An improved upper bound on the block coding error exponent for binary-input discrete memoryless channels
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Here, we present a novel framework for PDE-constrained r-adaptivity of high-order meshes. The proposed method formulates mesh movement as an optimization problem, with an objective function defined as a convex combination of a mesh quality metric and a measure of the accuracy of the PDE solution obtained via finite element discretization. The proposed formulation achieves optimized, well-defined high-order meshes by integrating mesh quality control, PDE solution accuracy, and robust gradient regularization. We adopt the Target-Matrix Optimization Paradigm to control geometric properties across the mesh, independent of the PDE of interest. To incorporate the accuracy of the PDE solution, we introduce error measures that control the finite element discretization error. The implicit dependence of these error measures on the mesh nodal positions is accurately captured by adjoint sensitivity analysis. Additionally, a convolution-based gradient regularization strategy is used to ensure stable and effective adaptation of high-order meshes. We demonstrate that the proposed framework can improve mesh quality and reduce the error by up to 10 times for the solution of Poisson and linear elasto-static problems. The approach is general with respect to the dimensionality, the order of the mesh, the types of mesh elements, and can be applied to any PDE that admits well-defined adjoint operators.
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.
Discrete Dirac delta functions in two dimensions and the governing plate differential equations are used to produce continuous approximations from discrete finite-element data on nonuniform grids. The resulting continuous approximation when compared to the discrete data provides an error analysis. Moreover, the continuous approximation can be differentiated to compute continuous stresses needed for component failure prediction. Stresses can then be calculated accurately at boundaries and at interfaces where finite-element analysis alone may not provide reliable results. The continuous solution along with the differential equations also provides a residual error which is used in the error analysis. This is a unique feature of this approach. Two application examples of the procedure are provided. One example involves the linear response of a clamped square plate under uniform transverse load. Results from finite-element analysis and the continuous solution from the present analysis are compared to a closed-form elasticity solution. The continuous solution is used in a Zienkiewicz-Zhu error estimator to assess the performance of the present analysis. The continuous solution is observed to dramatically correct the finite-element results. In a second example, results for the nonlinear response of a stiffened panel are compared to the finite-element solution.
The Kreisselmeier discrete adaptive observer is analyzed for the case in which the observer order is less than that of the plant. The state and parameter estimates from the observer are compared to the states and parameters for an arbitrary reduced-order model (ROM) of the plant, where the observer and ROM are of equal dimension. Conditions sufficient for ultimate boundedness of the observation errors are given, and expressions for the error bounds are derived.
The objective of this paper is to design a discrete-time controller which forces y(t) = F(q(t),q'(t)) to follow a desired trajectory, when non-linearities may be uncertain. A self-tuning adaptive control algorithm is then developed that addresses three types of errors: (1) error due to model linearization; (2) errors due to controlling a time-varying plant; and (3) errors due to discretization.
We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter 0 < ε ≪ 1 inversely proportional to the speed of light. In the massless and nonrelativistic regime, the solution exhibits rapid motion in space and is highly oscillatory in time. Specifically, the wavelength of the propagating waves in time is at O(ε), while in space, it is at O(1) with the wave speed at O(ε -1 ). We adopt one leap-frog, two semi-implicit, and one conservative Crank-Nicolson finite difference methods to numerically discretize the Dirac equation in one dimension and establish rigorously the error estimates which depend explicitly on the time step τ, mesh size h, and the small parameter ε. The error bounds indicate that, to obtain the “correct” numerical solution in the massless and nonrelativistic regime, i.e., 0 < ε ≪ 1, all these finite difference methods share the same ε-scalability as time step τ = O(ε 3/2 ) and mesh size h = O(ε 1/2 ). A large number of numerical results are reported to verify the error estimates.
This work introduces a novel adaptive mesh refinement (AMR) method that utilizes dominant balance analysis (DBA) for efficient and accurate grid adaptation in computational fluid dynamics (CFD) simulations. The proposed method leverages a Gaussian mixture model (GMM) to classify grid cells into active and passive regions based on the dominant physical interactions within the equation space. By modeling truncation error probabilistically from discretized terms, the method identifies regions of high interaction where numerical accuracy is most sensitive to resolution. Unlike traditional AMR strategies, this approach does not rely on heuristic-based sensors or user-defined thresholds, providing a fully automated and problem-independent framework for AMR. Applied to the incompressible Navier-Stokes equations for steady and unsteady flow past a cylinder, the DBA-based AMR method achieves comparable accuracy to high-resolution grids while reducing computational costs by up to 70 %. The validation highlights the method’s effectiveness in capturing complex flow features while minimizing grid cells, directing computational resources toward regions with the most critical dynamics. This modular and scalable strategy is adaptable to a wide range of applications, presenting a promising tool for efficient high-fidelity simulations in CFD and other multiphysics domains.
Bison is a computational physics code that uses the finite element method to model the thermo-mechanical response of nuclear fuel. Since Bison is used to inform high-consequence decisions, it is important that its computational results are reliable and predictive. One important step in assessing the reliability and predictive capabilities of a simulation tool is the verification process, which quantifies numerical errors in a discrete solution relative to the exact solution of the mathematical model. One step in the verification process—called code verification—ensures that the implemented numerical algorithm is a faithful representation of the underlying mathematical model, including partial differential or integral equations, initial and boundary conditions, and auxiliary relationships. In this paper, the code verification process is applied to spatiotemporal heat conduction problems in Bison. Simultaneous refinement of the discretization in space and time is employed to reveal any potential mistakes in the numerical algorithms for the interactions between the spatial and temporal components of the solution. For each verification problem, the correct spatial and temporal order of accuracy is demonstrated for both first- and second-order accurate finite elements and a variety of time-integration schemes. Furthermore, these results provide strong evidence that the Bison numerical algorithm for solving spatiotemporal problems reliably represents the underlying mathematical model in MOOSE. The selected test problems can also be used in other simulation tools that numerically solve for conduction or diffusion.
Modeling errors in linear discrete stochastic system effects on Kalman filter state estimates
Increase approximation of estimation errors covariance between discrete measurements due to random forcing function uncertainty
An optimal gain was established by measuring errors at 5 discrete control gain settings in an experimental set-up consisting of a 2-dimensional, first-order pursuit tracking task performed by subjects (S's). No significant experience effect on optimum gain setting was found in the first experiment. During the second experiment, in which control gain was continuously adjustable, high experienced S's tended to reach the previously determined optimum gain quite accurately and quickly. Less experienced S's tended to select a marginally optimum gain either below or above the experimentally determined optimum depending on initial control gain setting, although mean settings of both groups were equal. This quick and simple method is recommended for selecting control gains for different control systems and forcing functions.
Finite difference solutions of nonlinear partial differential equations require discretizations and consequently grid errors are generated. These errors strongly affect stability and convergence properties of difference models. Previously such errors were analyzed by linearizing the difference equations for solutions. Properties of mappings of decadence were used to analyze nonlinear instabilities. Such an analysis is directly affected by initial/boundary conditions. An algorithm was developed, applied to nonlinear Burgers equations, and verified computationally. A preliminary test shows that Navier-Stokes equations may be treated similarly.
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.
A prefiltering version of the Kalman filter is derived for both discrete and continuous measurements. The derivation consists of determining a single discrete measurement that is equivalent to either a time segment of continuous measurements or a set of discrete measurements. This prefiltering version of the Kalman filter easily handles numerical problems associated with rapid transients and ill-conditioned Riccati matrices. Therefore, the derived technique for extrapolating the Riccati matrix from one time to the next constitutes a new set of integration formulas which alleviate ill-conditioning problems associated with continuous Riccati equations. Furthermore, since a time segment of continuous measurements is converted into a single discrete measurement, Potter's square root formulas can be used to update the state estimate and its error covariance matrix. Therefore, if having the state estimate and its error covariance matrix at discrete times is acceptable, the prefilter extends square root filtering with all its advantages, to continuous measurement problems.
A Kalman filter system designed for the assimilation of limb-sounding observations of stratospheric chemical tracers, which has four tunable covariance parameters, was developed in Part I (Menard et al. 1998) The assimilation results of CH4 observations from the Cryogenic Limb Array Etalon Sounder instrument (CLAES) and the Halogen Observation Experiment instrument (HALOE) on board of the Upper Atmosphere Research Satellite are described in this paper. A robust (chi)(sup 2) criterion, which provides a statistical validation of the forecast and observational error covariances, was used to estimate the tunable variance parameters of the system. In particular, an estimate of the model error variance was obtained. The effect of model error on the forecast error variance became critical after only three days of assimilation of CLAES observations, although it took 14 days of forecast to double the initial error variance. We further found that the model error due to numerical discretization as arising in the standard Kalman filter algorithm, is comparable in size to the physical model error due to wind and transport modeling errors together. Separate assimilations of CLAES and HALOE observations were compared to validate the state estimate away from the observed locations. A wave-breaking event that took place several thousands of kilometers away from the HALOE observation locations was well captured by the Kalman filter due to highly anisotropic forecast error correlations. The forecast error correlation in the assimilation of the CLAES observations was found to have a structure similar to that in pure forecast mode except for smaller length scales. Finally, we have conducted an analysis of the variance and correlation dynamics to determine their relative importance in chemical tracer assimilation problems. Results show that the optimality of a tracer assimilation system depends, for the most part, on having flow-dependent error correlation rather than on evolving the error variance.
Achieving stable stress solutions at large strains using the Material Point Method (MPM) is challenging due to the accumulation of errors associated with geometry discretization, cell-crossing noise, and volumetric locking. Several simplified attempts exist in the literature to mitigate these errors, including higher-order frameworks. However, the stability of the MPM solution in such frameworks has been limited to simple geometries and the single-phase formulation (i.e., neglecting pore fluid). Although never explored, multipatch isogeometric analysis offers desirable qualities to simulate complex geometries while mitigating errors in the MPM. The degree of required high-order spatial integration has also never been investigated to infer a minimum limit for the stability of the stress solution in MPM. This paper presents a general-purpose numerical framework for simulating stable stresses in porous media, capturing both near incompressibility and multiphase interactions. First, the numerical framework is presented considering Non-Uniform Rational B-splines (NURBS) to perform isogeometric analysis (IGA) in MPM. Additionally, a volumetric strain smoothing algorithm is used to alleviate errors associated with volumetric locking. Second, the manifestation of cell-crossing errors is assessed via a series of problems with orders ranging from linear to cubic interpolation functions. Third, the use of NURBS is investigated and verified for problems with circular geometries. Finally, multipatch analysis is deployed to simulate plane strain and 3D penetration in soils, considering nearly incompressible elastoplastic (total stress) analysis and fully-coupled hydro-mechanical (effective stress) analysis. The stability of the solution is also analyzed for different constitutive models. From the results, it can be concluded that the framework using cubic interpolation functions with strain smoothing is the most convenient, presenting stable stress solutions for a broad range of multiphase geotechnical applications.
The close-approach problem associated with flow calculation methods based on vortex-lattice theory was examined numerically using two-dimensional discretized vortex sheets. The analysis first yields a near-field radius of approximately the distance apart of the vortices in the lattice; only within this distance from the sheet are the errors arising from the discretization significant. Various modifications to the discrete vortices are then considered with the objective of reducing the errors. This leads to a near-field model in which a vortex splits into an increasing number of subvortices as it is approached. The subvortices, whose strengths vary linearly from the vortex position, are evenly distributed along an interpolated curve passing through the basic vortices. This subvortex technique can be extended to the three-dimensional case and is efficient because the number of vortices is effectively increased, but only where and when needed.