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At least 541 records · Page 30

Geomechanical risk assessment for subsurface fluid disposal operations

Numerical models are commonly used to estimate the state of stress in the subsurface for various engineering applications. These estimates are subject to considerable uncertainty, and yet, the estimates are almost always deterministic, yielding no information about the certainty of the prediction. For some applications, unquantified uncertainties in stress are often acceptable, because the risks related to geomechanics may be of low relative importance compared to other risks (e.g. recoverable resource volume), for which uncertainties are often quantified. Furthermore, many geomechanics-related risks in the petroleum industry are relatively short lived (e.g. well bore stability), and decrease in importance with time. In contrast, for waste water injection or geologic carbon sequestration (GCS), geomechanics-related risks (e.g. seal integrity, induced seismicity) are on par with resource-related risks and are of long-term concern, with the risk generally increasing in importance for a significant period of time. For these reasons, the deterministic stress estimation and risk analysis approaches generally applied in the petroleum industry are insufficient for GCS applications. This paper describes a Bayesian approach to geomechanical uncertainty quantification and risk assessment. The method is demonstrated using data from an active enhanced oil recover/geologic carbon sequestration field as a case study

Burghardt, Jeffrey A.↗

Method of Green’s Potentials for Elliptic PDEs in Domains with Random Apertures

Problems with topological uncertainties appear in many fields ranging from nano-device engineering to the design of bridges. In many of such problems, a part of the domains boundaries is subjected to random perturbations making inefficient conventional schemes that rely on discretization of the whole domain. Here, we study elliptic PDEs in domains with boundaries comprised of a deterministic part and random apertures, and apply the method of modified potentials with Green’s kernels defined on the deterministic part of the domain. This approach allows to reduce the dimension of the original differential problem by reformulating it as a boundary integral equation posed on the random apertures only. The multilevel Monte Carlo method is then applied to this modified integral equation and its optimal ϵ -2 asymptotical complexity is shown. Finally, we provide the qualitative analysis of the proposed technique and support it with numerical results.

97 MATHEMATICS AND COMPUTING↗

Characterization of dislocation structures and deformation mechanisms in as-grown and deformed directionally solidified NiAl–Mo composites

In this paper, directionally solidified (DS) NiAl–Mo eutectic composites were strained to plastic strain values ranging from 0% to 12% to investigate the origin of the previously observed stochastic versus deterministic mechanical behaviors of Mo-alloy micropillars in terms of the development of dislocation structures at different pre-strain levels. The DS composites consist of long, [1 0 0] single-crystal Mo-alloy fibers with approximately square cross-sections embedded in a [1 0 0] single-crystal NiAl matrix. Scanning transmission electron microscopy (STEM) and computational stress state analysis were conducted for the current study. STEM of the as-grown samples (without pre-straining) reveal no dislocations in the investigated Mo-alloy fibers. In the NiAl matrix, on the other hand, a(1 0 0)-type dislocations exist in two orthogonal orientations: along the [1 0 0] Mo fiber axis, and wrapped around the fiber axis. They presumably form to accommodate the different thermal contractions of the two phases during cool down after eutectic solidification. At intermediate pre-strain levels (4–8%), a/2(1 1 1)-type dislocations are present in the Mo-alloy fibers and the pre-existing dislocations in the NiAl matrix seem to be swept toward the interphase boundary. Some of the dislocations in the Mo-alloy fibers appear to be transformed from a(1 0 0)-type dislocations present in the NiAl matrix. Subsequently, the transformed dislocations in the fibers propagate through the NiAl matrix as a(1 1 1) dislocations and aid in initiating additional slip bands in adjacent fibers. Thereafter, co-deformation presumably occurs by (1 1 1) slip in both phases. With a further increase in the pre-strain level (>10%), multiple a/2(1 1 1)-type dislocations are observed in many locations in the Mo-alloy fibers. Interactions between these systems upon subsequent deformation could lead to stable junctions and persistent dislocation sources. Finally, the transition from stochastic to deterministic, bulk-like behavior in sub-micron Mo-alloy pillars may therefore be related to an increasing number of multiple a(1 1 1) dislocation systems within the Mo fibers with increasing pre-strain, considering that the bulk-like behavior is governed by the forest hardening of these junctions.

36 MATERIALS SCIENCE↗

The extended Bloch representation of quantum mechanics and the hidden-measurement solution to the measurement problem

A generalized Bloch sphere, in which the states of a quantum entity of arbitrary dimension are geometrically represented, is investigated and further extended, to also incorporate the measurements. This extended representation constitutes a general solution to the measurement problem, inasmuch it allows to derive the Born rule as an average over hidden-variables, describing not the state of the quantum entity, but its interaction with the measuring system. According to this modelization, a quantum measurement is to be understood, in general, as a tripartite process, formed by an initial deterministic decoherence-like process, a subsequent indeterministic collapse-like process, and a final deterministic purification-like process. We also show that quantum probabilities can be generally interpreted as the probabilities of a first-order non-classical theory, describing situations of maximal lack of knowledge regarding the process of actualization of potential interactions, during a measurement. - Highlights: • An extended Bloch representation of quantum measurements is given. • Quantum measurements are explained in terms of hidden-measurement interactions. • Quantum measurements are explained as tripartite processes. • The Born rule results from a universal average, over all possible measurement processes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Quantum computing based hybrid solution strategies for large-scale discrete-continuous optimization problems

Quantum computing (QC) has gained popularity due to its unique capabilities that are quite different from that of classical computers in terms of speed and methods of operations. This paper proposes hybrid models and methods that effectively leverage the complementary strengths of deterministic algorithms and QC techniques to overcome combinatorial complexity for solving large-scale mixed-integer programming problems. Four applications, namely the molecular conformation problem, job-shop scheduling problem, manufacturing cell formation problem, and the vehicle routing problem, are specifically addressed. Large-scale instances of these application problems across multiple scales ranging from molecular design to logistics optimization are computationally challenging for deterministic optimization algorithms on classical computers. To address the computational challenges, hybrid QC-based algorithms are proposed and extensive computational experimental results are presented to demonstrate their applicability and efficiency. The proposed QC-based solution strategies enjoy high computational efficiency in terms of solution quality and computation time, by utilizing the unique features of both classical and quantum computers.

97 MATHEMATICS AND COMPUTING↗

A hybrid (Monte Carlo/deterministic) approach for multi-dimensional radiation transport

Highlights: {yields} We introduce a variance reduction scheme for Monte Carlo (MC) transport. {yields} The primary application is atmospheric remote sensing. {yields} The technique first solves the adjoint problem using a deterministic solver. {yields} Next, the adjoint solution is used as an importance function for the MC solver. {yields} The adjoint problem is solved quickly since it ignores the volume. - Abstract: A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or a airplane). It uses a deterministic approximation of an adjoint transport solution to reduce variance, computed quickly by ignoring atmospheric interactions. This allows significant variance and computational cost reductions when the atmospheric scattering and absorption coefficient are small. When combined with an atmospheric photon-redirection scheme, significant variance reduction (equivalently acceleration) is achieved in the presence of atmospheric interactions.

97 MATHEMATICS AND COMPUTING↗

Stochastic superparameterization in quasigeostrophic turbulence

In this article we expand and develop the authors' recent proposed methodology for efficient stochastic superparameterization algorithms for geophysical turbulence. Geophysical turbulence is characterized by significant intermittent cascades of energy from the unresolved to the resolved scales resulting in complex patterns of waves, jets, and vortices. Conventional superparameterization simulates large scale dynamics on a coarse grid in a physical domain, and couples these dynamics to high-resolution simulations on periodic domains embedded in the coarse grid. Stochastic superparameterization replaces the nonlinear, deterministic eddy equations on periodic embedded domains by quasilinear stochastic approximations on formally infinite embedded domains. The result is a seamless algorithm which never uses a small scale grid and is far cheaper than conventional SP, but with significant success in difficult test problems. Various design choices in the algorithm are investigated in detail here, including decoupling the timescale of evolution on the embedded domains from the length of the time step used on the coarse grid, and sensitivity to certain assumed properties of the eddies (e.g. the shape of the assumed eddy energy spectrum). We present four closures based on stochastic superparameterization which elucidate the properties of the underlying framework: a ‘null hypothesis’ stochastic closure that uncouples the eddies from the mean, a stochastic closure with nonlinearly coupled eddies and mean, a nonlinear deterministic closure, and a stochastic closure based on energy conservation. The different algorithms are compared and contrasted on a stringent test suite for quasigeostrophic turbulence involving two-layer dynamics on a β-plane forced by an imposed background shear. The success of the algorithms developed here suggests that they may be fruitfully applied to more realistic situations. They are expected to be particularly useful in providing accurate and efficient stochastic parameterizations for use in ensemble-based state estimation and prediction.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A Monte Carlo synthetic-acceleration method for solving the thermal radiation diffusion equation

We present a novel synthetic-acceleration-based Monte Carlo method for solving the equilibrium thermal radiation diffusion equation in three spatial dimensions. The algorithm performance is compared against traditional solution techniques using a Marshak benchmark problem and a more complex multiple material problem. Our results show that our Monte Carlo method is an effective solver for sparse matrix systems. For solutions converged to the same tolerance, it performs competitively with deterministic methods including preconditioned conjugate gradient and GMRES. We also discuss various aspects of preconditioning the method and its general applicability to broader classes of problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Computation of probabilistic hazard maps and source parameter estimation for volcanic ash transport and dispersion

Volcanic ash advisory centers are charged with forecasting the movement of volcanic ash plumes, for aviation, health and safety preparation. Deterministic mathematical equations model the advection and dispersion of these plumes. However initial plume conditions – height, profile of particle location, volcanic vent parameters – are known only approximately at best, and other features of the governing system such as the windfield are stochastic. These uncertainties make forecasting plume motion difficult. As a result of these uncertainties, ash advisories based on a deterministic approach tend to be conservative, and many times over/under estimate the extent of a plume. This paper presents an end-to-end framework for generating a probabilistic approach to ash plume forecasting. This framework uses an ensemble of solutions, guided by Conjugate Unscented Transform (CUT) method for evaluating expectation integrals. This ensemble is used to construct a polynomial chaos expansion that can be sampled cheaply, to provide a probabilistic model forecast. The CUT method is then combined with a minimum variance condition, to provide a full posterior pdf of the uncertain source parameters, based on observed satellite imagery. The April 2010 eruption of the Eyjafjallajökull volcano in Iceland is employed as a test example. The puff advection/dispersion model is used to hindcast the motion of the ash plume through time, concentrating on the period 14–16 April 2010. Variability in the height and particle loading of that eruption is introduced through a volcano column model called bent. Output uncertainty due to the assumed uncertain input parameter probability distributions, and a probabilistic spatial-temporal estimate of ash presence are computed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Noiseless Vlasov–Poisson simulations with linearly transformed particles

We introduce a deterministic discrete-particle simulation approach, the Linearly-Transformed Particle-In-Cell (LTPIC) method, that employs linear deformations of the particles to reduce the noise traditionally associated with particle schemes. Formally, transforming the particles is justified by local first order expansions of the characteristic flow in phase space. In practice the method amounts of using deformation matrices within the particle shape functions; these matrices are updated via local evaluations of the forward numerical flow. Because it is necessary to periodically remap the particles on a regular grid to avoid excessively deforming their shapes, the method can be seen as a development of Denavit's Forward Semi-Lagrangian (FSL) scheme (Denavit, 1972 [8]). However, it has recently been established (Campos Pinto, 2012 [20]) that the underlying Linearly-Transformed Particle scheme converges for abstract transport problems, with no need to remap the particles; deforming the particles can thus be seen as a way to significantly lower the remapping frequency needed in the FSL schemes, and hence the associated numerical diffusion. To couple the method with electrostatic field solvers, two specific charge deposition schemes are examined, and their performance compared with that of the standard deposition method. Finally, numerical 1d1v simulations involving benchmark test cases and halo formation in an initially mismatched thermal sheet beam demonstrate some advantages of our LTPIC scheme over the classical PIC and FSL methods. Benchmarked test cases also indicate that, for numerical choices involving similar computational effort, the LTPIC method is capable of accuracy comparable to or exceeding that of state-of-the-art, high-resolution Vlasov schemes.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multiscale Universal Interface: A concurrent framework for coupling heterogeneous solvers

Graphical abstract: - Abstract: Concurrently coupled numerical simulations using heterogeneous solvers are powerful tools for modeling multiscale phenomena. However, major modifications to existing codes are often required to enable such simulations, posing significant difficulties in practice. In this paper we present a C++ library, i.e. the Multiscale Universal Interface (MUI), which is capable of facilitating the coupling effort for a wide range of multiscale simulations. The library adopts a header-only form with minimal external dependency and hence can be easily dropped into existing codes. A data sampler concept is introduced, combined with a hybrid dynamic/static typing mechanism, to create an easily customizable framework for solver-independent data interpretation. The library integrates MPI MPMD support and an asynchronous communication protocol to handle inter-solver information exchange irrespective of the solvers' own MPI awareness. Template metaprogramming is heavily employed to simultaneously improve runtime performance and code flexibility. We validated the library by solving three different multiscale problems, which also serve to demonstrate the flexibility of the framework in handling heterogeneous models and solvers. In the first example, a Couette flow was simulated using two concurrently coupled Smoothed Particle Hydrodynamics (SPH) simulations of different spatial resolutions. In the second example, we coupled the deterministic SPH method with the stochastic Dissipative Particle Dynamics (DPD) method to study the effect of surface grafting on the hydrodynamics properties on the surface. In the third example, we consider conjugate heat transfer between a solid domain and a fluid domain by coupling the particle-based energy-conserving DPD (eDPD) method with the Finite Element Method (FEM)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A split-step method to include electron–electron collisions via Monte Carlo in multiple rate equation simulations

A split-step numerical method for calculating ultrafast free-electron dynamics in dielectrics is introduced. The two split steps, independently programmed in C++11 and FORTRAN 2003, are interfaced via the presented open source wrapper. The first step solves a deterministic extended multi-rate equation for the ionization, electron–phonon collisions, and single photon absorption by free-carriers. The second step is stochastic and models electron–electron collisions using Monte-Carlo techniques. This combination of deterministic and stochastic approaches is a unique and efficient method of calculating the nonlinear dynamics of 3D materials exposed to high intensity ultrashort pulses. Results from simulations solving the proposed model demonstrate how electron–electron scattering relaxes the non-equilibrium electron distribution on the femtosecond time scale.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stability and accuracy of 3D neutron transport simulations using the 2D/1D method in MPACT

A consistent “2D/1D” neutron transport method is derived from the 3D Boltzmann transport equation, to calculate fuel-pin-resolved neutron fluxes for realistic full-core Pressurized Water Reactor (PWR) problems. The 2D/1D method employs the Method of Characteristics to discretize the radial variables and a lower order transport solution to discretize the axial variable. This paper describes the theory of the 2D/1D method and its implementation in the MPACT code, which has become the whole-core deterministic neutron transport solver for the Consortium for Advanced Simulations of Light Water Reactors (CASL) core simulator VERA-CS. Several applications have been performed on both leadership-class and industry-class computing clusters. Results are presented for whole-core solutions of the Watts Bar Nuclear Power Station Unit 1 and compared to both continuous-energy Monte Carlo results and plant data.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A semi-Lagrangian transport method for kinetic problems with application to dense-to-dilute polydisperse reacting spray flows

For sprays, as described by a kinetic disperse phase model strongly coupled to the Navier–Stokes equations, the resolution strategy is constrained by accuracy objectives, robustness needs, and the computing architecture. In order to leverage the good properties of the Eulerian formalism, we introduce a deterministic particle-based numerical method to solve transport in physical space, which is simple to adapt to the many types of closures and moment systems. The method is inspired by the semi-Lagrangian schemes, developed for Gas Dynamics. We show how semi-Lagrangian formulations are relevant for a disperse phase far from equilibrium and where the particle–particle coupling barely influences the transport; i.e., when particle pressure is negligible. The particle behavior is indeed close to free streaming. The new method uses the assumption of parcel transport and avoids to compute fluxes and their limiters, which makes it robust. It is a deterministic resolution method so that it does not require efforts on statistical convergence, noise control, or post-processing. All couplings are done among data under the form of Eulerian fields, which allows one to use efficient algorithms and to anticipate the computational load. This makes the method both accurate and efficient in the context of parallel computing. After a complete verification of the new transport method on various academic test cases, we demonstrate the overall strategy's ability to solve a strongly-coupled liquid jet with fine spatial resolution and we apply it to the case of high-fidelity Large Eddy Simulation of a dense spray flow. A fuel spray is simulated after atomization at Diesel engine combustion chamber conditions. The large, parallel, strongly coupled computation proves the efficiency of the method for dense, polydisperse, reacting spray flows.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A robust and efficient stepwise regression method for building sparse polynomial chaos expansions

Polynomial Chaos (PC) expansions are widely used in various engineering fields for quantifying uncertainties arising from uncertain parameters. The computational cost of classical PC solution schemes is unaffordable as the number of deterministic simulations to be calculated grows dramatically with the number of stochastic dimension. This considerably restricts the practical use of PC at the industrial level. A common approach to address such problems is to make use of sparse PC expansions. This paper presents a non-intrusive regression-based method for building sparse PC expansions. The most important PC contributions are detected sequentially through an automatic search procedure. The variable selection criterion is based on efficient tools relevant to probabilistic method. Two benchmark analytical functions are used to validate the proposed algorithm. The computational efficiency of the method is then illustrated by a more realistic CFD application, consisting of the non-deterministic flow around a transonic airfoil subject to geometrical uncertainties. To assess the performance of the developed methodology, a detailed comparison is made with the well established LAR-based selection technique. The results show that the developed sparse regression technique is able to identify the most significant PC contributions describing the problem. Moreover, the most important stochastic features are captured at a reduced computational cost compared to the LAR method. The results also demonstrate the superior robustness of the method by repeating the analyses using random experimental designs.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The Random Ray Method for neutral particle transport

A new approach to solving partial differential equations (PDEs) based on the method of characteristics (MOC) is presented. The Random Ray Method (TRRM) uses a stochastic rather than deterministic discretization of characteristic tracks to integrate the phase space of a problem. TRRM is potentially applicable in a number of transport simulation fields where long characteristic methods are used, such as neutron transport and gamma ray transport in reactor physics as well as radiative transfer in astrophysics. In this study, TRRM is developed and then tested on a series of exemplar reactor physics benchmark problems. The results show extreme improvements in memory efficiency compared to deterministic MOC methods, while also reducing algorithmic complexity, allowing for a sparser computational grid to be used while maintaining accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Cluster dynamics modelling of materials: A new hybrid deterministic/stochastic coupling approach

Deterministic simulations of the rate equations governing cluster dynamics in materials are limited by the number of equations to integrate. Stochastic simulations are limited by the high frequency of certain events. We propose a coupling method combining deterministic and stochastic approaches. It allows handling different time scale phenomena for cluster dynamics. This method, based on a splitting of the dynamics, is generic and we highlight two different hybrid deterministic/stochastic methods. These coupling schemes are highly parallelizable and specifically designed to treat large size cluster problems. The proof of concept is made on a simple model of vacancy clustering under thermal ageing.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries

We present a Stochastic Finite Volume - ADER (SFV-ADER) methodology for Uncertainty Quantification (UQ) in the general framework of systems of hyperbolic balance laws with uncertainty in parameters. The resulting method is weakly intrusive, meaning that deterministic solvers need minor modifications to include random contributions, and has no theoretical accuracy barrier. An illustration of the second-order version for the viscous Burgers equation with uncertain viscosity coefficient is first given in detail, under different deterministic initial conditions; the attainment of the theoretically expected convergence rate is demonstrated empirically; results and features of our scheme are discussed. We then extend the SFV-ADER method to a non-linear hyperbolic system with source terms that models one-dimensional blood flow in arteries, assuming uncertainties in a set of parameters of the problem. Results are then compared with measurements in a well-defined 1:1 experimental replica of the network of largest arteries in the human systemic circulation. For a 99%-confidence level, severe influence of parameter fluctuations is seen in pressure profiles, while secondary effects on flow rate profiles become visible, particularly in terminal branches. In conclusion, results suggest that the proposed methodology could successfully be applied to other physical problems involving hyperbolic balance laws.

60 APPLIED LIFE SCIENCES↗