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Integral approximations to classical diffusion and smoothed particle hydrodynamics

The contribution of the paper is the approximation of a classical diffusion operator by an integral equation with a volume constraint. A particular focus is on classical diffusion problems associated with Neumann boundary conditions. By exploiting this approximation, we can also approximate other quantities such as the flux out of a domain. Our analysis of the model equation on the continuum level is closely related to the recent work on nonlocal diffusion and peridynamic mechanics. In particular, we elucidate the role of a volumetric constraint as an approximation to a classical Neumann boundary condition in the presence of physical boundary. The volume-constrained integral equation then provides the basis for accurate and robust discretization methods. An immediate application is to the understanding and improvement of the Smoothed Particle Hydrodynamics (SPH) method.

boundary conditions, smoothed particle hydrodynami↗

Hierarchical Model Reduction Driven by Machine Learning for Parametric Advection-Diffusion-Reaction Problems in the Presence of Noisy Data

Abstract We propose a new approach to generate a reliable reduced model for a parametric elliptic problem, in the presence of noisy data. The reference model reduction procedure is the directional HiPOD method, which combines Hierarchical Model reduction with a standard Proper Orthogonal Decomposition, according to an offline/online paradigm. In this paper we show that directional HiPOD looses in terms of accuracy when problem data are affected by noise. This is due to the interpolation driving the online phase, since it replicates, by definition, the noise trend. To overcome this limit, we replace interpolation with Machine Learning fitting models which better discriminate relevant physical features in the data from irrelevant unstructured noise. The numerical assessment, although preliminary, confirms the potentialities of the new approach.

97 MATHEMATICS AND COMPUTING↗

Learning Optimal Multigrid Smoothers via Neural Networks

Multigrid methods are one of the most efficient techniques for solving large sparse linear systems arising from partial differential equations (PDEs) and graph Laplacians from machine learning applications. One of the key components of multigrid is smoothing, which aims at reducing high-frequency errors on each grid level. However, finding optimal smoothing algorithms is problem-dependent and can impose challenges for many problems. In this paper, we propose an efficient adaptive framework for learning optimized smoothers from operator stencils in the form of convolutional neural networks (CNNs). Here, the CNNs are trained on small-scale problems from a given type of PDEs based on a supervised loss function derived from multigrid convergence theories and can be applied to large-scale problems of the same class of PDEs. Numerical results on anisotropic rotated Laplacian problems and variable coefficient diffusion problems demonstrate improved convergence rates and solution time compared with classical hand-crafted relaxation methods.

97 MATHEMATICS AND COMPUTING↗

An asymptotically compatible approach for Neumann-type boundary condition on nonlocal problems

In this paper we consider 2D nonlocal diffusion models with a finite nonlocal horizon parameter δ characterizing the range of nonlocal interactions, and consider the treatment of Neumann-like boundary conditions that have proven challenging for discretizations of nonlocal models. We propose a new generalization of classical local Neumann conditions by converting the local flux to a correction term in the nonlocal model, which provides an estimate for the nonlocal interactions of each point with points outside the domain. While existing 2D nonlocal flux boundary conditions have been shown to exhibit at most first order convergence to the local counter part as δ → 0, the proposed Neumann-type boundary formulation recovers the local case as O(δ 2 ) in the L∞(Ω) norm, which is optimal considering the O(δ 2 ) convergence of the nonlocal equation to its local limit away from the boundary. We analyze the application of this new boundary treatment to the nonlocal diffusion problem, and present conditions under which the solution of the nonlocal boundary value problem converges to the solution of the corresponding local Neumann problem as the horizon is reduced. To demonstrate the applicability of this nonlocal flux boundary condition to more complicated scenarios, we extend the approach to less regular domains, numerically verifying that we preserve second-order convergence for non-convex domains with corners. Finally, based on the new formulation for nonlocal boundary condition, we develop an asymptotically compatible meshfree discretization, obtaining a solution to the nonlocal diffusion equation with mixed boundary conditions that converges with O(δ 2 ) convergence.

97 MATHEMATICS AND COMPUTING↗

Reaction diffusion in the nickel-chromium-aluminum and cobalt-chromium-aluminum systems

The effects of MCrAl coating-substrate interdiffusion on oxidation life and the general mutliphase, multicomponent diffusion problem were examined. Semi-infinite diffusion couples that had sources representing coatings and sinks representing gas turbine alloys were annealed at 1,000, 1,095, 1,150, or 1,205 C for as long as 500 hours. The source and sink aluminum and chromium contents and the base metal (cobalt or nickel) determined the parabolic diffusion rate constants of the couples and predicted finite coating lives. The beta source strength concept provided a method (1) for correlating beta recession rate constants with composition; (2) for determining reliable average total, diffusion, and constitutional activation energies; and (3) for calculating interdiffusion coefficients.

Levine, S. R.↗

Comptonization of X-rays by low-temperature electrons

A method is described for calculating the spectrum that results from the Compton scattering of a monochromatic source of X-rays by low-temperature electrons, both for initial-value relaxation problems and for steady-state spatial diffusion problems. The method gives an exact solution of the inital-value problem for evolution of the spectrum in an infinite homogeneous medium if Klein-Nishina corrections to the Thomson cross section are neglected. This, together with approximate solutions for problems in which Klein-Nishina corrections are significant and/or spatial diffusion occurs, shows spectral structure near the original photon wavelength that may be used to infer physical conditions in cosmic X-ray sources. Explicit results, shown for examples of time relaxation in an infinite medium and spatial diffusion through a uniform sphere, are compared with results obtained by Monte Carlo calculations and by solving the appropriate Fokker-Planck equation.

Illarionov, A.↗

Discontinuous Galerkin gradient discretisations for the approximation of second-order differential operators in divergence form

We include in the gradient discretisation method (GDM) framework two numerical schemes based on discontinuous Galerkin approximations: the symmetric interior penalty Galerkin (SIPG) method, and the scheme obtained by averaging the jumps in the SIPG method. We prove that these schemes meet the main mathematical gradient discretisation properties on any kind of polytopal mesh, by adapting discrete functional analysis properties to our precise geometrical hypotheses. Therefore, these schemes inherit the general convergence properties of the GDM, which hold for instance in the cases of the p-Laplace problem and of the anisotropic and heterogeneous diffusion problem. This is illustrated by simple 1D and 2D numerical examples.

97 MATHEMATICS AND COMPUTING↗

Diffusion in Melts and Magmas

Diffusion results from random motion of particles and entities. Diffusion in melts and magmas is due to thermally excited random motion of atoms, ions, and clusters, and plays a critical role in magmatic and volcanic processes. In melts and magmas, diffusion is one of the two mechanisms of mass transfer; the other being bulk flow (referred to as convection or advection). When both are present, diffusion refers to the dispersive motion relative to the mean bulk flow in a given reference frame (Richter et al. 1998). Diffusion plays critical roles in controlling magma mixing (Watson 1982; Koyaguchi 1985, 1989; Lesher 1994; Huber et al. 2009; Guo and Zhang 2020), mineral growth and dissolution rates in magmas (e.g., Watson 1982; Harrison and Watson 1983; Zhang et al. 1989; Newcombe et al. 2014; Macris et al. 2018), bubble growth and dissolution rate in magmas (Sparks 1978; Proussevitch and Sahagian 1998; Liu and Zhang 2000; Zhang 2013), and elemental and isotope fractionation during mineral 2 growth and dissolution (Jambon 1980; Richter et al. 1999, 2003; Watson and Muller 2009; Chopra et al. 2012; Watkins et al. 2014, 2017; Holycross et al. 2016, 2018). As a result, diffusion also plays an essential role in explosive volcanic eruptions and magma crystallization. Furthermore, diffusion has important applications in geospeedometry (Lasaga 1983, 1998; Zhang 1994, 2008; Trail et al. 2016; Zhang and Xu 2016). Experimental investigation of diffusion in geologically relevant silicate melts began to flourish in the 1970’s when micro-analytical measurements of diffusion profiles became available. In addition to the vast number of papers published since then, numerous books and reviews are available for diffusion in silicate melts. Hofmann et al. (1974) edited a book titled “Geochemical Transport and Kinetics” published by Carnegie Institution of Washington. This was the first landmark book summarizing the field. Lasaga and Kirkpatrick (1981) edited a book “Kinetics of Geochemical Processes” as volume 8 of the Reviews in Mineralogy (later becoming Reviews in Mineralogy and Geochemistry) series. Zhang and Cherniak (2010) edited “Diffusion in Minerals and Melts” as volume 72 of Reviews of Mineralogy and Geochemistry series, in which one chapter focused on diffusion theory, five chapters on diffusion in silicate melts (Behrens 2010; Lesher 2010; Liang 2010; Zhang and Ni 2010; Zhang et al. 2010), and other chapters were on experimental, analytical, and computational methods, and diffusion in minerals. Several textbooks covered the principles and applications of diffusion theories (Kirkaldy and Young 1987; Shewmon 1989; Cussler 1997; Lasaga 1998; Zhang 2008; Vrentas and Vrentas 2016), and two classic books covered the mathematics of diffusion (Carslaw and Jaeger 1959; Crank 1975). In preparing for this review chapter, we thought carefully about what to cover for this vast field, and decided to briefly go through the fundamentals of diffusion (more complete review can be found in Chakraborty 1995; Zhang 2008, 2010) and solutions to often-encountered 3 diffusion problems, and then focus on post-2010 diffusion studies on silicate melts and magmas. Here, melts refer to (mostly natural) silicate liquid, and magmas refer to crystal-bearing and/or bubble-bearing melts in which the continuous phase is the melt. There is a large body of work on diffusion in glasses, especially in the materials science literature, which is not covered in this review.

Youxue Zhang↗

Diffusive flux in a model of stochastically gated oxygen transport in insect respiration

Oxygen delivery to insect tissues is controlled by transport through a branched tubular network that is connected to the atmosphere by valve-like gates, known as spiracles. In certain physiological regimes, the spiracles appear to be randomly switching between open and closed states. Quantitative analysis of this regime leads a reaction-diffusion problem with stochastically switching boundary condition. We derive an expression for the diffusive flux at long times in this problem. Our approach starts with the derivation of the passage probability for a single particle that diffuses between a stochastically gated boundary, which models the opening and closing spiracle, and the perfectly absorbing boundary, which models oxygen absorption by the tissue. This passage probability is then used to derive an expression giving the diffusive flux as a function of the geometric parameters of the tube and characteristic time scales of diffusion and gate dynamics.

37 INORGANIC, ORGANIC, PHYSICAL, AND ANALYTICAL CH↗

An adjoint view on flux consistency and strong wall boundary conditions to the Navier–Stokes equations

Inconsistent discrete expressions in the boundary treatment of Navier–Stokes solvers and in the definition of force objective functionals can lead to discrete-adjoint boundary treatments that are not a valid representation of the boundary conditions to the corresponding adjoint partial differential equations. The underlying problem is studied for an elementary 1D advection–diffusion problem first using a node-centred finite-volume discretisation. The defect of the boundary operators in the inconsistently defined discrete-adjoint problem leads to oscillations and becomes evident with the additional insight of the continuous-adjoint approach. A homogenisation of the discretisations for the primal boundary treatment and the force objective functional yields second-order functional accuracy and eliminates the defect in the discrete-adjoint boundary treatment. Subsequently, the issue is studied for aerodynamic Reynolds-averaged Navier–Stokes problems in conjunction with a standard finite-volume discretisation on median-dual grids and a strong implementation of noslip walls, found in many unstructured general-purpose flow solvers. Going out from a base-line discretisation of force objective functionals which is independent of the boundary treatment in the flow solver, two improved flux-consistent schemes are presented; based on either body wall-defined or farfield-defined control-volumes they resolve the dual inconsistency. The behaviour of the schemes is investigated on a sequence of grids in 2D and 3D.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Multigrid method with weighted mean scheme

Multigrid algorithms based on the weighted mean scheme are developed for the solution of the two dimensional incompressible Navier-Stokes equations. They are applied to two typical problems encountered in engineering applications, namely, the convection diffusion problem of the Benard convection cell, and the driven cavity problem. An analysis of the smoothing rates and stability is given. The efficiency of the multigrid method is investigated.

Lustman, L. R.↗

Adaptive implicit-explicit methods for flow problems

Studies on the adaptive implicit-explicit (AIE) method for large-scale problems are presented. The AIE method is based on dynamic grouping of the elements into the implicit and explicit subsets as dictated by the element level stability and accuracy considerations. The method has been applied to various flow problems including the incompressible flow and convection-diffusion problems, and it has been demonstrated that substantial savings in CPU time and memory can be achieved.

Liou, J.↗

Convective carbon dioxide dissolution in a closed porous medium at low pressure

Motivated by the persistence of natural carbon dioxide ( $\text{CO}_{2}$ ) fields, we investigate the convective dissolution of $\text{CO}_{2}$ at low pressure (below 1 MPa) in a closed system, where the pressure in the gas declines as convection proceeds. This introduces a negative feedback that reduces the convective dissolution rate even before the brine becomes saturated. We analyse the case of an ideal gas with a solubility given by Henry’s law, in the limits of very low and very high Rayleigh numbers. The equilibrium state in this system is determined by the dimensionless dissolution capacity, $\unicode[STIX]{x1D6F1}$ , which gives the fraction of the gas that can be dissolved into the underlying brine. Analytic approximations of the pure diffusion problem with $\unicode[STIX]{x1D6F1}>0$ show that the diffusive base state is no longer self-similar and that diffusive mass transfer declines rapidly with time. Direct numerical simulations at high Rayleigh numbers show that no constant flux regime exists for $\unicode[STIX]{x1D6F1}>0$ ; nevertheless, the quantity $F/C_{s}^{2}$ remains constant, where $F$ is the dissolution flux and $C_{s}$ is the dissolved concentration at the top of the domain. Simple mathematical models are developed to predict the evolution of $C_{s}$ and $F$ for high-Rayleigh-number convection in a closed system. The negative feedback that limits convection in closed systems may explain the persistence of natural $\text{CO}_{2}$ accumulations over millennial time scales.

Mechanics↗

The appliation of potential CFD methods to helicopter hover flows

Fixed-wing code development is now aimed primarily at the solution of problems dominated by separation--based on the assumptions that the ability to solve such problems implies the ability to solve all other problems and that present inviscid method are already adequate for most other problems. Neither of the above assumptions are correct for rotary wing problems. This is because of the unique and overriding importance of wake modeling to rotor problems and also due to the well-known numerical diffusion problems which convectional Eulerian Computational fluid dynamics (CFD) method encounter when called on to convect strong vortical regions for long distances. The need for accurate wake analyses is probably the most fundamental difference between rotory and fixed-wing aerodynamics. In addition, rotary wing complexity requires a much more intimate relationship between test and analysis than is common in fixed-wing work. With these issues in mind, this paper will review some of our recent experience in using a unique-Eulerian-Lagrangian Computational fluid dynamics (CFC) method for the solution of a critical rotor-wake problem--the prediction of hover performance.

Caradonna, F. X.↗

On extreme points of the diffusion polytope

Here, we consider a class of diffusion problems defined on simple graphs in which the populations at any two vertices may be averaged if they are connected by an edge. The diffusion polytope is the convex hull of the set of population vectors attainable using finite sequences of these operations. A number of physical problems have linear programming solutions taking the diffusion polytope as the feasible region, e.g. the free energy that can be removed from plasma using waves, so there is a need to describe and enumerate its extreme points. We also review known results for the case of the complete graph Kn, and study a variety of problems for the path graph Pn and the cyclic graph Cn. Finall, we describe the different kinds of extreme points that arise, and identify the diffusion polytope in a number of simple cases. In the case of increasing initial populations on Pn the diffusion polytope is topologically an n-dimensional hypercube.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Design and convergence analysis of the conforming virtual element method for polyharmonic problems

In the recent years, there has been a tremendous interest to numerical methods that approximate partial differential equations (PDEs) on computational meshes with arbitrarily-shaped polygonal/polyhedral (polytopal, for short) elements. A nonexhaustive list of such methods include the Mimetic Finite Difference method [4, 9, 21, 24, 28, 33, 35, 62, 64–67], the Polygonal Finite Element Method [68, 73, 74], the polygonal Discontinuous Galerkin Finite Element Methods [5, 7, 8, 10, 13–15, 18, 36, 38, 39, 41, 50], the Hybridizable Discontinuous Galerkin and Hybrid High-Order Methods [46–48, 51], the Gradient Discretization method [49, 53, 54], the Finite Volume Method [52], and the BEM-based FEM [71]. An alternative approach that also proved to be very successful is provided by the Virtual Element method (VEM), which was originally proposed in [19] for the numerical treatment of second-order elliptic problems [43, 44], and readily extended to linear and nonlinear elasticity [22, 25, 56], plate bending problems [37], Cahn-Hilliard equation [3], Stokes equations [2], Laplace-Beltrami equation [55], Darcy-Brinkam equation [76], discrete topology optimization problems [6], fracture networks problems [29], eigenvalue problems [59, 75]. The mixed virtual element formulation was proposed in [20, 34]; the nonconforming Virtual element formulations was proposed for second-order elliptic problems in [16], and later extended to general advection-reaction-diffusion problems, Stokes equation, the biharmonic problems, the iegenvalue problem, and the Schrodinger equation in [11, 30, 42, 45, 58, 80]. The p- and hp-version of the VEM were developed in [26, 27] and efficient multigrid methods for the resulting linear system of equations in [12]. A posteriori error estimates can be found in [40].

97 MATHEMATICS AND COMPUTING↗