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At least 19 records

Variable Order and Distributed Order Fractional Operators

Many physical processes appear to exhibit fractional order behavior that may vary with time or space. The continuum of order in the fractional calculus allows the order of the fractional operator to be considered as a variable. This paper develops the concept of variable and distributed order fractional operators. Definitions based on the Riemann-Liouville definitions are introduced and behavior of the operators is studied. Several time domain definitions that assign different arguments to the order q in the Riemann-Liouville definition are introduced. For each of these definitions various characteristics are determined. These include: time invariance of the operator, operator initialization, physical realization, linearity, operational transforms. and memory characteristics of the defining kernels. A measure (m2) for memory retentiveness of the order history is introduced. A generalized linear argument for the order q allows the concept of "tailored" variable order fractional operators whose a, memory may be chosen for a particular application. Memory retentiveness (m2) and order dynamic behavior are investigated and applications are shown. The concept of distributed order operators where the order of the time based operator depends on an additional independent (spatial) variable is also forwarded. Several definitions and their Laplace transforms are developed, analysis methods with these operators are demonstrated, and examples shown. Finally operators of multivariable and distributed order are defined in their various applications are outlined.

Lorenzo, Carl F.↗

High-Order Residual-Distribution Hyperbolic Advection-Diffusion Schemes: 3rd-, 4th-, and 6th-Order

In this paper, spatially high-order Residual-Distribution (RD) schemes using the first-order hyperbolic system method are proposed for general time-dependent advection-diffusion problems. The corresponding second-order time-dependent hyperbolic advection- diffusion scheme was first introduced in [NASA/TM-2014-218175, 2014], where rapid convergences over each physical time step, with typically less than five Newton iterations, were shown. In that method, the time-dependent hyperbolic advection-diffusion system (linear and nonlinear) was discretized by the second-order upwind RD scheme in a unified manner, and the system of implicit-residual-equations was solved efficiently by Newton's method over every physical time step. In this paper, two techniques for the source term discretization are proposed; 1) reformulation of the source terms with their divergence forms, and 2) correction to the trapezoidal rule for the source term discretization. Third-, fourth, and sixth-order RD schemes are then proposed with the above techniques that, relative to the second-order RD scheme, only cost the evaluation of either the first derivative or both the first and the second derivatives of the source terms. A special fourth-order RD scheme is also proposed that is even less computationally expensive than the third-order RD schemes. The second-order Jacobian formulation was used for all the proposed high-order schemes. The numerical results are then presented for both steady and time-dependent linear and nonlinear advection-diffusion problems. It is shown that these newly developed high-order RD schemes are remarkably efficient and capable of producing the solutions and the gradients to the same order of accuracy of the proposed RD schemes with rapid convergence over each physical time step, typically less than ten Newton iterations.

Mazaheri, Alireza R.↗

Comparison of High-Order and Low-Order Methods for Large-Eddy Simulation of a Compressible Shear Layer

The objective of this work is to compare a high-order solver with a low-order solver for performing large-eddy simulations (LES) of a compressible mixing layer. The high-order method is the Wave-Resolving LES (WRLES) solver employing a Dispersion Relation Preserving (DRP) scheme. The low-order solver is the Wind-US code, which employs the second-order Roe Physical scheme. Both solvers are used to perform LES of the turbulent mixing between two supersonic streams at a convective Mach number of 0.46. The high-order and low-order methods are evaluated at two different levels of grid resolution. For a fine grid resolution, the low-order method produces a very similar solution to the high-order method. At this fine resolution the effects of numerical scheme, subgrid scale modeling, and filtering were found to be negligible. Both methods predict turbulent stresses that are in reasonable agreement with experimental data. However, when the grid resolution is coarsened, the difference between the two solvers becomes apparent. The low-order method deviates from experimental results when the resolution is no longer adequate. The high-order DRP solution shows minimal grid dependence. The effects of subgrid scale modeling and spatial filtering were found to be negligible at both resolutions. For the high-order solver on the fine mesh, a parametric study of the spanwise width was conducted to determine its effect on solution accuracy. An insufficient spanwise width was found to impose an artificial spanwise mode and limit the resolved spanwise modes. We estimate that the spanwise depth needs to be 2.5 times larger than the largest coherent structures to capture the largest spanwise mode and accurately predict turbulent mixing.

large eddy simulations↗

Design of multivariable feedback control systems via spectral assignment using reduced-order models and reduced-order observers

The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The full state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system rmain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.

Mielke, R. R.↗

Design of multivariable feedback control systems via spectral assignment using reduced-order models and reduced-order observers

The feasibility of using reduced order models and reduced order observers with eigenvalue/eigenvector assignment procedures is investigated. A review of spectral assignment synthesis procedures is presented. Then, a reduced order model which retains essential system characteristics is formulated. A constant state feedback matrix which assigns desired closed loop eigenvalues and approximates specified closed loop eigenvectors is calculated for the reduced order model. It is shown that the eigenvalue and eigenvector assignments made in the reduced order system are retained when the feedback matrix is implemented about the full order system. In addition, those modes and associated eigenvectors which are not included in the reduced order model remain unchanged in the closed loop full order system. The fulll state feedback design is then implemented by using a reduced order observer. It is shown that the eigenvalue and eigenvector assignments of the closed loop full order system remain unchanged when a reduced order observer is used. The design procedure is illustrated by an actual design problem.

Mielke, R. R.↗

Comparison of High-Order and Low-Order Methods for Large-Eddy Simulation of a Compressible Shear Layer

The objective of this work is to compare a high-order solver with a low-order solver for performing Large-Eddy Simulations (LES) of a compressible mixing layer. The high-order method is the Wave-Resolving LES (WRLES) solver employing a Dispersion Relation Preserving (DRP) scheme. The low-order solver is the Wind-US code, which employs the second-order Roe Physical scheme. Both solvers are used to perform LES of the turbulent mixing between two supersonic streams at a convective Mach number of 0.46. The high-order and low-order methods are evaluated at two different levels of grid resolution. For a fine grid resolution, the low-order method produces a very similar solution to the highorder method. At this fine resolution the effects of numerical scheme, subgrid scale modeling, and filtering were found to be negligible. Both methods predict turbulent stresses that are in reasonable agreement with experimental data. However, when the grid resolution is coarsened, the difference between the two solvers becomes apparent. The low-order method deviates from experimental results when the resolution is no longer adequate. The high-order DRP solution shows minimal grid dependence. The effects of subgrid scale modeling and spatial filtering were found to be negligible at both resolutions. For the high-order solver on the fine mesh, a parametric study of the spanwise width was conducted to determine its effect on solution accuracy. An insufficient spanwise width was found to impose an artificial spanwise mode and limit the resolved spanwise modes. We estimate that the spanwise depth needs to be 2.5 times larger than the largest coherent structures to capture the largest spanwise mode and accurately predict turbulent mixing.

large eddy simulations↗

The determination of third order linear models from a seventh order nonlinear jet engine model

Results are presented that demonstrate how good reduced-order models can be obtained directly by recursive parameter identification using input/output (I/O) data of high-order nonlinear systems. Three different methods of obtaining a third-order linear model from a seventh-order nonlinear turbojet engine model are compared. The first method is to obtain a linear model from the original model and then reduce the linear model by standard reduction techniques such as residualization and balancing. The second method is to identify directly a third-order linear model by recursive least-squares parameter estimation using I/O data of the original model. The third method is to obtain a reduced-order model from the original model and then linearize the reduced model. Frequency responses are used as the performance measure to evaluate the reduced models. The reduced-order models along with their Bode plots are presented for comparison purposes.

Lalonde, Rick J.↗

Second-order closure PBL model with new third-order moments: Comparison with LES data

This paper contains two parts. In the first part, a new set of diagnostic equations is derived for the third-order moments for a buoyancy-driven flow, by exact inversion of the prognostic equations for the third-order moment equations in the stationary case. The third-order moments exhibit a universal structure: they all are a linear combination of the derivatives of all the second-order moments, bar-w(exp 2), bar-w theta, bar-theta(exp 2), and bar-q(exp 2). Each term of the sum contains a turbulent diffusivity D(sub t), which also exhibits a universal structure of the form D(sub t) = a nu(sub t) + b bar-w theta. Since the sign of the convective flux changes depending on stable or unstable stratification, D(sub t) varies according to the type of stratification. Here nu(sub t) approximately equal to wl (l is a mixing length and w is an rms velocity) represents the 'mechanical' part, while the 'buoyancy' part is represented by the convective flux bar-w theta. The quantities a and b are functions of the variable N(sub tau)(exp 2), where N(exp 2) = g alpha derivative of Theta with respect to z and tau is the turbulence time scale. The new expressions for the third-order moments generalize those of Zeman and Lumley, which were subsequently adopted by Sun and Ogura, Chen and Cotton, and Finger and Schmidt in their treatments of the convective boundary layer. In the second part, the new expressions for the third-order moments are used to solve the ensemble average equations describing a purely convective boundary laye r heated from below at a constant rate. The computed second- and third-order moments are then compared with the corresponding Large Eddy Simulation (LES) results, most of which are obtained by running a new LES code, and part of which are taken from published results. The ensemble average results compare favorably with the LES data.

Canuto, V. M.↗

Classical seventh-, sixth-, and fifth-order Runge-Kutta-Nystrom formulas with stepsize control for general second-order differential equations

Runge-Kutta-Nystrom formulas of the seventh, sixth, and fifth order were derived for the general second order (vector) differential equation written as the second derivative of x = f(t, x, the first derivative of x). The formulas include a stepsize control procedure, based on a complete coverage of the leading term of the local truncation error in x, and they require no more evaluations per step than the earlier Runge-Kutta formulas for the first derivative of x = f(t, x). The developed formulas are expected to be time saving in comparison to the Runge-Kutta formulas for first-order differential equations, since it is not necessary to convert the second-order differential equations into twice as many first-order differential equations. The examples shown saved from 25 percent to 60 percent more computer time than the earlier formulas for first-order differential equations, and are comparable in accuracy.

Fehlberg, E.↗

A method for obtaining reduced-order control laws for high-order systems using optimization techniques

A method of synthesizing reduced-order optimal feedback control laws for a high-order system is developed. A nonlinear programming algorithm is employed to search for the control law design variables that minimize a performance index defined by a weighted sum of mean-square steady-state responses and control inputs. An analogy with the linear quadractic Gaussian solution is utilized to select a set of design variables and their initial values. To improve the stability margins of the system, an input-noise adjustment procedure is used in the design algorithm. The method is applied to the synthesis of an active flutter-suppression control law for a wind tunnel model of an aeroelastic wing. The reduced-order controller is compared with the corresponding full-order controller and found to provide nearly optimal performance. The performance of the present method appeared to be superior to that of two other control law order-reduction methods. It is concluded that by using the present algorithm, nearly optimal low-order control laws with good stability margins can be synthesized.

Mukhopadhyay, V.↗

First-Order Approximation of the Ordered Binary-Symmetric Channel

This paper presents different results related to the ordering of a sequence of N received symbols with respect to their reliability measure, for BPSK transmission over the AWGN channel model. First, a tight approximation of Pe (i; N), the probability that the hard decision associated with the i-th symbol of the ordered sequence is in error, is derived. Then, it is shown that despite the fact that the random variables representing the noise at positions n 1(sub 1), n(sub 2), ..., n(sub j) of the ordering are no longer independent, the events of having a hard decision decoding error at these positions remain almost independent Pe (n(sub i), n2, ..., n(sub j); N), the probability that the hard decisions associated with the symbols at positions n(sub 1), n(sub 2), ..., n(sub j), in the ordered sequence are in error, is thus well approximated from each of the Pe (n(sub i): N), for i is a member of [1, j]. Finally, based on the independence of these events, the fully connected 2(sup N) -state BSC representing the channel after ordering is simplified by N independent time-shared 2-state BSC's. This new model allows one to easily and tightly approximate the capacity of the channel after ordering.

Fossorier, Marc P. C.↗

Low-order aberration sensitivity of eighth-order coronagraph masks

In a recent paper, Kuchner, Crepp, and Ge describe new image-plane coronagraph mask designs that reject to eighth order the leakage of starlight caused by image motion at the mask, resulting in a substantial relaxation of image centroiding requirements compared to previous fourth-order and second-order masks. They also suggest that the new masks are effective at rejecting leakage caused by low-order aberrations (e.g., focus, coma, and astigmatism). In this paper, we derive the sensitivity of eighth-order masks to aberrations of any order and provide simulations of coronagraph behavior in the presence of optical aberrations.We find that the masks leak light as the fourth power of focus, astigmatism, coma, and trefoil. This has tremendous performance advantages for the Terrestrial Planet Finder Coronagraph.

planetary systems↗

Higher order accurate partial implicitization: An unconditionally stable fourth-order-accurate explicit numerical technique

The previously obtained second-order-accurate partial implicitization numerical technique used in the solution of fluid dynamic problems was modified with little complication to achieve fourth-order accuracy. The Von Neumann stability analysis demonstrated the unconditional linear stability of the technique. The order of the truncation error was deduced from the Taylor series expansions of the linearized difference equations and was verified by numerical solutions to Burger's equation. For comparison, results were also obtained for Burger's equation using a second-order-accurate partial-implicitization scheme, as well as the fourth-order scheme of Kreiss.

Graves, R. A., Jr.↗

Using High-Order Methods on Lower-Order Geometries

The desire to obtain acoustic information from the numerical solution of a nonlinear system of equations is a demanding proposition for a computational algorithm. High-order accuracy is required for the propagation of high-frequency, low-amplitude waves. The accuracy of an algorithm can be compromised by low-order errors that naturally occur in the solution of a particular problem. Such errors arise from two sources: the presence of discontinuities in the flow field or because the geometry on which the problem is defined is not everywhere smooth to the order of the scheme. The performance of high-order accurate essentially non-oscillatory (ENO) schemes on piecewise smooth solutions is well documented. Herein, the performance of these methods on smooth solutions defined on piecewise smooth geometries is investigated. The propagation of sound in a quasi-one-dimensional nozzle is considered as a test case. Some of the issues involved in the extension to two spatial dimensions are discussed.

Casper, Jay↗

The Connection Between Local Icosahedral Order in Metallic Liquids and the Nucleation of Ordered Phases

Over fifty years ago, David Turnbull showed that the temperature of many metallic liquids could be decreased far below their equilibrium melting temperature before crystallization occurred. To explain those surprising results, Charles Frank hypothesized that the local structures of undercooled metallic liquids are different from those of crystal phases, containing a significant degree of icosahedral order that is incompatible with extended periodicity. Such structural differences must create a barrier to the formation crystal phases, explaining the observed undercooling behavior. If true, the nucleation from the liquid of phases with extended icosahedral order should be easier. Icosahedral order is often favored in small clusters, as observed recently in liquid-like clusters of pure Pb on the (111) surface of Si(3), for example. However, it has never been shown that an increasing preference for icosahedral phase formation can be directly linked with the development of icosahedral order in the undercooled liquid. Owing to the combination of very recent advances in levitation techniques and the availability of synchrotron X-ray and high flux neutron facilities.

Kelton, K. F.↗

The Connection Between Local Icosahedral Order in Metallic Liquids and the Nucleation of Ordered Phases

Over fifty years ago, David Turnbull showed that the temperature of many metallic liquids could be decreased far below their equilibrium melting temperature before crystallization occurred. To explain those surprising results, Charles Frank hypothesized that the local structures of undercooled metallic liquids are different from those of crystal phases, containing a significant degree of icosahedral order that is incompatible with extended periodicity. Such structural differences must create a barrier to the formation crystal phases, explaining the observed undercooling behavior. If true, the nucleation from the liquid of phases with extended icosahedral order should be easier. Icosahedral order is often favored in small clusters, as observed recently in liquid-like clusters of pure Pb on the (111) surface of Si, for example. However, it has never been shown that an increasing preference for icosahedral phase formation can be directly linked with the development of icosahedral order in the undercooled liquid. Owing to the combination of very recent advances in levitation techniques and the availability of synchrotron x-ray and high flux neutron facilities, this is shown here.

Curreri, Peter A.↗

The Connection Between Local Icosahedral Order in Metallic Liquids and the Nucleation Behavior of Ordered Phases

Over fifty years ago, David Turnbull showed that the temperature of many metallic liquids could be decreased far below their equilibrium melting temperature before crystallization occurred. To explain those surprising results, Charles Frank hypothesized that the local structures of undercooled metallic liquids are different from those of crystal phases, containing a significant degree of icosahedral order that is incompatible with extended periodicity. Such structural differences must create a barrier to the formation crystal phases, explaining the observed undercooling behavior. If true, the nucleation from the liquid of phases with extended icosahedral order should be easier. Icosahedral order is often favored in small clusters, as observed recently in liquid-like clusters of pure Pb on the (111) surface of Si[3], for example. However, it has never been shown that an increasing preference for icosahedral phase formation can be directly linked with the development of icosahedral order in the undercooled liquid. Owing to the combination of very recent advances in levitation techniques and the availability of synchrotron x-ray and high flux neutron facilities, this is shown here.

Kelton, K. F.↗