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At least 145 records · Page 8

Numerical method for solution of systems of non-stationary spatially one-dimensional nonlinear differential equations

A computational scheme and a standard program is proposed for solving systems of nonstationary spatially one-dimensional nonlinear differential equations using Newton's method. The proposed scheme is universal in its applicability and its reduces to a minimum the work of programming. The program is written in the FORTRAN language and can be used without change on electronic computers of type YeS and BESM-6. The standard program described permits the identification of nonstationary (or stationary) solutions to systems of spatially one-dimensional nonlinear (or linear) partial differential equations. The proposed method may be used to solve a series of geophysical problems which take chemical reactions, diffusion, and heat conductivity into account, to evaluate nonstationary thermal fields in two-dimensional structures when in one of the geometrical directions it can take a small number of discrete levels, and to solve problems in nonstationary gas dynamics.

Morozov, S. K.↗

Parallel-in-Time Solution of Hyperbolic PDE Systems via Characteristic-Variable Block Preconditioning

We consider the parallel-in-time solution of both linear and nonlinear hyperbolic partial differential equation (PDE) systems in one spatial dimension. In the nonlinear setting, the discretized equations are solved with a preconditioned residual iteration based on a global linearization. The linear(ized) equation systems are approximately solved parallel-in-time using a block preconditioner applied in the characteristic variables of the underlying linear(ized) hyperbolic PDE. This change of variables is motivated by the observation that intervariable coupling between characteristic variables is weak, at least locally where spatio-temporal variations in the eigenvectors of the associated flux Jacobian are sufficiently small, while that between the original variables is not. For an ℓ-dimensional system of PDEs, applying the preconditioner consists of solving a sequence of ℓ scalar linear(ized)-advection-like problems, each associated with a different characteristic wave-speed in the underlying linear(ized) PDE. Furthermore, we approximately solve these linear advection problems using multigrid reduction-in-time (MGRIT); however, any other suitable parallel-in-time method could be used. Numerical examples are shown for the (linear) acoustics equations in heterogeneous media and for the (nonlinear) shallow water equations and Euler equations of gas dynamics with shocks and rarefactions. For many test problems, the solver converges in just a handful of iterations and with mesh-independent convergence rates.

97 MATHEMATICS AND COMPUTING↗

Dynamic Nonlinear Elastic Stability of Helicopter Rotor Blades in Hover and in Forward Flight

Equations for large coupled flap-lag motion of hingeless elastic helicopter blades are consistently derived. Only torsionally-rigid blades excited by quasi-steady aerodynamic loads are considered. The nonlinear equations of motion in the time and space variables are reduced to a system of coupled nonlinear ordinary differential equations with periodic coefficients, using Galerkin's method for the space variables. The nonlinearities present in the equations are those arising from the inclusion of moderately large deflections in the inertia and aerodynamic loading terms. The resulting system of nonlinear equations has been solved, using an asymptotic expansion procedure in multiple time scales. The stability boundaries, amplitudes of nonlinear response, and conditions for existence of limit cycles are obtained analytically. Thus, the different roles played by the forcing function, parametric excitation, and nonlinear coupling in affecting the solution can be easily identified, and the basic physical mechanism of coupled flap-lag response becomes clear. The effect of forward flight is obtained with the requirement of trimmed flight at fixed values of the thrust coefficient.

Friedmann, P.↗

User's manual for LINEAR, a FORTRAN program to derive linear aircraft models

This report documents a FORTRAN program that provides a powerful and flexible tool for the linearization of aircraft models. The program LINEAR numerically determines a linear system model using nonlinear equations of motion and a user-supplied nonlinear aerodynamic model. The system model determined by LINEAR consists of matrices for both state and observation equations. The program has been designed to allow easy selection and definition of the state, control, and observation variables to be used in a particular model.

Duke, Eugene L.↗

Solving Nonlinear Coupled Differential Equations

Harmonic balance method developed to obtain approximate steady-state solutions for nonlinear coupled ordinary differential equations. Method usable with transfer matrices commonly used to analyze shaft systems. Solution to nonlinear equation, with periodic forcing function represented as sum of series similar to Fourier series but with form of terms suggested by equation itself.

Mitchell, L.↗

Constraint energy minimizing generalized multiscale finite element method for multi-continuum Richards equations

In fluid flow simulation, the multi-continuum model is a useful strategy. When the heterogeneity and contrast of coefficients are high, the system becomes multiscale, and some kinds of reduced order methods are demanded. Combining these techniques with nonlinearity, we will consider in this paper a dual-continuum model which is generalized as a multi-continuum model for a coupled system of nonlinear Richards equations as unsaturated flows, in complex heterogeneous fractured porous media; and we will solve it by a novel multiscale approach utilizing the constraint energy minimizing generalized multiscale finite element method (CEM-GMsFEM). In particular, such a nonlinear system will be discretized in time and then linearized by Picard iteration (whose global convergence is proved theoretically). Subsequently, we tackle the resulting linearized equations by the CEM-GMsFEM and obtain proper offline multiscale basis functions to span the multiscale space (which contains the pressure solution). More specifically, we first introduce two new sources of samples, and the GMsFEM is used over each coarse block to build local auxiliary multiscale basis functions via solving local spectral problems, that are crucial for detecting high-contrast channels. Second, per oversampled coarse region, local multiscale basis functions are created through the CEM as constrainedly minimizing an energy functional. Various numerical tests for our approach reveal that the error converges with the coarse-grid size and that only few oversampling layers as well as basis functions are needed.

97 MATHEMATICS AND COMPUTING↗

Nonlinear Elimination Applied to Radiation Diffusion

We apply a nonlinearly preconditioned, quasi-Newton framework to accelerate the numerical solution of the thermal radiative transfer (TRT) equations. This framework was inspired by the unpublished method that has existed for years in Teton, Lawrence Livermore National Laboratory’s deterministic TRT code. In this paper, we cast this iteration scheme within a formal nonlinear preconditioning framework and compare its performance against other iteration schemes in the framework. With proper choices of iteration controls for the various levels of the solver, we can recover the standard linearized one-step method, a full nonlinear Newton scheme, as well as the method in Teton. In brief, the nonlinear preconditioning TRT scheme formally eliminates the material temperature equation from the nonlinear system in a nonlinear analog of a Schur complement. This nonlinear elimination step involves solving a decoupled nonlinear equation for each spatial degree of freedom and is therefore inexpensive. By applying a quasi-Newton iteration scheme on the new system, we obtain a three-level iteration scheme that is at least as efficient as commonly used TRT schemes. The new method allows full convergence to the nonlinear backward Euler time-discretized system, increasing accuracy and robustness, while using a similar number of linear iterations as the more common linearized one-step methods Eq. (4).

77 NANOSCIENCE AND NANOTECHNOLOGY↗

The solution of non-linear hyperbolic equation systems by the finite element method

A finite-element method for the solution of nonlinear hyperbolic systems of equations, such as those encountered in non-self-adjoint problems of transient phenomena in convection-diffusion or in the mixed representation of wave problems, is developed and demonstrated. The problem is rewritten in moving coordinates and reinterpolated to the original mesh by a Taylor expansion prior to a standard Galerkin spatial discretization, and it is shown that this procedure is equivalent to the time-discretization approach of Donea (1984). Numerical results for sample problems are presented graphically, including such shallow-water problems as the breaking of a dam, the shoaling of a wave, and the outflow of a river; compressible flows such as the isothermal flow in a nozzle and the Riemann shock-tube problem; and the two-dimensional scalar-advection, nonlinear-shallow-water, and Euler equations.

Loehner, R.↗

High speed flow past wings

The analytical solution to the transonic small perturbation equation which describes steady compressible flow past finite wings at subsonic speeds can be expressed as a nonlinear integral equation with the perturbation velocity potential as the unknown function. This known formulation is substituted by a system of nonlinear algebraic equations to which various methods are applicable for its solution. Due to the presence of mathematical discontinuities in the flow solutions, however, a main computational difficulty was to ensure uniqueness of the solutions when local velocities on the wing exceeded the speed of sound. For continuous solutions this was achieved by embedding the algebraic system in an one-parameter operator homotopy in order to apply the method of parametric differentiation. The solution to the initial system of equations appears then as a solution to a Cauchy problem where the initial condition is related to the accompanying incompressible flow solution. In using this technique, however, a continuous dependence of the solution development on the initial data is lost when the solution reaches the minimum bifurcation point. A steepest descent iteration technique was therefore, added to the computational scheme for the calculation of discontinuous flow solutions. Results for purely subsonic flows and supersonic flows with and without compression shocks are given and compared with other available theoretical solutions.

Norstrud, H.↗

Perturbed nonlinear differential equations

For perturbed nonlinear systems, a norm, other than the supremum norm, is introduced on some spaces of continuous functions. This makes possible the study of new types of behavior. A study is presented on a perturbed nonlinear differential equation defined on a half line, and the existence of a family of solutions with special boundedness properties is established. The ideas developed are applied to the study of integral manifolds, and examples are given.

Proctor, T. G.↗

Algorithms For Integrating Nonlinear Differential Equations

Improved algorithms developed for use in numerical integration of systems of nonhomogenous, nonlinear, first-order, ordinary differential equations. In comparison with integration algorithms, these algorithms offer greater stability and accuracy. Several asymptotically correct, thereby enabling retention of stability and accuracy when large increments of independent variable used. Accuracies attainable demonstrated by applying them to systems of nonlinear, first-order, differential equations that arise in study of viscoplastic behavior, spread of acquired immune-deficiency syndrome (AIDS) virus and predator/prey populations.

Freed, A. D.↗

Numerical method for the solution of large systems of differential equations of the boundary layer type

A numerical method for the solution of large systems of nonlinear differential equations of the boundary-layer type is described. The method is a modification of the technique for satisfying asymptotic boundary conditions. The present method employs inverse interpolation instead of the Newton method to adjust the initial conditions of the related initial-value problem. This eliminates the so-called perturbation equations. The elimination of the perturbation equations not only reduces the user's preliminary work in the application of the method, but also reduces the number of time-consuming initial-value problems to be numerically solved at each iteration. For further ease of application, the solution of the overdetermined system for the unknown initial conditions is obtained automatically by applying Golub's linear least-squares algorithm. The relative ease of application of the proposed numerical method increases directly as the order of the differential-equation system increases. Hence, the method is especially attractive for the solution of large-order systems. After the method is described, it is applied to a fifth-order problem from boundary-layer theory.

Green, M. J.↗

Exponential Runge-Kutta Parareal for non-diffusive equations

Parareal is a well-known parallel-in-time algorithm that combines a coarse and fine propagator within a parallel iteration. It allows for large-scale parallelism that leads to significantly reduced computational time compared to serial time-stepping methods. However, like many parallel-in-time methods it can fail to converge when applied to non-diffusive equations such as hyperbolic systems or dispersive nonlinear wave equations. Here, this paper explores the use of exponential integrators within the Parareal iteration. Exponential integrators are particularly interesting candidates for Parareal because of their ability to resolve fast-moving waves, even at the large stepsizes used by coarse propagators. This work begins with an introduction to exponential Parareal integrators followed by several motivating numerical experiments involving the nonlinear Schrödinger equation. These experiments are then analyzed using linear analysis that approximates the stability and convergence properties of the exponential Parareal iteration on nonlinear problems. The paper concludes with two additional numerical experiments involving the dispersive Kadomtsev-Petviashvili equation and the hyperbolic Vlasov-Poisson equation. These experiments demonstrate that exponential Parareal methods offer improved time-to-solution compared to serial exponential integrators when solving certain non-diffusive equations.

97 MATHEMATICS AND COMPUTING↗

Development of iterative techniques for the solution of unsteady compressible viscous flows

Efficient iterative solution methods are being developed for the numerical solution of two- and three-dimensional compressible Navier-Stokes equations. Iterative time marching methods have several advantages over classical multi-step explicit time marching schemes, and non-iterative implicit time marching schemes. Iterative schemes have better stability characteristics than non-iterative explicit and implicit schemes. Thus, the extra work required by iterative schemes can also be designed to perform efficiently on current and future generation scalable, missively parallel machines. An obvious candidate for iteratively solving the system of coupled nonlinear algebraic equations arising in CFD applications is the Newton method. Newton's method was implemented in existing finite difference and finite volume methods. Depending on the complexity of the problem, the number of Newton iterations needed per step to solve the discretized system of equations can, however, vary dramatically from a few to several hundred. Another popular approach based on the classical conjugate gradient method, known as the GMRES (Generalized Minimum Residual) algorithm is investigated. The GMRES algorithm was used in the past by a number of researchers for solving steady viscous and inviscid flow problems with considerable success. Here, the suitability of this algorithm is investigated for solving the system of nonlinear equations that arise in unsteady Navier-Stokes solvers at each time step. Unlike the Newton method which attempts to drive the error in the solution at each and every node down to zero, the GMRES algorithm only seeks to minimize the L2 norm of the error. In the GMRES algorithm the changes in the flow properties from one time step to the next are assumed to be the sum of a set of orthogonal vectors. By choosing the number of vectors to a reasonably small value N (between 5 and 20) the work required for advancing the solution from one time step to the next may be kept to (N+1) times that of a noniterative scheme. Many of the operations required by the GMRES algorithm such as matrix-vector multiplies, matrix additions and subtractions can all be vectorized and parallelized efficiently.

Sankar, Lakshmi N.↗

Chaotic /strange/ and periodic behavior in instability saturation by the oscillating two-stream instability

The nonlinear Schroedinger equation with linear growth and damping is truncated to three waves. The resulting system of nonlinear ordinary differential equations describes the excitation of linearly damped waves by the oscillating two-stream instability driven by a linearly unstable pump wave. This system represents a simple model for the nonlinear saturation of a linearly unstable wave. The model is examined analytically and numerically as a function of the dimensionless parameters of the system. It is found that the model can exhibit a wealth of characteristic dynamical behavior including stationary equilibria, Hopf bifurcations to periodic orbits, period doubling bifurcations, chaotic solutions characteristic of a strange attractor, tangent bifurcations from chaotic to periodic solutions, transient chaos, and hysteresis. Many of these features are shown to be explainable on the basis of one-dimensional maps. In the case of chaotic solutions, evidence for the presence of a strange attractor is provided by demonstrating Cantor set-like structure (i.e., scale invariance) in the surface of section.

Russell, D. A.↗

Bifurcations and sensitivity in parametric nonlinear programming

The parametric nonlinear programming problem is that of determining the behavior of solution(s) as a parameter or vector of parameters alpha belonging to R(sup r) varies over a region of interest for the problem: Minimize over x the set f(x, alpha):h(x, alpha) = 0, g(x, alpha) is greater than or equal to 0, where f:R(sup (n+r)) approaches R, h:R(sup (n+r)) approaches R(sup q) and g:R(sup (n+r)) approaches R(sup p) are assumed to be at least twice continuously differentiable. Some of these parameters may be fixed but not known precisely and others may be varied to enhance the performance of the system. In both cases a fundamentally important problem in the investigation of global sensitivity of the system is to determine the stability boundaries of the regions in parameter space which define regions of qualitatively similar solutions. The objective is to explain how numerical continuation and bifurcation techniques can be used to investigate the parametric nonlinear programming problem in a global sense. Thus, first the problem is converted to a closed system of parameterized nonlinear equations whose solution set contains all local minimizers of the original problem. This system, which will be represented as F(z,alpha) = O, will include all Karush-Kuhn-Tucker and Fritz John points, both feasible and infeasible solutions, and relative minima, maxima, and saddle points of the problem. The local existence and uniqueness of a solution path (z(alpha), alpha) of this system as well as the solution type persist as long as a singularity in the Jacobian D(sub z)F(z,alpha) is not encountered. Thus the nonsingularity of this Jacobian is characterized in terms of conditions on the problem itself. Then, a class of efficient predictor-corrector continuation procedures for tracing solution paths of the system F(z,alpha) = O which are tailored specifically to the parametric programming problem are described. Finally, these procedures and the obtained information are illustrated within the context of design optimization.

Lundberg, Bruce N.↗