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At least 1,153 records · Page 64

An augmented Lagrangian filter method

Here, we introduce a filter mechanism to enforce convergence for augmented Lagrangian methods for nonlinear programming. In contrast to traditional augmented Lagrangian methods, our approach does not require the use of forcing sequences that drive the first-order error to zero. Instead, we employ a filter to drive the optimality measures to zero. Our algorithm is flexible in the sense that it allows for equality-constrained quadratic programming steps to accelerate local convergence. We also include a feasibility restoration phase that allows fast detection of infeasible problems. We provide a convergence proof that shows that our algorithm converges to first-order stationary points. We provide preliminary numerical results that demonstrate the effectiveness of our proposed method.

97 MATHEMATICS AND COMPUTING↗

Integrators

Many electromagnetic measurements detect signals that are the time derivative of the actual quantity of interest. Examples include so-called “B-dot” and “D-dot” detectors that are used for measuring transient magnetic and electric fields. Integration of these signals to recover the quantity of interest is performed either by hardware integrators in the signal line, or by software coding in the analysis programming. Hardware integration is usually done using a classic resistive-capacitive (RC) circuit, or internally in the detector by induction (L/R) or stray capacitance (RC). These hardware integration methods are only approximate, and must be corrected for distortion. This is usually called “droop correction.” In this note, we will examine this correction in some detail. Transient analysis via Laplace transforms will be used to simplify the mathematics. A rudimentary understanding of this method is assumed.

42 ENGINEERING↗

Explicit Weierstrass traveling wave solutions and bifurcation analysis for dissipative Zakharov–Kuznetsov modified equal width equation

We consider the dissipative Zakharov–Kuznetsov modified equal width (ZK-MEW) equation and discuss the effect of the dissipation on the existence and nature of traveling wave solutions of the equation. We use Lyapunov function and dynamical system theory in order to show that when viscosity term is added to the ZK-MEW equation, yet there exists still bounded traveling wave solutions in certain regions. Subsequently, we obtain general solution of the ZK-MEW equation in the presence and absence of viscosity in terms of Weirstrass ℘ functions and Jacobi elliptic functions. We also derive a new form of kink-type solution by exploring a factorization method based on functional transformation and the Abel’s first order nonlinear equation. Finally, we use the phase plane analysis and examine the stability of the viscous waves.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Dynamic mesh adaptation for front evolution using discontinuous Galerkin based weighted condition number relaxation

A new mesh smoothing method designed to cluster cells near a dynamically evolving interface is presented. The method is based on weighted condition number mesh relaxation with the weight function computed from a level set representation of the interface. The weight function is expressed as a Taylor series based discontinuous Galerkin projection, which makes the computation of the derivatives of the weight function needed during the condition number optimization process a trivial matter. For cases when a level set is not available, a fast method for generating a low-order level set from discrete cell-centered fields, such as a volume fraction or index function, is provided. Results show that the low-order level set works equally well as the actual level set for mesh smoothing. Meshes generated for a number of interface geometries are presented, including cases with multiple level sets. Lastly, dynamic cases with moving interfaces show the new method is capable of maintaining a desired resolution near the interface with an acceptable number of relaxation iterations per time step, which demonstrates the method's potential to be used as a mesh relaxer for arbitrary Lagrangian Eulerian (ALE) methods.

97 MATHEMATICS AND COMPUTING↗

Fierro Version 2.x

FIERRO is a parallel C++ code designed to simulate fluid mechanics, heat transfer, and solid mechanics in two- and three-dimensional space. FIERRO is written to run on homogeneous (CPU) and heterogeneous (CPU+GPU) high performance computing machines. Fierro can aid a) modeling and design efforts that have historically relied on commercial implicit and explicit finite element codes, b) numerical methods research, c) manufacturing research, and d) computer science research. The code contains diverse numerical methods to solve the governing physics equations for both quasi-static and dynamic problems. Mathematical optimization solvers are coupled to the numerical methods to research topology and shape optimization that has application to additive manufacturing, and to create novel numerical approaches. Phase-field methods with micromechanical solvers are provided to simulate microstructure formation and evolution in manufacturing processes. The micromechanical solvers can also help research efforts create continuum-scale constitutive models for solids, as a function of the microstructure, in situ in a calculation or in a stand-alone manner. No physical data exists within the code.

Morgan, Nathaniel↗

Fierro

FIERRO is a parallel C++ code designed to simulate fluid mechanics, heat transfer, and solid mechanics in two- and three dimensional space. FIERRO is written to run on homogeneous (CPU) and heterogeneous (CPU+GPU) high performance computing machines. Fierro can aid a) modeling and design efforts that have historically relied on commercial implicit and explicit finite element codes, b) numerical methods research, c) manufacturing research, and d) computer science research. The code contains diverse numerical methods to solve the governing physics equations for both quasi-static and dynamic problems. Mathematical optimization solvers are coupled to the numerical methods to research topology and shape optimization that has application to additive manufacturing, and to create novel numerical approaches. Phase-field methods with micromechanical solvers are provided to simulate microstructure formation and evolution in manufacturing processes. The micromechanical solvers can also help research efforts create continuum-scale constitutive models for solids, as a function of the microstructure, in situ in a calculation or in a stand-alone manner. No physical data exists within the code.

Morgan, Nathaniel↗

RAPID OPTIMAL SPH PARTICLE DISTRIBUTIONS IN SPHERICAL GEOMETRIES FOR CREATING ASTROPHYSICAL INITIAL CONDITIONS

Creating spherical initial conditions in smoothed particle hydrodynamics simulations that are spherically conformal is a difficult task. Here, we describe two algorithmic methods for evenly distributing points on surfaces that when paired can be used to build three-dimensional spherical objects with optimal equipartition of volume between particles, commensurate with an arbitrary radial density function. We demonstrate the efficacy of our method against stretched lattice arrangements on the metrics of hydrodynamic stability, spherical conformity, and the harmonic power distribution of gravitational settling oscillations. We further demonstrate how our method is highly optimized for simulating multi-material spheres, such as planets with core–mantle boundaries.

79 ASTRONOMY AND ASTROPHYSICS↗

Pulsation models of Delta Cephei and Eta Aquilae.

Computation method used in pulsation of Lyrae models extended to models of Cepheid variables, noting instability of appropriate period, mass size, luminosity and velocity curves

MATHEMATICAL MODEL↗

The impacts of convex piecewise linear cost formulations on AC optimal power flow

Despite strong connections through shared application areas, research efforts on power market optimization (e.g., unit commitment) and power network optimization (e.g., optimal power flow) remain largely independent. A notable illustration of this is the treatment of power generation cost functions, where nonlinear network optimization has largely used polynomial representations and market optimization has adopted piecewise linear encodings. This work combines state-of-the-art results from both lines of research to understand the best mathematical formulations of the nonlinear AC optimal power flow problem with piecewise linear generation cost functions. An extensive numerical analysis of non-convex models, linear approximations, and convex relaxations across fifty-four realistic test cases illustrates that nonlinear optimization methods are surprisingly sensitive to the mathematical formulation of piecewise linear functions. The results indicate that a poor formulation choice can slow down algorithm performance by a factor of ten, increasing the runtime from seconds to minutes. Furthermore, these results provide valuable insights into the best formulations of nonlinear optimal power flow problems with piecewise linear cost functions, an important step towards building a new generation of energy markets that incorporate the nonlinear AC power flow model.

29 ENERGY PLANNING, POLICY, AND ECONOMY↗

Image binarization to calculate porosity of porous anodic oxides and derivation of porosity vs current

Highlights: • A facile method based on image binarization is introduced to calculate porosity. • The method is compared with two popular methods, to show higher accuracy. • The method is tested to show robustness under different brightness and contrast. • Mathematical derivation of porosity vs current is provided. - Abstract: Current methods to calculate porosity of tubular or porous structures are either inaccurate or complicated for operation. We introduce a facile method (M7) based on image binarization of top-view specimen images from scanning electron microscopy. M7 is both accurate and convenient, and shows high robustness regardless of external parameters like brightness or contrast. Relation between porosity and applied current during galvanostatic anodization is derived. The porosity-current relation differs in aqueous and organic solution, which can be explained as different conductivity of two electrolytes.

36 MATERIALS SCIENCE↗

Improving Data Transfer Throughput with Direct Search Optimization

Improving data transfer throughput over high-speed long-distance networks has become increasingly difficult. Numerous factors such as nondeterministic congestion, dynamics of the transfer protocol, and multiuser and multitask source and destination endpoints, as well as interactions among these factors, contribute to this difficulty. A promising approach to improving throughput consists in using parallel streams at the application layer.We formulate and solve the problem of choosing the number of such streams from a mathematical optimization perspective. We propose the use of direct search methods, a class of easy-to-implement and light-weight mathematical optimization algorithms, to improve the performance of data transfers by dynamically adapting the number of parallel streams in a manner that does not require domain expertise, instrumentation, analytical models, or historic data. We apply our method to transfers performed with the GridFTP protocol, and illustrate the effectiveness of the proposed algorithm when used within Globus, a state-of-the-art data transfer tool, on productionWAN links and servers. We show that when compared to user default settings our direct search methods can achieve up to 10x performance improvement under certain conditions. We also show that our method can overcome performance degradation due to external compute and network load on source end points, a common scenario at high performance computing facilities.

Balaprakash, Prasanna↗

A posteriori superlinear convergence bounds for block conjugate gradient

In this paper, we extend to the block case the a posteriori bound showing superlinear convergence of the conjugate gradient method developed by van der Vorst and Vuik in [J. Comput. Applied Math., 48 (1993), pp. 327–341]. That is, we obtain similar bounds but now for the block conjugate gradient method. We also present a series of computational experiments, illustrating the validity of the bound developed here as well as the bound by Simoncini and Szyld from [SIAM Review, 47 (2005), pp. 247–272] using angles between subspaces. Using these bounds, we make some observations on the onset of superlinearity and how this onset depends on the eigenvalue distribution and the block size.

97 MATHEMATICS AND COMPUTING↗

The Parareal Method for Solving Space-Dependent Neutron Kinetics Equations in Hexagonal-z Geometry

Neutron kinetics plays an important role in reactor safety and analysis. The backward Euler method is the most widely used time integration method in the calculation of space-dependent nuclear reactor kinetics. Xia (2006) used this method to discretize the derivative of flux, and adopted the analytic integration to discretize the delayed neutron precursor concentrations. Diagonally Implicit Runge-Kutta (DIRK) method owns high accuracy and excellent stability, and it was applied in the rectangle core for calculating core the nuclear reactor kinetics by Wenbo Zhao (2013). Recently, DIRK was applied to the neutron kinetics for hexagonal-z geometry application (CAI, 2016). As solving the neutron kinetics equations is very time-consuming and the number of available cores continues to increase with parallel architectures evolving, parallel algorithms need to be designed in order to effectively utilize the available resources. However, it is difficult to parallel in time axis because the later moment is strongly dependent on the previous moment. Some methods have been proposed to parallel in time algorithm over the last decades. One of the famous methods to realize time parallelism is the Parareal algorithm (Lions, 2001), which offers a promising approach to increase the degree of concurrency. More than one decade from this method first proposed, this method has been studied and applied in the many fields of applied mathematics, physics, chemistry, parallel computing, etc. Fischer (2014 applied the Parareal method in the field of the Navier-Stokes Equations. Baudron (2014) combined the Parareal method with finite element method to solve the neutron kinetics equations, where the Parareal method was implemented based on the implicit Euler method or method. In this paper, the Parareal method is studied in the hexagonal-z geometry with the help of DIRK developed for neutron kinetics equations (CAI, 2016)

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗

A computationally efficient moment-preserving Monte Carlo electron transport method with implementation in Geant4

This paper presents the theoretical development and numerical demonstration of a moment-preserving Monte Carlo electron transport method. Foremost, a full implementation of the moment-preserving (MP) method within the Geant4 particle simulation toolkit is demonstrated. Beyond implementation details, it is shown that the MP method is a viable alternative to the condensed history (CH) method for inclusion in current and future generation transport codes through demonstration of the key features of the method including: systematically controllable accuracy, computational efficiency, mathematical robustness, and versatility. A wide variety of results common to electron transport are presented illustrating the key features of the MP method. In particular, it is possible to achieve accuracy that is statistically indistinguishable from analog Monte Carlo, while remaining up to three orders of magnitude more efficient than analog Monte Carlo simulations. Lastly, it is shown that the MP method can be generalized to any applicable analog scattering DCS model by extending previous work on the MP method beyond analytical DCSs to the partial-wave (PW) elastic tabulated DCS data.

46 INSTRUMENTATION RELATED TO NUCLEAR SCIENCE AND ↗

A modified model parametrization algorithm for solving a special type of heat and mass transfer systems

A new method for solving nonlinear heat and mass transfer design tasks was considered. Systems using the Number of Transfer Units (NTU) method are a special type of mathematical model of heat and mass exchangers. It was observed, that the NTU models in a form of differential-algebraic equations (DAEs) cannot be directly solved with higher values of NTU. The requirements for consistent initial conditions, as well as numerical limitations of DAEs solvers, result, that the solution to the considered design problems that cannot be obtained by a classical direct shooting procedure. To overcome the presented difficulties, the αDAE model optimization algorithm was adjusted for solving NTU-based models. The new approach consists of 3 main steps: 1) task discretization by a multiple-shooting approach, 2) design an appropriate function $f_{NTU}$(α) to effectively influence the variability of the state variables described by dynamical relations, 3) the iterative numerical optimization algorithm for the new parametrized system. Moreover, computations can be performed by a chosen numerical optimization approach, which can be communicated with an available outer procedure for solving differential-algebraic equations. The presented algorithm was implemented and applied to solve the design task with the NTU model of a counter-flow exchanger. Here, the new approach was used to modify the system dynamics to influence the difficulty of the considered problem. Finally, the presented method enabled failure-free numerical computations for the higher values of the NTU parameter.

97 MATHEMATICS AND COMPUTING↗

Quantifying the Multi-Objective Cost of Uncertainty

Various real-world applications involve modeling complex systems with immense uncertainty and optimizing multiple objectives based on the uncertain model. Quantifying the impact of the model uncertainty on the given operational objectives is critical for designing optimal experiments that can most effectively reduce the uncertainty that affect the objectives pertinent to the application at hand. In this paper, we propose the concept of mean multi-objective cost of uncertainty (multi-objective MOCU) that can be used for objective-based quantification of uncertainty for complex uncertain systems considering multiple operational objectives. We provide several illustrative examples that demonstrate the concept and strengths of the proposed multi-objective MOCU. Furthermore, we present a real-world example based on the mammalian cell cycle network to demonstrate how the multi-objective MOCU can be used for quantifying the operational impact of model uncertainty when there are multiple, possibly competing, objectives.

42 ENGINEERING↗