One-log call iterative solution of the Colebrook equation for flow friction based on Pade polynomials

The 80 year-old empirical Colebrook function zeta, widely used as an informal standard for hydraulic resistance, relates implicitly the unknown flow friction factor lambda, with the known Reynolds number Re and the known relative roughness of a pipe inner surface epsilon* ; lambda = zeta(Re, epsilon* ,lambda). It is based on logarithmic law in the form that captures the unknown flow friction factor l in a way that it cannot be extracted analytically. As an alternative to the explicit approximations or to the iterative procedures that require at least a few evaluations of computationally expensive logarithmic function or non-integer powers, this paper offers an accurate and computationally cheap iterative algorithm based on Pade polynomials with only one log-call in total for the whole procedure (expensive log-calls are substituted with Pade polynomials in each iteration with the exception of the first). The proposed modification is computationally less demanding compared with the standard approaches of engineering practice, but does not influence the accuracy or the number of iterations required to reach the final balanced solution.Web of Science117art. no. 182

Advanced iterative procedures for solving the implicit Colebrook equation for fluid flow friction

The empirical Colebrook equation from 1939 is still accepted as an informal standard way to calculate the friction factor of turbulent flows (4000 0) to very rough (up to epsilon/D = 0.05). The Colebrook equation includes the flow friction factor lambda in an implicit logarithmic form, lambda being a function of the Reynolds number Re and the relative roughness of inner pipe surface epsilon/D: lambda = f(lambda, Re, epsilon/D). To evaluate the error introduced by the many available explicit approximations to the Colebrook equation, lambda approximate to f(Re, epsilon/D), it is necessary to determinate the value of the friction factor lambda from the Colebrook equation as accurately as possible. The most accurate way to achieve that is by using some kind of the iterative method. The most used iterative approach is the simple fixed-point method, which requires up to 10 iterations to achieve a good level of accuracy. The simple fixed-point method does not require derivatives of the Colebrook function, while the most of the other presented methods in this paper do require. The methods based on the accelerated Householder's approach (3rd order, 2nd order: Halley's and Schroder's method, and 1st order: Newton-Raphson) require few iterations less, while the three-point iterative methods require only 1 to 3 iterations to achieve the same level of accuracy. The paper also discusses strategies for finding the derivatives of the Colebrook function in symbolic form, for avoiding the use of the derivatives (secant method), and for choosing an optimal starting point for the iterative procedure. The Householder approach to the Colebrook' equations expressed through the Lambert W-function is also analyzed. Finally, it is presented one approximation to the Colebrook equation with an error of no more than 0.0617%.Web of Scienceart. no. 545103

A study of the application of singular perturbation theory

A hierarchical real time algorithm for optimal three dimensional control of aircraft is described. Systematic methods are developed for real time computation of nonlinear feedback controls by means of singular perturbation theory. The results are applied to a six state, three control variable, point mass model of an F-4 aircraft. Nonlinear feedback laws are presented for computing the optimal control of throttle, bank angle, and angle of attack. Real Time capability is assessed on a TI 9900 microcomputer. The breakdown of the singular perturbation approximation near the terminal point is examined Continuation methods are examined to obtain exact optimal trajectories starting from the singular perturbation solutions

Efficient numerical diagonalization of hermitian 3x3 matrices

A very common problem in science is the numerical diagonalization of symmetric or hermitian 3x3 matrices. Since standard "black box" packages may be too inefficient if the number of matrices is large, we study several alternatives. We consider optimized implementations of the Jacobi, QL, and Cuppen algorithms and compare them with an analytical method relying on Cardano's formula for the eigenvalues and on vector cross products for the eigenvectors. Jacobi is the most accurate, but also the slowest method, while QL and Cuppen are good general purpose algorithms. The analytical algorithm outperforms the others by more than a factor of 2, but becomes inaccurate or may even fail completely if the matrix entries differ greatly in magnitude. This can mostly be circumvented by using a hybrid method, which falls back to QL if conditions are such that the analytical calculation might become too inaccurate. For all algorithms, we give an overview of the underlying mathematical ideas, and present detailed benchmark results. C and Fortran implementations of our code are available for download from http://www.mpi-hd.mpg.de/~globes/3x3/ .Comment: 13 pages, no figures, new hybrid algorithm added, matches published version, typo in Eq. (39) corrected; software library available at http://www.mpi-hd.mpg.de/~globes/3x3

Advanced iterative procedures for solving the implicit Colebrook equation for fluid flow friction

The empirical Colebrook equation from 1939 is still accepted as an informal standard way to calculate the friction factor of turbulent flows (4000 < Re < 108) through pipes with roughness between negligible relative roughness (ε/D ⟶ 0) to very rough (up to ε/D = 0.05). The Colebrook equation includes the flow friction factor λ in an implicit logarithmic form, λ being a function of the Reynolds number Re and the relative roughness of inner pipe surface ε/D: λ = f(λ, Re, ε/D). To evaluate the error introduced by the many available explicit approximations to the Colebrook equation, λ ≈ f(Re, ε/D), it is necessary to determinate the value of the friction factor λ from the Colebrook equation as accurately as possible. The most accurate way to achieve that is by using some kind of the iterative method. The most used iterative approach is the simple fixed-point method, which requires up to 10 iterations to achieve a good level of accuracy. The simple fixed-point method does not require derivatives of the Colebrook function, while the most of the other presented methods in this paper do require. The methods based on the accelerated Householder’s approach (3rd order, 2nd order: Halley’s and Schröder’s method, and 1st order: Newton–Raphson) require few iterations less, while the three-point iterative methods require only 1 to 3 iterations to achieve the same level of accuracy. The paper also discusses strategies for finding the derivatives of the Colebrook function in symbolic form, for avoiding the use of the derivatives (secant method), and for choosing an optimal starting point for the iterative procedure. The Householder approach to the Colebrook’ equations expressed through the Lambert W-function is also analyzed. Finally, it is presented one approximation to the Colebrook equation with an error of no more than 0.0617%

New Algorithms for MM-Estimation of Multivariate Scatter and Location

We present new algorithms for $M$-estimators of multivariate scatter and location and for symmetrized $M$-estimators of multivariate scatter. The new algorithms are considerably faster than currently used fixed-point and related algorithms. The main idea is to utilize a second order Taylor expansion of the target functional and to devise a partial Newton-Raphson procedure. In connection with symmetrized $M$-estimators we work with incomplete $U$-statistics to accelerate our procedures initially

Solving the Ghost-Gluon System of Yang-Mills Theory on GPUs

We solve the ghost-gluon system of Yang-Mills theory using Graphics Processing Units (GPUs). Working in Landau gauge, we use the Dyson-Schwinger formalism for the mathematical description as this approach is well-suited to directly benefit from the computing power of the GPUs. With the help of a Chebyshev expansion for the dressing functions and a subsequent appliance of a Newton-Raphson method, the non-linear system of coupled integral equations is linearized. The resulting Newton matrix is generated in parallel using OpenMPI and CUDA(TM). Our results show, that it is possible to cut down the run time by two orders of magnitude as compared to a sequential version of the code. This makes the proposed techniques well-suited for Dyson-Schwinger calculations on more complicated systems where the Yang-Mills sector of QCD serves as a starting point. In addition, the computation of Schwinger functions using GPU devices is studied.Comment: 19 pages, 7 figures, additional figure added, dependence on block-size is investigated in more detail, version accepted by CP