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At least 595 records · Page 33

A hybrid wavelet de-noising and Rank-Set Pair Analysis approach for forecasting hydro-meteorological time series

Highlights: • A new hybrid approach is proposed to improve forecasts of hydro-meteorological time series. • Rank-Set Pair Analysis combined with wavelet de-noising markedly improves forecasting accuracy. • The performance of the proposed approach proves best among its present competitors even when the extreme value occurs. Accurate, fast forecasting of hydro-meteorological time series is presently a major challenge in drought and flood mitigation. This paper proposes a hybrid approach, wavelet de-noising (WD) and Rank-Set Pair Analysis (RSPA), that takes full advantage of a combination of the two approaches to improve forecasts of hydro-meteorological time series. WD allows decomposition and reconstruction of a time series by the wavelet transform, and hence separation of the noise from the original series. RSPA, a more reliable and efficient version of Set Pair Analysis, is integrated with WD to form the hybrid WD-RSPA approach. Two types of hydro-meteorological data sets with different characteristics and different levels of human influences at some representative stations are used to illustrate the WD-RSPA approach. The approach is also compared to three other generic methods: the conventional Auto Regressive Integrated Moving Average (ARIMA) method, Artificial Neural Networks (ANNs) (BP-error Back Propagation, MLP-Multilayer Perceptron and RBF-Radial Basis Function), and RSPA alone. Nine error metrics are used to evaluate the model performance. Compared to three other generic methods, the results generated by WD-REPA model presented invariably smaller error measures which means the forecasting capability of the WD-REPA model is better than other models. The results show that WD-RSPA is accurate, feasible, and effective. In particular, WD-RSPA is found to be the best among the various generic methods compared in this paper, even when the extreme events are included within a time series.

58 GEOSCIENCES↗

A phase-field diffraction model for thermo-hydro-mechanical propagating fractures

This paper introduces a novel diffraction based thermo-hydraulic–mechanical (THM) model for fracture propagation using a phase-field fracture (PFF) approach. The key innovation of the THM-PFF model lies in its integrated treatment of four solution variables—displacements, phase-field, pressure, and temperature—each governed by a combination of conservation of momentum (mechanics problem), a variational inequality (constrained minimization problem), mass conservation (pressure problem), and energy conservation (temperature problem). This leads to a new formulation of a coupled variational inequality system. A major advancement is the development of an extended fixed-stress algorithm, where displacements, phase-field, pressures, and temperatures are solved in a staggered sequence. An important aspect of this work is the global coupling of pressures and temperatures across the domain using diffraction systems, with diffraction coefficients defined by material parameters weighted by the diffusive phase-field variable. To ensure robust local mass conservation, we employ enriched Galerkin finite elements (EG) for both pressure and temperature diffraction equations. By enriching the continuous Galerkin basis functions with discontinuous piecewise constants, EG accurately represents solution and parameter discontinuities while preserving local mass and energy conservation—crucial aspects for THM problems and realistic behavior. Moreover, the use of a predictor–corrector local mesh adaptivity scheme is employed, allowing the model to handle small phase-field length-scale parameters while maintaining high numerical accuracy and reasonable computational cost. Furthermore, these new model and algorithmic developments represent significant advances in the field and have been substantiated through rigorous numerical tests.

Diffraction systems↗

Three-dimensional simulation of unstable gravity-driven infiltration of water into a porous medium

Infiltration of water in dry porous media is subject to a powerful gravity-driven instability. Although the phenomenon of unstable infiltration is understood, its description using continuum mathematical models has posed a significant challenge for several decades. The classical model of water flow in the unsaturated flow, the Richards equation, is unable to reproduce the instability. In this work, we present a computational study of a model of unsaturated flow in porous media that extends the Richards equation and is capable of predicting the instability and captures the key features of gravity fingering quantitatively. The extended model is based on a phase-field formulation and is fourth-order in space. The new model poses a set of challenges for numerical discretizations, such as resolution of evolving interfaces, stiffness in space and time, treatment of singularly perturbed equations, and discretization of higher-order spatial partial–differential operators. We develop a numerical algorithm based on Isogeometric Analysis, a generalization of the finite element method that permits the use of globally-smooth basis functions, leading to a simple and efficient discretization of higher-order spatial operators in variational form. We highlight the accuracy, efficiency and robustness of our method with several examples in two and three dimensions in both homogeneous and strongly heterogeneous media. We simulate, for the first time, unstable gravity-driven infiltration in three dimensions, and confirm that the new theory reproduces the fundamental features of water infiltration into a porous medium. Our findings are consistent with classical experimental observations that demonstrate a transition from stable to unstable fronts depending on the infiltration flux.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Natural element method for radiative heat transfer in a semitransparent medium with irregular geometries

This paper develops a numerical solution to the radiative heat transfer problem coupled with conduction in an absorbing, emitting and isotropically scattering medium with the irregular geometries using the natural element method (NEM). The walls of the enclosures, having temperature and mixed boundary conditions, are considered to be opaque, diffuse as well as gray. The NEM as a meshless method is a new numerical scheme in the field of computational mechanics. Different from most of other meshless methods such as element-free Galerkin method or those based on radial basis functions, the shape functions used in NEM are constructed by the natural neighbor interpolations, which are strictly interpolant and the essential boundary conditions can be imposed directly. The natural element solutions in dealing with the coupled heat transfer problem for the mixed boundary conditions have been validated by comparison with those from Monte Carlo method (MCM) generated by the authors. For the validation of the NEM solution to radiative heat transfer in the semicircular medium with an inner circle, the results by NEM have been compared with those reported in the literatures. For pure radiative transfer, the upwind scheme is employed to overcome the oscillatory behavior of the solutions in some conditions. The steady state and transient heat transfer problem combined with radiation and conduction in the semicircular enclosure with an inner circle are studied. Effects of various parameters such as the extinction coefficient, the scattering albedo, the conduction–radiation parameter and the boundary emissivity are analyzed on the radiative and conductive heat fluxes and transient temperature distributions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A two-parameter continuation method for computing numerical solutions of spin-1 Bose–Einstein condensates

We describe a novel two-parameter continuation method combined with a spectral-collocation method (SCM) for computing the ground state and excited-state solutions of spin-1 Bose–Einstein condensates (BEC), where the second kind Chebyshev polynomials are used as the basis functions for the trial function space. To compute the ground state solution of spin-1 BEC, we implement the single parameter continuation algorithm with the chemical potential μ as the continuation parameter, and trace the first solution branch of the Gross–Pitaevskii equations (GPEs). When the curve-tracing is close enough to the target point, where the normalization condition of the wave function is going to be satisfied, we add the magnetic potential λ as the second continuation parameter with the magnetization M as the additional constraint condition. Then we implement the two-parameter continuation algorithm until the target point is reached, and the ground state solution of the GPEs is obtained. The excited state solutions of the GPEs can be treated in a similar way. Some numerical experiments on {sup 23}Na and {sup 87}Rb are reported. The numerical results on the spin-1 BEC are the same as those reported in [10]. Further numerical experiments on excited-state solutions of spin-1 BEC suffice to show the robustness and efficiency of the proposed two-parameter continuation algorithm.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

A high-order discontinuous Galerkin method for fluid–structure interaction with efficient implicit–explicit time stepping

We present a high-order accurate scheme for coupled fluid–structure interaction problems. The fluid is discretized using a discontinuous Galerkin method on unstructured tetrahedral meshes, and the structure uses a high-order volumetric continuous Galerkin finite element method. Standard radial basis functions are used for the mesh deformation. The time integration is performed using a partitioned approach based on implicit–explicit Runge–Kutta methods. The resulting scheme fully decouples the implicit solution procedures for the fluid and the solid parts, which we perform using two separate efficient parallel solvers. We demonstrate up to fifth order accuracy in time on a non-trivial test problem, on which we also show that additional subiterations are not required. We solve a benchmark problem of a cantilever beam in a shedding flow, and show good agreement with other results in the literature. Finally, we solve for the flow around a thin membrane at a high angle of attack in both 2D and 3D, and compare with the results obtained with a rigid plate.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Compressive sampling of polynomial chaos expansions: Convergence analysis and sampling strategies

Sampling orthogonal polynomial bases via Monte Carlo is of interest for uncertainty quantification of models with random inputs, using Polynomial Chaos (PC) expansions. It is known that bounding a probabilistic parameter, referred to as coherence, yields a bound on the number of samples necessary to identify coefficients in a sparse PC expansion via solution to an ℓ{sub 1}-minimization problem. Utilizing results for orthogonal polynomials, we bound the coherence parameter for polynomials of Hermite and Legendre type under their respective natural sampling distribution. In both polynomial bases we identify an importance sampling distribution which yields a bound with weaker dependence on the order of the approximation. For more general orthonormal bases, we propose the coherence-optimal sampling: a Markov Chain Monte Carlo sampling, which directly uses the basis functions under consideration to achieve a statistical optimality among all sampling schemes with identical support. We demonstrate these different sampling strategies numerically in both high-order and high-dimensional, manufactured PC expansions. In addition, the quality of each sampling method is compared in the identification of solutions to two differential equations, one with a high-dimensional random input and the other with a high-order PC expansion. In both cases, the coherence-optimal sampling scheme leads to similar or considerably improved accuracy.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A point-centered arbitrary Lagrangian Eulerian hydrodynamic approach for tetrahedral meshes

We present a three dimensional (3D) arbitrary Lagrangian Eulerian (ALE) hydrodynamic scheme suitable for modeling complex compressible flows on tetrahedral meshes. The new approach stores the conserved variables (mass, momentum, and total energy) at the nodes of the mesh and solves the conservation equations on a control volume surrounding the point. This type of an approach is termed a point-centered hydrodynamic (PCH) method. The conservation equations are discretized using an edge-based finite element (FE) approach with linear basis functions. All fluxes in the new approach are calculated at the center of each tetrahedron. A multidirectional Riemann-like problem is solved at the center of the tetrahedron. The advective fluxes are calculated by solving a 1D Riemann problem on each face of the nodal control volume. A 2-stage Runge–Kutta method is used to evolve the solution forward in time, where the advective fluxes are part of the temporal integration. The mesh velocity is smoothed by solving a Laplacian equation. The details of the new ALE hydrodynamic scheme are discussed. Results from a range of numerical test problems are presented.

97 MATHEMATICS AND COMPUTING↗

Evaluation of convergence behavior of metamodeling techniques for bridging scales in multi-scale multimaterial simulation

The effectiveness of several metamodeling techniques, viz. the Polynomial Stochastic Collocation method, Adaptive Stochastic Collocation method, a Radial Basis Function Neural Network, a Kriging Method and a Dynamic Kriging Method is evaluated. This is done with the express purpose of using metamodels to bridge scales between micro- and macro-scale models in a multi-scale multimaterial simulation. The rate of convergence of the error when used to reconstruct hypersurfaces of known functions is studied. For sufficiently large number of training points, Stochastic Collocation methods generally converge faster than the other metamodeling techniques, while the DKG method converges faster when the number of input points is less than 100 in a two-dimensional parameter space. Because the input points correspond to computationally expensive micro/meso-scale computations, the DKG is favored for bridging scales in a multi-scale solver.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multi-element least square HDMR methods and their applications for stochastic multiscale model reduction

Stochastic multiscale modeling has become a necessary approach to quantify uncertainty and characterize multiscale phenomena for many practical problems such as flows in stochastic porous media. The numerical treatment of the stochastic multiscale models can be very challengeable as the existence of complex uncertainty and multiple physical scales in the models. To efficiently take care of the difficulty, we construct a computational reduced model. To this end, we propose a multi-element least square high-dimensional model representation (HDMR) method, through which the random domain is adaptively decomposed into a few subdomains, and a local least square HDMR is constructed in each subdomain. These local HDMRs are represented by a finite number of orthogonal basis functions defined in low-dimensional random spaces. The coefficients in the local HDMRs are determined using least square methods. We paste all the local HDMR approximations together to form a global HDMR approximation. To further reduce computational cost, we present a multi-element reduced least-square HDMR, which improves both efficiency and approximation accuracy in certain conditions. To effectively treat heterogeneity properties and multiscale features in the models, we integrate multiscale finite element methods with multi-element least-square HDMR for stochastic multiscale model reduction. This approach significantly reduces the original model's complexity in both the resolution of the physical space and the high-dimensional stochastic space. We analyze the proposed approach, and provide a set of numerical experiments to demonstrate the performance of the presented model reduction techniques. - Highlights: • Multi-element least square HDMR is proposed to treat stochastic models. • Random domain is adaptively decomposed into some subdomains to obtain adaptive multi-element HDMR. • Least-square reduced HDMR is proposed to enhance computation efficiency and approximation accuracy in certain conditions. • Integrating MsFEM and multi-element least square HDMR can significantly reduce computation complexity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Galerkin method for unsplit 3-D Dirac equation using atomically/kinetically balanced B-spline basis

A Galerkin method is developed to solve the time-dependent Dirac equation in prolate spheroidal coordinates for an electron–molecular two-center system. The initial state is evaluated from a variational principle using a kinetic/atomic balanced basis, which allows for an efficient and accurate determination of the Dirac spectrum and eigenfunctions. B-spline basis functions are used to obtain high accuracy. This numerical method is used to compute the energy spectrum of the two-center problem and then the evolution of eigenstate wavefunctions in an external electromagnetic field.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A well-posed and stable stochastic Galerkin formulation of the incompressible Navier–Stokes equations with random data

We present a well-posed stochastic Galerkin formulation of the incompressible Navier–Stokes equations with uncertainty in model parameters or the initial and boundary conditions. The stochastic Galerkin method involves representation of the solution through generalized polynomial chaos expansion and projection of the governing equations onto stochastic basis functions, resulting in an extended system of equations. A relatively low-order generalized polynomial chaos expansion is sufficient to capture the stochastic solution for the problem considered. We derive boundary conditions for the continuous form of the stochastic Galerkin formulation of the velocity and pressure equations. The resulting problem formulation leads to an energy estimate for the divergence. With suitable boundary data on the pressure and velocity, the energy estimate implies zero divergence of the velocity field. Based on the analysis of the continuous equations, we present a semi-discretized system where the spatial derivatives are approximated using finite difference operators with a summation-by-parts property. With a suitable choice of dissipative boundary conditions imposed weakly through penalty terms, the semi-discrete scheme is shown to be stable. Numerical experiments in the laminar flow regime corroborate the theoretical results and we obtain high-order accurate results for the solution variables and the velocity divergence converges to zero as the mesh is refined.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Mesh-free data transfer algorithms for partitioned multiphysics problems: Conservation, accuracy, and parallelism

In this study we analyze and extend mesh-free algorithms for three-dimensional data transfer problems in partitioned multiphysics simulations. We first provide a direct comparison between a mesh-based weighted residual method using the common-refinement scheme and two mesh-free algorithms leveraging compactly supported radial basis functions: one using a spline interpolation and one using a moving least square reconstruction. Through the comparison we assess both the conservation and accuracy of the data transfer obtained from each of the methods. We do so for a varying set of geometries with and without curvature and sharp features and for functions with and without smoothness and with varying gradients. Our results show that the mesh-based and mesh-free algorithms are complementary with cases where each was demonstrated to perform better than the other. We then focus on the mesh-free methods by developing a set of algorithms to parallelize them based on sparse linear algebra techniques. This includes a discussion of fast parallel radius searching in point clouds and restructuring the interpolation algorithms to leverage data structures and linear algebra services designed for large distributed computing environments. The scalability of our new algorithms is demonstrated on a leadership class computing facility using a set of basic scaling studies. Finally, these scaling studies show that for problems with reasonable load balance, our new algorithms for both spline interpolation and moving least square reconstruction demonstrate both strong and weak scalability using more than 100,000 MPI processes with billions of degrees of freedom in the data transfer operation.

97 MATHEMATICS AND COMPUTING↗

Bayesian estimation of Karhunen–Loève expansions; A random subspace approach

One of the most widely-used statistical procedures for dimensionality reduction of high dimensional random fields is Principal Component Analysis (PCA), which is based on the Karhunen-Lo eve expansion (KLE) of a stochastic process with finite variance. The KLE is analogous to a Fourier series expansion for a random process, where the goal is to find an orthogonal transformation for the data such that the projection of the data onto this orthogonal subspace is optimal in the L 2 sense, i.e, which minimizes the mean square error. In practice, this orthogonal transformation is determined by performing an SVD (Singular Value Decomposition) on the sample covariance matrix or on the data matrix itself. Sampling error is typically ignored when quantifying the principal components, or, equivalently, basis functions of the KLE. Furthermore, it is exacerbated when the sample size is much smaller than the dimension of the random field. In this paper, we introduce a Bayesian KLE procedure, allowing one to obtain a probabilistic model on the principal components, which can account for inaccuracies due to limited sample size. The probabilistic model is built via Bayesian inference, from which the posterior becomes the matrix Bingham density over the space of orthonormal matrices. We use a modified Gibbs sampling procedure to sample on this space and then build a probabilistic Karhunen-Lo eve expansions over random subspaces to obtain a set of low-dimensional surrogates of the stochastic process. We illustrate this probabilistic procedure with a finite dimensional stochastic process inspired by Brownian motion.

97 MATHEMATICS AND COMPUTING↗

A Legendre–Fourier spectral method with exact conservation laws for the Vlasov–Poisson system

In this study, we present the design and implementation of an L 2 -stable spectral method for the discretization of the Vlasov–Poisson model of a collisionless plasma in one space and velocity dimension. The velocity and space dependence of the Vlasov equation are resolved through a truncated spectral expansion based on Legendre and Fourier basis functions, respectively. The Poisson equation, which is coupled to the Vlasov equation, is also resolved through a Fourier expansion. The resulting system of ordinary differential equation is discretized by the implicit second-order accurate Crank–Nicolson time discretization. The non-linear dependence between the Vlasov and Poisson equations is iteratively solved at any time cycle by a Jacobian-Free Newton–Krylov method. In this work we analyze the structure of the main conservation laws of the resulting Legendre–Fourier model, e.g., mass, momentum, and energy, and prove that they are exactly satisfied in the semi-discrete and discrete setting. The L 2 -stability of the method is ensured by discretizing the boundary conditions of the distribution function at the boundaries of the velocity domain by a suitable penalty term. The impact of the penalty term on the conservation properties is investigated theoretically and numerically. An implementation of the penalty term that does not affect the conservation of mass, momentum and energy, is also proposed and studied. A collisional term is introduced in the discrete model to control the filamentation effect, but does not affect the conservation properties of the system. Numerical results on a set of standard test problems illustrate the performance of the method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A new weak Galerkin finite element method for elliptic interface problems

We introduce and analyze a new weak Galerkin (WG) finite element method in this paper for solving second order elliptic equations with discontinuous coefficients and interfaces. Comparing with the existing WG algorithm for solving the same type problems, the present WG method has a simpler variational formulation and fewer unknowns. Moreover, the new WG algorithm allows the use of finite element partitions consisting of general polytopal meshes and can be easily generalized to high orders. Optimal order error estimates in both H1 and L2 norms are established for the present WG finite element solutions. We conducted extensive numerical experiments in order to examine the accuracy, flexibility, and robustness of the proposed WG interface approach. In solving regular elliptic interface problems, high order convergences are numerically confirmed by using piecewise polynomial basis functions of high degrees. Moreover, the WG method is shown to be able to accommodate very complicated interfaces, due to its flexibility in choosing finite element partitions. Finally, in dealing with challenging problems with low regularities, the piecewise linear WG method is capable of delivering a second order of accuracy in L∞ norm for both C1 and H2 continuous solutions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗