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At least 55 records · Page 3

On a theory of stability for nonlinear stochastic chemical reaction networks

We present elements of a stability theory for small, stochastic, nonlinear chemical reaction networks. Steady state probability distributions are computed with zero-information (ZI) closure, a closure algorithm that solves chemical master equations of small arbitrary nonlinear reactions. Stochastic models can be linearized around the steady state with ZI-closure, and the eigenvalues of the Jacobian matrix can be readily computed. Eigenvalues govern the relaxation of fluctuation autocorrelation functions at steady state. Autocorrelation functions reveal the time scales of phenomena underlying the dynamics of nonlinear reaction networks. In accord with the fluctuation-dissipation theorem, these functions are found to be congruent to response functions to small perturbations. Significant differences are observed in the stability of nonlinear reacting systems between deterministic and stochastic modeling formalisms.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Pin-by-Pin Core Calculation with an NEM-Based Two-Level Hybrid CMFD Algorithm

In the near future, systematic pin-by-pin core calculations are expected to provide a high level of accuracy. These are being developed in pursuit of high-fidelity tools for analyzing the reactor configurations. One such tool that has recently gained significant attention is the pin-by-pin core calculation via local-global iteration using nonlinear acceleration scheme, such as the One-Node CMFD (Coarse-Mesh Finite Difference) nonlinear algorithm. The One-Node CMFD method uses two correction factors to preserve the interface current, in contrast to the one correction term employed by conventional nonlinear iterative methods such as that proposed by Kord. S. Smith. These correction factors are updated with surface flux and net current which are obtained from a high order local problem. With two correction factors, One-Node CMFD can reduce computing time of local FMFD (Fine-Mesh Finite Difference) as it nonlinearly couples the CMFD and FMFD methods in global-local iterations. Nonetheless, very small mesh size is still required and it consequently requires long computing time for high accuracy. As such, a more flexible approach is needed to address this challenge. This paper presents one such possible approach named the hCMFD (Hybrid CMFD) method. In this method, One-Node CMFD is used to solve the global problem, while Two-Node NEM (Nodal Expansion Method) CMFD replaces FMFD as the solver for the local problem. In this paper, two kinds of CMFD methods has been simultaneously implemented for a global-local nonlinear iteration in order to do pin-by-pin heterogeneous reactor calculations. The global problem is solved by a one-node CMFD which uses two correction factors, while the local fixed-source problem is solved by the conventional two-node NEM CMFD which use one correction factor on a surface. From solution of the global eigenvalue problem, incoming partial current is obtained and it is used as boundary condition of the local fixed-source problems. It has been shown that over 99% of the whole calculations can be done in parallel with the new CMFD method for 2-D problems and the algorithm can be easily parallelized by using the OpenMP parallel scheme. The hCMFD method will enable an efficient pin-by-pin reactor analysis since a very efficient parallel calculation is possible with the hCMFD method. In future works, the hCMFD method will be extended to three-dimensional reactor problem. (authors)

22 GENERAL STUDIES OF NUCLEAR REACTORS↗

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗

Interplay between parity-time symmetry, supersymmetry, and nonlinearity: An analytically tractable case example

In the present work, we combine the notion of parity-time (PT) symmetry with that of supersymmetry (SUSY) for a prototypical case example with a complex potential that is related by SUSY to the so-called Pöschl-Teller potential which is real. Not only are we able to identify and numerically confirm the eigenvalues of the relevant problem, but we also show that the corresponding nonlinear problem, in the presence of an arbitrary power-law nonlinearity, has an exact bright soliton solution that can be analytically identified and has intriguing stability properties, such as an oscillatory instability, which is absent for the corresponding solution of the regular nonlinear Schrödinger equation with arbitrary power-law nonlinearity. The spectral properties and dynamical implications of this instability are examined. Furthermore, we believe that these findings may pave the way toward initiating a fruitful interplay between the notions of PT symmetry, supersymmetric partner potentials, and nonlinear interactions.

97 MATHEMATICS AND COMPUTING↗

A non-modal analytical method to predict turbulent properties applied to the Hasegawa-Wakatani model

Linear eigenmode analysis often fails to describe turbulence in model systems that have non-normal linear operators and thus nonorthogonal eigenmodes, which can cause fluctuations to transiently grow faster than expected from eigenmode analysis. When combined with energetically conservative nonlinear mode mixing, transient growth can lead to sustained turbulence even in the absence of eigenmode instability. Since linear operators ultimately provide the turbulent fluctuations with energy, it is useful to define a growth rate that takes into account non-modal effects, allowing for prediction of energy injection, transport levels, and possibly even turbulent onset in the subcritical regime. We define such a non-modal growth rate using a relatively simple model of the statistical effect that the nonlinearities have on cross-phases and amplitude ratios of the system state variables. In particular, we model the nonlinearities as delta-function-like, periodic forces that randomize the state variables once every eddy turnover time. Furthermore, we estimate the eddy turnover time to be the inverse of the least stable eigenmode frequency or growth rate, which allows for prediction without nonlinear numerical simulation. We test this procedure on the 2D and 3D Hasegawa-Wakatani model [A. Hasegawa and M. Wakatani, Phys. Rev. Lett. 50, 682 (1983)] and find that the non-modal growth rate is a good predictor of energy injection rates, especially in the strongly non-normal, fully developed turbulence regime.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Stability analysis of inflation with an SU(2) gauge field

We study anisotropic cosmologies of a scalar field interacting with an SU(2) gauge field via a gauge-kinetic coupling. We analyze Bianchi class A models, which include Bianchi type I, II, VI{sub 0}, VII{sub 0}, VIII and IX. The linear stability of isotropic inflationary solution with background magnetic field is shown, which generalizes the known results for U(1) gauge fields. We also study anisotropic inflationary solutions, all of which turn out to be unstable. Then nonlinear stability for the isotropic inflationary solution is examined by numerically investigating the dependence of the late-time behaviour on the initial conditions. We present a number of novel features that may well affect physical predictions and viability of the models. First, in the absence of spatial curvature, strong initial anisotropy leads to a rapid oscillation of gauge field, thwarting convergence to the inflationary attractor. Secondly, the inclusion of spatial curvature destabilizes the oscillatory attractor and the global stability of the isotropic inflation with gauge field is restored. Finally, based on the numerical evidence combined with the knowledge of the eigenvalues for various inflationary solutions, we give a generic lower-bound for the duration of transient anisotropic inflation, which is inversely proportional to the slow-roll parameter.

79 ASTRONOMY AND ASTROPHYSICS↗

Topology optimization of 3D photonic crystals with complete bandgaps

The design of photonic crystals with complete bandgaps has recently received considerable research focus for numerous reasons. This work leverages well-known nonlinear programming techniques to alleviate the non-smoothness caused by degenerate eigenvalues such that topology optimization problems can be solved with the open-source IPOPT software. A fully-vectorial plane wave expansion technique is used with an iterative eigensolver to efficiently predict dispersion properties of candidate structures. Nonlinear programming is employed to solve the inverse problem of designing three-dimensional periodic structures that exhibit complete two-dimensional (2D) and three-dimensional (3D) photonic bandgaps. Mesh refinement is performed to alleviate the large computational burden of designing and analyzing photonic crystals, and a periodic density filter is implemented to impose a minimum feature size for manufacturability considerations.

97 MATHEMATICS AND COMPUTING↗

Stochastic Schrödinger evolution over piecewise enlarged filtrations

This paper constructs a nonlinear filtering framework that admits appearances of new information processes at random times by introducing piecewise enlargements of filtrations and proposes a new energy-based Schrodinger evolution expressed as a stochastic differential equation on a complex Hilbert space. Each information process is modeled as the sum of a random variable taking the eigenvalues of a Hamiltonian and an independent Brownian bridge noise. It is shown that under a piecewise enlarged filtration, the wave function is a jump-diffusion process until it collapses at some terminal time. In between discontinuities, the dynamics of the state vector are governed by different Wiener processes and diffusion coefficients. This motivates the introduction of an inclusive chain of Kolmogorov probability spaces or a *-isomorphic chain of commutative von Neumann probability spaces, on which the quantum system evolves differently based on the number of active information processes. The expectation of the Hamiltonian at a given state is the solution of a second-order nonlinear differential equation determined by one of the possible regimes that the quantum system belongs to. It is shown that the collapse rate is a submartingale with positive jumps and the Shannon entropy process is a supermartingale with expected negative jumps when passing to higher-order probability spaces. The framework is extended to the case when the Hamiltonian is modeled as a function of a set of commutative operators, where each operator is associated with a different piecewise enlarged filtration.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stability analysis of nonlinear two-grid method for multigroup neutron diffusion problems

We present theoretical analysis of a nonlinear acceleration method for solving multigroup neutron diffusion problems. This method is formulated with two energy grids that are defined by (i) fine-energy groups structure and (ii) coarse grid with just a single energy group. The coarse-grid equations are derived by averaging of the multigroup diffusion equations over energy. The method uses a nonlinear prolongation operator. We perform stability analysis of iteration algorithms for inhomogeneous (fixed-source) and eigenvalue neutron diffusion problems. To apply Fourier analysis the equations of the method are linearized about solutions of infinite-medium problems. The developed analysis enables us to predict convergence properties of this two-grid method in different types of problems. Numerical results of problems in 2D Cartesian geometry are presented to confirm theoretical predictions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Pseudodiagonalization Method for Accelerating Nonlinear Subspace Diagonalization in Density Functional Theory

In density functional theory, each self-consistent field (SCF) nonlinear step updates the discretized Kohn-Sham orbitals by solving a linear eigenvalue problem. The concept of pseudodiagonalization is to solve this linear eigenvalue problem approximately, and specifically utilizing a method involving a small number of Jacobi rotations that takes advantage of the good initial guess to the solution given by the approximation to the orbitals from the previous SCF iteration. The approximate solution to the linear eigenvalue problem can be very rapid, particularly for those steps near SCF convergence. Here, we adapt pseudodiagonalization to finite-temperature and metallic systems, where partially-occupied orbitals must be individually resolved with some accuracy. We apply pseudodiagonalization to the subspace eigenvalue problem that arises in Chebyshev-filtered subspace iteration. In tests on metallic and other systems for a range of temperatures, we show that pseudodiagonalization achieves similar rates of SCF convergence to exact diagonalization.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

A solvable model of a nonlinear extension of quantum mechanics

We introduce a particular nonlinear generalization of quantum mechanics which has the property that it is exactly solvable in terms of the eigenvalues and eigenfunctions of the Hamiltonian of the usual linear quantum mechanics problem. Here, we hope that this simple example will elucidate some of the issues of interpreting nonlinear generalization of quantum mechanics that have been put forth to resolve questions about quantum measurement theory.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Applying Nonlinear Diffusion Acceleration to Fixed-Source Problems with Anisotropic Scattering - Paper 15

Work over the last several years has demonstrated the impressive performance gains that can be attained by using Moment-Based Acceleration (MBA), or High-Order/Low-Order (HOLO), methods in a variety of transport applications. In the field of neutronics, Nonlinear Diffusion Acceleration (NDA) has been used to accelerate the solution to the fixed-source problem and the k-eigenvalue problem. These methods efficiently move a major portion of the computational work out of the full phase-space (high-order (HO)) domain into a reduced phase-space (low-order (LO)) setting. In previous implementations, NDA has only been applied to isotropic scattering problems. In this paper, we will extend this methodology to anisotropic scattering. This initial work on anisotropic scattering will focus on the 1-D multi-group neutron transport equation. This summary focuses on a fixed-source problem, but the extension to criticality problems is straight-forward via NDA-NCA. Within this paper, we have described a method for extending Nonlinear Diffusion Acceleration to solve problems with anisotropic scattering. We demonstrated that a consistent low-order system, resembling the low-order system from, could be constructed. We demonstrated that the NDA method performed exceptionally in the presence of anisotropic scattering. NDA reduced the number of iterations required to meet the convergence tolerance by a factor of 500 over source iteration for a one fixed-source problem and by 3.5-50 x for the Henyey-Greenstein problems. This method is equally well-suited for eigenvalue problems. The NDA method allows us to transition the eigenvalue iteration to the low-order domain.

61 RADIATION PROTECTION AND DOSIMETRY↗

Multigrid Algorithms with Projection and Prolongation over Elements of the Phase Space for K-Eigenvalue Transport Problems

This paper describes new multilevel acceleration methods for solving the multigroup neu- tron transport eigenvalue problems. These multilevel algorithms use different projection and prolongation operators in the phase space. The Nonlinear Diffusion Acceleration (NDA) method with multiple grids in energy is formulated with the prolongation oper- ator based on multiplication iterative correction and linear-in-energy mapping. Another multilevel NDA method uses the projection operator with coarsening in energy between the high-order transport and low-order NDA equations. The third algorithm is formu- lated with the partial-current based CMFD low-order equations and applies projection operators in space and energy. The numerical results are presented.

Cornejo, Luke↗

On the equivalence of dynamically orthogonal and bi-orthogonal methods: Theory and numerical simulations

The Karhunen–Lòeve (KL) decomposition provides a low-dimensional representation for random fields as it is optimal in the mean square sense. Although for many stochastic systems of practical interest, described by stochastic partial differential equations (SPDEs), solutions possess this low-dimensional character, they also have a strongly time-dependent form and to this end a fixed-in-time basis may not describe the solution in an efficient way. Motivated by this limitation of standard KL expansion, Sapsis and Lermusiaux (2009) [26] developed the dynamically orthogonal (DO) field equations which allow for the simultaneous evolution of both the spatial basis where uncertainty ‘lives’ but also the stochastic characteristics of uncertainty. Recently, Cheng et al. (2013) [28] introduced an alternative approach, the bi-orthogonal (BO) method, which performs the exact same tasks, i.e. it evolves the spatial basis and the stochastic characteristics of uncertainty. In the current work we examine the relation of the two approaches and we prove theoretically and illustrate numerically their equivalence, in the sense that one method is an exact reformulation of the other. We show this by deriving a linear and invertible transformation matrix described by a matrix differential equation that connects the BO and the DO solutions. We also examine a pathology of the BO equations that occurs when two eigenvalues of the solution cross, resulting in an instantaneous, infinite-speed, internal rotation of the computed spatial basis. We demonstrate that despite the instantaneous duration of the singularity this has important implications on the numerical performance of the BO approach. On the other hand, it is observed that the BO is more stable in nonlinear problems involving a relatively large number of modes. Several examples, linear and nonlinear, are presented to illustrate the DO and BO methods as well as their equivalence.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

An exactly solvable three-dimensional nonlinear quantum oscillator

Exact analytical, closed-form solutions, expressed in terms of special functions, are presented for the case of a three-dimensional nonlinear quantum oscillator with a position dependent mass. This system is the generalization of the corresponding one-dimensional system, which has been the focus of recent attention. In contrast to other approaches, we are able to obtain solutions in terms of special functions, without a reliance upon a Rodrigues-type of formula. The wave functions of the quantum oscillator have the familiar spherical harmonic solutions for the angular part. For the s-states of the system, the radial equation accepts solutions that have been recently found for the one-dimensional nonlinear quantum oscillator, given in terms of associated Legendre functions, along with a constant shift in the energy eigenvalues. Radial solutions are obtained for all angular momentum states, along with the complete energy spectrum of the bound states.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Tunable phononic bandgap materials designed via topology optimization

Topology optimization is used to design phononic bandgap materials that are tunable by mechanical deformation. A periodic media is considered, which due to the assumption of length scale separation, allows the dispersion relations to be obtained by analyzing a single unit cell subjected to Floquet–Bloch boundary conditions. A finite macroscopic deformation is applied to the unit cell to affect its geometry and hence dispersion. We tune the dispersion–deformation relation to our liking by solving a topology optimization problem using nonlinear programming. The adjoint method is employed to compute the sensitivities, and the non-differentiability of degenerate eigenvalues is avoided using symmetric polynomials. Several tunable phononic crystal designs are presented. Also, a verification analysis is performed, wherein the optimized design is interpreted and analyzed using a conforming finite element mesh.

42 ENGINEERING↗

Robust Optimal Experimental Design of Infinite-Dimensional Bayesian Nonlinear Inverse Problems

Abstract. We consider robust optimal experimental design (ROED) for nonlinear Bayesian inverse problems governed by partial differential equations (PDEs). An optimal design is one that maximizes some utility quantifying the quality of the solution of an inverse problem. However, the optimal design is dependent on elements of the inverse problem such as the simulation model, the prior, or the measurement error model. ROED aims to produce an optimal design that is aware of the additional uncertainties encoded in the inverse problem and remains optimal even after variations in them. We follow a worst-case scenario approach to develop a new framework for robust optimal design of nonlinear Bayesian inverse problems. The proposed framework (a) is scalable and designed for infinite-dimensional Bayesian nonlinear inverse problems constrained by PDEs; (b) develops efficient approximations of the utility, namely the expected information gain; (c) employs eigenvalue sensitivity techniques to develop analytical forms and efficient evaluation methods of the gradient of the utility with respect to the uncertainties against which we wish to be robust; and (d) employs a probabilistic optimization paradigm that properly defines and efficiently solves the resulting combinatorial max-min optimization problem. The effectiveness of the proposed approach is illustrated for optimal sensor placement problem in an inverse problem governed by an elliptic PDE.

Chowdhary, Abhijit↗

A new efficient formulation of the HLLEM Riemann solver for general conservative and non-conservative hyperbolic systems

In this paper a new, simple and universal formulation of the HLLEM Riemann solver (RS) is proposed that works for general conservative and non-conservative systems of hyperbolic equations. For non-conservative PDE, a path-conservative formulation of the HLLEM RS is presented for the first time in this paper. The HLLEM Riemann solver is built on top of a novel and very robust path-conservative HLL method. It thus naturally inherits the positivity properties and the entropy enforcement of the underlying HLL scheme. However, with just the slight additional cost of evaluating eigenvectors and eigenvalues of intermediate characteristic fields, we can represent linearly degenerate intermediate waves with a minimum of smearing. For conservative systems, our paper provides the easiest and most seamless path for taking a pre-existing HLL RS and quickly and effortlessly converting it to a RS that provides improved results, comparable with those of an HLLC, HLLD, Osher or Roe-type RS. This is done with minimal additional computational complexity, making our variant of the HLLEM RS also a very fast RS that can accurately represent linearly degenerate discontinuities. Our present HLLEM RS also transparently extends these advantages to non-conservative systems. For shallow water-type systems, the resulting method is proven to be well-balanced. Several test problems are presented for shallow water-type equations and two-phase flow models, as well as for gas dynamics with real equation of state, magnetohydrodynamics (MHD & RMHD), and nonlinear elasticity. Since our new formulation accommodates multiple intermediate waves and has a broader applicability than the original HLLEM method, it could alternatively be called the HLLI Riemann solver, where the “I” stands for the intermediate characteristic fields that can be accounted for. -- Highlights: •New simple and general path-conservative formulation of the HLLEM Riemann solver. •Application to general conservative and non-conservative hyperbolic systems. •Inclusion of sub-structure and resolution of intermediate characteristic fields. •Well-balanced for single- and two-layer shallow water equations and multi-phase flows. •Euler equations with real equation of state, MHD equations, nonlinear elasticity.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗