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At least 19 records

Notions of analytic vs numerical stability as applied to the numerical calculation of orbits

This paper deals with the implications of 'stability' as applied to the numerical calculation of orbits. The study was motivated by the recent appearance of several proposed transformations of the classical Newtonian equations of motion which 'analytically stabilize' Cowell's method. This report analyzes the basic properties of such stabilizing transformations and shows the removal of the period as a parameter is the key to these transformations and, that although such transformations do not yield global numerical error bounds, the error propagation properties are more favorable - linear vs quadratic growth.

Velez, C. E.

Numerical stability in problems of linear algebra.

Mathematical problems are introduced as mappings from the space of input data to that of the desired output information. Then a numerical process is defined as a prescribed recurrence of elementary operations creating the mapping of the underlying mathematical problem. The ratio of the error committed by executing the operations of the numerical process (the roundoff errors) to the error introduced by perturbations of the input data (initial error) gives rise to the concept of lambda-stability. As examples, several processes are analyzed from this point of view, including, especially, old and new processes for solving systems of linear algebraic equations with tridiagonal matrices. In particular, it is shown how such a priori information can be utilized as, for instance, a knowledge of the row sums of the matrix. Information of this type is frequently available where the system arises in connection with the numerical solution of differential equations.

Babuska, I.

Assessing the numerical stability of physics models to equilibrium variation through database comparisons on DIII-D

High fidelity kinetic equilibria are crucial for tokamak modeling and analysis. Manual workflows for constructing kinetic equilibria are time consuming and subject to user error, motivating development of automated equilibrium reconstruction tools to provide accurate and consistent reconstructions for downstream physics analysis. These automated tools also provide access to kinetic equilibria at large database scales, which enables the quantification of general uncertainties arising from equilibrium reconstruction techniques. In this paper, we compare a large database of DIII-D kinetic equilibria generated manually by physics experts to equilibria from automated kinetic reconstruction tools, assessing the impact of reconstruction method on equilibrium parameters and resulting magnetohydrodynamic stability calculations. We find agreement among scalar parameters, whereas profile quantities, such as the bootstrap current, show larger disagreements. We analyze ideal kink and classical tearing stability with DCON and STRIDE respectively, finding that the kink stability calculation is generally more robust than the tearing index Δ' calculation. We find that in 90% of cases, both kink stability classifications are unchanged between the manual expert and automated kinetic equilibria.

CAKE

Numerical stability of boundary layers with massive blowing.

A basis is provided for examining the stability of so-called 'shooting methods' and to examine the stability of the method successfully applied by Nachtsheim and Green (1970) to boundary-layer flow with large injection and heat transfer. The stability of that method is examined and confirmed.

Liu, T.-M.

Numerical stability of an explicit finite difference scheme for the solution of transient conduction in composite media

A theoretical evaluation of the stability of an explicit finite difference solution of the transient temperature field in a composite medium is presented. The grid points of the field are assumed uniformly spaced, and media interfaces are either vertical or horizontal and pass through grid points. In addition, perfect contact between different media (infinite interfacial conductance) is assumed. A finite difference form of the conduction equation is not valid at media interfaces; therefore, heat balance forms are derived. These equations were subjected to stability analysis, and a computer graphics code was developed that permitted determination of a maximum time step for a given grid spacing.

Campbell, W.

Numerical experiments in boundary-layer stability

Numerical solution of the three-dimensional incompressible Navier-Stokes equations is used to study the instability of a flat-plate boundary layer in a manner analogous to the vibrating-ribbon experiments. Flow-field structures are observed which are very similar to those found in the vibrating-ribbon experiment to which computational initial conditions have been matched. Streamwise periodicity is assumed in the simulation so that the evolution occurs in time, but the events which constitute the instability are so similar to the spatially occurring ones of the laboratory that it seems clear the physical processes involved are the same. A spectral and finite difference numerical algorithm is employed in the simulation.

Wray, A.

The use of back corrections in multistep methods of numerical integration

Generalized multistep methods for the numerical solution of nonlinear systems of ordinary differential equations are introduced which allow the correction of previously computed values of the solution at internal points of the grid. These methods are shown to possess enhanced numerical stability. Preliminary numerical results indicate that for some satellite orbit problems these methods also possess greater overall efficiency. A uniformly converging theory of error propagation is presented which is valid for nonasymptotic values of the step size. Experimental results are seen to conform with theory.

Beaudet, P.

The stability of numerical boundary treatments for compact high-order finite-difference schemes

The stability characteristics of various compact fourth and sixth order spatial operators are assessed using the theory of Gustafsson, Kreiss and Sundstrom (G-K-S) for the semi-discrete Initial Boundary Value Problem (IBVP). These results are then generalized to the fully discrete case using a recently developed theory of Kreiss. In all cases, favorable comparisons are obtained between the G-K-S theory, eigenvalue determination, and numerical simulation. The conventional definition of stability is then sharpened to include only those spatial discretizations that are asymptotically stable. It is shown that many of the higher order schemes which are G-K-S stable are not asymptotically stable. A series of compact fourth and sixth order schemes, which are both asymptotically and G-K-S stable for the scalar case, are then developed.

Carpenter, Mark H.

The stability of numerical methods for second order ordinary differential equations

An important characterization of a numerical method for first order ODE's is the region of absolute stability. If all eigenvalues of the linear problem dy/dt = Ay are inside this region, the numerical method is stable. If the second order system d/dt(dy/dt) = 2Ady/dt - By is solved as a first order system, the same result applies to the eigenvalues of the generalized eigenvalue problem (lambda-squared)I 2(lambda)A + B. No such region exists for general methods for second order equations, but in some cases a region of absolute stability can be defined for methods for the single second order equation d/dt(dy/dt) = 2ady/dt - by. The absence of a region of absolute stability can occur when different members of a system of first order equations are solved by different methods.

Gear, C. W.

Stability of numerical integration techniques for transient rotor dynamics

A finite element model of a rotor bearing system was analyzed to determine the stability limits of the forward, backward, and centered Euler; Runge-Kutta; Milne; and Adams numerical integration techniques. The analysis concludes that the highest frequency mode determines the maximum time step for a stable solution. Thus, the number of mass elements should be minimized. Increasing the damping can sometimes cause numerical instability. For a uniform shaft, with 10 mass elements, operating at approximately the first critical speed, the maximum time step for the Runge-Kutta, Milne, and Adams methods is that which corresponds to approximately 1 degree of shaft movement. This is independent of rotor dimensions.

Kascak, A. F.

The use of the modified Cholesky decomposition in divergence and classification calculations

This report analyzes the use of the modified Cholesky decomposition technique as applied to the feature selection and classification algorithms used in the analysis of remote sensing data (e.g., as in LARSYS). This technique is approximately 30% faster in classification and a factor of 2-3 faster in divergence, as compared with LARSYS. Also numerical stability and accuracy are slightly improved. Other methods necessary to deal with numerical stability problems are briefly discussed.

Van Rooy, D. L.

A numerical comparison of discrete Kalman filtering algorithms: An orbit determination case study

The numerical stability and accuracy of various Kalman filter algorithms are thoroughly studied. Numerical results and conclusions are based on a realistic planetary approach orbit determination study. The case study results of this report highlight the numerical instability of the conventional and stabilized Kalman algorithms. Numerical errors associated with these algorithms can be so large as to obscure important mismodeling effects and thus give misleading estimates of filter accuracy. The positive result of this study is that the Bierman-Thornton U-D covariance factorization algorithm is computationally efficient, with CPU costs that differ negligibly from the conventional Kalman costs. In addition, accuracy of the U-D filter using single-precision arithmetic consistently matches the double-precision reference results. Numerical stability of the U-D filter is further demonstrated by its insensitivity of variations in the a priori statistics.

Thornton, C. L.