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Results for “stiff ordinary differential equations”

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.

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NASA NTRS1984

Comparison of numerical techniques for integration of stiff ordinary differential equations arising in combustion chemistry

The efficiency and accuracy of several algorithms recently developed for the efficient numerical integration of stiff ordinary differential equations are compared. The methods examined include two general-purpose codes, EPISODE and LSODE, and three codes (CHEMEQ, CREK1D, and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes are applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code currently available for the integration of combustion kinetic rate equations. An important finding is that an interactive solution of the algebraic energy conservation equation to compute the temperature does not result in significant errors. In addition, this method is more efficient than evaluating the temperature by integrating its time derivative. Significant reductions in computational work are realized by updating the rate constants (k = at(supra N) N exp(-E/RT) only when the temperature change exceeds an amount delta T that is problem dependent. An approximate expression for the automatic evaluation of delta T is derived and is shown to result in increased efficiency.

Radhakrishnan, K.↗
NASA NTRS1986

Stability with large step sizes for multistep discretizations of stiff ordinary differential equations

One-leg and multistep discretizations of variable-coefficient linear systems of ODEs having both slow and fast time scales are investigated analytically. The stability properties of these discretizations are obtained independent of ODE stiffness and compared. The results of numerical computations are presented in tables, and it is shown that for large step sizes the stability of one-leg methods is better than that of the corresponding linear multistep methods.

Majda, George↗
NASA NTRS1985

A new theory for multistep discretizations of stiff ordinary differential equations: Stability with large step sizes

A large set of variable coefficient linear systems of ordinary differential equations which possess two different time scales, a slow one and a fast one is considered. A small parameter epsilon characterizes the stiffness of these systems. A system of o.d.e.s. in this set is approximated by a general class of multistep discretizations which includes both one-leg and linear multistep methods. Sufficient conditions are determined under which each solution of a multistep method is uniformly bounded, with a bound which is independent of the stiffness of the system of o.d.e.s., when the step size resolves the slow time scale, but not the fast one. This property is called stability with large step sizes. The theory presented lets one compare properties of one-leg methods and linear multistep methods when they approximate variable coefficient systems of stiff o.d.e.s. In particular, it is shown that one-leg methods have better stability properties with large step sizes than their linear multistep counter parts. The theory also allows one to relate the concept of D-stability to the usual notions of stability and stability domains and to the propagation of errors for multistep methods which use large step sizes.

Majda, G.↗
NASA NTRS2007

Transient Numerical Modeling of Catalytic Channels

This paper presents a transient model of catalytic combustion suitable for isolated channels and monolith reactors. The model is a lumped two-phase (gas and solid) model where the gas phase is quasi-steady relative to the transient solid. Axial diffusion is neglected in the gas phase; lateral diffusion, however, is accounted for using transfer coefficients. The solid phase includes axial heat conduction and external heat loss due to convection and radiation. The combustion process utilizes detailed gas and surface reaction models. The gas-phase model becomes a system of stiff ordinary differential equations while the solid phase reduces, after discretization, into a system of stiff ordinary differential-algebraic equations. The time evolution of the system came from alternating integrations of the quasi-steady gas and transient solid. This work outlines the numerical model and presents some sensitivity studies on important parameters including internal transfer coefficients, catalytic surface site density, and external heat-loss (if applicable). The model is compared to two experiments using CO fuel: (1) steady-state conversion through an isothermal platinum (Pt) tube and (2) transient propagation of a catalytic reaction inside a small Pt tube. The model requires internal mass-transfer resistance to match the experiments at lower residence times. Under mass-transport limited conditions, the model reasonably predicted exit conversion using global mass-transfer coefficients. Near light-off, the model results did not match the experiment precisely even after adjustment of mass-transfer coefficients. Agreement improved for the first case after adjusting the surface kinetics such that the net rate of CO adsorption increased compared to O2. The CO / O2 surface mechanism came from a sub-set of reactions in a popular CH4 / O2 mechanism. For the second case, predictions improved for lean conditions with increased external heat loss or adjustment of the kinetics as in the first case. Finally, the results show that different initial surface-species distribution leads to different steady-states under certain conditions. These results demonstrate the utility of a lumped two-phase model of a transient catalytic combustor with detailed chemistry.

Struk, Peter M.↗
NASA NTRS2000

LSENS, The NASA Lewis Kinetics and Sensitivity Analysis Code

A general chemical kinetics and sensitivity analysis code for complex, homogeneous, gas-phase reactions is described. The main features of the code, LSENS (the NASA Lewis kinetics and sensitivity analysis code), are its flexibility, efficiency and convenience in treating many different chemical reaction models. The models include: static system; steady, one-dimensional, inviscid flow; incident-shock initiated reaction in a shock tube; and a perfectly stirred reactor. In addition, equilibrium computations can be performed for several assigned states. An implicit numerical integration method (LSODE, the Livermore Solver for Ordinary Differential Equations), which works efficiently for the extremes of very fast and very slow reactions, is used to solve the "stiff" ordinary differential equation systems that arise in chemical kinetics. For static reactions, the code uses the decoupled direct method to calculate sensitivity coefficients of the dependent variables and their temporal derivatives with respect to the initial values of dependent variables and/or the rate coefficient parameters. Solution methods for the equilibrium and post-shock conditions and for perfectly stirred reactor problems are either adapted from or based on the procedures built into the NASA code CEA (Chemical Equilibrium and Applications).

Radhakrishnan, K.↗
NASA NTRS1984

A comparison of the efficiency of numerical methods for integrating chemical kinetic rate equations

The efficiency of several algorithms used for numerical integration of stiff ordinary differential equations was compared. The methods examined included two general purpose codes EPISODE and LSODE and three codes (CHEMEQ, CREK1D and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes were applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code available for the integration of combustion kinetic rate equations. It is shown that an iterative solution of the algebraic energy conservation equation to compute the temperature can be more efficient then evaluating the temperature by integrating its time-derivative.

Radhakrishnan, K.↗
NASA NTRS1993

A critical analysis of the accuracy of several numerical techniques for combustion kinetic rate equations

A detailed analysis of the accuracy of several techniques recently developed for integrating stiff ordinary differential equations is presented. The techniques include two general-purpose codes EPISODE and LSODE developed for an arbitrary system of ordinary differential equations, and three specialized codes CHEMEQ, CREK1D, and GCKP4 developed specifically to solve chemical kinetic rate equations. The accuracy study is made by application of these codes to two practical combustion kinetics problems. Both problems describe adiabatic, homogeneous, gas-phase chemical reactions at constant pressure, and include all three combustion regimes: induction, heat release, and equilibration. To illustrate the error variation in the different combustion regimes the species are divided into three types (reactants, intermediates, and products), and error versus time plots are presented for each species type and the temperature. These plots show that CHEMEQ is the most accurate code during induction and early heat release. During late heat release and equilibration, however, the other codes are more accurate. A single global quantity, a mean integrated root-mean-square error, that measures the average error incurred in solving the complete problem is used to compare the accuracy of the codes. Among the codes examined, LSODE is the most accurate for solving chemical kinetics problems. It is also the most efficient code, in the sense that it requires the least computational work to attain a specified accuracy level. An important finding is that use of the algebraic enthalpy conservation equation to compute the temperature can be more accurate and efficient than integrating the temperature differential equation.

Radhadrishnan, Krishnan↗
NASA NTRS1984

A comparison of the efficiency of numerical methods for integrating chemical kinetic rate equations

A comparison of the efficiency of several algorithms recently developed for the efficient numerical integration of stiff ordinary differential equations is presented. The methods examined include two general-purpose codes EPISODE and LSODE and three codes (CHEMEQ, CREK1D, and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes are applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code currently available for the integration of combustion kinetic rate equations. An important finding is that an iterative solution of the algebraic energy conservation equation to compute the temperature can be more efficient than evaluating the temperature by integrating its time-derivative.

Radhakrishnan, K.↗
NASA NTRS1971

Numerical solution of stiff systems of ordinary differential equations with applications to electronic circuits

Systems of ordinary differential equations in which the magnitudes of the eigenvalues (or time constants) vary greatly are commonly called stiff. Such systems of equations arise in nuclear reactor kinetics, the flow of chemically reacting gas, dynamics, control theory, circuit analysis and other fields. The research reported develops an A-stable numerical integration technique for solving stiff systems of ordinary differential equations. The method, which is called the generalized trapezoidal rule, is a modification of the trapezoidal rule. However, the method is computationally more efficient than the trapezoidal rule when the solution of the almost-discontinuous segments is being calculated.

Rosenbaum, J. S.↗
NASA NTRS1976

A hybrid computer program for rapidly solving flowing or static chemical kinetic problems involving many chemical species

A hybrid chemical kinetic computer program was assembled which provides a rapid solution to problems involving flowing or static, chemically reacting, gas mixtures. The computer program uses existing subroutines for problem setup, initialization, and preliminary calculations and incorporates a stiff ordinary differential equation solution technique. A number of check cases were recomputed with the hybrid program and the results were almost identical to those previously obtained. The computational time saving was demonstrated with a propane-oxygen-argon shock tube combustion problem involving 31 chemical species and 64 reactions. Information is presented to enable potential users to prepare an input data deck for the calculation of a problem.

Mclain, A. G.↗
NASA NTRS1991

Computerized reduction of elementary reaction sets for combustion modeling

If the entire set of elementary reactions is to be solved in the modeling of chemistry in computational fluid dynamics, a set of stiff ordinary differential equations must be integrated. Some of the reactions take place at very high rates, requiring short time steps, while others take place more slowly and make little progress in the short time step integration. The goal is to develop a procedure to automatically obtain sets of finite rate equations, consistent with a partial equilibrium assumptions, from an elementary set appropriate to local conditions. The possibility of computerized reaction reduction was demonstrated. However, the ability to use the reduced reaction set depends on the ability of the CFD approach in incorporate partial equilibrium calculations into the computer code. Therefore, the results should be tested on a code with partial equilibrium capability.

Wikstrom, Carl V.↗
NASA NTRS1991

Combustion kinetics and sensitivity analysis computations

The stiff ordinary differential equation solution methods more commonly used for chemical kinetics problems are examined, and the efficiency and accuracy of several of the methods are compared by applying them to two combustion kinetics problems. The local sensitivity analysis methods developed to date are outlined, and their advantages and difficulties are briefly discussed. Examples are used to make comparisons among the different techniques.

Radhakrishnan, K.↗
NASA NTRS1992

Computerized reduction of elementary reaction sets for CFD combustion modeling

Modeling of chemistry in Computational Fluid Dynamics can be the most time-consuming aspect of many applications. If the entire set of elementary reactions is to be solved, a set of stiff ordinary differential equations must be integrated. Some of the reactions take place at very high rates, requiring short time steps, while others take place more slowly and make little progress in the short time step integration.

Wikstrom, Carl V.↗
NASA NTRS1984

Exponential-fitted methods for integrating stiff systems of ordinary differential equations: Applications to homogeneous gas-phase chemical kinetics

Conventional algorithms for the numerical integration of ordinary differential equations (ODEs) are based on the use of polynomial functions as interpolants. However, the exact solutions of stiff ODEs behave like decaying exponential functions, which are poorly approximated by polynomials. An obvious choice of interpolant are the exponential functions themselves, or their low-order diagonal Pade (rational function) approximants. A number of explicit, A-stable, integration algorithms were derived from the use of a three-parameter exponential function as interpolant, and their relationship to low-order, polynomial-based and rational-function-based implicit and explicit methods were shown by examining their low-order diagonal Pade approximants. A robust implicit formula was derived by exponential fitting the trapezoidal rule. Application of these algorithms to integration of the ODEs governing homogenous, gas-phase chemical kinetics was demonstrated in a developmental code CREK1D, which compares favorably with the Gear-Hindmarsh code LSODE in spite of the use of a primitive stepsize control strategy.

Pratt, D. T.↗
NASA NTRS1991

Asymptotic integration algorithms for nonhomogeneous, nonlinear, first order, ordinary differential equations

New methods for integrating systems of stiff, nonlinear, first order, ordinary differential equations are developed by casting the differential equations into integral form. Nonlinear recursive relations are obtained that allow the solution to a system of equations at time t plus delta t to be obtained in terms of the solution at time t in explicit and implicit forms. Examples of accuracy obtained with the new technique are given by considering systems of nonlinear, first order equations which arise in the study of unified models of viscoplastic behaviors, the spread of the AIDS virus, and predator-prey populations. In general, the new implicit algorithm is unconditionally stable, and has a Jacobian of smaller dimension than that which is acquired by current implicit methods, such as the Euler backward difference algorithm; yet, it gives superior accuracy. The asymptotic explicit and implicit algorithms are suitable for solutions that are of the growing and decaying exponential kinds, respectively, whilst the implicit Euler-Maclaurin algorithm is superior when the solution oscillates, i.e., when there are regions in which both growing and decaying exponential solutions exist.

Walker, K. P.↗
NASA NTRS1988

A study of numerical methods for hyperbolic conservation laws with stiff source terms

The proper modeling of nonequilibrium gas dynamics is required in certain regimes of hypersonic flow. For inviscid flow this gives a system of conservation laws coupled with source terms representing the chemistry. Often a wide range of time scales is present in the problem, leading to numerical difficulties as in stiff systems of ordinary differential equations. Stability can be achieved by using implicit methods, but other numerical difficulties are observed. The behavior of typical numerical methods on a simple advection equation with a parameter-dependent source term was studied. Two approaches to incorporate the source term were utilized: MacCormack type predictor-corrector methods with flux limiters, and splitting methods in which the fluid dynamics and chemistry are handled in separate steps. Various comparisons over a wide range of parameter values were made. In the stiff case where the solution contains discontinuities, incorrect numerical propagation speeds are observed with all of the methods considered. This phenomenon is studied and explained.

Leveque, R. J.↗
NASA NTRS1982

Algorithmic aspects of transient heat transfer problems in structures

It is noted that the application of finite element or finite difference techniques to the solution of transient heat transfer problems in structures often results in a stiff system of ordinary differential equations. Such systems are usually handled most efficiently by implicit integration techniques which require the solution of large and sparse systems of algebraic equations. The assembly and solution of these systems using the incomplete Cholesky conjugate gradient algorithm is examined. Several examples are used to demonstrate the advantage of the algorithm over other techniques.

Haftka, R. T.↗
NASA NTRS1991

Exponential integration algorithms applied to viscoplasticity

Four, linear, exponential, integration algorithms (two implicit, one explicit, and one predictor/corrector) are applied to a viscoplastic model to assess their capabilities. Viscoplasticity comprises a system of coupled, nonlinear, stiff, first order, ordinary differential equations which are a challenge to integrate by any means. Two of the algorithms (the predictor/corrector and one of the implicits) give outstanding results, even for very large time steps.

Freed, Alan D.↗