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At least 163 records · Page 9

Viscosity Solutions of Systems of PDEs with Interconnected Obstacles and Switching Problem

This paper deals with existence and uniqueness of a solution in viscosity sense, for a system of m variational partial differential inequalities with inter-connected obstacles. A particular case is the Hamilton-Jacobi-Bellmann system of the Markovian stochastic optimal m-states switching problem. The switching cost functions depend on (t,x). The main tool is the notion of systems of reflected backward stochastic differential equations with oblique reflection.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantum models with energy-dependent potentials solvable in terms of exceptional orthogonal polynomials

We construct energy-dependent potentials for which the Schrödinger equations admit solutions in terms of exceptional orthogonal polynomials. Our method of construction is based on certain point transformations, applied to the equations of exceptional Hermite, Jacobi and Laguerre polynomials. We present several examples of boundary-value problems with energy-dependent potentials that admit a discrete spectrum and the corresponding normalizable solutions in closed form.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A parallel algorithm for the eigenvalues and eigenvectors for a general complex matrix

A new parallel Jacobi-like algorithm is developed for computing the eigenvalues of a general complex matrix. Most parallel methods for this parallel typically display only linear convergence. Sequential norm-reducing algorithms also exit and they display quadratic convergence in most cases. The new algorithm is a parallel form of the norm-reducing algorithm due to Eberlein. It is proven that the asymptotic convergence rate of this algorithm is quadratic. Numerical experiments are presented which demonstrate the quadratic convergence of the algorithm and certain situations where the convergence is slow are also identified. The algorithm promises to be very competitive on a variety of parallel architectures.

Shroff, Gautam↗

Hamilton-Jacobi formalism for inflation with non-minimal derivative coupling

In inflation with nonminimal derivative coupling there is not a conformal transformation to the Einstein frame where calculations are straightforward, and thus in order to extract inflationary observables one needs to perform a detailed and lengthy perturbation investigation. In this work we bypass this problem by performing a Hamilton-Jacobi analysis, namely rewriting the cosmological equations considering the scalar field to be the time variable. We apply the method to two specific models, namely the power-law and the exponential cases, and for each model we calculate various observables such as the tensor-to-scalar ratio, and the spectral index and its running. We compare them with 2013 and 2015 Planck data, and we show that they are in a very good agreement with observations.

79 ASTRONOMY AND ASTROPHYSICS↗

Spectral element multigrid. Part 2: Theoretical justification

A multigrid algorithm is analyzed which is used for solving iteratively the algebraic system resulting from tha approximation of a second order problem by spectral or spectral element methods. The analysis, performed here in the one dimensional case, justifies the good smoothing properties of the Jacobi preconditioner that was presented in Part 1 of this paper.

Maday, Yvon↗

Comparison of Implicit Schemes for the Incompressible Navier-Stokes Equations

For a computational flow simulation tool to be useful in a design environment, it must be very robust and efficient. To develop such a tool for incompressible flow applications, a number of different implicit schemes are compared for several two-dimensional flow problems in the current study. The schemes include Point-Jacobi relaxation, Gauss-Seidel line relaxation, incomplete lower-upper decomposition, and the generalized minimum residual method preconditioned with each of the three other schemes. The efficiency of the schemes is measured in terms of the computing time required to obtain a steady-state solution for the laminar flow over a backward-facing step, the flow over a NACA 4412 airfoil, and the flow over a three-element airfoil using overset grids. The flow solver used in the study is the INS2D code that solves the incompressible Navier-Stokes equations using the method of artificial compressibility and upwind differencing of the convective terms. The results show that the generalized minimum residual method preconditioned with the incomplete lower-upper factorization outperforms all other methods by at least a factor of 2.

Rogers, Stuart E.↗

Explicit Weierstrass traveling wave solutions and bifurcation analysis for dissipative Zakharov–Kuznetsov modified equal width equation

We consider the dissipative Zakharov–Kuznetsov modified equal width (ZK-MEW) equation and discuss the effect of the dissipation on the existence and nature of traveling wave solutions of the equation. We use Lyapunov function and dynamical system theory in order to show that when viscosity term is added to the ZK-MEW equation, yet there exists still bounded traveling wave solutions in certain regions. Subsequently, we obtain general solution of the ZK-MEW equation in the presence and absence of viscosity in terms of Weirstrass ℘ functions and Jacobi elliptic functions. We also derive a new form of kink-type solution by exploring a factorization method based on functional transformation and the Abel’s first order nonlinear equation. Finally, we use the phase plane analysis and examine the stability of the viscous waves.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A plane-polar approach for far-field construction from near-field measurements

The planar configuration with a probe scanning a polar geometry is discussed with reference to its usefulness in the determination of a far field from near-field measurements. The accuracy of the method is verified numerically, using the concept of probe compensation as a vector deconvolution. Advantages of the Jacobi-Bessel series over the fast Fourier transforms for the plane-polar geometry are demonstrated. Finally, the far-field pattern of the Viking high gain antenna is constructed from the plane-polar near-field measured data and compared with the previously measured far-field pattern.

Rahmat-Samii, Y.↗

Spectral element miltigrid. II - Theoretical justification

A multigrid algorithm is analyzed which is used for solving iteratively the algebraic system resulting from the approximation of a second order problem by spectral or spectral element methods. The analysis, performed here in the one-dimensional case, justifies the good smoothing properties of the Jacobi preconditioner that was presented in Part 1 of this paper.

Maday, Yvon↗

Advanced Sine Wave Modulation of Continuous Wave Laser System for Atmospheric CO2 Differential Absorption Measurements

NASA Langley Research Center in collaboration with ITT Exelis have been experimenting with Continuous Wave (CW) laser absorption spectrometer (LAS) as a means of performing atmospheric CO2 column measurements from space to support the Active Sensing of CO2 Emissions over Nights, Days, and Seasons (ASCENDS) mission.Because range resolving Intensity Modulated (IM) CW lidar techniques presented here rely on matched filter correlations, autocorrelation properties without side lobes or other artifacts are highly desirable since the autocorrelation function is critical for the measurements of lidar return powers, laser path lengths, and CO2 column amounts. In this paper modulation techniques are investigated that improve autocorrelation properties. The modulation techniques investigated in this paper include sine waves modulated by maximum length (ML) sequences in various hardware configurations. A CW lidar system using sine waves modulated by ML pseudo random noise codes is described, which uses a time shifting approach to separate channels and make multiple, simultaneous online/offline differential absorption measurements. Unlike the pure ML sequence, this technique is useful in hardware that is band pass filtered as the IM sine wave carrier shifts the main power band. Both amplitude and Phase Shift Keying (PSK) modulated IM carriers are investigated that exibit perfect autocorrelation properties down to one cycle per code bit. In addition, a method is presented to bandwidth limit the ML sequence based on a Gaussian filter implemented in terms of Jacobi theta functions that does not seriously degrade the resolution or introduce side lobes as a means of reducing aliasing and IM carrier bandwidth.

Campbell, Joel F.↗

On the Degradation of the Effectiveness of Nonlinear Diffusion Acceleration with Parallel Block Jacobi Splitting

MOOSE's radiation transport module Rattlesnake comprises a first order S N solver that can be accelerated with a flexible Nonlinear Diffusion Acceleration. At each NDA iteration, the streaming and collision operator of the S{sub N} equations are (approximately) inverted using a transport sweep. When executed on multiple processors parallel block Jacobi (PBJ) splitting is utilized lagging the processor sub-domain's incoming angular fluxes making the implemented method asynchronous, i.e. the convergence properties of NDA become dependent on the number of concurrent tasks and details of the partitioning. Within this work, we study the NDA convergence properties for the two-dimensional C5G7 benchmark problem PBJ with p = 1, 2, 4, 8, 12, 16, 24, 32, 48, 60, 72, 96 and 144 concurrent tasks. Rosa studied the convergence properties of PBJ splitting methods with and without transport synthetic acceleration (TSA) in slab geometry and two-dimensional Cartesian geometry, respectively. Rosa's iteration scheme lags both the incoming angular fluxes and the scattering source making it very similar to the method described here. Rosa found by means of Fourier analysis that convergence of unaccelerated PBJ can degrade for optically thin subdomains, i.e. for a large number of processors given a fixed domain size. Depending on the choice of parameters application of TSA can lead to an effective algorithm. In contrast to Rosa's work, this work focuses on PBJ splitting for NDA accelerated solution of the multigroup eigenvalue problem. Later, Zerr and Anistratov used their integral transport matrix method in conjunction with PBJ. This iteration scheme is different as it does not lag the scattering source. Nevertheless, Fourier analysis with Diamond Difference spatial discretization showed that the method degrades with increasing the overall size of the spatial domain while keeping the sub-domain size constant. In the case of an infinite medium, the observed spectral radius becomes unity. These references establish the iterative performance of PBJ for one-group fixed source problems discretized on rectangular cells, but for the Rattlesnake first order NDA method, an emphasis lies on multigroup eigenvalue problems. In this setting, the additional complication arises that the low order equations are not exactly inverted, but only to some iterative criterion. Further, as the low order problem is solved using Jacobian-Free Newton Krylov methods, a suitable preconditioner for the GMRES iterations is required. As the effectiveness of the preconditioners may decrease when more concurrent processes are used, we expect the low order solve to impact the overall effectiveness of the NDA method in parallel execution as well. Therefore, this work focuses on the question of how detrimental the asynchronicity of the high and low order iterative solutions is for the effectiveness of NDA solutions of realistic, unstructured grid, multigroup eigenvalue problems. The iterative convergence properties of Rattlesnake's NDA method for multigroup eigenvalue problems are studied for varying number of concurrent processes. Rattlesnake's NDA method is asynchronous because the high order transport sweep uses PBJ splitting and because the low order solve's preconditioners, algebraic multigrid and additive Schwarz, are asynchronous. We found that up to 144 processes the number of Picard iterations increases by a factor of 2-3 affecting but not destroying NDA's parallel performance for the C5G7 benchmark problem, a representative LWR (light water reactor) configuration. The solution of the NDA low order eigenvalue problem posed greater problems than expected for the solvers currently available in Rattlesnake mainly because of problems to effectively precondition the modified low-order problem. As a matter of fact, the low order problem becomes an advection-diffusion problem. Non-robustness was observed for the AMG preconditioned coarse mesh acceleration for more than 60 concurrent processes, which was fixed by increasing the number of permissible V-cycles per AMG call. For fine mesh acceleration AMG proved to be ineffective and we resorted to ASM. For both AMG and ASM, increasing number of linear iterations per nonlinear are observed when increasing the number of processes, but for ASM this problem appears to be worse. The results from this work also indicate that initial development efforts should be diverted from implementation of a high-order parallel sweeping algorithm to the effective and robust iterative solution of the low order NDA multigroup eigenvalue problem. (authors)

97 MATHEMATICS AND COMPUTING↗

A Müntz wavelets collocation method for solving fractional differential equations

In this paper, we introduce a new set of wavelets, namely Müntz wavelets. These wavelets are defined based on Müntz Legendre polynomials which have the property of orthogonality. We stabilize the wavelet coefficients by utilizing Jacobi polynomials to construct the modified Müntz wavelets. Next, we present a collocation scheme based on Müntz wavelets for solving fractional differential equations. The fractional derivative is described in the Caputo sense. Some error estimates are given and numerical examples are included to demonstrate the applicability and accuracy of the proposed method. This includes the elastic-dissipative mathematical model of linear mechanical devices known as Boltzman operator.

97 MATHEMATICS AND COMPUTING↗

A nonlinear relaxation/quasi-Newton algorithm for the compressible Navier-Stokes equations

A highly efficient implicit method for the computation of steady, two-dimensional compressible Navier-Stokes flowfields is presented. The discretization of the governing equations is hybrid in nature, with flux-vector splitting utilized in the streamwise direction and central differences with flux-limited artificial dissipation used for the transverse fluxes. Line Jacobi relaxation is used to provide a suitable initial guess for a new nonlinear iteration strategy based on line Gauss-Seidel sweeps. The applicability of quasi-Newton methods as convergence accelerators for this and other line relaxation algorithms is discussed, and efficient implementations of such techniques are presented. Convergence histories and comparisons with experimental data are presented for supersonic flow over a flat plate and for several high-speed compression corner interactions. Results indicate a marked improvement in computational efficiency over more conventional upwind relaxation strategies, particularly for flowfields containing large pockets of streamwise subsonic flow.

Edwards, Jack R.↗

A reactant-coordinate-based wave packet method for full-dimensional state-to-state quantum dynamics of tetra-atomic reactions: Application to both the abstraction and exchange channels in the H + H 2 O reaction

Here, an efficient and accurate wave packet method is proposed for the calculation of the state-to-state S -matrix elements in bimolecular reactions involving four atoms. This approach propagates an initial state specific wave packet in reactant Jacobi coordinates. The projection in product channels is carried out on projection planes, which have one less degree of freedom, by transforming both the time-dependent wave packet and final product states into a set of intermediate coordinates. This reactant-coordinate-based method is more efficient than product-coordinate-based methods because it typically requires a smaller number of basis functions or grid points and allows the determination of S -matrix elements for multiple product channels from a single propagation. This method is demonstrated in calculating the ( J tot = 0) state-to-state S -matrix elements for both the abstraction and exchange channels of the H + H 2 O reaction.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Scattering amplitudes for multi-indexed extensions of solvable potentials

New solvable one-dimensional quantum mechanical scattering problems are presented. They are obtained from known solvable potentials by multiple Darboux transformations in terms of virtual and pseudo virtual wavefunctions. The same method applied to confining potentials, e.g. Pöschl–Teller and the radial oscillator potentials, has generated the multi-indexed Jacobi and Laguerre polynomials. Simple multi-indexed formulas are derived for the transmission and reflection amplitudes of several solvable potentials. -- Highlights: •Scattering amplitudes calculated for infinitely many new solvable potentials. •New scattering potentials obtained by deforming six known solvable potentials. •Multiple Darboux transformations in terms of (pseudo) virtual states employed. •Scattering amplitudes checked to obey the shape invariance relation. •Errors in scattering amplitudes of some undeformed potentials in the literature corrected.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

H(sub infinity)-type filter for spacecraft attitude estimation

A nonlinear filtering theory from a deterministic point of view is presented and an application to attitude determination is considered. The approach that is taken in this paper is motivated largely by the H(sun infinity) control and estimation theory for linear systems which has been evolved within the last decade. Rather than formulating the estimation problem as a game played by two adversaries, as has been done in the linear case, we employ in this work some notions from the theory of dissipative systems as a vehicle for arriving at certain Hamilton-Jacobi inequality, which in turn, provides a solution to the filtering problem, whenever it is satisfied. Application of this method to a linear estimation problem and to the problem of estimating a spacecraft attitude quaternion and gyro drift bias vector are presented. In limiting cases, these give the Kalman filter and the extended Kalman filter, respectively. The main advantages of this approach over its probabilistic counterpart are that this approach does not require a prior knowledge of any statistics, and that in general it is more amenable to a quantitative assessment regarding approximations such as linearization, and that in certain cases this approach yields an exact solution to the nonlinear filtering.

Markley, F. Landis↗

Equivalences of the multi-indexed orthogonal polynomials

Multi-indexed orthogonal polynomials describe eigenfunctions of exactly solvable shape-invariant quantum mechanical systems in one dimension obtained by the method of virtual states deletion. Multi-indexed orthogonal polynomials are labeled by a set of degrees of polynomial parts of virtual state wavefunctions. For multi-indexed orthogonal polynomials of Laguerre, Jacobi, Wilson, and Askey-Wilson types, two different index sets may give equivalent multi-indexed orthogonal polynomials. We clarify these equivalences. Multi-indexed orthogonal polynomials with both type I and II indices are proportional to those of type I indices only (or type II indices only) with shifted parameters.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Efficient Preconditioning of a High-Order Solver for Multiple Physics

This work addresses preconditioning approaches for an implicit high-order solver frame-work applied to multiple physics. The solver is based on a space-time spectral element method and matrix-free Newton-Krylov solver developed at NASA over the recent years. Within this context, most preconditioning methods are impractical, as the computational time and memory requirements scale poorly with increasing polynomial orders. To improve computational efficiency, we first describe a novel entity-based Block Jacobi preconditioner for the continuous-Galerkin solution of the linear-elasticity and linear-shell equations. Second, we introduce a multigrid algorithm to further reduce time-to-solution on stiff cases arising from continuous-and discontinuous-Galerkin discretizations. Results obtained on relevant single-physics reference solutions, demonstrate the feasibility of the methods, paving the way for high-order solutions of fully coupled multi-physics problems.

STMD↗