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At least 91 records · Page 5

A quadratic-tensor model algorithm for nonlinear least-squares problems with linear constraints

A new algorithm for solving nonlinear least-squares and nonlinear equation problems is proposed which is based on approximating the nonlinear functions using the quadratic-tensor model by Schnabel and Frank. The algorithm uses a trust region defined by a box containing the current values of the unknowns. The algorithm is found to be effective for problems with linear constraints and dense Jacobian matrices.

Hanson, R. J.↗

Discontinuous Galerkin Methods for NonLinear Differential Systems

This talk considers simplified finite element discretization techniques for first-order systems of conservation laws equipped with a convex (entropy) extension. Using newly developed techniques in entropy symmetrization theory, simplified forms of the discontinuous Galerkin (DG) finite element method have been developed and analyzed. The use of symmetrization variables yields numerical schemes which inherit global entropy stability properties of the PDE (partial differential equation) system. Central to the development of the simplified DG methods is the Eigenvalue Scaling Theorem which characterizes right symmetrizers of an arbitrary first-order hyperbolic system in terms of scaled eigenvectors of the corresponding flux Jacobian matrices. A constructive proof is provided for the Eigenvalue Scaling Theorem with detailed consideration given to the Euler equations of gas dynamics and extended conservation law systems derivable as moments of the Boltzmann equation. Using results from kinetic Boltzmann moment closure theory, we then derive and prove energy stability for several approximate DG fluxes which have practical and theoretical merit.

Barth, Timothy↗

Using computational singular perturbation as a diagnostic tool in ODE and DAE systems: a case study in heterogeneous catalysis

We have extended the computational singular perturbation (CSP) method to differential algebraic equation (DAE) systems and demonstrated its application in a heterogeneous-catalysis problem. The extended method obtains the CSP basis vectors for DAEs from a reduced Jacobian matrix that takes the algebraic constraints into account. Here we use a canonical problem in heterogeneous catalysis, the transient continuous stirred tank reactor (T-CSTR), for illustration. The T-CSTR problem is modelled fundamentally as an ordinary differential equation (ODE) system, but it can be transformed to a DAE system if one approximates typically fast surface processes using algebraic constraints for the surface species. We demonstrate the application of CSP analysis for both ODE and DAE constructions of a T-CSTR problem, illustrating the dynamical response of the system in each case. We also highlight the utility of the analysis in commenting on the quality of any particular DAE approximation built using the quasi-steady state approximation (QSSA), relative to the ODE reference case.

97 MATHEMATICS AND COMPUTING↗

Flux vector splitting and approximate Newton methods

In the present investigation, the basic approach is employed to view an iterative scheme as Newton's method or as a modified Newton's method. Attention is given to various modified Newton methods which can arise from differencing schemes for the Euler equations. Flux vector splitting is considered as the basic spatial differencing technique. This technique is based on the partition of a flux vector into groups which have certain properties. The Euler equations fluxes can be split into two groups, the first group having a flux Jacobian with all positive eigenvalues, and the second group having a flux Jacobian with all negative eigenvalues. Flux vector splitting based on a velocity-sound speed split is considered along with the use of numerical techniques to analyze nonlinear systems, and the steady Euler equations for quasi-one-dimensional flow in a nozzle. Results are given for steady flows with shocks.

Jespersen, D. C.↗

Recent advances in methods for numerical solution of O.D.E. initial value problems

In the mathematical modeling of physical systems, it is often necessary to solve an initial value problem (IVP), consisting of a system of ordinary differential equations (ODE). A typical program produces approximate solutions at certain mesh points. Almost all existing codes try to control the local truncation error, while the user is really interested in controlling the true or global error. The present investigation provides a review of recent advances regarding the solution of the IVP, giving particular attention to stiff systems. Stiff phenomena are customarily defined in terms of the eigenvalues of the Jacobian. There are, however, some difficulties connected with this approach. It is pointed out that an estimate of the Lipschitz constant proves to be a very practical way to determine the stiffness of a problem.

Bui, T. D.↗

Including the parallel mass flow in calculating the steady-state solutions and stability of the momentum balance equations for a quasisymmetric stellarator

The Helically Symmetric Experiment (HSX) is a quasisymmetric stellarator with minimal parallel viscous damping in a helical direction. The parallel flow (Vǁ) along the magnetic field is similarly weakly damped by viscosity. In this paper, the self-consistent steady-state parallel and poloidal momentum balance equations are used to show that a large Vǁ on the order of the ion thermal velocity can increase the ion resonant radial electric field (Er) beyond the value calculated using the typical approximation that Vǁ is zero. By altering the damping of Vǁ, either by degrading the quasisymmetry or varying the neutral density, the ion resonant Er can shift in a controllable fashion. It is shown explicitly that there exist stable and unstable steady-state solutions in the two-dimensional space of Vǁ and Er. A stability analysis of each solution is performed by calculating the eigenvalues and eigenvectors of the Jacobian. The unstable solution corresponds to a saddle point in which the eigenvalues have opposite signs. The analysis leads to the conclusion that unstable solutions occur when the derivative of the total poloidal damping with respect to Er is positive. A hysteresis in Er and Vǁ is observed when the radial current density is linearly increased to a maximum and then decreased back to zero. Jumps in the radial electric field and the parallel flow are observed as the radial current density drives the evolution from one stable point to the next. This result is similar to experimental data observed on several devices.

Physics↗

Conservative-variable average states for equilibrium gas multi-dimensional fluxes

Modern split component evaluations of the flux vector Jacobians are thoroughly analyzed for equilibrium-gas average-state determinations. It is shown that all such derivations satisfy a fundamental eigenvalue consistency theorem. A conservative-variable average state is then developed for arbitrary equilibrium-gas equations of state and curvilinear-coordinate fluxes. Original expressions for eigenvalues, sound speed, Mach number, and eigenvectors are then determined for a general average Jacobian, and it is shown that the average eigenvalues, Mach number, and eigenvectors may not coincide with their classical pointwise counterparts. A general equilibrium-gas equation of state is then discussed for conservative-variable computational fluid dynamics (CFD) Euler formulations. The associated derivations lead to unique compatibility relations that constrain the pressure Jacobian derivatives. Thereafter, alternative forms for the pressure variation and average sound speed are developed in terms of two average pressure Jacobian derivatives. Significantly, no additional degree of freedom exists in the determination of these two average partial derivatives of pressure. Therefore, they are simultaneously computed exactly without any auxiliary relation, hence without any geometric solution projection or arbitrary scale factors. Several alternative formulations are then compared and key differences highlighted with emphasis on the determination of the pressure variation and average sound speed. The relevant underlying assumptions are identified, including some subtle approximations that are inherently employed in published average-state procedures. Finally, a representative test case is discussed for which an intrinsically exact average state is determined. This exact state is then compared with the predictions of recent methods, and their inherent approximations are appropriately quantified.

Iannelli, G. S.↗

Inflow/Outflow Boundary Conditions with Application to FUN3D

Several boundary conditions that allow subsonic and supersonic flow into and out of the computational domain are discussed. These boundary conditions are demonstrated in the FUN3D computational fluid dynamics (CFD) code which solves the three-dimensional Navier-Stokes equations on unstructured computational meshes. The boundary conditions are enforced through determination of the flux contribution at the boundary to the solution residual. The boundary conditions are implemented in an implicit form where the Jacobian contribution of the boundary condition is included and is exact. All of the flows are governed by the calorically perfect gas thermodynamic equations. Three problems are used to assess these boundary conditions. Solution residual convergence to machine zero precision occurred for all cases. The converged solution boundary state is compared with the requested boundary state for several levels of mesh densities. The boundary values converged to the requested boundary condition with approximately second-order accuracy for all of the cases.

Carlson, Jan-Renee↗

Domain decomposition methods for the parallel computation of reacting flows

Domain decomposition is a natural route to parallel computing for partial differential equation solvers. Subdomains of which the original domain of definition is comprised are assigned to independent processors at the price of periodic coordination between processors to compute global parameters and maintain the requisite degree of continuity of the solution at the subdomain interfaces. In the domain-decomposed solution of steady multidimensional systems of PDEs by finite difference methods using a pseudo-transient version of Newton iteration, the only portion of the computation which generally stands in the way of efficient parallelization is the solution of the large, sparse linear systems arising at each Newton step. For some Jacobian matrices drawn from an actual two-dimensional reacting flow problem, comparisons are made between relaxation-based linear solvers and also preconditioned iterative methods of Conjugate Gradient and Chebyshev type, focusing attention on both iteration count and global inner product count. The generalized minimum residual method with block-ILU preconditioning is judged the best serial method among those considered, and parallel numerical experiments on the Encore Multimax demonstrate for it approximately 10-fold speedup on 16 processors.

Keyes, David E.↗

On The Jacobian of the ECEF J2 Gravitation Model

An Earth-centered, Earth-fixed (ECEF) inertial navigation system must compute the Jacobian of its employed gravitation model with respect to position while time-propagating the error covariance of the system. One commonly used gravitation model is the ‘J2 model’ which is a second-order truncation of the Earth’s spherical harmonic gravitation model. The J2 model is popular because it can quickly and efficiently be evaluated, and the truncation error is small: The ‘J3 term’ --- the third term in the spherical harmonic expansion --- is approximately 1000 times smaller than the J2 term.

42 ENGINEERING↗

A method for bounding high-order finite element functions: Applications to mesh validity and bounds-preserving limiters

We introduce a novel method for bounding high-order multi-dimensional polynomials in finite element approximations. The method involves precomputing optimal piecewise-linear bounding boxes for polynomial basis functions, which can then be used to locally bound any combination of these basis functions. This approach can be applied to any element/basis type at any approximation order, can provide local (i.e., subcell) extremum bounds to a desired level of accuracy, and can be evaluated efficiently on-the-fly in simulations. Furthermore, we show that this approach generally yields more accurate bounds in comparison to traditional methods based on convex hull properties (e.g., Bernstein polynomials). Furthermore, the efficacy of this technique is shown in applications such as mesh validity checks and optimization for high-order curved meshes, where positivity of the element Jacobian determinant can be ensured throughout the entire element, and continuously bounds-preserving limiters for hyperbolic systems, which can enforce maximum principle bounds across the entire solution polynomial.

Bounding box↗

The Delta(dot) B = O Constraint vs. Minimization of Numerical Errors in MHD Simulations

The MHD equations are a system of non-strictly hyperbolic conservation laws. The non-convexity of the inviscid flux vector resulted in corresponding Jacobian matrices with undesirable properties. On the other hand, the MHD equations can be derived from basic principles in either conservative or non-conservative form. The non-conservative system has a better conditioned eigensystem. The Delta(dot)B = 0 constraint of the A4HD equations is only an initial condition constraint. One does not need the Delta(dot)B condition to close the MHD system. We formulate our new low dissipative high order scheme together with the Cargo & Gallice (1997) form of the MHD approximate Riemann solver in curvilinear grids for both versions of the MHD equations. A novel feature of our new method is that the well-conditioned eigen-decomposition of the non-conservative MHD equations is used to solve the conservative equations. This new feature of the method provides well-conditioned eigenvectors for the conservative formulation, so that correct wave speeds for discontinuities are assured. The justification for using the non-conservative eigen-decomposition to solve the conservative equations is that our scheme has a better control of the numerical error associated with the Delta(dot)B condition. Consequently, computing both forms of the equations with the same eigen-decomposition is almost equivalent. It will be shown that this approach, using the non-conservative eigensystem when solving the conservative equations, also works well in the context of standard shock-capturing schemes.

Yee, H. C.↗

Improving the accuracy of central difference schemes

General difference approximations to the fluid dynamic equations require an artificial viscosity in order to converge to a steady state. This artificial viscosity serves two purposes. One is to suppress high frequency noise which is not damped by the central differences. The second purpose is to introduce an entropy-like condition so that shocks can be captured. These viscosities need a coefficient to measure the amount of viscosity to be added. In the standard scheme, a scalar coefficient is used based on the spectral radius of the Jacobian of the convective flux. However, this can add too much viscosity to the slower waves. Hence, it is suggested that a matrix viscosity be used. This gives an appropriate viscosity for each wave component. With this matrix valued coefficient, the central difference scheme becomes closer to upwind biased methods.

Turkel, Eli↗

Baseline Computational Fluid Dynamics Methodology for Longitudinal-Mode Liquid-Propellant Rocket Combustion Instability

A computational method for the analysis of longitudinal-mode liquid rocket combustion instability has been developed based on the unsteady, quasi-one-dimensional Euler equations where the combustion process source terms were introduced through the incorporation of a two-zone, linearized representation: (1) A two-parameter collapsed combustion zone at the injector face, and (2) a two-parameter distributed combustion zone based on a Lagrangian treatment of the propellant spray. The unsteady Euler equations in inhomogeneous form retain full hyperbolicity and are integrated implicitly in time using second-order, high-resolution, characteristic-based, flux-differencing spatial discretization with Roe-averaging of the Jacobian matrix. This method was initially validated against an analytical solution for nonreacting, isentropic duct acoustics with specified admittances at the inflow and outflow boundaries. For small amplitude perturbations, numerical predictions for the amplification coefficient and oscillation period were found to compare favorably with predictions from linearized small-disturbance theory as long as the grid exceeded a critical density (100 nodes/wavelength). The numerical methodology was then exercised on a generic combustor configuration using both collapsed and distributed combustion zone models with a short nozzle admittance approximation for the outflow boundary. In these cases, the response parameters were varied to determine stability limits defining resonant coupling onset.

Litchford, R. J.↗

McMillan map and nonlinear Twiss parameters

In this article we consider two dynamical systems: the McMillan sextupole and octupole integrable mappings originally introduced by Edwin McMillan; the second one is also known as canonical McMillan map. Both of them are simplest symmetric McMillan maps with only one intrinsic parameter, the trace of the Jacobian at the fixed point. While these dynamical systems have numerous of applications and are used in many areas of math and physics, some of their dynamical properties have not been described yet. We fulfill the gap and provide complete description of all stable trajectories including parametrization of invariant curves, Pioncaré rotation numbers and canonical action-angle variables. In the second part we relate these maps with general chaotic map in McMillan-Turaev form. We show that McMillan sextupole and octupole mappings are first order approximations of dynamics around the fixed point, in a similar way as linear map and quadratic invariant (Courant-Snyder invariant in accelerator physics) is the zeroth order approximation (known as linearization). Finally we suggest the new formalism of nonlinear Twiss parameters which incorporate dependence of rotation number as a function of amplitude, in contrast to e.g. betatron phase advance used in accelerator physics which is independent of amplitude. Specifically in application to accelerator physics this new formalism is capable of predicting dynamical aperture around 1-st, 2-nd, 3-rd and 4-th order resonances for flat beams, which is critical for beam injection/extraction.

43 PARTICLE ACCELERATORS↗

Edge Based Viscous Method for Node-Centered Formulations

This paper presents a novel, efficient, conservative, edge-based method for evaluation of mean flow viscous fluxes and turbulence-model diffusion terms of the Reynolds-averaged Navier-Stokes equations on tetrahedral grids. The new method is implemented in a practical, node-centered, finite-volume computational fluid dynamics solver. The baseline finite-volume scheme that is equivalent to a second-order accurate finite-element Galerkin approximation of viscous stresses is reformulated. The order of operations to compute the cell-based Green-Gauss gradients is changed to combine the operations by edge, which leads to an equivalent formulation on tetrahedral grids, improves efficiency, and preserves the compact discretization stencil based on the nearest neighbors. The computational results presented in this paper verify the implementation of this edge-based method by comparing its accuracy and iterative convergence with those of the well verified and validated baseline formulation. Efficiency gains for residual and Jacobian evaluations result in significant reduction of time to solution. This novel edge-based formulation on tetrahedra can be seamlessly combined with the baseline formulation on cells of other types for computing solutions on mixed-element grids.

Edge Based↗

Diffusion-Model-Assisted Supervised Learning of Generative Models for Density Estimation

Here, we present a supervised learning framework of training generative models for density estimation. Generative models, including generative adversarial networks (GANs), normalizing flows, and variational auto-encoders (VAEs), are usually considered as unsupervised learning models, because labeled data are usually unavailable for training. Despite the success of the generative models, there are several issues with the unsupervised training, e.g., requirement of reversible architectures, vanishing gradients, and training instability. To enable supervised learning in generative models, we utilize the score-based diffusion model to generate labeled data. Unlike existing diffusion models that train neural networks to learn the score function, we develop a training-free score estimation method. This approach uses mini-batch-based Monte Carlo estimators to directly approximate the score function at any spatial-temporal location in solving an ordinary differential equation (ODE), corresponding to the reverse-time stochastic differential equation (SDE). This approach can offer both high accuracy and substantial time savings in neural network training. Once the labeled data are generated, we can train a simple, fully connected neural network to learn the generative model in the supervised manner. Compared with existing normalizing flow models, our method does not require the use of reversible neural networks and avoids the computation of the Jacobian matrix. Compared with existing diffusion models, our method does not need to solve the reverse-time SDE to generate new samples. As a result, the sampling efficiency is significantly improved. We demonstrate the performance of our method by applying it to a set of 2D datasets as well as real data from the University of California Irvine (UCI) repository.

97 MATHEMATICS AND COMPUTING↗

Effects of gravity-gradient torque on the rotational motion of a triaxial satellite in a precessing elliptic orbit.

A method of general perturbations, based on the use of Lie series to generate approximate canonical transformations, is applied to study the effects of gravity-gradient torque on the rotational motion of a triaxial, rigid satellite. The center of mass of the satellite is constrained to move in an elliptic orbit about an attracting point mass. The orbit, which has a constant inclination, is free to precess and spin. The method of general perturbations is used to obtain the Hamiltonian for the nonresonant secular and long-period rotational motion of the satellite. The differential equations derivable from the transformed Hamiltonian are integrable, and the solution for the long-term motion may be expressed in terms of Jacobian elliptic functions and elliptic integrals. Geometrical aspects of the long-term rotational motion are discussed, and a comparison of theoretical results with observations is made.

Cochran, J. E.↗