On the numerical integration of rigid body nonlinear dynamics in presence of parameters singularities

One of the main complexities in the simulation of the nonlinear dynamics of rigid bodies consists in describing properly the finite rotations that they may undergo. It is well known that, to avoid singularities in the representation of the SO(3) rotation group, at least four parameters must be used. However, it is computationally expensive to use a four-parameters representation since, as only three of the parameters are independent, one needs to introduce constraint equations in the model, leading to differential-algebraic equations instead of ordinary differential ones. Three-parameter representations are numerically more efficient. Therefore, the objective of this paper is to evaluate numerically the influence of the parametrization and its singularities on the simulation of the dynamics of a rigid body. This is done through the analysis of a heavy top with a fixed point, using two three-parameter systems, Euler's angles and rotation vector. Theoretical results were used to guide the numerical simulation and to assure that all possible cases were analyzed. The two parametrizations were compared using several integrators. The results show that Euler's angles lead to faster integration compared to the rotation vector. An Euler's angles singular case, where representation approaches a theoretical singular point, was analyzed in detail. It is shown that on the contrary of what may be expected, 1) the numerical integration is very efficient, even more than for any other case, and 2) in spite of the uncertainty on the Euler's angles themselves, the body motion is well represented.

Theory and numerical integration of subsurface light transport

En synthèse d’images, reproduire les effets complexes de la lumière sur des matériaux transluminescents, tels que la cire, le marbre ou la peau, contribue grandement au réalisme d’une image. Malheureusement, ce réalisme supplémentaire est couteux en temps de calcul. Les modèles basés sur la théorie de la diffusion visent à réduire ce coût en simulant le comportement physique du transport de la lumière sous surfacique tout en imposant des contraintes de variation sur la lumière incidente et sortante. Une composante importante de ces modèles est leur application à évaluer hiérarchiquement l’intégrale numérique de l’illumination sur la surface d’un objet. Cette thèse révise en premier lieu la littérature actuelle sur la simulation réaliste de la transluminescence, avant d’investiguer plus en profondeur leur application et les extensions des modèles de diffusion en synthèse d’images. Ainsi, nous proposons et évaluons une nouvelle technique d’intégration numérique hiérarchique utilisant une nouvelle analyse fréquentielle de la lumière sortante et incidente pour adapter efficacement le taux d’échantillonnage pendant l’intégration. Nous appliquons cette théorie à plusieurs modèles qui correspondent à l’état de l’art en diffusion, octroyant une amélioration possible à leur efficacité et précision.

On the numerical integration of a class of singular perturbation problems

A three-point difference scheme recently proposed in Ref. 1 for the numerical solution of a class of linear, singularly perturbed, two-point boundary-value problems is investigated. The scheme is derived from a first-order approximation to the original problem with a small deviating argument. It is shown here that, in the limit, as the deviating argument tends to zero, the difference scheme converges to a one-sided approximation to the original singularly perturbed equation in conservation form. The limiting scheme is shown to be stable on any uniform grid. Therefore, no advantage arises from using the deviating argument, and the most accurate and efficient results are obtained with the deviation at its zero limit.

A Higher order and stable method for the numerical integration of Random Differential Equations

Trabalho apresentado no Congresso Nacional de Matemática Aplicada à Indústria, 18 a 21 de novembro de 2014, Caldas Novas - Goiás

Numerical integration of coupled stochastic oscillators driven by Random Forces

Trabalho apresentado no International Conference on Scientific Computation And Differential Equations 2015

A comparison of techniques for the numerical integration of ordinary differential equations,

"COO-1469-0082."

Splines in Numerical Integration

AMS Subj. Classification: 65D07, 65D30.

Numerical integration errors in deep space orbit determination

Il progetto di tesi è stato sviluppato durante il periodo di tirocinio svolto all’interno del “Laboratorio di Radio Scienza ed Esplorazione Planetaria” da un'esperienza da cui prende il nome lo stesso elaborato: ”Numerical integration errors in deep space orbit determination”. Lo scopo del sopraccitato laboratorio è stato quello di studiare in modo approfondito il problema kepleriano dei due corpi, per poi passare ad un’analisi del problema dei tre corpi e successivamente a n corpi (con particolare attenzione alle orbite dei satelliti medicei di Giove). Lo studio è stato affiancato ad un costante utilizzo della piattaforma di programmazione Matlab per l’elaborazione e la stesura di codici per il calcolo di traiettorie orbitali ed errori numerici. Infatti, il fulcro del lavoro è stato proprio il confronto di vari integratori e degli errori numerici derivanti dall’integrazione. Nella tesi, dapprima, viene introdotto il sistema Gioviano, vengono presentati i satelliti medicei, delineate le caratteristiche fisiche fondamentali e i principali motivi che portano ad avere particolare interesse nel conoscere lo sviluppo orbitale di tale sistema. In seguito, l'elaborato, dopo una dettagliata descrizione teorica del problema dei due corpi, presenta un codice per la rappresentazione di orbite kepleriane e il calcolo dei relativi errori commessi dal metodo numerico rispetto a quello analitico. Nell'ultimo capitolo, invece, il problema è esteso a più corpi dotati di massa e a tal proposito viene proposto un codice per la rappresentazione delle orbite descritte nel tempo da n corpi, date le condizioni iniziali, e il calcolo dei rispettivi errori nel sistema di riferimento (r,t,n). In merito a ciò, vengono infine testati diversi integratori per cercare quello con le migliori performance e sono poi analizzati alcuni parametri in input al problema per verificare sotto quali condizioni l’integratore lavora meglio.

Integration Methods Used in Numerical Simulations of Electromagnetic Transients

This paper made an analysis of some numerical integration methods that can be used in electromagnetic transient simulations. Among the existing methods, we analyzed the trapezoidal integration method (or Heun formula), Simpson's Rule and Runge-Kutta. These methods were used in simulations of electromagnetic transients in power systems, resulting from switching operations and maneuvers that occur in transmission lines. Analyzed the characteristics such as accuracy, computation time and robustness of the methods of integration.

Integration methods in dynamic analysis

"Series title: Springerbriefs in applied sciences and technology, ISSN 2191-530X"

Advances in sequential data assimilation and numerical weather forecasting: an Ensemble Transform Kalman-Bucy Filter, a study on clustering in deterministic Ensemble Square Root Filters, and a test of a new time stepping scheme in an atmospheric model

This dissertation deals with aspects of sequential data assimilation (in particular ensemble Kalman filtering) and numerical weather forecasting. In the first part, the recently formulated Ensemble Kalman-Bucy (EnKBF) filter is revisited. It is shown that the previously used numerical integration scheme fails when the magnitude of the background error covariance grows beyond that of the observational error covariance in the forecast window. Therefore, we present a suitable integration scheme that handles the stiffening of the differential equations involved and doesn’t represent further computational expense. Moreover, a transform-based alternative to the EnKBF is developed: under this scheme, the operations are performed in the ensemble space instead of in the state space. Advantages of this formulation are explained. For the first time, the EnKBF is implemented in an atmospheric model. The second part of this work deals with ensemble clustering, a phenomenon that arises when performing data assimilation using of deterministic ensemble square root filters in highly nonlinear forecast models. Namely, an M-member ensemble detaches into an outlier and a cluster of M-1 members. Previous works may suggest that this issue represents a failure of EnSRFs; this work dispels that notion. It is shown that ensemble clustering can be reverted also due to nonlinear processes, in particular the alternation between nonlinear expansion and compression of the ensemble for different regions of the attractor. Some EnSRFs that use random rotations have been developed to overcome this issue; these formulations are analyzed and their advantages and disadvantages with respect to common EnSRFs are discussed. The third and last part contains the implementation of the Robert-Asselin-Williams (RAW) filter in an atmospheric model. The RAW filter is an improvement to the widely popular Robert-Asselin filter that successfully suppresses spurious computational waves while avoiding any distortion in the mean value of the function. Using statistical significance tests both at the local and field level, it is shown that the climatology of the SPEEDY model is not modified by the changed time stepping scheme; hence, no retuning of the parameterizations is required. It is found the accuracy of the medium-term forecasts is increased by using the RAW filter.

Comparison of methodologies for degree-day estimation using numerical methods

O desenvolvimento de projetos relacionados ao desempenho de diversas culturas tem recebido aperfeiçoamento cada vez maior, incorporado a modelos matemáticos sendo indispensável à utilização de equações cada vez mais consistentes que possibilitem previsão e maior aproximação do comportamento real, diminuindo o erro na obtenção das estimativas. Entre as operações unitárias que demandam maior estudo estão aquelas relacionadas com o crescimento da cultura, caracterizadas pela temperatura ideal para o acréscimo de matéria seca. Pelo amplo uso dos métodos matemáticos na representação, análise e obtenção de estimativas de graus-dia, juntamente com a grande importância que a cultura da cana-de-açúcar tem para a economia brasileira, foi realizada uma avaliação dos modelos matemáticos comumente usados e dos métodos numéricos de integração na estimativa da disponibilidade de graus-dia para essa cultura, na região de Botucatu, Estado de São Paulo. Os modelos de integração, com discretização de 6 em 6 h, apresentaram resultados satisfatórios na estimativa de graus-dia. As metodologias tradicionais apresentaram desempenhos satisfatórios quanto à estimativa de grausdia com base na curva de temperatura horária para cada dia e para os agrupamentos de três, sete, 15 e 30 dias. Pelo método numérico de integração, a região de Botucatu, Estado de São Paulo, apresentou disponibilidade térmica anual média de 1.070,6 GD para a cultura da cana-de-açúcar.

An analytical and numerical study of plane change maneuvers using aerodynamic force

The goal of the present work is to analyze space missions that use the terrestrial atmosphere to accomplish orbital maneuvers that involve a plane change. A set of analytical solutions is presented for the variation of the orbital elements due to a single passage through the atmosphere, assuming that the interval the spacecraft travels through the atmosphere is not too large. The study considers both the lift influence on the spacecraft orbit as well as drag. The final equations are tested with numerical integration and can be considered in accordance with the numerical results whenever the perigee height is larger than a critical value. Next, a numerical study of the ratio between the velocity increment required to correct the semimajor axis decay due to the atmospheric passage and the velocity variation required to obtain the change in the inclination is also presented. This analysis can be used to decide if a maneuver passing through the atmosphere can decrease the fuel consumption of the mission and, in the cases where this technique can be used, if a multiple passage is more efficient than a single passage.

Numerical loop calculations with contour deformation

Gegenstand dieser Arbeit ist die nummerische Berechnung von Schleifenintegralen welche in höheren Ordnungen der Störungstheorie auftreten.rnAnalog zur reellen Emission kann man auch in den virtuellen Beiträgen Subtraktionsterme einführen, welche die kollinearen und soften Divergenzen des Schleifenintegrals entfernen. Die Phasenraumintegration und die Schleifenintegration können dann in einer einzigen Monte Carlo Integration durchgeführt werden. In dieser Arbeit zeigen wir wie eine solche numerische Integration unter zu Hilfenahme einer Kontourdeformation durchgeführt werden kann. Ausserdem zeigen wir wie man die benötigeten Integranden mit Rekursionsformeln berechnen kann.

Numerical model for the study of hydrodynamics on bays and estuaries

A nonlinear implicit finite element model for the solution of two-dimensional (2-D) shallow water equations, based on a Galerkin formulation of the 2-D estuaries hydrodynamic equations, has been developed. Spatial discretization has been achieved by the use of isoparametric, Lagrangian elements. To obtain the different element matrices, Simpson numerical integration has been applied. For time integration of the model, several schemes in finite differences have been used: the Cranck-Nicholson iterative method supplies a superior accuracy and allows us to work with the greatest time step Δt; however, central differences time integration produces a greater velocity of calculation. The model has been tested with different examples to check its accuracy and advantages in relation to computation and handling of matrices. Finally, an application to the Bay of Santander is also presented.