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Krylov subspace methods - Theory, algorithms, and applications

Projection methods based on Krylov subspaces for solving various types of scientific problems are reviewed. The main idea of this class of methods when applied to a linear system Ax = b, is to generate in some manner an approximate solution to the original problem from the so-called Krylov subspace span. Thus, the original problem of size N is approximated by one of dimension m, typically much smaller than N. Krylov subspace methods have been very successful in solving linear systems and eigenvalue problems and are now becoming popular for solving nonlinear equations. The main ideas in Krylov subspace methods are shown and their use in solving linear systems, eigenvalue problems, parabolic partial differential equations, Liapunov matrix equations, and nonlinear system of equations are discussed.

Sad, Youcef↗

Estimation of unknown variable parameters in moving boundary problems

The problem of estimating unknown variable parameters appearing in moving boundary problems is considered; these are specifically nonlinear diffusion equations defined on a moving spatial domain. A spline-based approximation method that results in a sequence of computationally tractable approximate parameter estimation problems has been developed. A convergence result is proved for a certain class of these moving boundary problems. The paper is concluded with a set of representative numerical examples.

Murphy, K. A.↗

An Improved Approach to the Predictability & Reliability of the Onset of Turbulence With Shocks

The construction of numerical schemes for (a) stable and accurate simulation of turbulence with strong shocks, and for (b) obtaining correct propagation speed of discontinuities in the presence of stiff source terms share one important ingredient – minimization of numerical dissipation while maintaining numerical stability. The dual requirements to achieve both numerical stability and minimal numerical dissipation are often conflicting since existing shock capturing schemes were designed mainly to be robust for rapidly developed turbulence-free flows and for shock waves without stiff source term. For the past two decades, Yee and collaborators have focused on an improved understanding of the nonlinear behavior of different high order shock-capturing methods. It was found that even very high order methods without proper nonlinear stability and numerical dissipation control can either numerically smear the onset of turbulence due to excess numerical dissipation, or induce (onset) numerical turbulence that is not physical turbulence due to lack of proper numerical dissipation to improve nonlinear stability for long time integration. Our approach is to combine (I) and (II) below for obtaining the physically correct onset of turbulence with shocks, including problems with stiff source terms: (I) Nonlinear dynamics is utilized to complement the traditional linearized stability theory (Yee & Sweby, Yee et al., Griffiths et al., Lafon & Yee, Yee, Wang et al., Kotov et al. 1990- 2015) in order to (i) Minimize numerically induced false transition to turbulence, (ii) Minimize numerical instability due to long time integration of turbulent flows, (iii) Minimize numerically induced standing wave solutions, and (iv) Minimize wrong propagation of speed of discontinuities due to the presence of stiff source terms. (II) Our recently developed physical preserving (structural preserving) high order methods with improved nonlinear stability & accuracy that are essential in minimizing spurious numerics are used.

HECC↗

Learning in Modal Space: Solving Time-Dependent Stochastic PDEs Using Physics-Informed Neural Networks

One of the open problems in scientific computing is the long-time integration of nonlinear stochastic partial differential equations (SPDEs), especially with arbitrary initial data. We address this problem by taking advantage of recent advances in scientific machine learning and the spectral dynamically orthogonal (DO) and borthogonal (BO) methods for representing stochastic processes. The recently introduced DO/BO methods reduce the SPDE to solving a system of deterministic PDEs and a system of stochastic ordinary differential equations. Specifically, we propose two new physics-informed neural networks (PINNs) for solving time-dependent SPDEs, namely the neural network (NN)-DO/BO methods. The proposed methods incorporate the DO/BO constraints into the loss function (along with the modal decomposition of the SPDE) with an implicit form instead of generating explicit expressions for the temporal derivatives of the DO/BO modes. Hence, the NN-DO/BO methods can overcome some of the drawbacks of the original DO/BO methods. For example, we do not need the assumption that the covariance matrix of the random coefficients is invertible as in the original DO method, and we can remove the assumption of no eigenvalue crossing as in the original BO method. Moreover, the NN-DO/BO methods can be used to solve time-dependent stochastic inverse problems with the same formulation and same computational complexity as for forward problems. Furthermore, we demonstrate the capability of the proposed methods via several numerical examples, namely: (1) A linear stochastic advection equation with deterministic initial condition: we obtain good results with the proposed methods, while the original DO/BO methods cannot be applied directly in this case. (2) Long-time integration of the stochastic Burgers' equation: we show the good performance of NN-DO/BO methods, especially the effectiveness of the NN-BO approach for such problems with many eigenvalue crossings during the whole time evolution, while the original BO method fails. (3) Nonlinear reaction diffusion equation: we consider both the forward problem and the inverse problems, including very noisy initial point values, to investigate the flexibility of the NN-DO/BO methods in handling inverse and mixed type problems. Taken together, these simulation results demonstrate that the NN-DO/BO methods can be employed to effectively quantify uncertainty propagation in a wide range of physical problems, but future work should address the efficiency issue of PINNs for forward problems.

97 MATHEMATICS AND COMPUTING↗

A dual-armed free flyer

This summary presents the main conclusions and results of the design studies conducted by a group of 13 students at the University of Maryland. The students, all participants in the spring 1989 course ENEE418 in the Electrical Engineering Department, met weekly in a two-hour class to discuss and evaluate design alternatives. The main problem considered was the design and control of a planar testbed simulating a free-flying space robot for applications in satellite servicing. This project grew out of the 1988 class where a dual-armed free flyer (DAFF) was designed and partially built. This year, a group of six students continued the development of the DAFF, achieving computer-controlled motion of the DAFF's arms. All fabrication and testing of the DAFF is being conducted in the Intelligent Servosystems Laboratory at the University of Maryland. While the work related to the design and development of the DAFF is the main subject of the report, it should be noted that other students in the ENEE418 class have investigated additional issues related to manipulation in space. For example, one group studied a new parallel linkage based manipulator for fine motion applications such as in assembly operations in space. They investigated the mechanism's kinematics, its reachable workspace, and precision of applying forces and torques. In yet another project, a student set out to measure and map the friction characteristics of the actuators used in the Modular Dextrous Hand, which has been recently developed in the Intelligent Servosystems Laboratory. The results are expected to help compensate for this friction, which is a highly nonlinear disturbance and presents significant problems in high-precision, low-speed operations. This summary continues with the discussion of the results obtained by the group of students who have been working on developing the DAFF testbed.

Beck, D.↗

Studies of shock focusing and nonlinear resonance in shock tubes

Some current problems in noise pollution which involve the dynamics of weak shock waves can be succesfully investigated using shock tubes and shock-tube techniques. Two examples presently under study are discussed; in one case the experiments are carried out in a large, conventional shock tube originally designed for studies of rarefied gasdynamics, while in the other case the experimental facility is a less conventional 'repeating' shock tube.

Sturtevant, B.↗

A NASTRAN/TREETOPS solution to a flexible, multi-body dynamics and controls problem on a UNIX workstation

Demands for nonlinear time history simulations of large, flexible multibody dynamic systems has created a need for efficient interfaces between finite-element modeling programs and time-history simulations. One such interface, TREEFLX, an interface between NASTRAN and TREETOPS, a nonlinear dynamics and controls time history simulation for multibody structures, is presented and demonstrated via example using the proposed Space Station Mobile Remote Manipulator System (MRMS). The ability to run all three programs (NASTRAN, TREEFLX and TREETOPS), in addition to other programs used for controller design and model reduction (such as DMATLAB and TREESEL, both described), under a UNIX Workstation environment demonstrates the flexibility engineers now have in designing, developing and testing control systems for dynamically complex systems.

Benavente, Javier E.↗

Treatment of the control mechanisms of light airplanes in the flutter clearance process

It has become more and more evident that many difficulties encountered in the course of aircraft flutter analyses can be traced to strong localized nonlinearities in the control mechanisms. To cope with these problems, more reliable mathematical models paying special attention to control system nonlinearities were established by means of modified ground vibration test procedures in combination with suitably adapted modal synthesis approaches. Three different concepts are presented.

Breitbach, E. J.↗

Application of Newton's method to the postbuckling of rings under pressure loadings

The postbuckling response of circular rings (or long cylinders) is examined. The rings are subjected to four types of external pressure loadings; each type of pressure is defined by its magnitude and direction at points on the buckled ring. Newton's method is applied to the nonlinear differential equations of the exact inextensional theory for the ring problem. A zeroth approximation for the solution of the nonlinear equations, based on the mode shape corresponding to the first buckling pressure, is derived in closed form for each of the four types of pressure. The zeroth approximation is used to start the iteration cycle in Newton's method to compute numerical solutions of the nonlinear equations. The zeroth approximations for the postbuckling pressure-deflection curves are compared with the converged solutions from Newton's method and with similar results reported in the literature.

Thurston, Gaylen A.↗

Analysis and Design of Variable Stiffness Composite Cylinders

An investigation of the possible performance improvements of thin circular cylindrical shells through the use of the variable stiffness concept is presented. The variable stiffness concept implies that the stiffness parameters change spatially throughout the structure. This situation is achieved mainly through the use of curvilinear fibers within a fiber-reinforced composite laminate, though the possibility of thickness variations and discrete stiffening elements is also allowed. These three mechanisms are incorporated into the constitutive laws for thin shells through the use of Classical Lamination Theory. The existence of stiffness variation within the structure warrants a formulation of the static equilibrium equations from the most basic principles. The governing equations include sufficient detail to correctly model several types of nonlinearity, including the formation of a nonlinear shell boundary layer as well as the Brazier effect due to nonlinear bending of long cylinders. Stress analysis and initial buckling estimates are formulated for a general variable stiffness cylinder. Results and comparisons for several simplifications of these highly complex governing equations are presented so that the ensuing numerical solutions are considered reliable and efficient enough for in-depth optimization studies. Four distinct cases of loading and stiffness variation are chosen to investigate possible areas of improvement that the variable stiffness concept may offer over traditional constant stiffness and/or stiffened structures. The initial investigation deals with the simplest solution for cylindrical shells in which all quantities are constant around the circumference of the cylinder. This axisymmetric case includes a stiffness variation exclusively in the axial direction, and the only pertinent loading scenarios include constant loads of axial compression, pressure, and torsion. The results for these cases indicate that little improvement over traditional laminates exists through the use of curvilinear fibers, mainly due to the presence of a weak link area within the stiffness variation that limits the ultimate load that the structure can withstand. Rigorous optimization studies reveal that even though slight increases in the critical loads can be produced for designs with an arbitrary variation of the fiber orientation angle, the improvements are not significant when compared to traditional design techniques that utilize ring stiffeners and frames. The second problem that is studied involves arbitrary loading of a cylinder with a stiffness variation that changes only in the circumferential direction. The end effects of the cylinder are ignored, so that the problem takes the form of an analysis of a cross-section for a short cylinder segment. Various load cases including axial compression, pressure, torsion, bending, and transverse shear forces are investigated. It is found that the most significant improvements in load-carrying capability exist for cases which involve loads that also vary around the circumference of the shell, namely bending and shear forces. The stiffness variation of the optimal designs contribute to the increased performance in two ways: lowering the stresses in the critical areas through redistribution of the stresses; and providing a relatively stiff region that alters the buckling behavior of the structure. These results lead to an in-depth optimization study involving weight optimization of a fuselage structure subjected to typical design constraints. Comparisons of the curvilinear fiber format to traditional stiffened structures constructed of isotropic and composite materials are included. It is found that standard variable stiffness designs are quite comparable in terms of weight and load-carrying capability yet offer the added advantage of tailorability of distinct regions of the structure that experience drastically different loading conditions. The last two problems presented in this work involve the nonlinear phenomenon of long tubes under bending. Though this scenario is not as applicable to fuselage structures as the previous problems, the mechanisms that produce the nonlinear effect are ideally suited to be controlled by the variable stiffness concept. This is due to the fact that the dominating influence for long cylinders under bending is the ovalization of the cross-section, which is governed mainly by the stiffness parameters of the cylindrical shell. Possible improvement of the critical buckling moments for these structures is investigated using either a circumferential or axial stiffness variation. For the circumferential case involving infinite length cylinders, it is found that slight improvements can be observed by designing structures that resist the cross-sectional deformation yet do not detract from the buckling resistance at the critical location. The results also indicate that buckling behavior is extremely dependent on cylinder length. This effect is most easily seen in the solution of finite length cylinders under bending that contain an axial stiffness variation. For these structures, the only mechanism that exhibits improved response are those that effectively shorten the length of the cylinder, thus reducing the cross-sectional deformation due to the forced restraint at the ends. It was found that the use of curvilinear fibers was not able to achieve this effect in sufficient degree to resist the deformation, but that ring stiffeners produced the desired response admirably. Thus, it is shown that the variable stiffness concept is most effective at improving the bending response of long cylinders through the use of a circumferential stiffness variation.

Tatting, Brian F.↗

A data-driven sensor placement approach for detecting voltage violations in distribution systems

Stochastic fluctuations in power injections from distributed energy resources (DERs) combined with load variability can cause constraint violations (e.g., exceeded voltage limits) in electric distribution systems. To monitor grid operations, sensors are placed to measure important quantities such as the voltage magnitudes. Here, in this paper, we consider a sensor placement problem which seeks to identify locations for installing sensors that can capture all possible violations of voltage magnitude limits. We formulate a bilevel optimization problem that minimizes the number of sensors and avoids false sensor alarms in the upper level while ensuring detection of any voltage violations in the lower level. This problem is challenging due to the nonlinearity of the power flow equations and the presence of binary variables. Accordingly, we employ recently developed conservative linear approximations of the power flow equations that overestimate or underestimate the voltage magnitudes. By replacing the nonlinear power flow equations with conservative linear approximations, we can ensure that the resulting sensor locations and thresholds are sufficient to identify any constraint violations. Additionally, we apply various problem reformulations to significantly improve computational tractability while simultaneously ensuring an appropriate placement of sensors. Lastly, we improve the quality of the results via an approximate gradient descent method that adjusts the sensor thresholds. We demonstrate the effectiveness of our proposed method for several test cases, including a system with multiple switching configurations.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Sequence of polyhedral relaxations for nonlinear univariate functions

Here, given a nonlinear, univariate, bounded, and differentiable function f(x), this article develops a sequence of Mixed Integer Linear Programming (MILP) and Linear Programming (LP) relaxations that converge to the graph of f(x) and its convex hull, respectively. Theoretical convergence of the sequence of relaxations to the graph of the function and its convex hull is established. For nonlinear non-convex optimization problems, the relaxations presented in this article can be used to construct tight MILP and LP relaxations. These MILP and the LP relaxations can also be used with MILP-based and spatial branch-and-bound based global optimization algorithms, respectively.

42 ENGINEERING↗

Anti-symmetric and positivity preserving formulation of a spectral method for Vlasov-Poisson equations

We analyze the anti-symmetric properties of a spectral discretization for the one-dimensional Vlasov-Poisson equations. The discretization is based on a spectral expansion in velocity with the symmetrically weighted Hermite basis functions, central finite differencing in space, and an implicit Runge Kutta integrator in time. The proposed discretization preserves the anti-symmetric structure of the advection operator in the Vlasov equation, resulting in a stable numerical method. We apply such discretization to two formulations: the canonical Vlasov-Poisson equations and their continuously transformed square-root representation. The latter preserves the positivity of the particle distribution function. We derive analytically the conservation properties of both formulations, including particle number, momentum, and energy, which are verified numerically on the following benchmark problems: manufactured solution, linear and nonlinear Landau damping, two-stream instability, bump-on-tail instability, and ion-acoustic wave.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Refueling infrastructure planning in intercity networks considering route choice and travel time delay for mixed fleet of electric and conventional vehicles

The range anxiety has been a major factor that affects the market acceptance of electric vehicles. Even with the recent development of battery technologies, a lack of charging stations and range anxiety are still significant concerns, specifically for intercity trips. This calls for more investments in building charging stations and advancing battery technologies to increase the market share of electric vehicles and improve sustainability. This study suggests a configuration for plug-in electric vehicle charging infrastructure to support long-distance intercity trips of electric vehicles at the network level. A model is proposed to minimize the total system cost including infrastructure investment (building charging stations/spots) and travel time delays (charging time, waiting time in the queue, and detour time to access charging stations). This study fills existing gaps in the literature by capturing realistic patterns of travel demand and considering flow-dependent charging delays at charging stations. Furthermore, the proposed model, which is formulated as a mixed-integer program with nonlinear constraints, solves the optimization problem at the network level. At the network level, impacts of charging station locations on the traffic assignment problem with a mixed fleet of electric and conventional vehicles need to be considered. To this end, a traffic assignment module is integrated with a simulated annealing algorithm. The numerical experiments show a satisfactory application of the model for a full-scale case study (intercity network in Michigan). The solution quality and efficiency of the proposed solution algorithm are evaluated against those of an enumeration approach for a small case study. The results suggest that even for the current market share and charging stations’ setting, a significant investment is needed to support intercity trips without range anxiety issues and with acceptable delays. Additionally, through sensitivity analyses, the required infrastructure and battery investments to support intercity trips with acceptable delays are established for hypothetical increased market shares and battery size in the future.

42 ENGINEERING↗

Machine learning and serving of discrete field theories

A method for machine learning and serving of discrete field theories in physics is developed. The learning algorithm trains a discrete field theory from a set of observational data on a spacetime lattice, and the serving algorithm uses the learned discrete field theory to predict new observations of the field for new boundary and initial conditions. The approach of learning discrete field theories overcomes the difficulties associated with learning continuous theories by artificial intelligence. The serving algorithm of discrete field theories belongs to the family of structure-preserving geometric algorithms, which have been proven to be superior to the conventional algorithms based on discretization of differential equations. The effectiveness of the method and algorithms developed is demonstrated using the examples of nonlinear oscillations and the Kepler problem. In particular, the learning algorithm learns a discrete field theory from a set of data of planetary orbits similar to what Kepler inherited from Tycho Brahe in 1601, and the serving algorithm correctly predicts other planetary orbits, including parabolic and hyperbolic escaping orbits, of the solar system without learning or knowing Newton’s laws of motion and universal gravitation. The proposed algorithms are expected to be applicable when the effects of special relativity and general relativity are important.

97 MATHEMATICS AND COMPUTING↗

Consistent coupling algorithms for coupled core-edge simulations of plasma turbulence

Two schemes for coupling gyrokinetic simulations of microturbulence in tokamaks are proposed. The first scheme is based on an additive Schwarz domain decomposition. In this work, we show that, because the goal of turbulence is long-time averages of the dynamics rather than temporal accuracy, the iteration to self-consistency across domains, which is typically required by Schwarz schemes, can be avoided, thereby accelerating the computation. Second, we propose a coupling scheme that relies entirely on the addition of source terms, leaving the boundary conditions arbitrary. The practical motivations for such a scheme are discussed, and forms of the source terms that ensure consistency and stability are derived. The schemes are tested on a nonlinear, one-dimensional model problem, and the first scheme is further tested on the Hasegawa–Wakatani model.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Multifidelity validation of digital surrogates using variable-density turbulent mixing models

In this study, ensembles of experimental data are presented and utilized to compare and validate two models used in the simulation of variable-density (Atwood = 0.22), compressible turbulent mixing. Though models of this kind (Reynolds averaged NavierStokes and large-eddy simulations) have been validated extensively with more canonical flows in previous studies, here the present approach offers novelty in the complexity of the geometry, the ensemble-based validation, and the uniformity of the computational framework on which the models are tested. Moreover, all experimental and computational tasks were completed by the authors which has led to a tightly coupled experimental configuration with its “digital twin.” The experimental divergent-shock-tube facility and its data acquisition methods are described and replicated in simulation space. A 2D Euler model which neglects the turbulent mixing at the interface is optimized to experimental data using a Gaussian process. This model then serves as the basis for both the 2D RANS and 3D LES studies that make comparisons to the mixing-layer data from the experiment. A relatively simple RANS model is shown to produce good agreement with experimental data only at late flow development times. The LES ensembles generally show good agreement with experimental data but display sensitivity to the characterization of initial conditions. Resolution-dependent behavior is also observed for certain higher-order statistics of interest. Overall, the LES model successfully captures the effects of divergent geometry, compressibility, and combined nonlinear instabilities inherent to the problem. The successful prediction of mixing width and its growth rate highlight the existence of three distinct regimes in the development of the instability, each with similarities to previously studied instabilities.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗