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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 19 records
All sourcesNASA NTRSDOE OSTI
DOE OSTI2017

Higher-order triangular spectral element method with optimized cubature points for seismic wavefield modeling

The mass-lumped method avoids the cost of inverting the mass matrix and simultaneously maintains spatial accuracy by adopting additional interior integration points, known as cubature points. To date, such points are only known analytically in tensor domains, such as quadrilateral or hexahedral elements. Thus, the diagonal-mass-matrix spectral element method (SEM) in non-tensor domains always relies on numerically computed interpolation points or quadrature points. However, only the cubature points for degrees 1 to 6 are known, which is the reason that we have developed a p-norm-based optimization algorithm to obtain higher-order cubature points. In this way, we obtain and tabulate new cubature points with all positive integration weights for degrees 7 to 9. The dispersion analysis illustrates that the dispersion relation determined from the new optimized cubature points is comparable to that of the mass and stiffness matrices obtained by exact integration. Simultaneously, the Lebesgue constant for the new optimized cubature points indicates its surprisingly good interpolation properties. As a result, such points provide both good interpolation properties and integration accuracy. The Courant–Friedrichs–Lewy (CFL) numbers are tabulated for the conventional Fekete-based triangular spectral element (TSEM), the TSEM with exact integration, and the optimized cubature-based TSEM (OTSEM). A complementary study demonstrates the spectral convergence of the OTSEM. A numerical example conducted on a half-space model demonstrates that the OTSEM improves the accuracy by approximately one order of magnitude compared to the conventional Fekete-based TSEM. In particular, the accuracy of the 7th-order OTSEM is even higher than that of the 14th-order Fekete-based TSEM. Furthermore, the OTSEM produces a result that can compete in accuracy with the quadrilateral SEM (QSEM). The high accuracy of the OTSEM is also tested with a non-flat topography model. In terms of computational efficiency, the OTSEM is more efficient than the Fekete-based TSEM, although it is slightly costlier than the QSEM when a comparable numerical accuracy is required. - Highlights: • Higher-order cubature points for degrees 7 to 9 are developed. • The effects of quadrature rule on the mass and stiffness matrices has been conducted. • The cubature points have always positive integration weights. • Freeing from the inversion of a wide bandwidth mass matrix. • The accuracy of the TSEM has been improved in about one order of magnitude.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2020

High‐order symmetric cubature rules for tetrahedra and pyramids

Abstract In this article, we present an algorithm to construct high‐order fully symmetric cubature rules for tetrahedral and pyramidal elements, with positive weights and integration points that are in the interior of the domain. Cubature rules are fully symmetric if they are invariant to affine transformations of the domain. We divide the integration points into symmetry orbits where each orbit contains all the points generated by the permutation stars. These relations are represented by equality constraints. The construction of symmetric cubature rules require the solution of nonlinear polynomial equations with both inequality and equality constraints. For higher orders, we use an algorithm that consists of five sequential phases to produce the cubature rules. In the literature, symmetric numerical integration rules are available for the tetrahedron for orders p = 1 – 10, 14 , and for the pyramid up to p = 10 . We have obtained fully symmetric cubature rules for both of these elements up to order p = 20 . Numerical tests are presented that verify the polynomial‐precision of the cubature rules. Convergence studies are performed for the integration of exponential, weakly singular, and trigonometric test functions over both elements with flat and curved faces. With increase in p , improvements in accuracy is realized, though nonmonotonic convergence is observed.

Jaśkowiec, Jan↗
DOE OSTI2013

Cubature on Wiener Space: Pathwise Convergence

Cubature on Wiener space (Lyons and Victoir in Proc. R. Soc. Lond. A 460(2041):169-198, 2004) provides a powerful alternative to Monte Carlo simulation for the integration of certain functionals on Wiener space. More specifically, and in the language of mathematical finance, cubature allows for fast computation of European option prices in generic diffusion models.We give a random walk interpretation of cubature and similar (e.g. the Ninomiya-Victoir) weak approximation schemes. By using rough path analysis, we are able to establish weak convergence for general path-dependent option prices.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2021

Scaled boundary cubature scheme for numerical integration over planar regions with affine and curved boundaries

This paper introduces the scaled boundary cubature (SBC) scheme for accurate and efficient integration of functions over polygons and two-dimensional regions bounded by parametric curves. Over two-dimensional domains, the SBC method reduces integration over a region bounded by m curves to integration over m regions (referred to as curved triangular regions), where each region is bounded by two line segments and a curve. With proper (counterclockwise) orientation of the boundary curves, the scheme is applicable to convex and nonconvex domains. Additionally, for star-convex domains, a tensor-product cubature rule with positive weights and integration points in the interior of the domain is obtained. If the integrand is homogeneous, we show that this new method reduces to the homogeneous numerical integration scheme; however, the SBC scheme is more versatile since it is equally applicable to both homogeneous and non-homogeneous functions. This paper also introduces several methods for smoothing integrands with point singularities and near-singularities. When these methods are used, highly efficient integration of weakly singular functions is realized. Finally, the SBC method is applied to a number of benchmark problems, which reveal its broad applicability and superior performance (in terms of time to generate a rule and accuracy per cubature point) when compared to existing methods for integration.

42 ENGINEERING↗
DOE OSTI2020

High‐order cubature rules for tetrahedra

Summary In this paper, we construct new high‐order numerical integration schemes for tetrahedra, with positive weights and integration points that are in the interior of the domain. The construction of cubature rules is a challenging problem, which requires the solution of strongly nonlinear algebraic (moment) equations with side conditions given by affine inequality constraints. We present a robust algorithm based on a sequence of three modified Newton procedures to solve the constrained minimization problem. In the literature, numerical integration rules for the tetrahedron are available up to order p =15. We obtain integration rules for the tetrahedron from p =2 to p =20, which are computed using multiprecision arithmetic. For p ≤15, our approach provides integration rules that have the same or fewer number of integration points than existing rules; for p =16 to p =20, our rules are new. Numerical tests are presented that verify the polynomial‐precision of the cubature rules. Convergence studies are performed for the integration of exponential, rational, weakly singular and trigonometric test functions over tetrahedra with flat and curved faces. In all tests, improvements in accuracy is realized as p is increased, though in some cases nonmonotonic convergence is observed.

Jaśkowiec, Jan↗
DOE OSTI2019

Robust Cubature Kalman Filter for Dynamic State Estimation of Synchronous Machines Under Unknown Measurement Noise Statistics

The Kalman-type filtering techniques including cubature Kalman filter (CKF) does not work well in non-Gaussian environments, especially in the presence of outliers. To solve this problem, Huber's M-estimation-based robust CKF (RCKF) is proposed for synchronous machines by combining the Huber's M-estimation theory with the classical CKF, which is capable of coping with the deterioration in performance and discretization of tracking curves when measurement noise statistics deviate from the prior noise statistics. The proposed RCKF algorithm has good adaptability to unknown measurement noise statistics characteristics including non-Gaussian measurement noise and outliers. The simulation results on the WSCC 3-machine 9-bus system and New England 16-machine 68-bus system verify the effectiveness of the proposed method and its advantage over the classical CKF.

42 ENGINEERING↗
DOE OSTI2024

Numerical integration in the virtual element method with the scaled boundary cubature scheme

Abstract The virtual element method (VEM) is a stabilized Galerkin method on meshes that consist of arbitrary (convex and nonconvex) polygonal and polyhedral elements. A crucial ingredient in the implementation of low‐ and high‐order VEM is the numerical integration of monomials and nonpolynomial functions over such elements. In this article, we apply the recently proposed scaled boundary cubature (SBC) scheme to compute the weak form integrals in various virtual element formulations over polygonal and polyhedral meshes. In doing so, we demonstrate the flexibility of the approach and the accuracy that it delivers on a broad suite of boundary‐value problems in 2D and 3D over polytopes with affine faces as well as on elements with curved boundaries. In addition, the use of the SBC scheme is exemplified in an enriched Poisson formulation of the VEM in which weakly singular functions are required to be integrated. This study establishes the SBC method as a simple, accurate and efficient integration scheme for use in the VEM.

Chin, Eric B.↗
DOE OSTI2013

Asymptotically optimal unsaturated lattice cubature formulae with bounded boundary layer

This paper describes a new algorithm for constructing lattice cubature formulae with bounded boundary layer. These formulae are unsaturated (in the sense of Babenko) both with respect to the order and in regard to the property of asymptotic optimality on W{sub 2}{sup m}-spaces, m element of (n/2,∞). Most of the results obtained apply also to W{sub 2}{sup μ}(R{sup n})-spaces with a hypoelliptic multiplier of smoothness μ. Bibliography: 6 titles.

97 MATHEMATICS AND COMPUTING↗
NASA NTRS1976

Algorithms for computing the geopotential using a simple density layer

Several algorithms have been developed for computing the potential and attraction of a simple density layer. These are numerical cubature, Taylor series, and a mixed analytic and numerical integration using a singularity-matching technique. A computer program has been written to combine these techniques for computing the disturbing acceleration on an artificial earth satellite. A total of 1640 equal-area, constant surface density blocks on an oblate spheroid are used. The singularity-matching algorithm is used in the subsatellite region, Taylor series in the surrounding zone, and numerical cubature on the rest of the earth.

Morrison, F.↗
DOE OSTI2011

Semi-analytic treatment of the three-dimensional Poisson equation via a Galerkin BIE method

A systematic treatment of the three-dimensional Poisson equation via singular and hypersingular boundary integral equation techniques is investigated in the context of a Galerkin approximation. Developed to conveniently deal with domain integrals without a volume-fitted mesh, the proposed method initially converts domain integrals featuring the Newton potential and its gradient into equivalent surface integrals. Then, the resulting boundary integrals are evaluated by means of well-established cubature methods. In this transformation, weakly-singular domain integrals, defined over simply- or multiply-connected domains with Lipschitz boundaries, are rigorously converted into weakly-singular surface integrals. Combined with the semi-analytic integration approach developed for potential problems to accurately calculate singular and hypersingular Galerkin surface integrals, this technique can be employed to effectively deal with mixed boundary-value problems without the need to partition the underlying domain into volume cells. Sample problems are included to validate the proposed approach.

99 GENERAL AND MISCELLANEOUS↗
DOE OSTI2019

A Multi-Model Adaptive Kalman Filtering Approach to Power System Dynamic State Estimation

Accurate information about dynamic states (such as rotor angle and speed of a synchronous machine) is important for monitoring and controlling power system rotor-angle stability. In this paper, a multi-model adaptive Kalman filtering (MMAKF) approach is proposed to accurately and robustly estimate power system dynamic states. This approach consists of three major steps: (i) multiple Kalman filtering approaches, i.e., the extended Kalman filter (EKF), unscented Kalman filter (UKF), ensemble Kalman filter (EnKF), and cubature Kalman filter (CKF), are run concurrently in parallel to estimate the dynamic states of a synchronous generator using phasor measurement unit data; (ii) probability indexes, which quantify the likelihood of each estimation model, are determined at each time step using hypothesis testing based on the measurement innovation; (iii) the a posteriori estimate of states is obtained using the best-fix approach. The two-area four-machine system is used to evaluate the effectiveness of the proposed MMAKF approach. It is shown through the Monte-Carlo method that the estimation accuracy and robustness of the proposed approach is better than those from any individual filtering algorithm.

multi-model adaptive Kalman Filtering, Power Syste↗
DOE OSTI2010

Parallel Environment for the Creation of Stochastics 1.0

PECOS is a computational library for creating and manipulating realizations of stochastic quantities, including scalar uncertain variables, random fields, and stochastic processes. It offers a unified interface to univariate and multivariate polynomial approximations using either orthogonal or interpolation polynomials; numerical integration drivers for Latin hypercube sampling, quadrature, cubature, and sparse grids; and fast Fourier transforms using third party libraries. The PECOS core also offers statistical utilities and transformations between various representations of stochastic uncertainty. PECOS provides a C++ API through which users can generate and transform realizations of stochastic quantities. It is currently used by Sandia's DAKOTA, Stokhos, and Encore software packages for uncertainty quantification and verification. PECOS generates random sample sets and multi-dimensional integration grids, typically used in forward propagation of scalar uncertainty in computational models (uncertainty quantification (UQ)). PECOS also generates samples of random fields (RFs) and stochastic processes (SPs) from a set of user-defined power spectral densities (PSDs). The RF/SP may be either Gaussian or non-Gaussian and either stationary or nonstationary, and the resulting sample is intended for run-time query by parallel finite element simulation codes. Finally, PECOS supports nonlinear transformations of random variables via the Nataf transformation and extensions.

Field Jr, Richard↗
NASA NTRS1921

The Employment of Airships for the Transport of Passengers

It was a conclusion of this detailed study of the practicality of using airships for carrying passengers that, although slow, airships are capable of carrying useful loads over long distances. However, it is noted that there is a certain limit to the advantages of large cubature. Beyond a certain point, the maximum altitude of the airship goes on decreasing, in spite of the fact that the range of action in the horizontal plane and the useful load go on increasing. The possibility of rapid climb is an essential factor of security in aerial navigation in the case of storms, as is velocity. To rise above and run ahead of storms are ways of avoiding them. However, high altitude and high speed are antithetical. This investigation concluded that a maximum velocity of 120 km/h is as far as we ought to go. This figure can only be exceeded by excessive reduction of the altitude of ceiling, range of flight, and useful load. The essential requisites of a public transport service are discussed, as are flight security, regularity of service, competition with other forms of passenger transportation, and the choice between rigid and semi-rigid airships.

Nobile, Umberto↗
DOE OSTI2023

SIDIS-RC EvGen: A Monte-Carlo event generator of semi-inclusive deep inelastic scattering with the lowest-order QED radiative corrections

SIDIS-RC EvGen is a C++ standalone Monte-Carlo event generator for studies of semi-inclusive deep inelastic scattering (SIDIS) processes at medium to high lepton beam energies. In particular, the generator contains binary and library components for generating SIDIS events and calculating cross sections for unpolarized or longitudinally polarized beam and unpolarized, longitudinally or transversely polarized target. The structure of the generator incorporates transverse momentum-dependent parton distribution and fragmentation functions, whereby we obtain multi-dimensional binned simulation results, which will facilitate the extraction of important information about the three-dimensional nucleon structure from SIDIS measurements. In order to build this software, we have used recent elaborate QED calculations of the lowest-order radiative effects, applied to the leading order Born cross section in SIDIS. Here, in this paper, we provide details on the theoretical formalism as well as the construction and operation of SIDIS-RC EvGen, e.g., how we handle the event generation process and perform multi-dimensional integration. We also provide example programs, flowcharts, and numerical results on azimuthal transverse single-spin asymmetries.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2013

Generating moment matching scenarios using optimization techniques

An optimization based method is proposed to generate moment matching scenarios for numerical integration and its use in stochastic programming. The main advantage of the method is its flexibility: it can generate scenarios matching any prescribed set of moments of the underlying distribution rather than matching all moments up to a certain order, and the distribution can be defined over an arbitrary set. This allows for a reduction in the number of scenarios and allows the scenarios to be better tailored to the problem at hand. The method is based on a semi-infinite linear programming formulation of the problem that is shown to be solvable with polynomial iteration complexity. A practical column generation method is implemented. The column generation subproblems are polynomial optimization problems; however, they need not be solved to optimality. It is found that the columns in the column generation approach can be efficiently generated by random sampling. The number of scenarios generated matches a lower bound of Tchakaloff's. The rate of convergence of the approximation error is established for continuous integrands, and an improved bound is given for smooth integrands. Extensive numerical experiments are presented in which variants of the proposed method are compared to Monte Carlo and quasi-Monte Carlo methods on both numerical integration problems and stochastic optimization problems. The benefits of being able to match any prescribed set of moments, rather than all moments up to a certain order, is also demonstrated using optimization problems with 100-dimensional random vectors. Here, empirical results show that the proposed approach outperforms Monte Carlo and quasi-Monte Carlo based approaches on the tested problems.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2024

Projective Integral Updates for High-Dimensional Variational Inference

Variational inference is an approximation framework for Bayesian inference that seeks to improve quantified uncertainty in predictions by optimizing a simplified distribution over parameters to stand in for the full posterior. Capturing model variations that remain consistent with training data enables more robust predictions by reducing parameter sensitivity. This work introduces a fixed-point optimization for variational inference that is applicable when every feasible log density can be expressed as a linear combination of functions from a given basis. In such cases, the optimizer becomes a fixed-point of projective integral updates. When the basis spans univariate quadratics in each parameter, the feasible distributions are Gaussian mean-fields and the projective integral updates yield quasi-Newton variational Bayes (QNVB). Other bases and updates are also possible. Since these updates require high-dimensional integration, this work begins by proposing an efficient quasirandom sequence of quadratures for mean-field distributions. Each iterate of the sequence contains two evaluation points that combine to correctly integrate all univariate quadratic functions and, if the mean-field factors are symmetric, all univariate cubics. More importantly, averaging results over short subsequences achieves periodic exactness on a much larger space of multivariate polynomials of quadratic total degree. The corresponding variational updates require four loss evaluations with standard (not second-order) backpropagation to eliminate error terms from over half of all multivariate quadratic basis functions. Furthermore, this integration technique is motivated by first proposing stochastic blocked mean-field quadratures, which may be useful in other contexts. A PyTorch implementation of QNVB allows for better control over model uncertainty during training than competing methods. Experiments demonstrate superior generalizability for multiple learning problems and architectures.

Gaussian mean-field↗