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On the Calculation of Uncertainty Statistics with Error Bounds for CFD Calculations Containing Random Parameters and Fields

This chapter discusses the ongoing development of combined uncertainty and error bound estimates for computational fluid dynamics (CFD) calculations subject to imposed random parameters and random fields. An objective of this work is the construction of computable error bound formulas for output uncertainty statistics that guide CFD practitioners in systematically determining how accurately CFD realizations should be approximated and how accurately uncertainty statistics should be approximated for output quantities of interest. Formal error bounds formulas for moment statistics that properly account for the presence of numerical errors in CFD calculations and numerical quadrature errors in the calculation of moment statistics have been previously presented in [8]. In this past work, hierarchical node-nested dense and sparse tensor product quadratures are used to calculate moment statistics integrals. In the present work, a framework has been developed that exploits the hierarchical structure of these quadratures in order to simplify the calculation of an estimate of the quadrature error needed in error bound formulas. When signed estimates of realization error are available, this signed error may also be used to estimate output quantity of interest probability densities as a means to assess the impact of realization error on these density estimates. Numerical results are presented for CFD problems with uncertainty to demonstrate the capabilities of this framework.

Uncertainty↗

Charged particle propagation in strong disordered magnetic fields

The use of quasilinear theory in calculating particle trajectories in strong random fields is beset by a basic difficulty concerning the breakdown of the basic assumption of the theory. This assumption is that the random force acting on the particle becomes self-incoherent before it has changed the particle's trajectory in phase space, ie., its position or velocity, by a significant amount. The various time scales involved in this problem are defined and compared to determine in which regions the basic assumptions of quasilinear theory are violated. It is shown how nonlinear theories in general and the Partially Averaged Field theory (Jones et al. 1973) can partly alleviate these difficulties.

Jones, F. C.↗

Topology of large-scale structure. IV - Topology in two dimensions

In a recent series of papers, an algorithm was developed for quantitatively measuring the topology of the large-scale structure of the universe and this algorithm was applied to numerical models and to three-dimensional observational data sets. In this paper, it is shown that topological information can be derived from a two-dimensional cross section of a density field, and analytic expressions are given for a Gaussian random field. The application of a two-dimensional numerical algorithm for measuring topology to cross sections of three-dimensional models is demonstrated.

Melott, Adrian L.↗

Energy partitioning of gaseous ions in an electric field.

The partitioning of ion energy among thermal energy, drift energy, and random-field energy is studied by solution of the Boltzmann equation. An expansion in powers of the square of the electric field strength is obtained by Kihara's method. Numerical calculations for several ion-neutral force laws show that Wannier's constant mean-free-time model gives a reasonable first approximation. The formal extension to multicomponent mixtures is also given. The matrix elements obtained are tabulated, and can be used to study the field dependence of other moments of the ion-distribution function.

Hahn, H.-S.↗

The role of magnetic loops in particle acceleration at nearly perpendicular shocks

The acceleration of superthermal ions is investigated when a planar shock that is on average nearly perpendicular propagates through a plasma in which the magnetic field is the superposition of a constant uniform component plus a random field of transverse hydromagnetic fluctuations. The importance of the broadband nature of the transverse magnetic fluctuations in mediating ion acceleration at nearly perpendicular shocks is pointed out. Specifically, the fluctuations are composed of short-wavelength components which scatter ions in pitch angle and long-wavelength components which are responsible for a spatial meandering of field lines about the mean field. At nearly perpendicular shocks the field line meandering produces a distribution of transient loops along the shock. As an application of this model, the acceleration of a superthermal monoenergetic population of seed protons at a perpendicular shock is investigated by integrating along the exact phase-space orbits.

Decker, R. B.↗

Analytical description of charged particle transport along arbitrary guiding field configurations

Aspects of charged particle transport theory have been studied by Earl (1973, 1974, 1976) in a number of investigations. The investigations were conducted under the assumption that particles propagate along a DC guiding field with negligible perpendicular transport and that pitch-angle scattering by random fields can be described by the Fokker-Planck formalism. The present study provides a generalized and simplified treatment of focused transport. The first step is taken with respect to a perturbation analysis by which the Boltzmann equation is solved in terms of successively improved approximations to its exact solution. The first approximation is the sum of isotropic pseudodiffusive and anisotropic supercoherent components whose coefficients must satisfy two coupled partial differential equations. The normalization constant K and the pseudodiffusive velocity, which appear in the first-order transport equations, are given by simple integrals over the pitch angle.

Earl, J. A.↗

Transient Science with LEAP

The LargE Area burst Polarimeter (LEAP) will investigate the nature of gamma-ray burst jets by making via the first high-fidelity polarization and spectroscopy measurements of the prompt gamma-ray emission from a large sample of gamma-ray bursts (GRBs). LEAP is a proposed International Space Station (ISS) payload with a three-year mission designed to answer the following science questions. Are the jet magnetic fields randomly oriented or are their directions ordered? Are the jets dominated by matter or magnetic fields? Is the energy dissipated within the jet by internal shocks or by magnetic reconnection? Is the non-thermal emission mechanism synchrotron radiation, and what portion of the signal is of thermal photospheric origin? LEAP's baseline mission requires observation of at least 65 GRBs with a sensitivity defined by a minimum detectable polarization (MDP) of 30%. The current LEAP design is expected to trigger on approximately 400 GRBs, with about 86 of those having an MDP <30%. LEAP will enable rapid community follow-up to better understand GRBs and their environments. The LEAP design enables a broad range of secondary science while achieving its baseline mission. During overlap between LIGO's A+ configuration, approximately 3 joint GW/GRB detections per year are expected with LEAP. LEAP will also be sensitive to magnetar bursts, which have recently been associated with Fast Radio Bursts and will potentially measure polarization for bright individual bursts or stacked collections of bursts. LEAP will extend pulse flux and spin frequency histories for accreting pulsars with a sensitivity similar to Fermi GBM, and will potentially measure polarization for their brightest outbursts. The LEAP mission is scheduled during the declining phase of Solar Cycle 25, during which many intense flares are likely to occur; LEAP will make the most sensitive measurements to date of solar flare polarization. LEAP will open a new window into the nature of the most energetic phenomena in the universe with gamma-ray polarization.

N/A↗

Growth of turbulent magnetic fields.

Weak random initial magnetic field evolution in highly conducting isotropically turbulent fluid, noting exact initial growth expression of magnetic energy spectrum

ENERGY SPECTRUM↗

The Space Telescope

The Space Telescope, still under construction, is discussed in light of the constraints imposed on ground-based telescopes. The history of the Space Telescope is traced from its conceptual origin to its actual construction, and design considerations used to determine the Space Telescope construction are described. The optical system of the telescope will have an aperture of 2.4 m, a focal ratio of 24, and a front of primary to focus of 1.5 m. The fine guidance system will use astigmatic images at the edge of the field of view to provide the guidance signal for maintaining stability to 0.007 arcseconds. The guidestars are required for 85% of random fields located at the galactic poles, and the system sensitivity must meet performance specifications for stars brighter than 13.5 magnitude. The scientific instruments - the wide field camera, the faint object camera, the faint object spectrograph, the high resolution spectrograph, the high speed photometer, and the fine guidance sensors - are discussed in detail. Finally, the operations system, including schedule contraints and the Science Institute, is presented.

Odell, C. R.↗

Stochastic inflation lattice simulations - Ultra-large scale structure of the universe

Non-Gaussian fluctuations for structure formation may arise in inflation from the nonlinear interaction of long wavelength gravitational and scalar fields. Long wavelength fields have spatial gradients, a (exp -1), small compared to the Hubble radius, and they are described in terms of classical random fields that are fed by short wavelength quantum noise. Lattice Langevin calculations are given for a toy model with a scalar field interacting with an exponential potential where one can obtain exact analytic solutions of the Fokker-Planck equation. For single scalar field models that are consistent with current microwave background fluctuations, the fluctuations are Gaussian. However, for scales much larger than our observable Universe, one expects large metric fluctuations that are non-Gaussian. This example illuminates non-Gaussian models involving multiple scalar fields which are consistent with current microwave background limits.

Salopek, D. S.↗

A Simple Stochastic Model for Generating Broken Cloud Optical Depth and Top Height Fields

A simple and fast algorithm for generating two correlated stochastic twodimensional (2D) cloud fields is described. The algorithm is illustrated with two broken cumulus cloud fields: cloud optical depth and cloud top height retrieved from Moderate Resolution Imaging Spectrometer (MODIS). Only two 2D fields are required as an input. The algorithm output is statistical realizations of these two fields with approximately the same correlation and joint distribution functions as the original ones. The major assumption of the algorithm is statistical isotropy of the fields. In contrast to fractals and the Fourier filtering methods frequently used for stochastic cloud modeling, the proposed method is based on spectral models of homogeneous random fields. For keeping the same probability density function as the (first) original field, the method of inverse distribution function is used. When the spatial distribution of the first field has been generated, a realization of the correlated second field is simulated using a conditional distribution matrix. This paper is served as a theoretical justification to the publicly available software that has been recently released by the authors and can be freely downloaded from http://i3rc.gsfc.nasa.gov/Public codes clouds.htm. Though 2D rather than full 3D, stochastic realizations of two correlated cloud fields that mimic statistics of given fields have proved to be very useful to study 3D radiative transfer features of broken cumulus clouds for better understanding of shortwave radiation and interpretation of the remote sensing retrievals.

Prigarin, Sergei M.↗

Power spectral ensity of markov texture fields

Texture is an important image characteristic. A variety of spatial domain techniques were proposed for extracting and utilizing textural features for segmenting and classifying images. for the most part, these spatial domain techniques are ad hos in nature. A markov random field model for image texture is discussed. A frequency domain description of image texture is derived in terms of the power spectral density. This model is used for designing optimum frequency domain filters for enhancing, restoring and segmenting images based on their textural properties.

Shanmugan, K. S.↗

Topological analysis of the CfA redshift survey

We study the topology of large-scale structure in the Center for Astrophysics Redshift Survey, which now includes approximately 12,000 galaxies with limiting magnitude m(sub B) is less than or equal to 15.5. The dense sampling and large volume of this survey allow us to compute the topology on smoothing scales from 6 to 20/h Mpc; we thus examine the topology of structure in both 'nonlinear' and 'linear' regimes. On smoothing scales less than or equal to 10/h Mpc this sample has 3 times the number of resolution elements of samples examined in previous studies. Isodensity surface of the smoothed galaxy density field demonstrate that coherent high-density structures and large voids dominate the galaxy distribution. We compute the genus-threshold density relation for isodensity surfaces of the CfA survey. To quantify phase correlation in these data, we compare the CfA genus with the genus of realizations of Gaussian random fields with the power spectrum measured for the CfA survey. On scales less than or equal to 10/h Mpc the observed genus amplitude is smaller than random phase (96% confidence level). This decrement reflects the degree of phase coherence in the observed galaxy distribution. In other words the genus amplitude on these scales is not good measure of the power spectrum slope. On scales greater than 10/h Mpc, where the galaxy distribution is rougly in the 'linear' regime, the genus ampitude is consistent with the random phase amplitude. The shape of the genus curve reflects the strong coherence in the observed structure; the observed genus curve appears broader than random phase (94% confidence level for smoothing scales less than or equal to 10/h Mpc) because the topolgoy is spongelike over a very large range of density threshold. This departre from random phase consistent with a distribution like a filamentary net of 'walls with holes.' On smoothing scales approaching approximately 20/h Mpc the shape of the CfA genus curve is consistent with random phase. There is very weak evidence for a shift of the genus toward a 'bubble-like' topology. To test cosmological models, we compute the genus for mock CfA surveys drawn from large (L greater than or approximately 400/h Mpc) N-body simulations of three variants of the cold dark matter (CDM) cosmogony. The genus amplitude of the 'standard' CDM model (omega h = 0.5, b = 1.5) differs from the observations (96% confidence level) on smoothing scales is less than or approximately 10/h Mpc. An open CDM model (omega h = 0.2) and a CDM model with nonzero cosmological constant (omega h = 0.24, lambda (sub 0) = 0.6) are consistent with the observed genus amplitude over the full range of smoothing scales. All of these models fail (97% confidence level) to match the broadness of the observed genus curve on smoothing scales is less than or equal to 10/h Mpc.

Vogeley, Michael S.↗

Statistical characterization of sea surface geometry for a wave slope field discontinuous in the mean square

Statistics of two-dimensional wave groups, of steep wave events, and of a cascade pattern manifested in the surface geometry in a developed sea state are derived. A systematic view is presented of the spectral moment problem, highlighting its physical meaning and showing its relationship with the theory of random fields. A solution of this problem is suggested that is appropriate to the case of wind-generated surface waves. The solution method treats the surface elevation field as specified on a spatial (temporal) running grid, developing an averaging procedure which employs the Taylor microscale as the mesh size. The technique is illustrated by first exposing errors in direct calculations of the effective surface impedance for a coherently reflected L-band radio wave. The technique is then used to study wave groups and steep waves for a Gaussian, two-dimensional, time-varying surface. Finally, the theory is applied to estimate breaking wave statistics,

Glazman, R. E.↗

Probabilistic nonlinear finite element analysis of composite structures

A probabilistic finite element analysis procedure for laminated composite shells is developed. A total Lagrangian finite element formulation, employing a degenerated three-dimensional laminated composite shell element with the full Green-Lagrange strains and first-order shear deformable kinematics, is used. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed, and results are presented in the form of mean and variance of the structural response. Reliability calculations are made by using the first-order reliability method combined with sensitivity derivatives from the finite element analysis. Both ply-level and micromechanics-level random variables are incorporated, the latter by means of the Aboudi micromechanics model. Two sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. In general, the procedure is quite effective in determining the response statistics and reliability for linear and geometric nonlinear behavior of laminated composite shells.

Engelstad, S. P.↗

Nonlinear probabilistic finite element models of laminated composite shells

A probabilistic finite element analysis procedure for laminated composite shells has been developed. A total Lagrangian finite element formulation, employing a degenerated 3-D laminated composite shell with the full Green-Lagrange strains and first-order shear deformable kinematics, forms the modeling foundation. The first-order second-moment technique for probabilistic finite element analysis of random fields is employed and results are presented in the form of mean and variance of the structural response. The effects of material nonlinearity are included through the use of a rate-independent anisotropic plasticity formulation with the macroscopic point of view. Both ply-level and micromechanics-level random variables can be selected, the latter by means of the Aboudi micromechanics model. A number of sample problems are solved to verify the accuracy of the procedures developed and to quantify the variability of certain material type/structure combinations. Experimental data is compared in many cases, and the Monte Carlo simulation method is used to check the probabilistic results. In general, the procedure is quite effective in modeling the mean and variance response of the linear and nonlinear behavior of laminated composite shells.

Engelstad, S. P.↗

Spatial characteristics of observed precipitation fields: A catalog of summer storms in Arizona, Volume 1

Eight years of summer raingage observations are analyzed for a dense, 93 gage, network operated by the U. S. Department of Agriculture, Agricultural Research Service, in their 150 sq km Walnut Gulch catchment near Tucson, Arizona. Storms are defined by the total depths collected at each raingage during the noon to noon period for which there was depth recorded at any of the gages. For each of the resulting 428 storms, the 93 gage depths are interpolated onto a dense grid and the resulting random field is anlyzed. Presented are: storm depth isohyets at 2 mm contour intervals, first three moments of point storm depth, spatial correlation function, spatial variance function, and the spatial distribution of total rainstorm depth.

Fennessey, N. M.↗

Non-Gaussian microwave background fluctuations from nonlinear gravitational effects

Whether the statistics of primordial fluctuations for structure formation are Gaussian or otherwise may be determined if the Cosmic Background Explorer (COBE) Satellite makes a detection of the cosmic microwave-background temperature anisotropy delta T(sub CMB)/T(sub CMB). Non-Gaussian fluctuations may be generated in the chaotic inflationary model if two scalar fields interact nonlinearly with gravity. Theoretical contour maps are calculated for the resulting Sachs-Wolfe temperature fluctuations at large angular scales (greater than 3 degrees). In the long-wavelength approximation, one can confidently determine the nonlinear evolution of quantum noise with gravity during the inflationary epoch because: (1) different spatial points are no longer in causal contact; and (2) quantum gravity corrections are typically small-- it is sufficient to model the system using classical random fields. If the potential for two scalar fields V(phi sub 1, phi sub 2) possesses a sharp feature, then non-Gaussian fluctuations may arise. An explicit model is given where cold spots in delta T(sub CMB)/T(sub CMB) maps are suppressed as compared to the Gaussian case. The fluctuations are essentially scale-invariant.

Salopek, D. S.↗