Certain nonlinear problems of the theory of radiative transfer
Nonlinear problems of theory of radiative transfer, and determination of diffuse reflection for forbidden and other transitions
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Recent progress in the development and understanding of SUPG methods with special reference to the compressible Euler and Navier-Stokes equations
The current status of streamline-upwind/Petrov-Galerkin (SUPG) methods for the analysis of flow problems is surveyed in an analytical review. Problem areas addressed include classical Galerkin, upwind, artificial-diffusion, SUPG, discontinuous Galerkin, space-time FEM, and discontinuity-capturing approaches to the scalar advection-diffusion equation; incompressible flows; advective-diffusive systems; and the compressible Euler and Navier-Stokes equations. Graphs and diagrams are provided, and the good stability properties of state-of-the-art SUPG methods are pointed out.
Hughes, Thomas J. R.↗
The abundance of interstellar CO
Data from recent observations of interstellar CO column densities are compiled in tables and graphs and compared with the predictions of theoretical models. The energy-level structure of CO and the excitation of interstellar CO are discussed; UV-absorption and IR line observations are characterized; and techniques used to estimate the CO column density from mm-wavelength observations (based on calibration of the CO line intensity with the column density of H2) are described in detail. Consideration is then given to CO chemistry under interstellar-cloud conditions (isotope fractionation and photodissociation) and models for diffuse, translucent, and dense clouds. A number of unsolved problems requiring additional observations or laboratory investigations are identified.
Van Dishoeck, Ewine F.↗
Radiative transfer solutions for cylindrical coordinates with emitting, absorbing, and anisotropic scattering medium
The radiative transfer equation is solved by the S-N discrete ordinates method in one-dimensional radial and two-dimensional r-z coordinates systems. The walls of the enclosures are diffuse, and the participating medium absorbs, emits and anisotropically scatters the radiative energy. Diffuse wall incidence, isothermal medium emission and collimated incidence problems are considered. Effects of the scattering phase functions on average incident radiation and net radiative heat fluxes are studied. In addition, the effects of scattering albedo, optical thickness and the wall emissivity are briefly discussed.
Jendoubi, Slah↗
An Investigation of Wave Propagations in Discontinuous Galerkin Method
Analysis of the discontinuous Galerkin method has been carried out for one- and two-dimensional system of hyperbolic equations. Analytical, as well as numerical, properties of wave propagation in a DGM scheme are derived and verified with direct numerical simulations. In addition to a systematic examination of the dissipation and dispersion errors, behaviours of a DG scheme at an interface of two different grid topologies are also studied. Under the same framework, a quantitative discrete analysis of various artificial boundary conditions is also conducted. Progress has been made in numerical boundary condition treatment that is closely related to the application of DGM in aeroacoustics problems. Finally, Fourier analysis of DGM for the Convective diffusion equation has also be studied in connection with the application of DG schemes for the Navier-Stokes equations. This research has resulted in five(5) publications, plus one additional manuscript in preparation, four(4) conference presentations, and three(3) departmental seminars, as summarized in part II. Abstracts of papers are given in part 111 of this report.
Hu, Fang Q.↗
An Ensemble Score Filter for Tracking High-Dimensional Nonlinear Dynamical Systems
We propose an ensemble score filter (EnSF) for solving high-dimensional nonlinear filtering problems with superior accuracy. A major drawback of existing filtering methods, e.g., particle filters or ensemble Kalman filters, is the low accuracy in handling high-dimensional and highly nonlinear problems. EnSF attacks this challenge by exploiting the score-based diffusion model, defined in a pseudo-temporal domain, to characterizing the evolution of the filtering density. EnSF stores the information of the recursively updated filtering density function in the score function, in stead of storing the information in a set of finite Monte Carlo samples (used in particle filters and ensemble Kalman filters). Unlike existing diffusion models that train neural networks to approximate the score function, we develop a training-free score estimation that uses mini-batch-based Monte Carlo estimator to directly approximate the score function at any pseudo-spatial-temporal location, which provides sufficient accuracy in solving high-dimensional nonlinear problems as well as saves tremendous amount of time spent on training neural networks. Another essential aspect of EnSF is its analytical update step, gradually incorporating data information into the score function, which is crucial in mitigating the degeneracy issue faced when dealing with very high-dimensional nonlinear filtering problems. High-dimensional Lorenz systems are used to demonstrate the performance of our method. EnSF provides surprisingly impressive performance in reliably tracking extremely high-dimensional Lorenz systems (up to 1,000,000 dimension) with highly nonlinear observation processes, which is a well-known challenging problem for existing filtering methods.
97 MATHEMATICS AND COMPUTING↗
A Variational Nodal Approach to 2D/1D Pin Resolved Neutron Transport: II Spherical Harmonics
The variational nodal method (VNM) as implemented in the VARIANT code has found wide application to fast reactor problems where fuel assembly homogenization does not result in unacceptable errors. The objective of this research is to generalize VNM for application to PWR problems, where homogenization even at the pin-cell level often results in unacceptable errors. To accomplish this, we are developing the PANX code (Purdue - Argonne - Northwestern - Xi'an) to implement a 2D/1D VNM transport method without spatial homogenization employing spherical harmonics and diffusion theory, respectively, in the radial and axial directions. In the preceding paper, we employed diffusion theory in conjunction with finite element methods to implement heterogeneous VNM nodes, in which the problem of fuel-coolant smearing at axial interfaces, found in existing 2D/1D approximations, is eliminated. In this work, we generalize the resulting VNM nodes to couple spherical harmonics in the x-y plane with axial diffusion theory. We then apply the method to the three-dimensional C5G7 benchmark problem. (authors)
73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
A new method of optimal design for a two-dimensional diffuser by using dynamic programming
A new method for predicting the optimal velocity distribution on the wall of a two dimensional diffuser is presented. The method uses dynamic programming to solve the optimal control problem with inequality constraints of state variables. The physical model of optimization is designed to prevent the separation of the boundary layer while approaching the maximum pressure ratio in a diffuser of a specified length. The computational results are in fair agreement with the experimental ones. Optimal velocity distribution on a diffuser wall is said to occur when the flow decelerates quickly at first and then smoothly, while the flow is near separation, but always protected from it. The optimal velocity distribution can be used to design the contour of the diffuser.
Gu, Chuangang↗
A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models
A front-fixing finite element method is applied to solve the partial integro-differential equations (PIDEs) arising in pricing American options under Markov-modulated jump-diffusion models with the free boundaries feature. For this purpose, we used a front-fixing method to transform the pricing problem into a nonlinear parabolic integro-differential equation on a fixed domain. Then the variational form of the resulting problem is solved by a finite element method. Under some appropriate assumptions, we establish the stability of the method and illustrate some numerical results to examine the rate of convergence of the proposed method for the pricing problem and compare its accuracy to some recent works on pricing American options under regime-switching jump-diffusion models.
97 MATHEMATICS AND COMPUTING↗
Adaptive Interface-PINNs (AdaI-PINNs) for inverse problems: Determining material properties for heterogeneous systems
Here, we determine spatially varying discontinuous material properties using a domain-decomposition based physics-informed neural networks (PINNs) framework named the Adaptive Interface-PINNs or AdaI-PINNs (Roy et al., 2024). We propose the use of distinct neural networks for the field variables and material properties within each material, utilizing adaptive activation functions. While the neural networks across different materials share the same weights and biases, their activation functions are uniquely tailored using a hyperparameter that influences the slope of the activation function. The proposed framework is tested on several one-dimensional and two-dimensional benchmark examples, and its performance is compared with conventional PINNs and existing domain-decomposition PINNs frameworks, namely, the Multi-domain physics-informed neural network (M-PINN), and the eXtended physics-informed neural networks (XPINNs). The results demonstrate that the proposed approach can determine randomly distributed discontinuous material properties with an L 2 error of $\mathscr{O}$ (10 -3 ) for the material property and the root-mean-square error of $\mathscr{O}$ (10 -3 ) for the primary variable while the other approaches yield errors that are approximately two orders of magnitude larger (that is, $\mathscr{O}$ (10 -1 )). Moreover, the spatial distribution of material properties obtained using the proposed framework is in close agreement with the true distribution, whereas the other approaches fare much worse. Additionally, the proposed approach is approximately 40% faster than its competitors, indicating its potential as a robust alternative for solving inverse problems in heterogeneous materials.
36 MATERIALS SCIENCE↗
The use of modern turbulence theory for calculating eddy diffusivities
Modern turbulence theory and applications to obtain analytical solutions to turbulent transport problems
Hill, J. C.↗
Spatial profiles of photon chemical potential in near-field thermophotovoltaic cells
Emitted photons stemming from the radiative recombination of electron–hole pairs carry chemical potential in radiative energy converters. This luminescent effect can substantially alter the local net photogeneration in near-field thermophotovoltaic cells. Several assumptions involving the luminescent effect are commonly made in modeling photovoltaic devices; in particular, the photon chemical potential is assumed to be zero or a constant prescribed by the bias voltage. The significance of photon chemical potential depends upon the emitter temperature, the semiconductor properties, and the injection level. Hence, these assumptions are questionable in near-field thermophotovoltaic devices with nanoscale separation distances between the emitter and the cell. In the present work, an iterative solver that combines fluctuational electrodynamics with the drift-diffusion model is developed to tackle the coupled photon and charge transport problem, enabling the determination of the spatial profile of photon chemical potential beyond the detailed balance approach. Here, the difference between the results obtained by allowing the photon chemical potential to vary spatially and by assuming a constant value demonstrates the limitations of the conventional approaches. This study is critically important for performance evaluation of near-field thermophotovoltaic systems with nanoscale vacuum gaps.
30 DIRECT ENERGY CONVERSION↗
Numerical methods of solving a system of multi-dimensional nonlinear equations of the diffusion type
The principles of conservation and stability of difference schemes achieved using the iteration control method were examined. For the schemes obtained of the predictor-corrector type, the conversion was proved for the control sequences of approximate solutions to the precise solutions in the Sobolev metrics. Algorithms were developed for reducing the differential problem to integral relationships, whose solution methods are known, were designed. The algorithms for the problem solution are classified depending on the non-linearity of the diffusion coefficients, and practical recommendations for their effective use are given.
Agapov, A. V.↗
A Fourier-Chebyshev pseudospectral method for solving steady 3-D Navier-Stokes and heat equations in cylindrical cavities
A Fourier-Chebyshev pseudospectral method for solving steady 3D Navier-Stokes equations in cylindrical cavities is presented and discussed. The general method is pseudo-unsteady and uses a semi-implicit finite difference scheme for the time discretization. The generalized ADI (Alternating Direction Implicit) procedure is then applied to reduce the problem to a successive solution of one-dimensional problems. The spatial approximation uses a Fourier-Galerkin approximation in the periodic direction and a Chebyshev-collocation approximation in the other directions. Difficulties related to the pressure are surmounted by using the artifical compressibility method. A suitable variable change was chosen to avoid the problem of singularity at the axis generated by cylindrical coordinates. The method is first tested on an advection-diffusion equation and then on the Navier-Stokes equations. Finally, the method is illustrated by a convection problem of a differentially heated fluid.
Pulicani, J. P.↗
Hybrid approaches for multiple-species stochastic reaction–diffusion models
Reaction–diffusion models are used to describe systems in fields as diverse as physics, chemistry, ecology and biology. The fundamental quantities in such models are individual entities such as atoms and molecules, bacteria, cells or animals, which move and/or react in a stochastic manner. If the number of entities is large, accounting for each individual is inefficient, and often partial differential equation (PDE) models are used in which the stochastic behaviour of individuals is replaced by a description of the averaged, or mean behaviour of the system. In some situations the number of individuals is large in certain regions and small in others. In such cases, a stochastic model may be inefficient in one region, and a PDE model inaccurate in another. To overcome this problem, we develop a scheme which couples a stochastic reaction–diffusion system in one part of the domain with its mean field analogue, i.e. a discretised PDE model, in the other part of the domain. The interface in between the two domains occupies exactly one lattice site and is chosen such that the mean field description is still accurate there. In this way errors due to the flux between the domains are small. Our scheme can account for multiple dynamic interfaces separating multiple stochastic and deterministic domains, and the coupling between the domains conserves the total number of particles. The method preserves stochastic features such as extinction not observable in the mean field description, and is significantly faster to simulate on a computer than the pure stochastic model. - Highlights: • A novel hybrid stochastic/deterministic reaction–diffusion simulation method is given. • Can massively speed up stochastic simulations while preserving stochastic effects. • Can handle multiple reacting species. • Can handle moving boundaries.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
The Transport Equation in Optically Thick Media: Discussion of IMC and its Diffusion Limit
We discuss the limits of validity of the Implicit Monte Carlo (IMC) method for the transport of thermally emitted radiation. The weakened coupling between the radiation and material energy of the IMC method causes defects in handling problems with strong transients. We introduce an approach to asymptotic analysis for the transport equation that emphasizes the fact that the radiation and material temperatures are always different in time-dependent problems, and we use it to show that IMC does not produce the correct diffusion limit. As this is a defect of IMC in the continuous equations, no improvement to its discretization can remedy it.
71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
A spectral collocation method for the Navier-Stokes equations
A Fourier-Chebyshev spectral method for the incompressible Navier-Stokes equations is described. It is applicable to a variety of problems including some with fluid properties which vary strongly both in the normal direction and in time. In this fully spectral algorithm, a preconditioned iterative technique is used for solving the implicit equations arising from semi-implicit treatment of pressure, mean advection and vertical diffusion terms. The algorithm is tested by applying it to hydrodynamic stability problems in channel flow and in external boundary layers with both constant and variable viscosity.
Malik, M. R.↗
A spectral collocation method for the Navier-Stokes equations
A Fourier-Chebyshev spectral method for the incompressible Navier-Stokes equations is described. It is applicable to a variety of problems including some with fluid properties which vary strongly both in the normal direction and in time. In this fully spectral algorithm, a preconditioned iterative technique is used for solving the implicit equations arising from semi-implicit treatment of pressure, mean advection and vertical diffusion terms. The algorithm is tested by applying it to hydrodynamic stability problems in channel flow and in external boundary layers with both constant and variable viscosity.
Malik, M. R.↗