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An accurate method for evaluating the kernel of the integral equation relating lift to downwash in unsteady potential flow

The method is capable of generating approximations of arbitrary accuracy. It is based on approximating the algebraic part of the nonelementary integrals in the kernel by exponential functions and then integrating termwise. The exponent spacing in the approximation is a geometric sequence. The coefficients and exponent multiplier of the exponential approximation are computed by least squares so the method is completely automated. Exponential approximates generated in this manner are two orders of magnitude more accurate than the exponential approximation that is currently most often used for this purpose. The method can be used to generate approximations to attain any desired trade-off between accuracy and computing cost.

Desmarais, R. N.↗

An accurate and efficient method for evaluating the kernel of the integral equation relating pressure to normalwash in unsteady potential flow

This paper describes an accurate economical method for generating approximations to the kernel of the integral equation relating unsteady pressure to normalwash in nonplanar flow. The method is capable of generating approximations of arbitrary accuracy. It is based on approximating the algebraic part of the non elementary integrals in the kernel by exponential approximations and then integrating termwise. The exponent spacing in the approximation is a geometric sequence. The coefficients and exponent multiplier of the exponential approximation are computed by least squares so the method is completely automated. Exponential approximates generated in this manner are two orders of magnitude more accurate than the exponential approximation that is currently most often used for this purpose. Coefficients for 8, 12, 24, and 72 term approximations are tabulated in the report. Also, since the method is automated, it can be used to generate approximations to attain any desired trade-off between accuracy and computing cost.

Desmarais, R. N.↗

Opening of an interface flaw in a layered elastic half-plane under compressive loading

A static analysis is given of the problem of an elastic layer perfectly bonded, except for a frictionless interface crack, to a dissimilar elastic half-plane. The free surface of the layer is loaded by a finite pressure distribution directly over the crack. The problem is formulated using the two dimensional linear elasticity equations. Using Fourier transforms, the governing equations are converted to a pair of coupled singular integral equations. The integral equations are reduced to a set of simultaneous algebraic equations by expanding the unknown functions in a series of Jacobi polynomials and then evaluating the singular Cauchy-type integrals. The resulting equations are found to be ill-conditioned and, consequently, are solved in the least-squares sense. Results from the analysis show that, under a normal pressure distribution on the free surface of the layer and depending on the combination of geometric and material parameters, the ends of the crack can open. The resulting stresses at the crack-tips are singular, implying that crack growth is possible. The extent of the opening and the crack-top stress intensity factors depend on the width of the pressure distribution zone, the layer thickness, and the relative material properties of the layer and half-plane.

Kennedy, J. M.↗

A least-squares finite element method for 3D incompressible Navier-Stokes equations

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. The Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.

Jiang, Bo-Nan↗

GaussFit - A system for least squares and robust estimation

GaussFit is a new computer program for solving least-squares and robust estimation problems. It has a number of unique features, including a complete programming language designed especially to formulate estimation problems, a built-in compiler and interpreter to support the programming language, and a built-in algebraic manipulator for calculating the required partial derivatives analytically. These features make GaussFit very easy to use, so that even complex problems can be set up and solved with minimal effort. GaussFit can correctly handle many cases of practical interest: nonlinear models, exact constraints, correlated observations, and models where the equations of condition contain more than one observed quantity. An experimental robust estimation capability is built into GaussFit so that data sets contaminated by outliers can be handled simply and efficiently.

Jefferys, W. H.↗

Large-scale computation of incompressible viscous flow by least-squares finite element method

The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to large-scale/three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations and results in symmetric, positive definite algebraic system which can be solved effectively by simple iterative methods. The first-order velocity-Bernoulli function-vorticity formulation for incompressible viscous flows is also tested. For three-dimensional cases, an additional compatibility equation, i.e., the divergence of the vorticity vector should be zero, is included to make the first-order system elliptic. The simple substitution of the Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. To show the validity of this scheme for large-scale computation, we give numerical results for 2D driven cavity problem at Re = 10000 with 408 x 400 bilinear elements. The flow in a 3D cavity is calculated at Re = 100, 400, and 1,000 with 50 x 50 x 50 trilinear elements. The Taylor-Goertler-like vortices are observed for Re = 1,000.

Jiang, Bo-Nan↗

A conservative, consistent, and scalable meshfree mimetic method

Mimetic methods discretize divergence by restricting the Gauss theorem to mesh cells. Because point clouds lack such geometric entities, construction of a compatible meshfree divergence remains a challenge. In this work, we define an abstract Meshfree Mimetic Divergence (MMD) operator on point clouds by contraction of field and virtual face moments. This MMD satisfies a discrete divergence theorem, provides a discrete local conservation principle, and is first-order accurate. We consider two MMD instantiations. The first one assumes a background mesh and uses generalized moving least squares (GMLS) to obtain the necessary field and face moments. This MMD instance is appropriate for settings where a mesh is available but its quality is insufficient for a robust and accurate mesh-based discretization. The second MMD operator retains the GMLS field moments but defines virtual face moments using computationally efficient weighted graph-Laplacian equations. This MMD instance does not require a background grid and is appropriate for applications where mesh generation creates a computational bottleneck. It allows one to trade an expensive mesh generation problem for a scalable algebraic one, without sacrificing compatibility with the divergence operator. We demonstrate the approach by using the MMD operator to obtain a virtual finite-volume discretization of conservation laws on point clouds. Finally, numerical results in the paper confirm the mimetic properties of the method and show that it behaves similarly to standard finite volume methods.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Acoustooptic linear algebra processors - Architectures, algorithms, and applications

Architectures, algorithms, and applications for systolic processors are described with attention to the realization of parallel algorithms on various optical systolic array processors. Systolic processors for matrices with special structure and matrices of general structure, and the realization of matrix-vector, matrix-matrix, and triple-matrix products and such architectures are described. Parallel algorithms for direct and indirect solutions to systems of linear algebraic equations and their implementation on optical systolic processors are detailed with attention to the pipelining and flow of data and operations. Parallel algorithms and their optical realization for LU and QR matrix decomposition are specifically detailed. These represent the fundamental operations necessary in the implementation of least squares, eigenvalue, and SVD solutions. Specific applications (e.g., the solution of partial differential equations, adaptive noise cancellation, and optimal control) are described to typify the use of matrix processors in modern advanced signal processing.

Casasent, D.↗

Initial OSSE Sky Survey Observation: Deep Survey in the Virgo Region

The OSSE Virgo survey covered about 1% of the sky, using eight weeks of observing time on the Compton Gamma Ray Observatory, and was performed in conjunction with the EGRET and COMPTEL instruments on CGRO. A fundamental aspect of the survey was the development of data reduction techniques for the scanning data from the OSSE detectors. A direct algebraic approach for spatially deconvolving the data was developed. For the survey work, no background observations isolated from the survey region were acquired, unlike normal discrete source observations. The survey, reduction method covers the mapped region with a grid of pixels, and estimates the flux from each pixel by least-squares agreement with the data, assuming positivity constraints. This technique has led to the detection of compact sources at hard X-ray energies within the Virgo region, and the OSSE survey studies have been extended to the south galactic pole and north Ecliptic pole, with similar analysis techniques.

Cameron, Robert↗

GentenMPI: Distributed Memory Sparse Tensor Decomposition

GentenMPl is a toolkit of sparse canonical polyadic (CP) tensor decomposition algorithms that is designed to run effectively on distributed-memory high-performance computers. Its use of distributed-memory parallelism enables it to efficiently decompose tensors that are too large for a single compute node's memory. GentenMPl leverages Sandia's decades-long investment in the Trilinos solver framework for much of its parallel-computation capability. Trilinos contains numerical algorithms and linear algebra classes that have been optimized for parallel simulation of complex physical phenomena. This work applies these tools to the data science problem of sparse tensor decomposition. In this report, we describe the use of Trilinos in GentenMPl, extensions needed for sparse tensor decomposition, and implementations of the CP-ALS (CP via alternating least squares) and GCP-SGD (generalized CP via stochastic gradient descent) sparse tensor decomposition algorithms. We show that GentenMPl can decompose sparse tensors of extreme size, e.g., a 12.6-terabyte tensor on 8192 computer cores. We demonstrate that the Trilinos backbone provides good strong and weak scaling of the tensor decomposition algorithms.

97 MATHEMATICS AND COMPUTING↗

A least-squares finite element method for incompressible Navier-Stokes problems

A least-squares finite element method, based on the velocity-pressure-vorticity formulation, is developed for solving steady incompressible Navier-Stokes problems. This method leads to a minimization problem rather than to a saddle-point problem by the classic mixed method, and can thus accommodate equal-order interpolations. This method has no parameter to tune. The associated algebraic system is symmetric, and positive definite. Numerical results for the cavity flow at Reynolds number up to 10,000 and the backward-facing step flow at Reynolds number up to 900 are presented.

Jiang, Bo-Nan↗

A least-squares finite element method for incompressible Navier-Stokes problems

A least-squares finite element method, based on the velocity-pressure-vorticity formulation, is developed for solving steady incompressible Navier-Stokes problems. This method leads to a minimization problem rather than to a saddle-point problem by the classic mixed method and can thus accommodate equal-order interpolations. This method has no parameter to tune. The associated algebraic system is symmetric, and positive definite. Numerical results for the cavity flow at Reynolds number up to 10,000 and the backward-facing step flow at Reynolds number up to 900 are presented.

Jiang, Bo-Nan↗

Concerning an application of the method of least squares with a variable weight matrix

An estimate of a state vector for a physical system when the weight matrix in the method of least squares is a function of this vector is considered. An iterative procedure is proposed for calculating the desired estimate. Conditions for the existence and uniqueness of the limit of this procedure are obtained, and a domain is found which contains the limit estimate. A second method for calculating the desired estimate which reduces to the solution of a system of algebraic equations is proposed. The question of applying Newton's method of tangents to solving the given system of algebraic equations is considered and conditions for the convergence of the modified Newton's method are obtained. Certain properties of the estimate obtained are presented together with an example.

Sukhanov, A. A.↗

Frequency analysis via the method of moment functionals

Several variants are presented of a linear-in-parameters least squares formulation for determining the transfer function of a stable linear system at specified frequencies given a finite set of Fourier series coefficients calculated from transient nonstationary input-output data. The basis of the technique is Shinbrot's classical method of moment functionals using complex Fourier based modulating functions to convert a differential equation model on a finite time interval into an algebraic equation which depends linearly on frequency-related parameters.

Pearson, A. E.↗

Frequency analysis via the method of moment functionals

Several variants are presented of a linear-in-parameters least squares formulation for determining the transfer function of a stable linear system at specified frequencies given a finite set of Fourier series coefficients calculated from transient nonstationary input-output data. The basis of the technique is Shinbrot's classical method of moment functionals using complex Fourier based modulating functions to convert a differential equation model on a finite time interval into an algebraic equation which depends linearly on frequency-related parameters.

Pearson, A. E.↗

Likelihood Maximization and Moment Matching in Low SNR Gaussian Mixture Models

We derive an asymptotic expansion for the log-likelihood of Gaussian mixture models (GMMs) with equal covariance matrices in the low signal-to-noise regime. The expansion reveals an intimate connection between two types of algorithms for parameter estimation: the method of moments and likelihood optimizing algorithms such as Expectation-Maximization (EM). We show that likelihood optimization in the low SNR regime reduces to a sequence of least squares optimization problems that match the moments of the estimate to the ground truth moments one by one. This connection is a stepping stone towards the analysis of EM and maximum likelihood estimation in a wide range of models. A motivating application for the study of low SNR mixture models is cryo-electron microscopy data, which can be modeled as a GMM with algebraic constraints imposed on the mixture centers. We discuss the application of our expansion to algebraically constrained GMMs, among other example models of interest. © 2022 The Authors. Communications on Pure and Applied Mathematics published by Wiley Periodicals LLC.

97 MATHEMATICS AND COMPUTING↗

Development of a steady potential solver for use with linearized, unsteady aerodynamic analyses

A full potential steady flow solver (SFLOW) developed explicitly for use with an inviscid unsteady aerodynamic analysis (LINFLO) is described. The steady solver uses the nonconservative form of the nonlinear potential flow equations together with an implicit, least squares, finite difference approximation to solve for the steady flow field. The difference equations were developed on a composite mesh which consists of a C grid embedded in a rectilinear (H grid) cascade mesh. The composite mesh is capable of resolving blade to blade and far field phenomena on the H grid, while accurately resolving local phenomena on the C grid. The resulting system of algebraic equations is arranged in matrix form using a sparse matrix package and solved by Newton's method. Steady and unsteady results are presented for two cascade configurations: a high speed compressor and a turbine with high exit Mach number.

Hoyniak, Daniel↗

A critical analysis of the accuracy of several numerical techniques for combustion kinetic rate equations

A detailed analysis of the accuracy of several techniques recently developed for integrating stiff ordinary differential equations is presented. The techniques include two general-purpose codes EPISODE and LSODE developed for an arbitrary system of ordinary differential equations, and three specialized codes CHEMEQ, CREK1D, and GCKP4 developed specifically to solve chemical kinetic rate equations. The accuracy study is made by application of these codes to two practical combustion kinetics problems. Both problems describe adiabatic, homogeneous, gas-phase chemical reactions at constant pressure, and include all three combustion regimes: induction, heat release, and equilibration. To illustrate the error variation in the different combustion regimes the species are divided into three types (reactants, intermediates, and products), and error versus time plots are presented for each species type and the temperature. These plots show that CHEMEQ is the most accurate code during induction and early heat release. During late heat release and equilibration, however, the other codes are more accurate. A single global quantity, a mean integrated root-mean-square error, that measures the average error incurred in solving the complete problem is used to compare the accuracy of the codes. Among the codes examined, LSODE is the most accurate for solving chemical kinetics problems. It is also the most efficient code, in the sense that it requires the least computational work to attain a specified accuracy level. An important finding is that use of the algebraic enthalpy conservation equation to compute the temperature can be more accurate and efficient than integrating the temperature differential equation.

Radhadrishnan, Krishnan↗