Thermoacoustic instability - a dynamical system and time domain analysis

This study focuses on the Rijke tube problem, which includes features relevant to the modeling of thermoacoustic coupling in reactive flows: a compact acoustic source, an empirical model for the heat source, and nonlinearities. This thermo-acoustic system features a complex dynamical behavior. In order to synthesize accurate time-series, we tackle this problem from a numerical point-of-view, and start by proposing a dedicated solver designed for dealing with the underlying stiffness, in particular, the retarded time and the discontinuity at the location of the heat source. Stability analysis is performed on the limit of low-amplitude disturbances by means of the projection method proposed by Jarlebring (2008), which alleviates the linearization with respect to the retarded time. The results are then compared to the analytical solution of the undamped system, and to Galerkin projection methods commonly used in this setting. This analysis provides insight into the consequences of the various assumptions and simplifications that justify the use of Galerkin expansions based on the eigenmodes of the unheated resonator. We illustrate that due to the presence of a discontinuity in the spatial domain, the eigenmodes in the heated case, predicted by using Galerkin expansion, show spurious oscillations resulting from the Gibbs phenomenon. By comparing the modes of the linear to that of the nonlinear regime, we are able to illustrate the mean-flow modulation and frequency switching. Finally, time-series in the fully nonlinear regime, where a limit cycle is established, are analyzed and dominant modes are extracted. The analysis of the saturated limit cycles shows the presence of higher frequency modes, which are linearly stable but become significant through nonlinear growth of the signal. This bimodal effect is not captured when the coupling between different frequencies is not accounted for.Comment: Submitted to Journal of Fluid Mechanic

Galerkin approximations for the optimal control of nonlinear delay differential equations

Optimal control problems of nonlinear delay differential equations (DDEs) are considered for which we propose a general Galerkin approximation scheme built from Koornwinder polynomials. Error estimates for the resulting Galerkin-Koornwinder approximations to the optimal control and the value function, are derived for a broad class of cost functionals and nonlinear DDEs. The approach is illustrated on a delayed logistic equation set not far away from its Hopf bifurcation point in the parameter space. In this case, we show that low-dimensional controls for a standard quadratic cost functional can be efficiently computed from Galerkin-Koornwinder approximations to reduce at a nearly optimal cost the oscillation amplitude displayed by the DDE's solution. Optimal controls computed from the Pontryagin's maximum principle (PMP) and the Hamilton-Jacobi-Bellman equation (HJB) associated with the corresponding ODE systems, are shown to provide numerical solutions in good agreement. It is finally argued that the value function computed from the corresponding reduced HJB equation provides a good approximation of that obtained from the full HJB equation.Comment: 29 pages. This is a sequel of the arXiv preprint arXiv:1704.0042

Weak order for the discretization of the stochastic heat equation

In this paper we study the approximation of the distribution of $X_t$ Hilbert--valued stochastic process solution of a linear parabolic stochastic partial differential equation written in an abstract form as $$dX_t+AX_t dt = Q^{1/2} d W_t, \quad X_0=x \in H, \quad t\in[0,T],$$ driven by a Gaussian space time noise whose covariance operator $Q$ is given. We assume that $A^{-\alpha}$ is a finite trace operator for some $\alpha>0$ and that $Q$ is bounded from $H$ into $D(A^\beta)$ for some $\beta\geq 0$. It is not required to be nuclear or to commute with $A$. The discretization is achieved thanks to finite element methods in space (parameter $h>0$) and implicit Euler schemes in time (parameter $\Delta t=T/N$). We define a discrete solution $X^n_h$ and for suitable functions $\phi$ defined on $H$, we show that |\E \phi(X^N_h) - \E \phi(X_T) | = O(h^{2\gamma} + \Delta t^\gamma) \noindent where $\gamma<1- \alpha + \beta$. Let us note that as in the finite dimensional case the rate of convergence is twice the one for pathwise approximations

Nodally exact Ritz discretizations of 1D diffusion–absorption and Helmholtz equations by variational FIC and modified equation methods

The final publication is available at Springer via http://dx.doi.org/10.1007/s00466-005-0011-zThis article presents the first application of the Finite Calculus (FIC) in a Ritz-FEM variational framework. FIC provides a steplength parametrization of mesh dimensions, which is used to modify the shape functions. This approach is applied to the FEM discretization of the steady-state, one-dimensional, diffusion–absorption and Helmholtz equations. Parametrized linear shape functions are directly inserted into a FIC functional. The resulting Ritz-FIC equations are symmetric and carry a element-level free parameter coming from the function modification process. Both constant- and variable-coefficient cases are studied. It is shown that the parameter can be used to produce nodally exact solutions for the constant coefficient case. The optimal value is found by matching the finite-order modified differential equation (FOMoDE) of the Ritz-FIC equations with the original field equation. The inclusion of the Ritz-FIC models in the context of templates is examined. This inclusion shows that there is an infinite number of nodally exact models for the constant coefficient case. The ingredients of these methods (FIC, Ritz, MoDE and templates) can be extended to multiple dimensions.Peer ReviewedPostprint (author's final draft