Analysis of piece-wise linear systems by the method of integral equations
Digital computer approximation of automatic control piecewise linear systems by integral equations
INTEGRAL EQUATION↗
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Design of a recursive vector processor using polynomial splines
The problem of obtaining smoothed estimates of function values, particularly their derivatives, from a finite set of inaccurate measurements is considered. A recursive two-dimensional vector processor is introduced as an approximation to the nonrecursive constrained least-squares estimation. Here, piecewise bicubic Hermite polynomials are extensively used as approximating functions, and the smoothing integral is converted to a discrete quadratic form. This makes it possible to convert the problem of fitting an approximating function to one of estimating the function values and derivatives at the nodes.
Kim, C. S.↗
Exponential Approximations Using Fourier Series Partial Sums
The problem of accurately reconstructing a piece-wise smooth, 2(pi)-periodic function f and its first few derivatives, given only a truncated Fourier series representation of f, is studied and solved. The reconstruction process is divided into two steps. In the first step, the first 2N + 1 Fourier coefficients of f are used to approximate the locations and magnitudes of the discontinuities in f and its first M derivatives. This is accomplished by first finding initial estimates of these quantities based on certain properties of Gibbs phenomenon, and then refining these estimates by fitting the asymptotic form of the Fourier coefficients to the given coefficients using a least-squares approach. It is conjectured that the locations of the singularities are approximated to within O(N(sup -M-2), and the associated jump of the k(sup th) derivative of f is approximated to within O(N(sup -M-l+k), as N approaches infinity, and the method is robust. These estimates are then used with a class of singular basis functions, which have certain 'built-in' singularities, to construct a new sequence of approximations to f. Each of these new approximations is the sum of a piecewise smooth function and a new Fourier series partial sum. When N is proportional to M, it is shown that these new approximations, and their derivatives, converge exponentially in the maximum norm to f, and its corresponding derivatives, except in the union of a finite number of small open intervals containing the points of singularity of f. The total measure of these intervals decreases exponentially to zero as M approaches infinity. The technique is illustrated with several examples.
Banerjee, Nana S.↗
A model of the wall boundary layer for ducted propellers
The objective of the present study is to include a representation of a wall boundary layer in an existing finite element model of the propeller in the wind tunnel environment. The major consideration is that the new formulation should introduce only modest alterations in the numerical model and should still be capable of producing economical predictions of the radiated acoustic field. This is accomplished by using a stepped approximation in which the velocity profile is piecewise constant in layers. In the limit of infinitesimally thin layers, the velocity profile of the stepped approximation coincides with that of the continuous profile. The approach described here could also be useful in modeling the boundary layer in other duct applications, particularly in the computation of the radiated acoustic field for sources contained in a duct.
Eversman, Walter↗
Analysis of laminated, composite, circular cylindrical shells with general boundary conditions
This report develops: (1) a refined approximate theory for the static and dynamic analyses of finite, laminated, composite, circular cylindrical shells with general boundary conditions; (2) an exact three-dimensional analysis of simply supported, laminated, composite, circular cylindrical shells, and (3) a thin-shell theory for laminated, composite, circular cylindrical shells. In the refined approximate theory the displacements are assumed piecewise linear across the thickness and the effects of transverse shear deformations and transverse normal stress are included. A variational approach is followed to obtain the governing differential equations and boundary conditions. A general solution of the governing differential equations is also presented. The results obtained by using the refined approximate theory and the thin-shell theory are compared with the exact results for the case of free vibrations of simply supported, laminated, composite, circular cylindrical shells. The refined approximate theory is very accurate, even for thick shells with short nodal distances, whereas thin-shell theory is reasonably accurate only for thin shells at moderate nodal distances and wave number less than 2.
Srinivas, S.↗
A method for bounding high-order finite element functions: Applications to mesh validity and bounds-preserving limiters
We introduce a novel method for bounding high-order multi-dimensional polynomials in finite element approximations. The method involves precomputing optimal piecewise-linear bounding boxes for polynomial basis functions, which can then be used to locally bound any combination of these basis functions. This approach can be applied to any element/basis type at any approximation order, can provide local (i.e., subcell) extremum bounds to a desired level of accuracy, and can be evaluated efficiently on-the-fly in simulations. Furthermore, we show that this approach generally yields more accurate bounds in comparison to traditional methods based on convex hull properties (e.g., Bernstein polynomials). Furthermore, the efficacy of this technique is shown in applications such as mesh validity checks and optimization for high-order curved meshes, where positivity of the element Jacobian determinant can be ensured throughout the entire element, and continuously bounds-preserving limiters for hyperbolic systems, which can enforce maximum principle bounds across the entire solution polynomial.
Bounding box↗
The applicability of the piecewise linear current profile in the baroclinic instability problem
The applicability of the piecewise linear function in place of a similar smoothly-varying current profile is examined in the baroclinic context. Within the framework of small-perturbation linearization, the behavior of the vertical velocity and the horizontal divergence is analyzed at the discontinuity of the current shear. In the conventional geostrophic-type instability regime, the discontinuity in the horizontal divergence at the shear discontinuity is suppressed, and, therefore, the piecewise linear profile leads to a useful approximation to the true solution. In the symmetric-type instability regime, however, due to the magnified discontinuity in the horizontal divergence at the shear discontinuity, the solution thus obtained will show a major distortion, rendering the piecewise linear profile inadequate for modeling the smoothly-varying current profile. Using exemplary current profiles, numerical results are presented to demonstrate the behavior of the horizontal divergence near the discontinuity of current shear.
Hyun, J. M.↗
An MILP-Based Distributed Energy Management for Coordination of Networked Microgrids
An MILP-based distributed energy management for the coordination of networked microgrids is proposed in this paper. Multiple microgrids and the utility grid are coordinated through iteratively adjusted price signals. Based on the price signals received, the microgrid controllers (MCs) and distribution management system (DMS) update their schedules separately. Then, the price signals are updated according to the generation–load mismatch and distributed to MCs and DMS for the next iteration. The iteration continues until the generation–load mismatch is small enough, i.e., the generation and load are balanced under agreed price signals. Through the proposed distributed energy management, various microgrids and the utility grid with different economic, resilient, emission and socio-economic objectives are coordinated with generation–load balance guaranteed and the microgrid customers’ privacy preserved. In particular, a piecewise linearization technique is employed to approximate the augmented Lagrange term in the alternating direction method of multipliers (ADMM) algorithm. Thus, the subproblems are transformed into mixed integer linear programming (MILP) problems and efficiently solved by open-source MILP solvers, which would accelerate the adoption and deployment of microgrids and promote clean energy. The proposed MILP-based distributed energy management is demonstrated through various case studies on a networked microgrids test system with three microgrids.
24 POWER TRANSMISSION AND DISTRIBUTION↗
Locating the Discontinuities of a Bounded Function by the Partial Sums of its Fourier Series I: Periodical Case
A key step for some methods dealing with the reconstruction of a function with jump discontinuities is the accurate approximation of the jumps and their locations. Various methods have been suggested in the literature to obtain this valuable information. In the present paper, we develop an algorithm based on identities which determine the jumps of a 2(pi)-periodic bounded not-too-highly oscillating function by the partial sums of its differentiated Fourier series. The algorithm enables one to approximate the locations of discontinuities and the magnitudes of jumps of a bounded function. We study the accuracy of approximation and establish asymptotic expansions for the approximations of a 27(pi)-periodic piecewise smooth function with one discontinuity. By an appropriate linear combination, obtained via derivatives of different order, we significantly improve the accuracy. Next, we use Richardson's extrapolation method to enhance the accuracy even more. For a function with multiple discontinuities we establish simple formulae which "eliminate" all discontinuities of the function but one. Then we treat the function as if it had one singularity following the method described above.
Kvernadze, George↗
A Galerkin method for linear PDE systems in circular geometries with structural acoustic applications
A Galerkin method for systems of PDE's in circular geometries is presented with motivating problems being drawn from structural, acoustic, and structural acoustic applications. Depending upon the application under consideration, piecewise splines or Legendre polynomials are used when approximating the system dynamics with modifications included to incorporate the analytic solution decay near the coordinate singularity. This provides an efficient method which retains its accuracy throughout the circular domain without degradation at singularity. Because the problems under consideration are linear or weakly nonlinear with constant or piecewise constant coefficients, transform methods for the problems are not investigated. While the specific method is developed for the two dimensional wave equations on a circular domain and the equation of transverse motion for a thin circular plate, examples demonstrating the extension of the techniques to a fully coupled structural acoustic system are used to illustrate the flexibility of the method when approximating the dynamics of more complex systems.
Smith, Ralph C.↗
Galerkin formulation of path integrals in lattice field theory
We present a mathematical framework for Galerkin formulations of path integrals in lattice field theory. The framework is based on using the degrees of freedom (DOFs) associated to a Galerkin discretization as the fundamental lattice variables. We formulate standard concepts in lattice field theory, such as the partition function and correlation functions, in terms of the DOFs. For example, using continuous finite element spaces, we show that the two-point spatial correlation function can be defined between any two points on the domain (as opposed to at just lattice sites) and furthermore, this two-point function satisfies a weak propagator (or Green’s function) identity, in analogy to the continuum case, as well as a convergence estimate obtained from the standard finite element techniques. Furthermore, this framework leads naturally to higher-order formulations of lattice field theories by considering higher-order finite element spaces for the Galerkin discretization. We consider analytical and numerical examples of scalar field theory to investigate how increasing the order of piecewise polynomial finite element spaces affect the approximation of lattice observables. Finally, we sketch an outline of this Galerkin framework in the context of gauge field theories.
97 MATHEMATICS AND COMPUTING↗
Scalable multilevel Monte Carlo methods exploiting parallel redistribution on coarse levels
Here, we study an element agglomeration coarsening strategy that requires data redistribution at coarse levels when the number of coarse elements becomes smaller than the number of MPI processes used on the finest level. The overall procedure generates coarse elements (general unstructured unions of fine grid elements) within the framework of element-based algebraic multigrid methods (or AMGe) studied previously. The AMGe-generated coarse spaces have the ability to exhibit approximation properties of the same order as the fine-level spaces since by construction they contain the piecewise polynomials of the same order as on the fine level. These approximation properties are key for the successful use of AMGe in multilevel solvers for nonlinear partial differential equations as well as for multilevel Monte Carlo (MLMC) simulations. The ability to coarsen without being constrained by the number of MPI processes, as described in the present paper, allows to improve the scalability of these solvers as well as the overall MLMC method. The paper illustrates this latter fact with detailed scalability study of MLMC simulations applied to model Darcy equations with a stochastic log-normal permeability field.
AMGe↗
Multiresolution With Super-Compact Wavelets
The solution data computed from large scale simulations are sometimes too big for main memory, for local disks, and possibly even for a remote storage disk, creating tremendous processing time as well as technical difficulties in analyzing the data. The excessive storage demands a corresponding huge penalty in I/O time, rendering time and transmission time between different computer systems. In this paper, a multiresolution scheme is proposed to compress field simulation or experimental data without much loss of important information in the representation. Originally, the wavelet based multiresolution scheme was introduced in image processing, for the purposes of data compression and feature extraction. Unlike photographic image data which has rather simple settings, computational field simulation data needs more careful treatment in applying the multiresolution technique. While the image data sits on a regular spaced grid, the simulation data usually resides on a structured curvilinear grid or unstructured grid. In addition to the irregularity in grid spacing, the other difficulty is that the solutions consist of vectors instead of scalar values. The data characteristics demand more restrictive conditions. In general, the photographic images have very little inherent smoothness with discontinuities almost everywhere. On the other hand, the numerical solutions have smoothness almost everywhere and discontinuities in local areas (shock, vortices, and shear layers). The wavelet bases should be amenable to the solution of the problem at hand and applicable to constraints such as numerical accuracy and boundary conditions. In choosing a suitable wavelet basis for simulation data among a variety of wavelet families, the supercompact wavelets designed by Beam and Warming provide one of the most effective multiresolution schemes. Supercompact multi-wavelets retain the compactness of Haar wavelets, are piecewise polynomial and orthogonal, and can have arbitrary order of approximation. The advantages of the multiresolution algorithm are that no special treatment is required at the boundaries of the interval, and that the application to functions which are only piecewise continuous (internal boundaries) can be efficiently implemented. In this presentation, Beam's supercompact wavelets are generalized to higher dimensions using multidimensional scaling and wavelet functions rather than alternating the directions as in the 1D version. As a demonstration of actual 3D data compression, supercompact wavelet transforms are applied to a 3D data set for wing tip vortex flow solutions (2.5 million grid points). It is shown that high data compression ratio can be achieved (around 50:1 ratio) in both vector and scalar data set.
Lee, Dohyung↗
Discrete approximations to optimal trajectories using direct transcription and nonlinear programming
A recently developed method for solving optimal trajectory problems uses a piecewise-polynomial representation of the state and control variables, enforces the equations of motion via a collocation procedure, and thus approximates the original calculus-of-variations problem with a nonlinear-programming problem, which is solved numerically. This paper identifies this method as a direct transcription method and proceeds to investigate the relationship between the original optimal-control problem and the nonlinear-programming problem. The discretized adjoint equation of the collocation method is found to have deficient accuracy, and an alternate scheme which discretizes the equations of motion using an explicit Runge-Kutta parallel-shooting approach is developed. Both methods are applied to finite-thrust spacecraft trajectory problems, including a low-thrust escape spiral, a three-burn rendezvous, and a low-thrust transfer to the moon.
Enright, Paul J.↗
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↗
Nonlinear Modeling by Assembling Piecewise Linear Models
To preserve nonlinearity of a full order system over a parameters range of interest, we propose a simple modeling approach by assembling a set of piecewise local solutions, including the first-order Taylor series terms expanded about some sampling states. The work by Rewienski and White inspired our use of piecewise linear local solutions. The assembly of these local approximations is accomplished by assigning nonlinear weights, through radial basis functions in this study. The efficacy of the proposed procedure is validated for a two-dimensional airfoil moving at different Mach numbers and pitching motions, under which the flow exhibits prominent nonlinear behaviors. All results confirm that our nonlinear model is accurate and stable for predicting not only aerodynamic forces but also detailed flowfields. Moreover, the model is robustness-accurate for inputs considerably different from the base trajectory in form and magnitude. This modeling preserves nonlinearity of the problems considered in a rather simple and accurate manner.
Yao, Weigang↗
Uniformly high order accurate essentially non-oscillatory schemes 3
In this paper (a third in a series) the construction and the analysis of essentially non-oscillatory shock capturing methods for the approximation of hyperbolic conservation laws are presented. Also presented is a hierarchy of high order accurate schemes which generalizes Godunov's scheme and its second order accurate MUSCL extension to arbitrary order of accuracy. The design involves an essentially non-oscillatory piecewise polynomial reconstruction of the solution from its cell averages, time evolution through an approximate solution of the resulting initial value problem, and averaging of this approximate solution over each cell. The reconstruction algorithm is derived from a new interpolation technique that when applied to piecewise smooth data gives high-order accuracy whenever the function is smooth but avoids a Gibbs phenomenon at discontinuities. Unlike standard finite difference methods this procedure uses an adaptive stencil of grid points and consequently the resulting schemes are highly nonlinear.
Harten, A.↗
The impacts of convex piecewise linear cost formulations on AC optimal power flow
Despite strong connections through shared application areas, research efforts on power market optimization (e.g., unit commitment) and power network optimization (e.g., optimal power flow) remain largely independent. A notable illustration of this is the treatment of power generation cost functions, where nonlinear network optimization has largely used polynomial representations and market optimization has adopted piecewise linear encodings. This work combines state-of-the-art results from both lines of research to understand the best mathematical formulations of the nonlinear AC optimal power flow problem with piecewise linear generation cost functions. An extensive numerical analysis of non-convex models, linear approximations, and convex relaxations across fifty-four realistic test cases illustrates that nonlinear optimization methods are surprisingly sensitive to the mathematical formulation of piecewise linear functions. The results indicate that a poor formulation choice can slow down algorithm performance by a factor of ten, increasing the runtime from seconds to minutes. Furthermore, these results provide valuable insights into the best formulations of nonlinear optimal power flow problems with piecewise linear cost functions, an important step towards building a new generation of energy markets that incorporate the nonlinear AC power flow model.
29 ENERGY PLANNING, POLICY, AND ECONOMY↗