Search NASA⌕ Search

SEARCH · Search NASA

Results for “dense eigenvalue problem”

Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

Quote a phrase for an exact phrase match. Source license links do not imply unrestricted reuse.

Diagonally Implicit Runge-Kutta Methods for Ordinary Differential Equations. A Review

A review of diagonally implicit Runge-Kutta (DIRK) methods applied to rst-order ordinary di erential equations (ODEs) is undertaken. The goal of this review is to summarize the characteristics, assess the potential, and then design several nearly optimal, general purpose, DIRK-type methods. Over 20 important aspects of DIRKtype methods are reviewed. A design study is then conducted on DIRK-type methods having from two to seven implicit stages. From this, 15 schemes are selected for general purpose application. Testing of the 15 chosen methods is done on three singular perturbation problems. Based on the review of method characteristics, these methods focus on having a stage order of two, sti accuracy, L-stability, high quality embedded and dense-output methods, small magnitudes of the algebraic stability matrix eigenvalues, small values of aii, and small or vanishing values of the internal stability function for large eigenvalues of the Jacobian. Among the 15 new methods, ESDIRK4(3)6L[2]SA is recommended as a good default method for solving sti problems at moderate error tolerances.

Kennedy, Christopher A.↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one- dimensional convection-diffusion-reaction (CDR) equations. Accuracy, stability, conservation, and dense-output are first considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, (N = 2), additive Runge-Kutta (ARK(sub 2)) methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms of the partitioned method are of equal order to those of the elemental methods. Derived ARK(sub 2) methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z['] yields -infinity, and retain high stability efficiency in the absence of stiffness, z['] yield 0. Extrapolation-type stage- value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK(sub 2) error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK(sub 2) methods.

Kennedy, Christopher A.↗

A hydrodynamical model for the explosion of a neutron star just below the minimum mass

The instability of a neutron star at the minimum mass is investigated using a hydrodynamical model to follow the evolution of the unstable star. A detailed analysis of the linear stability of the equilibrium configurations near the minimum mass is performed by solving the radial eigenvalue problem for the fundamental mode. The minimum mass configuration M(mmc) of 0.196 solar mass is found to be stable to small perturbations. Stability to radial perturbations is lost only at a lower critical mass of 0.16 solar mass, corresponding to about 0.8 M(mmc). It is shown that a simple dynamical model constructed using a 3-polytrope equation of state for hot dense matter reproduces the key dynamical features of the instability in the explosion phase.

Colpi, Monica↗

Additive Runge-Kutta Schemes for Convection-Diffusion-Reaction Equations

Additive Runge-Kutta (ARK) methods are investigated for application to the spatially discretized one-dimensional convection-diffusion-reaction (CDR) equations. First, accuracy, stability, conservation, and dense output are considered for the general case when N different Runge-Kutta methods are grouped into a single composite method. Then, implicit-explicit, N = 2, additive Runge-Kutta ARK2 methods from third- to fifth-order are presented that allow for integration of stiff terms by an L-stable, stiffly-accurate explicit, singly diagonally implicit Runge-Kutta (ESDIRK) method while the nonstiff terms are integrated with a traditional explicit Runge-Kutta method (ERK). Coupling error terms are of equal order to those of the elemental methods. Derived ARK2 methods have vanishing stability functions for very large values of the stiff scaled eigenvalue, z(exp [I]) goes to infinity, and retain high stability efficiency in the absence of stiffness, z(exp [I]) goes to zero. Extrapolation-type stage-value predictors are provided based on dense-output formulae. Optimized methods minimize both leading order ARK2 error terms and Butcher coefficient magnitudes as well as maximize conservation properties. Numerical tests of the new schemes on a CDR problem show negligible stiffness leakage and near classical order convergence rates. However, tests on three simple singular-perturbation problems reveal generally predictable order reduction. Error control is best managed with a PID-controller. While results for the fifth-order method are disappointing, both the new third- and fourth-order methods are at least as efficient as existing ARK2 methods while offering error control and stage-value predictors.

Kennedy, Christopher A.↗

Implicit application of polynomial filters in a k-step Arnoldi method

The Arnoldi process is a well known technique for approximating a few eigenvalues and corresponding eigenvectors of a general square matrix. Numerical difficulties such as loss of orthogonality and assessment of the numerical quality of the approximations as well as a potential for unbounded growth in storage have limited the applicability of the method. These issues are addressed by fixing the number of steps in the Arnoldi process at a prescribed value k and then treating the residual vector as a function of the initial Arnoldi vector. This starting vector is then updated through an iterative scheme that is designed to force convergence of the residual to zero. The iterative scheme is shown to be a truncation of the standard implicitly shifted QR-iteration for dense problems and it avoids the need to explicitly restart the Arnoldi sequence. The main emphasis of this paper is on the derivation and analysis of this scheme. However, there are obvious ways to exploit parallelism through the matrix-vector operations that comprise the majority of the work in the algorithm. Preliminary computational results are given for a few problems on some parallel and vector computers.

Sorensen, D. C.↗

Flutter and Divergence Analysis using the Generalized Aeroelastic Analysis Method

The Generalized Aeroelastic Analysis Method (GAAM) is applied to the analysis of three well-studied checkcases: restrained and unrestrained airfoil models, and a wing model. An eigenvalue iteration procedure is used for converging upon roots of the complex stability matrix. For the airfoil models, exact root loci are given which clearly illustrate the nature of the flutter and divergence instabilities. The singularities involved are enumerated, including an additional pole at the origin for the unrestrained airfoil case and the emergence of an additional pole on the positive real axis at the divergence speed for the restrained airfoil case. Inconsistencies and differences among published aeroelastic root loci and the new, exact results are discussed and resolved. The generalization of a Doublet Lattice Method computer code is described and the code is applied to the calculation of root loci for the wing model for incompressible and for subsonic flow conditions. The error introduced in the reduction of the singular integral equation underlying the unsteady lifting surface theory to a linear algebraic equation is discussed. Acknowledging this inherent error, the solutions of the algebraic equation by GAAM are termed 'exact.' The singularities of the problem are discussed and exponential series approximations used in the evaluation of the kernel function shown to introduce a dense collection of poles and zeroes on the negative real axis. Again, inconsistencies and differences among published aeroelastic root loci and the new 'exact' results are discussed and resolved. In all cases, aeroelastic flutter and divergence speeds and frequencies are in good agreement with published results. The GAAM solution procedure allows complete control over Mach number, velocity, density, and complex frequency. Thus all points on the computed root loci can be matched-point, consistent solutions without recourse to complex mode tracking logic or dataset interpolation, as in the k and p-k solution methods.

Edwards, John W.↗