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At least 379 records · Page 21

Multigrid Reduction in Time for Nonlinear Parabolic Problems

The need for parallel-in-time is being driven by changes in computer architectures, where future speed-ups will be available through greater concurrency, but not faster clock speeds, which are stagnant.This leads to a bottleneck for sequential time marching schemes, because they lack parallelism in the time dimension. Multigrid Reduction in Time (MGRIT) is an iterative procedure that allows for temporal parallelism by utilizing multigrid reduction techniques and a multilevel hierarchy of coarse time grids. MGRIT has been shown to be effective for linear problems, with speedups of up to 50 times. The goal of this work is the efficient solution of nonlinear problems with MGRIT, where efficient is defined as achieving similar performance when compared to a corresponding linear problem. As our benchmark, we use the p-Laplacian, where p = 4 corresponds to a well-known nonlinear diffusion equation and p = 2 corresponds to our benchmark linear diffusion problem. When considering linear problems and implicit methods, the use of optimal spatial solvers such as spatial multigrid imply that the cost of one time step evaluation is fixed across temporal levels, which have a large variation in time step sizes. This is not the case for nonlinear problems, where the work required increases dramatically on coarser time grids, where relatively large time steps lead to worse conditioned nonlinear solves and increased nonlinear iteration counts per time step evaluation. This is the key difficulty explored by this paper. We show that by using a variety of strategies, most importantly, spatial coarsening and an alternate initial guess to the nonlinear time-step solver, we can reduce the work per time step evaluation over all temporal levels to a range similar with the corresponding linear problem. This allows for parallel scaling behavior comparable to the corresponding linear problem.

97 MATHEMATICS AND COMPUTING↗

Charge collected by diffusion from an ion track under mixed boundary conditions

Charge-carrier diffusion from an ion track in a silicon substrate at least a few hundred microns thick is analyzed. The substrate upper surface is treated as reflective except for a small section, intended to represent a reverse-biased junction, which is treated as a sink. Total charge collected by the sink is calculated by assuming transport to be governed by an ambipolar diffusion equation with temporally constant and spatially uniform carrier lifetime and diffusion coefficient. Present results apply to a normally incident track but could easily be generalized to arbitrary track direction. The collected charge is found to depend on track length and on the electrostatic capacitance, rather than the area, of the sink. Theoretical predictions are compared to the results of a numerical simulation called the Poisson and Continuity Equation Solver (PISCES) for three cases and are found to agree within a factor of two in the worst case.

Edmonds, Larry D.↗

A rigorous cosmic-ray transport equation with no restrictions on particle energy.

A new transport equation for the cosmic-ray omnidirectional intensity is obtained. This equation follows exactly from the coupled pair of differential moment equations we presented earlier. It can be characterized as a nonlocal convection-diffusion equation in which the usual transport coefficients are replaced by time integral operators. The nonlocal equation is shown to reduce to the standard convection-diffusion form if the adiabatic approximation can be applied. In general, the adiabatic approximation does not apply; however, by going to the limits of infinite and zero gyroradius and, in addition, applying the adiabatic approximation, the large- and small-gyroradius transport theories due originally to Jokipii are regained. The validity of these theories as asymptotic limits and as approximate theories in the interplanetary magnetic field is discussed.

Klimas, A. J.↗

Applicability of a diffusion model to lateral transport in the terrestrial and lunar exospheres.

Kinetic theory is used to determine a series expansion of the vertical flux of particles in an exosphere in terms of time and space derivatives of particle concentration, exobase velocity, and temperature. For sufficiently large scale variations of these parameters in time and space, the series can be truncated to a form that is similar to a diffusion equation. Owing to this analogy, it is possible to unite the mathematical description of molecular diffusion, which governs thermospheric flow, and the corresponding exospheric equation by using effective transport coefficients which change smoothly with altitude through the transition from thermosphere to exosphere. A new definition of the exobase for lateral flow emerges from the analogy of exospheric and thermospheric diffusion, as the altitude where the horizontal mean free path length equals the mean horizontal extent of ballistic trajectories of the transported gas, as opposed to the scale height of the dominant gas which determines the exobase for escape. It is shown that the approximation of exospheric lateral flow as a diffusion process is applicable to global scale problems concerning terrestrial helium and heavier gases, and lunar gases heavier than helium.

Hodges, R. R., Jr.↗

Physics-informed Karhunen-Loeve and Neural Network Approximations for Solving Inverse Differential Equation Problems

Here we present the PI-CKL-NN method for parameter estimation in differential equation (DE) models given sparse measurements of the parameters and states. In the proposed approach, the space- or time-dependent parameters are approximated by Karhunen-Loeve (KL) expansions that are conditioned on the parameters’ measurements, and the states are approximated by deep neural networks (DNNs). The unknown weights in the KL expansions and DNNs are found my minimizing the cost function that enforces the measurements of the states the DE constraint. Regularization is achieved by adding the l2 norm of the conditional KL coefficients into the loss function. Our approach assumes that the parameter fields are correlated in space or time and enforces the statistical knowledge (the mean and the covariance function) in addition to the DE constraints and measurements as opposed to the physics-informed neural network (PINN) and other similar physics-informed machine learning methods where only DE constraints and data are used for parameter estimation. We use the PI-CKL-NN method for parameter estimation in an ordinary differential equation with an unknown time-dependent parameter and the one- and two-dimensional partial differential diffusion equations with unknown space-dependent diffusion coefficients. We also demonstrate that PI-CKL-NN is more accurate than the PINN method, especially when the observations of the parameters are very sparse

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Anderson acceleration and application to the three-temperature energy equations

The Anderson acceleration method is an algorithm for accelerating the convergence of fixed-point iterations, including the Picard method. Anderson acceleration was first proposed in 1965 and, for some years, has been used successfully to accelerate the convergence of self-consistent field iterations in electronic-structure computations. Recently, the method has attracted growing attention in other application areas and among numerical analysts. Compared with a Newton-like method, an advantage of Anderson acceleration is that there is no need to form the Jacobian matrix. Thus the method is easy to implement. In this paper, an Anderson-accelerated Picard method is employed to solve the three-temperature energy equations, which are a type of strong nonlinear radiation-diffusion equations. Two strategies are used to improve the robustness of the Anderson acceleration method. One strategy is to adjust the iterates when necessary to satisfy the physical constraint. Another strategy is to monitor and, if necessary, reduce the matrix condition number of the least-squares problem in the Anderson-acceleration implementation so that numerical stability can be guaranteed. Numerical results show that the Anderson-accelerated Picard method can solve the three-temperature energy equations efficiently. Compared with the Picard method without acceleration, Anderson acceleration can reduce the number of iterations by at least half. A comparison between a Jacobian-free Newton–Krylov method, the Picard method, and the Anderson-accelerated Picard method is conducted in this paper.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

The effect of shear flow on the rotational diffusion of a single axisymmetric particle

Understanding the orientation dynamics of anisotropic colloidal particles is important for suspension rheology and particle self-assembly. However, even for the simplest case of dilute suspensions in shear flow, the orientation dynamics of non-spherical Brownian particles are poorly understood. Here we analytically calculate the time-dependent orientation distributions for non-spherical axisymmetric particles confined to rotate in the flow–gradient plane, in the limit of small but non-zero Brownian diffusivity. For continuous shear, despite the complicated dynamics arising from the particle rotations, we find a coordinate change that maps the orientation dynamics to a diffusion equation with a remarkably simple ratio of the enhanced rotary diffusivity to the zero shear diffusion: $D_{eff}^{r}/D_{0}^{r}=(3/8)(p-1/p)^{2}+1$ , where $p$ is the particle aspect ratio. For oscillatory shear, the enhanced diffusion becomes orientation dependent and drastically alters the long-time orientation distributions. We describe a general method for solving the time-dependent oscillatory shear distributions and finding the effective diffusion constant. As an illustration, we use this method to solve for the diffusion and distributions in the case of triangle-wave oscillatory shear and find that they depend strongly on the strain amplitude and particle aspect ratio. These results provide new insight into the time-dependent rheology of suspensions of anisotropic particles. For continuous shear, we find two distinct diffusive time scales in the rheology that scale separately with aspect ratio $p$, as $1/D_{0}^{r}p^{4}$ and as $1/D_{0}^{r}p^{2}$ for $p\gg$ 1. For oscillatory shear flows, the intrinsic viscosity oscillates with the strain amplitude. Finally, we show the relevance of our results to real suspensions in which particles can rotate freely. Collectively, the interplay between shear-induced rotations and diffusion has rich structure and strong effects: for a particle with aspect ratio 10, the oscillatory shear intrinsic viscosity varies by a factor of ${\approx}2$ and the rotational diffusion by a factor of ${\approx}40$.

42 ENGINEERING↗

Test particle propagation in magnetostatic turbulence. 1. Failure of the diffusion approximation

The equation which governs the quasi-linear approximation to the ensemble and gyro-phase averaged one-body probability distribution function is constructed from first principles. This derived equation is subjected to a thorough investigation in order to calculate the possible limitations of the quasi-linear approximation. It is shown that the reduction of this equation to a standard diffusion equation in the Markovian limit can be accomplished through the application of the adiabatic approximation. A numerical solution of the standard diffusion equation in the Markovian limit is obtained for the narrow parallel beam injection. Comparison of the diabatic and adiabatic results explicitly demonstrates the failure of the Markovian description of the probability distribution function. Through the use of a linear time-scale extension the failure of the adiabatic approximation, which leads to the Markovian limit, is shown to be due to mixing of the relaxation and interaction time scales in the presence of the strong mean field.

Klimas, A. J.↗

Diffusion-convection function of cosmic rays

The fundamental properties and some numerical results of the solution of the diffusion equation of an impulsive cosmic-ray point source in an uniform, unbounded and spherically symmetrical moving medium is presented. The diffusion-convection(D-C) function is an elementary composite function of the solution of the D-C equation for the particles injected impulsively from a diffusive point source into the medium. It is the analytic solution derived by the dimensional method for the propagation equation of solar cosmic rays in the heliosphere, i.e. the interplanetary space. Because of the introduction of convection effect of solar wind, a nonhomogeneous term appears in the propagation equation, it is difficult to express its solution in terms of the ordinary special functions. The research made so far has led to a solution containing only the first order approximation of the convection effect.

Zhang, G.↗

Shock-layer bounds for a singularly perturbed equation

The size of the shock-layer governed by a conservation law is studied. The conservation law is a parabolic reaction-convection-diffusion equation with a small parameter multiplying the diffusion term and convex flux. Rigorous upper and lower bounding functions for the solution of the conservation law are established based on maximum-principle arguments. The bounding functions demonstrate that the size of the shock-layer is proportional to the parameter multiplying the diffusion term.

Scroggs, Jeffrey S.↗

Bio‐Imaging quorum sensing signal molecules in a soil‐mimic gel

Rhizosphere, the narrow region surrounding plant roots directly influenced by root exudates and the root associated microbiome, plays an important role in plant productivity and the rhizosphere is well known for stimulating microbial metabolic activities. How microbial communities interact to form stable, metabolically interconnected functional communities is an area of intense interest. The question remains on how microbially produced secreted molecules that function as intercellular communication signals shape the structure and function of microbial communities. Our goal is to detect and quantify signal molecules produced by microbes or plants in the root‐soil environment, spatially and temporarily. As a proof‐of‐concept, we are imaging diffusible extracellular microbial metabolites involved in a bacteria‐bacteria communication process called quorum‐sensing. Quorum‐sensing relies on the accumulation of high concentrations of signal molecules in the environment to control bacterial gene expression, influencing rhizosphere colonization and plant health. Local concentration of quorum sensing molecules are determined using aptamer based sensors. Aptamers that can specifically bind the desired signal molecules are selected through SELEX and immobilized on the surface of nano‐porous membranes. Binding of the signal molecules and aptamer covered surface results in changes in surface charge distribution and steric hinderance and thus modifying the transmembrane ionic transport. Changes in transmembrane impedance can be measured through electrochemical impedance spectroscopy methods to monitor local concentrations of signal molecules. Sensor responses were determined for different concentrations of signal molecules and results showed detection of C4‐HSL in a soil‐mimic solution with K D of 10 nM. We demonstrate that the quorum‐sensing signal molecule C4‐homoserine lactone and (C4‐HSL) can rapidly diffuse in a soil‐mimic gel, providing evidence for our use of a soil‐mimic for further aptasensor development and validation. The sensors were then inserted into soil mimic gel for monitoring C4‐HSL diffusion and the resulted impedance changes were used to determine the C4‐HSL concentration at different positions in the gel. Measurements of local C4‐HSL concentrations variation and numerical solution of diffusion equation were used to create 4D images of C4‐HSL molecule diffusion in the soil‐mimic gel.

Jiang, Nianyu↗

A method for modeling oxygen diffusion in an agent-based model with application to host-pathogen infection

This paper describes a method for incorporating a diffusion field modeling oxygen usage and dispersion in a multi-scale model of Mycobacterium tuberculosis (Mtb) infection mediated granuloma formation. We implemented this method over a floating-point field to model oxygen dynamics in host tissue during chronic phase response and Mtb persistence. The method avoids the requirement of satisfying the Courant-Friedrichs-Lewy (CFL) condition, which is necessary in implementing the explicit version of the finite-difference method, but imposes an impractical bound on the time step. Instead, diffusion is modeled by a matrix-based, steady state approximate solution to the diffusion equation. Moreover, presented in figure 1 is the evolution of the diffusion profiles of a containment granuloma over time.

59 BASIC BIOLOGICAL SCIENCES↗

Two dimensional topology optimization of heat exchangers with the volume fraction method

We perform a comparison study of two topology optimizations methods applied to the design of a two fluids heat exchanger modeled with a coupled thermal-flow problem. The flow follows an isothermal and incompressible Stokes-Brinkman equation and the heat transfer is governed by a convection-diffusion equation without internal generation and high Peclet number. To keep the two fluid phases separated, we solve two Stokes-Brinkman equations, where the Brinkman term models the other phase as a solid. These two velocity fields are then fed to the heat transfer equation. Our goal is to maximize the enthalpy at the cold outlet while constraining the pressure drop. We first solve the design modeling the solid and fluid phases with a volume fraction variable. A SIMP-like penalization in the Brinkman term drives the optimization to a discrete design. The cost and constraint function derivatives are calculated with the library pyadjoint and the optimization is performed by IPOPT. We present optimized designs in two dimensions and discuss the influence of the parameters.

Beck, VictorA.↗

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↗

A quasi-linear kinetic equation for cosmic rays in the interplanetary medium

A kinetic equation for interplanetary cosmic rays is set up with the aid of weak-plasma-turbulence theory for an idealized radially symmetric model of the interplanetary magnetic field. As a starting point, this treatment invokes the Vlasov equation instead of the traditional Fokker-Planck equation. Quasi-linear theory is applied to obtain a momentum diffusion equation for the heliocentric frame of reference which describes the interaction of cosmic rays with convecting magnetic irregularities in the solar-wind plasma. Under restricted conditions, the well-known equation of solar modulation can be obtained from this kinetic equation.

Luhmann, J. G.↗

A note on Compton scattering

Calculations are presented on the energy exchange between free electrons and electromagnetic radiation. The full Klein-Nishina cross section is used in evaluating average scattering coefficients for an electron moving with arbitrary velocity. A number of useful series expansions for the mean energy and mean square energy transfer rates are presented. A Fokker-Planck equation that includes induced scattering is used in deriving a generalized diffusion equation in frequency for multiple scattering of photons of nonrelativistic electrons. The relationship of the Klein-Nishina cross section to that of classical electromagnetic radiation theory is elucidated.

Barbosa, D. D.↗