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This paper demonstrates continuous optimization on the differentiable manifold formed by continuous constraint functions. The first order tensor geodesic differential equation is solved on the manifold in both numerical and closed analytic form for simple nonlinear programs. Advantages and disadvantages with respect to conventional optimization techniques are discussed.
The use of tensors to provide a compact way of writing partial differential equations in a form valid in all coordinate systems is discussed. In order to find solutions to the equations with their boundary conditions they must be expressed in terms of the coordinate system under consideration. The process of arriving at these expressions from the tensor formulation was automated by a software system, TENSR. An allied system that analyzes the resulting expressions term by term and drops those that are negligible is also described.
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A differential equation for the scale tensor in turbulent flow is developed from basic considerations and applied to the flow of a constant-density fluid in the boundary layer on a flat plate. Results from preliminary runs of a computer implementation are discussed.
The analytic expression of the time evolution of the Reynolds stress anisotropy tensor in all planar homogeneous flows is obtained by exact integration of the modeled differential Reynolds stress equations. The procedure is based on results of tensor representation theory, is applicable for general pressure-strain correlation tensors, and can account for any additional turbulence anisotropy effects included in the closure. An explicit solution of the resulting system of scalar ordinary differential equations is obtained for the case of a linear pressure-strain correlation tensor. The properties of this solution are discussed, and the dynamic behavior of the Reynolds stresses is studied, including limit cycles and sensitivity to initial anisotropies.
The energy momentum tensor for a perfect fluid in a magnetic field is used to predict the momentum density, energy density, momentum flow, and energy flow of the fluid and the electromagnetic field. It is shown that taking the momentum flow from the energy momentum tensor, rather than starting with differential magnetohydrodynamic equations, can produce more accurate results on the basis of magnetic field data. It is suggested that the use of the energy momentum tensor has the potential for application to analysis of data from the more dynamic regions of the solar system, such as the plasma boundaries of Venus, the Jovian ionosphere, and the terrestrial magnetopause.
A biaxial graded-index fiber with a homogeneous cladding is studied. Two methods, wave equation and matrix differential equation, of formulating the problem and their respective solutions are discussed. For the wave equation formulation of the problem it is shown that for the case of a diagonal permittivity tensor the longitudinal electric and magnetic fields satisfy a pair of coupled second-order differential equations. Also, a generalized dispersion relation is derived in terms of the solutions for the longitudinal electric and magnetic fields. For the case of a step-index fiber, either isotropic or uniaxial, these differential equations can be solved exactly in terms of Bessel functions. For the cases of an istropic graded-index and a uniaxial graded-index fiber, a solution using the Wentzel, Krammers and Brillouin (WKB) approximation technique is shown. Results for some particular permittivity profiles are presented. Also the WKB solutions is compared with the vector solution found by Kurtz and Streifer. For the matrix formulation it is shown that the tangential components of the electric and magnetic fields satisfy a system of four first-order differential equations which can be conveniently written in matrix form. For the special case of meridional modes, the system of equations splits into two systems of two equations. A general iterative technique, asymptotic partitioning of systems of equations, for solving systems of differential equations is presented. As a simple example, Bessel's differential equation is written in matrix form and is solved using this asymptotic technique. Low order solutions for particular examples of a biaxial and uniaxial graded-index fiber are presented. Finally numerical results obtained using the asymptotic technique are presented for particular examples of isotropic and uniaxial step-index fibers and isotropic, uniaxial and biaxial graded-index fibers.
Intrinsic differentiation applied to vector analysis of orbital problems
A set of higher-order boundary-layer equations is derived valid for three-dimensional compressible flows. The equations are written in a generalized curvilinear coordinate system, in which the surface coordinates are nonorthogonal; the third axis is restricted to be normal to the surface. Also, higher-order viscous terms which are retained depend on the surface curvature of the body. Thus, the equations are suitable for the calculation of the boundary layer about arbitrary vehicles. As a starting point, the Navier-Stokes equations are derived in a tensorian notation. Then by means of an order-of-magnitude analysis, the boundary-layer equations are developed. To provide an interface between the analytical partial differentiation notation and the compact tensor notation, a brief review of the most essential theorems of the tensor analysis related to the equations of the fluid dynamics is given. Many useful quantities, such as the contravariant and the covariant metrics and the physical velocity components, are written in both notations.
This report shows that if a stochastic differential equation (Langevin equation) for velocity fluctuation vector is known, it is possible to derive the equations for scalar flux transport. Durbin and Speziale (1994) showed that the second moment of this stochastic differential equation gives an equation for the evolution of Reynolds stress tensor. Similarly, the stochastic equation will give an equation for scalar flux. Therefore, a coupling between these two is present. The basis for the present work is that there should be Langevin equations that can produce acceptable models for both the Reynolds stress tensor and the scalar flux vector. Having found this basic Langevin equation, the amount of work needed to model the second order closure problems is reduced; using the well developed models for Reynolds stress equations, it will be possible to derive corresponding models for scalar flux equation.
The perturbative effects, as cause by lateral inhomogeneities in the earth structure and by Coriolis force, contaminate the originally toroidal and spheroidal earth's oscillations, making them of mixed type. For this reason, in order to make the computation of the perturbations more uniform and homogeneous, it was suggested that the earth's free oscillations be expanded into a series in terms of generalized harmonics familiar from the theory of angular momentum in quantum mechanics. Making use of Gibbsian symbolism and of some operators from the theory of angular momentum, explicit expressions were deduced for the perturbative terms in the differential equation of the earth's free oscillations. Decomposition of the strain tensor in terms of canonical vectors was also obtained.
Combinatorial topology, also known as "rubber sheet geometry", has extensive applications in geometry and analysis, many of which result from connections with the theory of differential equations. A link between topology and differential equations is vector fields. Recent developments in scientific visualization have shown that vector fields also play an important role in the analysis of second-order tensor fields. A second-order tensor field can be transformed into its eigensystem, namely, eigenvalues and their associated eigenvectors without loss of information content. Eigenvectors behave in a similar fashion to ordinary vectors with even simpler topological structures due to their sign indeterminacy. Incorporating information about eigenvectors and eigenvalues in a display technique known as hyperstreamlines reveals the structure of a tensor field. The simplify and often complex tensor field and to capture its important features, the tensor is decomposed into an isotopic tensor and a deviator. A tensor field and its deviator share the same set of eigenvectors, and therefore they have a similar topological structure. A a deviator determines the properties of a tensor field, while the isotopic part provides a uniform bias. Degenerate points are basic constituents of tensor fields. In 2-D tensor fields, there are only two types of degenerate points; while in 3-D, the degenerate points can be characterized in a Q'-R' plane. Compressible and incompressible flows share similar topological feature due to the similarity of their deviators. In the case of the deformation tensor, the singularities of its deviator represent the area of vortex core in the field. In turbulent flows, the similarities and differences of the topology of the deformation and the Reynolds stress tensors reveal that the basic addie-viscosity assuptions have their validity in turbulence modeling under certain conditions.
Data from free turbulent jets both with and without swirl are used to assess the performance of the pressure-strain model of Speziale, Sarkar and Gatski which is quadratic in the Reynolds stresses. Comparative predictions are also obtained with the two versions of the Launder, Reece and Rodi model which are linear in the same terms. All models are used as part of a complete second-order closure based on the solution of differential transport equations for each non-zero component of the Reynolds stress tensor together with an equation for the scalar energy dissipation rate. For non-swirling jets, the quadratic model underestimates the measured spreading rate of the plane jet but yields a better prediction for the axisymmetric case without resolving the plane jet/round jet anomaly. For the swirling axisymmetric jet, the same model accurately reproduces the effects of swirl on both the mean flow and the turbulence structure in sharp contrast with the linear models which yield results that are in serious error. The reasons for these differences are discussed.
Low dimensional dynamical systems which model a fully developed turbulent wall layer were derived.The model is based on the optimally fast convergent proper orthogonal decomposition, or Karhunen-Loeve expansion. This decomposition provides a set of eigenfunctions which are derived from the autocorrelation tensor at zero time lag. Via Galerkin projection, low dimensional sets of ordinary differential equations in time, for the coefficients of the expansion, were derived from the Navier-Stokes equations. The energy loss to the unresolved modes was modeled by an eddy viscosity representation, analogous to Heisenberg's spectral model. A set of eigenfunctions and eigenvalues were obtained from direct numerical simulation of a plane channel at a Reynolds number of 6600, based on the mean centerline velocity and the channel width flow and compared with previous work done by Herzog. Using the new eigenvalues and eigenfunctions, a new ten dimensional set of ordinary differential equations were derived using five non-zero cross-stream Fourier modes with a periodic length of 377 wall units. The dynamical system was integrated for a range of the eddy viscosity prameter alpha. This work is encouraging.
In applications involving elevated temperatures, the derivation of mathematical expressions (constitutive equations) describing the material behavior can be quite time consuming, involved and error-prone. Therefore intelligent application of symbolic systems to faciliate this tedious process can be of significant benefit. Presented here is a problem oriented, self contained symbolic expert system, named SDICE, which is capable of efficiently deriving potential based constitutive models in analytical form. This package, running under DOE MACSYMA, has the following features: (1) potential differentiation (chain rule), (2) tensor computations (utilizing index notation) including both algebraic and calculus; (3) efficient solution of sparse systems of equations; (4) automatic expression substitution and simplification; (5) back substitution of invariant and tensorial relations; (6) the ability to form the Jacobian and Hessian matrix; and (7) a relational data base. Limited aspects of invariant theory were also incorporated into SDICE due to the utilization of potentials as a starting point and the desire for these potentials to be frame invariant (objective). The uniqueness of SDICE resides in its ability to manipulate expressions in a general yet pre-defined order and simplify expressions so as to limit expression growth. Results are displayed, when applicable, utilizing index notation. SDICE was designed to aid and complement the human constitutive model developer. A number of examples are utilized to illustrate the various features contained within SDICE. It is expected that this symbolic package can and will provide a significant incentive to the development of new constitutive theories.
A generalized flux-vector splitting implicit Galerkin finite-element algorithm for the Euler equations in curvilinear coordinates for ideal and reacting gases is derived. For an arbitrary equation of state, the curvilinear-coordinate flux vector is split in kinematic and kinetic components, and the associated jacobian matrix eigenvalues explicitly depend on the metric data. After directional semidiscretization, the terminal ordinary differential-equation system is solved via a nonlinearly stable implicit Runge-Kutta scheme in concert with an accurate tensor matrix product factorization. The results for selected two-dimensional supersonic and axisymmetric hypersonic flows validate the algorithm and verify its robustness for curvilinear-coordinate computations. The evolution towards a steady state is achieved for large Courant numbers without indication of numerical instabilities.
An asymptotic form is derived for the longitudinal correlation function for isotropic homogeneous turbulence in an incompressible fluid governed by the Navier-Stokes equation. The result is obtained from an analysis of the algebraic-differential structure of the two-point correlation tensor contained in the complex-valued Fourier transform of the probability measure over the turbulence ensemble, which reveals that the Hopf characteristic functional (the complex-valued Fourier transform of the probability measure) satisfies the Fourier interference inequality. Consequences of the expression obtained, in which the correlation function is a positive definite function of the inverse cube of the spatial coordinate as it approaches infinity, are shown to include the nonexistence of the Loitsianskii invariant, and the solution is shown to be consistent with empirical formulas.
A Second Moment Closure computation (SMC) is compared in detail with the Direct Numerical Simulation (DNS) data of Le and Moin for the backstep flow at Re = 5,000 in an attempt to understand why the intensity of the backflow and, consequently, the friction coefficient in the recirculation bubble are severely underestimated. The data show that this recirculation bubble is far from being laminar except in the very near wall layer. A novel 'differential a priori' procedure was used, in which the full transport equation for one isolated component of the Reynolds stress tensor was solved using DNS data as input. Conclusions are then different from what would have been deduced by comparing a full simulation to a DNS. One cause of discrepancy was traced back to insufficient transfer of energy to the normal stress by pressure strain, but was not cured. A significant finding, confirmed by the DNS data in the core region of a channel flow, is that the coefficient that controls destruction of dissipation, C epsilon(sub 2), should be decreased by a factor of 2 when production is vanishing. This is also the case in the recirculation bubble, and a new formulation has cured 25% of the backflow discrepancy.