New Numerical Integration Formulations for Ordinary Differential Equations

An entirely new framework is established for developing various single- and multi-step formulations for the numerical integration of ordinary differential equations. Besides polynomials, unconventional base-functions with trigonometric and exponential terms satisfying different conditions are employed to generate a number of formulations. Performances of the new schemes are tested against well-known numerical integrators for selected test cases with quite satisfactory results. Convergence and stability issues of the new formulations are not addressed as the treatment of these aspects requires a separate work. The general approach introduced herein opens a wide vista for producing virtually unlimited number of formulations.

Integrated numerical simulation of hydraulic fracturing and production in shale gas well considering gas-water two-phase flow

Based on the displacement discontinuity method and the discrete fracture unified pipe network model,a sequential iterative numerical method was used to build a fracturing-production integrated numerical model of shale gas well considering the two-phase flow of gas and water.The model accounts for the influence of natural fractures and matrix properties on the fracturing process and directly applies post-fracturing formation pressure and water saturation distribution to subsequent well shut-in and production simulation,allowing for a more accurate fracturing-production integrated simulation.The results show that the reservoir physical properties have great impacts on fracture propagation,and the reasonable prediction of formation pressure and reservoir fluid distribution after the fracturing is critical to accurately predict the gas and fluid production of the shale gas wells.Compared with the conventional method,the proposed model can more accurately simulate the water and gas production by considering the impact of fracturing on both matrix pressure and water saturation.The established model is applied to the integrated fracturing-production simulation of practical horizontal shale gas wells.The simulation results are in good agreement with the practical production data,thus verifying the accuracy of the model.

Error Control Strategies for Numerical Integrations in Fast Collocation Methods

We propose two error control techniques for numerical integrations in fast multiscale collocation methods for solving Fredholm integral equations of the second kind with weakly singular kernels. Both techniques utilize quadratures for singular integrals using graded points. One has a polynomial order of accuracy if the integrand has a polynomial order of smoothness except at the singular point and the other has exponential order of accuracy if the integrand has an infinite order of smoothness except at the singular point. We estimate the order of convergence and computational complexity of the corresponding approximate solutions of the equation. We prove that the second technique preserves the order of convergence and computational complexity of the original collocation method. Numerical experiments are presented to illustrate the theoretical estimates.

Behavior of the Numerical Integration Error

In this work, we consider different numerical methods for the approximation of definite integrals. The three basic methods used here are the Midpoint, the Trapezoidal, and Simpson’s rules. We trace the behavior of the error when we refine the mesh and show that Richardson’s extrapolation improves the rate of convergence of the basic methods when the integrands are sufficiently differentiable many times. However, Richardson’s extrapolation does not work when we approximate improper integrals or even proper integrals from functions without smooth derivatives. In order to save computational resources, we construct an adaptive recursive procedure. We also show that there is a lower limit to the error during computations with floating point arithmetic.

Numerical Investigation of Thermal Behavior of CNC Machine Tool and Its Effects on Dimensional Accuracy of Machined Parts

The dimensional accuracy of machined parts is strongly influenced by the thermal behavior of machine tools (MT). Minimizing this influence represents a key objective for any modern manufacturing industry. Thermally induced positioning error compensation remains the most effective and practical method in this context. However, the efficiency of the compensation process depends on the quality of the model used to predict the thermal errors. The model should consistently reflect the relationships between temperature distribution in the MT structure and thermally induced positioning errors. A judicious choice of the number and location of temperature sensitive points to represent heat distribution is a key factor for robust thermal error modeling. Therefore, in this paper, the temperature sensitive points are selected following a structured thermomechanical analysis carried out to evaluate the effects of various temperature gradients on MT structure deformation intensity. The MT thermal behavior is first modeled using finite element method and validated by various experimentally measured temperature fields using temperature sensors and thermal imaging. MT Thermal behavior validation shows a maximum error of less than 10% when comparing the numerical estimations with the experimental results even under changing operation conditions. The numerical model is used through several series of simulations carried out using varied working condition to explore possible relationships between temperature distribution and thermal deformation characteristics to select the most appropriate temperature sensitive points that will be considered for building an empirical prediction model for thermal errors as function of MT thermal state. Validation tests achieved using an artificial neural network based simplified model confirmed the efficiency of the proposed temperature sensitive points allowing the prediction of the thermally induced errors with an accuracy greater than 90%.

Response Sensitivity Analysis of the Dynamic Milling Process Based on the Numerical Integration Method

As one of the bases of gradient-based optimization algorithms, sensitivity analysis is usually required to calculate the derivatives of the system response with respect to the machining parameters. The most widely used approaches for sensitivity analysis are based on time-consuming numerical methods, such as finite difference methods. This paper presents a semi-analytical method for calculation of the sensitivity of the stability boundary in milling. After transforming the delay-differential equation with time-periodic coefficients governing the dynamic milling process into the integral form, the Floquet transition matrix is constructed by using the numerical integration method. Then, the analytical expressions of derivatives of the Floquet transition matrix with respect to the machining parameters are obtained. Thereafter, the classical analytical expression of the sensitivity of matrix eigenvalues is employed to calculate the sensitivity of the stability lobe diagram. The two-degree-of-freedom milling example illustrates the accuracy and efficiency of the proposed method. Compared with the existing methods, the unique merit of the proposed method is that it can be used for analytically computing the sensitivity of the stability boundary in milling, without employing any finite difference methods. Therefore, the high accuracy and high efficiency are both achieved. The proposed method can serve as an effective tool for machining parameter optimization and uncertainty analysis in high-speed milling.

Efficiency analysis of numerical integrations for finite element substructure in real-time hybrid simulation

Finite element（FE） is a powerful tool and has been applied by investigators to real-time hybrid simulations（RTHSs）. This study focuses on the computational efficiency, including the computational time and accuracy, of numerical integrations in solving FE numerical substructure in RTHSs. First, sparse matrix storage schemes are adopted to decrease the computational time of FE numerical substructure. In this way, the task execution time（TET） decreases such that the scale of the numerical substructure model increases. Subsequently, several commonly used explicit numerical integration algorithms, including the central difference method（CDM）, the Newmark explicit method, the Chang method and the Gui-λ method, are comprehensively compared to evaluate their computational time in solving FE numerical substructure. CDM is better than the other explicit integration algorithms when the damping matrix is diagonal, while the Gui-λ（λ = 4） method is advantageous when the damping matrix is non-diagonal. Finally, the effect of time delay on the computational accuracy of RTHSs is investigated by simulating structure-foundation systems. Simulation results show that the influences of time delay on the displacement response become obvious with the mass ratio increasing, and delay compensation methods may reduce the relative error of the displacement peak value to less than 5% even under the large time-step and large time delay.

Consistency and Stability Issues in the Numerical Integration of the First and Second Order Initial Value Problem

In this note we consider some basic, yet unusual, issues pertaining to the accuracy and stability of numerical integration methods to follow the solution of first order and second order initial value problems (IVP). Included are remarks on multiple solutions, multi-step methods, effect of initial value perturbations, as well as slowing and advancing the computed motion in second order problems.

Solving Large Scale Nonlinear Equations by a New ODE Numerical Integration Method

In this paper a new ODE numerical integration method was successfully applied to solving nonlinear equations. The method is of same simplicity as fixed point iteration, but the efficiency has been significantly improved, so it is especially suitable for large scale systems. For Brown’s equations, an existing article reported that when the dimension of the equation N = 40, the subroutines they used could not give a solution, as compared with our method, we can easily solve this equation even when N = 100. Other two large equations have the dimension of N = 1000, all the existing available methods have great difficulties to handle them, however, our method proposed in this paper can deal with those tough equations without any difficulties. The sigularity and choosing initial values problems were also mentioned in this paper.

AN INTEGRATION METHOD WITH FITTING CUBIC SPLINE FUNCTIONS TO A NUMERICAL MODEL OF 2ND-ORDER SPACE-TIME DIFFERENTIAL REMAINDER——FOR AN IDEAL GLOBAL SIMULATION CASE WITH PRIMITIVE ATMOSPHERIC EQUATIONS

In this paper,the forecasting equations of a 2nd-order space-time differential remainder are deduced from the Navier-Stokes primitive equations and Eulerian operator by Taylor-series expansion.Here we introduce a cubic spline numerical model(Spline Model for short),which is with a quasi-Lagrangian time-split integration scheme of fitting cubic spline/bicubic surface to all physical variable fields in the atmospheric equations on spherical discrete latitude-longitude mesh.A new algorithm of"fitting cubic spline—time step integration—fitting cubic spline—……"is developed to determine their first-and2nd-order derivatives and their upstream points for time discrete integral to the governing equations in Spline Model.And the cubic spline function and its mathematical polarities are also discussed to understand the Spline Model’s mathematical foundation of numerical analysis.It is pointed out that the Spline Model has mathematical laws of"convergence"of the cubic spline functions contracting to the original functions as well as its 1st-order and 2nd-order derivatives.The"optimality"of the 2nd-order derivative of the cubic spline functions is optimal approximation to that of the original functions.In addition,a Hermite bicubic patch is equivalent to operate on a grid for a 2nd-order derivative variable field.Besides,the slopes and curvatures of a central difference are identified respectively,with a smoothing coefficient of 1/3,three-point smoothing of that of a cubic spline.Then the slopes and curvatures of a central difference are calculated from the smoothing coefficient 1/3 and three-point smoothing of that of a cubic spline,respectively.Furthermore,a global simulation case of adiabatic,non-frictional and"incompressible"model atmosphere is shown with the quasi-Lagrangian time integration by using a global Spline Model,whose initial condition comes from the NCEP reanalysis data,along with quasi-uniform latitude-longitude grids and the so-called"shallow atmosphere"Navier-Stokes primitive equations in the spherical coordinates.The Spline Model,which adopted the Navier-Stokes primitive equations and quasi-Lagrangian time-split integration scheme,provides an initial ideal case of global atmospheric circulation.In addition,considering the essentially non-linear atmospheric motions,the Spline Model could judge reasonably well simple points of any smoothed variable field according to its fitting spline curvatures that must conform to its physical interpretation.

Numerical Integration Method in Analysis of Wire Antennas

The numerical evaluation of an integral is a frequently encountered problem in antenna analysis. A special Gauss Christoffel quadrature formula for nonclassical weight function is constructed for solving the pseudo singular integration problem arising from the analysis of thin wire antennas. High integration accuracy is obtained at comparable low computation cost by the quadrature formula constructed. This integration method can be also used in other electromagnetic integral equation problems.

LONG-TERM RIGOROUS NUMERICAL INTEGRATION OF NAVIER-STOKES EQUATION BY NEWTON-GMRES ITERATION

The recent result of an orbit continuation algorithm has provided a rigorous method for long-term numerical integration of an orbit on the unstable manifold of a periodic solution.This algorithm is matrix-free and employs a combination of the Newton-Raphson method and the Krylov subspace method.Moreover,the algorithm adopts a multiple shooting method to address the problem of orbital instability due to long-term numerical integration.The algorithm is described through computing the extension of unstable manifold of a recomputed Nagata′s lowerbranch steady solution of plane Couette flow,which is an example of an exact coherent state that has recently been studied in subcritical transition to turbulence.

The Numerical Integration of Discrete Functions on a Triangular Element

With the application of Hammer integral formulas of a continuous function on a triangular element, the numerical integral formulas of some discrete functions on the element are derived by means of decomposition and recombination of base functions. Hammer integral formulas are the special examples of those of the paper.

Solving Large Scale Unconstrained Minimization Problems by a New ODE Numerical Integration Method

In reference [1], for large scale nonlinear equations , a new ODE solving method was given. This paper is a continuous work. Here has gradient structure i.e. , is a scalar function. The eigenvalues of the Jacobian of;or the Hessian of , are all real number. So the new method is very suitable for this structure. For quadratic function the convergence was proved and the spectral radius of iteration matrix was given and compared with traditional method. Examples show for large scale problems (dimension ) the new method is very efficient.

PARALLEL INFORMATION-BASED COMPLEXITY OF NUMERICAL INTEGRATION ON SOBOLEV CLASS W_q^s(Ω)

This paper deals with the parallel information-based complexity of numerical integration on Sobolev class. We obtain tight bounds on the complexity, considered as a function of two variables simultaneously:the number of processors, the rquired precision. This result seems to be new even in serial case.

Numerical Integration for DAEs of Multibody System Dynamics

During the simulation of constrained multibody system,numerical integration is important for solving the Euler-Lagrange equation of multibody system dynamics,which is usually a Differential-Algebraic Equations(DAEs).Using the discrete Hamilton principle,discrete EulerLagrangian equation is obtained first based on Lagrange Interpolation.Then the Romberg,Gauss integral is used to solve the DAEs.At last,numerical results are compared by using Euler method,Runge-Kutta method,Romberg method and Gauss method for a double pendulum system.

Analogue correction method of errors and its application to numerical weather prediction

In this paper, an analogue correction method of errors （ACE） based on a complicated atmospheric model is further developed and applied to numerical weather prediction （NWP）. The analysis shows that the ACE can effectively reduce model errors by combining the statistical analogue method with the dynamical model together in order that the information of plenty of historical data is utilized in the current complicated NWP model, Furthermore, in the ACE, the differences of the similarities between different historical analogues and the current initial state are considered as the weights for estimating model errors. The results of daily, decad and monthly prediction experiments on a complicated T63 atmospheric model show that the performance of the ACE by correcting model errors based on the estimation of the errors of 4 historical analogue predictions is not only better than that of the scheme of only introducing the correction of the errors of every single analogue prediction, but is also better than that of the T63 model.

An approach to estimating and extrapolating model error based on inverse problem methods:towards accurate numerical weather prediction

Model error is one of the key factors restricting the accuracy of numerical weather prediction （NWP）. Considering the continuous evolution of the atmosphere, the observed data （ignoring the measurement error） can be viewed as a series of solutions of an accurate model governing the actual atmosphere. Model error is represented as an unknown term in the accurate model, thus NWP can be considered as an inverse problem to uncover the unknown error term. The inverse problem models can absorb long periods of observed data to generate model error correction procedures. They thus resolve the deficiency and faultiness of the NWP schemes employing only the initial-time data. In this study we construct two inverse problem models to estimate and extrapolate the time-varying and spatial-varying model errors in both the historical and forecast periods by using recent observations and analogue phenomena of the atmosphere. Numerical experiment on Burgers＇ equation has illustrated the substantial forecast improvement using inverse problem algorithms. The proposed inverse problem methods of suppressing NWP errors will be useful in future high accuracy applications of NWP.

A Forecast Error Correction Method in Numerical Weather Prediction by Using Recent Multiple-time Evolution Data

The initial value error and the imperfect numerical model are usually considered as error sources of numerical weather prediction （NWP）. By using past multi-time observations and model output, this study proposes a method to estimate imperfect numerical model error. This method can be inversely estimated through expressing the model error as a Lagrange interpolation polynomial, while the coefficients of polyno- mial are determined by past model performance. However, for practical application in the full NWP model, it is necessary to determine the following criteria： （1） the length of past data sufficient for estimation of the model errors, （2） a proper method of estimating the term ＂model integration with the exact solution＂ when solving the inverse problem, and （3） the extent to which this scheme is sensitive to the observational errors. In this study, such issues are resolved using a simple linear model, and an advection diffusion model is applied to discuss the sensitivity of the method to an artificial error source. The results indicate that the forecast errors can be largely reduced using the proposed method if the proper length of past data is chosen. To address the three problems, it is determined that （1） a few data limited by the order of the corrector can be used, （2） trapezoidal approximation can be employed to estimate the ＂term＂ in this study; however, a more accurate method should be explored for an operational NWP model, and （3） the correction is sensitive to observational error.

NEW NUMERICAL METHOD FOR VOLTERRA INTEGRAL EQUATION OF THE SECOND KIND IN PIEZOELASTIC DYNAMIC PROBLEMS

The elastodynamic problems of piezoelectric hollow cylinders and spheres under radial deformation can be transformed into a second kind Volterra integral equation about a function with respect to time, which greatly simplifies the solving procedure for such elastodynamic problems. Meanwhile, it becomes very important to find a way to solve the second kind Volterra integral equation effectively and quickly. By using an interpolation function to approximate the unknown function, two new recursive formulae were derived, based on which numerical solution can be obtained step by step. The present method can provide accurate numerical results efficiently. It is also very stable for long time calculating.