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At least 613 records · Page 34

Thermodynamic consistency and fluctuations in mesoscopic stochastic simulations of reactive gas mixtures

It is essential that mesoscopic simulations of reactive systems reproduce the correct statistical distributions at thermodynamic equilibrium. By considering a compressible fluctuating hydrodynamics (FHD) simulation method of ideal gas mixtures undergoing reversible reactions described by the chemical Langevin equations, we show that thermodynamic consistency in reaction rates and the use of instantaneous temperatures for the evaluation of reaction rates is required for fluctuations for the overall system to be correct. We then formulate the required properties of a thermodynamically consistent reaction (TCR) model. As noted in the literature, while reactions are often discussed in terms of forward and reverse rates, these rates should not be modeled independently because they must be compatible with thermodynamic equilibrium for the system. Using a simple TCR model where each chemical species has constant heat capacity, we derive the explicit condition that the forward and reverse reaction rate constants must satisfy in order for the system to be thermodynamically consistent. We perform equilibrium and non-equilibrium simulations of ideal gas mixtures undergoing a reversible dimerization reaction to measure the fluctuational behavior of the system numerically. We confirm that FHD simulations with the TCR model give the correct static structure factor of equilibrium fluctuations. For the statistically steady simulation of a gas mixture between two isothermal walls with different temperatures, we show using the TCR model that the temperature variance agrees with the corresponding thermodynamic-equilibrium temperature variance in the interior of the system, whereas noticeable deviations are present in regions near walls, where chemistry is far from equilibrium.

Polimeno, Matteo [University of California, Merced↗

Duality-Free Decomposition Based Data-Driven Stochastic Security-Constrained Unit Commitment

To incorporate the superiority of both stochastic and robust approaches, a data-driven stochastic optimization is employed to solve the security-constrained unit commitment model. This approach makes the most use of the historical data to generate a set of possible probability distributions for wind power outputs and then it optimizes the unit commitment under the worst-case probability distribution. However, this model suffers from huge computational burden, as a large number of scenarios are considered. To tackle this issue, a duality-free decomposition method is proposed in this paper. This approach does not require doing duality, which can save a large set of dual variables and constraints, and therefore reduces the computational burden. In addition, the inner max-min problem has a special mathematical structure, where the scenarios have the similar constraint. Thus, the max-min problem can be decomposed into independent sub-problems to be solved in parallel, which further improves the computational efficiency. A numerical study on an IEEE 118-bus system with practical data of a wind power system has demonstrated the effectiveness of the proposal.

42 ENGINEERING↗

An Improved Discrete Least-Squares/Reduced-Basis Method for Parameterized Elliptic PDEs

It is shown that the computational efficiency of the discrete least-squares (DLS) approximation of solutions of stochastic elliptic PDEs is improved by incorporating a reduced-basis method into the DLS framework. In particular, we consider stochastic elliptic PDEs with an affine dependence on the random variable. The goal is to recover the entire solution map from the parameter space to the finite element space. To this end, first, a reduced-basis solution using a weak greedy algorithm is constructed, then a DLS approximation is determined by evaluating the reduced-basis approximation instead of the full finite element approximation. The main advantage of the new approach is that one only need apply the DLS operator to the coefficients of the reduced-basis expansion, resulting in huge savings in both the storage of the DLS coefficients and the online cost of evaluating the DLS approximation. In addition, the recently developed quasi-optimal polynomial space is also adopted in the new approach, resulting in superior convergence rates for a wider class of problems than previous analyzed. Numerical experiments are provided that illustrate the theoretical results.

97 MATHEMATICS AND COMPUTING↗

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↗

Stochastic multiscale flux basis for Stokes-Darcy flows

Three algorithms are developed for uncertainty quantification in modeling coupled Stokes and Darcy flows. The porous media may consist of multiple regions with different properties. The permeability is modeled as a non-stationary stochastic variable, with its log represented as a sum of local Karhunen-Loève (KL) expansions. The problem is approximated by stochastic collocation on either tensor-product or sparse grids, coupled with a multiscale mortar mixed finite element method for the spatial discretization. A non-overlapping domain decomposition algorithm reduces the global problem to a coarse scale mortar interface problem, which is solved by an iterative solver, for each stochastic realization. In the traditional domain decomposition implementation, each subdomain solves a local Dirichlet or Neumann problem in every interface iteration. To reduce this cost, two additional algorithms based on deterministic or stochastic multiscale flux basis are introduced. The basis consists of the local flux (or velocity trace) responses from each mortar degree of freedom. It is computed for each subdomain independently before the interface iteration begins. The use of the multiscale flux basis avoids the need for subdomain solves on each iteration. The deterministic basis is computed at each stochastic collocation and used only at this realization. The stochastic basis is formed by further looping over all local realizations of a subdomain's KL region before the stochastic collocation begins. It is used over multiple realizations. Numerical tests are presented to illustrate the performance of the three algorithms, with the stochastic multiscale flux basis showing significant savings in computational cost compared to the other two algorithms.

97 MATHEMATICS AND COMPUTING↗

Elucidating plasma dynamics in Hasegawa–Wakatani turbulence by information geometry

In this work, the impact of adiabatic electrons on drift-wave turbulence, modeled by the Hasegawa–Wakatani equations, is studied using information length. Information length is a novel theoretical method for measuring distances between statistical states represented by different probability distribution functions (PDFs) along the path of a system and represents the total number of statistically different states that a system evolves through in time. Specifically, the time-dependent PDFs of turbulent fluctuations for a given adiabatic index $A$ are computed. The changes in fluctuation statistics are then quantified in time by using information length. The numerical results provide time traces exhibiting intermittent plasma dynamics, and such behavior is identified by a rapid change in the information length. The effects of $A$ are discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Stochastic Analysis of Levee Stability Subject to Variable Seepage Conditions

© ASCE. Levee stability is highly influenced by seepage. Specifically, hydraulic conductivity distribution within a levee influences pore pressure distribution and controls the drained strength of the soil. In this study the influence of hydraulic conductivity and blanket layer thickness on failure probability is evaluated within the context of reliability analyses that also include soil strength and unit weight as random variables. First-Order Reliability Method (FORM) is used to evaluate reliability, rank random variables by importance and to obtain sensitivity of the solution to each random variable and its distribution parameters. Stability is computed using Spencer's method of slices coupled to a finite element seepage code to directly evaluate pore pressure. In addition, response surface method solutions are compared to the direct reliability solution to assess response surface accuracy. The results show that blanket layer thickness is more important than most strength parameters and that the uncertainty in hydraulic conductivity is less important to the variance in safety factor for the case of a low-permeability blanket layer. Numerical challenges caused by implementing a finite element limit-state function are discussed. Response surface methods are found to give a reasonable approximation to the direct reliability solution when the design point is between response surface fitting points.

Lanzafame, Robert↗

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↗

Multi-fidelity Uncertainty Quantification for Homogenization Problems in Structure-Property Relationships from Crystal Plasticity Finite Elements

Crystal plasticity finite element method (CPFEM) has been an integrated computational materials engineering (ICME) workhorse to study materials behaviors and structure-property relationships for the last few decades. These relations are mappings from the microstructure space to the materials properties space. Due to the stochastic and random nature of microstructures, there is always some uncertainty associated with materials properties, for example, in homogenized stress-strain curves. For critical applications with strong reliability needs, it is often desirable to quantify the microstructure-induced uncertainty in the context of structure-property relationships. However, this uncertainty quantification (UQ) problem often incurs a large computational cost because many statistically equivalent representative volume elements (SERVEs) are needed. In this article, we apply a multi-level Monte Carlo (MLMC) method to CPFEM to study the uncertainty in stress-strain curves, given an ensemble of SERVEs at multiple mesh resolutions. By using the information at coarse meshes, we show that it is possible to approximate the response at fine meshes with a much reduced computational cost. We focus on problems where the model output is multi-dimensional, which requires us to track multiple quantities of interest (QoIs) at the same time. In conclusion, our numerical results show that MLMC can accelerate UQ tasks around 2.23x, compared to the classical Monte Carlo (MC) method, which is widely known as ensemble average in the CPFEM literature.

36 MATERIALS SCIENCE↗

RADIATION TRANSPORT FOR EXPLOSIVE OUTFLOWS: OPACITY REGROUPING

Implicit Monte Carlo (IMC) and Discrete Diffusion Monte Carlo (DDMC) are methods used to stochastically solve the radiative transport and diffusion equations, respectively. These methods combine into a hybrid transport-diffusion method we refer to as IMC-DDMC. We explore a multigroup IMC-DDMC scheme that in DDMC, combines frequency groups with sufficient optical thickness. We term this procedure ''opacity regrouping''. Opacity regrouping has previously been applied to IMC-DDMC calculations for problems in which the dependence of the opacity on frequency is monotonic. We generalize opacity regrouping to non-contiguous groups and implement this in SuperNu, a code designed to do radiation transport in high-velocity outflows with non-monotonic opacities. We find that regrouping of non-contiguous opacity groups generally improves the speed of IMC-DDMC radiation transport. We present an asymptotic analysis that informs the nature of the Doppler shift in DDMC groups and summarize the derivation of the Gentile-Fleck factor for modified IMC-DDMC. We test SuperNu using numerical experiments including a quasi-manufactured analytic solution, a simple 10 group problem, and the W7 problem for Type Ia supernovae. We find that opacity regrouping is necessary to make our IMC-DDMC implementation feasible for the W7 problem and possibly Type Ia supernova simulations in general. We compare the bolometric light curves and spectra produced by the SuperNu and PHOENIX radiation transport codes for the W7 problem. The overall shape of the bolometric light curves are in good agreement, as are the spectra and their evolution with time. However, for the numerical specifications we considered, we find that the peak luminosity of the light curve calculated using SuperNu is ∼10% less than that calculated using PHOENIX.

79 ASTRONOMY AND ASTROPHYSICS↗

Analytic insights into nonlocal energy transport: Steady state Fokker Planck theory in arbitrary Z plasmas

The generation of energetic electrons in laser fusion in an important issue. The electrons may either arise from a laser plasma instability, or from the uncoupled high temperature tail of a Maxwellian distribution. To study these in a laser fusion context, it is important to find a method accurate enough to be useful, and simple enough to be incorporated into a radiation hydrodynamics numerical simulation, the main workhorse for studying the laser fusion target. That is why analytic insights become important, they allow one to simplify the Fokker Planck theory so that a solution of it can be incorporated into a radiation hydrodynamic simulation. This work develops and analyzes a steady state Fokker Planck theory for plasmas of arbitrary Z. It develops a method of solving the simplified Fokker Planck method with a technique called sparse eigenfunction analysis. As a result, this method appears to work reasonably well when compared to the experimental results from the Rochester/NIF on plastic spherical targets with and without a silicon layer.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Stochastic Gradient-Based Distributed Bayesian Estimation in Cooperative Sensor Networks

Distributed Bayesian inference provides a full quantification of uncertainty offering numerous advantages over point estimates that autonomous sensor networks are able to exploit. However, fully-decentralized Bayesian inference often requires large communication overheads and low network latency, resources that are not typically available in practical applications. In this paper, we propose a decentralized Bayesian inference approach based on stochastic gradient Langevin dynamics, which produces full posterior distributions at each of the nodes with significantly lower communication overhead. We provide analytical results on convergence of the proposed distributed algorithm to the centralized posterior, under typical network constraints. Finally, we also provide extensive simulation results to demonstrate the validity of the proposed approach.

42 ENGINEERING↗

Bayesian sparse learning with preconditioned stochastic gradient MCMC and its applications

Deep neural networks have been successfully employed in an extensive variety of research areas, including solving partial differential equations. Despite its significant success, there are some challenges in effectively training DNN, such as avoiding overfitting in over-parameterized DNNs and accelerating the optimization in DNNs with pathological curvature. Here, we propose a Bayesian type sparse deep learning algorithm. The algorithm utilizes a set of spike-and-slab priors for the parameters in the deep neural network. The hierarchical Bayesian mixture will be trained using an adaptive empirical method. That is, one will alternatively sample from the posterior using preconditioned stochastic gradient Langevin Dynamics (PSGLD), and optimize the latent variables via stochastic approximation. The sparsity of the network is achieved while optimizing the hyperparameters with adaptive searching and penalizing. A popular SG-MCMC approach is Stochastic gradient Langevin dynamics (SGLD). However, considering the complex geometry in the model parameter space in nonconvex learning, updating parameters using a universal step size in each component as in SGLD may cause slow mixing. To address this issue, we apply a computationally manageable preconditioner in the updating rule, which provides a step-size parameter to adapt to local geometric properties. Moreover, by smoothly optimizing the hyperparameter in the preconditioning matrix, our proposed algorithm ensures a decreasing bias, which is introduced by ignoring the correction term in the preconditioned SGLD. According to the existing theoretical framework, we show that the proposed algorithm can asymptotically converge to the correct distribution with a controllable bias under mild conditions. Numerical tests are performed on both synthetic regression problems and learning solutions of elliptic PDE, which demonstrate the accuracy and efficiency of the present work.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Pulse-noise approach for classical spin systems

For systems of classical spins interacting with the bath via damping and thermal noise, a technique is suggested to replace the white noise by a pulse noise acting at regular time intervals Δ t , within which the system evolves conservatively. The method is working well in the typical case of a small dimensionless damping constant λ and allows a considerable speedup of computations by using high-order numerical integrators with a large time step δ t (up to a fraction of the precession period), while keeping δ t ≪ Δ t to reduce the relative contribution of noise-related operations. In cases when precession can be discarded, δ t can be increased up to a fraction of the relaxation time ∝ 1 / λ that leads to a further speedup. This makes equilibration speed comparable with that of the Metropolis Monte Carlo method. The pulse-noise approach is tested on single-spin and multispin models.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Speckle evolution with multiple steps of least-squares phase removal

We study numerically the evolution of speckle fields due to the annihilation of optical vortices after the least-squares phase has been removed. A process with multiple steps of least-squares phase removal is carried out to minimize both vortex density and scintillation index. Statistical results show that almost all the optical vortices can be removed from a speckle field, which finally decays into a quasiplane wave after such an iterative process.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Variable Selection for High Dimensional Bayesian Density Estimation: Application to Human Exposure Simulation

Summary Numerous studies have linked ambient air pollution and adverse health outcomes. Many studies of this nature relate outdoor pollution levels measured at a few monitoring stations with health outcomes. Recently, computational methods have been developed to model the distribution of personal exposures, rather than ambient concentration, and then relate the exposure distribution to the health outcome. Although these methods show great promise, they are limited by the computational demands of the exposure model. We propose a method to alleviate these computational burdens with the eventual goal of implementing a national study of the health effects of air pollution exposure. Our approach is to develop a statistical emulator for the exposure model, i.e. we use Bayesian density estimation to predict the conditional exposure distribution as a function of several variables, such as temperature, human activity and physical characteristics of the pollutant. This poses a challenging statistical problem because there are many predictors of the exposure distribution and density estimation is notoriously difficult in high dimensions. To overcome this challenge, we use stochastic search variable selection to identify a subset of the variables that have more than just additive effects on the mean of the exposure distribution. We apply our method to emulate an ozone exposure model in Philadelphia.

Reich, Brian J.↗

On the inclusion of the diagonal Born-Oppenheimer correction in surface hopping methods

The diagonal Born-Oppenheimer correction (DBOC) stems from the diagonal second derivative coupling term in the adiabatic representation, and it can have an arbitrary large magnitude when a gap between neighbouring Born-Oppenheimer (BO) potential energy surfaces (PESs) is closing. Nevertheless, DBOC is typically neglected in mixed quantum-classical methods of simulating nonadiabatic dynamics (e.g., fewest-switch surface hopping (FSSH) method). A straightforward addition of DBOC to BO PESs in the FSSH method, FSSH+D, has been shown to lead to numerically much inferior results for models containing conical intersections. More sophisticated variation of the DBOC inclusion, phase-space surface-hopping (PSSH) was more successful than FSSH+D but on model problems without conical intersections. This work comprehensively assesses the role of DBOC in nonadiabatic dynamics of two electronic state problems and the performance of FSSH, FSSH+D, and PSSH methods in variety of one- and two-dimensional models. Our results show that the inclusion of DBOC can enhance the accuracy of surface hopping simulations when two conditions are simultaneously satisfied: (1) nuclei have kinetic energy lower than DBOC and (2) PESs are not strongly nonadiabatically coupled. The inclusion of DBOC is detrimental in situations where its energy scale becomes very high or even diverges, because in these regions PESs are also very strongly coupled. In this case, the true quantum formalism heavily relies on an interplay between diagonal and off-diagonal nonadiabatic couplings while surface hopping approaches treat diagonal terms as PESs and off-diagonal ones stochastically.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Reaction rates for reaction-diffusion kinetics on unstructured meshes

The reaction-diffusion master equation is a stochastic model often utilized in the study of biochemical reaction networks in living cells. It is applied when the spatial distribution of molecules is important to the dynamics of the system. A viable approach to resolve the complex geometry of cells accurately is to discretize space with an unstructured mesh. Diffusion is modeled as discrete jumps between nodes on the mesh, and the diffusion jump rates can be obtained through a discretization of the diffusion equation on the mesh. Reactions can occur when molecules occupy the same voxel. Here in this paper, we develop a method for computing accurate reaction rates between molecules occupying the same voxel in an unstructured mesh. For large voxels, these rates are known to be well approximated by the reaction rates derived by Collins and Kimball, but as the mesh is refined, no analytical expression for the rates exists. We reduce the problem of computing accurate reaction rates to a pure preprocessing step, depending only on the mesh and not on the model parameters, and we devise an efficient numerical scheme to estimate them to high accuracy. We show in several numerical examples that as we refine the mesh, the results obtained with the reaction-diffusion master equation approach those of a more fine-grained Smoluchowski particle-tracking model.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗