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At least 397 records · Page 22

A study of numerical methods of solution of the equations of motion of a controlled satellite under the influence of gravity gradient torque

Numerical methods of integration of the equations of motion of a controlled satellite under the influence of gravity-gradient torque are considered. The results of computer experimentation using a number of Runge-Kutta, multi-step, and extrapolation methods for the numerical integration of this differential system are presented, and particularly efficient methods are noted. A large bibliography of numerical methods for initial value problems for ordinary differential equations is presented, and a compilation of Runge-Kutta and multistep formulas is given. Less common numerical integration techniques from the literature are noted for further consideration.

Thompson, J. F.↗

Numerical computation of viscous flow about unconventional airfoil shapes

A new two-dimensional computer code was developed to analyze the viscous flow around unconventional airfoils at various Mach numbers and angles of attack. The Navier-Stokes equations are solved using an implicit, upwind, finite-volume scheme. Both laminar and turbulent flows can be computed. A new nonequilibrium turbulence closure model was developed for computing turbulent flows. This two-layer eddy viscosity model was motivated by the success of the Johnson-King model in separated flow regions. The influence of history effects are described by an ordinary differential equation developed from the turbulent kinetic energy equation. The performance of the present code was evaluated by solving the flow around three airfoils using the Reynolds time-averaged Navier-Stokes equations. Excellent results were obtained for both attached and separated flows about the NACA 0012 airfoil, the RAE 2822 airfoil, and the Integrated Technology A 153W airfoil. Based on the comparison of the numerical solutions with the available experimental data, it is concluded that the present code in conjunction with the new nonequilibrium turbulence model gives excellent results.

Ahmed, S.↗

Computational modeling of femtosecond optical solitons from Maxwell's equations

An algorithm is developed that permits the direct time integration of full-vector nonlinear Maxwell's equations. This capability permits the modeling of both linear and nonlinear instantaneous and dispersive effects in the electric polarization in material media. The modeling of the optical carrier is retained. The fundamental innovation is to notice that it is possible to treat the linear and nonlinear convolution integrals, which describe the dispersion, as new dependent variables. A coupled system of nonlinear second-order ordinary differential equations can then be derived for the linear and nonlinear convolution integrals, by differentiating them in the time domain. These equations, together with Maxwell's equations, are solved to determine the electromagnetic fields in nonlinear dispersive media. Results are presented of calculations in one dimension of the propagation and collision of femtosecond electromagnetic solitons that retain the optical carrier, taking into account as the Kerr and Raman interactions.

Goorjian, Peter M.↗

Semi-Analytical Hierarchical Bayesian Inference of Nonlinear Model Structure in Stochastic Dynamics: Applied to Compartmental Models of Infectious Diseases

A Bayesian computational framework for parsimonious inference in stochastic nonlinear dynamical systems is presented. This framework enables the concurrent estimation of system states, time-varying parameters, time-invariant parameters, and the optimal sparsity structure of the model parameters. Because differential equation-based models are often simplified mechanistic or phenomenological representations, robust inference from noisy measurement data requires explicit treatment of model error and uncertainty. Model error and time-varying parameters can be represented as random processes, enabling inference while making minimal assumptions about the underlying sources of discrepancy and variability. Adopting stochastic differential equation representations affords the model significant flexibility, but can also render it susceptible to overfitting during statistical inversion, where the inferred model may track noise rather than the underlying signal. To alleviate the effects of overfitting and to enable the discovery of the optimal sparse representation of the time-invariant parameters, a Bayesian sparse learning algorithm is embedded within the framework. This sparse learning framework adopts an approximate hierarchical Bayesian setting defined by a series of semi-analytical expressions. The model structure inference framework is validated using a stochastic compartmental model for tracking and forecasting active cases of an infectious disease. Compartmental models describe population-level infectious disease dynamics through interactions among population fractions grouped by disease state. Mathematically, such models consist of a system of coupled ordinary differential equations. This example adopts an expressive compartmental model that includes multiple possible interactions between disease states, motivated by early uncertainty surrounding COVID-19 reinfection dynamics and their implications for long-term epidemic forecasting. The sparse learning exercise permits the inference of a priori unknown epidemiological dynamics from simulated public health data, discovering the nested compartmental model that optimizes the trade-off between average data-fit and model complexity. It is shown that inducing sparsity among the model parameters eliminates redundant interactions between compartments, equivalently revealing the optimal coupling structure between differential equations.

97 MATHEMATICS AND COMPUTING↗

Combining DPG in space with DPG time-marching scheme for the transient advection–reaction equation

In this article, we present a general methodology to combine the Discontinuous Petrov–Galerkin (DPG) method in space and time in the context of methods of lines for transient advection–reaction problems. We first introduce a semidiscretization in space with a DPG method redefining the ideas of optimal testing and practicality of the method in this context. Then, we apply the recently developed DPG-based time-marching scheme, which is of exponential-type, to the resulting system of Ordinary Differential Equations (ODEs). Further, we also discuss how to efficiently compute the action of the exponential of the matrix coming from the space semidiscretization without assembling the full matrix. Finally, we verify the proposed method for 1D+time advection–reaction problems showing optimal convergence rates for smooth solutions and more stable results for linear conservation laws comparing to the classical exponential integrators.

42 ENGINEERING↗

Combining DPG in space with DPG time-marching scheme for the transient advection-reaction equation

In this article, we present a general methodology to combine the Discontinuous PetrovGalerkin (DPG) method in space and time in the context of methods of lines for transient advection-reaction problems. We first introduce a semidiscretization in space with a DPG method redefining the ideas of optimal testing and practicality of the method in this context. Then, we apply the recently developed DPG-based time-marching scheme, which is of exponential-type, to the resulting system of Ordinary Differential Equations (ODEs). We also discuss how to efficiently compute the action of the exponential of the matrix coming from the space semidiscretization without assembling the full matrix. Finally, we verify the proposed method for 1D+time advection-reaction problems showing optimal convergence rates for smooth solutions and more stable results for linear conservation laws comparing to the classical exponential integrators.

97 MATHEMATICS AND COMPUTING↗

Nonintrusive projection-based reduced order modeling using stable learned differential operators

Nonintrusive projection-based reduced order models (ROMs) are essential for dynamics prediction in multi-query applications where underlying governing equations are known but the access to the source of the underlying full order model (FOM) is unavailable; that is, FOM is a glass-box. This article proposes a learn-then-project approach for nonintrusive model reduction. In the first step of this approach, high-dimensional stable sparse learned differential operators (S-LDOs) are determined using the generated data. In the second step, the ordinary differential equations, comprising these S-LDOs, are used with suitable dimensionality reduction and low-dimensional subspace projection methods to provide equations for the evolution of reduced states. This approach allows easy integration into the existing intrusive ROM framework to enable nonintrusive model reduction while allowing the use of Petrov–Galerkin projections. The applicability of the proposed approach is demonstrated for Galerkin and LSPG projection-based ROMs through four numerical experiments: 1-D scalar advection, 1-D Burgers, 2-D scalar advection and 1-D scalar advection–diffusion–reaction equations. In conclusion, the results indicate that the proposed nonintrusive ROM strategy provides accurate and stable dynamics prediction.

42 ENGINEERING↗

Nemchinov-Dyson Solutions of the Two-Dimensional Axisymmetric Inviscid Compressible Flow Equations [Review]

We investigate the two-dimensional (2D) inviscid compressible flow equations in axisymmetric coordinates, constrained by an ideal gas equation of state (EOS). Beginning with the assumption that the 2D velocity field is space-time separable and linearly variable in each corresponding spatial coordinate, we proceed to derive an in nite family of elliptic or hyperbolic, uniformly expanding or contracting \gas cloud" solutions. Construction of specific example solutions belonging to this family is dependent on the solution of a system of nonlinear, coupled, second-order ordinary differential equations, and the prescription of an additional physical process of interest (e.g., uniform temperature or uniform entropy flow). The physical and computational implications of these solutions as pertaining to quantitative code verification or model qualification studies are discussed in some detail.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

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↗

A neural master equation framework for multiscale modeling of molecular processes: application to atomic-scale plasma processes

Plasma-surface interactions (PSI) play a crucial role in microelectronics fabrication; however, their multiscale nature and array of complex, often unknown interactions make computational modeling of PSIs extremely difficult. To this end, we propose a general neural master equation (NME) framework that uses master equations to describe the dynamics of a molecular process, wherein neural networks learned from atomistic simulations represent unknown transitions between different system states. By leveraging the physics-based structure of master equations and data-driven state transitions, the NME framework promotes generalizability and physics interpretability, and can bridge disparate length and time scales. The framework is demonstrated for multiscale modeling of Si atomic layer etching and reactive ion etching, where the learned NME-based surface kinetic models exhibit good predictive and extrapolative capabilities for predicting experimentally relevant observables as a function of process parameters. The NME-based surface kinetic models obey physical constraints, which are violated in models based on neural ordinary differential equations. The proposed NME framework for multiscale modeling of molecular processes can pave the way for the discovery of new chemistries and materials in atomic-scale plasma processes.

Chemical engineering↗

Experience in distributed parameter modeling of the Spacecraft Control Laboratory Experiment (SCOLE) structure

The Spacecraft Control Laboratory Experiment (SCOLE) configuration is used to compare exact and approximate solutions of the partial differential equations which define its structural dynamics. The need for a proof model for evaluating competing control laws demands that solutions be generated which not only exhibit accurate modal characteristics, but precise static deflections as well. Because precise pointing is required, the motion of the end bodies of the Shuttle-attached antenna must be known with great accuracy. Modal models are attractive because of their stable solutions but require hundreds of modes to obtain a static deflection accuracy of only one percent. Although proportional damping in bending agrees well with experimental results using the SCOLE experimental apparatus, modes which involve both torsion and bending differ significantly from proportional damping. A lumped mass model is used to generate exact static deflections, but only approximate modal characteristics. Asymptotic solutions to the distributed parameter system approximate very accurately the modal characteristics at high mode numbers. Ways are examined for refining the approximate solutions by applying a first-order variation and by employing singular perturbation techniques which are usually limited to ordinary differential equations. The most accurate solutions of the distributed parameter model of SCOLE are obtained by combining exact and asymptotic solutions.

Taylor, L. W.↗

A hybrid-perturbation-Galerkin technique which combines multiple expansions

A two-step hybrid perturbation-Galerkin method for the solution of a variety of differential equations type problems is found to give better results when multiple perturbation expansions are employed. The method assumes that there is parameter in the problem formulation and that a perturbation method can be sued to construct one or more expansions in this perturbation coefficient functions multiplied by computed amplitudes. In step one, regular and/or singular perturbation methods are used to determine the perturbation coefficient functions. The results of step one are in the form of one or more expansions each expressed as a sum of perturbation coefficient functions multiplied by a priori known gauge functions. In step two the classical Bubnov-Galerkin method uses the perturbation coefficient functions computed in step one to determine a set of amplitudes which replace and improve upon the gauge functions. The hybrid method has the potential of overcoming some of the drawbacks of the perturbation and Galerkin methods as applied separately, while combining some of their better features. The proposed method is applied, with two perturbation expansions in each case, to a variety of model ordinary differential equations problems including: a family of linear two-boundary-value problems, a nonlinear two-point boundary-value problem, a quantum mechanical eigenvalue problem and a nonlinear free oscillation problem. The results obtained from the hybrid methods are compared with approximate solutions obtained by other methods, and the applicability of the hybrid method to broader problem areas is discussed.

Geer, James F.↗

A hybrid perturbation-Galerkin technique that combines multiple expansions

A two-step hybrid perturbation-Galerkin method for the solution of a variety of differential equations type problems is found to give better results when multiple perturbation expansions are employed. The method assumes that there is parameter in the problem formulation and that a perturbation method can be used to construct one or more expansions in this perturbation coefficient functions multiplied by computed amplitudes. In step one, regular and/or singular perturbation methods are used to determine the perturbation coefficient functions. The results of step one are in the form of one or more expansions each expressed as a sum of perturbation coefficient functions multiplied by a priori known gauge functions. In step two the classical Bubnov-Galerkin method uses the perturbation coefficient functions computed in step one to determine a set of amplitudes which replace and improve upon the gauge functions. The hybrid method has the potential of overcoming some of the drawbacks of the perturbation and Galerkin methods as applied separately, while combining some of their better features. The proposed method is applied, with two perturbation expansions in each case, to a variety of model ordinary differential equations problems including: a family of linear two-boundary-value problems, a nonlinear two-point boundary-value problem, a quantum mechanical eigenvalue problem and a nonlinear free oscillation problem. The results obtained from the hybrid methods are compared with approximate solutions obtained by other methods, and the applicability of the hybrid method to broader problem areas is discussed.

Geer, James F.↗

On the Cauchy problem for Boltzmann equation modeling a polyatomic gas

In the present article, we consider the Boltzmann equation that models a polyatomic gas by introducing one additional continuous variable, referred to as microscopic internal energy. We establish existence and uniqueness theory in the space homogeneous setting for the full non-linear case, under an extended Grad-type assumption on transition probability rates, which comprises hard potentials for both the relative speed and internal energy with the rate in the interval 0,2, multiplied by an integrable angular part and integrable partition functions. The Cauchy problem is resolved by means of an abstract ordinary differential equation (ODE) theory in Banach spaces for the initial data with finite and strictly positive gas mass and energy, finite momentum, and additionally finite K* polynomial moment, with K* depending on the rate of the transition probability and the structure of a polyatomic molecule or its internal degrees of freedom. Moreover, we prove that polynomially and exponentially weighted Banach space norms associated with the solution are both generated and propagated uniformly in time.

Physics↗

Gravitational collapse of a turbulent vortex with application to star formation

The gravitational collapse of a rotating cloud or vortex is analyzed by expanding the dependent variables in the equations of motion in two-dimensional Taylor series in the space variables. It is shown that the gravitation and rotation terms in the equations are of first order in the space variables, the pressure gradient terms are of second order, and the turbulent viscosity term is of third order. The presence of a turbulent viscosity insures that the initial rotation is solid-body-like near the origin. The effect of pressure on the collapse process is found to depend on the shape of the initial density disturbance at the origin. Dimensionless collapse times, as well as the evolution of density and velocity, are calculated by solving numerically the system of nonlinear ordinary differential equations resulting from the series expansions. The axial inflow plays an important role and allows collapse to occur even when the rotation is large. An approximate solution of the governing partial differential equations is also given; the equations are used to study the spacial distributions of the density and velocity.

Deissler, R. G.↗

Gravitational collapse of a turbulent vortex with application to star formation

The gravitational collapse of a rotating cloud or vortex is analyzed by expanding the dependent variables in the equations of motion in two-dimensional Taylor series in the space variables. It is shown that the gravitation and rotation terms in the equations are of first order in the space variables, the pressure gradient terms are of second order, and the turbulent viscosity term is of third order. The presence of a turbulent viscosity insures that the initial rotation is solid-body-like near the origin. The effect of pressure on the collapse process is found to depend on the shape of the intial density disturbance at the origin. Dimensionless collapse times, as well as the evolution of density and velocity, are calculated by solving numerically the system of nonlinear ordinary differential equations resulting from the series expansions. The axial inflow plays an important role and allows collapse to occur even when the rotation is large. An approximate solution of the governing partial differential equations is also given, in order to study the spacial distributions of the density and velocity.

Deissler, R. G.↗

Uncertainty Quantification using Deep Ensembles for Decision Making in Cyber-Physical-Human Systems

In this paper and its companion, Differential Equation Approximation Using Gradient-Boosted Quantile Regression, Robison et al., we examine an approach to quantifying model uncertainty with the aim of increasing the trustworthiness of computational models in human-machine interactions. In Differential Equation Approximation Using Gradient-Boosted Quantile Regression, we focus on gradient-boosted decision trees, while in this one, we give more details about deep ensembles. Uncertainty quantification is crucial for building trustworthy autonomous decision-making agents in human-machine teams. There are two types of uncertainties: aleatoric and epistemic. The former is related to the inherent stochasticity (noise) of the process, whereas the latter is associated with the lack of knowledge or representation capability of models, such as neural networks. By lack of knowledge, we mean the model’s inability to accurately predict outputs for all possible inputs. The aleatory uncertainty can be estimated fairly easily with, for example, filters, whereas epistemic uncertainty is challenging to compute. This paper uses deep ensembles to quantify both aleatory and epistemic uncertainty. It can act as an uncertainty-aware surrogate transition model for decision-making frameworks. "Uncertainty-aware" means that the surrogate transition model should make predictions along with confidence in those predictions. In the context of decision-making, the transition models are ordinary differential equations (ODEs). Since ODEs can be simulated to make one-step or multi-step predictions, a good surrogate model for them should perform reasonably well in both modes. In a multi-step approach, the trajectory sampling method TS∞ was used to propagate uncertainty over multiple steps. The cartpole dynamical system was selected to demonstrate the ability of deep ensembles as good surrogate transition models for decision-making frameworks. The deep ensembles modeled the dynamics of cartpole ODEs and made uncertainty-aware predictions in single-step and multi-step transition modes.

CPH systems↗

Gravitational collapse of a turbulent vortex with application to star formation

The gravitational collapse of a rotating cloud or vortex is analyzed by expanding the dependent variables in the equations of motion in two-dimensional Taylor series in the space variables. It is shown that the gravitational and rotational terms in the equations are of first order in the space variables, the pressure-gradient terms are of second order, and the turbulent-viscosity term is of third order. The presence of turbulent viscosity ensures that the initial rotation is solid-body-like near the origin. The effect of pressure on the collapse process is found to depend on the shape of the initial density disturbance at the origin. Dimensionless collapse times, as well as the evolution of density and velocity, are calculated by solving numerically the system of nonlinear ordinary differential equations resulting from the series expansions. The axial flow is always inward and allows collapse to occur (axially) even when the rotation is large. An approximate solution of the governing partial differential equations is also given in order to study the spatial distributions of the density and velocity.

Deissler, R. G.↗