Solving the Telegraph and Oscillatory Differential Equations by a Block Hybrid Trigonometrically Fitted Algorithm

We propose a block hybrid trigonometrically fitted (BHT) method, whose coefficients are functions of the frequency and the step-size for directly solving general second-order initial value problems (IVPs), including systems arising from the semidiscretization of hyperbolic Partial Differential Equations (PDEs), such as the Telegraph equation. The BHT is formulated from eight discrete hybrid formulas which are provided by a continuous two-step hybrid trigonometrically fitted method with two off-grid points. The BHT is implemented in a block-by-block fashion; in this way, the method does not suffer from the disadvantages of requiring starting values and predictors which are inherent in predictor-corrector methods. The stability property of the BHT is discussed and the performance of the method is demonstrated on some numerical examples to show accuracy and efficiency advantages

Numerical Solution of Optimal Control Problems with Explicit and Implicit Switches

This dissertation deals with the efficient numerical solution of switched optimal control problems whose dynamics may coincidentally be affected by both explicit and implicit switches. A framework is being developed for this purpose, in which both problem classes are uniformly converted into a mixed–integer optimal control problem with combinatorial constraints. Recent research results relate this problem class to a continuous optimal control problem with vanishing constraints, which in turn represents a considerable subclass of an optimal control problem with equilibrium constraints. In this thesis, this connection forms the foundation for a numerical treatment. We employ numerical algorithms that are based on a direct collocation approach and require, in particular, a highly accurate determination of the switching structure of the original problem. Due to the fact that the switching structure is a priori unknown in general, our approach aims to identify it successively. During this process, a sequence of nonlinear programs, which are derived by applying discretization schemes to optimal control problems, is solved approximatively. After each iteration, the discretization grid is updated according to the currently estimated switching structure. Besides a precise determination of the switching structure, it is of central importance to estimate the global error that occurs when optimal control problems are solved numerically. Again, we focus on certain direct collocation discretization schemes and analyze error contributions of individual discretization intervals. For this purpose, we exploit a relationship between discrete adjoints and the Lagrange multipliers associated with those nonlinear programs that arise from the collocation transcription process. This relationship can be derived with the help of a functional analytic framework and by interrelating collocation methods and Petrov–Galerkin finite element methods. In analogy to the dual-weighted residual methodology for Galerkin methods, which is well–known in the partial differential equation community, we then derive goal–oriented global error estimators. Based on those error estimators, we present mesh refinement strategies that allow for an equilibration and an efficient reduction of the global error. In doing so we note that the grid adaption processes with respect to both switching structure detection and global error reduction get along with each other. This allows us to distill an iterative solution framework. Usually, individual state and control components have the same polynomial degree if they originate from a collocation discretization scheme. Due to the special role which some control components have in the proposed solution framework it is desirable to allow varying polynomial degrees. This results in implementation problems, which can be solved by means of clever structure exploitation techniques and a suitable permutation of variables and equations. The resulting algorithm was developed in parallel to this work and implemented in a software package. The presented methods are implemented and evaluated on the basis of several benchmark problems. Furthermore, their applicability and efficiency is demonstrated. With regard to a future embedding of the described methods in an online optimal control context and the associated real-time requirements, an extension of the well–known multi–level iteration schemes is proposed. This approach is based on the trapezoidal rule and, compared to a full evaluation of the involved Jacobians, it significantly reduces the computational costs in case of sparse data matrices

Perturbation dynamics in laminar and turbulent flows. Initial value problem analysis.

Stability and turbulence are often studied as separate branches of fluid dynamics, but they are actually the two faces of the same coin: the existence of equilibrium, laminar in one case and steady in the mean in the other. The link between these two faces is transition. Initial value problems are considered to analyse the dynamics of disturbances in the three phases. In the context of stability, linearised equations of motion can be used. Although this is a substantial simplification, the results that are obtained with this analysis are far from being trivial. The transition to turbulence through the dynamics of disturbances is discussed in the context of the zig-zag instability: a particular kind of instability that occurs in geophysical flows. Eventually, the perturbations dynamics in turbulent flows is used to analyse the mixing process between water-vapour in clouds and clear air in the surroundings, in the presence of a meteorological inversion

The Theory of Functional Connections: A Journey from Theory to Application

The Theory of Functional Connections (TFC) is a general methodology for functional interpolation that can embed a set of user-specified linear constraints. The functionals derived from this method, called "constrained expressions," analytically satisfy the imposed constraints and can be leveraged to transform constrained optimization problems to unconstrained ones. By simplifying the optimization problem, this technique has been shown to produce a numerical scheme that is faster, more accurate, and robust to poor initialization. The content of this dissertation details the complete development of the Theory of Functional Connections. First, the seminal paper on the Theory of Functional Connections is discussed and motivates the discovery of a more general formulation of the constrained expressions. Leveraging this formulation, a rigorous structure of the constrained expression is produced with associated mathematical definitions, claims, and proofs. Furthermore, the second part of this dissertation explains how this technique can be used to solve ordinary differential equations providing a wide variety of examples compared to the state-of-the-art. The final part of this work focuses on unitizing the techniques and algorithms produced in the prior sections to explore the feasibility of using the Theory of Functional Connections to solve real-time optimal control problems, namely optimal landing problems

Computational Fluid Dynamics 2020

This book presents a collection of works published in a recent Special Issue (SI) entitled “Computational Fluid Dynamics”. These works address the development and validation of existent numerical solvers for fluid flow problems and their related applications. They present complex nonlinear, non-Newtonian fluid flow problems that are (in some cases) coupled with heat transfer, phase change, nanofluidic, and magnetohydrodynamics (MHD) phenomena. The applications are wide and range from aerodynamic drag and pressure waves to geometrical blade modification on aerodynamics characteristics of high-pressure gas turbines, hydromagnetic flow arising in porous regions, optimal design of isothermal sloshing vessels to evaluation of (hybrid) nanofluid properties, their control using MHD, and their effect on different modes of heat transfer. Recent advances in numerical, theoretical, and experimental methodologies, as well as new physics, new methodological developments, and their limitations are presented within the current book. Among others, in the presented works, special attention is paid to validating and improving the accuracy of the presented methodologies. This book brings together a collection of inter/multidisciplinary works on many engineering applications in a coherent manner

Internal waves in fluid flows. Possible coexistence with turbulence

Waves in fluid flows represents the underlying theme of this research work. Wave interactions in fluid flows are part of multidisciplinary physics. It is known that many ideas and phenomena recur in such apparently diverse fields, as solar physics, meteorology, oceanography, aeronautical and hydraulic engineering, optics, and population dynamics. In extreme synthesis, waves in fluids include, on the one hand, surface and internal waves, their evolution, interaction and associated wave-driven mean flows; on the other hand, phenomena related to nonlinear hydrodynamic stability and, in particular, those leading to the onset of turbulence. Close similarities and key differences exist between these two classes of phenomena. In the hope to get hints on aspects of a potential overall vision, this study considers two different systems located at the opposite limits of the range of existing physical fluid flow situations: first, sheared parallel continuum flows - perfect incompressibility and charge neutrality - second, the solar wind - extreme rarefaction and electrical conductivity. Therefore, the activity carried out during the doctoral period consists of two parts. The first is focused on the propagation properties of small internal waves in parallel flows. This work was partly carried out in the framework of a MISTI-Seeds MITOR project proposed by Prof. D. Tordella (PoliTo) and Prof. G. Staffilani (MIT) on the long term interaction in fluid flows. The second part regards the analysis of solar-wind fluctuations from in situ measurements by the Voyagers spacecrafts at the edge of the heliosphere. This work was supported by a second MISTI-Seeds MITOR project, proposed by D. Tordella (PoliTo), J. D. Richardson (MIT, Kavli Institute), with the collaboration of M. Opher (BU)