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At least 19 records

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization

Identifying stochastic dynamics via finite expression methods

Modeling stochastic differential equations (SDEs) is crucial for understanding complex dynamical systems in various scientific fields. Recent methods often employ neural network-based models, which typically represent SDEs through a combination of deterministic and stochastic terms. However, these models usually lack interpretability and have difficulty in generalizing beyond their training domain. Here, this paper introduces the Finite Expression Method (FEX), a symbolic learning approach designed to derive interpretable mathematical representations of the deterministic component of SDEs. For the stochastic component, we integrate FEX with advanced generative modeling techniques to provide a comprehensive representation of SDEs. The numerical experiments on linear, nonlinear, and multidimensional SDEs demonstrate that FEX generalizes well beyond the training domain and delivers more accurate long-term predictions compared to neural network-based methods. The symbolic expressions identified by FEX not only improve prediction accuracy but also offer valuable scientific insights into the underlying dynamics of the systems.

Complex dynamical systems

Coupled atmosphere/canopy model for remote sensing of plant reflectance features

Solar radiative transfer through a coupled system of atmosphere and plant canopy is modeled as a multiple-scattering problem through a layered medium of random scatterers. The radiative transfer equation is solved by the discrete-ordinates finite-element method. Analytic expressions are derived that allow the calculation of scattering and absorption cross sections for any plant canopy layer form measurable biophysical parameters such as the leaf area index, leaf angle distribution, and individual leaf reflectance and transmittance data. An expression for a canopy scattering phase function is also given. Computational results are in good agreement with spectral reflectance measurements directly above a soybean canopy, and the concept of greenness- and brightness-transforms of Landsat MSS data is reconfirmed with the computed results. A sensitivity analysis with the coupled atmosphere/canopy model quantifies how satellite-sensed spectral radiances are affected by increased atmospheric aerosols, by varying leaf area index, by anisotropic leaf scattering, and by non-Lambertian soil boundary conditions. Possible extensions to a 2-D model are also discussed.

Gerstl, S. A.

Technical report series on global modeling and data assimilation. Volume 2: Direct solution of the implicit formulation of fourth order horizontal diffusion for gridpoint models on the sphere

High order horizontal diffusion of the form K Delta(exp 2m) is widely used in spectral models as a means of preventing energy accumulation at the shortest resolved scales. In the spectral context, an implicit formation of such diffusion is trivial to implement. The present note describes an efficient method of implementing implicit high order diffusion in global finite difference models. The method expresses the high order diffusion equation as a sequence of equations involving Delta(exp 2). The solution is obtained by combining fast Fourier transforms in longitude with a finite difference solver for the second order ordinary differential equation in latitude. The implicit diffusion routine is suitable for use in any finite difference global model that uses a regular latitude/longitude grid. The absence of a restriction on the timestep makes it particularly suitable for use in semi-Lagrangian models. The scale selectivity of the high order diffusion gives it an advantage over the uncentering method that has been used to control computational noise in two-time-level semi-Lagrangian models.

Max J. Suarez

Finite analytic numerical solution of axisymmetric Navier-Stokes and energy equations

Convective heat transfer for steady state laminar flow in axisymmetric coordinates is considered. Numerical solutions for flow pattern and temperature distribution are obtained by the finite analytic numerical method applied to the Navier-Stokes equations expressed in terms of vorticity and stream function, and the energy equation. The finite analytic numerical method differs from other numerical methods in that it utilizes a local analytic solution in an element of the problem to construct the total numerical solution. Finite analytic solutions of vorticity, stream function, temperature and heat transfer coefficients for flow with Reynolds number of 5.0, 100.0, 1000.0, and 2000.0, and Prandtl number of 0.1, 1.0, and 10.0 with uniform grid sizes are reported for axisymmetric pipe with sudden expansion and contraction. The wall temperature is considered to be isothermal and differs from the inlet temperature. It is shown that the finite analytic solution is stable, converges rapidly, and simulates the convection of fluid flow accurately since the local analytic solution is capable of simulating automatically the influence of skewed convection through the element boundary on the interior nodal values thereby minimizing the false numerical diffusion.

Chen, C.-J.

Finite rotation and nonlinear beam kinematics

Standard means of representing finite rotation in rigid-body kinematics, including orientation angles, Euler parameters, and Rodrigues parameters, are reviewed and compared. General kinematical relations for a beam theory that treats arbitrarily large rotation are then presented. The standard methods of representing finite rotations are applied to these kinematical expressions, and comparison is made among the standard methods and additional methods found in the literature, such as quasi-coordinates and linear combinations of projection angles. The method of Rodrigues parameters is shown to stand out for both its simplicity and generality when applied to beam kinematics, a result that is really missing from the literature.

Hodges, Dewey H.

A finite element model with nonviscous damping

A constitutive law by which structural damping is modeled as a relationship between stress, strain, and strain rate in a material is used in conjunction with the finite element method to develop general integral expressions for viscous and nonviscous damping matrices. To solve the set of nonlinear equations resulting from the presence of nonviscous damping, a solution technique is developed by modifying the Newmark method to accommodate an iterative solution and treat the nonviscous damping as a pseudo-force. The technique is then checked for accuracy and convergence in single- and multi-degree-of-freedom problems, and is found to be accurate and efficient for initial-condition problems with small nonviscous damping.

Roussos, L. A.

Unsteady aerodynamics in time and frequency domains for finite time arbitrary motion of rotary wings in hover and forward flight

Several incompressible finite-time arbitrary-motion airfoil theories suitable for coupled flap-lag-torsional aeroelastic analysis of helicopter rotors in hover and forward flight are derived. These theories include generalized Greenberg's theory, generalized Loewy's theory, and a staggered cascade theory. The generalized Greenberg's and staggered cascade theories were derived directly in Laplace domain considering the finite length of the wake and using operational methods. The load expressions are presented in Laplace, frequency, and time domains. Approximate time domain loads for the various generalized theories, discussed in the paper, are obtained by developing finite state models using the Pade approximant of the appropriate lift deficiency functions. Three different methods for constructing Pade approximants of the lift deficiency functions were considered and the more flexible one was used. Pade approximants of Loewy's lift deficiency function, for various wake spacing and radial location parameters of a helicopter typical rotor blade section, are presented.

Dinyavari, M. A. H.

Results of an integrated structure-control law design sensitivity analysis

Next generation air and space vehicle designs are driven by increased performance requirements, demanding a high level of design integration between traditionally separate design disciplines. Interdisciplinary analysis capabilities have been developed, for aeroservoelastic aircraft and large flexible spacecraft control for instance, but the requisite integrated design methods are only beginning to be developed. One integrated design method which has received attention is based on hierarchal problem decompositions, optimization, and design sensitivity analyses. This paper highlights a design sensitivity analysis method for Linear Quadratic Cost, Gaussian (LQG) optimal control laws, which predicts change in the optimal control law due to changes in fixed problem parameters using analytical sensitivity equations. Numerical results of a design sensitivity analysis for a realistic aeroservoelastic aircraft example are presented. In this example, the sensitivity of the optimally controlled aircraft's response to various problem formulation and physical aircraft parameters is determined. These results are used to predict the aircraft's new optimally controlled response if the parameter was to have some other nominal value during the control law design process. The sensitivity results are validated by recomputing the optimal control law for discrete variations in parameters, computing the new actual aircraft response, and comparing with the predicted response. These results show an improvement in sensitivity accuracy for integrated design purposes over methods which do not include changess in the optimal control law. Use of the analytical LQG sensitivity expressions is also shown to be more efficient that finite difference methods for the computation of the equivalent sensitivity information.

Gilbert, Michael G.

Results of an integrated structure/control law design sensitivity analysis

A design sensitivity analysis method for Linear Quadratic Cost, Gaussian (LQG) optimal control laws, which predicts change in the optimal control law due to changes in fixed problem parameters using analytical sensitivity equations is discussed. Numerical results of a design sensitivity analysis for a realistic aeroservoelastic aircraft example are presented. In this example, the sensitivity of the optimally controlled aircraft's response to various problem formulation and physical aircraft parameters is determined. These results are used to predict the aircraft's new optimally controlled response if the parameter was to have some other nominal value during the control law design process. The sensitivity results are validated by recomputing the optimal control law for discrete variations in parameters, computing the new actual aircraft response, and comparing with the predicted response. These results show an improvement in sensitivity accuracy for integrated design purposes over methods which do not include changes in the optimal control law. Use of the analytical LQG sensitivity expressions is also shown to be more efficient than finite difference methods for the computation of the equivalent sensitivity information.

Gilbert, Michael G.

Shape sensitivity analysis of flutter response of a laminated wing

A method is presented for calculating the shape sensitivity of a wing aeroelastic response with respect to changes in geometric shape. Yates' modified strip method is used in conjunction with Giles' equivalent plate analysis to predict the flutter speed, frequency, and reduced frequency of the wing. Three methods are used to calculate the sensitivity of the eigenvalue. The first method is purely a finite difference calculation of the eigenvalue derivative directly from the solution of the flutter problem corresponding to the two different values of the shape parameters. The second method uses an analytic expression for the eigenvalue sensitivities of a general complex matrix, where the derivatives of the aerodynamic, mass, and stiffness matrices are computed using a finite difference approximation. The third method also uses an analytic expression for the eigenvalue sensitivities, but the aerodynamic matrix is computed analytically. All three methods are found to be in good agreement with each other. The sensitivities of the eigenvalues were used to predict the flutter speed, frequency, and reduced frequency. These approximations were found to be in good agreement with those obtained using a complete reanalysis.

Bergen, Fred D.

Shape sensitivity analysis of flutter response of a laminated wing

A method is presented for calculating the shape sensitivity of a wing aeroelastic response with respect to changes in geometric shape. Yates' modified strip method is used in conjunction with Giles' equivalent plate analysis to predict the flutter speed, frequency, and reduced frequency of the wing. Three methods are used to calculate the sensitivity of the eigenvalue. The first method is purely a finite difference calculation of the eigenvalue derivative directly from the solution of the flutter problem corresponding to the two different values of the shape parameters. The second method uses an analytic expression for the eigenvalue sensitivities of a general complex matrix, where the derivatives of the aerodynamic, mass, and stiffness matrices are computed using a finite difference approximation. The third method also uses an analytic expression for the eigenvalue sensitivities, but the aerodynamic matrix is computed analytically. All three methods are found to be in good agreement with each other.

Kapania, Rakesh K.

An algorithm for the weighting matrices in the sampled-data optimal linear regulator problem

The sampled-data optimal linear regulator problem provides a means whereby a control designer can use an understanding of continuous optimal regulator design to produce a digital state variable feedback control law which satisfies continuous system performance specifications. A basic difficulty in applying the sampled-data regulator theory is the requirement that certain digital performance index weighting matrices, expressed as complicated functions of system matrices, be computed. Infinite series representations are presented for the weighting matrices of the time-invariant version of the optimal linear sampled-data regulator problem. Error bounds are given for estimating the effect of truncating the series expressions after a finite number of terms, and a method is described for their computer implementation. A numerical example is given to illustrate the results.

Armstrong, E. S.

An analytic treatment of gravitational microlensing for sources of finite size at large optical depths

Statistical methods are developed for gravitational lensing in order to obtain analytic expressions for the average surface brightness that include the effects of microlensing by stellar (or other compact) masses within the lensing galaxy. The primary advance here is in utilizing a Markoff technique to obtain expressions that are valid for sources of finite size when the surface density of mass in the lensing galaxy is large. The finite size of the source is probably the key consideration for the occurrence of microlensing by individual stars. For the intensity from a particular location, the parameter which governs the importance of microlensing is determined. Statistical methods are also formulated to assess the time variation of the surface brightness due to the random motion of the masses that cause the microlensing.

Deguchi, Shuji

Coulomb corrections for the nonflip and spin-flip electromagnetic 𝑝 ↑⁢ 𝐴 amplitudes

It is demonstrated that, within the eikonal approach, the Coulomb corrections to the elastic electromagnetic nonflip and spin-flip proton-nucleus amplitudes are identical when the two amplitudes share the same exponential form factors. This result allows Coulomb corrections to be computed numerically, and with high precision, for both electromagnetic and hadronic elastic 𝑝 ↑⁢ 𝐴 amplitudes in the massless-photon limit, including the effects of soft magnetic photon exchange. The method relies on analytical expressions and numerical integrations over a finite impact-parameter range with nonsingular integrands, providing a practical and systematically controlled framework for phenomenological applications.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS

Reduction methods for nonlinear steady-state thermal analysis

Hybrid analysis techniques and a problem adaptive computational algorithm are presented for predicting the nonlinear steady state temperature distribution in structures and solids. In the proposed techniques, the structure is discretized by using the finite element method. The vector of nodal temperatures is then expressed as a linear combination of a small number of global temperature modes (or basis vectors), and the Bubnov Galerkin technique is used to compute the amplitudes of the global modes. The global temperature modes (or basis vectors) are chosen to include the various order derivatives of the nodal temperature vector with respect to preselected path parameter(s). The potential of the proposed reduction methods for solution of large scale, nonlinear thermal problems is discussed and the effectiveness of the methods is demonstrated by means of numerical examples, including steady state conduction, convection, and radiation modes of heat transfer.

Noor, A. K.

Additional considerations in analytical solution for time-dependent heat conduction in a three-dimensional multilayer sphere

This work presents an analytical method to solve the heat conduction equation in three dimensions for problems consisting of multilayer concentric spheres. The method can be used to treat time-varying heat conduction problems where the heat source that drives the transient is time-invariant. Equally applicable to all Poisson-type problems with concentric spherical geometry, the method consists of representing the solution as a summation of weighted eigenfunctions. The weights for each eigenfunction are computed algebraically. Previous work has already established the core constituents of the methodology. The current work augments the existing methods by including consideration of nonzero interface resistance between layers and explicit discussion on the boundary condition homogenization required to treat inhomogeneous problems. Also, two demonstration problems are presented. One demonstration problem is based on the method of manufactured solutions and therefore allows for comparison with exact expressions for the solution temperature distribution. The second, more complex, demonstration problem relies on the finite element method for comparisons. The expected convergence behavior is observed for both demonstration problems.

97 - MATHEMATICS AND COMPUTING

Systematic generation of nonlinear discretized dynamic equilibrium equations of spinning cantilevers

General nonlinear discretized governing equations of motion of spinning elastic solids and structures are adjusted for the case of a spinning cantilever with initial geometric imperfections. Consideration is given to second degree nonlinearities in the strain-displacement and velocity-displacement relationships. Parameters of the discretization are developed to include the type and number of the coordinate functions used in the admissible trial solution in order to unify the discretization approaches associated with stationarity principles. The coordinate functions comprise both sets of continuous and piecewise continuous functions employed in the Rayleigh-Ritz and the finite element methods, respectively. Coefficient matrices are provided which contain the energy density expressions and which are adaptable to computer programming.

El-Essawi, M.