MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On...

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MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation

Transcript of MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On...

Page 1: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

MAE 555Non-equilibrium Gas

Dynamics

Guest lecturerHarvey S. H. Lam

November 16, 2010

OnComputational Singular Perturbation

Page 2: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Computational Singular Perturbation

Perturbation analysis takes advantage of a small parameter to obtain simplified models and insights.When the usual perturbation analysis fails, the perturbation analysis which succeeds is called singular perturbation.Paper and pencil singular perturbation analysis is a collection of tricks. Experience and good judgments about the subject matters are crucial.Computational singular perturbation is a programmable procedure to general simplified models and insights for a (large) set of first order (non-linear) ordinary differential equations.No experience or good judgments about the subject matters are needed.

Page 3: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

The idea of iteration

How to find x givenHow aboutHow to find y(t) given:How about

Page 4: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Chemical Kinetics

The equations:

where y is a vector of N dimensions, and there are R chemical reactions.

Both N and R may be large integers. Usually R>N.

Page 5: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

The Objective

To obtain a simplified model with K ODEs and N-K algebraic equations:

Want K as small as possible!

Page 6: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Paper and pencil exampleN=R=2.

Page 7: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Original Eqns Rewritten…

Page 8: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

The CSP Challenge

Can we do the same thing for large N and very complicated F(y) without knowing what the small parameter is?How does one extract physical insights from a mess of computer generated numbers?For example, what insights are provided when some of the differential equations can be replaced by algebraic equations…

Page 9: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

The questions…

What species are unimportant and can be ignored?What reactions are unimportant and can be ignored?Which (important) reaction rate constants must be known accurately?Which (important) reaction rate constant need not be known accurately?Who is doing what to whom and when?

Page 10: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

“Old methods…”

Conservation of atomic elements(also something else may be nearly conserved…)

The quasi-steady approximation on “radicals”.(need to guess who the radicals are…)

The partial equilibrium approximation on fast reactions.

(need to guess which reactions are fast)

Page 11: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Rewriting the original equations.

Page 12: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.
Page 13: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Initial choice of basis vectorsWhen you begin, you have all the stoichiometric vectors of all the reactions. You may use N linearly independent stoichiometric vectors for you an’s.A better idea: use the N right eigenvectors of the NXN J matrix at t=0. Order the eigenmodes in decreasing eigenvalue magnitudes.

Page 14: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

If the problem were linear…The eigenvectors that diagonalize the

Matrix will continue to diagonalize the matrix.

But we are interested in non-linear problems. So after t=0, the y matrix with constant basis vectors will have off-diagonal terms.

Page 15: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

The CSP idea

CSP provides a refinement algorithm to improve the quality of any set of basis vectors.The quality of a set of basis vectors is the avoidance of fast-slow mode mixing in the solution. A good set has a block diagonal J matrix. CSP refinement makes the off-diagonal blocks smaller.

Page 16: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Notations…

Page 17: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

CSP refinement algorithm:Subscript/superscript means refined:

Page 18: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

The CSP procedures

Page 19: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

CSP radical pointers

Page 20: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

CSP radical corrections

Page 21: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Output of CSP--insights

Page 22: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

Some closing comments

On validation of modelsOn the effects of diffusionOn what predictions are unreliableOn usefulness of “slow manifolds”Quasi-steady vs partial equilibrim…ILDMApplications to control theory…

Page 23: MAE 555 Non-equilibrium Gas Dynamics Guest lecturer Harvey S. H. Lam November 16, 2010 On Computational Singular Perturbation.

For limited time, these notes are available for downloading at:

http://www.princeton.edu/~lam/documents/CSPmae555.ppt

These notes do not place emphasis on the mathematical details of CSP which can be found in the published papers.