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Search indexed NASA NTRS and DOE OSTI research on propulsion, heat transfer, battery materials and energy systems. Follow report and document links to the original sources.

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At least 109 records · Page 6

Risk-averse optimal control of semilinear elliptic PDEs

In this paper, we consider the optimal control of semilinear elliptic PDEs with random inputs. These problems are often nonconvex, infinite-dimensional stochastic optimization problems for which we employ risk measures to quantify the implicit uncertainty in the objective function. In contrast to previous works in uncertainty quantification and stochastic optimization, we provide a rigorous mathematical analysis demonstrating higher solution regularity (in stochastic state space), continuity and differentiability of the control-to-state map, and existence, regularity and continuity properties of the control-to-adjoint map. Our proofs make use of existing techniques from PDE-constrained optimization as well as concepts from the theory of measurable multifunctions. We illustrate our theoretical results with two numerical examples motivated by the optimal doping of semiconductor devices.

97 MATHEMATICS AND COMPUTING↗

On the validity of the guiding-center approximation in the presence of strong magnetic gradients

The motion of a charged particle in a nonuniform straight magnetic field with a constant magnetic-field gradient is solved exactly in terms of elliptic functions. The connection between this problem and the guiding-center approximation is discussed. Here, it is shown that, for this problem, the predictions of higher-order guiding-center theory agree very well with the orbit-averaged particle motion and hold well beyond the standard guiding-center limit $\epsilon$ $\equiv$ p/L << 1, where p is the gyromotion length scale and L is the magnetic-field gradient length scale.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A Least-Squares-Based Weak Galerkin Finite Element Method for Second Order Elliptic Equations

Here, in this article, we introduce a least-squares-based weak Galerkin finite element method for the second order elliptic equation. This new method is shown to provide very accurate numerical approximations for both the primal and the flux variables. In contrast to other existing least-squares finite element methods, this new method allows us to use discontinuous approximating functions on finite element partitions consisting of arbitrary polygon/polyhedron shapes. We also develop a Schur complement algorithm for the resulting discretization problem by eliminating all the unknowns that represent the solution information in the interior of each element. Optimal order error estimates for both the primal and the flux variables are established. An extensive set of numerical experiments are conducted to demonstrate the robustness, reliability, flexibility, and accuracy of the least-squares-based weak Galerkin finite element method. Finally, the numerical examples cover a wide range of applied problems, including singularly perturbed reaction-diffusion equations and the flow of fluid in porous media with strong anisotropy and heterogeneity.

nite element methods↗

Quantum geometry of resurgent perturbative/nonperturbative relations

For a wide variety of quantum potentials, including the textbook ‘instanton’ examples of the periodic cosine and symmetric double-well potentials, the perturbative data coming from fluctuations about the vacuum saddle encodes all non-perturbative data in all higher non-perturbative sectors. Here we unify these examples in geometric terms, arguing that the all-orders quantum action determines the all-orders quantum dual action for quantum spectral problems associated with a classical genus one elliptic curve. Furthermore, for a special class of genus one potentials this relation is particularly simple: this class includes the cubic oscillator, symmetric double-well, symmetric degenerate triple-well, and periodic cosine potential. These are related to the Chebyshev potentials, which are in turn related to certain N = 2 supersymmetric quantum field theories, to mirror maps for hypersurfaces in projective spaces, and also to topological c = 3 Landau-Ginzburg models and ‘special geometry’. These systems inherit a natural modular structure corresponding to Ramanujan’s theory of elliptic functions in alternative bases, which is especially important for the quantization. Insights from supersymmetric quantum field theory suggest similar structures for more complicated potentials, corresponding to higher genus. Lastly, our approach is very elementary, using basic classical geometry combined with all-orders WKB.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Contact Problem of Wear of the Elastic Half Plane with Winkler’s Coating Caused by Punches of Canonical Shapes

The problem of contact interaction of punches of canonical shapes (cylindrical, elliptic, and hyperbolic) with elastic half planes covered with protective coatings is solved with regard for the wear of the material. We propose a method for the solution of the singular integrodifferential equation of the problem. The numerical analysis of contact pressure is performed for different times, and some specific features of wear of the material by the punches of different shapes are discovered. The time for which the coating is totally worn out at a given point of the contact zone is determined.

42 ENGINEERING↗

On a Homogenization Problem

We study the average Green’s function of stochastic, uniformly elliptic operators of divergence form on Zdℤ{sup d}. When the randomness is independent and has small variance, we prove regularity of the Fourier transform of the self-energy. The proof relies on the Schur complement formula and the analysis of singular integral operators combined with a Steinhaus system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

Sum-Frequency Generation from a Thin Cylindrical Layer

In the Rayleigh–Gans–Debye approximation, we have solved the problem of the sum-frequency generation by two plane elliptically polarized electromagnetic waves from the surface of a dielectric particle of a cylindrical shape that is coated by a thin layer possessing nonlinear optical properties. The formulas that describe the sum-frequency field have been presented in the tensor and vector forms for the second-order nonlinear dielectric susceptibility tensor, which was chosen in the general form, containing chiral components. Expressions describing the sum-frequency field from the cylindrical particle ends have been obtained for the case of a nonlinear layer possessing chiral properties. Three-dimensional directivity patterns of the sum-frequency radiation have been analyzed for different combinations of parameters (angles of incidence, degrees of ellipticity, orientations of polarization ellipses, cylindrical particle dimensions). The mathematical properties of the spatial distribution functions of the sum-frequency field, which characterize the symmetry of directivity patterns, have been revealed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the Orbital Elements of the Two-body Problem with Slowly Decreasing Mass: The Gyldén–Mestchersky Cases

We study the dynamics of two-body problems with gravitational parameters μ = μ(t) decreasing with the time. In particular we focus our attention on the behavior of the orbital elements in the first two Gyldén–Mestchersky cases: in the first case (GM-I) μ(t)=μ{sub 0}(1+αt){sup −1}, where μ{sub 0} is the constant initial value of the parameter and α a small positive constant. In the second case (GM-II) μ(t)=μ{sub 0}(1+2αt){sup −1/2}. In the GM-I problem, using a suitable transformation of the radius vector and the physical time, which reduces the original problem to a pure Kepler problem, we are able to obtain explicit analytical expressions of the orbital elements that hold true for all t⩾0 and therefore derive their asymptotic behavior. Moreover using the alternative scaled time these expressions show clearly their periodic and secular terms. For the GM-II problem a similar transformation to the GM-I problem leads to a perturbed Kepler problem with a radial direction perturbation. Although exact solutions in terms of elliptic functions may be obtained, the use of some integrals leads to analytical expressions of orbital elements that allow us to study their behavior. Finally, some comparisons between the time evolution of elements in both problems are also included.

79 ASTRONOMY AND ASTROPHYSICS↗

On Integral of a Semi-Markov Diffusion Process

Let (X(t)) (t ≥ 0) be a semi-Markov diffusion process. The process (J(T )) (T ≥ 0) equal to the integral of (X(t)) on interval [0, T ) is studied. The relation between one-dimensional differential equation of the second order of elliptical type and asymptotics of a solution to Dirichlet problem on an interval with length tending to zero is established. This relation is used to derive a differential equation for the Laplace transform of the semi-Markov generating function of the process (J(t)).

97 MATHEMATICS AND COMPUTING↗

Optimizing Power Generation of a Bottom-Raised Oscillating Surge Wave Energy Converter Using a Theoretical Model: Preprint

Preliminary sizing of an oscillating surge wave energy converter (OSWEC) is an iterative process that relies on knowledge of the relevant hydrodynamic coefficients for a given geometry. Often, the complex definition of the device geometry requires coefficients to be obtained through experiments or numerical boundary element solvers such as WAMIT. These techniques demand significant user and computational effort, therefore inhibiting the fine scale parametrization of object dimensions. In this study, a theoretical model, originally presented in Michele et al. (2016), is developed and demonstrated to efficiently optimize the power production for an OSWEC device (subjected to certain environmental conditions) with variations in device widths, heights, and distances from the seabed. Assuming negligible device thickness, the OSWEC motions are modelled as a bottom-raised two-dimensional flap in regular waves using potential flow theory formulated in elliptical coordinates. The solutions to this diffraction-radiation problem are obtained using Mathieu functions with appropriate boundary conditions. The resulting potentials are then used to derive frequency-dependent expressions for the added mass and radiation damping coefficients, along with wave excitation magnitude in surge, pitch, and coupled surge-pitch motions. Good agreement in hydrodynamic coefficient curves is shown between the theoretical model and the numerical results obtained from the boundary element-based program WAMIT. The theoretical model is then employed to maximize the time-averaged output power while maintaining or reducing the hinge reaction force, with variations in device dimensions, wave frequency and amplitude.

ACE↗

Optimizing Power Generation of a Bottomraised Oscillating Surge Wave Energy Converter Using a Theoretical Model

Preliminary sizing of an oscillating surge wave energy converter (OSWEC) is an iterative process that relies on knowledge of the relevant hydrodynamic coefficients for a given geometry. Often, the complex definition of the device geometry requires coefficients to be obtained through experiments or numerical boundary element solvers such as WAMIT. These techniques demand significant user and computational effort, therefore inhibiting the fine scale parametrization of object dimensions. In this study, a theoretical model, originally presented in Michele et al. (2016), is developed and demonstrated to efficiently optimize the power production for an OSWEC device (subjected to certain environmental conditions) with variations in device widths, heights, and distances from the seabed. Assuming negligible device thickness, the OSWEC motions are modelled as a bottom-raised two-dimensional flap in regular waves using potential flow theory formulated in elliptical coordinates. The solutions to this diffraction-radiation problem are obtained using Mathieu functions with appropriate boundary conditions. The resulting potentials are then used to derive frequency-dependent expressions for the added mass and radiation damping coefficients, along with wave excitation magnitude in surge, pitch, and coupled surge-pitch motions. Good agreement in hydrodynamic coefficient curves is shown between the theoretical model and the numerical results obtained from the boundary element-based program WAMIT. The theoretical model is then employed to maximize the time-averaged output power while maintaining or reducing the hinge reaction force, with variations in device dimensions, wave frequency and amplitude.

ACE↗

Systems of Functions Orthogonal Over the Domain and Their Application in Boundary-Value Problems of Mathematical Physics

We formulate a boundary-value problem for eigenvalues and eigenfunctions of the Helmholtz equation in a complex domain with the use of mutually conjugated complex variables. The obtained systems of functions are orthogonal in this domain and constructed by using the Bessel functions and powers of the conformal mappings of the analyzed domains onto a circle. The solutions of boundary-value problems for the principal equations of mathematical physics (hyperbolic, parabolic and elliptic types) are obtained in the form of the sums of series in the systems of functions orthogonal over the domain.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Tearing instability in a tokamak with a noncircular cross section

Using a straight-column model to describe tokamak plasma with a noncircular cross section, it is shown how to (i) find the boundary of tearing instability from the condition of existence of a magnetohydrodynamic plasma equilibrium different from that of a straight cylinder by solving a two-dimensional linear boundary-value problem with a second-order equation with respect to the flux coordinate and (ii) find the spatial structure of the tearing mode and the corresponding effective Δ' when there is only one resonance magnetic surface in the plasma for a given axial wavenumber by solving some kind of a boundary-value problem for the perturbation. The proposed approach is illustrated by numerical calculations for the case of an elliptical cross section as an example.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Hybrid Finite Element--Spectral Method for the Fractional Laplacian: Approximation Theory and Efficient Solver

Here, a numerical scheme is presented for approximating fractional order Poisson problems in two and three dimensions. The scheme is based on reformulating the original problem posed over $\Omega$ on the extruded domain $\mathcal{C}=\Omega\times[0,\infty)$ following. The resulting degenerate elliptic integer order PDE is then approximated using a hybrid FEM-spectral scheme. Finite elements are used in the direction parallel to the problem domain $\Omega$, and an appropriate spectral method is used in the extruded direction. The spectral part of the scheme requires that we approximate the true eigenvalues of the integer order Laplacian over $\Omega$. We derive an a priori error estimate which takes account of the error arising from using an approximation in place of the true eigenvalues. We further present a strategy for choosing approximations of the eigenvalues based on Weyl's law and finite element discretizations of the eigenvalue problem. The system of linear algebraic equations arising from the hybrid FEM-spectral scheme is decomposed into blocks which can be solved effectively using standard iterative solvers such as multigrid and conjugate gradient. Numerical examples in two and three dimensions suggest that the approach is quasi-optimal in terms of complexity.

97 MATHEMATICS AND COMPUTING↗

PDE-constrained Optimization under Uncertainty

Uncertainty is pervasive in all science and engineering applications. Incorporating uncertainty in physical models is therefore both natural and vital. In doing so, we often arrive at parametric systems of partial differential equations (PDEs). When passing from simulation to optimization, we obtain (typically nonconvex) infinite-dimensional optimization problems that, upon discretization, result in extremely large-scale nonlinear programs. For example, consider a linear elliptic PDE on a two- dimensional domain with a single random coeffcient. If we sampled the random input with 10,000 realizations of the coeffcient, the resulting optimization problem would have 10,000 PDE constraints. Furthermore, discretizing each PDE with piecewise linear finite elements on a 100X100 uni- form quadrilateral mesh results in 100,000,000 degrees of freedom. As a result, the critical components for ensuring mesh-independent performance of numerical optimization methods in the deterministic setting, for example, solution regularity and generalized differentiability, are even more critical in the stochastic setting.

42 ENGINEERING↗

A finite-volume HLLC-based scheme for compressible interfacial flows with surface tension

Shock waves are often used in experiments to create a shear flow across liquid droplets to study secondary atomization. Similar behavior occurs inside of supersonic combustors (scramjets) under startup conditions, but it is challenging to study these conditions experimentally. In order to investigate this phenomenon further, a numerical approach is developed to simulate compressible multiphase flows under the effects of surface tension forces. The flow field is solved via the compressible multicomponent Euler equations (i.e., the five equation model) discretized with the finite volume method on a uniform Cartesian grid. The solver utilizes a total variation diminishing (TVD) third-order Runge–Kutta method for time-marching and second order TVD spatial reconstruction. Surface tension is incorporated using the Continuum Surface Force (CSF) model. Fluxes are upwinded with a modified Harten–Lax–van Leer Contact (HLLC) approximate Riemann solver. An interface compression scheme is employed to counter numerical diffusion of the interface. The present work includes modifications to both the HLLC solver and the interface compression scheme to account for capillary force terms and the associated pressure jump across the gas–liquid interface. A simple method for numerically computing the interface curvature is developed and an acoustic scaling of the surface tension coefficient is proposed for the non-dimensionalization of the model. The model captures the surface tension induced pressure jump exactly if the exact curvature is known and is further verified with an oscillating elliptical droplet and Mach 1.47 and 3 shock-droplet interaction problems. The general characteristics of secondary atomization at a range of Weber numbers are also captured in a series of simulations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

High-order gradients with the shifted boundary method: An embedded enriched mixed formulation for elliptic PDEs

Here, we propose an extension of the embedded boundary method known as “shifted boundary method” to elliptic diffusion equations in mixed form (e.g., Darcy flow, heat diffusion problems with rough coefficients, etc.). Our aim is to obtain an improved formulation that, for linear finite elements, is at least second-order accurate for both flux and primary variable, when either Dirichlet or Neumann boundary conditions are applied. Following previous work of Nishikawa and Mazaheri in the context of residual distribution methods, we consider the mixed form of the diffusion equation (i.e., with Darcy-type operators), and introduce an enrichment of the primary variable. This enrichment is obtained exploiting the relation between the primary variable and the flux variable, which is explicitly available at nodes in the mixed formulation. The proposed enrichment mimics a formally quadratic pressure approximation, although only nodal unknowns are stored, similar to a linear finite element approximation. We consider both continuous and discontinuous finite element approximations and present two approaches: a non-symmetric enrichment, which, as in the original references, only improves the consistency of the overall method; and a symmetric enrichment, which enables a full error analysis in the classical finite element context. Combined with the shifted boundary method, these two approaches are extended to high-order embedded computations, and enable the approximation of both primary and flux (gradient) variables with second-order accuracy, independently on the type of boundary conditions applied. We also show that the primary variable is third-order accurate, when pure Dirichlet boundary conditions are embedded.

97 MATHEMATICS AND COMPUTING↗