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The determination of orbits by using Picard iteration is reported. This is a direct extension of the classical method of Picard that has been used in finding approximate solutions of nonlinear differential equations for a variety of problems. The application of the Picard method of successive approximations to the initial value and the two point boundary value problems is given.
Numerical implementation of Picard iteration for estimating solutions to certain differential equations
A method of solving the boundary-layer equations that arise in singular-perturbation analysis of flightpath optimization problems is presented. The method is based on Picard iterations of the integrated form of the equations and does not require iteration to find unknown boundary conditions. As an example, the method is used to develop a solution algorithm for the zero-order boundary-layer equations of the aircraft minimum-time-to-climb problem.
Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.
Richards' equation, which models the flow of liquid through unsaturated porous media, is highly nonlinear and difficult to solve. Step gradients in the field variables require the use of fine grids and small time step sizes. The numerical instabilities caused by the nonlinearities often require the use of iterative methods such as Picard or Newton interation. These difficulties result in large CPU requirements in solving Richards equation. With this in mind, adaptive and multigrid methods are investigated for use with nonlinear equations such as Richards' equation. Attention is focused on one-dimensional transient problems. To investigate the use of multigrid and adaptive grid methods, a series of problems are studied. First, a multigrid program is developed and used to solve an ordinary differential equation, demonstrating the efficiency with which low and high frequency errors are smoothed out. The multigrid algorithm and an adaptive grid algorithm is used to solve one-dimensional transient partial differential equations, such as the diffusive and convective-diffusion equations. The performance of these programs are compared to that of the Gauss-Seidel and tridiagonal methods. The adaptive and multigrid schemes outperformed the Gauss-Seidel algorithm, but were not as fast as the tridiagonal method. The adaptive grid scheme solved the problems slightly faster than the multigrid method. To solve nonlinear problems, Picard iterations are introduced into the adaptive grid and tridiagonal methods. Burgers' equation is used as a test problem for the two algorithms. Both methods obtain solutions of comparable accuracy for similar time increments. For the Burgers' equation, the adaptive grid method finds the solution approximately three times faster than the tridiagonal method. Finally, both schemes are used to solve the water content formulation of the Richards' equation. For this problem, the adaptive grid method obtains a more accurate solution in fewer work units and less computation time than required by the tridiagonal method. The performance of the adaptive grid method tends to degrade as the solution process proceeds in time, but still remains faster than the tridiagonal scheme.
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.
This report outlines the progress of Idaho National Laboratory in developing a high-fidelity and high-resolution model of the Microreactor Applications Research Validation and Evaluation reactor. The model was developed under the Nuclear Energy Advanced Modeling and Simulation microreactor application driver at Idaho National Laboratory. The overarching objective of this activity is the development of a high-fidelity multiphysics MARVEL model using NEAMS tools, and to verify and validate NEAMS tools against MARVEL reference simulation and experimental data, respectively. This is a unique opportunity to conduct multiphysics analysis on a soon-to-be-deployed microreactor. This multiphysics model developed under the NEAMS-funded INL microreactor application driver leverages three single-physics models coupled via the MOOSE’s MultiApp and Transfer systems. The latter systems enable in-memory data transfer between MOOSE-based and MOOSE-wrapped applications. The first single-physics model, that functions as main application, leverages Griffin to model the neutron transport in the core through the discontinuous finite element (DFEM) discrete ordinates solver (SN). Several optimization flags that were developed by the Griffin developer team were beta-tested to enhance the solver’s performance. These include the combined use of using_average_xs and update_averaged_xs_on that enable to avoid expensive on-the-fly cross sections evaluations at each linear iterations in favor of evaluations of the macroscopic cross sections at each Picard iteration. The second single-physics model uses BISON to handle solid heat transfer and asymptotic hydrogen redistribution analysis in the fuel. While the model returns consistent results for the temperature and hydrogen distribution in the fuel, a mismatch was noticed in the calculated temperature in the reflector due to the value of the gap conductance used in our model. Ongoing investigations are being performed to assess the origin of this discrepancy. Finally, the System Analysis Module (SAM) was used to model the flow of the sodium-potassium eutectic in the primary loop. A first verification was also performed showing good agreement in terms of mass flow rate and inlet temperature. All mesh files were generated using the MOOSE Reactor module, removing the need for external meshing tools. Notably, this workscope represents one of the initial applications of the MOOSE Reactor module for modeling highly irregular geometries. The use of the reactor module significantly streamlined the mesh generation process. The full multiphysics mode, that combines all the single physics models, was leveraged to conduct initial steady-state multiphysics simulations to compute power, and temperature distribution in the reactor. Initial testing was performed for transient simulations as well. In this case, the new checkpoint restart capability for eigenvalue calculations was tested showing the capability for streamlined restart of transient calculations. Future work will focus on improving the fidelity of the model by performing comprehensive code-to-code comparisons. For instance, the full-core Griffin neutronics model will be benchmarked against MCNP reference results, that were provided by the MARVEL design team. Additionally, the SAM T/H model will be verified against reference RELAP-5 results for selected accident scenarios. Besides code-to-code verification exercises, the model fidelity will be improved by replacing the single-channel SAM model with a more complex SAM-Pronghorn coupled model, in which the sub-channel capability is deployed to obtain radial temperature resolution in the coolant. This model will be developed in synergy with the NEAMS thermal hydraulics team.
A method of orbit determination is investigated which employs Picard iteration and Chebyshev series. The method is applied to the problem of determining the orbit of an earth satellite from range and range-rate observations contaminated by noise. It is shown to be readily applicable and to possess linear convergence.
Writing programs in interactive FORMAC language to implement Picard iteration in solving systems of ordinary differential equations
This paper discusses the numerical solution methods and results of steady and unsteady thermocapillary (surface-tension) and buoyancy driven flows in 2D cavities and liquid columns. The 2D cavity was assumed to be square with one free surface with a zero Capillary number (i.e., the free surface was constrained to be flat). A pseudospectral method was used to solve steady and unsteady surface tension-driven and mixed buoyancy-surface tension flows in a square cavity. For the liquid column a finite-difference scheme based on a Picard iteration was used to solve for the flow, temperature and free surface shape. The surface of the liquid column was allowed to deform and, as for the 2D cavity, the surface tension was assumed to depend on temperature.
The problem of backscattering of light by a discrete random medium illuminated by an obliquely incident plane electromagnetic wave is considered.The analysis is performed in a linear-polarization basis and includes a complete derivation of the cross reflection matrix for a layer with densely and sparsely distributed particles, the design of an approximate method for computing the ladder and cross reflection matrices in the case of a semi-infinite medium with a sparse distribution of particles, the derivation of the relations between the elements of the ladder and cross reflection matrices in the exact backscattering direction for dense and sparse media, and the development of practical algorithms for solving the underlying integral equations by the method of Picard iterations and the discrete ordinate method. Simulation results for particles with large size parameters are also presented.
A new method for modeling the radiative transfer in inhomogeneous three-dimensional media illuminated by a Gaussian beam is described. This approach, called the Spectral Spherical Harmonics Discrete Ordinate Method (SSHDOM), uses the Fourier expansion method to transform the three-dimensional radiative transfer into an one-dimensional equation in the spectral domain, and the Spherical Harmonics Discrete Ordinate Method (SHDOM) for its solution. Specifically, (i) the source function is represented in the spectral domain through a spherical harmonic expansion, (ii) the spectral one-dimensional radiative transfer equation is integrated along discrete ordinates through a spatial grid, and (iii) the solution method is based on the Picard iteration. Both SSHDOM and SHDOM algorithms are implemented in a common computer code.
The design and development process of a Nuclear Thermal Propulsion (NTP) system requires extensive multiphysics modeling to couple the neutron physics and thermal feedback effects to determine the reactor’s power shape. Propulsion system performance codes utilize this power shape to determine NTP key performance parameters. While the power shape is heavily dependent on the temperature profile and geometry of the reactor, many analyses either assume a constant power shape, or use neutronics analysis to determine a power shape for a specific reactor configuration. The development of a coupling interface for a propulsion system performance code and a Monte Carlo neutron transport code (OpenMC) allows for the reactor power shape to be calculated in a Picard iteration.
This work demonstrates the Monte Carlo neutronic and Thermo-Hydraulic coupling scheme using the Serpent code and MOOSE application Bison and Thermo Hydraulic Module. The coupling scheme is then applied to the reference BWX Technologies Nuclear Ther- mal Propulsion system at he fuel assembly level where it’s used to perform an analysis of the isothermal material coefficients and potential material reactivity worth. A method is developed to isolate which feedback effects should be considered for proceeding with reduced order deterministic neutronic modeling where branch off analysis must be con- ducted. The convergence behavior of the coupling scheme is demonstrated where it fol- lows the standard Picard iteration approach. Verification studies for the method of deduc- ing relevant feedback effects is also demonstrated.
Orbits computation by Picard successive approximations method, discussing iterative numerical perturbation techniques
Here we provide rigorous theoretical bounds for Anderson acceleration (AA) that allow for approximate calculations when applied to solve linear problems. We show that, when the approximate calculations satisfy the provided error bounds, the convergence of AA is maintained while the computational time could be reduced. We also provide computable heuristic quantities, guided by the theoretical error bounds, which can be used to automate the tuning of accuracy while performing approximate calculations. For linear problems, the use of heuristics to monitor the error introduced by approximate calculations, combined with the check on monotonicity of the residual, ensures the convergence of the numerical scheme within a prescribed residual tolerance. Motivated by the theoretical studies, we propose a reduced variant of AA, which consists in projecting the least-squares used to compute the Anderson mixing onto a subspace of reduced dimension. The dimensionality of this subspace adapts dynamically at each iteration as prescribed by the computable heuristic quantities. We numerically show and assess the performance of AA with approximate calculations on: (i) linear deterministic fixed-point iterations arising from the Richardson's scheme to solve linear systems with open-source benchmark matrices with various preconditioners and (ii) non-linear deterministic fixed-point iterations arising from non-linear time-dependent Boltzmann equations.
The Navier-Stokes-Boussinesq equations governing the transport of momentum, mass and heat in a nonisothermal liquid bridge with a temperature-dependent surface tension are solved using a vorticity-stream-function formulation together with a nonorthogonal coordinate transformation. The equations are discretized using a pseudo-unsteady semi-implicit finite difference scheme and are solved by the ADI method. A Picard-type iteration is adopted which consists of inner and outer iterative processes. The outer iteration is used to update the shape of the free surface. Two schemes have been used for the outer iteration; both use the force balance normal to the free surface as the distinguished boundary condition. The first scheme involves successive approximation by the direct solution of the distinguished boundary condition. The second scheme uses the artificial force imbalance between the fluid pressure, viscous and capillary forces at the free surface which arises when the boundary condition for force balance normal to the surface is not satisfied. This artificial imbalance is then used to change the surface shape until the distinguished boundary condition is satisfied. These schemes have been used to examine a variety of model liquid bridge situations including purely thermocapillary-driven flow situations and mixed thermocapillary- and bouyancy-driven flow.
Free and moving boundary problems require the simultaneous solution of unknown field variables and the boundaries of the domains on which these variables are defined. There are many technologically important processes that lead to moving boundary problems associated with fluid surfaces and solid-fluid boundaries. These include crystal growth, metal alloy and glass solidification, melting and name propagation. The directional solidification of semi-conductor crystals by the Bridgman-Stockbarger method is a typical example of such a complex process. A numerical model of this growth method must solve the appropriate heat, mass and momentum transfer equations and determine the location of the melt-solid interface. In this work, a Chebyshev pseudospectra collocation method is adapted to the problem of directional solidification. Implementation involves a solution algorithm that combines domain decomposition, finite-difference preconditioned conjugate minimum residual method and a Picard type iterative scheme.