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At least 847 records · Page 47

A Probabilistic Scheme for Semilinear Nonlocal Diffusion Equations with Volume Constraints

This work presents a probabilistic scheme for solving semilinear nonlocal diffusion equations with volume constraints and integrable kernels. The nonlocal model of interest is defined by a time-dependent semilinear partial integro-differential equation (PIDE), in which the integro-differential operator consists of both local convection-diffusion and nonlocal diffusion operators. Here, our numerical scheme is based on the direct approximation of the nonlinear Feynman–Kac formula that establishes a link between nonlinear PIDEs and stochastic differential equations. The exploitation of the Feynman–Kac representation avoids solving dense linear systems arising from nonlocal operators. Compared with existing stochastic approaches, our method can achieve first-order convergence after balancing the temporal and spatial discretization errors, which is a significant improvement of existing probabilistic/stochastic methods for nonlocal diffusion problems. Error analysis of our numerical scheme is established. The effectiveness of our approach is shown in two numerical examples. The first example considers a three-dimensional nonlocal diffusion equation to numerically verify the error analysis results. The second example presents a physics problem motivated by the study of heat transport in magnetically confined fusion plasmas.

97 MATHEMATICS AND COMPUTING↗

Characterization of elastic mechanical properties of Tuscaloosa Marine Shale from well logs using the vertical transversely isotropic model

To avoid steep declines in the Tuscaloosa Marine Shale (TMS) production, wells are fracture-stimulated to release the hydrocarbons trapped in the matrix of the formation. An accurate estimation of Young’s modulus and Poisson’s ratio is essential for hydraulic fracture propagation. In addition, ignoring the highly heterogeneous and anisotropic character of TMS can lead to erroneous stress values, which subsequently affect hydraulic fracture width estimates and the overall hydraulic fracturing process. We have developed an empirical 1D geomechanical model that takes into account VTI anisotropy, and it is used to characterize the elastic mechanical properties of TMS in two wells. In the analyzed formation, the vertical Poisson’s ratio is less than the horizontal Poisson’s ratio, which suggests the necessity of an alternative to the ANNIE equations. The stiffness coefficients [Formula: see text] and [Formula: see text] were estimated using the relationships developed from the ultrasonic core data available for the two TMS. Further, correlations between the static and dynamic properties from laboratory tests were used to improve the minimum horizontal stress calculation. We compare VTI Young’s moduli, Poisson’s ratios, and minimum horizontal stress with the isotropic solution. VTI modeling improves the estimation of the elastic mechanical properties. The isotropic solution underestimates the minimum horizontal stress in the formation. Moreover, it was shown that the 20 ft shale interval below the TMS base is characterized by a low Young’s modulus (the vertical Young’s modulus is equal to 20 GPa, whereas the horizontal Young’s modulus is equal to 40 GPa) and may be a frac barrier.

Geochemistry & Geophysics↗

Asymptotic symmetries of three dimensional gravity and the membrane paradigm

The asymptotic symmetry group of three-dimensional (anti) de Sitter space with Brown-Henneaux boundary conditions is the two dimensional conformal group with central charge c = 3 ℓ/ 2 G . Usually the asymptotic charge algebra is derived using the symplectic structure of the bulk Einstein equations. Here, we derive the asymptotic charge algebra by a different route. First, we formulate the dynamics of the boundary as a 1+1-dimensional dynamical system. Then we realize the boundary equations of motion as a Hamiltonian system on the dual Lie algebra, \( {\mathfrak{g}}^{\ast } \) , of the two-dimensional conformal group. Finally, we use the Lie-Poisson bracket on \( {\mathfrak{g}}^{\ast } \) to compute the asymptotic charge algebra. This streamlines the derivation of the asymptotic charge algebra because the Lie-Poisson bracket on the boundary is significantly simpler than the symplectic structure derived from the bulk Einstein equations. It also clarifies the analogy between the infinite dimensional symmetries of gravity and fluid dynamics.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Application of an Elongated Kelvin Model to Space Shuttle Foams

The space shuttle foams are rigid closed-cell polyurethane foams. The two foams used most-extensively oil space shuttle external tank are BX-265 and NCFL4-124. Because of the foaming and rising process, the foam microstructures are elongated in the rise direction. As a result, these two foams exhibit a nonisotropic mechanical behavior. A detailed microstructural characterization of the two foams is presented. Key features of the foam cells are described and the average cell dimensions in the two foams are summarized. Experimental studies are also conducted to measure the room temperature mechanical response of the two foams in the two principal material directions (parallel to the rise and perpendicular to the rise). The measured elastic modulus, proportional limit stress, ultimate tensile strength, and Poisson's ratios are reported. The generalized elongated Kelvin foam model previously developed by the authors is reviewed and the equations which result from this model are summarized. Using the measured microstructural dimensions and the measured stiffness ratio, the foam tensile strength ratio and Poisson's ratios are predicted for both foams and are compared with the experimental data. The predicted tensile strength ratio is in close agreement with the measured strength ratio for both BX-265 and NCFI24-124. The comparison between the predicted Poisson's ratios and the measured values is not as favorable.

Sullivan, Roy M.↗

Visualizing biomolecular electrostatics in virtual reality with UnityMol-APBS

The APBS software was developed to solve the equations of continuum electrostatics for large biomolecular assemblages. APBS has enjoyed widespread adoption throughout the biomedical community and is used in numerous applications involving biomolecular structures. However, visualization of complex biomolecular electrostatic properties can be challenging for two-dimensional graphics systems. Therefore, advanced visualization and manipulation capabilities have been incorporated. In particular, APBS tools have been integrated with the UnityMolX virtual reality platform to provide an immersive experience for preparing biomolecular systems for calculations as well as visualizing and comparing calculated results.

electrostatics, molecular visualization, solvation↗

Low-Velocity Impact Response of Sandwich Beams with Functionally Graded Core

The problem of low-speed impact of a one-dimensional sandwich panel by a rigid cylindrical projectile is considered. The core of the sandwich panel is functionally graded such that the density, and hence its stiffness, vary through the thickness. The problem is a combination of static contact problem and dynamic response of the sandwich panel obtained via a simple nonlinear spring-mass model (quasi-static approximation). The variation of core Young's modulus is represented by a polynomial in the thickness coordinate, but the Poisson's ratio is kept constant. The two-dimensional elasticity equations for the plane sandwich structure are solved using a combination of Fourier series and Galerkin method. The contact problem is solved using the assumed contact stress distribution method. For the impact problem we used a simple dynamic model based on quasi-static behavior of the panel - the sandwich beam was modeled as a combination of two springs, a linear spring to account for the global deflection and a nonlinear spring to represent the local indentation effects. Results indicate that the contact stiffness of thc beam with graded core Increases causing the contact stresses and other stress components in the vicinity of contact to increase. However, the values of maximum strains corresponding to the maximum impact load arc reduced considerably due to grading of thc core properties. For a better comparison, the thickness of the functionally graded cores was chosen such that the flexural stiffness was equal to that of a beam with homogeneous core. The results indicate that functionally graded cores can be used effectively to mitigate or completely prevent impact damage in sandwich composites.

Apetre, N. A.↗

Coagulation kinetics beyond mean field theory using an optimised Poisson representation

Binary particle coagulation can be modelled as the repeated random process of the combination of two particles to form a third. The kinetics may be represented by population rate equations based on a mean field assumption, according to which the rate of aggregation is taken to be proportional to the product of the mean populations of the two participants, but this can be a poor approximation when the mean populations are small. However, using the Poisson representation, it is possible to derive a set of rate equations that go beyond mean field theory, describing pseudo-populations that are continuous, noisy, and complex, but where averaging over the noise and initial conditions gives the mean of the physical population. Such an approach is explored for the simple case of a size-independent rate of coagulation between particles. Analytical results are compared with numerical computations and with results derived by other means. In the numerical work, we encounter instabilities that can be eliminated using a suitable “gauge” transformation of the problem [P. D. Drummond, Eur. Phys. J. B 38, 617 (2004)] which we show to be equivalent to the application of the Cameron-Martin-Girsanov formula describing a shift in a probability measure. The cost of such a procedure is to introduce additional statistical noise into the numerical results, but we identify an optimised gauge transformation where this difficulty is minimal for the main properties of interest. For more complicated systems, such an approach is likely to be computationally cheaper than Monte Carlo simulation.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

A stochastic-dynamic model for global atmospheric mass field statistics

A model that yields the spatial correlation structure of atmospheric mass field forecast errors was developed. The model is governed by the potential vorticity equation forced by random noise. Expansion in spherical harmonics and correlation function was computed analytically using the expansion coefficients. The finite difference equivalent was solved using a fast Poisson solver and the correlation function was computed using stratified sampling of the individual realization of F(omega) and hence of phi(omega). A higher order equation for gamma was derived and solved directly in finite differences by two successive applications of the fast Poisson solver. The methods were compared for accuracy and efficiency and the third method was chosen as clearly superior. The results agree well with the latitude dependence of observed atmospheric correlation data. The value of the parameter c sub o which gives the best fit to the data is close to the value expected from dynamical considerations.

Ghil, M.↗

Robustness of Quadratic Hedging Strategies in Finance via Backward Stochastic Differential Equations with Jumps

We consider a backward stochastic differential equation with jumps (BSDEJ) which is driven by a Brownian motion and a Poisson random measure. We present two candidate-approximations to this BSDEJ and we prove that the solution of each candidate-approximation converges to the solution of the original BSDEJ in a space which we specify. We use this result to investigate in further detail the consequences of the choice of the model to (partial) hedging in incomplete markets in finance. As an application, we consider models in which the small variations in the price dynamics are modeled with a Poisson random measure with infinite activity and models in which these small variations are modeled with a Brownian motion or are cut off. Using the convergence results on BSDEJs, we show that quadratic hedging strategies are robust towards the approximation of the market prices and we derive an estimation of the model risk.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Graphics processing unit accelerated three-dimensional model for the simulation of pulsed low-temperature plasmas

A 3-dimensional particle-in-cell/Monte Carlo collision simulation that is fully implemented on a graphics processing unit (GPU) is described and used to determine low-temperature plasma characteristics at high reduced electric field, E/n, in nitrogen gas. Details of implementation on the GPU using the NVIDIA Compute Unified Device Architecture framework are discussed with respect to efficient code execution. The software is capable of tracking around 10 × 10{sup 6} particles with dynamic weighting and a total mesh size larger than 10{sup 8} cells. Verification of the simulation is performed by comparing the electron energy distribution function and plasma transport parameters to known Boltzmann Equation (BE) solvers. Under the assumption of a uniform electric field and neglecting the build-up of positive ion space charge, the simulation agrees well with the BE solvers. The model is utilized to calculate plasma characteristics of a pulsed, parallel plate discharge. A photoionization model provides the simulation with additional electrons after the initial seeded electron density has drifted towards the anode. Comparison of the performance benefits between the GPU-implementation versus a CPU-implementation is considered, and a speed-up factor of 13 for a 3D relaxation Poisson solver is obtained. Furthermore, a factor 60 speed-up is realized for parallelization of the electron processes.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

A weighted Shifted Boundary Method for free surface flow problems

The Shifted Boundary Method (SBM) belongs to the class of unfitted (or immersed, or embedded) finite element methods and was recently introduced for the Poisson, linear advection/diffusion, Stokes, Navier-Stokes, acoustics, and shallow-water equations. By reformulating the original boundary value problem over a surrogate (approximate) computational domain, the SBM avoids integration over cut cells and the associated problematic issues regarding numerical stability and matrix conditioning. Accuracy is maintained by modifying the original boundary conditions using Taylor expansions. Hence the name of the method, that shifts the location and values of the boundary conditions. In this article, we extend the SBM to the simulation of incompressible Navier-Stokes flows with moving free-surfaces, by appropriately weighting its variational form with the elemental volume fraction of active fluid. This approach prevents spurious pressure oscillations in time, which would otherwise be produced if the total active fluid volume were to change abruptly over a time step. In fact, the proposed weighted SBM method induces small mass (i.e., volume) conservation errors, which converge quadratically in the case of piecewise-linear finite element interpolations, as the grid is refined. Finally, we present an extensive set of two- and three-dimensional tests to demonstrate the robustness and accuracy of the method.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

gevolution: a cosmological N-body code based on General Relativity

We present a new N-body code, gevolution , for the evolution of large scale structure in the Universe. Our code is based on a weak field expansion of General Relativity and calculates all six metric degrees of freedom in Poisson gauge. N-body particles are evolved by solving the geodesic equation which we write in terms of a canonical momentum such that it remains valid also for relativistic particles. We validate the code by considering the Schwarzschild solution and, in the Newtonian limit, by comparing with the Newtonian N-body codes Gadget-2 and RAMSES . We then proceed with a simulation of large scale structure in a Universe with massive neutrinos where we study the gravitational slip induced by the neutrino shear stress. The code can be extended to include different kinds of dark energy or modified gravity models and going beyond the usually adopted quasi-static approximation. Our code is publicly available.

79 ASTRONOMY AND ASTROPHYSICS↗

Finite difference identification of noisy distributed systems using scanning measurements

Most of the present-day literature concerned with identification theory and techniques is directed toward lumped parameter systems, and many comprehensive surveys of the field are available. Relatively little has appeared in the literature concerning distributed identification, and even more noticeable is the scarcity of papers dealing with systems described by the one-dimensional wave equation. Perdeauville and Goodson were perhaps the first researchers with a workable but time consuming method for the identification of coefficients of the wave equation. Fairman and Shen, also considering the wave equation, used the technique of finite differencing to approximate spatial derivatives, and Poisson filter chains to approximate temporal derivatives.

Hughes, R. O.↗

Reversible and Irreversible Time-Dependent Behavior of GRCop-84

A series of mechanical tests were conducted on a high-conductivity copper alloy, GRCop-84, in order to understand the time dependent response of this material. Tensile, creep, and stress relaxation tests were performed over a wide range of temperatures, strain rates, and stress levels to excite various amounts of time-dependent behavior. At low applied stresses the deformation behavior was found to be fully reversible. Above a certain stress, termed the viscoelastic threshold, irreversible deformation was observed. At these higher stresses the deformation was observed to be viscoplastic. Both reversible and irreversible regions contained time dependent deformation. These experimental data are documented to enable characterization of constitutive models to aid in design of high temperature components.

viscoelasticity↗

The pentagon relation and incidence geometry

We define a map S:D²×D²→D²×D², where D is an arbitrary division ring (skew field), associated with the Veblen configuration, and we show that such a map provides solutions to the functional dynamical pentagon equation. We explain that fact in elementary geometric terms using the symmetry of the Veblen and Desargues configurations. We introduce also another map of a geometric origin with the pentagon property. We show equivalence of these maps with recently introduced Desargues maps which provide geometric interpretation to a non-commutative version of Hirota's discrete Kadomtsev–Petviashvili equation. Finally, we demonstrate that in an appropriate gauge the (commutative version of the) maps preserves a natural Poisson structure—the quasiclassical limit of the Weyl commutation relations. The corresponding quantum reduction is then studied. In particular, we discuss uniqueness of the Weyl relations for the ultra-local reduction of the map. We give then the corresponding solution of the quantum pentagon equation in terms of the non-compact quantum dilogarithm function.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Hamiltonian and action formalisms for two-dimensional gyroviscous magnetohydrodynamics

A general procedure for constructing action principles for continuum models via a generalization of Hamilton's principle of mechanics is described. Through the procedure, an action principle for a gyroviscous magnetohydrodynamics model is constructed. The model is shown to agree with a reduced version of Braginskii's fluid equations. The construction reveals the origin of the gyromap, a device used to derive previous gyrofluid models. Also, a systematic reduction procedure is presented for obtaining the Hamiltonian structure in terms of the noncanonical Poisson bracket. The construction procedure yields a class of Casimir invariants, which are then used to construct variational principles for equilibrium equations with flow and gyroviscosity. The procedure for obtaining reduced fluid models with gyroviscosity is also described.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

High-order matrix-free incompressible flow solvers with GPU acceleration and low-order refined preconditioners

In this work, we present a matrix-free flow solver for high-order finite element discretizations of the incompressible Navier-Stokes and Stokes equations with GPU acceleration. For high polynomial degrees, assembling the matrix for the linear systems resulting from the finite element discretization can be prohibitively expensive, both in terms of computational complexity and memory. For this reason, it is necessary to develop matrix-free operators and preconditioners, which can be used to efficiently solve these linear systems without access to the matrix entries themselves. The matrix-free operator evaluations utilize GPU-accelerated sum-factorization techniques to minimize memory movement and maximize throughput. The preconditioners developed in this work are based on a low-order refined methodology with parallel subspace corrections, as described for diffusion problems in [1]. The saddle-point Stokes system is solved using block-preconditioning techniques, which are robust in mesh size, polynomial degree, time step, and viscosity. For the incompressible Navier-Stokes equations, we make use of projection (fractional step) methods, which require Helmholtz and Poisson solves at each time step. The performance of our flow solvers is assessed on several benchmark problems in two and three spatial dimensions.

97 MATHEMATICS AND COMPUTING↗

Application of the TRANAIR rectangular grid approach to the aerodynamic analysis of complex configurations

A numerical method is described which uses a rectangular grid to solve the nonlinear full potential equation about complex configurations. The grid is locally refined to resolve high velocity gradients arising from leading edge expansions or shock waves. The grid penetrates the boundary (described by networks of quadrilateral panels) and is generated automatically. Discrete operators are constructed using the finite element method. The system of nonlinear discrete equations is solved iteratively using a Krylov subspace method preconditioned by an exterior Poisson solver and a direct sparse solver. The primary emphasis is to provide design engineers with an aerodynamic analysis tool (the TRANAIR code) which is accurate, reliable, economical, and flexible to use. Computational results for many interesting configurations are presented.

Johnson, Forrester T.↗