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At least 271 records · Page 15

Analysis of Anisotropic Nonlocal Diffusion Models: Well-posedness of Fractional Problems for Anomalous Transport

We analyze the well-posedness of an anisotropic, nonlocal diffusion equation. Establishing an equivalence between weighted and unweighted anisotropic nonlocal diffusion operators in the vein of unified nonlocal vector calculus, we apply our analysis to a class of fractional-order operators and present rigorous estimates for the solution of the corresponding anisotropic anomalous diffusion equation. Furthermore, we extend our analysis to the anisotropic diffusion-advection equation and prove well-posedness for fractional orders s ∊ [0.5, 1). We also present an application of the advection-diffusion equation to anomalous transport of solutes.

97 MATHEMATICS AND COMPUTING↗

Applying nonlinear diffusion acceleration to the neutron transport k-Eigenvalue problem with anisotropic scattering

High-order/low-order (or moment-based acceleration) algorithms have been used to significantly accelerate the solution to the neutron transport k-eigenvalue problem over the past several years. Recently, the nonlinear diffusion acceleration algorithm has been extended to solve fixed-source problems with anisotropic scattering sources. In this paper, we demonstrate that we can extend this algorithm to k-eigenvalue problems in which the scattering source is anisotropic and a significant acceleration can be achieved. Lastly, we demonstrate that the low-order, diffusion-like eigenvalue problem can be solved efficiently using a technique known as nonlinear elimination.

97 MATHEMATICS AND COMPUTING↗

Dimension-independent likelihood-informed MCMC

Many Bayesian inference problems require exploring the posterior distribution of high-dimensional parameters that represent the discretization of an underlying function. This work introduces a family of Markov chain Monte Carlo (MCMC) samplers that can adapt to the particular structure of a posterior distribution over functions. Two distinct lines of research intersect in the methods developed here. First, we introduce a general class of operator-weighted proposal distributions that are well defined on function space, such that the performance of the resulting MCMC samplers is independent of the discretization of the function. Second, by exploiting local Hessian information and any associated low-dimensional structure in the change from prior to posterior distributions, we develop an inhomogeneous discretization scheme for the Langevin stochastic differential equation that yields operator-weighted proposals adapted to the non-Gaussian structure of the posterior. The resulting dimension-independent and likelihood-informed (DILI) MCMC samplers may be useful for a large class of high-dimensional problems where the target probability measure has a density with respect to a Gaussian reference measure. Two nonlinear inverse problems are used to demonstrate the efficiency of these DILI samplers: an elliptic PDE coefficient inverse problem and path reconstruction in a conditioned diffusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Variance reduction in Monte Carlo analysis of rarefied gas diffusion

The present analysis uses the Monte Carlo method to solve the problem of rarefied diffusion between parallel walls. The diffusing molecules are evaporated or emitted from one of two parallel walls and diffused through another molecular species. The analysis treats the diffusing molecule as undergoing a Markov random walk and the local macroscopic properties are found as the expected value of the random variable, the random walk payoff. By biasing the transition probabilities and changing the collision payoffs the expected Markov walk payoff is retained but its variance is reduced so that the M. C. result has a much smaller error.

Perlmutter, M.↗

Approximate Solutions Of Equations Of Steady Diffusion

Rigorous analysis yields reliable criteria for "best-fit" functions. Improved "curve-fitting" method yields approximate solutions to differential equations of steady-state diffusion. Method applies to problems in which rates of diffusion depend linearly or nonlinearly on concentrations of diffusants, approximate solutions analytic or numerical, and boundary conditions of Dirichlet type, of Neumann type, or mixture of both types. Applied to equations for diffusion of charge carriers in semiconductors in which mobilities and lifetimes of charge carriers depend on concentrations.

Edmonds, Larry D.↗

Optimal Control with Restrictions for a Diffusion Risk Model Under Constant Interest Force

In this paper, we study optimal dividend problems in a diffusion risk model for two different cases depending on whether reinsurance is incorporated. In either case, the dividend rate is bounded above by a constant, and the company earns investment income at a constant force of interest. Unlike existing approaches in the literature dealing with optimal problems with interest, we allow the force of interest to be greater than the discount factor, and we use a different method to solve the corresponding Hamilton–Jacobi–Bellman (HJB) equation instead of introducing a confluent hypergeometric function. We conclude that the optimal dividend policy is of a threshold type and show that the corresponding dividend barrier is nondecreasing in the dividend rate bound. In cases where there is no reinsurance, we construct an auxiliary reflecting control problem to find the nonzero dividend barrier. If proportional reinsurance is purchased, the optimal reinsurance strategy looks somewhat strange. The optimal retention level of risk first increases monotonically with risk reserve to some possible value (less than 1) and then stays at level 1 for a while or, if 1 has been reached, finally, it decreases to 0.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Data-driven acceleration of thermal radiation transfer calculations with the dynamic mode decomposition and a sequential singular value decomposition

In this work, we present a method for accelerating discrete ordinates radiative transfer calculations for radiative transfer. Our method works with nonlinear positivity fixes, in contrast to most acceleration schemes. The method is based on the dynamic mode decomposition (DMD) and using a sequence of rank-one updates to compute the singular value decomposition needed for DMD. Using a sequential method allows us to automatically determine the number of solution vectors to include in the DMD acceleration. We present results for slab geometry discrete ordinates calculations with the standard temperature linearization. Compared with positive source iteration, our results demonstrate that our acceleration method reduces the number of transport sweeps required to solve the problem by a factor of about 3 on a standard diffusive Marshak wave problem, a factor of several thousand on a cooling problem where the effective scattering ratio approaches unity, and a factor of 20 improvement in a realistic, multimaterial radiating shock problem.

97 MATHEMATICS AND COMPUTING↗

Algorithms for propagating uncertainty across heterogeneous domains

We address an important research area in stochastic multi-scale modeling, namely the propagation of uncertainty across heterogeneous domains characterized by partially correlated processes with vastly different correlation lengths. This class of problems arise very often when computing stochastic PDEs and particle models with stochastic/stochastic domain interaction but also with stochastic/deterministic coupling. The domains may be fully embedded, adjacent or partially overlapping. The fundamental open question we address is the construction of proper transmission boundary conditions that preserve global statistical properties of the solution across different subdomains. Often, the codes that model different parts of the domains are black-box and hence a domain decomposition technique is required. No rigorous theory or even effective empirical algorithms have yet been developed for this purpose, although interfaces defined in terms of functionals of random fields (e.g., multi-point cumulants) can overcome the computationally prohibitive problem of preserving sample-path continuity across domains. The key idea of the different methods we propose relies on combining local reduced-order representations of random fields with multi-level domain decomposition. Specifically, we propose two new algorithms: The first one enforces the continuity of the conditional mean and variance of the solution across adjacent subdomains by using Schwarz iterations. The second algorithm is based on PDE-constrained multi-objective optimization, and it allows us to set more general interface conditions. The effectiveness of these new algorithms is demonstrated in numerical examples involving elliptic problems with random diffusion coefficients, stochastically advected scalar fields, and nonlinear advection-reaction problems with random reaction rates.

Cho, Heyrim↗

Langevin and Fokker-Planck analyses for diffusion-mediated passing of circular and discorectangular species in two-dimensional channels

The propensity for pairs of diffusing species to pass each other within narrow channels or pores is of basic interest as a first-passage-type problem. It is also of relevance for solution-phase transport in nanoporous materials, and in particular for catalytic conversion reactions where high yield requires that product species can efficiently pass reactant species to exit the pores. Here, we analyze a two-dimensional model with nonoverlapping circular and discorectangular species confined to a rectangular channel, and where passing is mediated by Brownian dynamics in an implicit solvent. For narrower channels where passing is still possible, the discorectangle must align with the channel to pass the circular species. Behavior of the passing propensity, 𝑃, can be assessed by strongly damped Langevin simulations, or within an equivalent Fokker-Planck equation (FPE) formalism. The latter corresponds to a diffusion problem in a “higher-dimensional channel” with a constriction. We assess the variation of the passing propensity, 𝑃, for a broad range of channel width including its scaling just above the threshold where passing is sterically blocked. Analysis of 𝑃 versus the rotational diffusion coefficient 𝐷 𝑟 of the discorectangle reveals a significant decrease in 𝑃 for lower 𝐷 𝑟 for moderate channel width. This prompts a direct analysis of the regime where 𝐷 𝑟 → 0 , for which the FPE can be reduced to a three-dimensional diffusion problem, precise analysis of which is facilitated by adaptive-mesh finite element methods. The dependence of 𝑃 on the aspect ratio of the discorectangle is also assessed.

Rahman, Md Khaledur [Ames Laboratory (AMES), Ames,↗

An asymmetric backward problem for the inhomogeneous parabolic equation with time-dependent diffusivity

In this paper, we deal with an asymmetric case of the non-homogeneous backward parabolic problem associated with time-dependent diffusivity in polar coordinates which arises in describing the heat transfer in cylinder. In general, this problem is severely ill-posed by the Hadamard instability. To subdue the instability of this problem, we apply the modified quasi-boundary value method. According to some a priori assumptions on the exact solution, we get an explicit error estimate of Hölder type for all t∈(0,T]. In addition, a numerical experiment is given to illustrate the efficiency and flexibility of our method.

42 ENGINEERING↗

Using hybrid implicit Monte Carlo diffusion to simulate gray radiation hydrodynamics

This work describes how to couple a hybrid Implicit Monte Carlo Diffusion (HIMCD) method with a Lagrangian hydrodynamics code to evaluate the coupled radiation hydrodynamics equations. This HIMCD method dynamically applies Implicit Monte Carlo Diffusion (IMD) [1] to regions of a problem that are opaque and diffusive while applying standard Implicit Monte Carlo (IMC) [2] to regions where the diffusion approximation is invalid. We show that this method significantly improves the computational efficiency as compared to a standard IMC/Hydrodynamics solver, when optically thick diffusive material is present, while maintaining accuracy. Two test cases are used to demonstrate the accuracy and performance of HIMCD as compared to IMC and IMD. The first is the Lowrie semi-analytic diffusive shock [3]. The second is a simple test case where the source radiation streams through optically thin material and heats a thick diffusive region of material causing it to rapidly expand. We found that HIMCD proves to be accurate, robust, and computationally efficient for these test problems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Inchworm movement of two rings switching onto a thread by biased Brownian diffusion represent a three-body problem

Significance This article describes a molecular realization of the classical three-body problem, where the motion of three or more bodies is directed by a set of pairwise forces. Surprisingly, motion of the components of the three-body molecular systems is found to be highly choreographed by differences in strength of intercomponent interactions, promoting a rare inchworm-like loading of molecular rings onto a molecular thread. Our work demonstrates the utility of an integrative approach to design and develop functional molecular machines.

74 ATOMIC AND MOLECULAR PHYSICS↗

A Test Problem for Codes Solving the Discretized Diffusion Equation in Cartesian Geometry Derived Via Discrete Green’s Functions

We obtain here a solution to a zone-centered discretization of the one dimensional time-dependent diffusion equation with arbitrary initial conditions and source, constant absorption and scattering opacity, and constant zone size and time step. The solution is obtained using the discrete Green’s functions of the discretized equation. The solution of the discretized equation is useful in the testing of computer codes, because the code can be expected to agree with the solution to the discrete equation, to within small errors caused by roundoff. This is in contrast to solutions of the differential equation, with which the code results only approximately agree. Finally, the usefulness of the solution for tests of an inertial confinement fusion code is demonstrated.

97 MATHEMATICS AND COMPUTING↗

P1 Nonconforming Finite Element Method for the Solution of Radiation Transport Problems

The simulation of radiation transport in the optically thick flux-limited diffusion regime has been identified as one of the most time-consuming tasks within large simulation codes. Due to multimaterial complex geometry, the radiation transport system must often be solved on unstructured grids. In this paper, we investigate the behavior and the benefits of the unstructured P(sub 1) nonconforming finite element method, which has proven to be flexible and effective on related transport problems, in solving unsteady implicit nonlinear radiation diffusion problems using Newton and Picard linearization methods. Key words. nonconforrning finite elements, radiation transport, inexact Newton linearization, multigrid preconditioning

Kang, Kab S.↗

Use of finite volume radiation for predicting the Knudsen minimum in 2D channel flow

In an earlier paper we employed an analogy between surface-to-surface radiation and free-molecular flow to model Knudsen flow through tubes and onto planes. In the current paper we extend the analogy between thermal radiation and molecular flow to model the flow of a gas in a 2D channel across all regimes of rarefaction. To accomplish this, we break down the problem of gaseous flow into three sub-problems (self-diffusion, mass-motion and generation of pressure gradient) and use the finite volume method for modeling radiation through participating media to model the transport in each sub-problem as a radiation problem. We first model molecular self-diffusion in the stationary gas by modeling the transport of the molecular number density through the gas starting from the analytical asymptote for free-molecular flow to the kinetic theory limit of gaseous self-diffusion. We then model the transport of momentum through the gas at unit pressure gradient to predict Poiseuille flow and slip flow in the 2D gas. Lastly, we predict the generation of pressure gradient within the gas due to molecular collisions by modeling the transport of the forces generated due to collisions per unit volume of gas. We then proceed to combine the three radiation problems to predict flow of the gas over the entire Knudsen number regime from free-molecular to transition to continuum flow and successfully capture the Knudsen minimum at Kn ∼ 1.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Corrosion control and disinfection studies in spacecraft water systems

Disinfection and corrosion control in the water systems of the Saturn 5 Orbital Workshop Program are considered. Within this framework, the problem areas of concern are classified into four general areas: disinfection; corrosion; membrane-associated problems of disinfectant uptake and diffusion; and taste and odor problems arising from membrane-disinfectant interaction.

Shea, T. G.↗

Verification and Validation of Two Hydrodynamic Methods for Simulations of High Energy Density Physics Problems

A 3D verification and validation suite of test problems is presented and used to evaluate hydrodynamic methods within a radiation hydrodynamics code, xRAGE. These test problems exercise different levels of complexity, building towards ICF problems which in addition to hydrodynamics also include three temperature plasma physics, thermal conduction, and radiation diffusion. Among the problems in the test suite are the Kidder ball problem, the Verney shell problem, and a 5-material compression problem, which exercise different purely hydrodynamic methods implemented within xRAGE. There is excellent agreement between 2D and 3D XRAGE simulation results and between the xRAGE results and the benchmark solutions. Two 3D ICF test problems are also presented, based on an OMEGA direct drive capsule experiment and on a NIF indirect drive capsule experiment. It is demonstrated that the newer unsplit hydrodynamic method in xRAGE produces more vorticity relative to the older default method. For the indirect drive capsule, the 3D simulations are in reasonable agreement with the experimental values of ion temperature and neutron production.

47 OTHER INSTRUMENTATION↗