Computation of frequency responses for linear time-invariant PDEs on a compact interval

We develop mathematical framework and computational tools for calculating frequency responses of linear time-invariant PDEs in which an independent spatial variable belongs to a compact interval. In conventional studies this computation is done numerically using spatial discretization of differential operators in the evolution equation. In this paper, we introduce an alternative method that avoids the need for finite-dimensional approximation of the underlying operators in the evolution model. This method recasts the frequency response operator as a two point boundary value problem and uses state-of-the-art automatic spectral collocation techniques for solving integral representations of the resulting boundary value problems with accuracy comparable to machine precision. Our approach has two advantages over currently available schemes: first, it avoids numerical instabilities encountered in systems with differential operators of high order and, second, it alleviates difficulty in implementing boundary conditions. We provide examples from Newtonian and viscoelastic fluid dynamics to illustrate utility of the proposed method.

[1]  R. Rogers,et al.  An introduction to partial differential equations , 1993 .

[2]  R. Larson The Structure and Rheology of Complex Fluids , 1998 .

[3]  Wilhelm Heinrichs Improved condition number for spectral methods , 1989 .

[4]  L. Trefethen,et al.  Spectra and pseudospectra : the behavior of nonnormal matrices and operators , 2005 .

[5]  P. Schmid Nonmodal Stability Theory , 2007 .

[6]  Mihailo R. Jovanovi'c,et al.  Nonmodal amplification of stochastic disturbances in strongly elastic channel flows , 2008, 0810.2815.

[7]  Sanjiva K. Lele,et al.  Non-Normal Global Modes of High-Speed Jets , 2011 .

[8]  Peter J. Schmid,et al.  A relaxation method for large eigenvalue problems, with an application to flow stability analysis , 2012, J. Comput. Phys..

[9]  Leslie Greengard,et al.  Spectral integration and two-point boundary value problems , 1991 .

[10]  X. Garnaud,et al.  The preferred mode of incompressible jets: linear frequency response analysis , 2013, Journal of Fluid Mechanics.

[11]  Arjan van der Schaft,et al.  Adjoint and Hamiltonian input-output differential equations , 1995, IEEE Trans. Autom. Control..

[12]  C. Canuto Spectral methods in fluid dynamics , 1991 .

[13]  Bassam Bamieh,et al.  Componentwise energy amplification in channel flows , 2005, Journal of Fluid Mechanics.

[14]  L. Trefethen Finite Difference and Spectral Methods for Ordinary and Partial Differential Equations , 1996 .

[15]  Tobin A. Driscoll,et al.  Automatic spectral collocation for integral, integro-differential, and integrally reformulated differential equations , 2010, J. Comput. Phys..

[16]  Michael D. Graham,et al.  Effect of axial flow on viscoelastic Taylor–Couette instability , 1998, Journal of Fluid Mechanics.

[17]  Arch W. Naylor,et al.  Linear Operator Theory in Engineering and Science , 1971 .

[18]  M. Omizo,et al.  Modeling , 1983, Encyclopedic Dictionary of Archaeology.

[19]  Murti V. Salapaka,et al.  Damping mechanisms in dynamic mode atomic force microscopy applications , 2009, 2009 American Control Conference.

[20]  Nazish Hoda,et al.  Energy amplification in channel flows of viscoelastic fluids , 2008, Journal of Fluid Mechanics.

[21]  Nazish Hoda,et al.  Frequency responses of streamwise-constant perturbations in channel flows of Oldroyd-B fluids , 2009, Journal of Fluid Mechanics.

[22]  R. Kupferman On the linear stability of plane Couette flow for an Oldroyd-B fluid and its numerical approximation , 2005 .

[23]  Satish C. Reddy,et al.  A MATLAB differentiation matrix suite , 2000, TOMS.

[24]  Stephen P. Boyd,et al.  A bisection method for computing the H∞ norm of a transfer matrix and related problems , 1989, Math. Control. Signals Syst..

[25]  Mihailo R. Jovanović,et al.  Worst-case amplification of disturbances in inertialess Couette flow of viscoelastic fluids , 2013, Journal of Fluid Mechanics.

[26]  R. Clough,et al.  Dynamics Of Structures , 1975 .

[27]  Mihailo R. Jovanovic,et al.  A formula for frequency responses of distributed systems with one spatial variable , 2006, Syst. Control. Lett..

[28]  Israel Gohberg,et al.  Time varying linear systems with boundary conditions and integral operators. I. The transfer operator and its properties , 1984 .

[29]  Anne E. Trefethen,et al.  Hydrodynamic Stability Without Eigenvalues , 1993, Science.

[30]  Mihailo R. Jovanovic,et al.  Transient growth without inertia , 2009 .

[31]  P. Schmid,et al.  Stability and Transition in Shear Flows. By P. J. SCHMID & D. S. HENNINGSON. Springer, 2001. 556 pp. ISBN 0-387-98985-4. £ 59.50 or $79.95 , 2000, Journal of Fluid Mechanics.

[32]  S. Grossmann The onset of shear flow turbulence , 2000 .

[33]  L. Trefethen Spectral Methods in MATLAB , 2000 .