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At least 361 records · Page 20

Advanced Multilevel Monte Carlo Methods

This article reviews the application of some advanced Monte Carlo techniques in the context of multilevel Monte Carlo (MLMC). MLMC is a strategy employed to compute expectations, which can be biassed in some sense, for instance, by using the discretization of an associated probability law. The MLMC approach works with a hierarchy of biassed approximations, which become progressively more accurate and more expensive. Additionally, using a telescoping representation of the most accurate approximation, the method is able to reduce the computational cost for a given level of error versus i.i.d. sampling from this latter approximation. All of these ideas originated for cases where exact sampling from couples in the hierarchy is possible. This article considers the case where such exact sampling is not currently possible. We consider some Markov chain Monte Carlo and sequential Monte Carlo methods, which have been introduced in the literature, and we describe different strategies that facilitate the application of MLMC within these methods.

97 MATHEMATICS AND COMPUTING↗

Overcoming element quality dependence of finite elements with adaptive extended stencil FEM (AES‐FEM)

Summary The finite element methods (FEMs) are important techniques in engineering for solving partial differential equations, but they depend heavily on element shape quality for stability and good performance. In this paper, we introduce the Adaptive Extended Stencil Finite Element Method (AES‐FEM) as a means for overcoming this dependence on element shape quality. Our method replaces the traditional basis functions with a set of generalized Lagrange polynomial basis functions , which we construct using local weighted least‐squares approximations. The method preserves the theoretical framework of FEM and allows imposing essential boundary conditions and integrating the stiffness matrix in the same way as the classical FEM. In addition, AES‐FEM can use higher‐degree polynomial basis functions than the classical FEM, while virtually preserving the sparsity pattern of the stiffness matrix. We describe the formulation and implementation of AES‐FEM and analyze its consistency and stability. We present numerical experiments in both 2D and 3D for the Poisson equation and a time‐independent convection–diffusion equation. The numerical results demonstrate that AES‐FEM is more accurate than linear FEM, is also more efficient than linear FEM in terms of error versus runtime, and enables much better stability and faster convergence of iterative solvers than linear FEM over poor‐quality meshes. Copyright © 2016 John Wiley & Sons, Ltd.

Conley, Rebecca↗

Study of the thermodynamic properties of CeO{sub 2} from ab initio calculations: The effect of phonon-phonon interaction

The thermodynamic properties of CeO{sub 2} have been reevaluated by a simple but accurate scheme. All our calculations are based on the self-consistent ab initio lattice dynamical (SCAILD) method that goes beyond the quasiharmonic approximation. Through this method, the effects of phonon-phonon interactions are included. The obtained thermodynamic properties and phonon dispersion relations are in good agreement with experimental data when considering the correction of phonon-phonon interaction. We find that the correction of phonon-phonon interaction is equally important and should not be neglected. At last, by comparing with quasiharmonic approximation, the present scheme based on SCAILD method is probably more suitable for high temperature systems.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On estimating the curvature attributes and strain invariants of deformed surface through radial basis functions

Numerical methods in approximation of derivatives on regular or irregular gridded and scattered data points are of significance in the study of numerous problems in engineering and geoscience. A mathematically accurate and stable method is assessed to compute the differential quantities, while being flexible and easy to implement. Strain-invariant parameters in deformation analysis and curvature attributes in geometrical analysis of approximated surfaces are independent quantities which could be derived numerically through radial basis functions (RBFs) for scattered data points. Approximation of a function or its derivatives through RBFs is highly correlated to its shape parameter which depends on the number and distribution of the particles on the support domain. A procedure to find the optimal shape parameter for RBFs in the influence domain of each nodal point together with the presentation of a manner of calculating the curvature attributes and strain parameters through Gaussian RBFs is proposed here. Results indicate a significant improvement in the approximation accuracy of strain parameters and curvature attributes, while this approximation is more stable when RBFs with optimal shape parameter are implemented rather than the traditional moving least squares.

97 MATHEMATICS AND COMPUTING↗

Evaluation of pressure reconstruction techniques for Model Order Reduction in incompressible convective heat transfer

This paper compares pressure reconstruction strategies in Model Order Reduction for incompressible flows with convective heat transfer. The Navier-Stokes equation are reduced along with the passive scalar transport equation for the temperature using the POD-Galerkin technique. Six different pressure reconstruction methods are evaluated, two of which are novel to the best of the authors’ knowledge. Accurate pressure reconstruction is key to avoid error buildup in when solving for the conservation of linear momentum at the reduced level. The six approaches are compared using Direct Numerical Simulations of convective heat exchange processes in a 3D Backward Facing Step with a heated cylinder. Additionally, when comparing time-averaged metrics, we observe that the reconstruction methods that approximate the reduced pressure field using techniques borrowed from full order models (mechanical analogy, pressure Poisson, and velocity supremizers) yield higher errors than the methods that seek to stabilize the reduced systems (reduced residual stabilization, artificial divergence, and Uzawa operator).

11 NUCLEAR FUEL CYCLE AND FUEL MATERIALS↗

Robust determination of the chemical potential in the pole expansion and selected inversion method for solving Kohn-Sham density functional theory

Fermi operator expansion (FOE) methods are powerful alternatives to diagonalization type methods for solving Kohn-Sham density functional theory (KSDFT). One example is the pole expansion and selected inversion (PEXSI) method, which approximates the Fermi operator by rational matrix functions and reduces the computational complexity to at most quadratic scaling for solving KSDFT. Unlike diagonalization type methods, the chemical potential often cannot be directly read off from the result of a single step of evaluation of the Fermi operator. Hence multiple evaluations are needed to be sequentially performed to compute the chemical potential to ensure the correct number of electrons within a given tolerance. This hinders the performance of FOE methods in practice. In this paper, we develop an efficient and robust strategy to determine the chemical potential in the context of the PEXSI method. The main idea of the new method is not to find the exact chemical potential at each self-consistent-field (SCF) iteration but to dynamically and rigorously update the upper and lower bounds for the true chemical potential, so that the chemical potential reaches its convergence along the SCF iteration. Instead of evaluating the Fermi operator for multiple times sequentially, our method uses a two-level strategy that evaluates the Fermi operators in parallel. In the regime of full parallelization, the wall clock time of each SCF iteration is always close to the time for one single evaluation of the Fermi operator, even when the initial guess is far away from the converged solution. We demonstrate the effectiveness of the new method using examples with metallic and insulating characters, as well as results from ab initio molecular dynamics.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Nonlinear Fourier analysis for discontinuous conductivities: Computational results

Two reconstruction methods of Electrical Impedance Tomography (EIT) are numerically compared for nonsmooth conductivities in the plane based on the use of complex geometrical optics (CGO) solutions to D-bar equations involving the global uniqueness proofs for Calderón problem exposed in Nachman (1996) [43] and Astala and Päivärinta (2006) [6]: the Astala–Päivärinta theory-based low-pass transport matrix method implemented in Astala et al. (2011) [3] and the shortcut method which considers ingredients of both theories. The latter method is formally similar to the Nachman theory-based regularized EIT reconstruction algorithm studied in Knudsen et al. (2009) [34] and several references from there. New numerical results are presented using parallel computation with size parameters larger than ever, leading mainly to two conclusions as follows. First, both methods can approximate piecewise constant conductivities better and better as the cutoff frequency increases, and there seems to be a Gibbs-like phenomenon producing ringing artifacts. Second, the transport matrix method loses accuracy away from a (freely chosen) pivot point located outside of the object to be studied, whereas the shortcut method produces reconstructions with more uniform quality.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

High-temperature electronic structure with the Korringa-Kohn-Rostoker Green's function method [High Temperature Electronic Structure with KKR]

Modeling high-temperature (tens or hundreds of eV), dense plasmas is challenging due to the multitude of non-negligible physical effects including significant partial ionization and multisite effects. These effects cause the breakdown or intractability of common methods and approximations used at low temperatures, such as pseudopotentials or plane-wave basis sets. Here we explore the Korringa-Kohn-Rostoker Green's function method at these high-temperature conditions. The method is all electron, does not rely on pseudopotentials, and uses a spherical harmonic basis set, and so avoids the aforementioned limitations. Finally, it is found to be accurate for solid density aluminum and iron plasmas when compared to a plane-wave method at low temperature, while being able to access high temperatures.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Tensor decompositions for count data that leverage stochastic and deterministic optimization

There is growing interest to extend low-rank matrix decompositions to multi-way arrays, or tensors. One fundamental low-rank tensor decomposition is the canonical polyadic decomposition (CPD). The challenge of fitting a low-rank, nonnegative CPD model to Poisson-distributed count data is of particular interest. Several popular algorithms use local search methods to approximate the maximum likelihood estimator (MLE) of the Poisson CPD model. Here, this work presents two new algorithms that extend state-of-the-art local methods for Poisson CPD. Hybrid GCP-CPAPR combines Generalized Canonical Decomposition (GCP) with stochastic optimization and CP Alternating Poisson Regression (CPAPR), a deterministic algorithm, to increase the probability of converging to the MLE over either method used alone. Restarted CPAPR with SVDrop uses a heuristic based on the singular values of the CPD model unfoldings to identify convergence toward optimizers that are not the MLE and restarts within the feasible domain of the optimization problem, thus reducing overall computational cost when using a multi-start strategy. We provide empirical evidence that indicates our approaches outperform existing methods with respect to converging to the Poisson CPD MLE.

CPAPR↗

Exploring precipitation pattern scaling methodologies and robustness among CMIP5 models

Pattern scaling is a well-established method for approximating modeled spatial distributions of changes in temperature by assuming a time-invariant pattern that scales with changes in global mean temperature. We compare two methods of pattern scaling for annual mean precipitation (regression and epoch difference) and evaluate which method is better in particular circumstances by quantifying their robustness to interpolation/extrapolation in time, inter-model variations, and inter-scenario variations. Both the regression and epoch-difference methods (the two most commonly used methods of pattern scaling) have good absolute performance in reconstructing the climate model output, measured as an area-weighted root mean square error. We decompose the precipitation response in the RCP8.5 scenario into a CO 2 portion and a non-CO 2 portion. Extrapolating RCP8.5 patterns to reconstruct precipitation change in the RCP2.6 scenario results in large errors due to violations of pattern scaling assumptions when this CO 2 -/non-CO 2 -forcing decomposition is applied. As a result, the methodologies discussed in this paper can help provide precipitation fields to be utilized in other models (including integrated assessment models or impacts assessment models) for a wide variety of scenarios of future climate change.

54 ENVIRONMENTAL SCIENCES↗

Analytic energy gradients for the coupled-cluster singles and doubles method with the density-fitting approximation

An efficient implementation is presented for analytic gradients of the coupled-cluster singles and doubles (CCSD) method with the density-fitting approximation, denoted DF-CCSD. Frozen core terms are also included. When applied to a set of alkanes, the DF-CCSD analytic gradients are significantly accelerated compared to conventional CCSD for larger molecules. The efficiency of our DF-CCSD algorithm arises from the acceleration of several different terms, which are designated as the “gradient terms”: computation of particle density matrices (PDMs), generalized Fock-matrix (GFM), solution of the Z-vector equation, formation of the relaxed PDMs and GFM, back-transformation of PDMs and GFM to the atomic orbital (AO) basis, and evaluation of gradients in the AO basis. For the largest member of the alkane set (C{sub 10}H{sub 22}), the computational times for the gradient terms (with the cc-pVTZ basis set) are 2582.6 (CCSD) and 310.7 (DF-CCSD) min, respectively, a speed up of more than 8-folds. For gradient related terms, the DF approach avoids the usage of four-index electron repulsion integrals. Based on our previous study [U. Bozkaya, J. Chem. Phys. 141, 124108 (2014)], our formalism completely avoids construction or storage of the 4-index two-particle density matrix (TPDM), using instead 2- and 3-index TPDMs. The DF approach introduces negligible errors for equilibrium bond lengths and harmonic vibrational frequencies.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Data-Centric Approach to Capture Non-Polynomial Nonlinear Dynamics

We propose an analytical construction of observable functions in the extended dynamic mode decomposition (EDMD) algorithm. EDMD is a numerical method for approximating the spectral properties of the Koopman operator. The choice of observable functions is fundamental for applying EDMD to nonlinear problems arising in systems and control. Existing methods either start from a set of dictionary functions and look for the subset that best fits the underlying nonlinear dynamics or rely on machine learning algorithms to “learn” observable functions. Conversely, in this paper, we start from the dynamical system model and lift it through the Lie derivatives, rendering it into a polynomial form. This proposed transformation into a polynomial form is exact and provides an adequate set of observable functions. The strength of the proposed approach is its applicability to a broader class of nonlinear dynamical systems, particularly those with nonpolynomial functions and compositions thereof. Moreover, it retains the physical interpretability of the underlying dynamical system and can be readily integrated into existing numerical libraries. We demonstrate the proposed approach with an application to electric power systems. The modeled system consists of a single generator connected to an infinite bus, where nonlinear terms include sine and cosine functions. The results demonstrate the effectiveness of the proposed procedure in off-attractor nonlinear dynamics for estimation and prediction; the observable functions obtained from the proposed construction outperform methods that use dictionary functions comprising monomials or radial basis functions.

extended dynamic mode decomposition↗

Neutronics Calculation Advances at Los Alamos: Manhattan Project to Monte Carlo

The history and advances of neutronics calculations at Los Alamos during the Manhattan Project through the present are reviewed. Substantial improvements to neutron diffusion methods and the invention of both the Monte Carlo neutron transport methods in 1947 and deterministic discrete ordinates Sn in 1953 were all made at Los Alamos just after the Manhattan Project. We briefly summarize early simpler and more approximate neutronics methods and then describe the need to better predict neutronics behavior through consideration of theoretical equations, models and algorithms, experimental measurements, and available computing capabilities and their limitations. This paper briefly covers key advances in deterministic methods during the Manhattan Project. These capabilities, coupled with increasing postwar defense needs and the invention of electronic computing with the Electronic Numeric Integrator and Computer, known as ENIAC, and the Mathematical Analyzer Numerical Integrator and Automatic Computer Model, known as MANIAC, led to the creation of Monte Carlo and deterministic discrete ordinates neutronics transport methods. We note the important role that the scientific comradery between the Los Alamos scientists played in the process. This paper briefly covers the early methods, algorithms, computers, and electronic and women pioneers that enabled Monte Carlo to spread to all areas of science. We focus heavily on these early developments and the subsequent creation of the MCNP® code, advances in its associated nuclear data, and its applications to problems of national defense at Los Alamos.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

Tracking the Pacific Decadal Precession

Events of recent years—including extended droughts across California, record fires across western Canada, and destabilization of marine ecosystems—highlight the profound impact of multiannual to decadal-scale climate shifts upon physical, biological, and socioeconomic systems. While previous research has focused on the influence of decadal-scale climate oscillations such as the Atlantic Multidecadal Oscillation and the Pacific Decadal Oscillation/Interdecadal Pacific Oscillation, recent research has revealed the presence of a quasi-decadal mode of climate variability that, unlike the quasi-stationary standing wave-like structure of the oscillatory modes, involves a progression of atmospheric pressure anomalies around the North Pacific, which has been termed the Pacific Decadal Precession (PDP). In this study we develop a set of methods to track the spatial and temporal evolutions of the PDP within historical observations as well as numerical model simulations. In addition, we provide a method that approximates the time evolution of the PDP across the full period of available data for real-time monitoring of the PDP. Finally, through the development of these tracking methods, we hope to provide the community with a consistent framework for future analysis and diagnosis of the PDP's characteristics and underlying processes, thereby avoiding the use of different, and disparate, phenomenological- and mathematical-based indices that can confound our understanding of the PDP and its evolution.

54 ENVIRONMENTAL SCIENCES↗

Multi-frequency progressive refinement for learned inverse scattering

Interpreting scattered acoustic and electromagnetic wave patterns is a computational task that enables remote imaging in a number of important applications, including medical imaging, geophysical exploration, sonar and radar detection, and nondestructive testing of materials. However, accurately and stably recovering an inhomogeneous medium from far-field scattered wave measurements is a computationally difficult problem, due to the nonlinear and non-local nature of the forward scattering process. We design a neural network, called Multi-Frequency Inverse Scattering Network (MFISNet), and a training method to approximate the inverse map from far-field scattered wave measurements at multiple frequencies. We consider three variants of MFISNet, with the strongest performing variant inspired by the recursive linearization method — a commonly used technique for stably inverting scattered wavefield data — that progressively refines the estimate with higher frequency content. MFISNet outperforms past methods in regimes with high-contrast, heterogeneous large objects, and inhomogeneous unknown backgrounds.

97 MATHEMATICS AND COMPUTING↗

Dispersion characteristics of spin-electromagnetic waves in planar multiferroic structures

A method of approximate boundary conditions is used to derive dispersion relations for spin-electromagnetic waves (SEWs) propagating in thin ferrite films and in multiferroic layered structures. A high accuracy of this method is proven. It was shown that the spin-electromagnetic wave propagating in the structure composed of a thin ferrite film, a thin ferroelectric film, and a slot transmission line is formed as a result of hybridization of the surface spin wave in the ferrite film and the electromagnetic wave in the slot-line. The structure demonstrates dual electric and magnetic field tunability of the SEW spectrum. The electric field tunability is provided by the thin ferroelectric film. Its efficiency increases with an increase in the thicknesses of the ferrite and ferroelectric films and with a decrease in the slot-line gap width. The theory is confirmed by experimental data.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Design of experiments to spectroscopically characterize radiation flow in stochastic media

Precise characterization of experimental radiation flow is required to validate the high energy density physics models, numerical methods, and codes that are used to simulate radiation-hydrodynamics phenomena such as thermal radiation transport in stochastic media. The Cassio code is used to simulate thermal radiation flow through inhomogeneous, stochastic-media-foam configurations containing optically thick clumps dispersed within an optically thin background aerogel. Cassio can model small inhomogeneous problems directly, but most problems require approximations to meet computer limitations on run-times and memory usage. Various examples of these approximations are methods that produce, in one calculation, an ensemble-averaged solution and associated standard deviation; reduced spatial dimensionality with approximate geometries; and full material homogenization with no geometric detail. Cassio simulations are used to design experiments at the OMEGA-60 Laser Facility that can measure the radiation flow using the spatially resolved COAX absorption spectroscopy diagnostic. The experimental platforms flow radiation through foam targets ranging from a background-only aerogel, to a single configuration of a specified stochastic medium, to a fully homogenized foam of the background and clump materials. Under constant total clump mass, larger clumps (here, larger than 10 μm diameter) will mix more slowly with the background such that the bulk radiation flow is faster than it would be in a fully homogenized material. The COAX platform can be used to infer temperature and density profiles in both the background material and clumps, simultaneously, and therefore to differentiate radiation flow in a range of stochastic and homogeneous media.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

An adaptive tau-leaping method for stochastic simulations of reaction-diffusion systems

Stochastic modelling is critical for studying many biochemical processes in a cell, in particular when some reacting species have low population numbers. For many such cellular processes the spatial distribution of the molecular species plays a key role. The evolution of spatially heterogeneous biochemical systems with some species in low amounts is accurately described by the mesoscopic model of the Reaction-Diffusion Master Equation. The Inhomogeneous Stochastic Simulation Algorithm provides an exact strategy to numerically solve this model, but it is computationally very expensive on realistic applications. We propose a novel adaptive time-stepping scheme for the tau-leaping method for approximating the solution of the Reaction-Diffusion Master Equation. This technique combines effective strategies for variable time-stepping with path preservation to reduce the computational cost, while maintaining the desired accuracy. The numerical tests on various examples arising in applications show the improved efficiency achieved by the new adaptive method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗