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This work gives an algorithm for computing the degrees of freedom of estimators of Allan and Hadamard variances, including their modified versions. A consistent approach is used throughout.
Numerical weather models are used to simulate circulations in the atmosphere including clouds and precipitation by applying a set of mathematical equations over a three-dimensional grid. The grid is composed of discrete points at which the meteorological variables are defined. As computing power continues to rise these models are being used at finer grid spacing, but they must still cover a wide range of scales. Some of the physics that must be accounted for in the model cannot be explicitly resolved, and their effects, therefore, must be estimated or "parameterized". Some of these parameterizations are computationally expensive. To alleviate the problem, they are not always updated at the time resolution of the model with the assumption being that the impact will be small. In this study, a coupled land-atmosphere model is used to assess the impact of less frequent updates of the computationally expensive radiation physics for a case on June 6, 2002, that occurred during a field experiment over the central plains known as International H20 Project (IHOP). The model was tested using both the original conditions, which were dry, and with modified conditions wherein moisture was added to the lower part of the atmosphere to produce clouds and precipitation (i.e., a wet case). For each of the conditions (i.e., dry and wet), four set of experiments were conducted wherein the model was run for a period of 24 hours and the radiation fields (including both incoming solar and outgoing longwave) were updated every 1, 3, 10, and 100 time steps. Statistical tests indicated that average quantities of surface variables for both the dry and wet cases were the same for the various update frequencies. However, spatially the results could be quite different especially in the wet case after it began to rain. The near-surface wind field was found to be different most of the time even for the dry case. In the wet case, rain intensities and average vertical profiles of heating associated with cloudy areas were found to differ for the various radiation update frequencies. The latter implies that the mean state of the model could be different as a result of not updating the radiation fields every time step and has important implications for longer term climate studies
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In this project, we have analyzed data collected by the U.S. Department of Energy (DOE), National Energy Technology Laboratory (NETL) in a high pressure water tunnel (HPWT) and data from two research cruises to natural seeps in the Gulf of Mexico to adapt and validate a numerical model to predict the dynamics of natural seeps in the deep oceans. The HPWT data include video observations of the shrinkage rate of individual methane and natural gas bubbles under simulated deep-water conditions. Field data were collected during two cruises by the Gulf Integrated Spill Research (GISR) Consortium led by Texas A&M University and funded by the Gulf of Mexico Research Initiative (GoMRI). These data included in situ observations from a remotely operated vehicle (ROV) of gas bubbles at two natural seep sites in the Gulf and acoustic observations of the natural seep bubble flares in the ocean water column. The acoustic data were from multibeam echosounders, one mounted in a forward-looking orientation on the ROV and another mounted down-looking in the haul of the ship. All of these laboratory and field data were focused on the dynamics of natural gas bubbles at temperatures and pressures favorable for clathrate hydrate formation between the gas and water. Our analyses of this data focused on understanding the mechanisms responsible for gas bubble dissolution within the hydrate stability zone (HSZ) of the oceans. Ice-like hydrate shells may form on the bubble-water interface under these conditions, and it was unknown how this might affect the mass transfer of gas into the ocean. We were able to extract bubble shrinkage rates from the HPWT datasets. Using this data we determined that mass transfer coefficients with and without a hydrate shell match empirical values for bubbles in contaminated systems (so-called dirty bubbles contaminated by naturally occurring surfactants). We also showed that free gas, and not gas hydrate, is the dominant dissolving phase when the hydrate sub-cooling is below 11 degree Celsius (temperature difference between hydrate the hydrate formation temperature and ambient temperator) or the pressure is reducing as bubbles rise through the ocean water column. Using this mass transfer model, our numerical model of bubble dissolution matched the over 200 HPWT experiments with an average error of 10% for predicting the bubble size at the end of an experiment. From field data in the literature, we also observed that gas bubbles dissolve faster when they are initially released, following mass transfer coefficients for so-called clean-bubbles (those not yet contaminated by surfactants). Shortly after release within the HSZ, a hydrate shell forms on the bubble-water interface, and the mass transfer reduces to rates matching those of dirty bubbles. We correlated this transition time from clean to dirty bubble behavior with the initial bubble surface area and the hydrate sub-cooling. With this model for hydrate formation time and using the mass transfer coefficients deduced from the HPWT data, we validated our numerical model for predicting the rise heights of natural seep flares in the oceans. Flare heights are commonly observed in haul-mounted acoustic multibeam data. The numerical model predicts bubbles to rise high in the ocean water column owing to the slower mass transfer rates for dirty bubbles that accompany the majority of their rise time. We found that the numerical model predictions matched the observed flare heights within 5% to 10% accuracy when we compared the rise heights of the largest bubbles released from the seafloor with the bubbles acoustically visible in the multibeam data. Bubbles become acoustically transparent as they shrink to sizes of order 1 mm in diameter for the multibeam frequencies used in the field. The forward-looking multibeam on the ROV also provided data on the lateral spreading of bubbles in natural seep flares. Our analysis of this data showed that spreading follows a diffusion process, with the effective diffusivity correlating with the wobbling length scale of these ellipsoidal bubbles. When we apply this diffusivity in a random displacement model of bubble spreading, our numerical simulations match closely the lateral spread observed by the M3 in the ocean water column. Finally, we compared the seep model predictions for the acoustic properties of these natural seep plumes with that observed by the acoustic instruments in the field. The M3 and EM 302 observations were converted to relative values of target strength using a calibration we obtained in the laboratory for the M3 and using an algorithm from the manufacturer for the EM 302. Comparing the numerical seep model to these data, we obtain good agreement over the whole height of rise of these bubble flares. This further validates the numerical model. Overall, our validated seep model captures the key dynamics of gas bubbles released from natural seeps in the oceans and helps to predict the fate of methane in the water column.
Abstract. Reliable soil biogeochemical modeling is a prerequisite for credible projections of climate change and associated ecosystem feedbacks. This recognition has called for frameworks that can support flexible and efficient development and application of new or alternative soil biogeochemical modules in Earth system models (ESMs). The the Biogeochemical Transport and Reaction model version 1 (BeTR-v1) code (i.e., CLM4-BeTR) is one such framework designed to accelerate the development and integration of new soil biogeochemistry formulations into ESMs and to analyze structural uncertainty in ESM simulations. With a generic reactive transport capability, BeTR-v1 can represent multiphase (e.g., gaseous, aqueous, and solid), multi-tracer (e.g., nitrate and organic carbon), and multi-organism (e.g., plants, bacteria, and fungi) dynamics. Here, we describe the new version, Biogeochemical Transport and Reaction model version 2 (BeTR-v2), which adopts more robust numerical solvers for multiphase diffusion and advection and coupling between biogeochemical reactions and improves code modularization over BeTR-v1. BeTR-v2 better supports different mathematical formulations in a hierarchical manner by allowing the resultant model be run for a single topsoil layer or a vertically resolved soil column, and it allows the model to be fully coupled with the land component of the Energy Exascale Earth System Model (E3SM). We demonstrate the capability of BeTR-v2 with benchmark cases and example soil biogeochemical (BGC) implementations. By taking advantage of BeTR-v2's generic structure integrated in E3SM, we then found that calibration could not resolve biases introduced by different numerical coupling strategies of plant–soil biogeochemistry. These results highlight the importance of numerically robust implementation of soil biogeochemistry and coupling with hydrology, thermal dynamics, and plants – capabilities that the open-source BeTR-v2 provides. We contend that Earth system models should strive to minimize this uncertainty by applying better numerical solvers.
This paper reports on a benchmark study based on small-scale (1:50) measurements of a single, oscillating water column chamber mounted sideways in a long flume. The geometry of the OWC chamber is extracted from a barge-like, attenuator-type floating concept “KNSwing” with 40 chambers targeted for deployment in the Danish part of the North Sea. In addition to traditional two-way energy extraction we also consider one-way energy extraction with passive venting and compare chamber response, pressures and total absorbed energy between the two methods. A blind study was established for the numerical modeling, with participants applying several implementations of weakly nonlinear potential flow theory and commercial Navier–Stokes solvers (CFD). Both compressible and incompressible models were used for the air phase. Potential flow calculations predict more energy absorption near the chamber resonance for one-way absorption than for two-way absorption, but the opposite is found from the experimental measurements. This outcome is mainly attributed to energy losses in the experimental passive valve system, but this conclusion must be confirmed by better experimental measurements. Modeling the one-way valve in CFD proved to be very challenging and only one team was able to provide results which were generally closer to the experiments. The study illustrates the challenges associated with both numerical and experimental analysis of OWC chambers. Air compressibility effects were not found to be important at this scale, even with the large volume of additional air used for the one-way case.
Historically, B-grid formulations of sea ice dynamics have been dominant because they have matched the grid type used by ocean models. The reason for the grid match is simple – it facilitates penetration of the curl of ice-ocean stress into the deep ocean with minimal numerical diffusivity because sea ice and ocean velocity are co-located. In recent years, as ocean models have increasingly progressed to C-grids, sea ice models have followed suit on quadrilateral meshes, but the implementation of an unstructured C-grid sea ice models is new. We present an unstructured C-grid discretization of the Elastic Viscous Plastic (EVP) rheology, where the velocity unknowns are discretized at the edges of the mesh cells with n-sides, where typically n is greater than or equal to four, rather than at the vertices, as in the B-grid. Our framework of choice is the Model for Prediction Across Scales (MPAS) within E3SM, the climate model of the U.S. Department of Energy, although our approach is general and could be applied to other models as well. While MPAS-Seaice is currently defined on a B-grid, MPAS-Ocean runs on a C-grid, hence interpolation operators are heavily used when coupled simulations are performed. In this work, we describe a mathematical formulation to transition the dynamics of MPAS-Seaice to a C-grid, in order to ultimately facilitate the coupling with MPAS-Ocean and reduce numerical errors associated with this communication. Numerical results are reported to highlight the features of the method.
Develop a time-domain, 3 degree of freedom numerical model of IProTech's PIP device, including power take-off (PTO), that can be used to develop control algorithms and establish a baseline technology performance level (TPL). This is important to IProTech because having a good numerical model allows IProTech to optimize design and control algorithms on an ongoing basis. A baseline TPL enables the PIP technology to be benchmarked against other wave energy converter (WEC) concepts, providing (i) justification (or not) for investment in wave tank model testing, (ii) identifying optimum design parameters and control algorithms for the test model, (iii) specifying test conditions and (iv) interpreting wave tank test results. An accredited WEC-Sim model of the PIP device is an essential tool for further development of the technology. 1) The development of numerical models of the PIP concept will enable iProTech to evaluate the potential performance of this concept, and to investigate how sensitive the device is to different variables within the system (e.g. hydraulic components, geometry dimensions, etc.) 2) The numerical models were developed with WEC-Sim and PTO-Sim -- the de-facto industry standard WEC numerical modeling tools. A detailed model of the system's hydraulic circuit was developed with PTO-Sim. However, WEC-Sim is based on linear hydrodynamics and has several limitations; validation against high fidelity models/physical scale models would help to build confidence in the results.
The global automotive industry sprayed over 2.6 billion liters of paint in 2018, much of which through electrostatic rotary bell atomization, a highly complex process involving the fluid mechanics of rapidly rotating thin films tearing apart into micrometer-thin filaments and droplets. Coating operations account for 65% of the energy usage in a typical automotive assembly plant, representing 10,000s of gigawatt-hours each year in the United States alone. Optimization of these processes would allow for improved robustness, reduced material waste, increased throughput, and significantly reduced energy usage. Here, we introduce a high-fidelity mathematical and algorithmic framework to analyze rotary bell atomization dynamics at industrially relevant conditions. Our approach couples laboratory experiment with the development of robust non-Newtonian fluid models; devises high-order accurate numerical methods to compute the coupled bell, paint, and gas dynamics; and efficiently exploits high-performance supercomputing architectures. These advances have yielded insight into key dynamics, including i) parametric trends in film, sheeting, and filament characteristics as a function of fluid rheology, delivery rates, and bell speed; ii) the impact of nonuniform film thicknesses on atomization performance; and iii) an understanding of spray composition via primary and secondary atomization. These findings result in coating design principles that are poised to improve energy- and cost-efficiency in a wide array of industrial and manufacturing settings.
Here, we address the calibration of a computationally expensive nuclear physics model for which derivative information with respect to the fit parameters is not readily available. Of particular interest is the performance of optimization-based training algorithms when dozens, rather than millions or more, of training data are available and when the expense of the model places limitations on the number of concurrent model evaluations that can be performed. As a case study, we consider the Fayans energy density functional model, which has characteristics similar to many model fitting and calibration problems in nuclear physics. We analyze hyperparameter tuning considerations and variability associated with stochastic optimization algorithms and illustrate considerations for tuning in different computational settings.
We consider the numerical solution of large scale singular (continuous-time) Lyapunov equations of the form AX + XA T + BB T = 0, where A is semistable, that is, its spectrum is contained in the left half plane, with the exception of a few semisimple eigenvalues at zero. We also consider the case of a few semisimple eigenvalues on the imaginary axis. We assume that we know these few eigenvalues (zero or imaginary), and that we have or can compute the corresponding invariant subspaces. We use this information to build an appropriate newly proposed subspace on which to project the Lyapunov equations, and then compute a low-rank approximation to the least squares solution. Selected illustrative numerical examples are provided.
This article considers multirate generalized-structure additively partitioned Runge–Kutta methods for solving stiff systems of ordinary differential equations with multiple time scales. These methods treat different partitions of the system with different timesteps for a more targeted and efficient solution compared to monolithic single rate approaches. With implicit methods used across all partitions, methods must find a balance between stability and the cost of solving nonlinear equations for the stages. In order to characterize this important trade-off, we explore multirate coupling strategies, problems for assessing linear stability, and techniques to efficiently implement Newton iterations for stage equations. Unlike much of the existing multirate stability analysis which is limited in scope to particular methods, we present general statements on stability and describe fundamental limitations for certain types of multirate schemes. New implicit multirate methods up to fourth order are derived, and their accuracy and efficiency properties are verified with numerical tests.
We present four frequently used finite difference methods and establish the error bounds for the discretization of the Dirac equation in the massless and nonrelativistic regime, involving a small dimensionless parameter 0 < ε ≪ 1 inversely proportional to the speed of light. In the massless and nonrelativistic regime, the solution exhibits rapid motion in space and is highly oscillatory in time. Specifically, the wavelength of the propagating waves in time is at O(ε), while in space, it is at O(1) with the wave speed at O(ε -1 ). We adopt one leap-frog, two semi-implicit, and one conservative Crank-Nicolson finite difference methods to numerically discretize the Dirac equation in one dimension and establish rigorously the error estimates which depend explicitly on the time step τ, mesh size h, and the small parameter ε. The error bounds indicate that, to obtain the “correct” numerical solution in the massless and nonrelativistic regime, i.e., 0 < ε ≪ 1, all these finite difference methods share the same ε-scalability as time step τ = O(ε 3/2 ) and mesh size h = O(ε 1/2 ). A large number of numerical results are reported to verify the error estimates.
In this paper, we develop high-order nodal discontinuous Galerkin (DG) methods for hyperbolic conservation laws that satisfy invariant domain preserving properties using subcell flux corrections and convex limiting. These methods are based on a subcell flux corrected transport (FCT) methodology that involves blending a high-order target scheme with a robust, low-order invariant domain preserving method that is obtained using a graph viscosity technique. Furthermore, the new low-order discretizations are based on sparse stencils which do not increase with the polynomial degree of the high-order DG method. As a result, the accuracy of the low-order method does not degrade when used with high-order target methods. The method is applied to both scalar conservation laws, for which the discrete maximum principle is naturally enforced, and to systems of conservation laws such as the Euler equations, for which positivity of density and a minimum principle for specific entropy are enforced. Numerical results are presented on a number of benchmark test cases.
The standard particle-in-cell (PIC) method employs explicit finite-difference (FD) methods (e.g. the leap-frog scheme) for both spatial and temporal integrations. Here, we employ a pseudospectral method for solving the Poisson equation and a fully implicit time integration to achieve exact energy conservation. The advantage of a pseudospectral field solver is its spectral accuracy in solving field solutions. Earlier studies of implicit time integration of PIC FD equations can enforce exact energy exchange between field and particles, resulting in exact energy-conserving schemes. Here, we prove that the exact energy conservation property can be carried over to the pseudospectral scheme. Simultaneously, we provide a solution to ensure a pseudospectral charge continuity equation. We demonstrate the new scheme in a 2D electrostatic PIC code. In conclusion, theoretical results are confirmed via numerical examples.
Machining dynamics research lays a solid foundation for machining operations by providing stable combinations of spindle speed and depth of cut. Furthermore, machine learning has been applied to predict tool life as a function of cutting speed. However, the existing research does not consider the discrete-event dynamics in machine shop, i.e., the machine tool needs to process a series of parts in queue under various practical production requirements. This paper addresses the integration of discrete-event dynamics and machining dynamics to achieve cost savings in machining. A learning-based cost function is first proposed for the studied integrated optimization problem of machine tool. The proposed cost function utilizes the predicted tool life under different stable cutting speeds for further optimizing speed selection of machine tool to deal with the discrete-event dynamics in machine shop. Then, according to the practical production requirements, effective mathematical optimization models are developed for the related integrated optimization problems with the consideration of cost, makespan and due date, respectively. Numerical results show the effectiveness of our proposed methods and also the potential to be used in practice.
In this report, we study the sensitivity of discrete-time dynamic programs with nonlinear dynamics and objective to perturbations in the initial conditions and reference parameters. Under uniform controllability and boundedness assumptions for the problem data, we prove that the directional derivative of the optimal state and control at time $k$, $x^*_k$, and $u^*_k$, with respect to the reference signal at time $i$, $d_i$, will have exponential decay in terms of $|k-i|$ with a decay rate $\rho$ independent of the temporal horizon length. The key technical step is to prove that a version of the convexification approach proposed by Verschueren et al. can be applied to the KKT conditions and results in a convex quadratic program with uniformly bounded data. In turn, Riccati techniques can be further employed to obtain the sensitivity result, borne from the observation that the directional derivatives are solutions of quadratic programs with structure similar to the KKT conditions themselves. We validate our findings with numerical experiments on a small nonlinear, nonconvex, dynamic program.
Large-scale computing has enabled numerous scientific discoveries, including ground-breaking achievements facilitated by the US Department of Energy (DOE) supercomputers and advances in applied mathematics and computer science. While important advances were made in energy efficiency to enable exascale computing, continued efforts are needed to dramatically improve the energy efficiency of the next generation of high-performance computing (HPC) systems and, more broadly, AI data centers. Without substantial improvements in energy efficiency, the energy consumption associated with computing could become a limiting factor for future scientific discovery, national security, and technological advancement.