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At least 55 records · Page 3

Lagrangian simulations of spray interaction with a surface using a stochastic multi-regime impingement model

Modeling of spray impingement upon the piston or cylinder surface is important for hydrocarbon emission and soot predictions in high-fidelity simulation of internal combustion engines with direct injections. Due to the complexity of the physical process of spray impingement, current computational models heavily rely on the empirical studies which involve large uncertainties. A computational model is presented for spray impingement on solid walls in general computational fluid dynamics (CFD) simulations. The model adopts the Marmanis-Thoroddsen theory for determining the number of secondary droplets and a stochastic method for calculating the velocities of the secondary droplets. The numerical methods and parallel implementation of the impingement model are presented in detail. The model is implemented in Grit, which is a recently developed CPU/GPU performance-portable Lagrangian particle library, for accelerating spray simulations. The model and its implementation are tested for examples of spray impingements on flat and smooth surfaces with different impingement angles.

Ge, Wenjun↗

Staggered scheme for the compressible fluctuating hydrodynamics of multispecies fluid mixtures

Here, we present a numerical formulation for the solution of nonisothermal, compressible Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical method is the use of staggered grid momenta along with a finite volume discretization of the thermodynamic variables to solve the resulting stochastic partial differential equations. The key advantages of the numerical scheme are that it significantly simplifies the discretization of diffusive and stochastic momentum fluxes into a more compact form, and it provides an unambiguous prescription of boundary conditions involving pressure. The staggered grid scheme more accurately reproduces the equilibrium static structure factor of hydrodynamic fluctuations in gas mixtures compared to a collocated scheme described previously by Balakrishnan et al. [Phys. Rev. E 89, 013017 (2014)1539-375510.1103/PhysRevE.89.013017]. The numerical method is tested for ideal noble gases mixtures under various nonequilibrium conditions, such as applied thermal and concentration gradients, to assess the role of cross-diffusion effects, such as Soret and Dufour, on the long-ranged correlations of hydrodynamic fluctuations, which are also more accurately reproduced compared to the collocated scheme. We numerically study giant nonequilibrium fluctuations driven by concentration gradients and fluctuation-driven Rayleigh-Taylor instability in gas mixtures. Wherever applicable, excellent agreement is observed with theory and measurements from the direct simulation Monte Carlo method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Transported PDF Modeling of Compressible Turbulent Reactive Flows by using the Eulerian Monte Carlo Fields Method

Although the transported probability density function (PDF) method has been developed for decades, its application has been mainly focused on the low-Mach number flow problems. This work extends the transported PDF method to compressible flow problems. The Eulerian Monte Carlo fields (EMCF) solution method is employed to solve the transported PDF equation for compressible flow problems. A pseudo stagnation enthalpy is introduced and its stochastic partial differential equation is derived to ensure total energy conservation numerically. A new mixing model called interaction by partial exchange with mean (IPEM) is introduced to expand the available choices of mixing models for the EMCF method. The consistency of the EMCF method is examined for solving the transported PDF equation. Numerical implementation details are discussed, such as the density coupling between the compressible flow solver and the EMCF solver, discretization schemes for the mixing terms and the stochastic terms. The implemented compressible flow solver coupled with the EMCF solver is verified and validated in a series of test cases with increasing level of complexity, ranging from a statistically one-dimensional turbulent mixing layer to a self-excited resonance model rocket combustor. It is observed that in general with the increase of compressibility, there is an increase in the sensitivity of the modeling results to the different models and algorithms. This makes it necessary to develop a thorough understanding of the model sensitivity in order to develop a robust and accurate simulation solver for highly compressible turbulent reactive flows. The thermo-acoustic instability inside the model rocket combustor case is captured reasonably, which demonstrates the overall capability of the developed compressible turbulent combustion solver based on the transported PDF method.

42 ENGINEERING↗

A stochastic covariance shrinkage approach to particle rejuvenation in the ensemble transform particle filter

Rejuvenation in particle filters is necessary to prevent the collapse of the weights when the number of particles is insufficient to properly sample the high-probability regions of the state space. Rejuvenation is often implemented in a heuristic manner by the addition of random noise that widens the support of the ensemble. This work aims at improving canonical rejuvenation methodology by the introduction of additional prior information obtained from climatological samples; the dynamical particles used for importance sampling are augmented with samples obtained from stochastic covariance shrinkage. A localized variant of the proposed method is developed. Numerical experiments with the Lorenz '63 model show that modified filters significantly improve the analyses for low dynamical ensemble sizes. Furthermore, localization experiments with the Lorenz '96 model show that the proposed methodology is extendable to larger systems.

54 ENVIRONMENTAL SCIENCES↗

Data-driven surrogates for high dimensional models using Gaussian process regression on the Grassmann manifold

This paper introduces a surrogate modeling scheme based on Grassmannian manifold learning to be used for cost-efficient predictions of high-dimensional stochastic systems. The method exploits subspace-structured features of each solution by projecting it onto a Grassmann manifold. This point-wise linear dimensionality reduction harnesses the structural information to assess the similarity between solutions at different points in the input parameter space. The method utilizes a solution clustering approach in order to identify regions of the parameter space over which solutions are sufficiently similarly such that they can be interpolated on the Grassmannian. In this clustering, the reduced-order solutions are partitioned into disjoint clusters on the Grassmann manifold using the eigen-structure of properly defined Grassmannian kernels and, the Karcher mean of each cluster is estimated. Then, the points in each cluster are projected onto the tangent space with origin at the corresponding Karcher mean using the exponential mapping. For each cluster, a Gaussian process regression model is trained that maps the input parameters of the system to the reduced solution points of the corresponding cluster projected onto the tangent space. Using this Gaussian process model, the full-field solution can be efficiently predicted at any new point in the parameter space. In certain cases, the solution clusters will span disjoint regions of the parameter space. In such cases, for each of the solution clusters we utilize a second, density-based spatial clustering to group their corresponding input parameter points in the Euclidean space. The proposed method is applied to two numerical examples. Here, the first is a nonlinear stochastic ordinary differential equation with uncertain initial conditions where the surrogate is used to predict the time history solution. The second involves modeling of plastic deformation in a model amorphous solid using the Shear Transformation Zone theory of plasticity, where the proposed surrogate is used to predict the full strain field of a material specimen under large shear strains.

42 ENGINEERING↗

Improving Solution Accuracy and Convergence for Stochastic Physics Parameterizations with Colored Noise

Stochastic parameterizations are used in numerical weather prediction and climate modeling to help capture the uncertainty in the simulations and improve their statistical properties. Convergence issues can arise when time integration methods originally developed for deterministic differential equations are applied naively to stochastic problems. In previous studies, it has been demonstrated that a correction term, known in stochastic analysis as the Itô correction, can help improve solution accuracy for various deterministic numerical schemes and ensure convergence to the physically relevant solution without substantial computational overhead. The usual formulation of the Itô correction is valid only when the stochasticity is represented by white noise. In this study, a generalized formulation of the Itô correction is derived for noises of any color. The formulation is applied to a test problem described by an advection–diffusion equation forced with a spectrum of fast processes. We present numerical results for cases with both constant and spatially varying advection velocities to show that, for the same time step sizes, the introduction of the generalized Itô correction helps to substantially reduce time integration error and significantly improve the convergence rate of the numerical solutions when the forcing term in the governing equation is rough (fast varying); alternatively, for the same target accuracy, the generalized Itô correction allows for the use of significantly longer time steps and, hence, helps to reduce the computational cost of the numerical simulation.

54 ENVIRONMENTAL SCIENCES↗

An automated approach to the alignment of compound refractive lenses

Compound refractive lenses (CRLs) are established X-ray focusing optics, and are thus a key element of many beamlines at X-ray facilities, used to either to focus a beam or image a sample. While CRLs are quite established, the stack of single lens elements affords a very small numerical aperture because of the thick lens profile, making them far more difficult to align than classical optical lenses that obey the thin-lens approximation. This means that the alignment must be very precise and is highly sensitive to changes to the incident beam; aligning CRLs is thus typically treated as a time-consuming manual process. Many groups circumvent day-to-day realignment by using engineering controls (e.g. mounting optics) that sacrifice some of the beam’s focusing characteristics, i.e. spot size, or resolution. While these choices minimize setup time, there are clear disadvantages. This work presents a new automated approach to align CRLs using a simple alignment apparatus that is easy to adapt and install at different types of X-ray experiments or facilities. Our approach builds on recent CRL modeling efforts, using an approach based on the Stochastic Nelder-Mead (SNM) simplex method. We demonstrate the efficacy of this method by numerical simulation and then extend this test to real experiments conducted at the Advanced Photon Source to confirm its performance with a synchrotron X-ray beam. This work provides an opportunity to automate key instrumentation at X-ray facilities.

97 MATHEMATICS AND COMPUTING↗

Fully consistent Eulerian Monte Carlo fields method for solving probability density function transport equations in turbulence modeling

The probability density function (PDF) transport equation method is a sophisticated model for the closure of turbulent mixing and turbulent reactive flows. An efficient solution approach for solving the PDF transport equation has been vital for the method to be widely used in applications. The Eulerian Monte Carlo fields (EMCF) method has been developed to solve the PDF transport equation efficiently for decades. A recent work by Wang et al. revealed a serious issue of the EMCF method for not being fully consistent with the PDF transport equation for which the method is designed to solve. This work advances the state of the art by introducing fully consistent EMCF methods for solving the PDF transport equation. The fully consistent EMCF formulations are derived for two different PDF equation forms. The consistency of the EMCF formulations is mathematically confirmed by examining the derived moment transport equations from the EMCF formulations and from the PDF transport equation. The method of manufactured solutions is employed to further verify the consistency and convergence of the different EMCF formulations numerically. The newly introduced EMCF formulations bring the EMCF method to full consistency with the PDF transport equations for the first time.

42 ENGINEERING↗

An adaptive stochastic sequential quadratic programming with differentiable exact augmented lagrangians

In this study, we consider solving nonlinear optimization problems with a stochastic objective and deterministic equality constraints. We assume for the objective that its evaluation, gradient, and Hessian are inaccessible, while one can compute their stochastic estimates by, for example, subsampling. We propose a stochastic algorithm based on sequential quadratic programming (SQP) that uses a differentiable exact augmented Lagrangian as the merit function. To motivate our algorithm design, we first revisit and simplify an old SQP method Lucidi developed for solving deterministic problems, which serves as the skeleton of our stochastic algorithm. Based on the simplified deterministic algorithm, we then propose a non-adaptive SQP for dealing with stochastic objective, where the gradient and Hessian are replaced by stochastic estimates but the stepsizes are deterministic and prespecified. Finally, we incorporate a recent stochastic line search procedure Paquette and Scheinberg into the non-adaptive stochastic SQP to adaptively select the random stepsizes, which leads to an adaptive stochastic SQP. The global "almost sure" convergence for both non-adaptive and adaptive SQP methods is established. Numerical experiments on nonlinear problems in CUTEst test set demonstrate the superiority of the adaptive algorithm.

97 MATHEMATICS AND COMPUTING↗

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↗

An automated approach to the alignment of compound refractive lenses

Compound refractive lenses (CRLs) are established X-ray focusing optics, and are used to focus the beam or image the sample in many beamlines at X-ray facilities. While CRLs are quite established, the stack of single lens elements affords a very small numerical aperture because of the thick lens profile, making them far more difficult to align than classical optical lenses that obey the thin-lens approximation. This means that the alignment must be very precise and is highly sensitive to changes to the incident beam, often requiring regular readjustments. Some groups circumvent the full realignment procedure by using engineering controls ( e.g. mounting optics) that sacrifice some of the beam's focusing precision, i.e. spot size, or resolution. While these choices minimize setup time, there are clear disadvantages. This work presents a new automated approach to align CRLs using a simple alignment apparatus that is easy to adapt and install at different types of X-ray experiments or facilities. This approach builds on recent CRL modeling efforts, using an approach based on the Stochastic Nelder–Mead (SNM) simplex method. This method is outlined and its efficacy is demonstrated with numerical simulation that is tested in real experiments conducted at the Advanced Photon Source to confirm its performance with a synchrotron beam. This work provides an opportunity to automate key instrumentation at X-ray facilities.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Numerical modeling of a proof-of-principle experiment on optical stochastic cooling at an electron storage ring

Cooling of beams circulating in storage rings is critical for many applications including particle colliders and synchrotron light sources. A method enabling unprecedented beam-cooling rates, optical stochastic cooling (OSC), was recently demonstrated in the Integrable Optics Test Accelerator (IOTA) electron storage ring at Fermilab [J. Jarvis , ]. This paper describes the numerical implementation of the OSC process in the particle-tracking program and discusses the validation of the developed model with available experimental data. The model is also employed to highlight some features associated with different modes of operation of OSC. The developed simulation tool should be valuable in guiding future configurations of optical stochastic cooling and, more broadly, modeling self-field-based beam manipulations. Published by the American Physical Society 2024

43 PARTICLE ACCELERATORS↗

Advanced Computing is at the Forefront of a New “Moonshot” Revolutionizing the North American Power Grid

In the 50+ years since the first humans landed on the moon, computing has grown at breakneck speed. We are faced with another challenge that is just as daunting, and just as important to overcome-modernizing the North American electric power grid-and high-performance computing (HPC) systems with specialized software will be an important element in rising to this challenge. We describe at a high level how software developed in the ExaSGD project addresses this "moonshot" goal by utilizing exascale computing and a novel high performance solver software stack to support the mission of decarbonizing power grid operations in an environment of uncertain weather and climate. To reach the exascale benchmark the team has made a number of first-of-their-kind innovations, including novel method for stochastic optimization, fine grained parallel methods for modeling power systems, and GPU resident sparse numerical linear solvers.

17 WIND ENERGY↗

Comparison of Lagrangian Superdroplet and Eulerian Double-Moment Spectral Microphysics Schemes in Large-Eddy Simulations of an Isolated Cumulus Congestus Cloud

Abstract Advanced microphysics schemes (such as Eulerian bin and Lagrangian superdroplet) are becoming standard tools for cloud physics research and parameterization development. This study compares a double-moment bin scheme and a Lagrangian superdroplet scheme via large-eddy simulations of nonprecipitating and precipitating cumulus congestus clouds. Cloud water mixing ratio in the bin simulations is reduced compared to the Lagrangian simulations in the upper part of the cloud, likely from numerical diffusion, which is absent in the Lagrangian approach. Greater diffusion in the bin simulations is compensated by more secondary droplet activation (activation above cloud base), leading to similar or somewhat higher droplet number concentrations and smaller mean droplet radius than the Lagrangian simulations for the nonprecipitating case. The bin scheme also produces a significantly larger standard deviation of droplet radius than the superdroplet method, likely due to diffusion associated with the vertical advection of bin variables. However, the spectral width in the bin simulations is insensitive to the grid spacing between 50 and 100 m, suggesting other mechanisms may be compensating for diffusion as the grid spacing is modified. For the precipitating case, larger spectral width in the bin simulations initiates rain earlier and enhances rain development in a positive feedback loop. However, with time, rain formation in the superdroplet simulations catches up to the bin simulations. Offline calculations using the same drop size distributions in both schemes show that the different numerical methods for treating collision–coalescence also contribute to differences in rain formation. The stochastic collision–coalescence in the superdroplet method introduces more variability in drop growth for a given rain mixing ratio.

54 ENVIRONMENTAL SCIENCES↗

Multi-Period Active Distribution Network Planning Using Multi-Stage Stochastic Programming and Nested Decomposition by SDDIP

This paper presents a multi-period active distribution network planning (ADNP) with distributed generation (DG). The objective of the proposed ADNP is to minimize the total planning cost, subject to both investment and operation constraints. The paper proposes a multi-stage stochastic optimization model to address DG uncertainties over several periods, in which the decisions are made sequentially by only using the present-stage information. A nested decomposition method is proposed which applies the stochastic dual dynamic integer programming (SDDIP) method to address computational intractabilities of the proposed ADNP approach. The presented numerical results and discussions on a 33-bus distribution system and a large-scale 906-bus system verify the effectiveness of the proposed ADNP method and its solution method.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Conditional Point Sampling: A Monte Carlo Method for Radiation Transport in Stochastic Media.

Current methods for stochastic media transport are either computationally expensive or, by nature, approximate. Moreover, none of the well-developed, benchmarked approximate methods can compute the variance caused by the stochastic mixing, a quantity especially important to safety calculations. Therefore, we derive and apply a new conditional probability function (CPF) for use in the recently developed stochastic media transport algorithm Conditional Point Sampling (CoPS), which 1) leverages the full intra-particle memory of CoPS to yield errorless computation of stochastic media outputs in 1D, binary, Markovian-mixed media, and 2) leverages the full inter-particle memory of CoPS and the recently developed Embedded Variance Deconvolution method to yield computation of the variance in transport outputs caused by stochastic material mixing. Numerical results demonstrate errorless stochastic media transport as compared to reference benchmark solutions with the new CPF for this class of stochastic mixing as well as the ability to compute the variance caused by the stochastic mixing via CoPS. Using previously derived, non-errorless CPFs, CoPS is further found to be more accurate than the atomic mix approximation, Chord Length Sampling (CLS), and most of memory-enhanced versions of CLS surveyed. In addition, we study the compounding behavior of CPF error as a function of cohort size (where a cohort is a group of histories that share intra-particle memory) and recommend that small cohorts be used when computing the variance in transport outputs caused by stochastic mixing.

61 RADIATION PROTECTION AND DOSIMETRY↗

A stochastic solver based on the residence time algorithm for crystal plasticity models

Abstract The deformation of crystalline materials by dislocation motion takes place in discrete amounts determined by the Burgers vector. Dislocations may move individually or in bundles, potentially giving rise to intermittent slip. This confers plastic deformation with a certain degree of variability that can be interpreted as being caused by stochastic fluctuations in dislocation behavior. However, crystal plasticity (CP) models are almost always formulated in a continuum sense, assuming that fluctuations average out over large material volumes and/or cancel out due to multi-slip contributions. Nevertheless, plastic fluctuations are known to be important in confined volumes at or below the micron scale, at high temperatures, and under low strain rate/stress deformation conditions. Here, we develop a stochastic solver for CP models based on the residence-time algorithm that naturally captures plastic fluctuations by sampling among the set of active slip systems in the crystal. The method solves the evolution equations of explicit CP formulations, which are recast as stochastic ordinary differential equations and integrated discretely in time. The stochastic CP model is numerically stable by design and naturally breaks the symmetry of plastic slip by sampling among the active plastic shear rates with the correct probability. This can lead to phenomena such as intermittent slip or plastic localization without adding external symmetry-breaking operations to the model. The method is applied to body-centered cubic tungsten single crystals under a variety of temperatures, loading orientations, and imposed strain rates.

42 ENGINEERING↗

A Feynman-Kac based numerical method for the exit time probability of a class of transport problems

The exit time probability, which gives the likelihood that an initial condition leaves a prescribed region of the phase space of a dynamical system at, or before, a given time, is arguably one of the most natural and important transport problems. In this work, we present an accurate and efficient numerical method for computing this probability for systems described by non-autonomous (time-dependent) stochastic differential equations (SDEs) or their equivalent Fokker-Planck partial differential equations. The method is based on the direct approximation of the Feynman-Kac formula that establishes a link between the adjoint Fokker-Planck equation and the forward SDE. The Feynman-Kac formula is approximated using the Gauss-Hermite quadrature rules and piecewise cubic Hermite interpolating polynomials, and a GPU accelerated matrix representation is used to compute the entire time evolution of the exit time probability using a single pass of the algorithm. The method is unconditionally stable, exhibits second order convergence in space, first order convergence in time, and it is straightforward to parallelize. Applications are presented to the advection diffusion of a passive tracer in a fluid flow exhibiting chaotic advection, and to the runaway acceleration of electrons in a plasma in the presence of an electric field, collisions, and radiation damping. Benchmarks against analytical solutions as well as comparisons with explicit and implicit finite difference standard methods for the adjoint Fokker-Planck equation are presented.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗