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At least 19 records

Application of spectral collocation techniques to the stability of swirling flows

The linearized stability equations in cylindrical coordinates of a Chebyshev spectral collocation method for the temporal and spatial stability of swirling flows are presently solved with the eigenvalues obtained through the use of the QZ routine. The algorithm thus created is robust and easily adaptable to a range of flow configurations encompassing internal and external flows with minor boundary condition application modifications. Accuracy and efficiency tests of the method are made for the cases of plane Poiseulle, rotating-pipe, and trailing line vortex flows.

Khorrami, Mehdi R.↗

Gradient flow based phase-field modeling using separable neural networks

Allen–Cahn equation is a reaction–diffusion equation and is widely used for modeling phase separation. Machine learning methods for solving the Allen–Cahn equation in its strong form suffer from inaccuracies in collocation techniques, errors in computing higher-order spatial derivatives, and the large system size required by the space–time approach. To overcome these challenges, we propose solving the gradient flow of the Ginzburg–Landau free energy functional, which is equivalent to the Allen–Cahn equation, thereby avoiding the second-order spatial derivatives associated with the Allen–Cahn equation. A minimizing movement scheme is employed to solve the gradient flow problem, eliminating the complexities of a space–time approach. We utilize a separable neural network that efficiently represents the phase field through low-rank tensor decomposition. As we use the minimizing movement scheme to numerically solve the gradient flow problem, we thus, refer to the proposed method as the Separable Deep Minimizing Movement (SDMM) method. The evaluation of the functional in the minimizing movement scheme using the Gauss quadrature technique bypasses the inaccuracies associated with collocation techniques traditionally used to solve partial differential equations. A hyperbolic tangent transformation is introduced on the phase field prior to the evaluation of the functional to ensure that it remains strictly bounded within the values of the two phases. For this transformation, theoretical guarantee for energy stability of the minimizing movement scheme is established. Our results suggest that this transformation helps to improve the accuracy and efficiency significantly. The proposed method resolves the challenges faced by state-of-the-art machine learning techniques, outperforming them in both accuracy and efficiency. It is also the first machine learning method to achieve an order of magnitude speed improvement over the finite element method. In addition to its formulation and computational implementation, several case studies illustrate the applicability of the proposed method.

42 ENGINEERING↗

An efficient computational algorithm for pricing European, barrier and American options

In this work, we use the spectral collocation technique for spatial derivatives and predictor–corrector method for time integration to solve the Black–Scholes (B–S) equation. If the spectral collocation method is worked properly, then we get high accuracy in the numerical solutions. Firstly, theory of application of Chebyshev spectral collocation technique and domain decomposition method on the B–S equation is presented. This method gets a stiff system of differential equations. Secondly, by using the predictor–corrector method with variable step size, we obtain the high accuracy approximate solution in the numerical integration of the stiff system of DEs. We present the order of accuracy for the proposed method. The numerical results show the efficiency and validity of the method.

97 MATHEMATICS AND COMPUTING↗

Geoid undulations and gravity anomalies over the Aral Sea, the Black Sea and the Caspian Sea from a combined GEOS-3/SEASAT/GEOSAT altimeter data set

Satellite-based altimetric data taken by GOES-3, SEASAT, and GEOSAT over the Aral Sea, the Black Sea, and the Caspian Sea are analyzed and a least squares collocation technique is used to predict the geoid undulations on a 0.25x0.25 deg. grid and to transform these geoid undulations to free air gravity anomalies. Rapp's 180x180 geopotential model is used as the reference surface for the collocation procedure. The result of geoid to gravity transformation is, however, sensitive to the information content of the reference geopotential model used. For example, considerable detailed surface gravity data were incorporated into the reference model over the Black Sea, resulting in a reference model with significant information content at short wavelengths. Thus, estimation of short wavelength gravity anomalies from gridded geoid heights is generally reliable over regions such as the Black Sea, using the conventional collocation technique with local empirical covariance functions. Over regions such as the Caspian Sea, where detailed surface data are generally not incorporated into the reference model, unconventional techniques are needed to obtain reliable gravity anomalies. Based on the predicted gravity anomalies over these inland seas, speculative tectonic structures are identified and geophysical processes are inferred.

Au, Andrew Y.↗

Analysis of altimetry over inland seas

Satellite-based altimetric data taken by GEOS-3 and SEASAT over the Black Sea and Caspian Sea are analyzed and a least squares collocation technique is used to predict the geoid undulation on a .25-degree by .25-degree grid and to transform these geoid undulations to free air gravity anomalies. This project entailed processing satellite altimeter data over inland seas for recovery of area mean gravity information. Gravity information in this area of the world is not readily available, so the possibility of obtaining it from the processing of altimeter observations is attractive. The principal objective was to complete and extend analyses done in a previous study, verify those results, and document the results and techniques. A secondary objective was to improve the algorithms and results, if possible. The approach used involved editing geoid height data to remove overland data; evaluating geoid height differences at crossover points; removing orbit errors from geoid heights using crossover differences; gridding geoid height data at .25-degree by .25-degree intervals; and estimating the gravity anomalies from gridded geoid heights using the collocation technique.

Au, A. Y.↗

Improvements in spectral collocation discretization through a multiple domain technique

Spectral collocation methods require that a complicated physical domain must map onto a simple computational domain for discretization. This and other restrictions are presently overcome by splitting the domain into regions, each of which preserve the advantages of spectral collocation, and allow the ratio of mesh spacings between regions to be several orders of magnitude higher than allowable in a single domain.

Macaraeg, M. G.↗

Spectral analysis of GEOS-3 altimeter data and frequency domain collocation

The mathematical background in spectral analysis as applied to geodetic applications is summarized. The resolution (cut-off frequency) of the GEOS 3 altimeter data is examined by determining the shortest wavelength (corresponding to the cut-off frequency) recoverable. The data from some 18 profiles are used. The total power (variance) in the sea surface topography with respect to the reference ellipsoid as well as with respect to the GEM-9 surface is computed. A fast inversion algorithm for matrices of simple and block Toeplitz matrices and its application to least squares collocation is explained. This algorithm yields a considerable gain in computer time and storage in comparison with conventional least squares collocation. Frequency domain least squares collocation techniques are also introduced and applied to estimating gravity anomalies from GEOS 3 altimeter data. These techniques substantially reduce the computer time and requirements in storage associated with the conventional least squares collocation. Numerical examples given demonstrate the efficiency and speed of these techniques.

Eren, K.↗

Preliminary solutions for the lunar gravity field from analysis of lunar orbiter tracking data

Knowledge of the gravitation field, in combination with surface topography, provides one of the principal means of inferring the internal structure of a planetary body. Previous analyses of the lunar gravitational field have been based on data from the Lunar Orbiters, the Apollo subsatellites, and the low altitude passes of the Apollo spacecraft. Recently, Konopliv et al. have reanalyzed all available Lunar Orbiter and Apollo subsatellite tracking data, producing a 60th degree and order solution. In preparation for the Clementine Mission to the Moon, we have also initiated a reanalysis of the Lunar Orbiter and Apollo subsatellite data. Our reanalysis takes advantage of advanced force and measurement modeling techniques as well as modern computational facilities. We applied the least squares collocation technique which stabilizes the behavior of the solution and high degree and order. The extension of the size of the field reduces the aliasing coming from the omitted portion of the gravitational field. This is especially important for the analysis of the tracking data from the Lunar Orbiters, as the periapse heights frequently ranged from 50 to 100 km.

Lemoine, F. G.↗

Comparison of Implicit Collocation Methods for the Heat Equation

We combine a high-order compact finite difference scheme to approximate spatial derivatives arid collocation techniques for the time component to numerically solve the two dimensional heat equation. We use two approaches to implement the collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadrature. We compare them by studying their merits and analyzing their numerical performance. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.

Kouatchou, Jules↗

Temporal stability of multiple-cell vortices

The temporal stability of multiple cell vortices is studied with a staggered Chebyshev spectral collocation technique. It is shown that cell multiplicity in the vortex core has a drastic effect on the stability characteristics. While validating the spectral collocation algorithm, two new viscous modes of instability for Batchelor's (1964) vortex were found. These modes are discussed in detail.

Khorrami, M. R.↗

Analysis of altimetry over the Aral Sea

Satellite based altimetric data taken by GEOS-3, SEASAT, and GEOSAT over the Aral Sea are analyzed and a least squares collocation technique is used to predict the geoid undulations on a 0.25 by 0.25 degree grid and to transform these geoid undulations to free air gravity anomalies. Rapp's 180 by 180 geopotential model is taken as the empirical model. The collocation procedure is performed with a set of local residual empirical covariance functions. For comparison, Rapp's global covariance functions and Jordan's self-consistent theoretical covariance functions based on Jordan's formulation and on locally derived parameters are also used to grid geoid undulations and to predict gravity anomalies. The sensitivity of the collocation results to the choice of covariance functions is discussed.

Au, Andrew Y.↗

A kernel function method for computing steady and oscillatory supersonic aerodynamics with interference.

The method presented uses a collocation technique with the nonplanar kernel function to solve supersonic lifting surface problems with and without interference. A set of pressure functions are developed based on conical flow theory solutions which account for discontinuities in the supersonic pressure distributions. These functions permit faster solution convergence than is possible with conventional supersonic pressure functions. An improper integral of a 3/2 power singularity along the Mach hyperbola of the nonplanar supersonic kernel function is described and treated. The method is compared with other theories and experiment for a variety of cases.

Cunningham, A. M., Jr.↗

GEOS observation systems intercomparison investigation results

The results of an investigation designed to determine the relative accuracy and precision of the different types of geodetic observation systems used by NASA is presented. A collocation technique was used to minimize the effects of uncertainties in the relative station locations and in the earth's gravity field model by installing accurate reference tracking systems close to the systems to be compared, and by precisely determining their relative survey. The Goddard laser and camera systems were shipped to selected sites, where they tracked the GEOS satellite simultaneously with other systems for an intercomparison observation.

Berbert, J. H.↗

Calibration and evaluation of Skylab altimetry for geodetic determination of the geoid

The author has identified the following significant results. The Skylab altimeter experiment has proven the capability of the altimeter for measurement of sea surface topography. The geometric determination of the geoid/mean sea level from satellite altimetry is a new approach having significant applications in many disciplines including geodesy and oceanography. A generalized least squares collocation technique was developed for determination of the geoid from altimetry data. The technique solves for the altimetry geoid and determines one bias term for the combined effect of sea state, orbit, tides, geoid, and instrument error using sparse ground truth data. The influence of errors in orbit and a priori geoid values are discussed. Although the Skylab altimeter instrument accuracy is about plus or minus 1m, significant results were obtained in identification of large geoidal features such as over the Puerto Rico trench. Comparison of the results of several passes shows that good agreement exists between the general slopes of the altimeter geoid and the ground truth, and that the altimeter appears to be capable of providing more details than are now available with best known geoids.

Mourad, A. G.↗

Oscillatory supersonic kernel function method for interfering surfaces

In the method presented in this paper, a collocation technique is used with the nonplanar supersonic kernel function to solve multiple lifting surface problems with interference in steady or oscillatory flow. The pressure functions used are based on conical flow theory solutions and provide faster solution convergence than is possible with conventional functions. In the application of the nonplanar supersonic kernel function, an improper integral of a 3/2 power singularity along the Mach hyperbola is described and treated. The method is compared with other theories and experiment for two wing-tail configurations in steady and oscillatory flow.

Cunningham, A. M., Jr.↗