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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.
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.
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.
Orbits computation by Picard successive approximations method, discussing iterative numerical perturbation techniques
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.
We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.
We have developed a new method for solving low-thrust fuel-optimal orbit transfer problems in the vicinity of a large body (planet or asteroid), considering a high-fidelity spherical harmonic gravity model. The algorithm is formulated via the indirect optimization method, leading to a two-point boundary value problem (TPBVP). We make use of a hyperbolic tangent smoothing law for performing continuation on the thrust magnitude to reduce the sharpness of the control switches in early iterations and thus promote convergence. The TPBVP is solved using the method of particular solutions (MPS) shooting method and Picard-Chebyshev numerical integration. Application of Picard-Chebyshev integration affords an avenue for increased efficiency that is not available with step-by-step integrators. We demonstrate that computing the particular solutions with only a low-fidelity force model greatly increases the efficiency of the algorithm while ultimately achieving near machine precision accuracy. A salient feature of the MPS is that it is parallelizable, and thus further speedups are available. It is also shown that, for near Earth orbits and over a small number of en-route revolutions around the Earth, only the zonal perturbation terms are required in the costate equations to obtain a solution that is accurate to machine precision and optimal to engineering precision. The proposed framework can be used for trajectory design around small asteroids and also for orbit debris rendezvous and removal tasks.