The Alpha-Method Direct Transcription In Path Constrained Dynamic Optimization

Numerically discretized dynamic optimization problems having active inequality and equality path constraints that along with the dynamics induce locally high index differential algebraic equations often cause the optimizer to fail in convergence or to produce degraded control solutions. In many applications, regularization of the numerically discretized problem in direct transcription schemes by perturbing the high index path constraints helps the optimizer to converge to usefulm control solutions. For complex engineering problems with many constraints it is often difficult to find effective nondegenerat perturbations that produce useful solutions in some neighborhood of the correct solution. In this paper we describe a numerical discretization that regularizes the numerically consistent discretized dynamics and does not perturb the path constraints. For all values of the regularization parameter the discretization remains numerically consistent with the dynamics and the path constraints specified in the, original problem. The regularization is quanti. able in terms of time step size in the mesh and the regularization parameter. For full regularized systems the scheme converges linearly in time step size.The method is illustrated with examples.

A numerical study of thermocapillary flow in a rectangular cavity during laser melting

The surface tension gradient driven flow that occurs during laser melting has been studied. The vorticity-streamfunction form of the Navier-Stokes equations and the energy equation has been solved by the ‘Alternative Direction Implicit’ method. It has been shown that the inertia forces in the melt strongly influence the flow pattern in the melt. The convection in the melt modifies the isotherms in the melt at high surface tension Reynolds number and high Prandtl number. The buoyancy driven flow has been shown to be negligible compared to the surface tension gradient driven flow in laser melting.

Application of the method of initial functions for the analysis of composite laminated plates

The method of initial functions has been applied for deriving higher order theories for cross-ply laminated composite thick rectangular plates. The equations of three-dimensional elasticity have been used. No a priori assumptions regarding the distribution of stresses or displacements are needed. Numerical solutions of the governing equations have been presented for simply supported edges and the results are compared with available ones.

On an analytical-numerical procedure for the analysis of cylindrical-shells with arbitrarily oriented cracks

An analytical-numerical procedure for obtaining stress intensity factor solutions for an arbitrarily oriented crack in a long, thin circular cylindrical shell is presented. The method of analysis involves obtaining a series solution to the governing shell equation in terms of Mathieu and modified Mathieu functions by the method of separation of variables and satisfying the crack surface boundary conditions numerically using collocation. The solution is then transformed from elliptic coordinates to polar coordinates with crack tip as the origin through a Taylor series expansion and membrane and bending stress intensity factors are computed. Numerical results are presented and discussed for the pressure loading case.

Numerical studies on quasilinear and linear elliptic equations

We explore here the acceleration of convergence of iterative methods for the solution of a class of quasilinear and linear algebraic equations. The specific systems are the finite difference form of the Navier-Stokes equations and the energy equation for recirculating flows. The acceleration procedures considered are: the successive over relaxation scheme; several implicit methods; and a second-order procedure. A new implicit method—the alternating direction line iterative method—is proposed in this paper. The method combines the advantages of the line successive over relaxation and alternating direction implicit methods. The various methods are tested for their computational economy and accuracy on a typical recirculating flow situation. The numerical experiments show that the alternating direction line iterative method is the most economical method of solving the Navier-Stokes equations for all Reynolds numbers in the laminar regime. The usual ADI method is shown to be not so attractive for large Reynolds numbers because of the loss of diagonal dominance. This loss can however be restored by a suitable choice of the relaxation parameter, but at the cost of accuracy. The accuracy of the new procedure is comparable to that of the well-tested successive overrelaxation method and to the available results in the literature. The second-order procedure turns out to be the most efficient method for the solution of the linear energy equation.

Numerical integration over arbitrary polygonal domains based on Schwarz-Christoffel conformal mapping

This paper presents a new numerical integration technique oil arbitrary polygonal domains. The polygonal domain is mapped conformally to the unit disk using Schwarz-Christoffel mapping and a midpoint quadrature rule defined oil this unit disk is used. This method eliminates the need for a two-level isoparametric mapping Usually required. Moreover, the positivity of the Jacobian is guaranteed. Numerical results presented for a few benchmark problems in the context of polygonal finite elements show that the proposed method yields accurate results.

The fully implicit stochastic-alpha method for stiff stochastic differential equations

A fully implicit integration method for stochastic differential equations with significant multiplicative noise and stiffness in both the drift and diffusion coefficients has been constructed, analyzed and illustrated with numerical examples in this work. The method has strong order 1.0 consistency and has user-selectable parameters that allow the user to expand the stability region of the method to cover almost the entire drift-diffusion stability plane. The large stability region enables the method to take computationally efficient time steps. A system of chemical Langevin equations simulated with the method illustrates its computational efficiency.

Simulation of laminar flow in a three-dimensional lid-driven cavity by lattice Boltzmann method

Purpose - The purpose of this paper is to apply lattice Boltzmann equation method (LBM) with multiple relaxation time (MRT) model, to investigate lid-driven flow in a three-dimensional (3D), rectangular cavity, and compare the results with flow in an equivalent two-dimensional (2D) cavity. Design/methodology/approach - The second-order MRT model is implemented in a 3D LBM code. The flow structure in cavities of different aspect ratios (0.25-4) and Reynolds numbers (0.01-1000) is investigated. The LBM simulation results are compared with those from numerical solution of Navier-Stokes (NS) equations and with available experimental data. Findings - The 3D simulations demonstrate that 2D models may predict the flow structure reasonably well at low Reynolds numbers, but significant differences with experimental data appear at high Reynolds numbers. Such discrepancy between 2D and 3D results are attributed to the effect of boundary layers near the side-walls in transverse direction (in 3D), due to which the vorticity in the core-region is weakened in general. Secondly, owing to the vortex stretching effect present in 3D flow, the vorticity in the transverse plane intensifies whereas that in the lateral plane decays, with increase in Reynolds number. However, on the symmetry-plane, the flow structure variation with respect to cavity aspect ratio is found to be qualitatively consistent with results of 2D simulations. Secondary flow vortices whose axis is in the direction of the lid-motion are observed; these are weak at low. Reynolds numbers, but become quite strong at high Reynolds numbers. Originality/value - The findings will be useful in the study of variety of enclosed fluid flows.

An FETI-preconditioned conjuerate gradient method for large-scale stochastic finite element problems

In the spectral stochastic finite element method for analyzing an uncertain system. the uncertainty is represented by a set of random variables, and a quantity of Interest such as the system response is considered as a function of these random variables Consequently, the underlying Galerkin projection yields a block system of deterministic equations where the blocks are sparse but coupled. The solution of this algebraic system of equations becomes rapidly challenging when the size of the physical system and/or the level of uncertainty is increased This paper addresses this challenge by presenting a preconditioned conjugate gradient method for such block systems where the preconditioning step is based on the dual-primal finite element tearing and interconnecting method equipped with a Krylov subspace reusage technique for accelerating the iterative solution of systems with multiple and repeated right-hand sides. Preliminary performance results on a Linux Cluster suggest that the proposed Solution method is numerically scalable and demonstrate its potential for making the uncertainty quantification Of realistic systems tractable.

The alpha method for solving differential algebraic inequality (DAI) systems

This paper describes an algorithm for ``direct numerical integration'' of the initial value Differential-Algebraic Inequalities (DAI) in a time stepping fashion using a sequential quadratic programming (SQP) method solver for detecting and satisfying active path constraints at each time step. The activation of a path constraint generally increases the condition number of the active discretized differential algebraic equation's (DAE) Jacobian and this difficulty is addressed by a regularization property of the alpha method. The algorithm is locally stable when index 1 and index 2 active path constraints and bounds are active. Subject to available regularization it is seen to be stable for active index 3 active path constraints in the numerical examples. For the high index active path constraints, the algorithm uses a user-selectable parameter to perturb the smaller singular values of the Jacobian with a view to reducing the condition number so that the simulation can proceed. The algorithm can be used as a relatively cheaper estimation tool for trajectory and control planning and in the context of model predictive control solutions. It can also be used to generate initial guess values of optimization variables used as input to inequality path constrained dynamic optimization problems. The method is illustrated with examples from space vehicle trajectory and robot path planning.

A multistep transversal linearization (MTL) method in non-linear dynamics through a Magnus characterization

A new form of a multi-step transversal linearization (MTL) method is developed and numerically explored in this study for a numeric-analytical integration of non-linear dynamical systems under deterministic excitations. As with other transversal linearization methods, the present version also requires that the linearized solution manifold transversally intersects the non-linear solution manifold at a chosen set of points or cross-section in the state space. However, a major point of departure of the present method is that it has the flexibility of treating non-linear damping and stiffness terms of the original system as damping and stiffness terms in the transversally linearized system, even though these linearized terms become explicit functions of time. From this perspective, the present development is closely related to the popular practice of tangent-space linearization adopted in finite element (FE) based solutions of non-linear problems in structural dynamics. The only difference is that the MTL method would require construction of transversal system matrices in lieu of the tangent system matrices needed within an FE framework. The resulting time-varying linearized system matrix is then treated as a Lie element using Magnus’ characterization [W. Magnus, On the exponential solution of differential equations for a linear operator, Commun. Pure Appl. Math., VII (1954) 649–673] and the associated fundamental solution matrix (FSM) is obtained through repeated Lie-bracket operations (or nested commutators). An advantage of this approach is that the underlying exponential transformation could preserve certain intrinsic structural properties of the solution of the non-linear problem. Yet another advantage of the transversal linearization lies in the non-unique representation of the linearized vector field – an aspect that has been specifically exploited in this study to enhance the spectral stability of the proposed family of methods and thus contain the temporal propagation of local errors. A simple analysis of the formal orders of accuracy is provided within a finite dimensional framework. Only a limited numerical exploration of the method is presently provided for a couple of popularly known non-linear oscillators, viz. a hardening Duffing oscillator, which has a non-linear stiffness term, and the van der Pol oscillator, which is self-excited and has a non-linear damping term.

Composite scheme using localized relaxation with non-standard finite difference method for hyperbolic conservation laws

Non-standard finite difference methods (NSFDM) introduced by Mickens [Non-standard Finite Difference Models of Differential Equations, World Scientific, Singapore, 1994] are interesting alternatives to the traditional finite difference and finite volume methods. When applied to linear hyperbolic conservation laws, these methods reproduce exact solutions. In this paper, the NSFDM is first extended to hyperbolic systems of conservation laws, by a novel utilization of the decoupled equations using characteristic variables. In the second part of this paper, the NSFDM is studied for its efficacy in application to nonlinear scalar hyperbolic conservation laws. The original NSFDMs introduced by Mickens (1994) were not in conservation form, which is an important feature in capturing discontinuities at the right locations. Mickens [Construction and analysis of a non-standard finite difference scheme for the Burgers–Fisher equations, Journal of Sound and Vibration 257 (4) (2002) 791–797] recently introduced a NSFDM in conservative form. This method captures the shock waves exactly, without any numerical dissipation. In this paper, this algorithm is tested for the case of expansion waves with sonic points and is found to generate unphysical expansion shocks. As a remedy to this defect, we use the strategy of composite schemes [R. Liska, B. Wendroff, Composite schemes for conservation laws, SIAM Journal of Numerical Analysis 35 (6) (1998) 2250–2271] in which the accurate NSFDM is used as the basic scheme and localized relaxation NSFDM is used as the supporting scheme which acts like a filter. Relaxation schemes introduced by Jin and Xin [The relaxation schemes for systems of conservation laws in arbitrary space dimensions, Communications in Pure and Applied Mathematics 48 (1995) 235–276] are based on relaxation systems which replace the nonlinear hyperbolic conservation laws by a semi-linear system with a stiff relaxation term. The relaxation parameter (λ) is chosen locally on the three point stencil of grid which makes the proposed method more efficient. This composite scheme overcomes the problem of unphysical expansion shocks and captures the shock waves with an accuracy better than the upwind relaxation scheme, as demonstrated by the test cases, together with comparisons with popular numerical methods like Roe scheme and ENO schemes.

Modelling of solute transport in a mild heterogeneous porous medium using stochastic finite element method: Effects of random source conditions

Randomness in the source condition other than the heterogeneity in the system parameters can also be a major source of uncertainty in the concentration field. Hence, a more general form of the problem formulation is necessary to consider randomness in both source condition and system parameters. When the source varies with time, the unsteady problem, can be solved using the unit response function. In the case of random system parameters, the response function becomes a random function and depends on the randomness in the system parameters. In the present study, the source is modelled as a random discrete process with either a fixed interval or a random interval (the Poisson process). In this study, an attempt is made to assess the relative effects of various types of source uncertainties on the probabilistic behaviour of the concentration in a porous medium while the system parameters are also modelled as random fields. Analytical expressions of mean and covariance of concentration due to random discrete source are derived in terms of mean and covariance of unit response function. The probabilistic behaviour of the random response function is obtained by using a perturbation-based stochastic finite element method (SFEM), which performs well for mild heterogeneity. The proposed method is applied for analysing both the 1-D as well as the 3-D solute transport problems. The results obtained with SFEM are compared with the Monte Carlo simulation for 1-D problems.

On an asymptotic method of Krylov-Bogoliubov for overdamped nonlinear systems

A general asymptotic method based on the work of Krylov-Bogoliubov is developed to obtain the response of nonlinear over damped systems. A second-order system with both roots real is treated first and the method is then extended to higher-order systems. Two illustrative examples show good agreement with results obtained by numerical integration.

Ring loading of a long, thin, circular cylindrical shell enclosing a soft, solid core: A recalculation by the love function method of elasticity.

The problem is solved using the Love function and Flügge shell theory. Numerical work has been done with a computer for various values of shell geometry parameters and elastic constants.