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At least 505 records · Page 28

Snell Envelope with Small Probability Criteria

We present a new algorithm to compute the Snell envelope in the specific case where the criteria to optimize is associated with a small probability or a rare event. This new approach combines the Stochastic Mesh approach of Broadie and Glasserman with a particle approximation scheme based on a specific change of measure designed to concentrate the computational effort in regions pointed out by the criteria. The theoretical analysis of this new algorithm provides non asymptotic convergence estimates. Finally, the numerical tests confirm the practical interest of this approach.

97 MATHEMATICS AND COMPUTING↗

Fast Multilevel Solvers for a Class of Discrete Fourth Order Parabolic Problems

In this paper, we study fast iterative solvers for the solution of fourth order parabolic equations discretized by mixed finite element methods. We propose to use consistent mass matrix in the discretization and use lumped mass matrix to construct efficient preconditioners. We provide eigenvalue analysis for the preconditioned system and estimate the convergence rate of the preconditioned GMRes method. Furthermore, we show that these preconditioners only need to be solved inexactly by optimal multigrid algorithms. Our numerical examples indicate that the proposed preconditioners are very efficient and robust with respect to both discretization parameters and diffusion coefficients. We also investigate the performance of multigrid algorithms with either collective smoothers or distributive smoothers when solving the preconditioner systems.

97 MATHEMATICS AND COMPUTING↗

The parameter choice rules for weighted Tikhonov regularization scheme

The well-known approach to solve the ill-posed problem is Tikhonov regularization scheme. But, the approximate solution of Tikhonov scheme may not contain all the details of the exact solution. To circumference this problem, weighted Tikhonov regularization has been introduced. In this article, we propose two a posteriori parameter choice rules to choose the regularization parameter for weighted Tikhonov regularization and establish the optimal rate of convergence O(δ{sup ((α+1)/(α+2))}) for the scheme based on these proposed rules. The numerical results are documented to demonstrate the significance of the theoretical results.

97 MATHEMATICS AND COMPUTING↗

Numerical study of a smoothing algorithm for the complementarity system over the second-order cone

This paper deals with the complementarity system over the second-order cone (denoted by CSSOC) which contains a wide class of problems. We extend a class of regularized Chen–Harker–Kanzow–Smale smoothing functions studied by Huang and Sun (Appl Math Optim 52:237–262, 2005) for the linear complementarity problem to the CSSOC. Based on this class of functions, we propose a smoothing algorithm for solving the CSSOC. Under weak assumptions, we prove that the proposed algorithm has global and local quadratic convergence. The proposed algorithm is different from existing smoothing algorithms for solving the CSSOC because it adopts a new nonmonotone line search rule. In addition, our algorithm solves a new equation reformulation of the CSSOC. Numerical experiments indicate that the proposed algorithm is quite effective.

97 MATHEMATICS AND COMPUTING↗

Conservative tightly-coupled simulations of stochastic multiscale systems

Multiphysics problems often involve components whose macroscopic dynamics is driven by microscopic random fluctuations. The fidelity of simulations of such systems depends on their ability to propagate these random fluctuations throughout a computational domain, including subdomains represented by deterministic solvers. When the constituent processes take place in nonoverlapping subdomains, system behavior can be modeled via a domain-decomposition approach that couples separate components at the interfaces between these subdomains. Its coupling algorithm has to maintain a stable and efficient numerical time integration even at high noise strength. We propose a conservative domain-decomposition algorithm in which tight coupling is achieved by employing either Picard's or Newton's iterative method. Coupled diffusion equations, one of which has a Gaussian white-noise source term, provide a computational testbed for analysis of these two coupling strategies. Fully-converged (“implicit”) coupling with Newton's method typically outperforms its Picard counterpart, especially at high noise levels. This is because the number of Newton iterations scales linearly with the amplitude of the Gaussian noise, while the number of Picard iterations can scale superlinearly. At large time intervals between two subsequent inter-solver communications, the solution error for single-iteration (“explicit”) Picard's coupling can be several orders of magnitude higher than that for implicit coupling. Increasing the explicit coupling's communication frequency reduces this difference, but the resulting increase in computational cost can make it less efficient than implicit coupling at similar levels of solution error, depending on the communication frequency of the latter and the noise strength. This trend carries over into higher dimensions, although at high noise strength explicit coupling may be the only computationally viable option.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Efficient Measurement-Driven Eigenenergy Estimation with Classical Shadows

Quantum algorithms exploiting real-time evolution under a target Hamiltonian have demonstrated remarkable efficiency in extracting key spectral information. However, the broader potential of these methods, particularly beyond ground-state calculations, is underexplored. In this work, we introduce the framework of multiobservable dynamic mode decomposition (MODMD), which combines the observable dynamic mode decomposition (DMD), a measurement-driven eigensolver tailored for near-term implementation, with classical shadow tomography. MODMD leverages random scrambling in the classical shadow technique to construct, with exponentially reduced resource requirements, a signal subspace that encodes rich spectral information. Notably, we replace typical Hadamard-test circuits with a protocol designed to predict low-rank observables, thereby broadening the use of classical shadow tomography for predicting many low-rank observables. We establish theoretical guarantees on the spectral approximation from MODMD, taking into account distinct sources of error. In the ideal case, we prove that the spectral error scales as exp (−Δ⁢𝐸⁢𝑡 max ), where Δ⁢𝐸 is the Hamiltonian spectral gap and 𝑡 max is the maximal simulation time. This analysis provides a rigorous justification of the rapid convergence observed across simulations. To demonstrate the utility of our framework, we consider its application to fundamental tasks, such as determining the low-lying, i.e., ground or excited, energies of representative many-body systems. Our work paves the path for efficient designs of measurement-driven algorithms on near-term and early fault-tolerant quantum devices.

quantum algorithms & computation↗

Near-field radiative heat transfer between irregularly shaped dielectric particles modeled with the discrete system Green's function method

Near-field radiative heat transfer (NFRHT) between irregularly shaped dielectric particles made of SiO 2 and morphology characterized by Gaussian random spheres is studied. Particles are modeled using the discrete system Green's function (DSGF) approach, which is a volume integral numerical method based on fluctuational electrodynamics. This method is applicable to finite, three-dimensional objects, and all system interactions are defined independent of thermal excitation by a generalized system Green's function. The DSGF method is deemed suitable to model NFRHT between irregularly shaped particles after verification against the analytical solution for chains of two and three SiO 2 spheres. The NFRHT results reveal that geometric irregularity in particles leads to a reduction of the total conductance from that of comparable perfect spheres at vacuum separation distances smaller than the particle size, a regime in which NFRHT is a surface phenomenon. At vacuum separation distances larger than the particle size, NFRHT becomes a volumetric process, and the total conductance between irregularly shaped particles converges to that of comparable perfect spheres. Spectral analysis reveals, however, that particle irregularity leads to damping and broadening of resonances at all separation distances, thereby highlighting the importance of the DSGF method for spectral engineering in the near field. The reduced spectral coherence when particle size is larger than the vacuum separation distance is attributed to coupling of surface phonon-polaritons within the randomly generated, distorted particle features. For particle size smaller than the vacuum separation distance, resonance broadening and damping are linked with the multiple localized surface phonon modes supported by the composite spherical harmonic morphologies of the Gaussian random spheres. In conclusion, this paper has direct implications for thermal management of packed particle systems, with applications in radiative property control, electronics, energy conversion, and nanomanufacturing.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

Verification assessment of piston boundary conditions for Lagrangian simulation of compressible flow similarity solutions

This work is concerned with the use of similarity solutions of the compressible flow equations as benchmarks or verification test problems for finite-volume compressible flow simulation software. In practice, this effort can be complicated by the infinite spatial/temporal extent of many candidate solutions or “test problems.” Methods can be devised with the intention of ameliorating this inconsistency with the finite nature of computational simulation; the exact strategy will depend on the code and problem archetypes under investigation. For example, self-similar shock wave propagation can be represented in Lagrangian compressible flow simulations as rigid boundary-driven flow, even if no such “piston” is present in the counterpart mathematical similarity solution. The purpose of this work is to investigate in detail the methodology of representing self-similar shock wave propagation as a piston-driven flow in the context of various test problems featuring simple closed-form solutions of infinite spatial/temporal extent. The closed-form solutions allow for the derivation of similarly closed-form piston boundary conditions (BCs) for use in Lagrangian compressible flow solvers. Finally, the consequences of utilizing these BCs (as opposed to directly initializing the self-similar solution in a computational spatial grid) are investigated in terms of common code verification analysis metrics (e.g., shock strength/position errors and global convergence rates).

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

MATTER IN THE BEAM: WEAK LENSING, SUBSTRUCTURES, AND THE TEMPERATURE OF DARK MATTER

Warm dark matter (WDM) models offer an attractive alternative to the current cold dark matter (CDM) cosmological model. We present a novel method to differentiate between WDM and CDM cosmologies, namely, using weak lensing; this provides a unique probe as it is sensitive to all of the “matter in the beam,” not just dark matter haloes and the galaxies that reside in them, but also the diffuse material between haloes. We compare the weak lensing maps of CDM clusters to those in a WDM model corresponding to a thermally produced 0.5 keV dark matter particle. Our analysis clearly shows that the weak lensing magnification, convergence, and shear distributions can be used to distinguish between CDM and WDM models. WDM models increase the probability of weak magnifications, with the differences being significant to ≳5 σ , while leaving no significant imprint on the shear distribution. WDM clusters analyzed in this work are more homogeneous than CDM ones, and the fractional decrease in the amount of material in haloes is proportional to the average increase in the magnification. This difference arises from matter that would be bound in compact haloes in CDM being smoothly distributed over much larger volumes at lower densities in WDM. Moreover, the signature does not solely lie in the probability distribution function but in the full spatial distribution of the convergence field.

79 ASTRONOMY AND ASTROPHYSICS↗

ELUCID—Exploring the Local Universe with the reConstructed Initial Density Field. II. Reconstruction Diagnostics, Applied to Numerical Halo Catalogs

The ELUCID project aims to build a series of realistic cosmological simulations that reproduce the spatial and mass distributions of the galaxies as observed in the Sloan Digital Sky Survey. This requires powerful reconstruction techniques to create constrained initial conditions (ICs). We test the reconstruction method by applying it to several N -body simulations. We use two medium-resolution simulations, which each produced three additional constrained N -body simulations. We compare the resulting friend-of-friend catalogs by using the particle indexes as tracers, and quantify the quality of the reconstruction by varying the main smoothing parameter. The cross-identification method we use proves to be efficient, and the results suggest that the most massive reconstructed halos are effectively traced from the same Lagrangian regions in the ICs. A preliminary time-dependence analysis indicates that high-mass-end halos converge only at a redshift close to the reconstruction redshift. This suggests that, for earlier snapshots, only collections of progenitors may be effectively cross-identified.

79 ASTRONOMY AND ASTROPHYSICS↗

Analysis of complex elastic structures by a Rayleigh-Ritz component modes method using Lagrange multipliers

The free vibrations of elastic structures of arbitrary complexity were analyzed in terms of their component modes. The method was based upon the use of the normal unconstrained modes of the components in a Rayleigh-Ritz analysis. The continuity conditions were enforced by means of Lagrange Multipliers. Examples of the structures considered are: (1) beams with nonuniform properties; (2) airplane structures with high or low aspect ratio lifting surface components; (3) the oblique wing airplane; and (4) plate structures. The method was also applied to the analysis of modal damping of linear elastic structures. Convergence of the method versus the number of modes per component and/or the number of components is discussed and compared to more conventional approaches, ad-hoc methods, and experimental results.

Klein, L. R.↗

Aerospace engineering design by systematic decomposition and multilevel optimization

A method for systematic analysis and optimization of large engineering systems, by decomposition of a large task into a set of smaller subtasks that is solved concurrently is described. The subtasks may be arranged in hierarchical levels. Analyses are carried out in each subtask using inputs received from other subtasks, and are followed by optimizations carried out from the bottom up. Each optimization at the lower levels is augmented by analysis of its sensitivity to the inputs received from other subtasks to account for the couplings among the subtasks in a formal manner. The analysis and optimization operations alternate iteratively until they converge to a system design whose performance is maximized with all constraints satisfied. The method, which is still under development, is tentatively validated by test cases in structural applications and an aircraft configuration optimization.

Sobieszczanski-Sobieski, J.↗

Automated mesoscale winds derived from GOES multispectral imagery

An automated technique for extracting mesoscale winds from sequences of GOES VISSR image pairs was developed, tested and configured for quasi-real time/research applications on a computing system which gives mesoscale wind estimates at the highest spatial/temporal resolution possible from the VISSR imagery down to a wind vector separation of 10 km. Preprocessing of imagery using IR resampling, VIS edge preserving filtering, and reduced VIS resolution averaging improved height assignments and vector extraction for 10, 15, and 30 min imagery. An objective quality control system provides much greater than 99% accuracy in eliminating questionable wind estimates. Automated winds generally have better spatial coverage and density, and have random error estimates half as large as the manual winds. Dynamical analysis of cloud wind divergence revealed temporally consistent convergence centers on the meso beta scale that are highly correlated with on going and future developing convective storms. The entire system of computer codes was successfully vectorized for execution on an array processor resulting in job turnaround in less than one hour.

Wilson, G. S.↗

Aerospace engineering design by systematic decomposition and multilevel optimization

This paper describes a method for systematic analysis and optimization of large engineering systems, e.g., aircraft, by decomposition of a large task into a set of smaller, self-contained subtasks that can be solved concurrently. The subtasks may be arranged in many hierarchical levels with the assembled system at the top level. Analyses are carried out in each subtask using inputs received from other subtasks, and are followed by optimizations carried out from the bottom up. Each optimization at the lower levels is augmented by analysis of its sensitivity to the inputs received from other subtasks to account for the couplings among the subtasks in a formal manner. The analysis and optimization operations alternate iteratively until they converge to a system design whose performance is maximized with all constraints satisfied. The method, which is still under development, is tentatively validated by test cases in structural applications and an aircraft configuration optimization. It is pointed out that the method is intended to be compatible with the typical engineering organization and the modern technology of distributed computing.

Sobieszczanski-Sobieski, J.↗

Magnetic flipping - Reconnection in three dimensions without null points

In three dimensions, magnetic reconnection may take place in a sheared magnetic field at any singular field line, where the nearby field has X-type topology in planes perpendicular to the field line and where an electric field is present parallel to the field line. In the ideal region around the singular line there will, in general, be singularities in the plasma flow and electric field, both at the singular line and at 'magnetic flipping layers', which are remnants of local magnetic separatrices. In the absence of a three-dimensional magnetic neutral point or null point, reconnection of field lines can still occur by a process of magnetic flipping, in which the plasma crosses the flipping layers but the field lines rapidly flip along them by magnetic diffusion. Depending on the boundary conditions, there may be two or four flipping layers which converge on the singular line. A boundary layer analysis of a flipping layer is given, in which the magnetic field parallel to the layer decreases as one crosses it while the plasma pressure (or magnetic pressure associated with the field along the singular line) increases. The width of the flipping layer decreases with distance from the singular line.

Priest, E. R.↗

Comparison between global latent heat flux computed from multisensor (SSM/I and AVHRR) and from in situ data

Comprehensive Ocean-Atmosphere Data Set (COADS) and satellite-derived parameters are input to a similarity theory-based model and treated in completely equivalent ways to compute global latent heat flux (LHF). In order to compute LHF exclusively from satellite measurements, an empirical relationship (Q-W relationship) is used to compute the air mixing ratio from Special Sensor Microwave/Imager (SSM/I) precipitable water W and a new one is derived to compute the air temperature also from retrieved W(T-W relationship). First analyses indicate that in situ and satellite LHF computations compare within 40%, but systematic errors increase the differences up to 100% in some regions. By investigating more closely the origin of the discrepancies, the spatial sampling of ship reports has been found to be an important source of error in the observed differences. When the number of in situ data records increases (more than 20 per month), the agreement is about 50 W/sq m rms (40 W/sq m rms for multiyear averages). Limitations of both empirical relationships and W retrieval errors strongly affect the LHF computation. Systematic LHF overestimation occurs in strong subsidence regions and LHF underestimation occurs within surface convergence zones and over oceanic upwelling areas. The analysis of time series of the different parameters in these regions confirms that systematic LHF discrepancies are negatively correlated with the differences between COADS and satellite-derived values of the air mixing ratio and air temperature. To reduce the systematic differences in satellite-derived LHF, a preliminary ship-satellite blending procedure has been developed for the air mixing ratio and air temperature.

Jourdan, Didier↗

Small Business Innovations (Helicopters)

The amount of engine power required for a helicopter to hover is an important, but difficult, consideration in helicopter design. The EHPIC program model produces converged, freely distorted wake geometries that generate accurate analysis of wake-induced downwash, allowing good predictions of rotor thrust and power requirements. Continuum Dynamics, Inc., the Small Business Innovation Research (SBIR) company that developed EHPIC, also produces RotorCRAFT, a program for analysis of aerodynamic loading of helicopter blades in forward flight. Both helicopter codes have been licensed to commercial manufacturers.

Source record↗

Bounded Linear Stability Margin Analysis of Nonlinear Hybrid Adaptive Control

This paper presents a bounded linear stability analysis for a hybrid adaptive control that blends both direct and indirect adaptive control. Stability and convergence of nonlinear adaptive control are analyzed using an approximate linear equivalent system. A stability margin analysis shows that a large adaptive gain can lead to a reduced phase margin. This method can enable metrics-driven adaptive control whereby the adaptive gain is adjusted to meet stability margin requirements.

Nguyen, Nhan T.↗