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Two fundamental problems for mixed initial boundary value problems with applications in fluid mechanics are discussed. First, different stability properties are discussed which are of importance for long time integrations and steady state calculations. Secondly, a new numerical technique for problems with an artificial boundary is introduced.
For centuries, flow visualization has been the art of making fluid motion visible in physical and biological systems. Although such flow patterns can be, in principle, described by the Navier-Stokes equations, extracting the velocity and pressure fields directly from the images is challenging. We addressed this problem by developing hidden fluid mechanics (HFM), a physics-informed deep-learning framework capable of encoding the Navier-Stokes equations into the neural networks while being agnostic to the geometry or the initial and boundary conditions. We demonstrate HFM for several physical and biomedical problems by extracting quantitative information for which direct measurements may not be possible.
Frozen orbits of the Hill problem are determined in the double averaged problem, where short and long period terms are removed by means of Lie transforms. The computation of initial conditions of corresponding quasi periodic solutions in the non-averaged problem is straightforward for the perturbation method used provides the explicit equations of the transformation that connects the averaged and non-averaged models. A fourth order analytical theory reveals necessary for the accurate computation of quasi periodic, frozen orbits.
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.
The extent through which the initial conditions of a given three-body system may be varied without completely changing the qualitative nature of the subsequent system evolution is investigated. It is assumed that the three masses are equal, all initial velocities are zero, the first two bodies initially lie on the x-axis, and the position of the third body is confined to a specific region of space. Analysis of the system evolution for different initial positions of the third body shows that there is a whole area or 'island' in the x-y plane throughout which the initial position of the third body may be moved in a continuous fashion to produce an evolution which also changes in a continuous manner. A Monte Carlo approach is adopted to determine the full extent of this island in the general problem. It is concluded that the stability of a full solution may be directly related to the size of its island in phase space.
Least squares adjustment problems are considered in which the condition equations are nonlinear in both the observations and the adjustment parameters ('unknowns'). A solution algorithm is presented which takes into account the second (as well as the first) order derivatives in the adjustment residuals (observation errors) and the corrections to the initially available approximations to the adjustment parameters. The inclusion of second-order terms in the adjustment residuals is necessary whenever the adjustment residuals themselves cannot be regarded as negligible as compared to the adjustment parameters, i.e., whenever the linearized condition equations would no longer be practically equivalent to the rigorous ones. The consideration of second-order terms in the parameter corrections is completely independent of the second-order terms in the adjustment residuals.
As CPU clock speeds have stagnated and high performance computers continue to have ever higher core counts, increased parallelism is needed to take advantage of these new architectures. Traditional serial time-marching schemes can be a significant bottleneck, as many types of simulations require large numbers of time-steps which must be computed sequentially. Parallel-in-time schemes, such as the Multigrid Reduction in Time (MGRIT) method, remedy this by parallelizing across time-steps and have shown promising results for parabolic problems. However, chaotic problems have proved more difficult, since chaotic initial value problems (IVPs) are inherently ill-conditioned. MGRIT relies on a hierarchy of successively coarser time-grids to iteratively correct the solution on the finest time-grid, but due to the nature of chaotic systems, small inaccuracies on the coarser levels can be greatly magnified and lead to poor coarse-grid corrections. Here we introduce a modified MGRIT algorithm based on an existing quadratically converging nonlinear extension to the multigrid Full Approximation Scheme (FAS), as well as a novel time-coarsening scheme. Together, these approaches better capture long-term chaotic behavior on coarse-grids and greatly improve convergence of MGRIT for chaotic IVPs. Further, we introduce a novel low-memory variant of the algorithm for solving chaotic PDEs with MGRIT which not only solves the IVP, but also provides estimates for the unstable Lyapunov vectors of the system. Finally, we provide supporting numerical results for the Lorenz system and demonstrate parallel speedup for the chaotic Kuramoto–Sivashinsky PDE over a significantly longer time-domain than in previous works.
The Grizzly code is being developed to address degradation issues in nuclear reactor structures and components. For light-water reactors, Grizzly currently has capabilities to simulate degradation processes and their effects on structural integrity in two key areas: reactor pressure vessels (RPVs) and reinforced concrete structures. This report documents improvements made to Grizzly’s ability to address both of these structural systems. For RPVs, the reduced-order models (ROMs) used in fracture mechanics calculations have been expanded to allow their application over a broader range of the parameter space than was permitted by the previous models. The ROMs currently used in Grizzly for the evaluation of flaws that are fully embedded within the RPV (as opposed to surface-breaking flaws) are based on a model that is known to be conservative, indicating higher stress intensity factors than would be obtained from direct simulations. A more accurate model that eliminates these excess conservatisms has been recently included in the American Society of Mechanical Engineers Boiler and Pressure Vessel Code but was not applicable for flaws near the RPV surface, which is where the most critical flaws are usually located. That model has recently been extended for increased applicability in this near-surface region. The ROMs for embedded flaws in the Grizzly code have been expanded to include these recent extensions, which permit their use in a much broader set of cases than previously possible. Direct 3D simulations have been used to check these ROMs and have shown good agreement in most cases, although there are still some cases that need further investigation. There are considerable benefits to using these these more accurate and less conservative ROMs for embedded flaws. On a benchmark probabilistic fracture mechanics problem tested here, the conditional probability of fracture initiation computed for a population of flaws in a single plate in an RPV decreased by over a factor of 3. To address aging in reinforced concrete structures, a capability to simulate multiple degradation mechanisms, including alkali-silica reaction and radiation-induced volumetric expansion has been developed in Grizzly over the past several years. This had previously been demonstrated on laboratory-scale specimens but not on full-scale nuclear concrete structures with reinforcement. To demonstrate the applicability of Grizzly to the analysis of large-scale structures of interest, a full 3D model of a representative reinforced concrete structure, including a complex arrangement of reinforcing bars, was developed and demonstrated in Grizzly.
Third integral of dynamical problems, dissolution of invariant curves, perturbations of initial conditions and effect on motions and resonant orbit phenomena
The spherical means of the solutions of a linear partial differential equation Lu = f in a conical region are studied. The conical region is bounded by a surface generated by curvilinear ti surfaces. The spherical mean is the average of u over a constant ti surface. The conditions on the linear differential operator, L, and on the orthogonal coordinates (ti, eta, zeta) are established so that the spherical mean of the solution subjected to the appropriate boundary and initial conditions can be determined directly as a problem with only space variable. Conditions are then established so that the spherical mean of the solution in one concial region will be proportional to that of a known solution in another conical region. Applications to various problems of mathematical physics and their physical interpretations are presented.
Linear equations are solved by a method of superposition of solutions of a sequence of initial value problems. For nonlinear equations and/or boundary conditions, the solution is iterative and in each iteration a problem like the linear case is solved. A simple Taylor series expansion is used for the linearization of both nonlinear equations and nonlinear boundary conditions. The perturbation method of solution is used in preference to quasilinearization because of programming ease, and smaller storage requirements; and experiments indicate that the desired convergence properties exist although no proof or convergence is given.
The mathematical properties of the pressure-velocity and vorticity-velocity formulations of the equations of viscous flow are compared. It is shown that a vorticity-velocity formulation exists which has the interesting property that non-inertial effects only enter the problem through the implementation of initial and boundary conditions. This valuable characteristic, along with other advantages of the vorticity-velocity approach, are discussed in detail.
The mathematical properties of the pressure-velocity and vorticity-velocity formulations of the equations of viscous flow are compared. It is shown that a vorticity-velocity formulation exists which has the interesting property that noninertial effects only enter into the problem through the implementation of initial and boundary conditions. This valuable characteristic, along with other advantages of the vorticity-velocity approach, are discussed in detail.
Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.
Spurious stable as well as unstable steady state numerical solutions, spurious asymptotic numerical solutions of higher period, and even stable chaotic behavior can occur when finite difference methods are used to solve nonlinear differential equations (DE) numerically. The occurrence of spurious asymptotes is independent of whether the DE possesses a unique steady state or has additional periodic solutions and/or exhibits chaotic phenomena. The form of the nonlinear DEs and the type of numerical schemes are the determining factor. In addition, the occurrence of spurious steady states is not restricted to the time steps that are beyond the linearized stability limit of the scheme. In many instances, it can occur below the linearized stability limit. Therefore, it is essential for practitioners in computational sciences to be knowledgeable about the dynamical behavior of finite difference methods for nonlinear scalar DEs before the actual application of these methods to practical computations. It is also important to change the traditional way of thinking and practices when dealing with genuinely nonlinear problems. In the past, spurious asymptotes were observed in numerical computations but tended to be ignored because they all were assumed to lie beyond the linearized stability limits of the time step parameter delta t. As can be seen from the study, bifurcations to and from spurious asymptotic solutions and transitions to computational instability not only are highly scheme dependent and problem dependent, but also initial data and boundary condition dependent, and not limited to time steps that are beyond the linearized stability limit.
We discuss theoretical and numerical aspects of gyrokinetics as a Lagrangian field theory when the field perturbation is introduced into the symplectic part. A consequence is that the field equations and particle equations of motion in general depend on the time derivatives of the field. The most well-known example is when the parallel vector potential is introduced as a perturbation, where a time derivative of the field arises only in the equations of motion, so an explicit equation for the fields may still be written. We will consider the conceptually more problematic case where the time-dependent fields appear in both the field equations and equations of motion, but where the additional term in the field equations is formally small. The conceptual issues were described by Burby (J. Plasma Phys., vol. 82 (3), 2016, 905820304): these terms lead to apparent additional degrees of freedom to the problem, so that the electric field now requires an initial condition, which is not required in low-frequency (Darwin) Vlasov–Maxwell equations. Also, the small terms in the Euler–Lagrange equations are a singular perturbation, and these two issues are interlinked. For well-behaved problems the apparent additional degrees of freedom are spurious, and the physically relevant solution may be directly identified. Because we needed to assume that the system is well behaved for small perturbations when deriving gyrokinetic theory, we must continue to assume that when solving it, and the physical solutions are thus the regular ones. The spurious nature of the singular degrees of freedom may also be seen by changing coordinate systems so the varying field appears only in the Hamiltonian. We then describe how methods appropriate for singular perturbation theory may be used to solve these asymptotic equations numerically. We then describe a proof-of-principle implementation of these methods for an electrostatic strong-flow gyrokinetic system; two basic test cases are presented to illustrate code functionality.
Stable and unstable boundary conditions for various explicit and implicit schemes for the linear two-dimensional wave equations are discussed. Modal analysis is applied to the wave equations in half space in order to investigate the effect on numerical stability of outflow-type boundary conditions.
An implicit explicit algorithm for the solution of transient problems in structural dynamics is described. The method involved dividing the finite elements into implicit and explicit groups while automatically satisfying the conditions. This algorithm is applied to the solution of the linear, transient, two dimensional heat equation subject to an initial condition derived from the soluton of a steady state problem over an L-shaped region made up of a good conductor and an insulating material. Using the IIT/PRIME computer with virtual memory, a FORTRAN computer program code was developed to make accuracy, stability, and cost comparisons among the fully explicit Euler, the Hughes-Liu, and the fully implicit Crank-Nicholson algorithms. The Hughes-Liu claim that the explicit group governs the stability of the entire region while maintaining the unconditional stability of the implicit group is illustrated.