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At least 37 records · Page 2

Enabling Predictive Simulation and UQ of Complex Multiphysics PDE Systems by the Development of Goal-Oriented Variational Sensitivity Analysis and A Posteriori Error Estimation Methods

It was demonstrated that a posteriori analyses in general and in particular one that uses adjoint methods can accurately and efficiently compute numerical error estimates and sensitivity for critical Quantities of Interest (QoIs) that depend on a large number of parameters. Activities include: analysis and implementation of several time integration techniques for solving system of ODEs as typically obtained from spatial discretization of PDE systems; multirate integration methods for ordinary differential equations; formulation and analysis of an iterative multi-discretization Galerkin finite element method for multi-scale reaction-diffusion equations; investigation of an inexpensive postprocessing technique to estimate the error of finite element solution of the second-order quasi-linear elliptic problems measured in some global metrics; investigation of an application of the residual-based a posteriori error estimates to symmetric interior penalty discontinuous Galerkin method for solving a class of second order quasi-linear elliptic problems; a posteriori analysis of explicit time integrations for system of linear ordinary differential equations; derivation of accurate a posteriori goal oriented error estimates for a user-defined quantity of interest for two classes of first and second order IMEX schemes for advection-diffusion-reaction problems; Postprocessing finite element solution; and A Bayesian Framework for Uncertain Quantification of Porous Media Flows.

97 MATHEMATICS AND COMPUTING↗

A function space approach to smoothing with applications to model error estimation for flexible spacecraft control

A function space approach to smoothing is used to obtain a set of model error estimates inherent in a reduced-order model. By establishing knowledge of inevitable deficiencies in the truncated model, the error estimates provide a foundation for updating the model and thereby improving system performance. The function space smoothing solution leads to a specification of a method for computation of the model error estimates and development of model error analysis techniques for comparison between actual and estimated errors. The paper summarizes the model error estimation approach as well as an application arising in the area of modeling for spacecraft attitude control.

Rodriguez, G.↗

Application of Parallel Adjoint-Based Error Estimation and Anisotropic Grid Adaptation for Three-Dimensional Aerospace Configurations

This paper demonstrates the extension of error estimation and adaptation methods to parallel computations enabling larger, more realistic aerospace applications and the quantification of discretization errors for complex 3-D solutions. Results were shown for an inviscid sonic-boom prediction about a double-cone configuration and a wing/body segmented leading edge (SLE) configuration where the output function of the adjoint was pressure integrated over a part of the cylinder in the near field. After multiple cycles of error estimation and surface/field adaptation, a significant improvement in the inviscid solution for the sonic boom signature of the double cone was observed. Although the double-cone adaptation was initiated from a very coarse mesh, the near-field pressure signature from the final adapted mesh compared very well with the wind-tunnel data which illustrates that the adjoint-based error estimation and adaptation process requires no a priori refinement of the mesh. Similarly, the near-field pressure signature for the SLE wing/body sonic boom configuration showed a significant improvement from the initial coarse mesh to the final adapted mesh in comparison with the wind tunnel results. Error estimation and field adaptation results were also presented for the viscous transonic drag prediction of the DLR-F6 wing/body configuration, and results were compared to a series of globally refined meshes. Two of these globally refined meshes were used as a starting point for the error estimation and field-adaptation process where the output function for the adjoint was the total drag. The field-adapted results showed an improvement in the prediction of the drag in comparison with the finest globally refined mesh and a reduction in the estimate of the remaining drag error. The adjoint-based adaptation parameter showed a need for increased resolution in the surface of the wing/body as well as a need for wake resolution downstream of the fuselage and wing trailing edge in order to achieve the requested drag tolerance. Although further adaptation was required to meet the requested tolerance, no further cycles were computed in order to avoid large discrepancies between the surface mesh spacing and the refined field spacing.

Lee-Rausch, E. M.↗

Stress Recovery and Error Estimation for 3-D Shell Structures

The C1-continuous stress fields obtained from finite element analyses are in general lower- order accurate than are the corresponding displacement fields. Much effort has focussed on increasing their accuracy and/or their continuity, both for improved stress prediction and especially error estimation. A previous project developed a penalized, discrete least squares variational procedure that increases the accuracy and continuity of the stress field. The variational problem is solved by a post-processing, 'finite-element-type' analysis to recover a smooth, more accurate, C1-continuous stress field given the 'raw' finite element stresses. This analysis has been named the SEA/PDLS. The recovered stress field can be used in a posteriori error estimators, such as the Zienkiewicz-Zhu error estimator or equilibrium error estimators. The procedure was well-developed for the two-dimensional (plane) case involving low-order finite elements. It has been demonstrated that, if optimal finite element stresses are used for the post-processing, the recovered stress field is globally superconvergent. Extension of this work to three dimensional solids is straightforward. Attachment: Stress recovery and error estimation for shell structure (abstract only). A 4-node, shear-deformable flat shell element developed via explicit Kirchhoff constraints (abstract only). A novel four-node quadrilateral smoothing element for stress enhancement and error estimation (abstract only).

Riggs, H. R.↗

Evaluation of dual-weighted residual and machine learning error estimation for projection-based reduced-order models of steady partial differential equations

Projection-based reduced-order models (pROMs) show great promise as a means to accelerate many-query applications such as forward error propagation, solving inverse problems, and design optimization. In order to deploy pROMs in the context of high-consequence decision making, accurate error estimates are required to determine the region(s) of applicability in the parameter space. The following paper considers the dual-weighted residual (DWR) error estimate for pROMs and compares it to another promising pROM error estimate, machine learned error models (MLEM). Here, we show how DWR can be applied to ROMs and then evaluate DWR on two partial differential equations (PDEs): a two-dimensional linear convection–reaction–diffusion equation, and a three-dimensional static hyper-elastic beam. It is shown that DWR is able to estimate errors for pROMs extrapolating outside of their training set while MLEM is best suited for pROMs used to interpolate within the pROM training set.

42 ENGINEERING↗

SU-E-T-769: T-Test Based Prior Error Estimate and Stopping Criterion for Monte Carlo Dose Calculation in Proton Therapy

Purpose: The Monte Carlo (MC) method is a gold standard for dose calculation in radiotherapy. However, it is not a priori clear how many particles need to be simulated to achieve a given dose accuracy. Prior error estimate and stopping criterion are not well established for MC. This work aims to fill this gap. Methods: Due to the statistical nature of MC, our approach is based on one-sample t-test. We design the prior error estimate method based on the t-test, and then use this t-test based error estimate for developing a simulation stopping criterion. The three major components are as follows.First, the source particles are randomized in energy, space and angle, so that the dose deposition from a particle to the voxel is independent and identically distributed (i.i.d.).Second, a sample under consideration in the t-test is the mean value of dose deposition to the voxel by sufficiently large number of source particles. Then according to central limit theorem, the sample as the mean value of i.i.d. variables is normally distributed with the expectation equal to the true deposited dose.Third, the t-test is performed with the null hypothesis that the difference between sample expectation (the same as true deposited dose) and on-the-fly calculated mean sample dose from MC is larger than a given error threshold, in addition to which users have the freedom to specify confidence probability and region of interest in the t-test based stopping criterion. Results: The method is validated for proton dose calculation. The difference between the MC Result based on the t-test prior error estimate and the statistical Result by repeating numerous MC simulations is within 1%. Conclusion: The t-test based prior error estimate and stopping criterion are developed for MC and validated for proton dose calculation. Xiang Hong and Hao Gao were partially supported by the NSFC (#11405105), the 973 Program (#2015CB856000) and the Shanghai Pujiang Talent Program (#14PJ1404500)

60 APPLIED LIFE SCIENCES↗

An a posteriori residual-based spatial discretization error estimator for S N neutron transport

The “residual source estimator”, an implicit residual-based spatial discretization error estimator for S N neutron transport methods, is introduced. The estimator uses an approximation of the residual as a fixed source for an analogous transport problem whose solution is the error estimate, using the same transport operator as the original numerical solution. The complete derivation of the residual source estimator, the approximation of the residual, and higher-order derivatives is included. The performance of the residual source estimator for 0-order DGFEM is tested against reference solutions. For problems with true solutions discontinuous in the first derivative across the singular characteristics, the residual source estimator is generally accurate, precise, and computationally affordable compared to similar estimators. It suffers in problems where solutions are discontinuous, particularly when the discontinuity inflicts significant inaccuracies on the discrete solution; however, compared to other estimators, which suffer similarly, it remains a competitive option.

42 ENGINEERING↗

High Order Implicit Residual-Based Spatial Discretization Error Estimation for S N Neutron Transport

This work demonstrates our novel residual source spatial discretization error estimator (LeR/TEAD) for a DGFEM-1 discretization and assesses it along with two contemporary estimators, Ragusa and Wang's h -refinement estimator (RW) and Duo, Azmy, and Zikatanov's explicit residual-based estimator (DAZ), on a suite of Method of Manufactured Solutions (MMS) 2D problems and three realistic problem geometries. LeR/TE-AD is attractive because it directly estimates the local error in the angular flux, as opposed to a mere indicator of the error's behavior, on the same mesh and method order as the original numerical solution, thus typically being less computationally intensive than a refinement-based method. On the MMS suite, LeR/TE-AD consistently displayed a reduced performance versus its DGFEM-0 results in terms of accuracy and precision metrics, though it was not typically grossly inaccurate. This is attributed to the irregularities in the true solution across singular characteristics limiting the local accuracy of the numerical flux solution, leading to poor derivative approximations used in the residual approximations. The error transport problem then spreads the error in the residual to nearby cells, causing a greater degree of imprecision that did not afflict DAZ or RW. In testing the estimators on realistic problem geometries, however, LeR/TE-AD fared better. In practice, the true error is much larger in non-idealized geometries like in MMS, and a superlinear true solution means that RW and DAZ are not beneficially biased for DGFEM-1 error estimation. LeR/TE-AD was typically first or second in accuracy, primarily competing with RW, but the latter usually consumed 2-4 times the computational time as LeR/TE-AD, and requires a solution with four times as many unknowns. Furthermore, RW and LeR/TE-AD can be used to compute direct estimates of the error in any quantity of interest that is based on the angular ux solution, such as the fission rate density in a fuel pin, whereas DAZ requires a heuristic extension due to its norm-based nature.

97 MATHEMATICS AND COMPUTING↗

Utilizing Adjoint-Based Error Estimates for Surrogate Models to Accurately Predict Probabilities of Events

In thist study, we develop a procedure to utilize error estimates for samples of a surrogate model to compute robust upper and lower bounds on estimates of probabilities of events. We show that these error estimates can also be used in an adaptive algorithm to simultaneously reduce the computational cost and increase the accuracy in estimating probabilities of events using computationally expensive high-fidelity models. Specifically, we introduce the notion of reliability of a sample of a surrogate model, and we prove that utilizing the surrogate model for the reliable samples and the high-fidelity model for the unreliable samples gives precisely the same estimate of the probability of the output event as would be obtained by evaluation of the original model for each sample. The adaptive algorithm uses the additional evaluations of the high-fidelity model for the unreliable samples to locally improve the surrogate model near the limit state, which significantly reduces the number of high-fidelity model evaluations as the limit state is resolved. Numerical results based on a recently developed adjoint-based approach for estimating the error in samples of a surrogate are provided to demonstrate (1) the robustness of the bounds on the probability of an event, and (2) that the adaptive enhancement algorithm provides a more accurate estimate of the probability of the QoI event than standard response surface approximation methods at a lower computational cost.

97 MATHEMATICS AND COMPUTING↗

Error estimates to smooth solutions of semi-discrete discontinuous Galerkin methods with quadrature rules for scalar conservation laws

Here, we focus on error estimates to smooth solutions of semi-discrete discontinuous Galerkin (DG) methods with quadrature rules for scalar conservation laws. The main techniques we use are energy estimate and Taylor expansion first introduced by Zhang and Shu in (Zhang and Shu, SIAM J Num Anal 42 (2004), 641–666). We show that, with p K (piecewise polynomials of degree k) finite elements in 1D problems, if the quadrature over elements is exact for polynomials of degree (2k) error estimates of O(h k+1/2 ) are obtained for general monotone fluxes, and optimal estimates of O(h k+1 ) are obtained for upwind fluxes. For multidimensional problems, if in addition quadrature over edges is exact for polynomials of degree (2k+1), error estimates of O(h k ) are obtained for general monotone fluxes, and O(h k+1/2 ) are obtained for monotone and sufficiently smooth numerical fluxes. Numerical results validate our analysis.

97 MATHEMATICS AND COMPUTING↗

Discretization error estimation and exact solution generation using the method of nearby problems.

The Method of Nearby Problems (MNP), a form of defect correction, is examined as a method for generating exact solutions to partial differential equations and as a discretization error estimator. For generating exact solutions, four-dimensional spline fitting procedures were developed and implemented into a MATLAB code for generating spline fits on structured domains with arbitrary levels of continuity between spline zones. For discretization error estimation, MNP/defect correction only requires a single additional numerical solution on the same grid (as compared to Richardson extrapolation which requires additional numerical solutions on systematically-refined grids). When used for error estimation, it was found that continuity between spline zones was not required. A number of cases were examined including 1D and 2D Burgers equation, the 2D compressible Euler equations, and the 2D incompressible Navier-Stokes equations. The discretization error estimation results compared favorably to Richardson extrapolation and had the advantage of only requiring a single grid to be generated.

99 GENERAL AND MISCELLANEOUS↗

Stress Recovery and Error Estimation for Shell Structures

The Penalized Discrete Least-Squares (PDLS) stress recovery (smoothing) technique developed for two dimensional linear elliptic problems is adapted here to three-dimensional shell structures. The surfaces are restricted to those which have a 2-D parametric representation, or which can be built-up of such surfaces. The proposed strategy involves mapping the finite element results to the 2-D parametric space which describes the geometry, and smoothing is carried out in the parametric space using the PDLS-based Smoothing Element Analysis (SEA). Numerical results for two well-known shell problems are presented to illustrate the performance of SEA/PDLS for these problems. The recovered stresses are used in the Zienkiewicz-Zhu a posteriori error estimator. The estimated errors are used to demonstrate the performance of SEA-recovered stresses in automated adaptive mesh refinement of shell structures. The numerical results are encouraging. Further testing involving more complex, practical structures is necessary.

Yazdani, A. A.↗

Generalizing global error estimation for ordinary differential equations by using coupled time-stepping methods

Here, this study introduces new time-stepping strategies with built-in global error estimators. The new methods propagate the defect along with the numerical solution much like solving for the correction or Zadunaisky’s procedure; however, the proposed approach allows for overlapped internal computations and, therefore, represents a generalization of the classical numerical schemes for solving differential equations with global error estimation. The resulting algorithms can be effectively represented as general linear methods. Finally, several explicit self-starting schemes akin to Runge–Kutta methods with global error estimation are introduced, and the theoretical considerations are illustrated in several examples.

97 MATHEMATICS AND COMPUTING↗

Adjoint Based a posteriori Error Estimation in Drekar::CFD

This document summarizes the results from a level 3 milestone study within the CASL VUQ effort. It demonstrates the capability to perform adjoint-based a posteriori error estimation within Drekar::CFD. The a posteriori error estimates require the solution of a (linear) adjoint problem in a higher order approximation space with data chosen based on the quantity of interest. The a posteriori error estimates are verified using an analytical solution to a laminar flow problem. Finally, the framework is demonstrated on the TH-M Test Case #2 involving a 3-dimensional axisymmetric sudden expansion with a moderate Reynolds numbers ( 5000).

97 MATHEMATICS AND COMPUTING↗

A Complementary Note to 'A Lag-1 Smoother Approach to System-Error Estimation': The Intrinsic Limitations of Residual Diagnostics

Recently, this author studied an approach to the estimation of system error based on combining observation residuals derived from a sequential filter and fixed lag-1 smoother. While extending the methodology to a variational formulation, experimenting with simple models and making sure consistency was found between the sequential and variational formulations, the limitations of the residual-based approach came clearly to the surface. This note uses the sequential assimilation application to simple nonlinear dynamics to highlight the issue. Only when some of the underlying error statistics are assumed known is it possible to estimate the unknown component. In general, when considerable uncertainties exist in the underlying statistics as a whole, attempts to obtain separate estimates of the various error covariances are bound to lead to misrepresentation of errors. The conclusions are particularly relevant to present-day attempts to estimate observation-error correlations from observation residual statistics. A brief illustration of the issue is also provided by comparing estimates of error correlations derived from a quasi-operational assimilation system and a corresponding Observing System Simulation Experiments framework.

Fixed-lag smoothing↗

A posteriori error estimation and adaptivity in hp virtual elements

An explicit and computable error estimator for the hp version of the virtual element method (VEM), together with lower and upper bounds with respect to the exact energy error, is presented. Such error estimator is employed to provide, following the approach of Melenk and Wohlmuth (Adv Comput Math 15(1–4):311–331, 2001), hp adaptive mesh refinements for very general polygonal meshes. In addition, a novel VEM hp Clément quasi-interpolant, instrumental for the a posteriori error analysis, is introduced. The performances of the adaptive method are validated by a number of numerical experiments.

97 MATHEMATICS AND COMPUTING↗

Error estimates and specification parameters for functional renormalization

We present a strategy for estimating the error of truncated functional flow equations. While the basic functional renormalization group equation is exact, approximated solutions by means of truncations do not only depend on the choice of the retained information, but also on the precise definition of the truncation. Therefore, results depend on specification parameters that can be used to quantify the error of a given truncation. We demonstrate this for the BCS–BEC crossover in ultracold atoms. Within a simple truncation the precise definition of the frequency dependence of the truncated propagator affects the results, indicating a shortcoming of the choice of a frequency independent cutoff function.

74 ATOMIC AND MOLECULAR PHYSICS↗