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At least 379 records · Page 21

A review of spectral methods

An outline for spectral methods for partial differential equations is presented. The basic spectral algorithm is defined, collocation are emphasized and the main advantage of the method, the infinite order of accuracy in problems with smooth solutions are discussed. Examples of theoretical numerical analysis of spectral calculations are presented. An application of spectral methods to transonic flow is presented. The full potential transonic equation is among the best understood among nonlinear equations.

Lustman, L.↗

Implementing abstract multigrid or multilevel methods

Multigrid methods can be formulated as an algorithm for an abstract problem that is independent of the partial differential equation, domain, and discretization method. In such an abstract setting, problems not arising from partial differential equations can be treated. A general theory exists for linear problems. The general theory was motivated by a series of abstract solvers (Madpack). The latest version was motivated by the theory. Madpack now allows for a wide variety of iterative and direct solvers, preconditioners, and interpolation and projection schemes, including user callback ones. It allows for sparse, dense, and stencil matrices. Mildly nonlinear problems can be handled. Also, there is a fast, multigrid Poisson solver (two and three dimensions). The type of solvers and design decisions (including language, data structures, external library support, and callbacks) are discussed. Based on the author's experiences with two versions of Madpack, a better approach is proposed. This is based on a mixed language formulation (C and FORTRAN + preprocessor). Reasons for not using FORTRAN, C, or C++ (individually) are given. Implementing the proposed strategy is not difficult.

Douglas, Craig C.↗

A conservative phase-space moving-grid strategy for a 1D-2V Vlasov–Fokker–Planck Solver

In this work, we develop a conservative configuration- and velocity-space (i.e., phase-space) moving-grid strategy for the Vlasov–Fokker–Planck (VFP) equation in a planar geometry. The velocity-space grid is normalized and shifted in terms of the thermal speed and the bulk-fluid velocity, respectively. The configuration-space grid is moved according to a mesh-motion-partial-differential equation (MMPDE), which equidistributes a monitor function that is inversely proportional to the gradient-length scales of the macroscopic plasma quantities. The resulting inertial terms in the transformed VFP equations are discretized to ensure the discrete conservation of mass, momentum, and energy. To satisfy the discrete conservation theorems in the presence of phase-space mesh motion, we employ the method of discrete nonlinear constraints – explored in previous studies – but the underlying symmetries are determined in a much more efficient manner than before. The conservative grid-adaptivity strategy provides an efficient scheme that resolves important physical structures in the phase-space while controlling the computational complexity at all times. We demonstrate the favorable features of the proposed algorithm through a set of test cases of increasing complexity. The problems test independent components of the algorithms, as well as the integrated capability on settings relevant to inertial confinement fusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Consistent coupling algorithms for coupled core-edge simulations of plasma turbulence

Two schemes for coupling gyrokinetic simulations of microturbulence in tokamaks are proposed. The first scheme is based on an additive Schwarz domain decomposition. In this work, we show that, because the goal of turbulence is long-time averages of the dynamics rather than temporal accuracy, the iteration to self-consistency across domains, which is typically required by Schwarz schemes, can be avoided, thereby accelerating the computation. Second, we propose a coupling scheme that relies entirely on the addition of source terms, leaving the boundary conditions arbitrary. The practical motivations for such a scheme are discussed, and forms of the source terms that ensure consistency and stability are derived. The schemes are tested on a nonlinear, one-dimensional model problem, and the first scheme is further tested on the Hasegawa–Wakatani model.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Statistical-mechanical selection of the shapes of disk galaxies

A new method is proposed for selecting steady state shapes of disk galaxies as 'most probable states' of a large number of stars, given only the total energy and total angular momentum. A partial differential equation is derived for the mean gravitational potential; it is closely related to the 'sinh-Poisson' equation for the mean-field description of a line vortex system or electrostatic guiding-center plasma. A 'water bag' approximation to the distribution function for bound stars renders the equation analytically tractable, but accurate solution of it may require numerical integration, in view of its general nonlinearity.

Montgomery, David↗

PETSc Users Manual (Rev. 3.13)

This manual describes the use of PETSc for the numerical solution of partial differential equations and related problems on high-performance computers. The Portable, Extensible Toolkit for Scientific Computation (PETSc) is a suite of data structures and routines that provide the building blocks for the implementation of large-scale application codes on parallel (and serial) computers. PETSc uses the MPI standard for all message-passing communication. PETSc includes an expanding suite of parallel linear solvers, nonlinear solvers, and time integrators that may be used in application codes written in Fortran, C, C++, and Python. PETSc provides many of the mechanisms needed within parallel application codes, such as parallel matrix and vector assembly routines. The library is organized hierarchically, enabling users to employ the level of abstraction that is most appropriate for a particular problem. By using techniques of object-oriented programming, PETSc provides enormous flexibility for users. PETSc is a sophisticated set of software tools; as such, for some users it initially has a much steeper learning curve than a simple subroutine library. In particular, for individuals without some computer science background, experience programming in C, C++, python, or Fortran and experience using a debugger such as gdb or dbx, it may require a significant amount of time to take full advantage of the features that enable efficient software use. However, the power of the PETSc design and the algorithms it incorporates may make the efficient implementation of many application codes simpler than \rolling them" yourself.

97 MATHEMATICS AND COMPUTING↗

Implicit Extrapolation Methods for Variable Coefficient Problems

Implicit extrapolation methods for the solution of partial differential equations are based on applying the extrapolation principle indirectly. Multigrid tau-extrapolation is a special case of this idea. In the context of multilevel finite element methods, an algorithm of this type can be used to raise the approximation order, even when the meshes are nonuniform or locally refined. Here previous results are generalized to the variable coefficient case and thus become applicable for nonlinear problems. The implicit extrapolation multigrid algorithm converges to the solution of a higher order finite element system. This is obtained without explicitly constructing higher order stiffness matrices but by applying extrapolation in a natural form within the algorithm. The algorithm requires only a small change of a basic low order multigrid method.

Jung, M.↗

WeakIdent: Weak formulation for identifying differential equation using narrow-fit and trimming

Data-driven identification of differential equations is an interesting but challenging problem, especially when the given data are corrupted by noise. When the governing differential equation is a linear combination of various differential terms, the identification problem can be formulated as solving a linear system, with the feature matrix consisting of linear and nonlinear terms multiplied by a coefficient vector. This product is equal to the time derivative term, and thus generates dynamical behaviors. The goal is to identify the correct terms that form the equation to capture the dynamics of the given data. We propose a general and robust framework to recover differential equations using a weak formulation with two new mechanisms, narrow-fit and trimming, for both ordinary and partial differential equations (ODEs and PDEs). The weak formulation facilitates an efficient and robust way to handle noise, and two new mechanisms, narrow-fit and trimming, improve the coefficient support and value recoveries respectively. For each sparsity level, Subspace Pursuit is utilized to find an initial set of support from the large dictionary. Then, we focus on highly dynamic regions (rows of the feature matrix), and error normalize the feature matrix in the narrow-fit step. The support is further updated via trimming the terms that contribute the least. Finally, the support set of features with the smallest Cross-Validation error is chosen as the result. A comprehensive set of numerical experiments are presented for both systems of ODEs and PDEs with various noise levels. The proposed method gives a robust recovery of the coefficients, and a significant denoising effect which can handle up to 100% noise-to-signal ratio for some equations. We compare the proposed method with several state-of-the-art algorithms for the recovery of differential equations.

97 MATHEMATICS AND COMPUTING↗

Dynamic characteristics of a two-stage variable-mass flexible missile with internal flow

A general formulation of the dynamical problems associated with powered flight of a two stage flexible, variable-mass missile with internal flow, discrete masses, and aerodynamic forces is presented. The formulation comprises six ordinary differential equations for the rigid body motion, 3n ordinary differential equations for the n discrete masses and three partial differential equations with the appropriate boundary conditions for the elastic motion. This set of equations is modified to represent a single stage flexible, variable-mass missile with internal flow and aerodynamic forces. The rigid-body motion consists then of three translations and three rotations, whereas the elastic motion is defined by one longitudinal and two flexural displacements, the latter about two orthogonal transverse axes. The differential equations are nonlinear and, in addition, they possess time-dependent coefficients due to the mass variation.

Meirovitch, L.↗

A general conclusion regarding the large amplitude flexural vibration of beams and plates.

Use is made of the two coupled partial differential equations that govern the large amplitude flexural vibration of flat plates. On the basis of an assumed vibration mode taken to be separable in the space coordinates and time, the modal equation is obtained. In the case of a one-term solution, it is shown that the modal equation is the same as the dynamic equation of a mass-spring combination where the restoring force of the nonlinear spring is a cubic and an odd function of the displacement. Since the modal equation is a nonlinear, ordinary differential equation with positive coefficients, it is shown that the nonlinearity associated with the large amplitude flexural vibration of beams and plates is of the hardening type, that is, the frequency increases with amplitude.

Pandalai, K. A. V.↗

Path Properties of Atmospheric Transitions: Illustration with a Low-Order Sudden Stratospheric Warming Model

Many rare weather events, including hurricanes, droughts, and floods, dramatically impact human life. To accurately forecast these events and characterize their climatology requires specialized mathematical techniques to fully leverage the limited data that are available. Here we describe transition path theory (TPT), a framework originally developed for molecular simulation, and argue that it is a useful paradigm for developing mechanistic understanding of rare climate events. TPT provides a method to calculate statistical properties of the paths into the event. As an initial demonstration of the utility of TPT, we analyze a low-order model of sudden stratospheric warming (SSW), a dramatic disturbance to the polar vortex that can induce extreme cold spells at the surface in the midlatitudes. SSW events pose a major challenge for seasonal weather prediction because of their rapid, complex onset and development. Climate models struggle to capture the long-term statistics of SSW, owing to their diversity and intermittent nature. We use a stochastically forced Holton–Mass-type model with two stable states, corresponding to radiative equilibrium and a vacillating SSW-like regime. In this stochastic bistable setting, from certain probabilistic forecasts TPT facilitates estimation of dominant transition pathways and return times of transitions. These “dynamical statistics” are obtained by solving partial differential equations in the model’s phase space. With future application to more complex models, TPT and its constituent quantities promise to improve the predictability of extreme weather events through both generation and principled evaluation of forecasts.

54 ENVIRONMENTAL SCIENCES↗

An Eulerian Vlasov-Fokker–Planck algorithm for spherical implosion simulations of inertial confinement fusion capsules

Here, we present a numerical algorithm that enables a phase-space adaptive Eulerian Vlasov–Fokker–Planck (VFP) simulation of inertial confinement fusion (ICF) capsule implosions. The approach relies on extending a recent mass, momentum, and energy conserving phase-space moving-mesh adaptivity strategy to spherical geometry. In configuration space, we employ a mesh motion partial differential equation (MMPDE) strategy while, in velocity space, the mesh is expanded/contracted and shifted with the plasma’s evolving temperature and drift velocity. The mesh motion is dealt with by transforming the underlying VFP equations into a computational (logical) coordinate, with the resulting inertial terms carefully discretized to ensure conservation. To deal with the spatial and temporally varying dynamics in a spherically imploding system, we have developed a novel nonlinear stabilization strategy for MMPDE in the configuration space. The strategy relies on a nonlinear optimization procedure that optimizes between mesh quality and the volumetric rate change of the mesh to ensure both accuracy and stability of the solution. Implosions of ICF capsules are driven by several boundary conditions: (1) an elastic moving wall boundary; (2) a time-dependent Maxwellian Dirichlet boundary; and (3) a pressure-driven Lagrangian boundary. Of these, the pressure-driven Lagrangian boundary driver is new to our knowledge. The implementation of our strategy is verified through a set of test problems, including the Guderley and Van-Dyke implosion problems — the first-ever reported using a Vlasov–Fokker–Planck model.

1D2V↗

A High-Order Eulerian–Lagrangian Runge–Kutta Finite Volume (EL–RK–FV) Method for Scalar Nonlinear Conservation Laws

Abstract We present a class of high-order Eulerian–Lagrangian Runge–Kutta finite volume methods that can numerically solve Burgers’ equation with shock formations, which could be extended to general scalar conservation laws. Eulerian–Lagrangian (EL) and semi-Lagrangian (SL) methods have recently seen increased development and have become a staple for allowing large time-stepping sizes. Yet, maintaining relatively large time-stepping sizes post shock formation remains quite challenging. Our proposed scheme integrates the partial differential equation on a space-time region partitioned by linear approximations to the characteristics determined by the Rankine–Hugoniot jump condition. We trace the characteristics forward in time and present a merging procedure for the mesh cells to handle intersecting characteristics due to shocks. Following this partitioning, we write the equation in a time-differential form and evolve with Runge–Kutta methods in a method-of-lines fashion. High-resolution methods such as ENO and WENO-AO schemes are used for spatial reconstruction. Extension to higher dimensions is done via dimensional splitting. Numerical experiments demonstrate our scheme’s high-order accuracy and ability to sharply capture post-shock solutions with large time-stepping sizes.

Chen, Jiajie↗

Parameter estimation of large flexible aerospace structures with application to the control of the Maypole Deployable Reflector

Systems such as the Maypole deployable reflector have a distributed parameter nature. The flexible column and hoop structure and the circular antenna of 30-100 meter diameter which it supports are described by partial, rather than ordinary, differential equations. Progress completed in reduced order modelling andd controller design and digital parameter estimation and control is summarized. Topics covered include depolyment and on-orbit operation; quasi-static (steady state) operation; dynamic distributed parameter system; autoregressive moving average identification; frequency domain procedures; direct or implicit active control; adaptive observers; parameter estimation using a linear reinforcement learning factor; feedback control; and reduced order modeling for nonlinear systems.

Balas, M. J.↗

A survey of unsupervised learning methods for high-dimensional uncertainty quantification in black-box-type problems

Constructing surrogate models for uncertainty quantification (UQ) on complex partial differential equations (PDEs) having inherently high-dimensional O(10 n ), n ≥ 2, stochastic inputs (e.g., forcing terms, boundary conditions, initial conditions) poses tremendous challenges. The “curse of dimensionality” can be addressed with suitable unsupervised learning techniques used as a pre-processing tool to encode inputs onto lower-dimensional subspaces while retaining its structural information and meaningful properties. In this work, we review and investigate thirteen dimension reduction methods including linear and nonlinear, spectral, blind source separation, convex and non-convex methods and utilize the resulting embeddings to construct a mapping to quantities of interest via polynomial chaos expansions (PCE). Here, we refer to the general proposed approach as manifold PCE (m-PCE), where manifold corresponds to the latent space resulting from any of the studied dimension reduction methods. To investigate the capabilities and limitations of these methods we conduct numerical tests for three physics-based systems (treated as black-boxes) having high-dimensional stochastic inputs of varying complexity modeled as both Gaussian and non-Gaussian random fields to investigate the effect of the intrinsic dimensionality of input data. We demonstrate both the advantages and limitations of the unsupervised learning methods and we conclude that a suitable m-PCE model provides a cost-effective approach compared to alternative algorithms proposed in the literature, including recently proposed expensive deep neural network-based surrogates and can be readily applied for high-dimensional UQ in stochastic PDEs.

42 ENGINEERING↗

Accurate data-driven surrogates of dynamical systems for forward propagation of uncertainty

Stochastic collocation (SC) is a well-known non-intrusive method of constructing surrogate models for uncertainty quantification. In dynamical systems, SC is especially suited for full-field uncertainty propagation that characterizes the distributions of the high-dimensional solution fields of a model with stochastic input parameters. However, due to the highly nonlinear nature of the parameter-to-solution map in even the simplest dynamical systems, the constructed SC surrogates are often inaccurate. Here, this work presents an alternative approach, where we apply the SC approximation over the dynamics of the model, rather than the solution. By combining the data-driven sparse identification of nonlinear dynamics framework with SC, we construct dynamics surrogates and integrate them through time to construct the surrogate solutions. We demonstrate that the SC-over-dynamics framework leads to smaller errors, both in terms of the approximated system trajectories as well as the model state distributions, when compared against full-field SC applied to the solutions directly. We present numerical evidence of this improvement using three test problems: a chaotic ordinary differential equation, and two partial differential equations from solid mechanics.

42 ENGINEERING↗

Cross-beam energy transfer in direct-drive ICF. II. Theory and simulation of mitigation through increased laser bandwidth

The response of the cross-beam energy transfer instability (CBET) to laser bandwidth is investigated through a combination of theory and simulation. Existing linear theory is generalized to treat broadband lasers, demonstrating that CBET is most effectively suppressed when the bandwidth exceeds the ion-acoustic wave (IAW) frequency. It is shown that for such bandwidths, reverse (seed to pump) transfer becomes possible, which reduces the net energy transfer rapidly as bandwidth is increased. The CBET gain exponent in this regime scales with bandwidth (Δω) as Δω−3 for Gaussian or Lorentzian laser spectra with different scalings possible for other spectra. Comparison of our theory with linearized fluid and particle-in-cell simulations, performed with the laser-plasma simulation environment (LPSE) and vector particle in cell (VPIC) codes, respectively, finds that the model is accurate in the absence of nonlinear processes. However, linear analysis also finds that the IAW energy density scales as Δω−1, implying that nonlinear effects may be more difficult to control than the CBET scaling would suggest. Indeed, nonlinear effects are found to be present in VPIC simulations with high-intensity lasers, despite minimal apparent CBET. Nonlinear processes in the VPIC cases include particle trapping, the two-ion wave decay, and ion wave self-focusing. In some high intensity VPIC cases, these effects lead to net energy transfer from seed to pump and increases to backscatter stimulated Brillouin scattering reflectivities. Finally, for a given bandwidth, we show that improved control of nonlinear processes can be achieved via smoothing by spectral dispersion.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Canonical forms for nonlinear systems

Necessary and sufficient conditions for transforming a nonlinear system to a controllable linear system have been established, and this theory has been applied to the automatic flight control of aircraft. These transformations show that the nonlinearities in a system are often not intrinsic, but are the result of unfortunate choices of coordinates in both state and control variables. Given a nonlinear system (that may not be transformable to a linear system), we construct a canonical form in which much of the nonlinearity is removed from the system. If a system is not transformable to a linear one, then the obstructions to the transformation are obvious in canonical form. If the system can be transformed (it is called a linear equivalent), then the canonical form is a usual one for a controllable linear system. Thus our theory of canonical forms generalizes the earlier transformation (to linear systems) results. Our canonical form is not unique, except up to solutions of certain partial differential equations we discuss. In fact, the important aspect of this paper is the constructive procedure we introduce to reach the canonical form. As is the case in many areas of mathematics, it is often easier to work with the canonical form than in arbitrary coordinate variables.

Su, R.↗