time-domain are presented. These methods, which allow the use of general nonorthogonal mixed-polyhedral unstructured grids, are direct generalizations of the canonical staggered-grid finite difference method. These methods are conservative in that they locally preserve divergence or charge. Employing mixed polyhedral cells, (hexahedral, tetrahedral, etc.) these methods allow more accurate modeling of non-rectangular structures and objects because the traditional stair-stepped boundary approximations associated with the orthogonal grid based finite difference methods can be avoided. Numerical results demonstrating the accuracy of these new methods are presented.
Madsen, Niel K.↗
Computational aspects of sensitivity calculations in linear transient structural analysis
The calculation of sensitivities of displacements, velocities, accelerations, and stresses in linear, structural, and transient response problems is studied. Several existing sensitivity calculation methods and two new methods are compared for three example problems. Approximation vectors such as vibration mode shapes are used to reduce the dimensionality of the finite model. To be computationally practical in large-order problems, the overall finite difference methods must use the approximation vectors from the original design in the analyses of the perturbed models. This was found to result in poor convergence of stress sensitivities in several cases. Two semianalytical techniques are developed to overcome this poor convergence. Both new methods result in very good convergence of the stress sensitivities; the computational cost is much less than would result if the vibration modes were recalculated and then used in an overall finite difference method.
Greene, W. H.↗
Explicit block encodings of boundary value problems for many-body elliptic operators
Simulation of physical systems is one of the most promising use cases of future digital quantum computers. In this work we systematically analyze the quantum circuit complexities of block encoding the discretized elliptic operators that arise extensively in numerical simulations for partial differential equations, including high-dimensional instances for many-body simulations. When restricted to rectangular domains with separable boundary conditions, we provide explicit circuits to block encode the many-body Laplacian with separable periodic, Dirichlet, Neumann, and Robin boundary conditions, using standard discretization techniques from low-order finite difference methods. To obtain high-precision, we introduce a scheme based on periodic extensions to solve Dirichlet and Neumann boundary value problems using a high-order finite difference method, with only a constant increase in total circuit depth and subnormalization factor. We then present a scheme to implement block encodings of differential operators acting on more arbitrary domains, inspired by Cartesian immersed boundary methods. We then block encode the many-body convective operator, which describes interacting particles experiencing a force generated by a pair-wise potential given as an inverse power law of the interparticle distance. This work provides concrete recipes that are readily translated into quantum circuits, with depth logarithmic in the total Hilbert space dimension, that block encode operators arising broadly in applications involving the quantum simulation of quantum and classical many-body mechanics.
Kharazi, Tyler [University of California, Berkeley↗
Computational Aspects of Sensitivity Calculations in Linear Transient Structural Analysis
A study has been performed focusing on the calculation of sensitivities of displacements, velocities, accelerations, and stresses in linear, structural, transient response problems. One significant goal was to develop and evaluate sensitivity calculation techniques suitable for large-order finite element analyses. Accordingly, approximation vectors such as vibration mode shapes are used to reduce the dimensionality of the finite element model. Much of the research focused on the accuracy of both response quantities and sensitivities as a function of number of vectors used. Two types of sensitivity calculation techniques were developed and evaluated. The first type of technique is an overall finite difference method where the analysis is repeated for perturbed designs. The second type of technique is termed semianalytical because it involves direct, analytical differentiation of the equations of motion with finite difference approximation of the coefficient matrices. To be computationally practical in large-order problems, the overall finite difference methods must use the approximation vectors from the original design in the analyses of the perturbed models.
Greene, William H.↗
Determination of stresses in gas-turbine disks subjected to plastic flow and creep
A finite-difference method previously presented for computing elastic stresses in rotating disks is extended to include the computation of the disk stresses when plastic flow and creep are considered. A finite-difference method is employed to eliminate numerical integration and to permit nontechnical personnel to make the calculations with a minimum of engineering supervision. Illustrative examples are included to facilitate explanation of the procedure by carrying out the computations on a typical gas-turbine disk through a complete running cycle. The results of the numerical examples presented indicate that plastic flow markedly alters the elastic-stress distribution.
Millenson, M B↗
Finite-dimensional models for equations of mathematical physics
Finite dimensional models for obtaining finite difference methods with same properties
FINITE DIFFERENCE METHOD↗
Efficiency trade-offs of steady-state methods using FEM and FDM
The efficiency characteristics of finite element and finite difference approximations for the steady-state solution of the Navier-Stokes equations are examined. The finite element method discussed is a standard Galerkin formulation of the incompressible, steady-state Navier-Stokes equations. The finite difference formulation uses simple centered differences that are O(delta x-squared). Operation counts indicate that a rapidly converging Newton-Raphson-Kantorovitch iteration scheme is generally preferable over a Picard method. A split NOS Picard iterative algorithm for the finite difference method was most efficient.
Gartling, D. K.↗
Some Aspects of Essentially Nonoscillatory (ENO) Formulations for the Euler Equations, Part 3
An essentially nonoscillatory (ENO) formulation is described for hyperbolic systems of conservation laws. ENO approaches are based on smart interpolation to avoid spurious numerical oscillations. ENO schemes are a superset of Total Variation Diminishing (TVD) schemes. In the recent past, TVD formulations were used to construct shock capturing finite difference methods. At extremum points of the solution, TVD schemes automatically reduce to being first-order accurate discretizations locally, while away from extrema they can be constructed to be of higher order accuracy. The new framework helps construct essentially non-oscillatory finite difference methods without recourse to local reductions of accuracy to first order. Thus arbitrarily high orders of accuracy can be obtained. The basic general ideas of the new approach can be specialized in several ways and one specific implementation is described based on: (1) the integral form of the conservation laws; (2) reconstruction based on the primitive functions; (3) extension to multiple dimensions in a tensor product fashion; and (4) Runge-Kutta time integration. The resulting method is fourth-order accurate in time and space and is applicable to uniform Cartesian grids. The construction of such schemes for scalar equations and systems in one and two space dimensions is described along with several examples which illustrate interesting aspects of the new approach.
Chakravarthy, Sukumar R.↗
Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. Part 1: The ODE connection and its implications for algorithm development in computational fluid dynamics
Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.
Yee, H. C.↗
Dynamical approach study of spurious steady-state numerical solutions of nonlinear differential equations. I - The dynamics of time discretization and its implications for algorithm development in computational fluid dynamics
Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.
Yee, H. C.↗
Issac, Jason Cherian ses in transonic flow
Flutter analysis of a two degree of freedom airfoil in compressible flow is performed using a state-space representation of the unsteady aerodynamic behavior. Indicial response functions are used to represent the normal force and moment response of the airfoil. The structural equations of motion of the airfoil with bending and torsional degrees of freedom are coupled to the unsteady air loads and the aeroelastic system so modelled is solved as an eigenvalue problem to determine the stability. The aeroelastic equations are also directly integrated with respect to time and the time-domain results compared with the results from the eigenanalysis. A good agreement is obtained. The derivatives of the flutter speed obtained from the eigenanalysis are calculated with respect to the mass and stiffness parameters by both analytical and finite-difference methods for various transonic Mach numbers. The experience gained from the two degree of freedom model is applied to study the sensitivity of the flutter response of a wing with respect to various shape parameters. The parameters being considered are as follows: (1) aspect ratio; (2) surface area of the wing; (3) taper ratio; and (4) sweep. The wing deflections are represented by Chebyshev polynomials. The compressible aerodynamic state-space model used for the airfoil section is extended to represent the unsteady aerodynamic forces on a generally laminated tapered skewed wing. The aeroelastic equations are solved as an eigenvalue problem to determine the flutter speed of the wing. The derivatives of the flutter speed with respect to the shape parameters are calculated by both analytical and finite difference methods.
Issac, Jason Cherion↗
The nonlinear transient response of thin, rectangular elastic plates
The results of experiments and theoretical analysis of the nonlinear, transient response of thin, rectangular, elastic, simply supported plates are presented. In the experiments, a plane wave tube with a special pulse generator at one end and a thin glass plate mounted at the other end was used to subject the glass plate to pressure pulses of different magnitudes. Whole-field measurements of the response of the plate were obtained by the reflected moire grid technique. The largest ratio of center deflection to thickness of the plate during the experiments was 5.6. The theoretical response of the glass plate to the pressure pulses was computed by solving the von Karman equations governing large deflections in elastic plates by two methods - (1) the finite-difference method, and (2) Galerkin's method. Good agreement was found between theoretically predicted and experimentally measured response.
Rajagopal, G.↗