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Results for “Stochastic finite volume method”

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At least 19 records

The tensor-train stochastic finite volume method for uncertainty quantification

The stochastic finite volume method offers an efficient one-pass approach for assessing uncertainty in hyperbolic conservation laws. Still, it struggles with the curse of dimensionality when dealing with multiple stochastic variables. Here, we introduce the stochastic finite volume method within the tensor-train framework to counteract this limitation. This integration, however, comes with its own set of difficulties, mainly due to the propensity for shock formation in hyperbolic systems. To overcome these issues, we have developed a tensor-train-adapted stochastic finite volume method that employs a global WENO reconstruction, making it suitable for such complex systems. This approach represents the first step in designing tensor-train techniques for hyperbolic systems and conservation laws involving shocks.

97 MATHEMATICS AND COMPUTING↗

Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

97 MATHEMATICS AND COMPUTING↗

TT-SFV

The code uses tensor train decompositions to provide a low-rank framework for the stochastic finite volume method.

Walton, Steven↗

Adaptive Uncertainty Quantification for Stochastic Hyperbolic Conservation Laws

Here, we propose a predictor-corrector adaptive method for the study of hyperbolic partial differential equations (PDEs) under uncertainty. Constructed around the framework of stochastic finite volume (SFV) methods, our approach circumvents sampling schemes or simulation ensembles while also preserving fundamental properties, in particular hyperbolicity of the resulting systems and conservation of the discrete solutions. Furthermore, we augment the existing SFV theory with a priori convergence results for statistical quantities, in particular push-forward densities, which we demonstrate through numerical experiments. By linking refinement indicators to regions of the physical and stochastic spaces, we drive anisotropic refinements of the discretizations, introducing new degrees of freedom where deemed profitable. To illustrate our proposed method, we consider a series of numerical examples for nonlinear hyperbolic PDEs based on Burgers’ and Euler’s equations.

97 MATHEMATICS AND COMPUTING↗

Subcell resolution in simplex stochastic collocation for spatial discontinuities

Subcell resolution has been used in the Finite Volume Method (FVM) to obtain accurate approximations of discontinuities in the physical space. Stochastic methods are usually based on local adaptivity for resolving discontinuities in the stochastic dimensions. However, the adaptive refinement in the probability space is ineffective in the non-intrusive uncertainty quantification framework, if the stochastic discontinuity is caused by a discontinuity in the physical space with a random location. The dependence of the discontinuity location in the probability space on the spatial coordinates then results in a staircase approximation of the statistics, which leads to first-order error convergence and an underprediction of the maximum standard deviation. To avoid these problems, we introduce subcell resolution into the Simplex Stochastic Collocation (SSC) method for obtaining a truly discontinuous representation of random spatial discontinuities in the interior of the cells discretizing the probability space. The presented SSC–SR method is based on resolving the discontinuity location in the probability space explicitly as function of the spatial coordinates and extending the stochastic response surface approximations up to the predicted discontinuity location. The applications to a linear advection problem, the inviscid Burgers’ equation, a shock tube problem, and the transonic flow over the RAE 2822 airfoil show that SSC–SR resolves random spatial discontinuities with multiple stochastic and spatial dimensions accurately using a minimal number of samples.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Uncertainty quantification methodology for hyperbolic systems with application to blood flow in arteries

We present a Stochastic Finite Volume - ADER (SFV-ADER) methodology for Uncertainty Quantification (UQ) in the general framework of systems of hyperbolic balance laws with uncertainty in parameters. The resulting method is weakly intrusive, meaning that deterministic solvers need minor modifications to include random contributions, and has no theoretical accuracy barrier. An illustration of the second-order version for the viscous Burgers equation with uncertain viscosity coefficient is first given in detail, under different deterministic initial conditions; the attainment of the theoretically expected convergence rate is demonstrated empirically; results and features of our scheme are discussed. We then extend the SFV-ADER method to a non-linear hyperbolic system with source terms that models one-dimensional blood flow in arteries, assuming uncertainties in a set of parameters of the problem. Results are then compared with measurements in a well-defined 1:1 experimental replica of the network of largest arteries in the human systemic circulation. For a 99%-confidence level, severe influence of parameter fluctuations is seen in pressure profiles, while secondary effects on flow rate profiles become visible, particularly in terminal branches. In conclusion, results suggest that the proposed methodology could successfully be applied to other physical problems involving hyperbolic balance laws.

60 APPLIED LIFE SCIENCES↗

Letter: Modeling reactive shock waves in heterogeneous solids at the continuum level with stochastic differential equations

In this paper, a new paradigm is introduced for modeling reactive shock waves in heterogeneous solids at the continuum level. Inspired by the probability density function methods from turbulent reactive flows, it is hypothesized that the unreacted material microstructures lead to a distribution of heat release rates from chemical reaction. Fluctuations in heat release, rather than velocity, are coupled to the reactive Euler equations which are then solved via the Riemann problem. Finally, a numerically efficient, one-dimensional hydrocode is used to demonstrate this new approach, and simulation results of a representative impact calculation (inert flyer into explosive target) are discussed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fluctuating Hydrodynamic Methods for Fluid-Structure Interactions in Confined Channel Geometries

Computational methods are developed for the study of fluid-structure interactions subject to thermal fluctuations when conned within channels having slit-like geometry. The methods take into account the hydrodynamic coupling and diusivity of microstructures when influenced by their proximity to no-slip walls. We develop stochastic numerical methods subject to no-slip boundary conditions using a staggered nite volume discretization. We show that by imposing an exact fluctuation-dissipation condition to discretize the stochastic driving elds combined with using an exact projection method to enforce incompressibility is sucient to ensure results consistent with statistical mechanics. We demonstrate our methods by investigating how the proximity of ellipsoidal colloids to the channel wall eects their active hydrodynamic responses and passive diusivity. We also study the collective dynamics of a large number of particles by considering the intermediate scattering functions for the relaxation of density fluctuations. We expect our introduced stochastic computational methods to be applicable broadly to applications in which confinement effects play an important role in the dynamics of microstructures subject to hydrodynamic coupling and thermal fluctuations. uctuations.

Wang, Yaohong↗

Numerical schemes for dynamically orthogonal equations of stochastic fluid and ocean flows

The quantification of uncertainties is critical when systems are nonlinear and have uncertain terms in their governing equations or are constrained by limited knowledge of initial and boundary conditions. Such situations are common in multiscale, intermittent and non-homogeneous fluid and ocean flows. The dynamically orthogonal (DO) field equations provide an adaptive methodology to predict the probability density functions of such flows. The present work derives efficient computational schemes for the DO methodology applied to unsteady stochastic Navier-Stokes and Boussinesq equations, and illustrates and studies the numerical aspects of these schemes. Semi-implicit projection methods are developed for the mean and for the DO modes, and time-marching schemes of first to fourth order are used for the stochastic coefficients. Conservative second-order finite-volumes are employed in physical space with new advection schemes based on total variation diminishing methods. Other results include: (i) the definition of pseudo-stochastic pressures to obtain a number of pressure equations that is linear in the subspace size instead of quadratic; (ii) symmetric advection schemes for the stochastic velocities; (iii) the use of generalized inversion to deal with singular subspace covariances or deterministic modes; and (iv) schemes to maintain orthonormal modes at the numerical level. To verify our implementation and study the properties of our schemes and their variations, a set of stochastic flow benchmarks are defined including asymmetric Dirac and symmetric lock-exchange flows, lid-driven cavity flows, and flows past objects in a confined channel. Different Reynolds number and Grashof number regimes are employed to illustrate robustness. Optimal convergence under both time and space refinements is shown as well as the convergence of the probability density functions with the number of stochastic realizations.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Few-nucleon matrix elements in pionless effective field theory in a finite volume

Here, pionless effective field theory in a finite volume (FVEFT $\notπ$ ) is investigated as a framework for the analysis of multinucleon spectra and matrix elements calculated in lattice QCD (LQCD). By combining FVEFT π with the stochastic variational method, the spectra of nuclei with atomic number A ∈ {2, 3} are matched to existing finite-volume LQCD calculations at heavier-than-physical quark masses corresponding to a pion mass m $\notπ$ = 806 MeV , thereby enabling infinite-volume binding energies to be determined using infinite-volume variational calculations. Based on the variational wave functions that are constructed in this approach, the finite-volume matrix elements of various local operators are computed in FVEFT $\notπ$ and matched to LQCD calculations of the corresponding QCD operators in the same volume, thereby determining the relevant one- and two-body effective field theory counterterms and enabling an extrapolation of the LQCD matrix elements to infinite volume. As examples, the scalar, tensor, and axial matrix elements are considered, in addition to the magnetic moments and the isovector longitudinal momentum fraction.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

QCD Predictions for Physical Multimeson Scattering Amplitudes

We use lattice QCD calculations of the finite-volume spectra of systems of two and three mesons to determine, for the first time, three-particle scattering amplitudes with physical quark masses. Our results are for combinations of 𝜋 + and 𝐾 + , at a lattice spacing 𝑎 = 0.063 fm, and in the isospin-symmetric limit. We also obtain accurate results for maximal-isospin two-meson amplitudes, with those for 𝜋 + ⁢𝐾 + and 2⁢𝐾 + being the first determinations at the physical point. Dense lattice spectra are obtained using the stochastic Laplacian-Heaviside method, and the analysis leading to scattering amplitudes is done using the relativistic finite-volume formalism. Results are compared to chiral perturbation theory and to phenomenological fits to experimental data, finding good agreement.

hadron-hadron interactions↗

Staggered scheme for the compressible fluctuating hydrodynamics of multispecies fluid mixtures

Here, we present a numerical formulation for the solution of nonisothermal, compressible Navier-Stokes equations with thermal fluctuations to describe mesoscale transport phenomena in multispecies fluid mixtures. The novelty of our numerical method is the use of staggered grid momenta along with a finite volume discretization of the thermodynamic variables to solve the resulting stochastic partial differential equations. The key advantages of the numerical scheme are that it significantly simplifies the discretization of diffusive and stochastic momentum fluxes into a more compact form, and it provides an unambiguous prescription of boundary conditions involving pressure. The staggered grid scheme more accurately reproduces the equilibrium static structure factor of hydrodynamic fluctuations in gas mixtures compared to a collocated scheme described previously by Balakrishnan et al. [Phys. Rev. E 89, 013017 (2014)1539-375510.1103/PhysRevE.89.013017]. The numerical method is tested for ideal noble gases mixtures under various nonequilibrium conditions, such as applied thermal and concentration gradients, to assess the role of cross-diffusion effects, such as Soret and Dufour, on the long-ranged correlations of hydrodynamic fluctuations, which are also more accurately reproduced compared to the collocated scheme. We numerically study giant nonequilibrium fluctuations driven by concentration gradients and fluctuation-driven Rayleigh-Taylor instability in gas mixtures. Wherever applicable, excellent agreement is observed with theory and measurements from the direct simulation Monte Carlo method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A stochastic Galerkin method for first-order quasilinear hyperbolic systems with uncertainty

This paper is concerned with generalized polynomial chaos (gPC) approximation for first-order quasilinear hyperbolic systems with uncertainty. The one-dimensional (1D) hyperbolic system is first symmetrized with the aid of left eigenvector matrix of the Jacobian matrix. Then the gPC stochastic Galerkin method is applied to derive a provably symmetrically hyperbolic equations for the gPC expansion coefficients. The resulting deterministic gPC Galerkin system is discretized by a path-conservative finite volume WENO scheme in space and a third-order total variation diminishing Runge–Kutta method in time. The method is further extended to two-dimensional (2D) quasilinear hyperbolic system with uncertainty, where the symmetric hyperbolicity of the one-dimensional gPC Galerkin system is carried over via an operator splitting technique. Several numerical experiments are conducted to demonstrate the accuracy and effectiveness of the proposed gPC stochastic Galerkin method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multiscale simulation of spatially correlated microstructure via a latent space representation

When deformation gradients act on the scale of the microstructure of a part due to geometry and loading, spatial correlations and finite-size effects in simulation cells cannot be neglected. We propose a multiscale method that accounts for these effects using a variational autoencoder to encode the structure–property map of the stochastic volume elements making up the statistical description of the part. In this paradigm the autoencoder can be used to directly encode the microstructure or, alternatively, its latent space can be sampled to provide likely realizations. Furthermore, we demonstrate the method on three examples using the common additively manufactured material AlSi10Mg in: (a) a comparison with direct numerical simulation of the part microstructure, (b) a push forward of microstructural uncertainty to performance quantities of interest, and (c) a simulation of functional gradation of a part with stochastic microstructure.

Elastoplasticity↗

Finite-volume pionless effective field theory for few-nucleon systems with differentiable programming

Finite-volume pionless effective field theory provides an efficient framework for the extrapolation of nuclear spectra and matrix elements calculated at finite volume in lattice QCD to infinite volume, and to nuclei with larger atomic number. In this work, it is demonstrated how this framework may be implemented via a set of correlated Gaussian wave functions optimized using differentiable programming and via solution of a generalized eigenvalue problem. This approach is shown to be significantly more efficient than a stochastic implementation of the variational method based on the same form of correlated Gaussian wave functions, yielding comparably accurate representations of the ground-state wave functions with an order of magnitude fewer terms. The efficiency of representation allows such calculations to be extended to larger systems than in previous work. Further, the method is demonstrated through calculations of the binding energies of nuclei with atomic number A ϵ {2,3,4} in finite volume, matched to lattice QCD calculations at quark masses corresponding to m π = 806 MeV, and infinite-volume effective field theory calculations of A ϵ {2,3,4,5,6} systems based on this matching.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Stochastic lag time in nucleated linear self-assembly

Protein aggregation is of great importance in biology, e.g., in amyloid fibrillation. The aggregation processes that occur at the cellular scale must be highly stochastic in nature because of the statistical number fluctuations that arise on account of the small system size at the cellular scale. We study the nucleated reversible self-assembly of monomeric building blocks into polymer-like aggregates using the method of kinetic Monte Carlo. Kinetic Monte Carlo, being inherently stochastic, allows us to study the impact of fluctuations on the polymerization reactions. One of the most important characteristic features in this kind of problem is the existence of a lag phase before self-assembly takes off, which is what we focus attention on. We study the associated lag time as a function of system size and kinetic pathway. We find that the leading order stochastic contribution to the lag time before polymerization commences is inversely proportional to the system volume for large-enough system size for all nine reaction pathways tested. Finite-size corrections to this do depend on the kinetic pathway.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A semi-intrusive deterministic approach to uncertainty quantification in non-linear fluid flow problems

This paper deals with the formulation of a semi-intrusive (SI) method allowing the computation of statistics of linear and non linear PDEs solutions. This method shows to be very efficient to deal with probability density function of whatsoever form, long-term integration and discontinuities in stochastic space. Given a stochastic PDE where randomness is defined on Ω, starting from (i) a description of the solution in term of a space variables, (ii) a numerical scheme defined for any event ω∈Ω and (iii) a (family) of random variables that may be correlated, the solution is numerically described by its conditional expectancies of point values or cell averages and its evaluation constructed from the deterministic scheme. One of the tools is a tessellation of the random space as in finite volume methods for the space variables. Then, using these conditional expectancies and the geometrical description of the tessellation, a piecewise polynomial approximation in the random variables is computed using a reconstruction method that is standard for high order finite volume space, except that the measure is no longer the standard Lebesgue measure but the probability measure. This reconstruction is then used to formulate a scheme on the numerical approximation of the solution from the deterministic scheme. This new approach is said semi-intrusive because it requires only a limited amount of modification in a deterministic solver to quantify uncertainty on the state when the solver includes uncertain variables. The effectiveness of this method is illustrated for a modified version of Kraichnan–Orszag three-mode problem where a discontinuous pdf is associated to the stochastic variable, and for a nozzle flow with shocks. The results have been analyzed in terms of accuracy and probability measure flexibility. Finally, the importance of the probabilistic reconstruction in the stochastic space is shown up on an example where the exact solution is computable, the viscous Burgers equation.

97 MATHEMATICS AND COMPUTING↗

Two- and three-meson scattering amplitudes with physical quark masses from lattice QCD

We study systems of two and three mesons composed of pions and kaons at maximal isospin using four CLS ensembles with 𝑎 ≈ 0.063 fm, including one with approximately physical quark masses. Using the stochastic Laplacian-Heaviside method, we determine the energy spectrum of these systems including many levels in different momentum frames and irreducible representations. Using the relativistic two- and three-body finite-volume formalism, we constrain the two- and three-meson K matrices, including not only the leading 𝑠 wave, but also 𝑝 and 𝑑 waves. By solving the three-body integral equations, we determine, for the first time, the physical-point scattering amplitudes for 3⁢𝜋 + , 3⁢𝐾 + , 𝜋 + ⁢𝜋 + ⁢𝐾 + , and 𝐾 + ⁢𝐾 + ⁢𝜋 + systems. These are determined for total angular momentum 𝐽 𝑃 = 0 − , 1 + , and 2 − . We also obtain accurate results for 2⁢𝜋 + , 𝜋 + ⁢𝐾 + , and 2⁢𝐾 + phase shifts. We compare our results to chiral perturbation theory and to phenomenological fits.

FOS: Physical sciences↗