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At least 37 records · Page 2

A Generalized Sampling and Preconditioning Scheme for Sparse Approximation of Polynomial Chaos Expansions

We propose an algorithm for recovering sparse orthogonal polynomial expansions via collocation. A standard sampling approach for recovering sparse polynomials uses Monte Carlo sampling, from the density of orthogonality, which results in poor function recovery when the polynomial degree is high. Our proposed approach aims to mitigate this limitation by sampling with respect to the weighted equilibrium measure of the parametric domain and subsequently solves a preconditioned $\ell^1$-minimization problem, where the weights of the diagonal preconditioning matrix are given by evaluations of the Christoffel function. Our algorithm can be applied to a wide class of orthogonal polynomial families on bounded and unbounded domains, including all classical families. We present theoretical analysis to motivate the algorithm and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest. In conclusion, numerical examples are also provided to demonstrate that our proposed algorithm leads to comparable or improved accuracy even when compared with Legendre- and Hermite-specific algorithms.

97 MATHEMATICS AND COMPUTING↗

A Christoffel function weighted least squares algorithm for collocation approximations

Here, we propose, theoretically investigate, and numerically validate an algorithm for the Monte Carlo solution of least-squares polynomial approximation problems in a collocation framework. Our investigation is motivated by applications in the collocation approximation of parametric functions, which frequently entails construction of surrogates via orthogonal polynomials. A standard Monte Carlo approach would draw samples according to the density defining the orthogonal polynomial family. Our proposed algorithm instead samples with respect to the (weighted) pluripotential equilibrium measure of the domain, and subsequently solves a weighted least-squares problem, with weights given by evaluations of the Christoffel function. We present theoretical analysis to motivate the algorithm, and numerical results that show our method is superior to standard Monte Carlo methods in many situations of interest.

97 MATHEMATICS AND COMPUTING↗

Derivation of a Tappered p-Version Beam Finite Element

A tapered p-version beam finite element suitable for dynamic applications is derived. The taper in the element is represented by allowing the area moments of inertia to vary as quartic polynomials along the length of the beam, and the cross-sectional area to vary as a quadratic polynomial. The p-version finite-element characteristics are implemented through a set of polynomial shape functions. The lower-order shape functions are identical to the classical cubic and linear shape functions normally associated with a beam element. The higher-order shape functions are a hierarchical set of polynomials that are integrals of orthogonal polynomials. Explicit expressions for the mass and stiffness matrices are presented for an arbitrary value of p. The element has been verified to be numerically stable using shape functions through 22nd order.

Hinnant, Howard E.↗

The effective number of parameters in kernel density estimation

We devise a new formula for measuring the effective degrees of freedom (EDoF) in kernel density estimation (KDE). Starting from the orthogonal polynomial sequence (OPS) expansion for the ratio of the empirical to the oracle density, we show how convolution with the kernel leads to a new OPS with respect to which one may express the resulting KDE. The expansion coefficients of the two OPS systems can then be related via a kernel sensitivity matrix, which leads to a natural oracle definition of EDoF through the trace operator. Asymptotic properties of the (empirical) plug-in EDoF are worked out through influence functions, and connections with other empirical EDoFs are established. Minimization of Kullback-Leibler divergence is investigated as an alternative to integrated squared error based bandwidth selection rules, yielding a new normal scale rule. The methodology, which arises from a proper oracle formulation and is not restricted to convolution kernels, suggests the possibility of a new bandwidth selection rule based on an information criterion such as AIC.

bandwidth selection↗

Fifth-kind orthonormal Chebyshev polynomial solutions for fractional differential equations

The principal aim of the current paper is to present and analyze two new spectral algorithms for solving some types of linear and nonlinear fractional-order differential equations. The proposed algorithms are obtained by utilizing a certain kind of shifted Chebyshev polynomials called the shifted fifth-kind Chebyshev polynomials as basis functions along with the application of a modified spectral tau method. The class of fifth-kind Chebyshev polynomials is a special class of a basic class of symmetric orthogonal polynomials which are constructed with the aid of the extended Sturm–Liouville theorem for symmetric functions. An investigation for the convergence and error analysis of the proposed Chebyshev expansion is performed. For this purpose, a new connection formulae between Chebyshev polynomials of the first and fifth kinds are derived. The obtained numerical results ascertain that our two proposed algorithms are applicable, efficient and accurate.

97 MATHEMATICS AND COMPUTING↗

A recursive algorithm for Zernike polynomials

The analysis of a function defined on a rotationally symmetric system, with either a circular or annular pupil is discussed. In order to numerically analyze such systems it is typical to expand the given function in terms of a class of orthogonal polynomials. Because of their particular properties, the Zernike polynomials are especially suited for numerical calculations. Developed is a recursive algorithm that can be used to generate the Zernike polynomials up to a given order. The algorithm is recursively defined over J where R(J,N) is the Zernike polynomial of degree N obtained by orthogonalizing the sequence R(J), R(J+2), ..., R(J+2N) over (epsilon, 1). The terms in the preceding row - the (J-1) row - up to the N+1 term is needed for generating the (J,N)th term. Thus, the algorith generates an upper left-triangular table. This algorithm was placed in the computer with the necessary support program also included.

Davenport, J. W.↗

A superintegrable discrete harmonic oscillator based on bivariate Charlier polynomials

A simple discrete model of the two-dimensional isotropic harmonic oscillator is presented. It is superintegrable with su(2) as its symmetry algebra. It is constructed with the help of the algebraic properties of the bivariate Charlier polynomials. This adds to the other discrete superintegrable models of the oscillator based on Krawtchouk and Meixner orthogonal polynomials in several variables.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A dynamical polynomial chaos approach for long-time evolution of SPDEs

We propose a Dynamical generalized Polynomial Chaos (DgPC) method to solve time-dependent stochastic partial differential equations (SPDEs) with white noise forcing. The long-time simulation of SPDE solutions by Polynomial Chaos (PC) methods is notoriously difficult as the dimension of the stochastic variables increases linearly with time. Exploiting the Markovian property of white noise, DgPC implements a restart procedure that allows us to expand solutions at future times in terms of orthogonal polynomials of the measure describing the solution at a given time and the future white noise. The dimension of the representation is kept minimal by application of a Karhunen–Loeve (KL) expansion. Using frequent restarts and low degree polynomials on sparse multi-index sets, the method allows us to perform long time simulations, including the calculation of invariant measures for systems which possess one. We apply the method to the numerical simulation of stochastic Burgers and Navier–Stokes equations with white noise forcing. Our method also allows us to incorporate time-independent random coefficients such as a random viscosity. We propose several numerical simulations and show that the algorithm compares favorably with standard Monte Carlo methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Modified GMDH-NN algorithm and its application for global sensitivity analysis

Global sensitivity analysis (GSA) is a very useful tool to evaluate the influence of input variables in the whole distribution range. Sobol' method is the most commonly used among variance-based methods, which are efficient and popular GSA techniques. High dimensional model representation (HDMR) is a popular way to compute Sobol' indices, however, its drawbacks cannot be ignored. We show that modified GMDH-NN algorithm can calculate coefficients of metamodel efficiently, so this paper aims at combining it with HDMR and proposes GMDH-HDMR method. The new method shows higher precision and faster convergent rate. Several numerical and engineering examples are used to confirm its advantages. - Highlights: • The GMDH-NN is improved to construct the explicit polynomial model of optimal complexity by self-organization. • The paper aims at combining improved GMDH-NN with HDMR expansions and using it to compute Sobol' indices directly. • The method can be applied in uniform, normal and exponential distribution by using suitable orthogonal polynomials. • Engineering examples, e.g., electronic circuit models can be solved by the presented method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Viscosity estimates for the crust and upper mantle from patterns of lacustrine shoreline deformation in the Eastern Great Basin

The deformed shorelines of Lake Bonneville constitute a classic source of information on lithospheric elastic thickness and upper mantle viscosity. We describe and apply a new model to a recently augmented data set. New data better constrain both the complex spatio-temporal pattern of the lake load and the crustal deformation response to that load. The history of lake level fluctuations has been significantly refined and somewhat modified. This is due to both more radiocarbon dates from within the Bonneville basin and to an improved calibration of the radiocarbon timescale itself. The data which constrain the crustal deformation pattern consist of ages and shoreline elevations from several hundred points which sample three major levels of Lake Bonneville and corresponding elevations from the high stands of three smaller lakes situated to the west of Lake Bonneville. The geometry of the Earth model incorporates an arbitrary number of layers overlying a half-space, and the rheology of each level can accommodate an arbitrary number of Maxwell viscoelastic elements in parallel. The inverse modeling comprises three complementary approaches: for the simplest configurations, we performed a direct search of the parameter space and delineated the irregular boundary of the subspace of acceptable models. For more complex configurations, we constrained the elastic parameters to their seismically determined values and then solved for viscosity versus depth profiles by either expressing the log(viscosity) versus log(depth) profile as a series of specially constructed orhtogonal polynomials, or by allowing each of 8-10 layers (plus the half-space) to have an independently determined viscosity. We found that the data do not strongly support (nor can they conclusively exclude) a more complex rheology than simple Maxwell viscoelasticity. The orthogonal polynomial solution exhibits an essentially monotonic decrease in viscosity with depth.

Bills, Bruce G.↗

Fibonacci chain polynomials: Identities from self-similarity

Fibonacci chains are special diatomic, harmonic chains with uniform nearest neighbor interaction and two kinds of atoms (mass-ratio r) arranged according to the self-similar binary Fibonacci sequence ABAABABA..., which is obtained by repeated substitution of A yields AB and B yields A. The implications of the self-similarity of this sequence for the associated orthogonal polynomial systems which govern these Fibonacci chains with fixed mass-ratio r are studied.

Lang, Wolfdieter↗

Adaptive sparse polynomial dimensional decomposition for derivative-based sensitivity

In this report applications, such as the plasma-coupled combustion system we consider, derivative-based sensitivity indices (DSI) are known to have several advantages over Sobol's total sensitivity indices, especially for small sample sizes. Several properties of derivative-based sensitivity measures are leveraged to develop a new and efficient numerical approach to estimate them. It is based on computing the DSI measures by effectively cost-free Monte Carlo sampling of an adaptively constructed orthogonal polynomial surrogate with uncertain input parameters that can have arbitrary probability distributions. The adaptivity reduces the number of necessary model evaluations, which is demonstrated both in a constructed example (the Moon function) and in two plasma-combustion systems with up to 55 uncertain parameters. Unimportant parameters are successfully identified and neglected with a low number of model evaluations, which makes it an attractive non-intrusive approach when adjoint solutions are unavailable to provide sensitivity information.

42 ENGINEERING↗

Perturbative unorientable JT gravity and matrix models

We consider an orthogonal polynomial formulation of the double scaling limit of multicritical matrix models in the β = 1 Dyson-Wigner class. They capture the physics of 2D quantum gravity coupled to minimal matter on unorientable surfaces, otherwise called unoriented minimal strings. We derive a formula for the density of states valid to all orders in perturbation theory. We show how to define an interpolation between the multicritical models and that a certain interpolation among an infinite number of them provides an alternative definition of unoriented JT gravity. We discuss the strengths and weaknesses of our formulation.

1/N Expansion↗

Spectral fluctuations in the Sachdev-Ye-Kitaev model

We present a detailed quantitative analysis of spectral correlations in the Sachdev-Ye-Kitaev (SYK) model. We find that the deviations from universal Random Matrix Theory (RMT) behavior are due to a small number of long-wavelength fluctuations (of the order of the number of Majorana fermions N ) from one realization of the ensemble to the next one. These modes can be parameterized effectively in terms of Q-Hermite orthogonal polynomials, the main contribution being due to scale fluctuations for which we give a simple analytical estimate. Our numerical results for N = 32 show that only the lowest eight polynomials are needed to eliminate the nonuniversal part of the spectral fluctuations. The covariance matrix of the coefficients of this expansion can be obtained analytically from low-order double-trace moments. We evaluate the covariance matrix of the first six moments and find that it agrees with the numerics. We also analyze the spectral correlations in terms of a nonlinear σ-model, which is derived through a Fierz transformation, and evaluate the one and two-point spectral correlation functions to two-loop order. The wide correlator is given by the sum of the universal RMT result and corrections whose lowest-order term corresponds to scale fluctuations. However, the loop expansion of the σ-model results in an ill-behaved expansion of the resolvent, and it gives universal RMT fluctuations not only for q= 4 or higher even q-body interactions, but also for the q= 2 SYK model albeit with a much smaller Thouless energy while the correct result in this case should have been Poisson statistics. In our numerical studies we analyze the number variance and spectral form factor for N = 32 and q = 4. We show that the quadratic deviation of the number variance for large energies appears as a peak for small times in the spectral form factor. After eliminating the long-wavelength fluctuations, we find quantitative agreement with RMT up to an exponentially large number of level spacings for the number variance or exponentially short times in the case of the spectral form factor.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Two-Dimensional Mixed Problem of Thermoelasticity for a Semistrip

We study the stress state of a semistrip with conditions of smooth contact imposed on one of its lateral surfaces and coupling conditions given on the other surface under the action of normal loading and temperature on the end face. The original problem is reduced to a one-dimensional vector boundary-value problem by the method of integral transformations. By using the tools of matrix differential calculus and Green matrix function, we reduce the obtained problem to a singular integral equation for the derivative of displacements on the end face of the semistrip and solve this equation by the method of orthogonal polynomials. We perform the numerical analysis of fields of displacements and stresses inside the semistrip and establish the zones of tensile stresses on the lateral face of the semistrip and the conditions of their formation.

42 ENGINEERING↗

Data-Driven Constitutive Model for the Inelastic Response of Metals: Application to 316H Steel

Here, predictions of the mechanical response of structural elements are conditioned by the accuracy of constitutive models used at the engineering length-scale. In this regard, a prospect of mechanistic crystal-plasticity-based constitutive models is that they could be used for extrapolation beyond regimes in which they are calibrated. However, their use for assessing the performance of a component is computationally onerous. To address this limitation, a new approach is proposed whereby a surrogate constitutive model (SM) of the inelastic response of 316H steel is derived from a mechanistic crystal plasticity-based polycrystal model tracking the evolution of dislocation densities on all slip systems. The latter is used to generate a database of the expected plastic response and dislocation content evolution associated with several instances of creep loading. From the database, a SM is developed. It relies on the use of orthogonal polynomial regression to describe the evolution of the dislocation content. The SM is then validated against predictions of the dead load creep response given by the polycrystal model across a range of temperatures and stresses. When the SM is used to predict the response of 316H during complex non monotonic loading, extrapolating to new loading conditions, it is found that predictions compare particularly well against those from the physics-based polycrystal model.

36 MATERIALS SCIENCE↗

Rationally extended many-body truncated Calogero–Sutherland model

We construct a rational extension of the truncated Calogero–Sutherland model by Pittman et al. The exact solution of this rationally extended model is obtained analytically and it is shown that while the energy eigenvalues remain unchanged, however the eigenfunctions are completely different and written in terms of exceptional X{sub 1} Laguerre orthogonal polynomials. The rational model is further extended to a more general X{sub m} case by introducing m dependent interaction term. As expected, in the special case of m=0, the extended model reduces to the conventional model of Pittman et al. In the two appropriate limits, we thereby obtain rational extensions of the celebrated Calogero–Sutherland as well as Jain–Khare models. The multi-index extension of the model is also discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗