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At least 973 records · Page 54

Network Uncertainty Quantification for Analysis of Multi-Component Systems

To impact physical mechanical system design decisions and realize the full promise of high-fidelity computational tools, simulation results must be integrated at the earliest stages of the design process. This is particularly challenging when dealing with uncertainty and optimizing for system-level performance metrics, as full-system models (often notoriously expensive and time-consuming to develop) are generally required to propagate uncertainties to system-level quantities of interest. Methods for propagating parameter and boundary condition uncertainty in networks of interconnected components hold promise for enabling design under uncertainty in real-world applications. These methods avoid the need for time consuming mesh generation of full-system geometries when changes are made to components or subassemblies. Additionally, they explicitly tie full-system model predictions to component/subassembly validation data which is valuable for qualification. These methods work by leveraging the fact that many engineered systems are inherently modular, being comprised of a hierarchy of components and subassemblies that are individually modified or replaced to define new system designs. By doing so, these methods enable rapid model development and the incorporation of uncertainty quantification earlier in the design process. The resulting formulation of the uncertainty propagation problem is iterative. We express the system model as a network of interconnected component models, which exchange solution information at component boundaries. We present a pair of approaches for propagating uncertainty in this type of decomposed system and provide implementations in the form of an open-source software library. We demonstrate these tools on a variety of applications and demonstrate the impact of problem-specific details on the performance and accuracy of the resulting UQ analysis. This work represents the most comprehensive investigation of these network uncertainty propagation methods to date.

42 ENGINEERING↗

Construction of a Code Verification Matrix for Heat Conduction With Finite Element Code Applications

When establishing the pedigree of a simulation tool, code verification is used to ensure that the implemented numerical algorithm is a faithful representation of its underlying mathematical model. During this process, numerical results on various meshes are systematically compared to a reference analytic solution. The selection of analytic solutions can be a laborious process, as it is difficult to establish adequate code confidence without performing redundant work. In this report we address this issue by applying a physics-based process that establishes a set of reference problems. In this process, code simulation options are categorized and systematically tested, which ensures that gaps in testing are easily identified and addressed. The resulting problems are primarily intended for code verification analysis but may also be useful for comparison to other simulation codes, troubleshooting activities, or training exercises. The process is used to select fifteen code verification problems relevant for the one-dimensional steady-state heat conduction equation. These problems are applicable to a wide variety of simulation tools, but, in this work, a demonstration is performed using the finite element-based nuclear fuel performance code BISON. Convergence to the analytic solution at the theoretical rate is quantified for a selection of the problems, which establishes a baseline pedigree for the code. Not only can this standard set of conduction solutions be used for verification of other codes, but also the physics-based process for selecting problems can be utilized to quantify and expand testing for any simulation tool.

42 ENGINEERING↗

Multistage Stabilized Continuation for Indirect Optimal Control of Three-Dimensional Hypersonic Trajectories

This work presents the development of a multistaged stabilized continuation for the three-dimensional unpowered hypersonic trajectory planning problem using indirect optimal control methods. The stabilized continuation method is noniterative and guaranteed to terminate within a finite number of floating point operations, thereby making it well suited for onboard autonomous implementations. Here, we present a multistage formulation of the stabilized continuation scheme that involves starting with a “loose” integration tolerance during the first stage and ramping up toward a “strict” integration tolerance through subsequent stages. An important benefit of this approach is that even when the solution to the underlying optimal control problem is numerically unstable, such as with the hypersonic vehicle footprint generation problem, the stabilized continuation algorithm is shown to be successful in finding a solution while providing some additional insights into the underlying cause of the numerical instability.

33 ADVANCED PROPULSION SYSTEMS↗

Fully nonlinear δf gyrokinetics for scrape-off layer parallel transport

Edge plasmas present a few challenges for gyrokinetic simulations that are absent in tokamak cores. Among them are large fluctuation amplitudes and plasma-wall interactions in the open field line region. In this work, the widely used core turbulence code GENE, which employs a δf -splitting technique, is extended to simulate open systems with large electrostatic fluctuations. With inclusion and proper discretization of the parallel nonlinear term, it becomes equivalent to a full- f code and the δf -splitting causes no fundamental difficulty in handling large fluctuations. The loss of particles to the wall is accounted for by using a logical sheath boundary, which is implemented in the context of a finite-volume method. The extended GENE code is benchmarked for the well-established one-dimensional parallel transport problem in the scrape-off layer during edge-localized modes. The parallel heat flux deposited onto the divertor target is compared with previous simulation results and shows good agreement.

43 PARTICLE ACCELERATORS↗

Altitude/path-angle transitions in fuel-optimal problems for transport aircraft

Altitude/path angle transitions to fuel-optimal, energy climb and descent paths are examined for subsonic transport aircraft. These transitions are termed boundary layers in singular perturbation theory, the framework used herein to simplify solutions to the state-Euler system. The energy climb and descent paths provide equilibrium or stationary points for the boundary layer system, and thus for moderate transitions, presumed valid for the class of aircraft considered, the boundary layer system may be linearized. This simplification allows derivation of an explicit solution to the two-point boundary-value, boundary layer problem and, as a consequence, yields a nearly optimal control law, in feedback form, for the transitions. Numerical simulation results using the feedback control law are presented for a Boeing 737 airframe (NASA-ATOPS Vehicle) employing twin JT8D-7-7A engines.

Gracey, C.↗

Verification of a specialized hydrodynamic simulation code for modeling deflagration and detonation of high explosives

A specialized hydrodynamic simulation code has been developed and verified for the simulation of one-dimensional unsteady problems involving the detonation and deflagration of high explosives. To model all the relevant physical processes in these problems, a code is required to simulate compressible hydrodynamics, unsteady thermal conduction, and chemical reactions with complex rate laws. Several verification exercises are presented which test the implementation of these capabilities. The code also requires models for physics processes such as equations of state and conductivity for pure materials and mixtures as well as rate laws for chemical reactions. Additional verification tests are required to ensure that these models are implemented correctly. Though this code is limited in the types of problems it can simulate, its computationally efficient formulation allows it to be used in calibration studies for reactive burn models for high explosives. Furthermore, this study demonstrates how a series of verification tests can be used to ensure that the various physics processes needed to simulate complex phenomenon can be tested to ensure that they are correctly implemented.

97 MATHEMATICS AND COMPUTING↗

Processes of aggression described by kinetic method

In the last decades many investigations have been devoted to theoretical models in new areas concerning description of different biological, sociological and historical processes. In the present paper we suggest a model of the Nazi Germany invasion of Poland, France and USSR based on the kinetic theory. We model this process with the Cauchy boundary problem for the two-element kinetic equations with spatial initial conditions. The solution of the problem is given in the form of traveling wave. The propagation velocity of a frontline depends on the quotient between initial forces concentrations. Moreover it is obtained that the general solution of the model can be expressed in terms of quadratures and elementary functions. Finally it is shown that the frontline velocities are complied with the historical data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Computation of stationary 3D halo currents in fusion devices with accuracy control

This paper addresses the calculation of the resistive distribution of halo currents in three-dimensional structures of large magnetic confinement fusion machines. A Neumann electrokinetic problem is solved on a geometry so complicated that complementarity is used to monitor the discretization error. An irrotational electric field is obtained by a geometric formulation based on the electric scalar potential, whereas three geometric formulations are compared to obtain a solenoidal current density: a formulation based on the electric vector potential and two geometric formulations inspired from mixed and mixed-hybrid Finite Elements. The electric vector potential formulation is usually considered impractical since an enormous computing power is wasted by the topological pre-processing it requires. To solve this challenging problem, we present novel algorithms based on lazy cohomology generators that enable to save orders of magnitude computational time with respect to all other state-of-the-art solutions proposed in literature. Believing that our results are useful in other fields of scientific computing, the proposed algorithm is presented as a detailed pseudocode in such a way that it can be easily implemented.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

High-beta analytic equilibria in circular, elliptical, and D-shaped large aspect ratio axisymmetric configurations with poloidal and toroidal flows

The Grad-Shafranov-Bernoulli system of equations is a single fluid magnetohydrodynamical description of axisymmetric equilibria with mass flows. Using a variational perturbative approach [E. Hameiri, Phys. Plasmas 20, 024504 (2013)], analytic approximations for high-beta equilibria in circular, elliptical, and D-shaped cross sections in the high aspect ratio approximation are found, which include finite toroidal and poloidal flows. Assuming a polynomial dependence of the free functions on the poloidal flux, the equilibrium problem is reduced to an inhomogeneous Helmholtz partial differential equation (PDE) subject to homogeneous Dirichlet conditions. An application of the Green's function method leads to a closed form for the circular solution and to a series solution in terms of Mathieu functions for the elliptical case, which is valid for arbitrary elongations. In order to extend the elliptical solution to a D-shaped domain, a boundary perturbation in terms of the triangularity is used. A comparison with the code FLOW [L. Guazzotto et al., Phys. Plasmas 11(2), 604-614 (2004)] is presented for relevant scenarios.

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Analysis of the SBP-SAT Stabilization for Finite Element Methods Part I: Linear Problems

In the hyperbolic community, discontinuous Galerkin (DG) approaches are mainly applied when finite element methods are considered. As the name suggested, the DG framework allows a discontinuity at the element interfaces, which seems for many researchers a favorable property in case of hyperbolic balance laws. On the contrary, continuous Galerkin methods appear to be unsuitable for hyperbolic problems and there exists still the perception that continuous Galerkin methods are notoriously unstable. To remedy this issue, stabilization terms are usually added and various formulations can be found in the literature. However, this perception is not true and the stabilization terms are unnecessary, in general. In this paper, we deal with this problem, but present a different approach. We use the boundary conditions to stabilize the scheme following a procedure that are frequently used in the finite difference community. Here, the main idea is to impose the boundary conditions weakly and specific boundary operators are constructed such that they guarantee stability. This approach has already been used in the discontinuous Galerkin framework, but here we apply it with a continuous Galerkin scheme. No internal dissipation is needed even if unstructured grids are used. Further, we point out that we do not need exact integration, it suffices if the quadrature rule and the norm in the differential operator are the same, such that the summation-by-parts property is fulfilled meaning that a discrete Gauss Theorem is valid. This contradicts the perception in the hyperbolic community that stability issues for pure Galerkin scheme exist. In numerical simulations, we verify our theoretical analysis.

97 MATHEMATICS AND COMPUTING↗

Projection-Based Model Reduction for Coupled Conduction—Enclosure Radiation Systems

We report a projection-based reduced order model (pROM) methodology has been developed for transient heat transfer problems involving coupled conduction and enclosure radiation. The approach was demonstrated on two test problems of varying complexity. The reduced order models demonstrated substantial speedups (up to 185×) relative to the full order model with good accuracy (less than 3% L ∞ error). An attractive feature of pROMs is that there is a natural error indicator for the ROM solution: the final residual norm at each time-step of the converged ROM solution. Using example test cases, we discuss how to interpret this error indicator to assess the accuracy of the ROM solution. The approach shows promise for many-query applications, such as uncertainty quantification and optimization. The reduced computational cost of the ROM relative to the full-order model (FOM) can enable the analysis of larger and more complex systems as well as the exploration of larger parameter spaces.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stability of Solutions of Initial Boundary-Balue Problems of Aerohydroelasticity

In designing structures and devices interacting with the flow of gas or liquid, it is necessary to solve the problems associated with the investigation of the stability required for their functioning and operational reliability. The definition of stability of an elastic body taken in the article corresponds to Lyapunov’s concept of stability of a dynamical system. On the base of the proposed nonlinear mathematical model the dynamic stability of the elastic aileron of the wing taking into account the incident subsonic flow of gas or liquid (in an ideal model of an incompressible environment) is investigated. Also a nonlinear mathematical model of the device relating to the vibration technique, which is intended for intensification of technological processes, for example, the process of mixing, is considered. The action of these devices is based on the oscillations of elastic elements during the gas or liquid flow. The dynamic stability of the elastic element located on one wall of the flow channel with the subsonic flow of gas or liquid (in an ideal model of a compressible environment) is investigated. Both models are described by a coupled nonlinear system of differential equations for the unknown functions — the potential of the gas velocity and deformation of the elastic element. On the basis of the construction of functionals, we obtain the sufficient conditions of the stability, the imposed restrictions on the free-stream velocity of the gas, the flexural stiffness of the elastic element, and other parameters of the mechanical system. The examples of construction of the stability regions for particular parameters of the mechanical system are presented.

42 ENGINEERING↗

Optimal Portfolio Management in a Modified Constant Elasticity of Variance Model

We investigate the optimal management of a portfolio consisting of a risk asset and a risk-free bond. The asset dynamics is specified by the M-CEV model. Assuming that the investor has a power utility function, we derive an explicit analytical portfolio-management formula that contains confluent hypergeometric functions. The asymptotic form of the proposed portfolio management strategy is obtained, as well as approximate formulas consisting only of elementary functions. We additionally present an application of our results in the context of algorithmic statistical-arbitrage strategies.

97 MATHEMATICS AND COMPUTING↗

Unique Determination of 3-Connected Plane Domains by Relative Conformal Moduli of Pairs of Boundary Components

We study the boundary values of conformal mappings of plane finitely connected domains. We present a complete exposition of a theorem giving an exhaustive description of the boundary values of such mappings in terms of conformal moduli (extremal lengths) of pairs of boundary components of a domain of connectedness at most 3. Bibliography: 12 titles.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The influence of interval arithmetic on the shape of uncertainly defined domains modelled by closed curves

The paper presents an unambiguous modelling of imprecisely defined shapes of closed curves using classical and directed interval arithmetic. The authors focus on the development of an effective strategy of modelling interval smooth closed curves (which enforce C{sup 2} continuity in points at which adjacent interval segments join) using interval cubic Bézier segments. For this purpose, algebraic relationships between Bézier and de Boor control points, formerly known for precisely defined curves, are generalized. We obtain interval control points that define interval closed curves. Additionally, the reliability of such way of modelling of closed curves is examined. We directly apply classical and directed interval arithmetic to mentioned relationships and try to solve obtained interval systems of algebraic equations. However, we obtain ambiguous solutions. Therefore, we propose our new strategy of modification of directed interval arithmetic to obtain reliable and unambiguous shapes of interval closed curves.

97 MATHEMATICS AND COMPUTING↗

Reconstructing the membrane detection of a 1D electrostatic-driven MEMS device by the shooting method: convergence analysis and ghost solutions identification

In this paper, in the domain of 1D-membrane micro-electro-mechanical systems in which the electrostatic field is expressed in terms of geometric curvature of the membrane, we present a numerical approach based on shooting techniques to reconstruct the membrane profile in the device in steady-state case. In particular, starting from known results in literature about existence achieved by Schauder–Tychonoff’s fixed point approach and uniqueness, and focusing on two physical–mathematical parameters appropriately indicative of the applied voltage and electromechanical properties of the membrane, respectively, we will discuss what operation parameters (applied voltage, amplitude of electrostatic field) and for which electromechanical membrane characteristic of the device is permitted or not a convergence of the method with respect to analytical results. Finally, we will discuss in detail the detected ghost solutions.

97 MATHEMATICS AND COMPUTING↗