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At least 739 records · Page 41

Spatially Quasi-Periodic Water Waves of Infinite Depth

Abstract We formulate the two-dimensional gravity-capillary water wave equations in a spatially quasi-periodic setting and present a numerical study of solutions of the initial value problem. We propose a Fourier pseudo-spectral discretization of the equations of motion in which one-dimensional quasi-periodic functions are represented by two-dimensional periodic functions on a torus. We adopt a conformal mapping formulation and employ a quasi-periodic version of the Hilbert transform to determine the normal velocity of the free surface. Two methods of time-stepping the initial value problem are proposed, an explicit Runge–Kutta (ERK) method and an exponential time-differencing (ETD) scheme. The ETD approach makes use of the small-scale decomposition to eliminate stiffness due to surface tension. We perform a convergence study to compare the accuracy and efficiency of the methods on a traveling wave test problem. We also present an example of a periodic wave profile containing vertical tangent lines that is set in motion with a quasi-periodic velocity potential. As time evolves, each wave peak evolves differently, and only some of them overturn. Beyond water waves, we argue that spatial quasi-periodicity is a natural setting to study the dynamics of linear and nonlinear waves, offering a third option to the usual modeling assumption that solutions either evolve on a periodic domain or decay at infinity.

Wilkening, Jon (ORCID:0000000327827596)↗

Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics

Abstract We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and is robust to large (biologically relevant) levels of measurement noise. For low dimensional systems with modest amounts of data, WENDy is competitive with conventional forward solver-based nonlinear least squares methods in terms of speed and accuracy. For both higher dimensional systems and stiff systems, WENDy is typically both faster (often by orders of magnitude) and more accurate than forward solver-based approaches. The core mathematical idea involves an efficient conversion of the strong form representation of a model to its weak form, and then solving a regression problem to perform parameter inference. The core statistical idea rests on the Errors-In-Variables framework, which necessitates the use of the iteratively reweighted least squares algorithm. Further improvements are obtained by using orthonormal test functions, created from a set of $$C^{\infty }$$ C ∞ bump functions of varying support sizes.We demonstrate the high robustness and computational efficiency by applying WENDy to estimate parameters in some common models from population biology, neuroscience, and biochemistry, including logistic growth, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark model. Software and code for reproducing the examples is available at https://github.com/MathBioCU/WENDy .

97 MATHEMATICS AND COMPUTING↗

Sensitivity Analysis for Solutions to Heterogeneous Nonlocal Systems. Theoretical and Numerical Studies

The paper presents a collection of results on continuous dependence for solutions to nonlocal problems under perturbations of data and system parameters. The integral operators appearing in the systems capture interactions via heterogeneous kernels that exhibit different types of weak singularities, space dependence, even regions of zero-interaction. Here, the stability results showcase explicit bounds involving the measure of the domain and of the interaction collar size, nonlocal Poincaré constant, and other parameters. In the nonlinear setting, the bounds quantify in different L p norms the sensitivity of solutions under different nonlinearity profiles. The results are validated by numerical simulations showcasing discontinuous solutions, varying horizons of interactions, and symmetric and heterogeneous kernels.

97 MATHEMATICS AND COMPUTING↗

Drift kinetic theory of the NTM magnetic islands in a finite beta general geometry tokamak plasma

In (Imada et al 2019 Nucl. Fusion 59 046016 and references therein) a new 4D drift kinetic nonlinear theory, valid in the limit of a low beta, small inverse aspect ratio, circular cross section, toroidal geometry, to describe the plasma response to the neoclassical tearing mode (NTM) magnetic perturbation is derived. In (Dudkovskaia et al 2021 Plasma Phys. Control. Fusion 63 054001) this theory is reduced in a low collisionality limit, which allows a dimensionality reduction to a 3D problem to efficiently resolve the collisional dissipation layer in the vicinity of the trapped-passing boundary. (Dudkovskaia et al 2021 Plasma Phys. Control. Fusion 63 054001) adopts an improved model for the magnetic drift frequency, which reduces the threshold magnetic island half-width from $8.73\rho_{b i}$, where $\rho_{b i}$ is the trapped ion banana orbit width, to $1.46 \rho_{b i}$, making it in closer agreement with experimental observations for the large aspect ratio tokamak equilibrium. In the present paper, the theory is extended to a high beta, arbitrary tokamak geometry to capture the plasma shaping effects on the NTM threshold physics with the focus on the non-zero triangularity discharges that are known to have a strong impact on the plasma MHD stability. First, it is found that the higher triangularity plasma is more prone to NTMs which is in agreement with the 2/1 tearing mode onset relative frequency measurements in DIII-D. Second, the NTM threshold dependence on the tokamak inverse aspect ratio obtained in (Dudkovskaia et al 2021 Plasma Phys. Control. Fusion 63 054001) is refined and extended to a finite aspect ratio limit. Third, the NTM threshold dependence on poloidal beta is obtained and benchmarked against the EAST threshold island width measurements.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Numerical Simulation of Electron Magnetohydrodynamics with Landau-quantized Electrons in Magnetar Crusts

Abstract In magnetar crusts, magnetic fields are sufficiently strong to confine electrons into a small to moderate number of quantized Landau levels. This can have a dramatic effect on the crust's thermodynamic properties, generating field-dependent de Haas–van Alphen oscillations. We previously argued that the large-amplitude oscillations of the magnetic susceptibility could enhance the ohmic dissipation of the magnetic field by continuously generating small-scale, rapidly dissipating field features. This could be important to magnetar field evolution and contribute to their observed higher temperatures. To study this, we performed quasi-3D numerical simulations of electron MHD in a representative volume of neutron star crust matter, for the first time including the magnetization and magnetic susceptibility resulting from Landau quantization. We find that the potential enhancement in the ohmic dissipation rate due to this effect can be a factor ∼3 for temperatures of the order of 10 8 K, and ∼4.5 for temperatures of the order of 5 × 10 7 K, depending on the magnetic field configuration. The nonlinear Hall term is crucial to this amplification: without it, the magnetic field decay is only enhanced by a factor ≲2 even at 5 × 10 7 K. These effects generate a high wavenumber plateau in the magnetic energy spectrum associated with the small-scale de Haas–van Alphen oscillations. Our results suggest that this mechanism could help explain the magnetar heating problem, though due to the effect's temperature-dependence, full magneto-thermal evolution simulations in a realistic stellar model are needed to judge whether it is viable explanation.

Rau, Peter B. (ORCID:0000000152209277)↗

A Stochastic Quasi-Newton Method in the Absence of Common Random Numbers

We present Q-SASS, a quasi-Newton method for unconstrained stochastic optimization that does not rely on common random numbers. Most existing quasi-Newton approaches leverage common random numbers to construct second-order updates. However, motivated by challenges in variational quantum algorithms—where such coordination is not possible—we consider the setting in which function values and gradients are accessible only through noisy probabilistic zeroth- and first-order oracles, and no common random numbers can be exploited. We derive high-probability tail bounds on the iteration complexity of our algorithm for nonconvex, convex, and strongly convex (more generally, those satisfying the PL condition) objective functions. Finally, we demonstrate the empirical benefits of our quasi-Newton updating scheme on both synthetic and quantum chemistry problems.

Complexity bound↗

Optimizing the design and operation of water networks: Two decomposition approaches

We consider the design and operation of water networks simultaneously. Water network problems can be divided into two categories: the design problem and the operation problem. The design problem involves determining the appropriate pipe sizing and placements of pump stations, while the operation problem involves scheduling pump stations over multiple time periods to account for changes in supply and demand. Our focus is on networks that involve water co-produced with oil and gas. While solving the optimization formulation for such networks, we found that obtaining a primal (feasible) solution is more challenging than obtaining dual bounds using off-the-shelf mixed-integer nonlinear programming solvers. Therefore, we propose two methods to obtain good primal solutions. One method involves a decomposition framework that utilizes a convex reformulation, while the other is based on time decomposition. To test our proposed methods, we conduct computational experiments on a network derived from the PARETO case study.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Multi-level optimization with the koopman operator for data-driven, domain-aware, and dynamic system security

Cyber-Physical Systems (CPSs) like the power grid are critically important but also increasingly vulnerable; ensuring reliable system operation in the face of disruptions is becoming more and more challenging. Multi-Level Optimization (MLO) is a powerful way to model adversarial interactions, which naturally makes it applicable to studying CPS security. However, MLO typically does not address underlying system dynamics, and incorporating nonlinear dynamics is generally infeasible. In this paper, we show how to combine MLO with the Koopman Operator (KO) to remedy this. The KO maps nonlinear dynamics to a lifted space in which those dynamics are linear, thus making it ideal for use with MLO. Moreover, the structure of the KO also provides convenient ways to incorporate domain knowledge into the data-driven process of learning the KO representation of a given system. Here we then demonstrate the use of MLO-KO on a small example problem taken from the power grid domain, discuss the scalability and computational cost of MLO-KO, and identify future research directions for this work.

42 ENGINEERING↗

Normal stability of slow manifolds in nearly periodic Hamiltonian systems

Kruskal [J. Math. Phys. 3, 806 (1962)] showed that each nearly periodic dynamical system admits a formal U(1) symmetry, generated by the so-called roto-rate. We prove that such systems also admit nearly invariant manifolds of each order, near which rapid oscillations are suppressed. We study the nonlinear normal stability of these slow manifolds for nearly periodic Hamiltonian systems on barely symplectic manifolds—manifolds equipped with closed, non-degenerate 2-forms that may be degenerate to leading order. In particular, we establish a sufficient condition for long-term normal stability based on second derivatives of the well-known adiabatic invariant. We use these results to investigate the problem of embedding guiding center dynamics of a magnetized charged particle as a slow manifold in a nearly periodic system. Here, we prove that one previous embedding and two new embeddings enjoy long-term normal stability and thereby strengthen the theoretical justification for these models.

97 MATHEMATICS AND COMPUTING↗

Optimization Modeling for Advanced Syngas to Olefin Reactive Systems

Reactor designs with mixed catalysts play an important role in transforming a multiple reactor system to single-shot reactors. In addition to savings in capital and ease of implementation, single-shot reactors are useful to break equilibrium limitations, thereby increasing the yield and selectivity of desired product as shown in previous studies. However, the nonlinear and highly exothermic nature of mixed-catalyst systems makes it difficult for commercial process simulation and optimization tools to optimize these systems. This study describes the development and application of optimization strategies for mixed-catalyst, single-shot reactors for syngas to olefin (STO) processes. Finding the optimal catalyst distribution is challenging and requires advanced solution strategies for singular optimal control problems, which are poorly conditioned and often lead to flat response surfaces. The graded bed and partial-moving finite-element approaches are used to find the optimal catalyst distribution that maximizes the olefins yield. A 1.3% increase in the yield is observed from one zone to three zones. The yield further improves from three zones to the exact infinite dimensional solution by 0.2%. This improvement can be realized in practice by changing only the catalyst distribution, without any extra investment. Lastly, the results suggest that a mixed-catalyst single shot reactor bed can be applied to other reaction mechanisms to increase reactor performance.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

Nonlinear causality and strong hyperbolicity of baryon-rich Israel-Stewart hydrodynamics

We present the first set of fully-nonlinear, necessary and sufficient conditions guaranteeing causal evolution of the initial data for the Israel-Stewart hydrodynamic equations with shear and bulk viscosity coupled to a nonzero baryon current. These constraints not only provide nonlinear causality: they also (a) guarantee the existence of a locally well-posed evolution of the initial data (they enforce strong hyperbolicity) when excluding the endpoints of the bounds, (b) arise from purely algebraic constraints that make no underlying symmetry assumptions on the degrees of freedom and (c) propagate the relevant symmetries of the degrees of freedom over the entire evolution of the problem. Our work enforces a mathematically rigorous foundation for future studies of viscous relativistic hydrodynamics with baryon-rich matter including neutron star mergers and heavy-ion collisions.

Cordeiro, Ian [University of Illinois Urbana-Champ↗

Efficient Topology Design Algorithms for Power Grid Stability

The dynamic response of power grids to small disturbances influences their overall stability. This letter examines the effect of network topology on the linearized time-invariant dynamics of electric power systems. The proposed framework utilizes H 2 -norm based stability metrics to study the optimal placement of lines on existing networks as well as the topology design of new networks. The design task is first posed as an NP-hard mixed-integer nonlinear program (MINLP) that is exactly reformulated as a mixed-integer linear program (MILP) using McCormick linearization. To improve computation time, graph-theoretic properties are exploited to derive valid inequalities (cuts) and tighten bounds on the continuous optimization variables. Moreover, a cutting plane generation procedure is put forth that is able to interject the MILP solver and augment additional constraints to the problem on-the-fly. Finally, the efficacy of our approach in designing optimal grid topologies is demonstrated through numerical tests on the IEEE 39-bus network.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Implicit–explicit multirate infinitesimal stage-restart methods

Implicit–Explicit (IMEX) methods are flexible numerical time integration methods which solve an initial-value problem (IVP) that is split into stiff and nonstiff processes with the goal of lower computational costs than a purely implicit or explicit approach. A complementary form of flexible IVP solvers are multirate infinitesimal methods for problems split into fast- and slow-changing dynamics, that solve a multirate IVP by evolving a sequence of “fast” IVPs using any suitably accurate algorithm. This article introduces a new class of high-order implicit–explicit multirate methods that are designed for multirate IVPs in which the slow-changing dynamics are further split in an IMEX fashion. This new class, which we call implicit–explicit multirate infinitesimal stage-restart (IMEX-MRI-SR), both improves upon the previous implicit–explicit multirate infinitesimal generalized-structure additive Runge Kutta (IMEX-MRI-GARK) methods by allowing for far easier creation of new embedded methods, and extends multirate exponential Runge Kutta (MERK) methods by allowing the fast-changing dynamics to be nonlinear and the methods to be implicit. We leverage GARK theory to derive conditions for orders of accuracy up to four, and we provide second- and third-order accurate example methods, which are the first known embedded MRI methods with IMEX structure. We then perform numerical simulations demonstrating convergence rates and computational performance in both fixed-step and adaptive-step settings.

96 KNOWLEDGE MANAGEMENT AND PRESERVATION↗

Adaptive machine learning for time-varying systems: low dimensional latent space tuning

Machine learning (ML) tools such as encoder-decoder convolutional neural networks (CNN) can represent incredibly complex nonlinear functions which map between combinations of images and scalars. For example, CNNs can be used to map combinations of accelerator parameters and images which are 2D projections of the 6D phase space distributions of charged particle beams as they are transported between various particle accelerator locations. Despite their strengths, applying ML to time-varying systems, or systems with shifting distributions, is an open problem, especially for large systems for which collecting new data for re-training is impractical or interrupts operations. Particle accelerators are one example of large time-varying systems for which collecting detailed training data requires lengthy dedicated beam measurements which may no longer be available during regular operations. We present a novel method of adaptive ML for time-varying systems. Our approach is to map very high (N ≈ 100k) dimensional inputs (a combination of scalar parameters and images) into the low dimensional (N ≈ 2) latent space at the output of the encoder section of an encoder-decoder CNN. We then actively tune the low dimensional latent space-based representation of complex system dynamics by the addition of an adaptively tuned feedback vector directly before the decoder sections builds back up to our image-based high-dimensional phase space density representations. This method allows us to learn correlations within and to quickly tune the characteristics of incredibly large parameter space systems and to track their evolution in real time based on feedback without massive new data sets for re-training. We demonstrate that our method can accurately predict and track the phase space of charged particle beams at various locations in a particle accelerator by adaptively adjusting in real-time while the unknown input beam distribution of the accelerator is changing in shape, charge, and offset and while the RF system of the accelerator itself is also changing in an unpredictable way. For FACET-II we demonstrate that such an approach has the potential to use transverse deflecting cavity and energy spread spectrum beam measurements to accurately predict 2D projections of the 6D phase space of the electron beam at the plasma wakefield acceleration interaction point where such diagnostics are unavailable.

47 OTHER INSTRUMENTATION↗

Allocation and Operation of A Hydropneumatic Energy Storage with Building Microgrid

Behind-meter application for a recently invented hydropneumatic Ground-Level Integrated Diverse Energy Storage (GLIDES) is focused in this research. Considering possible uncertainties from solar radiation and electricity load in a building microgrid, two-stage stochastic programming is adopted for 15-min operation and a mixed-integer nonlinear stochastic model is built with integrated energy systems of GLIDES, solar panel and power generating unit. In order to make the model computationally tractable, we use sample average approximate method to decrease associated complexity with sample size and improve solving efficiency. The experimental results in deterministic and stochastic operation indicate that best candidate solution from SAA are superior to the solution from expected value problem in terms of optimality gap and variance.

24 POWER TRANSMISSION AND DISTRIBUTION↗

An Iterative Approach for Solving the SCOPF Problem Applying LP, SOCP, and NLP Subproblems

We propose to develop efficient algorithms and software for the SCOPF problem. We will employ an iterative approach that will: a) use linear subproblems and other active set filtering techniques to identify the most important contingencies and drastically reduce the SCOPF model size; b) solve SOCP relaxations of the reduced SCOPF to converge to the neighborhood of the global optimal solution and establish a lower bound on the solution, and; c) use a non-convex, nonlinear interior-point solver, Artelys Knitro, to converge quickly to the optimal solution. To identify the most effective approach, we will experiment with several techniques to identify the tradeoffs between contingency subproblem complexity and fast solvability.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Dynamic Modeling, Parameter Estimation, and Data Reconciliation of a Supercritical Pulverized Coal-Fired Boiler

A high-fidelity, spatially distributed dynamic model of a supercritical pulverized coal-fired boiler was developed for calculating transient thermal profiles of the boiler tubes, which are often not measured or unmeasurable in industrial settings due to the harsh operating conditions. In this work, rigorous models of the subcritical and supercritical steam properties, which can be highly nonlinear, were used to capture the transition between two-phase and one-phase flow, respectively, as supercritical boilers frequently transition through the critical point during load-following operation. The transient boiler model was also used for data reconciliation and parameter estimation for the purpose of model validation against industrial data. An approach was developed to reduce the size of large-scale reconciliation problem by focusing on the implementation of bias terms for the reconciled variables, which can be estimated in place of the reconciled variables themselves. In addition, a functional approximation of the reconciliation problem was defined so that it can be more simply optimized. Combining this functional approximation optimization with reformulation of the reconciliation problem considering measurement biases can significantly improve the tractability of many such large-scale problems. The validated boiler model was then used to study transient responses under load-following operation with specific attention on the calculation of unmeasurable variables.

42 ENGINEERING↗

A conservative phase-space moving-grid strategy for a 1D-2V Vlasov–Fokker–Planck Solver

In this work, we develop a conservative configuration- and velocity-space (i.e., phase-space) moving-grid strategy for the Vlasov–Fokker–Planck (VFP) equation in a planar geometry. The velocity-space grid is normalized and shifted in terms of the thermal speed and the bulk-fluid velocity, respectively. The configuration-space grid is moved according to a mesh-motion-partial-differential equation (MMPDE), which equidistributes a monitor function that is inversely proportional to the gradient-length scales of the macroscopic plasma quantities. The resulting inertial terms in the transformed VFP equations are discretized to ensure the discrete conservation of mass, momentum, and energy. To satisfy the discrete conservation theorems in the presence of phase-space mesh motion, we employ the method of discrete nonlinear constraints – explored in previous studies – but the underlying symmetries are determined in a much more efficient manner than before. The conservative grid-adaptivity strategy provides an efficient scheme that resolves important physical structures in the phase-space while controlling the computational complexity at all times. We demonstrate the favorable features of the proposed algorithm through a set of test cases of increasing complexity. The problems test independent components of the algorithms, as well as the integrated capability on settings relevant to inertial confinement fusion.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗