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At least 451 records · Page 25

Mathematical Model of Bubble Sloshing Dynamics for Cryogenic Liquid Helium in Orbital Spacecraft Dewar Container

A generalized mathematical model is investigated of sloshing dynamics for dewar containers, partially filled with a liquid of cryogenic superfluid helium 2, driven by both gravity gradient and jitter accelerations applicable to two types of scientific spacecrafts, which are eligible to carry out spinning motion and/or slew motion to perform scientific observations during normal spacecraft operation. Two examples are given for the Gravity Probe-B (GP-B) with spinning motion, and the Advanced X-Ray Astrophysics Facility-Spectroscopy (AXAF-S) with slew motion, which are responsible for the sloshing dynamics. Explicit mathematical expressions for the modelling of sloshing dynamics to cover these forces acting on the spacecraft fluid systems are derived. The numerical computation of sloshing dynamics will be based on the noninertial frame spacecraft bound coordinate, and we will solve the time-dependent three-dimensional formulations of partial differential equations subject to initial and boundary conditions. Explicit mathematical expressions of boundary conditions lo cover capillary force effects on the liquid-vapor interface in microgravity environments are also derived. Results of the simulations of the mathematical model are illustrated.

Hung, R. J.↗

Transient, compressible heat and mass transfer in porous media using the strongly implicit iteration procedure.

Coupled nonlinear partial differential equations describing heat and mass transfer in a porous matrix are solved in finite difference form with the aid of a new iterative technique (the strongly implicit procedure). Example numerical results demonstrate the characteristics of heat and mass transport in a porous matrix such as a charring ablator. It is emphasized that multidimensional flow must be considered when predicting the thermal response of a porous material subjected to nonuniform boundary conditions.

Curry, D. M.↗

Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems

We demonstrate for state dynamics governed by the continuity equation and related hyperbolic partial differential equations that significant, spurious variance loss occurs during covariance propagation by traditional methods used in data assimilation, even at full rank. This inaccurate variance evolution is caused not by numerical dissipation, but rather by a discontinuous change in the continuum covariance dynamics as correlation lengths tend to zero.

Shay Gilpin↗

Score-Based Physics-Informed Neural Networks for High-Dimensional Fokker–Planck Equations

The Fokker-Planck (FP) equation is a foundational partial differential equation (PDE) in stochastic processes involving Brownian motions. However, the curse of dimensionality (CoD) poses a formidable challenge when dealing with high-dimensional FP equations. Although Monte Carlo simulation and (vanilla) Physics-Informed Neural Networks (PINNs) have shown the potential to tackle CoD, both methods exhibit significant numerical errors in high dimensions when dealing with the probability density function (PDF) associated with Brownian motion. The point-wise PDF values tend to decrease exponentially as dimensionality increases, surpassing the precision of numerical simulations and resulting in substantial errors. In addition, due to its massive sampling, Monte Carlo fails to offer fast sampling. Modeling the logarithm likelihood (LL) via vanilla PINNs transforms the FP equation into a notoriously difficult Hamilton-Jacobi-Bellman (HJB) equation, which is impractical for PINN learning, whose error grows rapidly with dimension. To this end, we propose a novel approach utilizing a score-based solver to fit the score function in stochastic differential equations (SDEs). The score function, defined as the gradient of the LL, plays a fundamental role in inferring LL and PDF and enables fast SDE sampling, offering an effective means to overcome the CoD. Three fitting methods, Score Matching (SM), Sliced Score Matching (SSM), and Score-PINN, are introduced, each contributing unique advantages in computational complexity, accuracy, and generality. The proposed score-based SDE solver operates in two stages: first, employing score matching or Score-PINN to acquire the score function; and second, solving the LL via an ordinary differential equation (ODE) using the obtained score function. Comparative evaluations across these methods showcase varying trade-offs. The proposed methodology is evaluated across diverse SDEs, including anisotropic Ornstein-Uhlenbeck processes, geometric Brownian motion, and Brownian motion with varying eigenspace. We also test various distributions, including Gaussian, Log-normal, Laplace, and Cauchy distributions. The numerical results demonstrate the score-based SDE solver’s stability, speed, and performance across different experimental settings, solidifying its potential as a solution to CoD for high-dimensional FP equations.

97 MATHEMATICS AND COMPUTING↗

Numerical investigations of low-density nozzle flow by solving the Boltzmann equation

A two-dimensional finite-difference code to solve the BGK-Boltzmann equation has been developed. The solution procedure consists of three steps: (1) transforming the BGK-Boltzmann equation into two simultaneous partial differential equations by taking moments of the distribution function with respect to the molecular velocity u(sub z), with weighting factors 1 and u(sub z)(sup 2); (2) solving the transformed equations in the physical space based on the time-marching technique and the four-stage Runge-Kutta time integration, for a given discrete-ordinate. The Roe's second-order upwind difference scheme is used to discretize the convective terms and the collision terms are treated as source terms; and (3) using the newly calculated distribution functions at each point in the physical space to calculate the macroscopic flow parameters by the modified Gaussian quadrature formula. Repeating steps 2 and 3, the time-marching procedure stops when the convergent criteria is reached. A low-density nozzle flow field has been calculated by this newly developed code. The BGK Boltzmann solution and experimental data show excellent agreement. It demonstrated that numerical solutions of the BGK-Boltzmann equation are ready to be experimentally validated.

Deng, Zheng-Tao↗

A numerical calculation of outward propagation of solar disturbances

The responses of the solar atmosphere due to an outward propagation shock are examined by employing the Lax-Wendroff method to solve the set of nonlinear partial differential equations in the model of the solar atmosphere. It is found that this theoretical model can be used to explain the solar phenomena of surge and spray. A criterion to discriminate the surge and spray is established and detailed information concerning the density, velocity, and temperature distribution with respect to the height and time is presented. The complete computer program is also included.

Wu, S. T.↗

A primal–dual algorithm for risk minimization

In this paper, we develop an algorithm to efficiently solve risk-averse optimization problems posed in reflexive Banach space. Such problems often arise in many practical applications as, e.g., optimization problems constrained by partial differential equations with uncertain inputs. Unfortunately, for many popular risk models including the coherent risk measures, the resulting risk-averse objective function is nonsmooth. Here, this lack of differentiability complicates the numerical approximation of the objective function as well as the numerical solution of the optimization problem. To address these challenges, we propose a primal–dual algorithm for solving large-scale nonsmooth risk-averse optimization problems. This algorithm is motivated by the classical method of multipliers and by epigraphical regularization of risk measures. As a result, the algorithm solves a sequence of smooth optimization problems using derivative-based methods. We prove convergence of the algorithm even when the subproblems are solved inexactly and conclude with numerical examples demonstrating the efficiency of our method.

97 MATHEMATICS AND COMPUTING↗

Model-parallel Fourier neural operators as learned surrogates for large-scale parametric PDEs

Fourier neural operators (FNOs) are a recently introduced neural network architecture for learning solution operators of partial differential equations (PDEs), which have been shown to perform significantly better than comparable deep learning approaches. Once trained, FNOs can achieve speed-ups of multiple orders of magnitude over conventional numerical PDE solvers. However, due to the high dimensionality of their input data and network weights, FNOs have so far only been applied to two-dimensional or small three-dimensional problems. To remove this limited problem-size barrier, we propose a model-parallel version of FNOs based on domain-decomposition of both the input data and network weights. Here, we demonstrate that our model-parallel FNO is able to predict time-varying PDE solutions of over 2.6 billion variables on Perlmutter using up to 512 A100 GPUs and show an example of training a distributed FNO on the Azure cloud for simulating multiphase CO 2 dynamics in the Earth’s subsurface.

58 GEOSCIENCES↗

NeuroSEM: A hybrid framework for simulating multiphysics problems by coupling PINNs and spectral elements

Multiphysics problems that are characterized by complex interactions among fluid dynamics, heat transfer, structural mechanics, and electromagnetics, are inherently challenging due to their coupled nature. While experimental data on certain state variables may be available, integrating these data with numerical solvers remains a significant challenge. Physics-informed neural networks (PINNs) have shown promising results in various engineering disciplines, particularly in handling noisy data and solving inverse problems in partial differential equations (PDEs). However, their effectiveness in forecasting nonlinear phenomena in multiphysics regimes, particularly involving turbulence, is yet to be fully established. Here, this study introduces NeuroSEM, a hybrid framework integrating PINNs with the highfidelity Spectral Element Method (SEM) solver, Nektar++. NeuroSEM leverages the strengths of both PINNs and SEM, providing robust solutions for multiphysics problems. PINNs are trained to assimilate data and model physical phenomena in specific subdomains, which are then integrated into the Nektar++ solver. We demonstrate the efficiency and accuracy of NeuroSEM for thermal convection in cavity flow and flow past a cylinder. The framework effectively handles data assimilation by addressing those subdomains and state variables where the data is available. We applied NeuroSEM to the Rayleigh-B´enard convection system, including cases with missing thermal boundary conditions and noisy datasets. Finally, we applied the proposed NeuroSEM framework to real particle image velocimetry (PIV) data to capture flow patterns characterized by horseshoe vortical structures. Our results indicate that NeuroSEM accurately models the physical phenomena and assimilates the data within the specified subdomains. The framework’s plug-and-play nature facilitates its extension to other multiphysics or multiscale problems. Furthermore, NeuroSEM is optimized for efficient execution on emerging integrated GPU-CPU architectures. This hybrid approach enhances the accuracy and efficiency of simulations, making it a powerful tool for tackling complex engineering challenges in various scientific domains.

42 ENGINEERING↗

On the Derivation of Quasi-Newton Formulas for Optimization in Function Spaces

Newton’s method is usually preferred when solving optimization problems due to its superior convergence properties compared to gradient-based or derivative-free optimization algorithms. However, deriving and computing second-order derivatives needed by Newton’s method often is not trivial and, in some cases, not possible. In such cases quasi-Newton algorithms are a great alternative. In this paper, we provide a new derivation of well-known quasi-Newton formulas in an infinite-dimensional Hilbert space setting. Furthermore, it is known that quasi-Newton update formulas are solutions to certain variational problems over the space of symmetric matrices. In this paper, we formulate similar variational problems over the space of bounded symmetric operators in Hilbert spaces. By changing the constraints of the variational problem we obtain updates (for the Hessian and Hessian inverse) not only for the Broyden-Fletcher-Goldfarb-Shanno (BFGS) quasi-Newton method but also for Davidon–Fletcher–Powell (DFP), Symmetric Rank One (SR1), and Powell-Symmetric-Broyden (PSB). In addition, for an inverse problem governed by a partial differential equation (PDE), we derive DFP and BFGS “structured” secant formulas that explicitly use the derivative of the regularization and only approximates the second derivative of the misfit term. We show numerical results that demonstrate the desired mesh-independence property and superior performance of the resulting quasi-Newton methods.

97 MATHEMATICS AND COMPUTING↗

The numerical solution of ordinary differential equations by the Taylor series method

A programming implementation of the Taylor series method is presented for solving ordinary differential equations. The compiler is written in PL/1, and the target language is FORTRAN IV. The reduction of a differential system to rational form is described along with the procedures required for automatic numerical integration. The Taylor method is compared with two other methods for a number of differential equations. Algorithms using the Taylor method to find the zeroes of a given differential equation and to evaluate partial derivatives are presented. An annotated listing of the PL/1 program which performs the reduction and code generation is given. Listings of the FORTRAN routines used by the Taylor series method are included along with a compilation of all the recurrence formulas used to generate the Taylor coefficients for non-rational functions.

Silver, A. H.↗

Surface roughness effect on finite oil journal bearings

A theoretical study of the performance of finite oil journal bearings is made, considering the surface roughness effect. The total load supporting ability under such a condition derives from the hydrodynamic as well as asperity contact pressure. These two components of load are calculated separately. The average Reynolds equation for partially lubricated surfaces is used to evaluate hydrodynamic pressure. An analytical expression for average film thickness is obtained and introduced to modify the average Reynolds equation. The resulting differential equation is then solved numerically by finite difference methods for mean hydrodynamic pressure, which in turn gives the hydrodynamic load. Assuming the surface height distribution as Gaussian, the asperity contact pressure is found. The effect of surface roughness parameter, surface pattern, eccentricity ratio, and length to diameter ratio on hydrodynamic load and on side leakage is investigated. It is shown that hydrodynamic load increases with increasing surface roughness when both journal and bearing surfaces have identical roughness structures or when the journal only has a rough surface. The trend of hydrodynamic load is reversed if the journal surface is smooth and the bearing surface is rough.

Majumdar, B. C.↗

Nonunique solutions to the transonic potential flow equation

Steinhoff and Jameson (1981) have shown that within a certain range of angle of attack and freestream Mach number, numerical solutions of the full-potential equation for flow past an airfoil are not unique. This study was mainly concerned with showing that the anomaly is inherent to the partial-differential equation governing the flow and not a result of its discrete representation. Steinhoff and Jameson conjectured that the anomaly may have a physical basis. The present investigation has two objectives. Results are to be presented which indicate that the anomaly is due to a breakdown in the potential approximation, rather than a phenomenon associated with the inviscid flowfield. The second objective is to show that the lift coefficient, predicted by the potential equation, is a smooth but multivalued function of the angle of attack.

Salas, M. D.↗

Finite-analytic numerical method for unsteady two-dimensional Navier-Stokes equations

A finite analytic (FA) numerical solution is developed for unsteady two-dimensional Navier-Stokes equations. The FA method utilizes the analytic solution in a small local element to formulate the algebraic representation of partial differential equations. The combination of linear and exponential functions that satisfy the governing equation is adopted as the boundary function, thereby improving the accuracy of the finite analytic solution. Two flows, one a starting cavity flow and the other a vortex shedding flow behind a rectangular block, are solved by the FA method. The starting square cavity flow is solved for Reynolds number of 400, 1000, and 2000 to show the accuracy and stability of the FA solution. The FA solution for flow over a rectangular block (H x H/4) predicts the Strouhal number for Reynolds numbers of 100 and 500 to be 0.156 and 0.125. Details of the flow patterns are given. In addition to streamlines and vorticity distribution, rest-streamlines are given to illustrate the vortex motion downstream of the block.

Chen, C.-J.↗

Concurrent processing in nonlinear structural stability

A concurrent processing algorithm is developed for materially nonlinear stability analysis of imperfect columns with biaxial partial rotational end restraints. The algorithm for solving the governing nonlinear ordinary differential equations is implemented on a multiprocessor computer called the 'Finite Element Machine', developed at the NASA Langley Research Center. Numerical results are obtained on up to nine concurrent processors. A substantial computational gain is achieved in using the parallel processing approach.

Darbhamulla, S. P.↗

The computation of hypersonic ionized flows in chemical and thermal nonequlibrium

A numerical method to compute a two-dimensional hypersonic flowfield that is ionized and in thermochemical nonequilibrium has been developed. Such a flowfield is described by coupled time-dependent partial differential equations for the conservation of species mass, mass-average momentum, vibrational energy of each diatomic species, electron energy, and total mass-averaged energy. The steady-state solution to these fully coupled equations is obtained using an implicit Gauss-Seidel line relaxation technique. The computed electron densities in the flowfield compare well with experimental results.

Maccormack, Robert W.↗

Least-squares finite element methods for compressible Euler equations

A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L-sq-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L-sq method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H1-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.

Jiang, Bo-Nan↗

Continuum Covariance Propagation for Understanding Variance Loss in Advective Systems

Motivated by the spurious variance loss encountered during covariance propagation in atmospheric and other large-scale data assimilation systems, we consider the problem for state dynamics governed by the continuity and related hyperbolic partial differential equations. This loss of variance has been attributed to reduced-rank representations of the covariance matrix, as in ensemble methods for example, or else to the use of dissipative numerical methods. Through a combination of analytical work and numerical experiments, we demonstrate that significant variance loss, as well as gain, typically occurs during covariance propagation, even at full rank. The cause of this unusual behavior is a discontinuous change in the continuum covariance dynamics as correlation lengths become small, for instance in the vicinity of sharp gradients in the velocity field. This discontinuity in the covariance dynamics arises from hyperbolicity: the diagonal of the kernel of the covariance operator is a characteristic surface for advective dynamics. Our numerical experiments demonstrate that standard numerical methods for evolving the state are not adequate for propagating the covariance, because16they do not capture the discontinuity in the continuum covariance dynamics as correlations lengths tend to zero. Our analytical and numerical results show that this leads to significant, spurious variance loss in certain regions, and gain in others. The results suggest that developing local covariance propagation methods designed specifically to capture covariance evolution near the diagonal may prove a useful alternative to current methods of covariance propagation.

covariance propagation↗