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At least 91 records · Page 5

Forward and inverse modeling of fault transmissibility in subsurface flows

Characterizing physical properties of faults, such as their transmissibility, is crucial for performing predictive numerical simulation of subsurface flows, such as those encountered in petroleum engineering and remediation of subsurface contamination. Here, this paper provides a complete investigation of the inverse problem for fault transmissibility in subsurface flow models, under appropriate assumptions on fault structure. In particular, the following aspects are considered: 1) fault modeling and well-posedness of the forward problem; 2) finite element (FEM) discretizations of the forward problem and their rigorous a priori convergence analysis; 3) Well-posedness of the Bayesian inverse problem, FEM discretization of the infinite dimensional Bayesian inverse formulation, and its rigorous a priori analysis. Moreover, computation of the maximum a posteriori (MAP) point via fast inexact Newton-conjugate gradient optimization and a Laplace approximation of the Bayesian posterior are also presented. Numerical results illustrate the use of the proposed fault model in forward and inverse problems for subsurface flows in two dimensional domains with multiple faults.

97 MATHEMATICS AND COMPUTING↗

A fast, time-accurate unsteady full potential scheme

The unsteady form of the full potential equation is solved in conservation form by an implicit method based on approximate factorization. At each time level, internal Newton iterations are performed to achieve time accuracy and computational efficiency. A local time linearization procedure is introduced to provide a good initial guess for the Newton iteration. A novel flux-biasing technique is applied to generate proper forms of the artificial viscosity to treat hyperbolic regions with shocks and sonic lines present. The wake is properly modeled by accounting not only for jumps in phi, but also for jumps in higher derivatives of phi, obtained by imposing the density to be continuous across the wake. The far field is modeled using the Riemann invariants to simulate nonreflecting boundary conditions. The resulting unsteady method performs well which, even at low reduced frequency levels of 0.1 or less, requires fewer than 100 time steps per cycle at transonic Mach numbers. The code is fully vectorized for the CRAY-XMP and the VPS-32 computers.

Shankar, V.↗

Implicit solvers for unstructured meshes

Implicit methods for unstructured mesh computations are developed and tested. The approximate system which arises from the Newton-linearization of the nonlinear evolution operator is solved by using the preconditioned generalized minimum residual technique. These different preconditioners are investigated: the incomplete LU factorization (ILU), block diagonal factorization, and the symmetric successive over-relaxation (SSOR). The preconditioners have been optimized to have good vectorization properties. The various methods are compared over a wide range of problems. Ordering of the unknowns, which affects the convergence of these sparse matrix iterative methods, is also investigated. Results are presented for inviscid and turbulent viscous calculations on single and multielement airfoil configurations using globally and adaptively generated meshes.

Venkatakrishnan, V.↗

Accreting Binary Populations in the Earlier Universe

It is now understood that X-ray binaries dominate the hard X-ray emission from normal star-forming galaxies. Thanks to the deepest (2-4 Ms) Chandra surveys, such galaxies are now being studied in X-rays out to z approximates 4. Interesting X-ray stacking results (based on 30+ galaxies per redshift bin) suggest that the mean rest-frame 2-10 keV luminosity from z=3-4 Lyman break galaxies (LBGs), is comparable to the most powerful starburst galaxies in the local Universe. This result possibly indicates a similar production mechanism for accreting binaries over large cosmological timescales. To understand and constrain better the production of X-ray binaries in high-redshift LBGs, we have utilized XMM-Newton observations of a small sample of z approximates 0.1 GALEX-selected Ultraviolet-Luminous Galaxies (UVLGs); local analogs to high-redshift LBGs. Our observations enable us to study the X-ray emission from LBG-like galaxies on an individual basis, thus allowing us to constrain object-to-object variances in this population. We supplement these results with X-ray stacking constraints using the new 3.2 Ms Chandra Deep Field-South (completed spring 2010) and LBG candidates selected from HST, Swift UVOT, and ground-based data. These measurements provide new X-ray constraints that sample well the entire z=0-4 baseline

Hornschemeier, Ann↗

Multiple zeros of polynomials

For polynomials of higher degree, iterative numerical methods must be used. Four iterative methods are presented for approximating the zeros of a polynomial using a digital computer. Newton's method and Muller's method are two well known iterative methods which are presented. They extract the zeros of a polynomial by generating a sequence of approximations converging to each zero. However, both of these methods are very unstable when used on a polynomial which has multiple zeros. That is, either they fail to converge to some or all of the zeros, or they converge to very bad approximations of the polynomial's zeros. This material introduces two new methods, the greatest common divisor (G.C.D.) method and the repeated greatest common divisor (repeated G.C.D.) method, which are superior methods for numerically approximating the zeros of a polynomial having multiple zeros. These methods were programmed in FORTRAN 4 and comparisons in time and accuracy are given.

Wood, C. A.↗

Resolving the Large Scale Spectral Variability of the Luminous Seyfert 1 Galaxy 1H 0419-577

An XMM-Newton observation of the luminous Seyfert 1 galaxy 1H 0419-577 in September 2002, when the source was in an extreme low-flux state, found a very hard X-ray spectrum at 1-10 keV with a strong soft excess below approximately 1 keV. Comparison with an earlier XMM-Newton observation when 1H 0419-577 was X-ray bright indicated the dominant spectral variability was due to a steep power law or cool Comptonized thermal emission. Four further XMM-Newton observations, with 1H 0419-577 in intermediate flux states, now support that conclusion, while we also find the variable emission component in intermediate state difference spectra to be strongly modified by absorption in low ionisation matter. The variable soft excess is seen to be an artefact of absorption of the underlying continuum while the core soft emission is attributed to recombination in an extended region of more highly ionised gas. This new analysis underlines the importance of fully accounting for absorption in characterizing AGN X-ray spectra.

Pounds, K. A.↗

Convergence Analysis of the Alternating Anderson–Picard Method for Nonlinear Fixed-Point Problems

Anderson acceleration (AA) has been widely used to solve nonlinear fixed-point problems due to its rapid convergence. This work focuses on a variant of AA in which multiple Picard iterations are performed between each AA step, referred to as the Alternating Anderson–Picard (AAP) method. Furthermore, despite introducing more “slow” Picard iterations, this method has been shown to be efficient and even more robust in both linear and nonlinear cases. However, there is a lack of theoretical analysis for AAP in the nonlinear case. In this paper, we address this gap by establishing the equivalence between AAP and a multisecant-GMRES method that uses GMRES to solve a multisecant linear system at each iteration. From this perspective, we show that AAP “converges” to the Newton-GMRES method. Specifically, as the residual approaches zero, the multisecant matrix, the approximate Jacobian inverse, the search direction, and the optimization gain of AAP converge to their counterparts in the Newton-GMRES method. These connections provide insights for analyzing the asymptotic convergence properties of AAP. Consequently, we show that AAP is locally 𝑞-linear convergent and provide an upper bound for the convergence factor of AAP. To validate the theoretical results, numerical examples are provided.

Anderson acceleration↗

Flight Test of a 30-Foot Nominal Diameter Cross Parachute Deployed at a Mach Number of 1.57 and a Dynamic Pressure of 9.7 Pounds per Square Foot

A 30-foot (9.1-meter) nominal-diameter cross-type parachute with a cloth area (reference area) of 709 square feet (65.9 square meters) was flight tested in the rocket-launched portion of the NASA Planetary Entry Parachute Program (PEPP). The test parachute was ejected from an instrumented payload by means of a mortar when the system was at a Mach number of 1.57 and a dynamic pressure of 9.7 psf. The parachute deployed to suspension-line stretch in 0.44 second with a resulting snatch-force loading of 1100 pounds (4900 newtons), Canopy inflation began at 0.58 second and a first full inflation was achieved at approximately 0.77 second. The maximum opening load occurred at 0.81 second and was 4255 pounds (18,930 newtons). Thereafter, the test item exhibited a canopy-shape instability in that the four panel arms experienced fluctuations, a "scissoring" type of motion predominating throughout the test period. Calculated values of axial-force coefficient during the deceleration portion of the test varied between 0.35 and 1.05, with an average value of 0.69. During descent, canopy-shape variations had reduced to small amplitudes and resultant pitch-yaw angles of the payload with respect to the local vertical averaged less than 10 degrees. The effective drag coefficient, based on the vertical components of velocity and acceleration during system descent, was 0.78.

TESTS↗

Horizon radiation reaction forces

Using Effective Field Theory (EFT) methods, we compute the effects of horizon dissipation on the gravitational interactions of relativistic binary black hole systems. We assume that the dynamics is perturbative, i.e it admits an expansion in powers of Newton’s constant (post-Minkowskian, or PM, approximation). As applications, we compute corrections to the scattering angle in a black hole collision due to dissipative effects to leading PM order, as well as the post-Newtonian (PN) corrections to the equations of motion of binary black holes in non-relativistic orbits, which represents the leading order finite size effect in the equations of motion. The methods developed here are also applicable to the case of more general compact objects, eg. neutron stars, where the magnitude of the dissipative effects depends on non-gravitational physics (e.g, the equation of state for nuclear matter).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An analysis and comparison of several trajectory optimization methods

The sensitivities of the convergence characteristics of the methods to initially assumed parameters and trial solution, convergence times, computer logic, and storage requirements are discussed. Numerical comparison of the convergence characteristics is made by considering a minimum time, low thrust, Earth-Mars transfer trajectory. A modified quasi-linearization method reduces convergence time by approximately 70% when compared with the generalized Newton-Raphson method and allows the terminal boundary to be specified by a general function of the problem variables. A uniquely specified and easily determined, time dependent weighting matrix for the gradient techniques accelerates the shaping of the optimal control program and improves the convergence characteristics during the terminal iterations. Convergence envelopes, indicating how sensitive the convergence characteristics are to initially assumed parameters, are plotted for the perturbation and quasi-linearization methods. Several iteration schemes are proposed which increase the size of the convergence envelopes and decrease the sensitivity of the method to initially assumed parameters.

Lewallen, J. M.↗

Forced stationary solutions in a barotropic channel: Multiple equilibria and theory of nonlinear resonance

A barotropic flow over sinusoidal topography in a beta channel in the presence of forcing and dissipation was studied. The work is divided into two parts: (1) computation of the stationary solutions of the model, by Newton's method together with a finite difference approximation, and comparison of solutions with the solutions of the linear theory; (2) development of a nonlinear theory that reproduce the numerical solutions.

Rambaldi, S.↗

A Scalable Interior‐Point Gauss–Newton Method for PDE‐Constrained Optimization With Bound Constraints

Here, we present a scalable approach to solve a class of partial differential equation (PDE)‐constrained optimization problems with bound constraints. This approach utilizes a robust full‐space interior‐point (IP)‐Gauss–Newton optimization method. To cope with the poorly‐conditioned IP‐Gauss–Newton saddle‐point linear systems that need to be solved approximately, once per optimization step, we propose two spectrally related preconditioners. These preconditioners leverage the limited informativeness of data in regularized PDE‐constrained optimization problems. A block Gauss–Seidel preconditioner is proposed for the GMRES‐based solution of the IP‐Gauss–Newton linear systems. It is shown, for a large‐class of PDE‐ and bound‐constrained optimization problems, that the spectrum of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix is asymptotically independent of discretization and is not impacted by the ill‐conditioning that notoriously plagues interior‐point methods. We exploit symmetry of the IP‐Gauss–Newton linear systems and propose a regularization and log‐barrier Hessian preconditioner for the preconditioned conjugate gradient (PCG)‐based solution of the equivalent IP‐Gauss–Newton–Schur complement linear systems. The eigenvalues of the block Gauss–Seidel preconditioned IP‐Gauss–Newton matrix, that are not equal to one, are identical to the eigenvalues of the regularization and log‐barrier Hessian preconditioned Schur complement matrix. The scalability of the approach is demonstrated on two example problems. The numerical solution of these optimization problems is shown to require a discretization independent number of IP‐Gauss–Newton linear solves. Furthermore, the linear systems are solved in a discretization and IP ill‐conditioning independent number of preconditioned Krylov subspace iterations. The parallel scalability of the preconditioner, achieved via algebraic multigrid component solvers when applicable, and the aforementioned algorithmic scalability permits a parallel scalable means to compute solutions of a large class of PDE‐ and bound‐constrained problems.

PDE-constrained optimization↗

Sinc-Galerkin estimation of diffusivity in parabolic problems

A fully Sinc-Galerkin method for the numerical recovery of spatially varying diffusion coefficients in linear partial differential equations is presented. Because the parameter recovery problems are inherently ill-posed, an output error criterion in conjunction with Tikhonov regularization is used to formulate them as infinite-dimensional minimization problems. The forward problems are discretized with a sinc basis in both the spatial and temporal domains thus yielding an approximate solution which displays an exponential convergence rate and is valid on the infinite time interval. The minimization problems are then solved via a quasi-Newton/trust region algorithm. The L-curve technique for determining an approximate value of the regularization parameter is briefly discussed, and numerical examples are given which show the applicability of the method both for problems with noise-free data as well as for those whose data contains white noise.

Smith, Ralph C.↗

Pre-conditioned BFGS-based uncertainty quantification in elastic full-waveform inversion

SUMMARY Full-waveform inversion has become an essential technique for mapping geophysical subsurface structures. However, proper uncertainty quantification is often lacking in current applications. In theory, uncertainty quantification is related to the inverse Hessian (or the posterior covariance matrix). Even for common geophysical inverse problems its calculation is beyond the computational and storage capacities of the largest high-performance computing systems. In this study, we amend the Broyden–Fletcher–Goldfarb–Shanno (BFGS) algorithm to perform uncertainty quantification for large-scale applications. For seismic inverse problems, the limited-memory BFGS (L-BFGS) method prevails as the most efficient quasi-Newton method. We aim to augment it further to obtain an approximate inverse Hessian for uncertainty quantification in FWI. To facilitate retrieval of the inverse Hessian, we combine BFGS (essentially a full-history L-BFGS) with randomized singular value decomposition to determine a low-rank approximation of the inverse Hessian. Setting the rank number equal to the number of iterations makes this solution efficient and memory-affordable even for large-scale problems. Furthermore, based on the Gauss–Newton method, we formulate different initial, diagonal Hessian matrices as pre-conditioners for the inverse scheme and compare their performances in elastic FWI applications. We highlight our approach with the elastic Marmousi benchmark model, demonstrating the applicability of pre-conditioned BFGS for large-scale FWI and uncertainty quantification.

58 GEOSCIENCES↗

A methodology for airplane parameter estimation and confidence interval determination in nonlinear estimation problems

An algorithm for maximum likelihood (ML) estimation is developed with an efficient method for approximating the sensitivities. The ML algorithm relies on a new optimization method referred to as a modified Newton-Raphson with estimated sensitivities (MNRES). MNRES determines sensitivities by using slope information from local surface approximations of each output variable in parameter space. With the fitted surface, sensitivity information can be updated at each iteration with less computational effort than that required by either a finite-difference method or integration of the analytically determined sensitivity equations. MNRES eliminates the need to derive sensitivity equations for each new model, and thus provides flexibility to use model equations in any convenient format. A random search technique for determining the confidence limits of ML parameter estimates is applied to nonlinear estimation problems for airplanes. The confidence intervals obtained by the search are compared with Cramer-Rao (CR) bounds at the same confidence level. The degree of nonlinearity in the estimation problem is an important factor in the relationship between CR bounds and the error bounds determined by the search technique. Beale's measure of nonlinearity is developed in this study for airplane identification problems; it is used to empirically correct confidence levels and to predict the degree of agreement between CR bounds and search estimates.

Murphy, P. C.↗

Compact representations of structured BFGS matrices

For general large-scale optimization problems compact representations exist in which recursive quasi-Newton update formulas are represented as compact matrix factorizations. For problems in which the objective function contains additional structure, recent structured quasi-Newton methods exploit available second-derivative information and approximate unavailable second derivatives. Here, this article develops the compact representations of two structured Broyden-Fletcher-Goldfarb-Shanno update formulas. The compact representations enable efficient limited memory and initialization strategies. Two limited memory line search algorithms are described for which extensive numerical results demonstrate the efficacy of the algorithms, including comparisons to IPOPT on large machine learning problems, and to L-BFGS on a real world large scale ptychographic imaging application.

97 MATHEMATICS AND COMPUTING↗

Extended Lagrangian Born–Oppenheimer molecular dynamics using a Krylov subspace approximation

It is shown how the electronic equations of motion in extended Lagrangian Born–Oppenheimer molecular dynamics simulations can be integrated using low-rank approximations of the inverse Jacobian kernel. This kernel determines the metric tensor in the harmonic oscillator extension of the Lagrangian that drives the evolution of the electronic degrees of freedom. The proposed kernel approximation is derived from a pseudoinverse of a low-rank estimate of the Jacobian, which is expressed in terms of a generalized set of directional derivatives with directions that are given from a Krylov subspace approximation. The approach allows a tunable and adaptive approximation that can take advantage of efficient preconditioning techniques. The proposed kernel approximation for the integration of the electronic equations of motion makes it possible to apply extended Lagrangian first-principles molecular dynamics simulations to a broader range of problems, including reactive chemical systems with numerically sensitive and unsteady charge solutions. This can be achieved without requiring exact full calculations of the inverse Jacobian kernel in each time step or relying on iterative non-linear self-consistent field optimization of the electronic ground state prior to the force evaluations as in regular direct Born–Oppenheimer molecular dynamics. We note the low-rank approximation of the Jacobian is directly related to Broyden’s class of quasi-Newton algorithms and Jacobian-free Newton–Krylov methods and provides a complementary formulation for the solution of nonlinear systems of equations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗