Search NASA⌕ Search

SEARCH · Search NASA

Results for “divided differences”

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.

At least 19 records

Recurrence relations for computing with modified divided differences

Modified divided differences (MDD) provide a good way of representing a polynomial passing through points with unequally spaced abcissas. Recurrence relations for computing coefficients in either the monomial or Chebyshev basis from the MDD coefficients, and for computing the MDD coefficients for either the differentiated or the integrated polynomial are given. The latter operation is likely to be useful if MDD are used in a method for solving stiff differential equations.

Krogh, F.↗

Recurrence relations for computing with modified divided differences

Modified divided differences (MDD) provide a good way of representing a polynomial passing through points with unequally spaced abscissas. This note gives recurrence relations for computing coefficients in either the monomial or Chebyshev basis from the MDD coefficients, and for computing the MDD coefficients for either the differentiated or the integrated polynomial. The latter operation is likely to be useful if MDD are used in a method for solving stiff differential equations.

Krogh, F. T.↗

Calculating the divided differences of the exponential function by addition and removal of inputs

We introduce a method for calculating the divided differences of the exponential function by means of addition and removal of items from the input list to the function. Our technique exploits a new identity related to divided differences recently derived by F. Zivcovich. We show that upon adding an item to or removing an item from the input list of an already evaluated exponential, the re-evaluation of the divided differences can be done with only O(sn) floating point operations and O(sn) bytes of memory, where [z 0 ,...,z n ] are the inputs and s ∝ max i,j |z i – z j |. We demonstrate our algorithm’s ability to deal with input lists that are orders-of-magnitude longer than the maximal capacities of the current state-of-the-art. Here, we discuss in detail one practical application of our method: the efficient calculation of weights in the off-diagonal series expansion quantum Monte Carlo algorithm.

97 MATHEMATICS AND COMPUTING↗

Changing stepsize in the integration of differential equations using modified divided differences

Multistep methods for solving differential equations based on numerical integration formulas or numerical differentiation formulas (for stiff equations) require special provision for changing the stepsize. New algorithms are given which make the use of modified divided differences an attractive way to carry out the change in stepsize for such methods. Error estimation and some of the important factors in stepsize selection and the selection of integration order are also considered.

Krogh, F. T.↗

Calculating elements of matrix functions using divided differences

In this work, we introduce a method for calculating individual elements of matrix functions. Our technique makes use of a novel series expansion for the action of matrix functions on basis vectors that is memory efficient even for very large matrices. We showcase our approach by calculating the matrix elements of the exponential of a transverse-field Ising model and evaluating quantum transition amplitudes for large many-body Hamiltonians of sizes up to 2 64 x 2 64 on a single workstation. We also discuss the application of the method to matrix inverses. We relate and compare our method to the state-of-the-art and demonstrate its advantages. We also discuss practical applications of our method.

97 MATHEMATICS AND COMPUTING↗

Sensitivity derivatives for advanced CFD algorithm and viscous modelling parameters via automatic differentiation

The computational technique of automatic differentiation (AD) is applied to a three-dimensional thin-layer Navier-Stokes multigrid flow solver to assess the feasibility and computational impact of obtaining exact sensitivity derivatives typical of those needed for sensitivity analyses. Calculations are performed for an ONERA M6 wing in transonic flow with both the Baldwin-Lomax and Johnson-King turbulence models. The wing lift, drag, and pitching moment coefficients are differentiated with respect to two different groups of input parameters. The first group consists of the second- and fourth-order damping coefficients of the computational algorithm, whereas the second group consists of two parameters in the viscous turbulent flow physics modelling. Results obtained via AD are compared, for both accuracy and computational efficiency with the results obtained with divided differences (DD). The AD results are accurate, extremely simple to obtain, and show significant computational advantage over those obtained by DD for some cases.

Green, Lawrence L.↗

Applications of automatic differentiation in computational fluid dynamics

Automatic differentiation (AD) is a powerful computational method that provides for computing exact sensitivity derivatives (SD) from existing computer programs for multidisciplinary design optimization (MDO) or in sensitivity analysis. A pre-compiler AD tool for FORTRAN programs called ADIFOR has been developed. The ADIFOR tool has been easily and quickly applied by NASA Langley researchers to assess the feasibility and computational impact of AD in MDO with several different FORTRAN programs. These include a state-of-the-art three dimensional multigrid Navier-Stokes flow solver for wings or aircraft configurations in transonic turbulent flow. With ADIFOR the user specifies sets of independent and dependent variables with an existing computer code. ADIFOR then traces the dependency path throughout the code, applies the chain rule to formulate derivative expressions, and generates new code to compute the required SD matrix. The resulting codes have been verified to compute exact non-geometric and geometric SD for a variety of cases. in less time than is required to compute the SD matrix using centered divided differences.

Green, Lawrence L.↗

A projection-based analytical Jacobian framework for chemical kinetics applications

A major challenge in simulating complex combustion systems with detailed chemical kinetic models is the cost of integrating the chemical source terms, often done using stiff ODE solvers that require frequent Jacobian evaluations. Using analytically derived Jacobian matrices instead of divided-difference-based numerical Jacobian approximations can significantly reduce the associated computational cost. However, ambiguities arise in the formulation of analytical Jacobians because the chemical state of the system, or state vector, can be expressed in multiple ways, involving variables that are typically not independent from one another. Here, in this work, the consequences of those ambiguities on practical calculations are characterized in detail, and a generalized, projection-based framework is proposed as a mitigation strategy. Performances are assessed in a series of test cases involving a variety of configurations and numerical solution approaches. Results show that with proper treatment, commonly used analytical Jacobian formulations can be considered as equivalent for practical purposes, thereby alleviating concerns that the state vector chosen to express the governing equations and corresponding analytical Jacobian may significantly impact the accuracy of the simulations.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Nonlinear wave choked inlets

The quasi-one dimensional flow program was modified in two ways. The Runge-Kutta subroutine was replaced with a subroutine which used a modified divided difference form of the Adams Pece method and the matrix inversion routine was replaced with a pseudo inverse routine. Calculations were run using both the original and modified programs. Comparison of the calculations showed that the original Runge-Kutta routine could not detect singularity near the throat and was integrating across it. The modified version was able to detect the singularity and therefore gave more valid calculations.

Source record↗

Red and photographic infrared linear combinations for monitoring vegetation

The relationships between various linear combinations of red and photographic infrared radiances and vegetation parameters are investigated. In situ spectrometers are used to measure the relationships between linear combinations of red and IR radiances, their ratios and square roots, and biomass, leaf water content and chlorophyll content of a grass canopy in June, September and October. Regression analysis shows red-IR combinations to be more significant than green-red combinations. The IR/red ratio, the square root of the IR/red ratio, the vegetation index (IR-red difference divided by their sum) and the transformed vegetation index (the square root of the vegetation index + 0.5) are found to be sensitive to the amount of photosynthetically active vegetation. The accumulation of dead vegetation over the year is found to have a linearizing effect on the various vegetation measures.

Tucker, C. J.↗

The large-time behavior of the scalar, genuinely nonlinear Lax-Friedrichs scheme

The Lax-Friedrichs scheme, approximating the scalar, genuinely nonlinear conservation law u sub t + f sub x (u) = 0 where f(u) is, say, strictly convex double dot f dot a sub asterisk 0 is studied. The divided differences of the numerical solution at time t do not exceed 2 (t dot a sub asterisk) to the -1. This one-sided Lipschitz boundedness is in complete agreement with the corresponding estimate one has in the differential case; in particular, it is independent of the initial amplitude in sharp contrast to liner problems. It guarantees the entropy compactness of the scheme in this case, as well as providing a quantitive insight into the large-time behavior of the numerical computation.

Tadmor, E.↗

The large-time behavior of the scalar, genuinely nonlinear Lax-Friedrichs scheme

The Lax-Friedrichs scheme, approximating the scalar, genuinely nonlinear conservation law u sub t + f sub x (u) = O where f(u) is, say, strictly double dot f dot a sub asterisk O is studied. The divided differences of the numerical solution at time t do not exceed 2 (t dot a sub asterisk) to the -1. This one-sided Lipschitz boundedness is in complete agreement with the corresponding estimate one has in the differential case; in particular, it is independent of the initial amplitude in sharp contrast to linear problems. It guarantees the entropy compactness of the scheme in this case, as well as providing a quantitative insight into the large-time behavior of the numerical computation.

Tadmor, E.↗

High degree interpolation polynomial in Newton form

Polynomial interpolation is an essential subject in numerical analysis. Dealing with a real interval, it is well known that even if f(x) is an analytic function, interpolating at equally spaced points can diverge. On the other hand, interpolating at the zeroes of the corresponding Chebyshev polynomial will converge. Using the Newton formula, this result of convergence is true only on the theoretical level. It is shown that the algorithm which computes the divided differences is numerically stable only if: (1) the interpolating points are arranged in a different order, and (2) the size of the interval is 4.

Tal-Ezer, Hillel↗

Development of an Automatic Differentiation Version of the FPX Rotor Code

The ADIFOR2.0 automatic differentiator is applied to the FPX rotor code along with the grid generator GRGN3. The FPX is an eXtended Full-Potential CFD code for rotor calculations. The automatic differentiation version of the code is obtained, which provides both non-geometry and geometry sensitivity derivatives. The sensitivity derivatives via automatic differentiation are presented and compared with divided difference generated derivatives. The study shows that automatic differentiation method gives accurate derivative values in an efficient manner.

Hu, Hong↗

On the Circulation Manifold for Two Adjacent Lifting Sections

The circulation functional relative to two adjacent lifting sections is studied for two cases. In the first case we consider two adjacent circles. The circulation is computed as a function of the displacement of the secondary circle along the axis joining the two centers and of the angle of attack of the secondary circle, The gradient of such functional is computed by deriving a set of elliptic functions with respect both to their argument and to their Period. In the second case studied, we considered a wing-flap configuration. The circulation is computed by some implicit mappings, whose differentials with respect to the variation of the geometrical configuration in the physical space are found by divided differences. Configurations giving rise to local maxima and minima in the circulation manifold are presented.

Zannetti, Luca↗

A Very High Order, Adaptable MESA Implementation for Aeroacoustic Computations

Since computational efficiency and wave resolution scale with accuracy, the ideal would be infinitely high accuracy for problems with widely varying wavelength scales. Currently, many of the computational aeroacoustics methods are limited to 4th order accurate Runge-Kutta methods in time which limits their resolution and efficiency. However, a new procedure for implementing the Modified Expansion Solution Approximation (MESA) schemes, based upon Hermitian divided differences, is presented which extends the effective accuracy of the MESA schemes to 57th order in space and time when using 128 bit floating point precision. This new approach has the advantages of reducing round-off error, being easy to program. and is more computationally efficient when compared to previous approaches. Its accuracy is limited only by the floating point hardware. The advantages of this new approach are demonstrated by solving the linearized Euler equations in an open bi-periodic domain. A 500th order MESA scheme can now be created in seconds, making these schemes ideally suited for the next generation of high performance 256-bit (double quadruple) or higher precision computers. This ease of creation makes it possible to adapt the algorithm to the mesh in time instead of its converse: this is ideal for resolving varying wavelength scales which occur in noise generation simulations. And finally, the sources of round-off error which effect the very high order methods are examined and remedies provided that effectively increase the accuracy of the MESA schemes while using current computer technology.

Dydson, Roger W.↗