Description

Analyze the flow of a fluid during injection into a long vertical
channel, assuming that the flow is modeled by the boundary value
problem

        u''''=R (u'u''-uu''),    0<=t<=1,
        u(0) =0, u(1)=1, u'(0)=u'(1)=0,

where u is the potential function, u' is the tangential velocity of
the fluid, and R is the Reynolds number.

This model is from the COPS benchmarking suite.
See http://www-unix.mcs.anl.gov/~more/cops/.

The number of discretization points can be specified using the command
line parameter --nh. COPS performance tests have been reported for nh
= 50, 100, 200, 400

The model can be solved as an NLP (with a dummy objective) or as a
CNS. Select command line parameter --cns to solve the CNS model.

Dolan, E D, and More, J J, Benchmarking Optimization
Software with COPS. Tech. rep., Mathematics and Computer
Science Division, 2000.

Ascher, U M, Mattheij, R M M, and Russell, R D, Numerical
Solution of Boundary Value Problems for Ordinary
Differential Equations. SIAM, 1995.

Keywords: nonlinear programming, engineering, boundary value problem, fluid
          velocity, fluid dynamics

Large Model of Type : NLP

Category : GAMS Model library

Main file : flowchan.gms

$title Flow in a Channel COPS 2.0 #7 (FLOWCHAN,SEQ=235)

$onText
Analyze the flow of a fluid during injection into a long vertical
channel, assuming that the flow is modeled by the boundary value
problem

        u''''=R (u'u''-uu''),    0<=t<=1,
        u(0) =0, u(1)=1, u'(0)=u'(1)=0,

where u is the potential function, u' is the tangential velocity of
the fluid, and R is the Reynolds number.

This model is from the COPS benchmarking suite.
See http://www-unix.mcs.anl.gov/~more/cops/.

The number of discretization points can be specified using the command
line parameter --nh. COPS performance tests have been reported for nh
= 50, 100, 200, 400

The model can be solved as an NLP (with a dummy objective) or as a
CNS. Select command line parameter --cns to solve the CNS model.

Dolan, E D, and More, J J, Benchmarking Optimization
Software with COPS. Tech. rep., Mathematics and Computer
Science Division, 2000.

Ascher, U M, Mattheij, R M M, and Russell, R D, Numerical
Solution of Boundary Value Problems for Ordinary
Differential Equations. SIAM, 1995.

Keywords: nonlinear programming, engineering, boundary value problem, fluid
          velocity, fluid dynamics
$offText

$if     set n  $set nh %n%
$if not set nh $set nh 50
$set nc 4
$set nd 4

Set
   nc 'collocation points'                 / 1*%nc% /
   nh 'partition intervals'                / 1*%nh% /
   nd 'order of the differential equation' / 1*%nd% /;

Scalar
   tf 'ODEs defined in [0 tf]'              /  1    /
   R  'Reynolds number'                     / 10.0  /
   h  'uniform interval length';

h = tf/%nh%;

Parameter
   bc(nd,*) 'boundary condition'                       / 1.Start   0
                                                         1.End     1
                                                         2.Start   0
                                                         2.End     0 /
   rho(nc)  'roots of k-th degree Legendre polynomial' / 1 0.06943184420297
                                                         2 0.33000947820757
                                                         3 0.66999052179243
                                                         4 0.93056815579703 /;

* The collocation approximation u is defined by the parameters v and w.
* uc[i,j] is u evaluated at the collocation points.
* Duc[i,j,s] is the (s-1)-th derivative of u at the collocation points.

Variable
   v(nh,nd)
   w(nh,nc)
   Duc(nh,nc,nd);

Equation
   Ducdef(nh,nc,nd)
   bc_3
   bc_4
   continuity(nh,nd)
   collocation(nh,nc);

Alias (nh,i), (nc,j,kj), (nd,s,ks);

Ducdef{i,j,s}..
   Duc(i,j,s) =e= sum{ks$(ord(ks)-ord(s)>=0), v[i,ks]*power(rho[j]*h,ord(ks)-ord(s))/fact[ord(ks)-ord(s)]}
               +  power(h,%nd%-ord(s)+1)*sum{kj, w[i,kj]*power(rho[j],ord(kj)+%nd%-ord(s))/fact[ord(kj)+%nd%-ord(s)]};

* Boundary conditions
v.fx('1','1') = bc('1','Start');
v.fx('1','2') = bc('2','Start');

bc_3..
      sum{ks, v['%nh%',ks]*power(h,ord(ks)-1)/fact[ord(ks)-1]} + power(h,%nd%)
   *  sum{kj, w['%nh%',kj]/fact[ord(kj)+%nd%-1]}
  =e= bc('1','End');

bc_4..
      sum{ks$(ord(ks)-2>=0), v['%nh%',ks]*power(h,ord(ks)-2)/fact[ord(ks)-2]}
   +  power(h,%nd%-1)*sum{kj, w['%nh%',kj]/fact[ord(kj)+%nd%-2]}
  =e= bc('2','End');

continuity(i+1,s)..
      sum{ks$(ord(ks)-ord(s)>=0), v[i,ks]*power(h,ord(ks)-ord(s))/fact[ord(ks)-ord(s)]}
   +  power(h,%nd%-ord(s)+1)*sum{kj, w[i,kj]/fact[ord(kj)+%nd%-ord(s)]}
  =e= v[i+1,s];

collocation(i,j)..
   sum{kj, w[i,kj]*power(rho[j],ord(kj)-1)/fact[ord(kj)-1]} =e=
   R*(Duc[i,j,'2']*Duc[i,j,'3'] - Duc[i,j,'1']*Duc[i,j,'4']);

* initial values
Parameter t(nh) 'partition';
t(i) = (ord(i) - 1)*h;

v.l[i,'1'] = sqr(t[i])*(3 - 2*t[i]);
v.l[i,'2'] = 6*t[i]*(1 - t[i]);
v.l[i,'3'] = 6*(1.0 - 2*t[i]);
v.l[i,'4'] = -12;

Duc.l{i,j,s} = sum{ks$(ord(ks)-ord(s)>=0), v.l[i,ks]*power(rho[j]*h,ord(ks)-ord(s))/fact[ord(ks)-ord(s)]};

$if not set cns $goTo nlp

Model channel / all /;

$if set workSpace channel.workSpace = %workSpace%;

solve channel using cns;

$goTo continue


$label nlp
Variable obj 'dummy objective';

Equation defobj;

defobj.. obj =e= 0.0;

Model channel / all /;

$if set workSpace channel.workSpace = %workSpace%

solve channel minimizing obj using nlp;


$label continue
Parameter uc(nh,nc,nd) 'summary report';
uc(i,j,s) = v.l[i,s] + h*sum{kj, w.l[i,kj]*power(rho[j],ord(kj))/fact[ord(kj)]};

display uc;