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At least 19 records

Numerical solution of systems of fractional delay differential equations using a new kind of wavelet basis

In the present paper, a new orthonormal wavelet basis, called Chelyshkov wavelet, is constructed from a class of orthonormal polynomials. These wavelet basis and their properties are utilized to obtain their operational matrix of fractional integration in the Riemann–Liouville sense and delay operational matrix. Convergence and error bound of the expansion by this kind of wavelet functions are investigated. Then, these operational matrices along with the Galerkin approach have been implemented to solve systems of fractional delay differential equations (SFDDEs). The main superiority of the proposed technique is that it reduces SFDDEs to a system of algebraic equations. Moreover, accuracy and efficiency of the suggested Chelyshkov wavelet approach are verified through some linear and nonlinear SFDDEs. Finally, the obtained numerical results are compared with those previously reported in the literature.

97 MATHEMATICS AND COMPUTING↗

Calculation of exact vibrational spectra for P{sub 2}O and CH{sub 2}NH using a phase space wavelet basis

‘‘Exact” quantum dynamics calculations of vibrational spectra are performed for two molecular systems of widely varying dimensionality (P{sub 2}O and CH{sub 2}NH), using a momentum-symmetrized Gaussian basis. This basis has been previously shown to defeat exponential scaling of computational cost with system dimensionality. The calculations were performed using the new “SWITCHBLADE” black-box code, which utilizes both dimensionally independent algorithms and massive parallelization to compute very large numbers of eigenstates for any fourth-order force field potential, in a single calculation. For both molecules considered here, many thousands of vibrationally excited states were computed, to at least an “intermediate” level of accuracy (tens of wavenumbers). Future modifications to increase the accuracy to “spectroscopic” levels, along with other potential future improvements of the new code, are also discussed.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Basis Selection for Wavelet Regression

A wavelet basis selection procedure is presented for wavelet regression. Both the basis and the threshold are selected using cross-validation. The method includes the capability of incorporating prior knowledge on the smoothness (or shape of the basis functions) into the basis selection procedure. The results of the method are demonstrated on sampled functions widely used in the wavelet regression literature. The results of the method are contrasted with other published methods.

Wheeler, Kevin R.↗

Wavelets as basis functions to represent the coarse-graining potential in multiscale coarse graining approach

In this paper, we apply Multiresolution Analysis (MRA) to develop sparse but accurate representations for the Multiscale Coarse-Graining (MSCG) approximation to the many-body potential of mean force. We rigorously framed the MSCG method into MRA so that all the instruments of this theory become available together with a multitude of new basis functions, namely the wavelets. The coarse-grained (CG) force field is hierarchically decomposed at different resolution levels enabling to choose the most appropriate wavelet family for each physical interaction without requiring an a priori knowledge of the details localization. The representation of the CG potential in this new efficient orthonormal basis leads to a compression of the signal information in few large expansion coefficients. The multiresolution property of the wavelet transform allows to isolate and remove the noise from the CG force-field reconstruction by thresholding the basis function coefficients from each frequency band independently. We discuss the implementation of our wavelet-based MSCG approach and demonstrate its accuracy using two different condensed-phase systems, i.e. liquid water and methanol. Simulations of liquid argon have also been performed using a one-to-one mapping between atomistic and CG sites. The latter model allows to verify the accuracy of the method and to test different choices of wavelet families. Furthermore, the results of the computer simulations show that the efficiency and sparsity of the representation of the CG force field can be traced back to the mathematical properties of the chosen family of wavelets. This result is in agreement with what is known from the theory of multiresolution analysis of signals.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multiresolution Wavelet Based Adaptive Numerical Dissipation Control for Shock-Turbulence Computations

The recently developed essentially fourth-order or higher low dissipative shock-capturing scheme of Yee, Sandham and Djomehri (1999) aimed at minimizing nu- merical dissipations for high speed compressible viscous flows containing shocks, shears and turbulence. To detect non smooth behavior and control the amount of numerical dissipation to be added, Yee et al. employed an artificial compression method (ACM) of Harten (1978) but utilize it in an entirely different context than Harten originally intended. The ACM sensor consists of two tuning parameters and is highly physical problem dependent. To minimize the tuning of parameters and physical problem dependence, new sensors with improved detection properties are proposed. The new sensors are derived from utilizing appropriate non-orthogonal wavelet basis functions and they can be used to completely switch to the extra numerical dissipation outside shock layers. The non-dissipative spatial base scheme of arbitrarily high order of accuracy can be maintained without compromising its stability at all parts of the domain where the solution is smooth. Two types of redundant non-orthogonal wavelet basis functions are considered. One is the B-spline wavelet (Mallat & Zhong 1992) used by Gerritsen and Olsson (1996) in an adaptive mesh refinement method, to determine regions where re nement should be done. The other is the modification of the multiresolution method of Harten (1995) by converting it to a new, redundant, non-orthogonal wavelet. The wavelet sensor is then obtained by computing the estimated Lipschitz exponent of a chosen physical quantity (or vector) to be sensed on a chosen wavelet basis function. Both wavelet sensors can be viewed as dual purpose adaptive methods leading to dynamic numerical dissipation control and improved grid adaptation indicators. Consequently, they are useful not only for shock-turbulence computations but also for computational aeroacoustics and numerical combustion. In addition, these sensors are scheme independent and can be stand alone options for numerical algorithm other than the Yee et al. scheme.

Sjoegreen, B.↗

Aeroservoelastic Model Validation and Test Data Analysis of the F/A-18 Active Aeroelastic Wing

Model validation and flight test data analysis require careful consideration of the effects of uncertainty, noise, and nonlinearity. Uncertainty prevails in the data analysis techniques and results in a composite model uncertainty from unmodeled dynamics, assumptions and mechanics of the estimation procedures, noise, and nonlinearity. A fundamental requirement for reliable and robust model development is an attempt to account for each of these sources of error, in particular, for model validation, robust stability prediction, and flight control system development. This paper is concerned with data processing procedures for uncertainty reduction in model validation for stability estimation and nonlinear identification. F/A-18 Active Aeroelastic Wing (AAW) aircraft data is used to demonstrate signal representation effects on uncertain model development, stability estimation, and nonlinear identification. Data is decomposed using adaptive orthonormal best-basis and wavelet-basis signal decompositions for signal denoising into linear and nonlinear identification algorithms. Nonlinear identification from a wavelet-based Volterra kernel procedure is used to extract nonlinear dynamics from aeroelastic responses, and to assist model development and uncertainty reduction for model validation and stability prediction by removing a class of nonlinearity from the uncertainty.

Brenner, Martin J.↗

A wavelet-based computational method for solving stochastic Itô–Volterra integral equations

This paper presents a computational method based on the Chebyshev wavelets for solving stochastic Itô–Volterra integral equations. First, a stochastic operational matrix for the Chebyshev wavelets is presented and a general procedure for forming this matrix is given. Then, the Chebyshev wavelets basis along with this stochastic operational matrix are applied for solving stochastic Itô–Volterra integral equations. Convergence and error analysis of the Chebyshev wavelets basis are investigated. To reveal the accuracy and efficiency of the proposed method some numerical examples are included.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Applying Legendre wavelet method with Tikhonov regularization for one-dimensional time-fractional diffusion equations

In this paper, a new method based on two-dimensional Legendre wavelet basis is proposed to solve time-fractional diffusion equations. This technique is used to convert the problem into a system of linear algebraic equations via expanding the required approximation based on the Legendre wavelet basis. The effectiveness of the proposed method is examined by comparing the numerical results with other methods. When the desired system is large, it is ill-conditioned; in this case, Tikhonov regularization method, with discrepancy principle for finding the regularization parameter, is applied to stabilize the solution.

97 MATHEMATICS AND COMPUTING↗

Multiscale Flow for robust and optimal cosmological analysis

We propose Multiscale Flow, a generative Normalizing Flow that creates samples and models the field-level likelihood of two-dimensional cosmological data such as weak lensing. Multiscale Flow uses hierarchical decomposition of cosmological fields via a wavelet basis and then models different wavelet components separately as Normalizing Flows. The log-likelihood of the original cosmological field can be recovered by summing over the log-likelihood of each wavelet term. This decomposition allows us to separate the information from different scales and identify distribution shifts in the data such as unknown scale-dependent systematics. The resulting likelihood analysis can not only identify these types of systematics, but can also be made optimal, in the sense that the Multiscale Flow can learn the full likelihood at the field without any dimensionality reduction. We apply Multiscale Flow to weak lensing mock datasets for cosmological inference and show that it significantly outperforms traditional summary statistics such as power spectrum and peak counts, as well as machine learning–based summary statistics such as scattering transform and convolutional neural networks. We further show that Multiscale Flow is able to identify distribution shifts not in the training data such as baryonic effects. Finally, we demonstrate that Multiscale Flow can be used to generate realistic samples of weak lensing data.

79 ASTRONOMY AND ASTROPHYSICS↗

Adaptive wavelet collocation methods for initial value boundary problems of nonlinear PDE's

We have designed a cubic spline wavelet decomposition for the Sobolev space H(sup 2)(sub 0)(I) where I is a bounded interval. Based on a special 'point-wise orthogonality' of the wavelet basis functions, a fast Discrete Wavelet Transform (DWT) is constructed. This DWT transform will map discrete samples of a function to its wavelet expansion coefficients in O(N log N) operations. Using this transform, we propose a collocation method for the initial value boundary problem of nonlinear PDE's. Then, we test the efficiency of the DWT transform and apply the collocation method to solve linear and nonlinear PDE's.

Cai, Wei↗

A multiresolution adaptive wavelet method for nonlinear partial differential equations

We report the multiscale complexity of modern problems in computational science and engineering can prohibit the use of traditional numerical methods in multi-dimensional simulations. Therefore, novel algorithms are required in these situations to solve partial differential equations (PDEs) with features evolving on a wide range of spatial and temporal scales. To meet these challenges, we present a multiresolution wavelet algorithm to solve PDEs with significant data compression and explicit error control. We discretize in space by projecting fields and spatial derivative operators onto wavelet basis functions. We provide error estimates for the wavelet representation of fields and their derivatives. Then, our estimates are used to construct a sparse multiresolution discretization which guarantees the prescribed accuracy. Additionally, we embed a predictor-corrector procedure within the temporal integration to dynamically adapt the computational grid and maintain the accuracy of the solution of the PDE as it evolves. We present examples to highlight the accuracy and adaptivity of our approach.

97 MATHEMATICS AND COMPUTING↗

Multiresolution With Super-Compact Wavelets

The solution data computed from large scale simulations are sometimes too big for main memory, for local disks, and possibly even for a remote storage disk, creating tremendous processing time as well as technical difficulties in analyzing the data. The excessive storage demands a corresponding huge penalty in I/O time, rendering time and transmission time between different computer systems. In this paper, a multiresolution scheme is proposed to compress field simulation or experimental data without much loss of important information in the representation. Originally, the wavelet based multiresolution scheme was introduced in image processing, for the purposes of data compression and feature extraction. Unlike photographic image data which has rather simple settings, computational field simulation data needs more careful treatment in applying the multiresolution technique. While the image data sits on a regular spaced grid, the simulation data usually resides on a structured curvilinear grid or unstructured grid. In addition to the irregularity in grid spacing, the other difficulty is that the solutions consist of vectors instead of scalar values. The data characteristics demand more restrictive conditions. In general, the photographic images have very little inherent smoothness with discontinuities almost everywhere. On the other hand, the numerical solutions have smoothness almost everywhere and discontinuities in local areas (shock, vortices, and shear layers). The wavelet bases should be amenable to the solution of the problem at hand and applicable to constraints such as numerical accuracy and boundary conditions. In choosing a suitable wavelet basis for simulation data among a variety of wavelet families, the supercompact wavelets designed by Beam and Warming provide one of the most effective multiresolution schemes. Supercompact multi-wavelets retain the compactness of Haar wavelets, are piecewise polynomial and orthogonal, and can have arbitrary order of approximation. The advantages of the multiresolution algorithm are that no special treatment is required at the boundaries of the interval, and that the application to functions which are only piecewise continuous (internal boundaries) can be efficiently implemented. In this presentation, Beam's supercompact wavelets are generalized to higher dimensions using multidimensional scaling and wavelet functions rather than alternating the directions as in the 1D version. As a demonstration of actual 3D data compression, supercompact wavelet transforms are applied to a 3D data set for wing tip vortex flow solutions (2.5 million grid points). It is shown that high data compression ratio can be achieved (around 50:1 ratio) in both vector and scalar data set.

Lee, Dohyung↗

Lifting MGARD: Construction of (pre)wavelets on the interval using polynomial predictors of arbitrary order

MGARD (MultiGrid Adaptive Reduction of Data) is an algorithm for compressing and refactoring scientific data, based on the theory of multigrid methods. The core algorithm is built around stable multilevel decompositions of conforming piecewise linear $C^0$ finite element spaces, enabling accurate error control in various norms and derived quantities of interest. In this work, we extend this construction to arbitrary order Lagrange finite elements $\mathbb{Q}_p$, $p \geq 0$, and propose a reformulation of the algorithm as a lifting scheme with polynomial predictors of arbitrary order. Additionally, a new formulation using a compactly supported wavelet basis is discussed, and an explicit construction of the proposed wavelet transform for uniform dyadic grids is described.

Reshniak, Viktor [Oak Ridge National Laboratory (O↗

On the wavelet optimized finite difference method

When one considers the effect in the physical space, Daubechies-based wavelet methods are equivalent to finite difference methods with grid refinement in regions of the domain where small scale structure exists. Adding a wavelet basis function at a given scale and location where one has a correspondingly large wavelet coefficient is, essentially, equivalent to adding a grid point, or two, at the same location and at a grid density which corresponds to the wavelet scale. This paper introduces a wavelet optimized finite difference method which is equivalent to a wavelet method in its multiresolution approach but which does not suffer from difficulties with nonlinear terms and boundary conditions, since all calculations are done in the physical space. With this method one can obtain an arbitrarily good approximation to a conservative difference method for solving nonlinear conservation laws.

Jameson, Leland↗

Aperture‐Synthesis Radar Imaging With Compressive Sensing for Ionospheric Research

Abstract Inverse methods involving compressive sensing are tested in the application of two‐dimensional aperture‐synthesis imaging of radar backscatter from field‐aligned plasma density irregularities in the ionosphere. We consider basis pursuit denoising, implemented with the fast iterative shrinkage thresholding algorithm, and orthogonal matching pursuit (OMP) with a wavelet basis in the evaluation. These methods are compared with two more conventional optimization methods rooted in entropy maximization (MaxENT) and adaptive beamforming (linearly constrained minimum variance or often “Capon's Method.”) Synthetic data corresponding to an extended ionospheric radar target are considered. We find that MaxENT outperforms the other methods in terms of its ability to recover imagery of an extended target with broad dynamic range. Fast iterative shrinkage thresholding algorithm performs reasonably well but does not reproduce the full dynamic range of the target. It is also the most computationally expensive of the methods tested. OMP is very fast computationally but prone to a high degree of clutter in this application. We also point out that the formulation of MaxENT used here is very similar to OMP in some respects, the difference being that the former reconstructs the logarithm of the image rather than the image itself from basis vectors extracted from the observation matrix. MaxENT could in that regard be considered a form of compressive sensing.

Hysell, D. L.↗

Wavelet methods for studying the onset of strong plasma turbulence

Recent simulations have demonstrated that coherent current sheets dominate the kinetic-scale energy dissipation in strong turbulence of magnetized plasma. Wavelet basis functions are a natural tool for analyzing turbulent flows containing localized coherent structures of different spatial scales. Here, wavelets are used to study the onset and subsequent transition to fully developed turbulence from a laminar state. Originally applied to neutral fluid turbulence, an iterative wavelet technique decomposes the field into coherent and incoherent contributions. In contrast to Fourier power spectra, finite time Lyapunov exponents, and simple measures of intermittency such as non-Gaussian statistics of field increments, the wavelet technique is found to provide a quantitative measure for the onset of turbulence and to track the transition to fully developed turbulence. The wavelet method makes no assumptions about the structure of the coherent current sheets or the underlying plasma model. Temporal evolution of the coherent and incoherent wavelet fluctuations is found to be highly correlated (a Pearson correlation coefficient of >0.9) with the magnetic field energy and plasma thermal energy, respectively. The onset of turbulence is identified with the rapid growth of a background of incoherent fluctuations spreading across a range of scales and a corresponding drop in the coherent components. This is suggestive of the interpretation of the coherent and incoherent wavelet fluctuations as measures of coherent structures (e.g., current sheets) and dissipation, respectively. The ratio of the incoherent to coherent fluctuations Ric is found to be fairly uniform in the turbulent state across different plasma models and provides an empirical threshold of ~0.1 for turbulence onset. The utility of this technique is illustrated through examples. First, it is applied to the Kelvin–Helmholtz instability from different simulation models including fully kinetic, hybrid (kinetic ion/fluid electron), and Hall MHD simulations. Second, the wavelet diagnostic is applied to the development of turbulence downstream of the bowshock in a global magnetosphere simulation. Finally, the wavelet technique is also shown to be useful as a de-noising method for particle simulations.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Multiresolution GPC-Structured Control of a Single-Loop Cold-Flow Chemical Looping Testbed

Chemical looping is a near-zero emission process for generating power from coal. It is based on a multi-phase gas-solid flow and has extremely challenging nonlinear, multi-scale dynamics with jumps, producing large dynamic model uncertainty, which renders traditional robust control techniques, such as linear parameter varying H ∞ design, largely inapplicable. This process complexity is addressed in the present work through the temporal and the spatiotemporal multiresolution modeling along with the corresponding model-based control laws. Namely, the nonlinear autoregressive with exogenous input model structure, nonlinear in the wavelet basis, but linear in parameters, is used to identify the dominant temporal chemical looping process dynamics. The control inputs and the wavelet model parameters are calculated by optimizing a quadratic cost function using a gradient descent method. The respective identification and tracking error convergence of the proposed self-tuning identification and control schemes, the latter using the unconstrained generalized predictive control structure, is separately ascertained through the Lyapunov stability theorem. The rate constraint on the control signal in the temporal control law is then imposed and the control topology is augmented by an additional control loop with self-tuning deadbeat controller which uses the spatiotemporal wavelet riser dynamics representation. The novelty of this work is three-fold: (1) developing the self-tuning controller design methodology that consists in embedding the real-time tunable temporal highly nonlinear, but linearly parametrizable, multiresolution system representations into the classical rate-constrained generalized predictive quadratic optimal control structure, (2) augmenting the temporal multiresolution loop by a more complex spatiotemporal multiresolution self-tuning deadbeat control loop, and (3) demonstrating the effectiveness of the proposed methodology in producing fast recursive real-time algorithms for controlling highly uncertain nonlinear multiscale processes. The latter is shown through the data from the implemented temporal and augmented spatiotemporal solutions of a difficult chemical looping cold flow tracking control problem.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A stochastic Galerkin method for the Euler equations with Roe variable transformation

The Euler equations subject to uncertainty in the initial and boundary conditions are investigated via the stochastic Galerkin approach. We present a new fully intrusive method based on a variable transformation of the continuous equations. Roe variables are employed to get quadratic dependence in the flux function and a well-defined Roe average matrix that can be determined without matrix inversion. In previous formulations based on generalized polynomial chaos expansion of the physical variables, the need to introduce stochastic expansions of inverse quantities, or square roots of stochastic quantities of interest, adds to the number of possible different ways to approximate the original stochastic problem. We present a method where the square roots occur in the choice of variables, resulting in an unambiguous problem formulation. The Roe formulation saves computational cost compared to the formulation based on expansion of conservative variables. Moreover, the Roe formulation is more robust and can handle cases of supersonic flow, for which the conservative variable formulation fails to produce a bounded solution. For certain stochastic basis functions, the proposed method can be made more effective and well-conditioned. This leads to increased robustness for both choices of variables. We use a multi-wavelet basis that can be chosen to include a large number of resolution levels to handle more extreme cases (e.g. strong discontinuities) in a robust way. For smooth cases, the order of the polynomial representation can be increased for increased accuracy.

97 MATHEMATICS AND COMPUTING↗