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At least 1,081 records · Page 60

Jarzynski Equality for Conditional Stochastic Work

It has been established that the inclusive work for classical, Hamiltonian dynamics is equivalent to the two-time energy measurement paradigm in isolated quantum systems. However, a plethora of other notions of quantum work has emerged, and thus the natural question arises whether any other quantum notion can provide motivation for purely classical considerations. In the present analysis, we propose the conditional stochastic work for classical, Hamiltonian dynamics, which is inspired by the one-time measurement approach. This novel notion is built upon the change of expectation value of the energy conditioned on the initial energy surface. As main results, we obtain a generalized Jarzynski equality and a sharper maximum work theorem, which account for how non-adiabatic the process is. Our findings are illustrated with the parametric harmonic oscillator.

75 CONDENSED MATTER PHYSICS, SUPERCONDUCTIVITY AND↗

New solutions of coupled nonlocal NLS and coupled nonlocal mKdV equations

In this study, we provide several novel solutions of the coupled Ablowitz–Musslimani (AM) version of the nonlocal nonlinear Schrödinger (NLS) equation and the coupled nonlocal modified Korteweg–de Vries (mKdV) equation. In each case we compare and contrast the corresponding solutions of the relevant coupled local equations. Further, we provide new solutions of the coupled local NLS and coupled local mKdV equations which are not the solutions of the corresponding nonlocal equations. We also show that the nonlocal coupled (as well as uncoupled) mKdV equations have hidden Galilean invariance and admit novel solutions.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Stochastic finite volume method for uncertainty quantification of transient flow in gas pipeline networks

We develop a weakly intrusive framework to simulate the propagation of uncertainty in solutions of generic hyperbolic partial differential equation systems on graph-connected domains with nodal coupling and boundary conditions. The method is based on the Stochastic Finite Volume (SFV) approach and can be applied for uncertainty quantification (UQ) of the dynamical state of fluid flow over actuated transport networks. The numerical scheme has specific advantages for modeling intertemporal uncertainty in time-varying boundary parameters, which cannot be characterized by strict upper and lower (interval) bounds. We describe the scheme for a single pipe, and then formulate the controlled junction Riemann problem (JRP) that enables the extension to general network structures. In conclusion, we demonstrate the method's capabilities and performance characteristics using a standard benchmark test network.

97 MATHEMATICS AND COMPUTING↗

Forward sensitivity analysis and mode dependent control for closure modeling of Galerkin systems

Model reduction by projection-based approaches is often associated with losing some of the important features that contribute towards the dynamics of the retained scales. As a result, a mismatch occurs between the predicted trajectories of the original system and the truncated one. We put forth a framework to apply a continuous time control signal in the latent space of the reduced order model (ROM) to account for the effect of truncation. We set the control input using parameterized models by following energy transfer principles. Our methodology relies on observing the system behavior in the physical space and using the projection operator to restrict the feedback signal into the latent space. Then, we leverage the forward sensitivity method (FSM) to derive relationships between the feedback and the desired mode-dependent control. We test the performance of the proposed approach using two test cases, corresponding to viscous Burgers and vortex merger problems at high Reynolds number. Results show that the ROM trajectory with the applied FSM control closely matches its target values in both the data-dense and data-sparse regimes.

97 MATHEMATICS AND COMPUTING↗

A coupled multipoint stress–multipoint flux mixed finite element method for the Biot system of poroelasticity

In this work, we present a mixed finite element method for a five-field formulation of the Biot system of poroelasticity that reduces to a cell-centered pressure–displacement system on simplicial and quadrilateral grids. A mixed stress–displacement–rotation formulation for elasticity with weak stress symmetry is coupled with a mixed velocity–pressure Darcy formulation. The spatial discretization is based on combining the multipoint stress mixed finite element (MSMFE) method for elasticity and the multipoint flux mixed finite element (MFMFE) method for Darcy flow. It uses the lowest order Brezzi–Douglas–Marini mixed finite element spaces for the poroelastic stress and Darcy velocity, piecewise constant displacement and pressure, and continuous piecewise linear or bilinear rotation. A vertex quadrature rule is applied to the velocity, stress, and stress–rotation bilinear forms, which block-diagonalizes the corresponding matrices and allows for local velocity, stress, and rotation elimination. This leads to a cell-centered positive-definite system for pressure and displacement at each time step. We perform error analysis for the semidiscrete and fully discrete formulations, establishing first order convergence for all variables in their natural norms. The numerical tests confirm the theoretical convergence rates and illustrate the locking-free property of the method.

42 ENGINEERING↗

Derivative-based SINDy (DSINDy): Addressing the challenge of discovering governing equations from noisy data

Recent advances in the field of data-driven dynamics allow for the discovery of ODE systems using state measurements. One approach, known as Sparse Identification of Nonlinear Dynamics (SINDy), assumes the dynamics are sparse within a predetermined basis in the states and finds the expansion coefficients through linear regression with sparsity constraints. This approach requires an accurate estimation of the state time derivatives, which is not necessarily possible in the high-noise regime without additional constraints. We present an approach called Derivative-based SINDy (DSINDy) that combines two novel methods to improve ODE recovery at high-noise levels. First, we denoise the state variables by applying a projection operator that leverages the assumed basis for the system dynamics. Second, we use a second order cone program (SOCP) to find the derivative and governing equations simultaneously. We derive theoretical results for the projection-based denoising step, which allow us to estimate the values of hyperparameters used in the SOCP formulation. This underlying theory helps limit the number of required user-specified parameters. Finally, we present results demonstrating that our approach leads to improved system recovery for the Van der Pol oscillator, the Duffing oscillator, the Rössler attractor, and the Lorenz 96 model.

97 MATHEMATICS AND COMPUTING↗

A pseudospectral implicit particle-in-cell method with exact energy and charge conservation

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.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Induced and non-induced poset saturation problems

A subfamily G ⊆ F ⊆ 2 [ n ] of sets is a non-induced (weak) copy of a poset P in F if there exists a bijection i : P → G such that p ≤ P q implies i ( p ) ⊆ i ( q ) . In the case where in addition p ≤ P q holds if and only if i ( p ) ⊆ i ( q ) , then is an induced (strong) copy of P in G . We consider the minimum number sat ( n , P ) [resp. sat ⁎ ( n , P ) ] of sets that a family F ⊆ 2 [ n ] can have without containing a non-induced [induced] copy of P and being maximal with respect to this property, i.e., the addition of any G ∈ 2 [ n ] ∖ F creates a non-induced [induced] copy of P.

97 MATHEMATICS AND COMPUTING↗

Testing and signal identification for two-sample high-dimensional covariances via multi-level thresholding

The paper considers testing and signal identification for covariance matrices from two populations of marginally sub-Gaussian distributed. A multi-level thresholding procedure is proposed for testing the equality of two high-dimensional covariance matrices, which is designed to detect sparse and faint differences between the covariances. A novel -statistic composition is developed to establish the asymptotic distribution of the thresholding statistics in conjunction with the matrix blocking and the coupling techniques. It is shown that the proposed test is more powerful than the existing tests in detecting sparse and weak signals in covariances. Multiple testing procedures are constructed to discover different covariances and the sub-groups of variables with different covariance structures between the two populations. The proposed procedures are based on the multi-level thresholding test, which are able to control the false discovery proportion () with high power. Simulation experiments and a case study on the returns of the S&P 500 stocks before and after the COVID-19 pandemic are conducted to demonstrate and compare the utilities of the proposed methods.

97 MATHEMATICS AND COMPUTING↗

Time-series learning of latent-space dynamics for reduced-order model closure

In this work, we study the performance of long short-term memory networks (LSTMs) and neural ordinary differential equations (NODEs) in learning latent-space representations of dynamical equations for an advection-dominated problem given by the viscous Burgers equation. Our formulation is devised in a nonintrusive manner with an equation-free evolution of dynamics in a reduced space with the latter being obtained through a proper orthogonal decomposition. In addition, we leverage the sequential nature of learning for both LSTMs and NODEs to demonstrate their capability for closure in systems that are not completely resolved in the reduced space. We assess our hypothesis for two advection-dominated problems given by the viscous Burgers equation. We observe that both LSTMs and NODEs are able to reproduce the effects of the absent scales for our test cases more effectively than does intrusive dynamics evolution through a Galerkin projection. This result empirically suggests that time-series learning techniques implicitly leverage a memory kernel for coarse-grained system closure as is suggested through the Mori–Zwanzig formalism.

97 MATHEMATICS AND COMPUTING↗

The role of geographical spreaders in infectious pattern formation and front propagation speeds

The pattern formation and spatial spread of infectious populations are investigated using a kernel-based Susceptible–Infectious–Recovered (SIR) model applicable across a wide range of basic reproduction numbers R O . The goal is to examine the role of geographical spreaders on transient spatial pattern formation of infectious populations and the associated maximum invasive front speeds c max . In the simulations conducted here, geographical spreaders are defined as a portion of the infected population Φ experiencing high mobility between identical communities. The spatial organization of the infected population and c max are determined when the infections are randomly initiated in space within multiple communities. For small but finite , scaling analysis and numerical simulations in 1-dimension suggest that when the spreading kernel is Gaussian-shaped, where is the inverse of the infectious duration. This finding for agrees with a diffusion-based representation of mobility in 1-D. Numerical simulations in 2-D across wide-ranging suggest that , the variance of the spatial kernel describing mobility of long-distance geographical spreaders across communities, determines the spatial organization of infections across communities. When (long-distance mobility, where is the minimum spatial extent defining adjacent communities), the infectious population will experience a transient but spatially coherent pattern with a wavelength that can be derived from the spreading kernel properties. Moreover, the 2-D simulations for the bounded kernel suggest that attainment of is also dictated by but the magnitude is not sensitive to unlike diffusion-based models.

60 APPLIED LIFE SCIENCES↗

Exact hopfion vortices in a 3D Heisenberg ferromagnet

Here, we find exact static soliton solutions for the unit spin vector field of an inhomogeneous, anisotropic three-dimensional Heisenberg ferromagnet. Each soliton is labeled by two integers n and m. It is a (modified) skyrmion in the z = 0 plane with winding number n, which twists out of the plane m times in the z-direction to become a 3D soliton. Here m arises due to the periodic boundary condition at the z-boundaries. We use Whitehead’s integral expression to find that the Hopf invariant of the soliton is an integer H = nm. It represents a hopfion vortex. Plots of the preimages of this topological soliton show that they are either unknots or nontrivial knots, depending on n and m. Any pair of preimage curves links H times, corroborating the interpretation of H as a linking number. We also calculate the exact energy of the hopfion vortex, and show that its topological lower bound has a sublinear dependence on H. Using Derrick’s scaling analysis, we demonstrate that the presence of a spatial inhomogeneity in the anisotropic interaction, which in turn introduces a characteristic length scale in the system, leads to the stability of the hopfion vortex.

36 MATERIALS SCIENCE↗

Variational actor-critic algorithms,

We introduce a class of variational actor-critic algorithms based on a variational formulation over both the value function and the policy. The objective function of the variational formulation consists of two parts: one for maximizing the value function and the other for minimizing the Bellman residual. Besides the vanilla gradient descent with both the value function and the policy updates, we propose two variants, the clipping method and the flipping method, in order to speed up the convergence. We also prove that, when the prefactor of the Bellman residual is sufficiently large, the fixed point of the algorithm is close to the optimal policy.

97 MATHEMATICS AND COMPUTING↗

Issues in Bi-Directional Interoperability between BIM and BEM

The state-of-the-art interoperability between Building Information Modeling (BIM) and Building Energy Modeling (BEM) is mainly one-way. BEM software like EnergyPlus takes design input from BIM and simulates the energy consumption of the building. BIM, however, is unable to leverage energy simulation results from BEM smoothly. This lack of bi-directional interoperability between BIM and BEM prevents buildings from seeking more energy-efficient design options and limits BIM applications in optimal generative design. In this research, the authors have conducted the following activities related to two-way interoperability between BIM and BEM: (1) surveyed its current status through literature review, (2) investigated barriers to the bi-directional interoperability, and (3) suggested possible approaches to enable bi-directional interoperability and research outlook in the field. As a result, the authors have identified three main barriers to BIM BEM interoperability, namely, inefficient collaboration, limited scope in information transformation, and lack of BEM to BIM transformation. Future directions are suggested to address these barriers.

building design↗

Time-series forecasting using manifold learning, radial basis function interpolation, and geometric harmonics

We address a three-tier numerical framework based on nonlinear manifold learning for the forecasting of high-dimensional time series, relaxing the “curse of dimensionality” related to the training phase of surrogate/machine learning models. At the first step, we embed the high-dimensional time series into a reduced low-dimensional space using nonlinear manifold learning (local linear embedding and parsimonious diffusion maps). Then, we construct reduced-order surrogate models on the manifold (here, for our illustrations, we used multivariate autoregressive and Gaussian process regression models) to forecast the embedded dynamics. Finally, we solve the pre-image problem, thus lifting the embedded time series back to the original high-dimensional space using radial basis function interpolation and geometric harmonics. The proposed numerical data-driven scheme can also be applied as a reduced-order model procedure for the numerical solution/propagation of the (transient) dynamics of partial differential equations (PDEs). In conclusion, we assess the performance of the proposed scheme via three different families of problems: (a) the forecasting of synthetic time series generated by three simplistic linear and weakly nonlinear stochastic models resembling electroencephalography signals, (b) the prediction/propagation of the solution profiles of a linear parabolic PDE and the Brusselator model (a set of two nonlinear parabolic PDEs), and (c) the forecasting of a real-world data set containing daily time series of ten key foreign exchange rates spanning the time period 3 September 2001–29 October 2020.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Motility-induced phase separation and frustration in active matter swarmalators

Here we introduce a two dimensional system of active matter swarmalators composed of elastically interacting run-and-tumble active disks with an internal parameter Φ i . The disks experience an additional attractive or repulsive force with neighboring disks depending upon their relative difference in Φ i , making them similar to swarmalators used in robotic systems. In the absence of the internal parameter, the system forms a motility-induced phase separated (MIPS) state, but when the swarmalator interactions are present, a wide variety of other active phases appear depending upon whether the interaction is attractive or repulsive and whether the particles act to synchronize or ant-synchronize their internal parameter values. These phases include a gas-free gel regime, arrested clusters, a labyrinthine state, a regular MIPS state, a frustrated MIPS state for attractive antisynchronization, and a superlattice MIPS state for attractive synchronization.

97 MATHEMATICS AND COMPUTING↗

Embedding hard physical constraints in neural network coarse-graining of three-dimensional turbulence

In recent years, deep learning approaches have shown much promise in modeling complex systems in the physical sciences. A major challenge in deep learning of partial differential equations is enforcing physical constraints and boundary conditions. In this work, we propose a general framework to directly embed the notion of an incompressible fluid into convolutional neural networks, and apply this to coarse-graining of turbulent flow. These physics-embedded neural networks leverage interpretable strategies from numerical methods and computational fluid dynamics to enforce physical laws and boundary conditions by taking advantage the mathematical properties of the underlying equations. Here, we demonstrate results on three-dimensional fully developed turbulence, showing that this technique drastically improves local conservation of mass, without sacrificing performance according to several other metrics characterizing the fluid flow.

97 MATHEMATICS AND COMPUTING↗