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At least 19 records

Improving the convergence rate of parabolic ADI methods

The rate of convergence to steady state of parabolic Alternating Direction Implicit (ADI) solvers is analyzed in terms of the L(2)-norms of the residuals. The analysis allows one to predict the number of iterations necessary for convergence as function of the Courant number, Lambda. A simple modification of existing ADI codes is devised. It improves the convergence rate substantially and is insensitive to the Courant number in a large range of Lambda.

Abarbanel, S. S.↗

Improving the convergence rate to steady state of parabolic ADI methods

The present, residuals' L(2)-norms analysis of the rate of convergence to steady state for parabolic ADI solvers allows the prediction of the number of iterations required for convergence, as a function of the Courant number alpha. A modification of current ADI codes is presented which significantly improves the convergence rate and is insensitive to the Courant number over a large range of alpha. This corrected algorithm is tested for the cases of Dirichlet problems for uniform grids of many mesh sizes, mixed Dirichlet-Neumann problems, and problems defined on stretched grids and/or problems with variable coefficients.

Abarbanel, Saul S.↗

Convergence Rate of Model Reference Adaptive Control with Application to Building HVAC Systems

Model reference adaptive control (MRAC) has been studied for decades and successfully applied in multiple areas, including heating, ventilation, and air conditioning (HVAC) systems for buildings. MRAC is efficient in capturing the time-varying characteristics of buildings' indoor temperatures and outdoor weather environments. In this paper, the rate of convergence of MRAC is investigated, where a direct adaptive control with temperature set point reference tracking is used to regulate the indoor temperatures for buildings. Numerical results show that by controlling the HVAC systems of residential buildings using MRAC, the indoor temperatures converge Q-sublinearly to the desired temperature set points. In addition, the rate of convergence for MRAC is compared with a baseline adaptive model-free control method.

Wu, Tumin↗

The convergence rate of approximate solutions for nonlinear scalar conservation laws

The convergence rate is discussed of approximate solutions for the nonlinear scalar conservation law. The linear convergence theory is extended into a weak regime. The extension is based on the usual two ingredients of stability and consistency. On the one hand, the counterexamples show that one must strengthen the linearized L(sup 2)-stability requirement. It is assumed that the approximate solutions are Lip(sup +)-stable in the sense that they satisfy a one-sided Lipschitz condition, in agreement with Oleinik's E-condition for the entropy solution. On the other hand, the lack of smoothness requires to weaken the consistency requirement, which is measured in the Lip'-(semi)norm. It is proved for Lip(sup +)-stable approximate solutions, that their Lip'convergence rate to the entropy solution is of the same order as their Lip'-consistency. The Lip'-convergence rate is then converted into stronger L(sup p) convergence rate estimates.

Nessyahu, Haim↗

The Nazca-South American convergence rate and the recurrence of the great 1960 Chilean earthquake

The seismic slip rate along the Chile Trench estimated from the slip in the great 1960 earthquake and the recurrence history of major earthquakes has been interpreted as consistent with the subduction rate of the Nazca plate beneath South America. The convergence rate, estimated from global relative plate motion models, depends significantly on closure of the Nazca - Antarctica - South America circuit. NUVEL-1, a new plate motion model which incorporates recently determined spreading rates on the Chile Rise, shows that the average convergence rate over the last three million years is slower than previously estimated. If this time-averaged convergence rate provides an appropriate upper bound for the seismic slip rate, either the characteristic Chilean subduction earthquake is smaller than the 1960 event, the average recurrence interval is greater than observed in the last 400 years, or both. These observations bear out the nonuniformity of plate motions on various time scales, the variability in characteristic subduction zone earthquake size, and the limitations of recurrence time estimates.

Stein, S.↗

Upper bounds for convergence rates of vector extrapolation methods on linear systems with initial iterations

The application of the minimal polynomial extrapolation (MPE) and the reduced rank extrapolation (RRE) to a vector sequence obtained by the linear iterative technique x(sub j) + 1 = Ax(sub j) = b,j = 1,2,..., is considered. Both methods produce a two dimensional array of approximations s(sub n,k) to the solution of the system (I - A)x = b. Here, s(sub n,k) is obtained from the vectors x(sub j), n is less than or equal to j is less than or equal to n + k + 1. It was observed in an earlier publication by the first author that the sequence s(sub n,k), k = 1,2,..., for n greater than 0, but fixed, possesses better convergence properties than the sequence s(sub 0,k), k = 1,2,.... A detailed theoretical explanation for this phenomenon is provided in the present work. This explanation is heavily based on approximations by incomplete polynomials. It is demonstrated by numerical examples when the matrix A is sparse that cycling with s(sub n,k) for n greater than 0, but fixed, produces better convergence rates and costs less computationally than cycling with s(sub 0,k). It is also illustrated numerically with a convection-diffusion problem that the former may produce excellent results where the latter may fail completely. As has been shown in an earlier publication, the results produced by s(sub 0,k) are identical to the corresponding results obtained by applying the Arnoldi method or generalized minimal residual scheme (GMRES) to the system (I - A)x = b.

Sidi, Avram↗

Determination of convergence rates across the Ventura Basin, Southern California, using GPS and historical triangulation

Comparison of angles from historical triangulation observations dating as far back as 1932 with Global Positions System (GPS) measurements taken in 1987 indicates that rapid convergence may be taking place on decade timescales in the central and eastern part of the Ventura basin, an east-west trending trough bounded by thrust faults. Changes in angles over this time were analyzed using Prescott's modified Frank's method and in terms of a model which assumes that the regions to the north and south of the basin are rigid blocks undergoing relative motion. For the two block model, inversion of the observed angle changes over the last 28 years for the relative motion vector leads to north-south convergence across the basin of 30 + or - 5 mm/yr, with a left lateral component of 10 + or - 1 mm/yr in the Fillmore-Santa Paula area in the central part of the basin. The modified Frank's method yields strain rates of approximately 2 microrad/yr in both the east and central parts of the basin for measurements spanning the 1971 San Fernando earthquake. Assuming no east-west strain yeilds north-south compression of approximately 3.5 + or - .2 cm/yr. Comparison of triangulation data prior to the earthquake shows no strain outside the margin of error. The convergence rates determined by geodetic techniques are consistent with geologic observations in the area. Such large geodetic deformation rates, with no apparent near-surface creep on the major thrust, can be understood if these faults become subhorizontal at relatively shallow depths and if the subhorizontal portions of the faults are creeping. An alternative explanation of the large displacement rates might be that the pumping of oil in the vicinity of the benchmarks caused large horizontal motions, although it is unlikely that meter scale horizontal motions are due to oil withdrawal. These and other hypotheses are evaluated to better constrain the tectonics of this active region.

Donnellan, Andrea↗

Strong convergence and convergence rates of approximating solutions for algebraic Riccati equations in Hilbert spaces

The linear quadratic optimal control problem on infinite time interval for linear time-invariant systems defined on Hilbert spaces is considered. The optimal control is given by a feedback form in terms of solution pi to the associated algebraic Riccati equation (ARE). A Ritz type approximation is used to obtain a sequence pi sup N of finite dimensional approximations of the solution to ARE. A sufficient condition that shows pi sup N converges strongly to pi is obtained. Under this condition, a formula is derived which can be used to obtain a rate of convergence of pi sup N to pi. The results of the Galerkin approximation is demonstrated and applied for parabolic systems and the averaging approximation for hereditary differential systems.

Ito, Kazufumi↗

An Initial Study of the Convergence Rate of Griffin’s Pebble Bed Reactors Algorithm

This paper presents an initial study of the convergence properties of an iterative algorithm for computing the burnup distribution in a pebble bed reactor (PBR) in its equilibrium core condition. The algorithm is implemented in the Griffin code. Griffin is a reactor multiphysics analysis application jointly developed by Idaho National Laboratory (INL) and Argonne National Laboratory (ANL). Griffin’s PBR algorithm is discussed and simulation data are presented. An alternative matrix formulation of the algorithm is presented that facilitates analysis of the iterative algorithm. The dependence of the spectral radius of the iterative algorithm on operational and discretization parameters is investigated.

97 MATHEMATICS AND COMPUTING↗

Convergence rate enhancement of navier-stokes codes on clustered grids

Our Sensitivity-Based Minimal Residual (SBMR) method which is based on our earlier Distributed Minimal Residual (DMR) method allows each component of the solution vector in a system of equations to have its own convergence speed. Our global SBMR method was found to consistently outperform the DMR method while requiring considerably less computer memory. Recently, we have developed and tested a new Line SBMR or LSBMR method and a Time-Step-Scaling (TSS) method that are even more robust and computationally efficient than our global SBMR method, especially on highly clustered computational grids in laminar and turbulent flow computations.

Choi, Kwang-Yoon↗

Accuracy versus convergence rates for a three dimensional multistage Euler code

Using a central difference scheme, it is necessary to add an artificial viscosity in order to reach a steady state. This viscosity usually consists of a linear fourth difference to eliminate odd-even oscillations and a nonlinear second difference to suppress oscillations in the neighborhood of steep gradients. There are free constants in these differences. As one increases the artificial viscosity, the high modes are dissipated more and the scheme converges more rapidly. However, this higher level of viscosity smooths the shocks and eliminates other features of the flow. Thus, there is a conflict between the requirements of accuracy and efficiency. Examples are presented for a variety of three-dimensional inviscid solutions over isolated wings.

Turkel, Eli↗

Accuracy versus convergence rates for a three dimensional multistage Euler code

Using a central difference scheme, it is necessary to add an artificial viscosity in order to reach a steady state. This viscosity usually consists of a linear fourth difference to eliminate odd-even oscillations and a nonlinear second difference to suppress oscillations in the neighborhood of steep gradients. There are free constants in these differences. As one increases the artificial viscosity, the high modes are dissipated more and the scheme converges more rapidly. However, this higher level of viscosity smooths the shocks and eliminates other features of the flow. Thus, there is a conflict between the requirements of accuracy and efficiency. Examples are presented for a variety of three-dimensional inviscid solutions over isolated wings.

Turkel, Eli↗

Comparative study of the convergence rates of two numerical techniques

The paper examines the applicability of the three-step Stetter (1968) method to the problem of hypersonic viscous flow over a blunt axisymmetric body used for planetary entry probes at zero angle of attack. The flow-field results using the two-step finite-difference MacCormack (1969) method are reported by Kumar and Graves (1977). Only the computational efficiency of Stetter's method is compared with that of MacCormack's in terms of the iterative time steps and computing time required for the steady-state solution. Advantages of Stetter's method over MacCormack's are established.

Kumar, A.↗

Convergence rates for finite element problems with singularities. Part 1: Antiplane shear

The problem of a finite crack in an infinite medium under antiplane shear load is considered. It is shown that the nodal forces at the tip of the crack accurately gives the order of singularity, that n energy release methods can give the strength to better than 1 percent with element size 1/10 the crack length, and that nodal forces give a much better estimate of the stress field than do the elements themselves. The finite element formulation and the factoring of tridiagonal matrices are discussed.

Plunkett, R.↗

Concepts for radically increasing the numerical convergence rate of the Euler equations

Integral equation and finite difference methods have been developed for solving transonic flow problems using linearized forms of the transonic small disturbance and Euler equations. A key element is the use of a strained coordinate system in which the shock remains fixed. Additional criteria are developed to determine the free parameters in the coordinate straining; these free parameters are functions of the shock location. An integral equation analysis showed that the shock is located by ensuring that no expansion shocks exist in the solution. The expansion shock appears as oscillations in the solution near the sonic line, and the correct shock location is determined by removing these oscillations. A second objective was to study the ability of the Euler equation to model separated flow.

Nixon, David↗

Approximate effect of parameter pseudonoise intensity on rate of convergence for EKF parameter estimators

When using parameter estimation methods based on extended Kalman filter (EKF) theory, it is common practice to assume that the unknown parameter values behave like a random process, such as a random walk, in order to guarantee their identifiability by the filter. The present work is the result of an ongoing effort to quantitatively describe the effect that the assumption of a fictitious noise (called pseudonoise) driving the unknown parameter values has on the parameter estimate convergence rate in filter-based parameter estimators. The initial approach is to examine a first-order system described by one state variable with one parameter to be estimated. The intent is to derive analytical results for this simple system that might offer insight into the effect of the pseudonoise assumption for more complex systems. Such results would make it possible to predict the estimator error convergence behavior as a function of the assumed pseudonoise intensity, and this leads to the natural application of the results to the design of filter-based parameter estimators. The results obtained show that the analytical description of the convergence behavior is very difficult.

Hill, Bryon K.↗