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The equilibrium strategy for N-person differential games can be found by studying a min-max problem subject to differential systems constraints. The differential constraints are penalized and finite elements are used to compute numerical solutions. Convergence proof and error estimates are given. Numerical results are also included and compared with those obtained by the dual method.
A numerical method is presented for studying one-dimensional electron plasma evolution under typical interplanetary conditions. The method applies the Fourier-Fourier transform approach to a plasma model that is a generalization of the electrostatic Vlasov-Poisson system of equations. Conservation laws that are modified to include the plasma model generalization and also the boundary effects of nonperiodic solutions are given. A new conservation law for entropy in the transformed space is then introduced. These conservation laws are used to verify the numerical solutions. A discretization error analysis is presented. Two numerical instabilities and the methods used for their suppression are treated. It is shown that in interplanetary plasma conditions, the bump-on-tail instability produces significant excitation of plasma oscillations at the Bohm-Gross frequency and its second harmonic. An explanation of the second harmonic excitation is given in terms of wave-wave coupling during the growth phase of the instability.
In this technical report we investigate efficient methods for numerical simulation of active suspensions. The prototypical system is a suspension of swimming bacteria in a Newtonian fluid. Rheological and other macroscopic properties of such suspensions can differ dramatically from the same properties of the suspending fluid alone or of suspensions of similar but inactive particles. Elongated bacteria, such as E. coli or B. subtilis, swim along their principal axis, propelling themselves with the help of flagella, attached at the anterior of the organism and pushing it forward in the manner of a propeller. They interact hydrodynamically with the surrounding fluid and, because of their asymmetrical shape, have the propensity to align with the local flow. This, along with the dipolar nature of bacteria (the two forces a bacterium exerts on a fluid - one due to self-propulsion and the other opposing drag - have equal magnitude and point in opposite directions), causes nearby bacteria to tend to align, resulting in a intermittent local ordering on the mesoscopic scale, which is between the microscopic scale of an individual bacterium and the macroscopic scale of the suspension (e.g., its container). The local ordering is sometimes called a collective mode or collective swimming. Thanks to self-propulsion, collective modes inject momentum into the fluid in a coherent way. This enhances the local strain rate without changing the macroscopic stress applied at the boundary of the container. The macroscopic effective viscosity of the suspension is defined roughly as the ratio of the applied stress to the bulk strain rate. If local alignment and therefore local strain-rate enhancement, are significant, the effective viscosity can be appreciably lower than that of the corresponding passive suspension or even of the surrounding fluid alone. Indeed, a sevenfold decrease in the effective viscosity was observed in experiments with B. subtilis. More generally, local collective swimming resulting from bacterial alignment can significantly alter other macroscopic properties of the suspension, such as the oxygen diffusivity and mixing rates. In order to understand the unique macroscopic properties of active suspensions the connection between microscopic swimming and alignment dynamics and the mesoscopic pattern formation must be clarified. This is difficult to do analytically in the fully general setting of moderately dense suspensions, because of the large number of bacteria involved (approx. 10 10 cm -3 in experiments) and the complex, time-dependent geometry of the system. Many reduced analytical models of bacterial have been proposed, but all of them require validation. While comparison with experiment is the ultimate test of a model's fidelity, it is difficult to conduct experiments matched to these models assumptions. Numerical simulation of the microscopic dynamics is an acceptable substitute, but it runs into the problem of having to discretize the fluid domain with a fine-grained boundary (the bacteria) and update the discretization as the domain evolves (bacteria move). This leads to a prohibitively high number of degrees of freedom and prohibitively high setup costs per timestep of simulation. In this technical report we propose numerical methods designed to alleviate these two difficulties. We indicate how to (1) construct an optimal discretization in terms of the number of degrees of freedom per digit of accuracy and (2) optimally update the discretization as the simulation evolves. The technical tool here is the derivation of rigorous error bounds on the error in the numerical solution when using our proposed discretization at the initial time as well as after a given elapsed simulation time. These error bounds should guide the construction of practical discretization schemes and update strategies. Our initial construction is carried out by using a theoretically convenient, but practically prohibitive spectral basis, which is a Galerkin basis of functions with global support. At the end of this report we propose localization techniques while maintaining acceptable error bounds. No numerical experiments were conducted as part of this study, but we envision that we may undertake such studies and further development of the method, jointly or individually.
In a laser wakefield accelerator (LWFA), an intense laser pulse excites a plasma wave that traps and accelerates electrons to relativistic energies. When the pulse overlaps the accelerated electrons, it can enhance the energy gain through direct laser acceleration (DLA) by resonantly driving the betatron oscillations of the electrons in the plasma wave. The traditional particle-in-cell (PIC) algorithm, although often the tool of choice to study DLA, contains inherent errors due to numerical dispersion and the time staggering of the electric and magnetic fields. Furthermore, conventional PIC implementations cannot reliably disentangle the fields of the plasma wave and laser pulse, which obscures interpretation of the dominant acceleration mechanism. Here, a customized field solver that reduces errors from both numerical dispersion and time staggering is used in conjunction with a field decomposition into azimuthal modes to perform PIC simulations of DLA in an LWFA. Comparisons with traditional PIC methods, model equations, and experimental data show improved accuracy with the customized solver and convergence with an order-of-magnitude fewer cells. Furthermore, the azimuthal-mode decomposition reveals that the most energetic electrons receive comparable energy from DLA and LWFA.
A study was conducted to determine how errors are propagated when numerical methods are applied to a differential function f(y,t) which is nonlinear in y, with emphasis on stable propagation of the errors.
A phase 2 research and development effort was conducted in area transonic, compressible, inviscid flows with an ultimate goal of numerically modeling complex flows inherent in advanced helicopter blade designs. The algorithms and methodologies therefore are classified as adaptive methods, which are error estimation techniques for approximating the local numerical error, and automatically refine or unrefine the mesh so as to deliver a given level of accuracy. The result is a scheme which attempts to produce the best possible results with the least number of grid points, degrees of freedom, and operations. These types of schemes automatically locate and resolve shocks, shear layers, and other flow details to an accuracy level specified by the user of the code. The phase 1 work involved a feasibility study of h-adaptive methods for steady viscous flows, with emphasis on accurate simulation of vortex initiation, migration, and interaction. Phase 2 effort focused on extending these algorithms and methodologies to a three-dimensional topology.
Numerical analysis of error bounds in digital computation of four parameters for strapdown inertial systems
With rapid advancements in computer hardware and numerical algorithms, computational fluid dynamics (CFD) has been increasingly employed as a useful tool for investigating the complex hydrodynamics inherent in multiphase flows. An important step during the development of a CFD model and prior to its application is conducting careful and comprehensive verification and validation studies. Accordingly, efforts to verify and validate the open-source MFIX-DEM software, which can be used for simulating the gas–solids flow using an Eulerian reference frame for the continuum fluid and a Lagrangian discrete framework (Discrete Element Method) for the particles, have been made at the National Energy Technology Laboratory (NETL). In part I of this paper, extensive verification studies were presented and in this part, detailed validation studies of MFIX-DEM are presented. A series of test cases covering a range of gas–solids flow applications were conducted. In particular the numerical results for the random packing of a binary particle mixture, the repose angle of a sandpile formed during a side charge process, velocity, granular temperature, and voidage profiles from a bounded granular shear flow, lateral voidage and velocity profiles from a monodisperse bubbling fluidized bed, lateral velocity profiles from a spouted bed, and the dynamics of segregation of a binary mixture in a bubbling bed were compared with available experimental data, and in some instances with empirical correlations. In addition, sensitivity studies were conducted for various parameters to quantify the error in the numerical simulation.
We analyze numerically the performance of the near-optimal quadratic dynamical decoupling (QDD) single-qubit decoherence errors suppression method [J. West et al., Phys. Rev. Lett. 104, 130501 (2010)]. The QDD sequence is formed by nesting two optimal Uhrig dynamical decoupling sequences for two orthogonal axes, comprising N{sub 1} and N{sub 2} pulses, respectively. Varying these numbers, we study the decoherence suppression properties of QDD directly by isolating the errors associated with each system basis operator present in the system-bath interaction Hamiltonian. Each individual error scales with the lowest order of the Dyson series, therefore immediately yielding the order of decoherence suppression. We show that the error suppression properties of QDD are dependent upon the parities of N{sub 1} and N{sub 2}, and near-optimal performance is achieved for general single-qubit interactions when N{sub 1}=N{sub 2}.
The research team has developed a practical, high-order, discrete-ordinates, short characteristics neutron transport code for three-dimensional configurations represented on unstructured tetrahedral grids that can be used for realistic reactor physics applications at both the assembly and core levels. This project will perform a comprehensive verification and validation of this new computational tool against both a continuous-energy Monte Carlo simulation (e.g. MCNP) and experimentally measured data, an essential prerequisite for its deployment in reactor core modeling. Verification is divided into three phases. The team will first conduct spatial mesh and expansion order refinement studies to monitor convergence of the numerical solution to reference solutions. This is quantified by convergence rates that are based on integral error norms computed from the cell-by-cell difference between the code’s numerical solution and its reference counterpart. The latter is either analytic or very fine- mesh numerical solutions from independent computational tools. For the second phase, the team will create a suite of code-independent benchmark configurations to enable testing the theoretical order of accuracy of any particular discretization of the discrete ordinates approximation of the transport equation. For each tested case (i.e. mesh and spatial approximation order), researchers will execute the code and compare the resulting numerical solution to the exact solution on a per cell basis to determine the distribution of the numerical error. The final activity comprises a comparison to continuous-energy Monte Carlo solutions for zero-power critical configuration measurements at Idaho National Laboratory’s Advanced Test Reactor (ATR). Results of this comparison will allow the investigators to distinguish between modeling errors and the above-listed discretization errors introduced by the deterministic method, and to separate the sources of uncertainty.
CTF is a thermal-hydraulics subchannel code jointly developed by Oak Ridge National Laboratory and North Carolina State University. Over the past seven years, the Consortium for Advanced Simulation of Light Water Reactors (CASL) has made a significant investment in developing CTF so it can be used to model light water reactors, including nominal operating conditions, departure from nucleate boiling analysis, and transients ranging from loss of flow to reactivity insertion accidents. In addition to implementing new modeling capabilities and developing the user input and output interface, extensive work has been performed to improve the code’s quality assurance program, resulting in a development process that conforms with NQA-1 requirements. The CASL program follows the Predictive Capability Maturity Model (PCMM) approach for assessing code quality, which emphasizes performing code verification(ensuring the code converges to the correct answer) and solution verification (ensuring the code converges for the intended application). Code and solution verification are used to identify uncertainty errors introduced by numerical approximations in the code and are important for demonstrating that the model is coded without error, which is an important aspect of the Best Estimate plus Uncertainty method. This paper presents a comprehensive overview of the code and solution verification testing that has been performed on CTF. A top-down approach is taken in which the intended CTF applications are presented, followed by the code features required for their modeling. These features are then linked to the applicable code and solution verification tests that demonstrate proper functioning. Past testing efforts are summarized, and new tests are added to help close gaps in the presented test matrix. Rather than performing “one-off” exercises, these tests are added to the automated CTF regression test suite to ensure continual code quality.
The Rolling Element Bearing Analysis System (REBANS) extends the capability available with traditional quasi-static bearing analysis programs by including the effects of bearing race and support flexibility. This tool was developed under contract for NASA-MSFC. The initial version delivered at the close of the contract contained several errors and exhibited numerous convergence difficulties. The program has been modified in-house at MSFC to correct the errors and greatly improve the convergence. The modifications consist of significant changes in the problem formulation and nonlinear convergence procedures. The original approach utilized sequential convergence for nested loops to achieve final convergence. This approach proved to be seriously deficient in robustness. Convergence was more the exception than the rule. The approach was changed to iterate all variables simultaneously. This approach has the advantage of using knowledge of the effect of each variable on each other variable (via the system Jacobian) when determining the incremental changes. This method has proved to be quite robust in its convergence. This technical memorandum documents the changes required for the original Theoretical Manual and User's Manual due to the new approach.
In this paper, we study a class of dynamic thermal problems involving a frictional normal compliance adhesive contact model and a non-clamped condition for visco-elastic materials. The variational formulation of the problem leads to a general system defined by a second-order quasi-variational evolution inequality on the displacement field coupled with the two first-order evolution equations describing the evolution of the temperature and adhesion. We establish an existence and uniqueness result of the solution on displacement, temperature and adhesion. Then we provide a fully discrete numerical scheme of approximation and derive an error estimate. Finally, various numerical computations are included.
We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.
This paper reports on an approach for minimizing data loads associated with satellite-acquired data, while improving the efficiency of global crop area estimates using remotely sensed, satellite-based data. Results of a sampling unit size investigation are given that include closed-form models for both nonsampling and sampling error variances. These models provide estimates of the sampling unit sizes that effect minimal costs. Earlier findings from foundational sampling unit size studies conducted by Mahalanobis, Jessen, Cochran, and others are utilized in modeling the sampling error variance as a function of sampling unit size. A conservative nonsampling error variance model is proposed that is realistic in the remote sensing environment where one is faced with numerous unknown nonsampling errors. This approach permits the sampling unit size selection in the global crop inventorying environment to be put on a more quantitative basis while conservatively guarding against expected component error variances.
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.
Little or no improvement appears to have been achieved in mesoscale numerical prediction. This has been blamed on inherent unpredictability, insufficient spatial resolution, inadequate parameterization of important physical processes, and errors in the numerical discretization of the governing hydrodynamic equations. Attention is presently given to the more fundamental difficulty of forecasting when present conditions are not known with sufficient accuracy, and to the matching of remotely sensed sounding-capability satellite and all-weather Doppler radar data with mesoscale numerical models. This matching is not straightforward; simple and variational forms of four-dimensional assimilation, and Kalman filtering, are suggested approaches but their practical testing remains to be accomplished. The most severe problem faced is that of the temperature and humidity profiles' vertical resolution.
Reduced Order Modeling (ROM) is essential to enable the identification of the so-called active parameter subspace for high-fidelity models that are employed in computationally intensive analyses such as uncertainty characterization and data assimilation. Given the complexity of models for real-world application, brute force methods to identify the active subspace may not be computationally efficient to realize the value of reduction, since in realistic problems, the full scale model must be executed few hundred times, which may be computationally taxing. Earlier work has introduced a new approach, which represents a further development of our previous work on ROM, referred to as multi-level ROM (M-LROM). In M-LROM, approximate models are employed to identify the active subspace instead of the full scale model. In this summary, we present our recent results on M-LROM, specifically in regard to the construction of reliable error metrics that can bound the errors resulting from the reduction. The idea is to employ a lower fidelity model, i.e., an approximation of the full scale or high fidelity model, to build the active subspace, and via the proposed error bound, the quality of the active subspace can be determined by calculating an upper bound on the errors resulting from the reduction. For this approach to be practical, the error bound must be realistic, implying that it should be close to the actual errors expected, and not much higher. Therefore, an important goal of this summary is to compare different error bounds in terms of the relation between their estimated bounds to the actual errors. In particular, we compare the proposed error bound which numerically construct an estimator using binomial distribution to the widely used small-sample norm estimators. Unlike most probabilistic error estimation methods, the proposed bound employs a binomial distribution to construct the estimator whereas in other conventional methods, the distribution employed is typically the standard Gaussian, normalized over a unit hypersphere as initially proposed by the seminal paper of J. Dixon on random matrix theory. Previous publications provided evidence that the binomial distribution calculates more realistic bounds as compared to the Gaussian distribution, which tends to be conservative, implying that the bound is much bigger than the actual errors, which diminishes the value of the reduction, as now must increase the size of the active subspace to reach the desired upper bound on the reduction errors. This work has provided a rigorous approach by which error bounds on the reduction errors can be established without having to execute the high fidelity model during the construction of the active subspace. The high fidelity model is only need to test the error bound using small number of executions. This methodology paves the way for a more efficient application of ROM to complex engineering models, where standard ROM techniques may be too taxing to optimally realize their value in practical situations. (authors)