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At least 19 records

Deep learning of free boundary and Stefan problems

Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of free boundaries and complex dynamic interfaces. In this work, we propose a multi-network model based on physics-informed neural networks to tackle a general class of forward and inverse free boundary problems called Stefan problems. Specifically, we approximate the unknown solution as well as any moving boundaries by two deep neural networks. Besides, we formulate a new type of inverse Stefan problems that aim to reconstruct the solution and free boundaries directly from sparse and noisy measurements. We demonstrate the effectiveness of our approach in a series of benchmarks spanning different types of Stefan problems, and illustrate how the proposed framework can accurately recover solutions of partial differential equations with moving boundaries and dynamic interfaces. All code and data accompanying this manuscript are publicly available at https://github.com/PredictiveIntelligenceLab/DeepStefan.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Solution of free-boundary problems using finite-element/Newton methods and locally refined grids - Application to analysis of solidification microstructure

A new method is presented for the solution of free-boundary problems using Lagrangian finite element approximations defined on locally refined grids. The formulation allows for direct transition from coarse to fine grids without introducing non-conforming basis functions. The calculation of elemental stiffness matrices and residual vectors are unaffected by changes in the refinement level, which are accounted for in the loading of elemental data to the global stiffness matrix and residual vector. This technique for local mesh refinement is combined with recently developed mapping methods and Newton's method to form an efficient algorithm for the solution of free-boundary problems, as demonstrated here by sample calculations of cellular interfacial microstructure during directional solidification of a binary alloy.

Tsiveriotis, K.↗

Multilevel Monte Carlo methods for the Grad-Shafranov free boundary problem

The equilibrium configuration of a plasma in an axially symmetric reactor is described mathematically by a free boundary problem associated with the celebrated Grad-Shafranov equation. The presence of uncertainty in the model parameters introduces the need to quantify the variability in the predictions. This is often done by computing a large number of model solutions on a computational grid for an ensemble of parameter values and then obtaining estimates for the statistical properties of solutions. In this study, we explore the savings that can be obtained using multilevel Monte Carlo methods, which reduce costs by performing the bulk of the computations on a sequence of spatial grids that are coarser than the one that would typically be used for a simple Monte Carlo simulation. We examine this approach using both a set of uniformly refined grids and a set of adaptively refined grids guided by a discrete error estimator. Numerical experiments show that multilevel methods dramatically reduce the cost of simulation, with cost reductions typically on the order of 60 or more and possibly as large as 200. Furthermore, adaptive griding results in more accurate computation of geometric quantities such as x-points associated with the model.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Alluvial fan morphology: A self-similar free boundary problem description

In this work, we examine approximate geometrically self-similar solutions to a parabolic free boundary value problem applied to alluvial fan surface morphology and growth. Alluvial fans are fan- or cone-shaped sedimentary deposits caused by the rapid deposition of sediment from a canyon discharging onto a flatter plain. Longitudinal, topographic profiles of fans can be readily described by a seemingly time independent dimensionless profile (DeChant et al., 1999). However, because an alluvial fan can be expected to grow over time, it is clear that this “steady” profile is certainly time dependent and can be described using a space-time self-similar solution. In an experimental and theory-based study, Guerit et al. (2014) developed a self-similar (or as they describe it a self-affine) linear solution based upon an approximate first order small parameter expansion solution for a 1-d homogeneous nonlinear diffusion equation. Direct substitution of this result into a linear diffusion equation suggests that this first order expression may not fully satisfy the associated governing equation. In contrast, we develop a more complete solution based upon a modeled approximation for the axi-symmetric formulation such that the associated temporal behavior is consistent with a 1/3 time power-law as described by Reitz and Jerolmack (2014). The resulting expression is an exact solution to a linear heat equation. Furthermore, we emphasize that a small parameter is not inherent to the resulting profile result and is not included in our model development. Though developed using rather different approaches, the formal solution developed here is in good agreement with the simple polynomial described by DeChant et al. (1999) suggesting that this self-similar solution is a suitable time dependent representation of alluvial fan longitudinal profile form and improves on earlier work.

58 GEOSCIENCES↗

Surrogate approximation of the Grad–Shafranov free boundary problem via stochastic collocation on sparse grids

In magnetic confinement fusion devices, the equilibrium configuration of a plasma is determined by the balance between the hydrostatic pressure in the fluid and the magnetic forces generated by an array of external coils and the plasma itself. The location of the plasma is not known a priori and must be obtained as the solution to a free boundary problem. The partial differential equation that determines the behavior of the combined magnetic field depends on a set of physical parameters (location of the coils, intensity of the electric currents going through them, magnetic permeability, etc.) that are subject to uncertainty and variability. The confinement region is in turn a function of these stochastic parameters as well. In this work, we consider variations on the current intensities running through the external coils as the dominant source of uncertainty. This leads to a parameter space of dimension equal to the number of coils in the reactor. With the aid of a surrogate function built on a sparse grid in parameter space, a Monte Carlo strategy is used to explore the effect that stochasticity in the parameters has on important features of the plasma boundary such as the location of the x-point, the strike points, and shaping attributes such as triangularity and elongation. Furthermore, the use of the surrogate function reduces the time required for the Monte Carlo simulations by factors that range between 7 and over 30.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Boundary perturbation method for free boundary problem in convectively cooled continuous casting

Novel mathematical techniques are here used to treat general boundary conditions in convectively cooled continuous ingot casting problems, applying a constant convective heat transfer coefficient at the ingot sides (so that the temperature distribution along the sides is unknown). The problem is first inverted to treat the physical coordinates as dependent variables of temperature and heat flow, mapping the ingot into a region that is nearly rectangular. A boundary perturbation method is then used to obtain an analytical solution in this near-rectangular region. Solidification interface shapes depend on two dimensionless parameters: one is a function of the casting velocity, while the other is dependent on the convective heat transfer coefficient at the cooled wall.

Siegel, R.↗

A Parallel Cut-Cell Algorithm for the Free-Boundary Grad--Shafranov Problem

A parallel cut-cell algorithm is described to solve the free-boundary problem of the Grad--Shafranov equation. The algorithm reformulates the free-boundary problem in an irregular bounded domain and its important aspects include a searching algorithm for the magnetic axis and separatrix, a surface integral along the irregular boundary to determine the boundary values, an approach to optimize the coil current based on a targeting plasma shape, Picard iterations with Aitken's acceleration for the resulting nonlinear problem, and a Cartesian grid embedded boundary method to handle the complex geometry. Here the algorithm is implemented in parallel using a standard domain-decomposition approach and a good parallel scaling is observed. Numerical results verify the accuracy and efficiency of the free-boundary Grad--Shafranov solver.

97 MATHEMATICS AND COMPUTING↗

Finite-element methods for steady solidification problems

Four Galerkin finite-element methods are tested for solving the free-boundary problem that describes steady solidification. The formulations differ in the solution method used to account for the unknown shape of the melt/solid interface, in the interphase condition (either balance of heat flux or equilibrium of temperature) distinguished for locating the interface, and in the technique used for solving the systems of algebraic equations that result from the finite-element approximations. Methods that use the melting point isotherm to locate the melt/solid interface are found more accurate and efficient than formulations based on the interfacial energy balance. Solution by a Galerkin-Newton algorithm of the free-boundary problem transformed to a fixed domain is most efficient when the field problem in each phase is made nonlinear by including radiation from the melt and solid to the surroundings.

Ettouney, H. M.↗

Finite element analysis in fluids; Proceedings of the Seventh International Conference on Finite Element Methods in Flow Problems, University of Alabama, Huntsville, Apr. 3-7, 1989

Recent advances in computational fluid dynamics are examined in reviews and reports, with an emphasis on finite-element methods. Sections are devoted to adaptive meshes, atmospheric dynamics, combustion, compressible flows, control-volume finite elements, crystal growth, domain decomposition, EM-field problems, FDM/FEM, and fluid-structure interactions. Consideration is given to free-boundary problems with heat transfer, free surface flow, geophysical flow problems, heat and mass transfer, high-speed flow, incompressible flow, inverse design methods, MHD problems, the mathematics of finite elements, and mesh generation. Also discussed are mixed finite elements, multigrid methods, non-Newtonian fluids, numerical dissipation, parallel vector processing, reservoir simulation, seepage, shallow-water problems, spectral methods, supercomputer architectures, three-dimensional problems, and turbulent flows.

Chung, T. J.↗

Analysis of shape of porous cooled medium for an imposed surface heat flux and temperature

The surface of a porous cooled medium is to be maintained at a specified design temperature while being subjected to uniform heating by an external source. An analytical method is given for determining the shape of the medium surface that will satisfy these boundary conditions. The analysis accounts for temperature dependent variations of fluid density and viscosity and for temperature dependent matrix thermal conductivity. The energy equation is combined with Darcy's law in such a way that a potential can be defined that satisfies Laplace's equation. All of the heat-transfer and flow quantities are expressed in terms of this potential. The determination of the shape of the porous cooled region is thereby reduced to a free-boundary problem such as in inviscid free jet theory. Two illustrative examples are carried out: a porous leading edge with coolant supplied through a slot and a porous cooled duct with a rectangular outer boundary.

Siegel, R.↗

Natural convection in steady solidification - Finite element analysis of a two-phase Rayleigh-Benard problem

Galerkin finite-element approximations and Newton's method for solving free boundary problems are combined with computer-implemented techniques from nonlinear perturbation analysis to study solidification problems with natural convection in the melt. The Newton method gives rapid convergence to steady state velocity, temperature and pressure fields and melt-solid interface shapes, and forms the basis for algebraic methods for detecting multiple steady flows and assessing their stability. The power of this combination is demonstrated for a two-phase Rayleigh-Benard problem composed of melt and solid in a veritical cylinder with the thermal boundary conditions arranged so that a static melt with a flat melt-solid interface is always a solution. Multiple cellular flows bifurcating from the static state are detected and followed as Rayleigh number is varied. Changing the boundary conditions to approach those appropriate for the vertical Bridgman solidification system causes imperfections that eliminate the static state. The flow structure in the Bridgman system is related to those for the Rayleigh-Benard system by a continuous evolution of the boundary conditions.

Chang, C. J.↗

Thermocapillary flows and their stability

Steady convective flows for geometries of varying complexity are described. This in general involves the solution of nonlinear free boundary problems. The stability of these flows were determined to more complicated (perhaps time dependent) modes of fluid motion. These include shear flow and free surface instability modes, with possible coupling between them. The effect of surface chemical species is described, including impurities which act as surfactants and insoluble oxide films, on the convective patterns and their stability.

Davis, S.↗

The fully nonlinear development of Goertler vortices in growing boundary layers

The fully nonlinear development of small wavelength Goertler vortices in a growing boundary layer is investigated using a combination of asymptotic and numerical methods. The starting point for the analysis is the weakly nonlinear theory of Hall (1982b) who discussed the initial development of small amplitude vortices in a neighborhood of the location where they first become linearly unstable. That development is unusual in the context of nonlinear stability theory in that it is not described by the Stuart-Watson approach. In fact the development is governed by a pair of coupled nonlinear partial differential evolution equations for the vortex flow and the mean flow correction. Here the further development of this interaction is considered for vortices so large that the mean flow correction driven by them is as large as the basic state. Surprisingly it is found that such a nonlinear interaction can still be described by asymptotic means. It is shown that the vortices spread out across the boundary layer and effectively drive the boundary layer. In fact the system obtained by writing down the equations for the fundamental component of the vortex generate a differential equation for the basic state. Thus the mean flow adjusts so as to make these large amplitude vortices locally neutral. Moreover in the region where the vortices exist the mean flow has a square-root profile and the vortex velocity field can be written down in closed form. The upper and lower boundaries of the region of vortex activity are determined by a free-boundary problem involving the boundary layer equations. In general it is found that this region ultimately includes almost all of the original boundary layer and much of the free-stream. In this situation the mean flow has essentially no relationship to the flow which exists in the absence of the vortices.

Hall, Philip↗

Fully implicit shock tracking

A tracking method for solving hyperbolic free boundary problems arising in fluid dynamics is presented. The principal feature of the new approach is that the implicit form is used to simultaneously treat both interior points and boundary conditions. In particular, the location of the free boundary (shock) surface is treated implicitly and coupled with all other unknowns. The method is presented in the context of unsteady one-dimensional flow in a variable area duct with an internal shock wave. The fully implicit method and other strategies for advancing the shock are compared for computing a steady solution via a time asymptotic approach. Issues regarding extension of the method to multiple dimensions are also discussed.

Bell, J. B.↗