Search NASA⌕ Search

SEARCH · Search NASA

Results for “order conditions”

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
All sourcesNASA NTRSDOE OSTI
DOE OSTI2025

Order conditions for nonlinearly partitioned Runge-Kutta methods

Recently, a new class of nonlinearly partitioned Runge–Kutta (NPRK) methods was proposed for nonlinearly partitioned systems of autonomous ordinary differential equations y' = F(y, y). The target class of problems are those in which different scales, stiffnesses, or physics are coupled in a nonlinear way, wherein the desired partition cannot be written in a classical additive or component-wise fashion. Here we use a rooted-tree analysis to derive full-order conditions for NPRKM methods, where M denotes the number of nonlinear partitions. Due to the nonlinear coupling and thereby the mixed product differentials, it turns out that the standard node-colored rooted tree analysis used in analyzing ODE integrators does not naturally apply. Instead we develop a new edge-colored rooted-tree framework to address the nonlinear coupling. The resulting order conditions are enumerated, are provided directly for up to fourth order with M = 2 and third order with M = 3, and are related to existing order conditions of additive and partitioned RK methods. We conclude with an example that shows how the nonlinear order conditions can be used to obtain an embedded estimate of the state-dependent nonlinear coupling strength in a dynamical system.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2026

A stiff order condition theory for Runge–Kutta methods applied to semilinear ODEs

Classical convergence theory of Runge–Kutta methods assumes that the time step is small relative to the Lipschitz constant of the ordinary differential equation (ODE). For stiff problems, that assumption is often violated, and a problematic degradation in accuracy, known as order reduction, can arise. Methods with high stage order, e.g., Gauss–Legendre and Radau, are known to avoid order reduction, but they must be fully implicit. For the broad class of semilinear ODEs, which consist of a stiff linear term and non-stiff nonlinear term, we show that weaker conditions suffice. Here, our new semilinear order conditions are formulated in terms of orthogonality relations and can be enumerated by rooted trees. Finally, we prove global error bounds that hold uniformly with respect to stiffness of the linear term.

Mathematics and Computing↗
NASA NTRS1990

TE scattering by a two-dimensional groove in a ground plane using higher order boundary conditions

Higher order boundary conditions involve derivatives of the fields beyond the first and were recently shown to be more effective than traditional first order conditions in modeling dielectric coatings and layers. In this report an application of a third order generalized boundary condition to scattering by a filled rectangular groove is presented. Deficiencies of such higher-order boundary conditions are addressed and a correction is proposed for the present case. As part of the process of examining and correcting the accuracy of the proposed generalized boundary conditions, an exact solution is developed and a comparison is provided with a solution based on the standard impedance boundary condition.

Barkeshli, Kasra↗
DOE OSTI2025

Reduced Order Modeling conditioned on monitored features for response and error bounds estimation in engineered systems

Reduced Order Models (ROMs) form essential tools across engineering domains by virtue of their function as surrogates for computationally intensive digital twinning simulators. Although purely data-driven methods are available for ROM construction, schemes that allow to retain a portion of the physics tend to enhance the interpretability and generalization of ROMs. However, physics-based techniques can adversely scale when dealing with nonlinear systems that feature parametric dependencies. This study introduces a generative physics-based ROM that is suited for nonlinear systems with parametric dependencies and is additionally able to provide numerical error bounds associated with the respective estimates. A main contribution of this work is the conditioning of these parametric ROMs to features that can be derived from monitoring measurements, feasibly in an online fashion. This is contrary to most existing ROM schemes, which remain restricted to the prescription of the physics-based, and usually a priori unknown, system parameters. Our work utilizes conditional Variational Autoencoders to continuously map the required reduction bases to a feature vector extracted from limited output measurements, while additionally allowing for a probabilistic assessment of the ROM-estimated Quantities of Interest. An auxiliary task using a neural network-based parametrization of suitable probability distributions is introduced to re-establish the link with physical model parameters. We verify the proposed scheme on a series of simulated case studies incorporating effects of geometric and material nonlinearity under parametric dependencies related to system properties and input load characteristics.

Conditional VAEs↗
NASA NTRS1991

Sufficient conditions for a local minimum of the Bolza problem with multiple terminal point constraints

Sufficient conditions for a weak relative minimum are derived for a form of the Bolza problem of variational calculus. The derivation ties together first-order and second-order conditions in a unified consistent manner, addresses controllability considerations in some detail, and clarifies some small inconsistencies in earlier work. The resulting second-order conditions of optimality involve the integration of fewer backward-sweep matrix elements than the standard conditions in the literature for problems with an unspecified final time. As a result, the backward-sweep matrices have the same general structure and dimensionality whether the final time is specified or free, with the terminal values of two of three sweep matrices being more complicated in the latter case.

Wood, Lincoln J.↗
NASA NTRS1990

Task reports on developing techniques for scattering by 3D composite structures and to generate new solutions in diffraction theory using higher order boundary conditions

There are two tasks described in this report. First, an extension of a two dimensional formulation is presented for a three dimensional body of revolution. With the introduction of a Fourier expansion of the vector electric and magnetic fields, a coupled two dimensional system is generated and solved via the finite element method. An exact boundary condition is employed to terminate the mesh and the fast fourier transformation is used to evaluate the boundary integrals for low O(n) memory demand when an iterative solution algorithm is used. Second, the diffraction by a material discontinuity in a thick dielectric/ferrite layer is considered by modeling the layer as a distributed current sheet obeying generalized sheet transition conditions (GSTC's).

Volakis, John L.↗
NASA NTRS1991

Task reports on developing techniques for scattering by 3D composite structures and to generate new solutions in diffraction theory using higher order boundary conditions

There are two tasks described in this report. First, an extension of a two dimensional formulation is presented for a three dimensional body of revolution. A Fourier series expansion of the vector electric and magnetic fields is employed to reduce the dimensionality of the system, and an exact boundary condition is employed to terminate the mesh. The mesh termination boundary is chosen such that it leads to convolutional boundary operators for low O(n) memory demand. Second, rigorous uniform geometrical theory of diffraction (UTD) diffraction coefficients are presented for a coated convex cylinder simulated with generalized impedance boundary conditions. Ray solutions are obtained which remain valid in the transition region and reduce uniformly those in the deep lit and shadow regions. A uniform asymptotic solution is also presented for observations in the close vicinity of the cylinder.

Volakis, John L.↗
NASA NTRS1974

Equations of condition for high order Runge-Kutta-Nystrom formulae

Derivation of the equations of condition of order eight for a general system of second-order differential equations approximated by the basic Runge-Kutta-Nystrom algorithm. For this general case, the number of equations of condition is considerably larger than for the special case where the first derivative is not present. Specifically, it is shown that, for orders two through eight, the number of equations for each order is 1, 1, 1, 2, 3, 5, and 9 for the special case and is 1, 1, 2, 5, 13, 34, and 95 for the general case.

Bettis, D. G.↗
DOE OSTI2020

High-order partitioned spectral deferred correction solvers for multiphysics problems

We present an arbitrarily high-order, conditionally stable, partitioned spectral deferred correction (SDC) method for solving multiphysics problems using a sequence of pre-existing single-physics solvers. This method extends the work in [1], [2], which used implicit-explicit Runge-Kutta methods (IMEX) to build high-order, partitioned multiphysics solvers. We consider a generic multiphysics problem modeled as a system of coupled ordinary differential equations (ODEs), coupled through coupling terms that can depend on the state of each subsystem; therefore the method applies to both a semi-discretized system of partial differential equations (PDEs) or problems naturally modeled as coupled systems of ODEs. The sufficient conditions to build arbitrarily high-order partitioned SDC schemes are derived. Based on these conditions, various of partitioned SDC schemes are designed. The stability of the first-order partitioned SDC scheme is analyzed in detail on a coupled, linear model problem. We show that the scheme is conditionally stable, and under conditions on the coupling strength, the scheme can be unconditionally stable. We demonstrate the performance of the proposed partitioned solvers on several classes of multiphysics problems with moderate coupling strength. They include a stiff linear system of ODEs, advection-diffusion-reaction systems, and fluid-structure interaction problems with both incompressible and compressible flows, where we verify the design order of the SDC schemes and study various stability properties. We also directly compare the accuracy, stability, and cost of the proposed partitioned SDC solver with the partitioned IMEX method in [1], [2] on this suite of test problems. The results suggest that the high-order partitioned SDC solvers are more robust than the partitioned IMEX solvers for the numerical examples considered in this work, while the IMEX methods require fewer implicit solves.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1992

Sufficient conditions for a local minimum of the Bolza problem with a scalar terminal point constraint

Sufficient conditions for a weak relative minimum for a form of the Bolza problem of variational calculus are derived. Testing of the second-order conditions requires the backward integration of fewer matrix elements than in the case of most previously published sets of conditions. The derivation is felt to be more complete and straightforward than previous derivations. The variational problem considered is relatively simple, with just a scalar constraint to implicitly or explicitly determine the final time, in order to avoid the complexities associated with controllability considerations. Sufficient conditions for a local minimum for more general optimal control problems can be approached by building upon the derivation and results presented here.

Wood, Lincoln J.↗
DOE OSTI2021

Implicit-Explicit Multirate Infinitesimal GARK Methods

This work focuses on the development of a new class of high-order accurate methods for multirate time integration of systems of ordinary differential equations. Unlike other recent work in this area, the proposed methods support mixed implicit-explicit (IMEX) treatment of the slow time scale. In addition to allowing this slow time scale flexibility, the proposed methods utilize a so-called infinitesimal formulation for the fast time scale through definition of a sequence of modified “fast" initial-value problems that may be solved using any viable algorithm. We name the proposed class as implicit-explicit multirate infinitesimal generalized-structure additive Runge--Kutta (IMEX-MRI-GARK) methods. In addition to defining these methods, we prove that they may be viewed as specific instances of GARK methods and derive a set of order conditions on the IMEX-MRI-GARK coefficients to guarantee both third and fourth order accuracy for the overall multirate method. Additionally, we provide three specific IMEX-MRI-GARK methods, two of order three and one of order four. We conclude with numerical simulations on two multirate test problems, demonstrating the methods' predicted convergence rates and comparing their efficiency against both legacy IMEX multirate schemes and recent third and fourth order implicit MRI-GARK methods.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1982

Kinetics of the reaction O + HO2 yields OH + O2 from 229 to 372 K

The discharge-flow resonance fluorescence technique has been used to obtain absolute rate data for the O + HO2 reaction from 229 to 372 K at a total pressure of 1 torr. Pseudo-first-order conditions were used with HO2 concentrations in large excess over initial atomic oxygen in order to minimize interference from secondary reactions. The results are independent of the method used to generate HO2 and atomic oxygen. At 299 K, the result is (6.1 + or - 0.4) x 10 to the -11th cu cm/molecule s. The temperature dependence expressed in Arrhenius form is (3.1 + or - 0.3) x 10 to the -11th exp/(+200 + or - 28)/T/. The error limits given are twice the standard deviation; overall experimental error is estimated to be + or - 25%.

Keyser, L. F.↗
NASA NTRS1995

On High-Order Radiation Boundary Conditions

In this paper we develop the theory of high-order radiation boundary conditions for wave propagation problems. In particular, we study the convergence of sequences of time-local approximate conditions to the exact boundary condition, and subsequently estimate the error in the solutions obtained using these approximations. We show that for finite times the Pade approximants proposed by Engquist and Majda lead to exponential convergence if the solution is smooth, but that good long-time error estimates cannot hold for spatially local conditions. Applications in fluid dynamics are also discussed.

Hagstrom, Thomas↗