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At least 19 records

Delineating Facies Spatial Distribution by Integrating Ensemble Data Assimilation and Indicator Geostatistics with Level-Set Transformation

The facies-based approach has been widely adopted to delineate an aquifer into distinct geological units with unique distributions of hydraulic, physical, and/or chemical properties. The recent development in ensemble-based data assimilation methods allows both the direct and indirect data to be used to improve facies delineation. A major difficulty in those applications is to honor the spatial continuity and avoid overfitting after data assimilation. We introduce a new facies delineation framework to integrate ensemble data assimilation with traditional transition probability-based geostatistics. A level-set concept is used to parametrize discrete facies indicators and for updating facies shape. During the iterative data assimilation process, we impose spatial continuity by conditioning facies field generation on points selected adaptively based on their sensitivity to observation data. This reconditioning step is a key step to maintain spatial continuity and overcome over-fitting problems in inversion. We selected two examples to evaluate the performance of the new framework in estimating facies-based permeability field. The first example is a two-dimensional synthetic system with transient head data induced by pumping tests used for delineating two facies. The second example is a three-dimensional case with three facies, conceptualized from a field tracer experiment within the Columbia River corridor in Washington State, USA. Both examples demonstrate that the new method can adequately capture the spatial pattern of hydrofacies with reconditioning, which leads to the improved prediction of system behaviors.

Song, Xuehang↗

Minimum feature size control in level set topology optimization via density fields

A level set topology optimization approach that uses an auxiliary density field to nucleate holes during the optimization process and achieves minimum feature size control in optimized designs is explored. The level set field determines the solid-void interface and the density field describes the distribution of a fictitious porous material using the solid isotropic material with penalization. These fields are governed by two sets of independent optimization variables which are initially coupled using a penalty for hole nucleation. The strength of the density field penalization and projection is gradually increased during the optimization process to promote a 0-1 density distribution. In addition, a second penalty regulates the evolution of the density field in the void phase. The treatment of the density field combined with the second penalty mitigate the appearance of small design features. The minimum feature size of optimized designs is controlled by the radius of the linear filter applied to the density optimization variables. The structural response is predicted by the extended finite element method, the sensitivities by the adjoint method, and the optimization variables are updated by a gradient-based optimization algorithm. Numerical examples investigate the robustness of this approach with respect to algorithmic parameters and mesh refinement. The results show the applicability of the combined density level set topology optimization approach for both optimal hole nucleation and for minimum feature size control in 2D and 3D. This comes, however, at the cost of a more complex problem formulation and additional computational cost due to an increased number of optimization variables.

42 ENGINEERING↗

An arbitrary-order Runge–Kutta discontinuous Galerkin approach to reinitialization for banded conservative level sets

Here, we present a Runge-Kutta discontinuous Galerkin method for solving conservative reinitialization in the context of the conservative level set method. This represents an extension of the method recently proposed by Owkes and Desjardins [21], by solving the level set equations on the refined level set grid and projecting all spatially-dependent variables into the full basis used by the discontinuous Galerkin discretization. By doing so, we achieve the full k+1 order convergence rate in the L1 norm of the level set field predicted for RKDG methods given kth degree basis functions when the level set profile thickness is held constant with grid refinement. Shape and volume errors for the 0.5-contour of the level set, on the other hand, are found to converge between first and second order. We show a variety of test results, including the method of manufactured solutions, reinitialization of a circle and sphere, Zalesak's disk, and deforming columns and spheres, all showing substantial improvements over the high-order finite difference traditional level set method studied for example by Herrmann. We also demonstrate the need for kth order accurate normal vectors, as lower order normals are found to degrade the convergence rate of the method.

97 MATHEMATICS AND COMPUTING↗

Identifying arbitrary parameter zonation using multiple level set functions

In this paper, we extended the analytical level set method [1, 2] for identifying a piece-wisely heterogeneous (zonation) binary system to the case with an arbitrary number of materials with unknown material properties. In the developed level set approach, starting from an initial guess, the material interfaces are propagated through iterations such that the residuals between the simulated and observed state variables (hydraulic head) is minimized. We derived an expression for the propagation velocity of the interface between any two materials, which is related to the permeability contrast between the materials on two sides of the interface, the sensitivity of the head to permeability, and the head residual. We also formulated an expression for updating the permeability of all materials, which is consistent with the steepest descent of the objective function. The developed approach has been demonstrated through many examples, ranging from totally synthetic cases to a case where the flow conditions are representative of a groundwater contaminant site at the Los Alamos National Laboratory. These examples indicate that the level set method can successfully identify zonation structures, even if the number of materials in the model domain is not exactly known in advance. Although the evolution of the material zonation depends on the initial guess field, inverse modeling runs starting with different initial guesses fields may converge to the similar final zonation structure. These examples also suggest that identifying interfaces of spatially distributed heterogeneities is more important than estimating their permeability values.

97 MATHEMATICS AND COMPUTING↗

Level set methods for detonation shock dynamics using high-order finite elements

Level set methods are a popular approach to modeling evolving interfaces. We present a level set ad- vection solver in two and three dimensions using the discontinuous Galerkin method with high-order nite elements. During evolution, the level set function is reinitialized to a signed distance function to maintain ac- curacy. Our approach leads to stable front propagation and convergence on high-order, curved, unstructured meshes. The ability of the solver to implicitly track moving fronts lends itself to a number of applications; in particular, we highlight applications to high-explosive (HE) burn and detonation shock dynamics (DSD). We provide results for two- and three-dimensional benchmark problems as well as applications to DSD.

finite element methods↗

Evaluating Gaussian process metamodels and sequential designs for noisy level set estimation

Abstract We consider the problem of learning the level set for which a noisy black-box function exceeds a given threshold. To efficiently reconstruct the level set, we investigate Gaussian process (GP) metamodels. Our focus is on strongly stochastic simulators, in particular with heavy-tailed simulation noise and low signal-to-noise ratio. To guard against noise misspecification, we assess the performance of three variants: (i) GPs with Student- t observations; (ii) Student- t processes (TPs); and (iii) classification GPs modeling the sign of the response. In conjunction with these metamodels, we analyze several acquisition functions for guiding the sequential experimental designs, extending existing stepwise uncertainty reduction criteria to the stochastic contour-finding context. This also motivates our development of (approximate) updating formulas to efficiently compute such acquisition functions. Our schemes are benchmarked by using a variety of synthetic experiments in 1–6 dimensions. We also consider an application of level set estimation for determining the optimal exercise policy of Bermudan options in finance.

97 MATHEMATICS AND COMPUTING↗

A high-order discontinuous Galerkin method for level set problems on polygonal meshes

We propose and analyze discontinuous Galerkin schemes for solving level set equations on polygonal meshes. For linear equations, we assume that the velocity is given only on the cell surface. Velocity inside mesh cells is approximated using virtual element projectors on polynomial spaces. For nonlinear equations, we use the Taylor expansion to approximate the normalized solution gradient. Here, we analyze the new schemes for a set of typical level set problems using square and polygonal meshes. The numerical results indicate great potential for using polygonal meshes in applications.

97 MATHEMATICS AND COMPUTING↗

Level-set topology optimization with PDE generated conformal meshes

This paper presents a level-set topology optimization approach that uses conformal meshes for the analysis of the displacement field. The structure’s boundary is represented by the iso-contour of a level-set field discretized on a fixed background design mesh. The conformal mesh is updated for each design iteration via a PDE based mesh morphing process that identifies the set of facets in the background mesh that are homeomorphic to the boundary and relaxes the homeomorphic mesh to conform to the structure’s boundary and ensure high element quality. The conformal mesh allows for a more accurate computation of the response versus density and some level-set based methods which interpolate material properties using the volume fraction. Numerical examples illustrate the proposed approach by optimizing linear-elastic two- and three-dimensional structures, wherein insight into the performance of the mesh morphing process is provided. The examples also highlight the scalability of the approach.

42 ENGINEERING↗

Learning nonlinear level sets for dimensionality reduction in function approximation

We developed a Nonlinear Level-set Learning (NLL) method for dimensionality reduction in high-dimensional function approximation with small data. This work is motivated by a variety of design tasks in real-world engineering applications, where practitioners would replace their computationally intensive physical models (e.g., high-resolution fluid simulators) with fast-to-evaluate predictive machine learning models, so as to accelerate the engineering design processes. There are two major challenges in constructing such predictive models: (a) high-dimensional inputs (e.g., many independent design parameters) and (b) small training data, generated by running extremely time-consuming simulations. Thus, reducing the input dimension is critical to alleviate the over-fitting issue caused by data insufficiency. Existing methods, including sliced inverse regression and active subspace approaches, reduce the input dimension by learning a linear coordinate transformation; our main contribution is to extend the transformation approach to a nonlinear regime. Specifically, we exploit reversible networks (RevNets) to learn nonlinear level sets of a high-dimensional function and parameterize its level sets in low-dimensional spaces. A new loss function was designed to utilize samples of the target functions' gradient to encourage the transformed function to be sensitive to only a few transformed coordinates. The NLL approach is demonstrated by applying it to three 2D functions and two 20D functions for showing the improved approximation accuracy with the use of nonlinear transformation, as well as to an 8D composite material design problem for optimizing the buckling-resistance performance of composite shells of rocket inter-stages.

Zhang, Guannan↗

Adaptive immersed isogeometric level-set topology optimization

Here, this paper presents for the first time an adaptive immersed approach for level-set topology optimization using higher-order truncated hierarchical B-spline discretizations for design and state variable fields. Boundaries and interfaces are represented implicitly by the iso-contour of one or multiple level-set functions. An immersed finite element method, the eXtended IsoGeometric Analysis, is used to predict the physical response. The proposed optimization framework affords different adaptively refined higher-order B-spline discretizations for individual design and state variable fields. The increased continuity of higher-order B-spline discretizations together with local refinement enables direct control over the accuracy of the representation of each field while simultaneously reducing computational cost compared to uniformly refined discretizations. A flexible mesh adaptation strategy enables local refinement based on geometric measures or physics-based error indicators. These adaptive discretization and analysis approaches are integrated into gradient-based optimization schemes, evaluating the design sensitivities using the adjoint method. Numerical studies illustrate the features of the proposed framework with static, linear elastic, multi-material, two- and three-dimensional problems. The examples provide insight into the effect of refining the design variable field on the optimization result and the convergence rate of the optimization process. Using coarse higher-order B-spline discretizations for level-set fields promotes the development of smooth designs and suppresses the emergence of small features. Moreover, adaptive mesh refinement for state variable fields results in a reduction of overall computational cost. Higher-order B-spline discretizations are especially interesting when evaluating gradients of state variable fields due to their higher inter-element continuity.

36 MATERIALS SCIENCE↗

A Level Set Model for Structured Mesh Representation of Fibrous Preforms used in Composites Manufacturing

Here, a model for implicit representation of fibrous and woven preforms used for composites manufacturing is described. The method is based on a level set function defined on a structured mesh to implicitly capture the complex fiber and weave geometries. Since most software packages used to model woven preforms are based on unstructured mesh, a numerical model for transforming a discretized surface to a structured mesh representation and vice-a-versa is presented. Specific emphasis is on scalable computation of a level set function for large and complex 3D woven structures from a triangulated surface of the smallest unit (yarn). The model is applied to capture a periodic 3D layered 5-harness satin (5HS) weave geometry on a structured mesh. Geometric transformations needed to efficiently compute the level set function for the 3D structure on a high resolution mesh are described. Effects of mesh resolution on the geometric features such as number of resolved fibers, effective fiber size, and the surface area to volume ratio of the iso-surface are analyzed. Using the distance property of the level set function, an approach to evaluate the structure function resulting from transient evolving topology representing densification due to matrix phase depositions is also presented. The approach captures transition of the geometric characteristic from fiber governed at early stages of densification to yarn governed at the terminal stage.

36 MATERIALS SCIENCE↗

A level-set immersed boundary method for reactive transport in complex topologies with moving interfaces

A simulation framework based on the level-set and the immersed boundary methods (LS-IBM) has been developed for reactive transport problems in porous media involving a moving solid-fluid interface. The interface movement due to surface reactions is tracked by the level-set method, while the immersed boundary method captures the momentum and mass transport at the interface. The proposed method is capable of accurately modeling transport near evolving boundaries in Cartesian grids. The framework formulation guarantees second order accuracy in space. Since the interface velocity is only defined at the moving boundary, an interface velocity propagation method is also proposed. The method can be applied to other moving interface problems of the “Stefan” type. Here, we validate the proposed LS-IBM both for flow and transport close to an immersed object with reactive boundaries as well as for crystal growth. Lastly, the proposed method provides a powerful tool to model more realistic problems involving moving reactive interfaces in complex domains.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hierarchical median narrow band for level set segmentation of cervical cell nuclei

This paper presents a novel hierarchical nuclei segmentation algorithm for isolated and overlapping cervical cells based on a narrow band level set implementation. Our method applies a new multiscale analysis algorithm to estimate the number of clusters in each image region containing cells, which turns into the input to a narrow band level set algorithm. We assess the nuclei segmentation results on three public cervical cell image databases. Overall, our segmentation method outperformed six state-of-the-art methods concerning the number of correctly segmented nuclei and the Dice coefficient reached values equal to or higher than 0.90. We also carried out classification experiments using features extracted from our segmentation results and the proposed pipeline achieved the highest average accuracy values equal to 0.89 and 0.77 for two-class and three-class problems, respectively. Furthermore, these results demonstrated the suitability of the proposed segmentation algorithm to integrate decision support systems for cervical cell screening.

47 OTHER INSTRUMENTATION↗

High Order Anchoring and Reinitialization of Level Set Function for Simulating Interface Motion

A second order interface anchoring method has been developed and used with fast sweeping algorithm for reinitialization of a level set function. The algebraic anchoring formulation ensures that the location of the actual interface is preserved, leading to better mass conservation property. It also provides high order accurate algebraic constraint for solving the Eikonal equation on a finite difference grid. Geometric properties of the interface such as surface normal and curvature are subsequently computed from the reinitialized distance function. Various analytical functions for modeling distortion in level set field are considered and accuracy of reinitialization is evaluated using first and second order anchoring schemes. It is also shown that accurate computation of interface curvature requires a high order anchor in addition to a high order fast sweeping method. Mass conservation property of reinitialization is also analyzed by considering test problems from literature including the classic Rider–Kothe single vortex problem. The formulation is suitable for efficient parallelization for both distributed memory and on-node shared memory parallel systems. In conclusion, scalability and performance of the reinitialization scheme on multiple architectures are demonstrated.

97 MATHEMATICS AND COMPUTING↗

Two Dimensional Topology Optimization of Heat Exchangers with the Density and Level-Set Methods

We design heat exchangers using two topology optimization approaches: the density, i.e. volume fraction and level set methods. Our goal is to maximize the heat exchange between two fluids in separate channels while constraining the pressure drop across each channel. The heat exchanger is modeled with a coupled thermal-flow formulation. The flow is governed by an isothermal and incompressible Stokes-Brinkman equation and the heat transfer is governed by a convection-diffusion equation with high Peclet number. We solve one set of Stokes-Brinkman equations per fluid. Each Brinkman term in the flow equation serves to model the other phase as a solid, thereby preventing mixing. We first represent the solid and fluid phases using a volume fraction variable and apply a SIMP-like penalization in the Brinkman term to drive the optimization to a discrete design. The cost and constraint function derivatives are automatically calculated with the library pyadjoint and the optimization is performed by the Method of Moving Asymptotes. In a second optimization formulation, we use the level set approach to define the interface that separates the two fluids. Pyadjoint calculates the shape derivatives of the cost and constraint functions and the Hamilton-Jacobi advects the interface, allowing for topological changes. We present results in two dimensions and discuss the advantages and disadvantages of each approach.

42 ENGINEERING↗

An efficient level set method for tracking many materials

Here, we present an efficient level set method to track an arbitrary number of materials. The algorithm is optimal in the sense that it only needs to store a single unsigned distance-like function and a single integer indicator function, independent of the number of materials or distinct regions being tracked. Furthermore, for smooth velocity fields and smooth interface shape, arbitrarily high order solutions can be demonstrated. For interfaces that are or become kinked, the solution is limited to second-order convergence rates in the L 1 norm and first-order in the L ∞ norm.

97 MATHEMATICS AND COMPUTING↗

Level set topology optimization in Firedrake

Lestofire is an academic software for the automated design of engineering components. It finds the optimal geometry of a system to minimize a given cost function while constrained by a given set of physics equations. Using a level set function to describe the geometry, lestofire uses shapes derivative to evolve the system until its optimal shape. It leverages the compilation of variational forms in Firedrake (https://www.firedrakeproject.org/) and the automated calculation of shape derivatives via pyadjoint (http://www.dolfin-adjoint.or/en/latest/) to allow fast prototyping of different physics, cost functions and design parametrizations.

Salazar De Troya, Miguel↗