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At least 73 records · Page 4

A log-barrier Newton-CG method for bound constrained optimization with complexity guarantees

Abstract We describe an algorithm based on a logarithmic barrier function, Newton’s method and linear conjugate gradients that seeks an approximate minimizer of a smooth function over the non-negative orthant. We develop a bound on the complexity of the approach, stated in terms of the required accuracy and the cost of a single gradient evaluation of the objective function and/or a matrix-vector multiplication involving the Hessian of the objective. The approach can be implemented without explicit calculation or storage of the Hessian.

O’Neill, Michael↗

Modelling the effects of turbulence on acoustic wave propagation

A review of recent theoretical modeling of the effects of turbulence on acoustic wave propagation is presented. The Born approximation limit of the smoothing method of Keller and of the kinetic theory method of Howe are compared with the classical perturbation results of Chernov. Secular growth is observed in the higher order terms of the kinetic theory method of Howe when multiple scaling is ignored. The forward propagation - beam broadening model of Brown and Clifford is discussed as well as the single scatter model of DeLoach and of Rudd. Each model is examined with respect to its prediction of conservation of energy.

Harris, W. L.↗

A three dimensional multigrid multiblock multistage time stepping scheme for the Navier-Stokes equations

A general multiblock method for the solution of the three-dimensional, unsteady, compressible, thin-layer Navier-Stokes equations has been developed. The convective and pressure terms are spatially discretized using Roe's flux differencing technique while the viscous terms are centrally differenced. An explicit Runge-Kutta method is used to advance the solution in time. Local time stepping, adaptive implicit residual smoothing, and the Full Approximation Storage (FAS) multigrid scheme are added to the explicit time stepping scheme to accelerate convergence to steady state. Results for three-dimensional test cases are presented and discussed.

Elmiligui, Alaa↗

Introduction to multigrid methods

These notes were written for an introductory course on the application of multigrid methods to elliptic and hyperbolic partial differential equations for engineers, physicists and applied mathematicians. The use of more advanced mathematical tools, such as functional analysis, is avoided. The course is intended to be accessible to a wide audience of users of computational methods. We restrict ourselves to finite volume and finite difference discretization. The basic principles are given. Smoothing methods and Fourier smoothing analysis are reviewed. The fundamental multigrid algorithm is studied. The smoothing and coarse grid approximation properties are discussed. Multigrid schedules and structured programming of multigrid algorithms are treated. Robustness and efficiency are considered.

Wesseling, P.↗

The Estimation Theory Framework of Data Assimilation

Lecture 1. The Estimation Theory Framework of Data Assimilation: 1. The basic framework: dynamical and observation models; 2. Assumptions and approximations; 3. The filtering, smoothing, and prediction problems; 4. Discrete Kalman filter and smoother algorithms; and 5. Example: A retrospective data assimilation system

Cohn, S.↗

Kurtosis Approach Nonlinear Blind Source Separation

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation Keywords: Independent Component Analysis, Kurtosis, Higher order statistics.

Duong, Vu A.↗

A Low Cross-Polarization Smooth-Walled Horn with Improved Bandwidth

Corrugated feed horns offer excellent beam symmetry, main beam efficiency, and cross-polar response over wide bandwidths, but can be challenging to fabricate. An easier-to-manufacture smooth-walled feed is explored that approximates these properties over a finite bandwidth. The design, optimization and measurement of a monotonically-profiled, smooth-walled scalar feedhorn with a diffraction-limited approximately 7 degrees full width at half maximum (FWHM) is presented. The feed was demonstrated to have low cross polarization (<-30 dB) across the frequency range 33-45 GHz (30% fractional bandwidth). A return loss better than -28 dB was measured across the band.

Zeng, Lingzhen↗

Kurtosis Approach for Nonlinear Blind Source Separation

In this paper, we introduce a new algorithm for blind source signal separation for post-nonlinear mixtures. The mixtures are assumed to be linearly mixed from unknown sources first and then distorted by memoryless nonlinear functions. The nonlinear functions are assumed to be smooth and can be approximated by polynomials. Both the coefficients of the unknown mixing matrix and the coefficients of the approximated polynomials are estimated by the gradient descent method conditional on the higher order statistical requirements. The results of simulation experiments presented in this paper demonstrate the validity and usefulness of our approach for nonlinear blind source signal separation.

kurtosis↗

NIAC Phase I Study Final Report on Large Ultra-Lightweight Photonic Muscle Space Structures

The research goal is to develop new tools support NASA's mission of understanding of the Cosmos by developing cost effective solutions that yield a leap in performance and science data. 'Maikalani' in Hawaiian translates to, "knowledge we gain from the cosmos." Missions like Hubble have fundamentally changed humanity's view of the cosmos. Last year's Nobel prize in physics was a result of astronomical discoveries. $9B class JWST size (6.5 meter diameter) space telescopes, when launched are anticipated to rewrite our knowledge of physics. Here we report on a neoteric meta-material telescope mirror technology designed to enable a factor of 100 or more reduction in areal density, a factor of 100 reduction in telescope production and launch costs as well as other advantages; a leap to enable missions to image the cosmos in unprecedented detail, with the associated gain in knowledge. Whether terahertz, visible or X-ray, reflectors used for high quality electromagnetic imaging require shape accuracy (surface figure) to far better than 1 wavelength (lambda) of the incident photons, more typically lambda/10 or better. Imaging visible light therefore requires mirror surfaces that approximate a desired curve (e.g. a sphere or paraboloid) with smooth shape deviation of th less than approximately 1/1000 the diameter of a human hair. This requires either thick high modulus material like glass or metal, or actuators to control mirror shape. During Phase I our team studied a novel solution to this systems level design mass/shape tradespace requirement both to advance the innovative space technology concept and also to help NASA and other agencies meet current operational and future mission requirements. Extreme and revolutionary NASA imaging missions such as Terrestrial Planet Imager (TPI) require lightweight mirrors with minimum diameters of 20 to 40 meters. For reference, NASA's great achievement; the Hubble space telescope, is only 2.4 meters in diameter. What is required is a way to make large inexpensive deployable mirrors where the cost is measured in millions, not billions like current efforts. For example we seek an interim goal within 10 years of a Hubble size (2.4m) primary mirror weighing 1 pound at a cost of 10K in materials. Described here is a technology using thin ultra lightweight materials where shape can be controlled simply with a beam of light, allowing imaging with incredibly low mass yet precisely shaped mirrors. These " Photonic Muscle" substrates will eventually make precision control of giant s p a c e apertures (mirrors) possible. OCCAM substrates make precision control of giant ultra light-weight mirror apertures possible. This technology is posed to create a revolution in remote sensing by making large ultra lightweight space telescopes a fiscal and material reality over the next decade.

Cosmos↗

Gravitational lensing by a smoothly variable three-dimensional mass distribution

A smooth three-dimensional mass distribution is approximated by a model with multiple thin screens, with surface mass density varying smoothly on each screen. It is found that 16 screens are sufficient for a good approximation of the three-dimensional distribution of matter. It is also found that in this multiscreen model the distribution of amplifications of single images is dominated by the convergence due to matter within the beam. The shear caused by matter outside the beam has no significant effect. This finding considerably simplifies the modeling of lensing by a smooth three-dimensional mass distribution by effectively reducing the problem to one dimension, as it is sufficient to know the mass distribution along a straight light ray.

Lee, Man Hoi↗

Novel Solver Algorithms for Nearly Singular Linear Systems Arising in Combustion Modelling

Direct Numerical Simulations of realistic combustion devices are extremely challenging due to the wide separation of scales in the simulation, for example an internal combustion (IC) engine chamber, and the flame thickness of a high-pressure flame. The PeleLMeX solver uses adaptive mesh refinement (AMR) to evolve multi-species reacting flows in the low Mach number limit at the Exascale and relies on an embedded boundary (EB) approach to represent complex geometries. In that framework, the EB geometries often give rise to very small cut-cells along the boundary, which translate into extreme ill-conditioning of the pressure-projection, with eigenvalues that span 15-16 orders of magnitude. In this talk, we focus on the case of a typical IC piston bowl geometry for which we present on a novel approach towards solving these nearly singular linear systems with ILU-based, C-AMG smoothers on massively parallel architectures. In particular, we use scaling and equilibration algorithms to handle the non-normality of the upper triangular factors. This enables us to approximate the highly sequential triangular solve algorithm, embedded in the AMG smoothing-solve phase, with Jacobi iterations. This approximation can be written as a convergent Neumann series whose terms are composed of highly parallel sparse matrix vector multiplications. The result is an algorithm that substantially decreases setup and solve time, compared to state-of-the-art, for these challenging linear systems.

combustion modelling↗

On the influence of over-parameterization in manifold based surrogates and deep neural operators

Constructing accurate and generalizable approximators (surrogate models) for complex physico-chemical processes exhibiting highly non-smooth dynamics is challenging. The main question is what type of surrogate models we should construct and should these models be under-parameterized or over-parameterized. In this work, we propose new developments and perform comparisons for two promising approaches: manifold-based polynomial chaos expansion (m-PCE) and the deep neural operator (DeepONet), and we examine the effect of over-parameterization on generalization. While m-PCE enables the construction of a mapping by first identifying low-dimensional embeddings of the input functions, parameters, and quantities of interest (QoIs), a neural operator learns the nonlinear mapping via the use of deep neural networks. Here, we demonstrate the performance of these methods in terms of generalization accuracy by solving the 2D time-dependent Brusselator reaction-diffusion system with uncertainty sources, modeling an autocatalytic chemical reaction between two species. We first propose an extension of the m-PCE by constructing a mapping between latent spaces formed by two separate embeddings of the input functions and the output QoIs. To further enhance the accuracy of the DeepONet, we introduce weight self-adaptivity in the loss function. We demonstrate that the performance of m-PCE and DeepONet is comparable for cases of relatively smooth input-output mappings. However, when highly non-smooth dynamics is considered, DeepONet shows higher approximation accuracy. We also find that for m-PCE, modest over-parameterization leads to better generalization, both within and outside of distribution, whereas aggressive over-parameterization leads to over-fitting. In contrast, an even highly over-parameterized DeepONet leads to better generalization for both smooth and non-smooth dynamics. Furthermore, we compare the performance of the above models with another recently proposed operator learning model, the Fourier Neural Operator, and show that its over-parameterization also leads to better generalization. Taken together, our studies show that m-PCE can provide very good accuracy at very low training cost, whereas a highly over-parameterized DeepONet can provide better accuracy and robustness to noise but at higher training cost. In both methods, the inference cost is negligible.

97 MATHEMATICS AND COMPUTING↗

A Low Cross-Polarization Smooth-Walled Horn with Improved Bandwidth

Corrugated feed horns offer excellent beam symmetry, main beam efficiency, and cross-polar response over wide bandwidths, but can be challenging to fabricate. An easier-to-manufacture smooth-walled feed is explored that approximates these properties over a finite bandwidth. The design, optimization and measurement of a monotonically-profiled, smooth-walled scalar feedhorn with a diffraction-limited approx. 14deg FWHM beam is presented. The feed was demonstrated to have low cross polarization (<-30 dB) across the frequency range 33-45 GHz (30% fractional bandwidth). A power reflection below -28 dB was measured across the band.

Zeng, Lingzhen↗

Coarse-graining Hamiltonian systems using WSINDy

Abstract Weak form equation learning and surrogate modeling has proven to be computationally efficient and robust to measurement noise in a wide range of applications including ODE, PDE, and SDE discovery, as well as in coarse-graining applications, such as homogenization and mean-field descriptions of interacting particle systems. In this work we extend this coarse-graining capability to the setting of Hamiltonian dynamics which possess approximate symmetries associated with timescale separation. A smooth $$\varepsilon$$ ε -dependent Hamiltonian vector field $$X_\varepsilon$$ X ε possesses an approximate symmetry if the limiting vector field $$X_0=\lim _{\varepsilon \rightarrow 0}X_\varepsilon$$ X 0 = lim ε → 0 X ε possesses an exact symmetry. Such approximate symmetries often lead to the existence of a Hamiltonian system of reduced dimension that may be used to efficiently capture the dynamics of the symmetry-invariant dependent variables. Deriving such reduced systems, or approximating them numerically, is an ongoing challenge. We demonstrate that WSINDy can successfully identify this reduced Hamiltonian system in the presence of large perturbations imparted in the $$\varepsilon >0$$ ε > 0 regime, while remaining robust to extrinsic noise. This is significant in part due to the nontrivial means by which such systems are derived analytically. WSINDy naturally preserves the Hamiltonian structure by restricting to a trial basis of Hamiltonian vector fields. The methodology is computationally efficient, often requiring only a single trajectory to learn the global reduced Hamiltonian, and avoiding forward solves in the learning process. In this way, we argue that weak-form equation learning is particularly well-suited for Hamiltonian coarse-graining. Using nearly-periodic Hamiltonian systems as a prototypical class of systems with approximate symmetries, we show that WSINDy robustly identifies the correct leading-order system, with dimension reduced by at least two, upon observation of the relevant degrees of freedom. While our main contribution is computational, we also provide a contribution to the literature on averaging theory by proving that first-order averaging at the level of vector fields preserves Hamiltonian structure in nearly-periodic Hamiltonian systems. This provides theoretical justification for our approach as WSINDy’s computations occur at the level of Hamiltonian vector fields. We illustrate the efficacy of our proposed method using physically relevant examples, including coupled oscillator dynamics, the Hénon–Heiles system for stellar motion within a galaxy, and the dynamics of charged particles.

97 MATHEMATICS AND COMPUTING↗

Recent progress on essentially non-oscillatory shock capturing schemes

An account is given of the construction of efficient implementations of 'essentially nonoscillatory' (ENO) schemes that approximate systems of hyperbolic conservation laws. ENO schemes use a local adaptive stencil to automatically obtain information from regions of smoothness when the solution develops discontinuities. Approximations employing ENOs can thereby obtain uniformly high accuracy to the very onset of discontinuities, while retaining a sharp and essentially nonoscillatory shock transition. For ease of implementation, ENO schemes applying the adaptive stencil concept to the numerical fluxes and employing a TVD Runge-Kutta-type time discretization are constructed.

Osher, Stanley↗

A comparative look at sunspot cycles

On the basis of cycles 8 through 20, spanning about 143 years, observations of sunspot number, smoothed sunspot number, and their temporal properties were used to compute means, standard deviations, ranges, and frequency of occurrence histograms for a number of sunspot cycle parameters. The resultant schematic sunspot cycle was contrasted with the mean sunspot cycle, obtained by averaging smoothed sunspot number as a function of time, tying all cycles (8 through 20) to their minimum occurence date. A relatively good approximation of the time variation of smoothed sunspot number for a given cycle is possible if sunspot cycles are regarded in terms of being either HIGH- or LOW-R(MAX) cycles or LONG- or SHORT-PERIOD cycles, especially the latter. Linear regression analyses were performed comparing late cycle parameters with early cycle parameters and solar cycle number. The early occurring cycle parameters can be used to estimate later occurring cycle parameters with relatively good success, based on cycle 21 as an example. The sunspot cycle record clearly shows that the trend for both R(MIN) and R(MAX) was toward decreasing value between cycles 8 through 14 and toward increasing value between cycles 14 through 20. Linear regression equations were also obtained for several measures of solar activity.

Wilson, R. M.↗

Rational-Spline Subroutines

Smooth curves drawn among plotted data easily. Rational-Spline Approximation with Automatic Tension Adjustment algorithm leads to flexible, smooth representation of experimental data. "Tension" denotes mathematical analog of mechanical tension in spline or other mechanical curve-fitting tool, and "spline" as denotes mathematical generalization of tool. Program differs from usual spline under tension, allows user to specify different values of tension between adjacent pairs of knots rather than constant tension over entire range of data. Subroutines use automatic adjustment scheme that varies tension parameter for each interval until maximum deviation of spline from line joining knots less than or equal to amount specified by user. Procedure frees user from drudgery of adjusting individual tension parameters while still giving control over local behavior of spline.

Schiess, James R.↗