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A least-squares finite element method based on the Helmholtz decomposition for hyperbolic balance laws
In this paper, a least-squares finite element method for scalar nonlinear hyperbolic balance laws is proposed and studied. The approach is based on a formulation that utilizes an appropriate Helmholtz decomposition of the flux vector and is related to the standard notion of a weak solution. This relationship, together with a corresponding connection to negative-norm least-squares, is described in detail. As a consequence, an important numerical conservation theorem is obtained, similar to the famous Lax–Wendroff theorem. The numerical conservation properties of the method in this paper do not fall precisely in the framework introduced by Lax and Wendroff, but they are similar in spirit as they guarantee that when L 2 convergence holds, the resulting approximations approach a weak solution to the hyperbolic problem. The least-squares functional is continuous and coercive in an H -1 -type norm, but not L 2 -coercive. Nevertheless, the L 2 convergence properties of the method are discussed. Convergence can be obtained either by an explicit regularization of the functional, that provides control of the L 2 norm, or by properly choosing the finite element spaces, providing implicit control of the L 2 norm. Numerical results for the inviscid Burgers equation with discontinuous source terms are shown, demonstrating the L 2 convergence of the obtained approximations to the physically admissible solution. The numerical method utilizes a least-squares functional, minimized on finite element spaces, and a Gauss–Newton technique with nested iteration. Finally, we believe that the linear systems encountered with this formulation are amenable to multigrid techniques and combining the method with adaptive mesh refinement would make this approach an efficient tool for solving balance laws (this is the focus of a future study).
Solving a Large Scale Thermal Radiation Problem Using an Interoperable Executive Library Framework on Petascale Supercomputers
We present a novel methodology to compute the transient thermal condi- tion of a set of objects in an open space environment. The governing energy equa- tion and the convective energy transfer are solved by the sparse iterative solvers. The average radiating energy on a set of surfaces is represented by a linear system of the radiosity equations, which is factorized by an out-of-core parallel Cholesky decomposition solver. The coupling and interplay of the direct radiosity solver us- ing GPUs and the CPU-based sparse solver are handled by a light weight software integrator called Interoperable Executive Library (IEL). IEL manages the distribu- tion of data and memory, coordinates communication among parallel processes, and also directs execution of the set of loosely coupled physics tasks as warranted by the thermal condition of the simulated object and its surrounding environment.
Leading-color two-loop amplitudes for four partons and a $\textit{W}$ boson in QCD
We present the leading-color two-loop QCD corrections for the scattering of four partons and a W boson, including its leptonic decay. The amplitudes are assembled from the planar two-loop helicity amplitudes for four partons and a vector boson decaying to a lepton pair, which are also used to determine the planar two-loop amplitudes for four partons and a $Z/γ^\ast$ boson with a leptonic decay. The analytic expressions are obtained by setting up a dedicated Ansatz and constraining the free parameters from numerical samples obtained within the framework of numerical unitarity. The large linear systems that must be solved to determine the analytic expressions are constructed to be in Vandermonde form. Such systems can be very efficiently solved, bypassing the bottleneck of Gaussian elimination. Our results are expressed in a basis of one-mass pentagon functions, which opens the possibility of their efficient numerical evaluation.
Numerical algorithms for water waves with background flow over obstacles and topography
Abstract We present two accurate and efficient algorithms for solving the incompressible, irrotational Euler equations with a free surface in two dimensions with background flow over a periodic, multiply connected fluid domain that includes stationary obstacles and variable bottom topography. One approach is formulated in terms of the surface velocity potential while the other evolves the vortex sheet strength. Both methods employ layer potentials in the form of periodized Cauchy integrals to compute the normal velocity of the free surface, are compatible with arbitrary parameterizations of the free surface and boundaries, and allow for circulation around each obstacle, which leads to multiple-valued velocity potentials but single-valued stream functions. We prove that the resulting second-kind Fredholm integral equations are invertible, possibly after a physically motivated finite-rank correction. In an angle-arclength setting, we show how to avoid curve reconstruction errors that are incompatible with spatial periodicity. We use the proposed methods to study gravity-capillary waves generated by flow around several elliptical obstacles above a flat or variable bottom boundary. In each case, the free surface eventually self-intersects in a splash singularity or collides with a boundary. We also show how to evaluate the velocity and pressure with spectral accuracy throughout the fluid, including near the free surface and solid boundaries. To assess the accuracy of the time evolution, we monitor energy conservation and the decay of Fourier modes and compare the numerical results of the two methods to each other. We implement several solvers for the discretized linear systems and compare their performance. The fastest approach employs a graphics processing unit (GPU) to construct the matrices and carry out iterations of the generalized minimal residual method (GMRES).
Multiscale two-stage solver for Biot’s poroelasticity equations in subsurface media
In this paper, we propose a two-stage preconditioner for accelerating the iterative solution by a Krylov subspace method of Biot’s poroelasticity equations based on a displacement-pressure formulation. The spatial discretization combines a finite element method for mechanics and a finite volume approach for flow. The fully implicit backward Euler scheme is used for time integration. The result is a 2 × 2 block linear system for each timestep. The preconditioning operator is obtained by applying a two-stage scheme. The first stage is a global preconditioner that employs multiscale basis functions to construct coarse-scale coupled systems using a Galerkin projection. This global stage is effective at damping low-frequency error modes associated with long-range coupling of the unknowns. The second stage is a local block-triangular smoothing preconditioner, which is aimed at high-frequency error modes associated with short-range coupling of the variables. Lastly, various numerical experiments are used to demonstrate the robustness of the proposed solver.
Approximate inverse-based block preconditioners in poroelasticity
We focus on the fully implicit solution of the linear systems arising from a three-field mixed finite element approximation of Biot’s poroleasticity equations. The objective is to develop algebraic block preconditioners for the efficient solution of such systems by Krylov subspace methods. In this work, we investigate the use of approximate inverse-based techniques to decouple the native system of equations and obtain explicit sparse approximations of the Schur complements related to the physics-based partitioning of the unknowns by field type. Here, the proposed methods are tested in various numerical experiments including real-world applications dealing with petroleum and geotechnical engineering.
A smeared crack modeling framework accommodating multi-directional fracture at finite strains
A generic smeared crack modeling framework predicated on the deformation gradient decomposition (DGD) approach is proposed for use in dynamic fracture problems at finite strains, accommodating failure along multiple mutually orthogonal fracture planes embedded within an independently defined bulk material model. Within this constitutive framework, the traction equilibrium conditions imposed at each failure surface are used to determine the associated crack displacements stored as internal state variables. In general, the enforcement of interfacial equilibrium entails the implicit solution of a non-linear system of equations within the constitutive update procedure. However, if inertial effects arising due to the relative motion of the fractured material are incorporated within the model, the traction equilibrium conditions are shown to give rise to corresponding dynamic equations of motion governing the time-evolution of the crack opening displacements. For dynamic problems, an explicit time-integration procedure is devised to efficiently update the material state, subject to a set of internal frictionless contact constraints to prevent material inversion. Finally, the efficacy of the proposed modeling framework is investigated through several benchmark dynamic fracture problems run within the explicit finite element code DYNA3D.
SLAC Microresonator Radio Frequency (SMuRF) Electronics for Read Out of Frequency-Division-Multiplexed Cryogenic Sensors
Large arrays of cryogenic sensors for various imaging applications ranging across x-ray, gamma-ray, cosmic microwave background, mm/sub-mm, as well as particle detection increasingly rely on superconducting microresonators for high multiplexing factors. These microresonators take the form of microwave SQUIDs that couple to transition-edge sensors or microwave kinetic inductance detectors. In principle, such arrays can be read out with vastly scalable software-defined radio using suitable FPGAs, ADCs and DACs. In this work, we share plans and show initial results for SLAC Microresonator Radio Frequency (SMuRF) electronics, a next-generation control and readout system for superconducting microresonators. SMuRF electronics are unique in their implementation of specialized algorithms for closed-loop tone tracking, which consists of fast feedback and feedforward to each resonator’s excitation parameters based on transmission measurements. Closed-loop tone tracking enables improved system linearity, a significant increase in sensor count per readout line, and the possibility of overcoupled resonator designs for enhanced dynamic range. Low-bandwidth prototype electronics were used to demonstrate closed-loop tone tracking on twelve 300-kHz-wide microwave SQUID resonators, spaced at ~ 6 MHz with center frequencies ~ 5–6 GHz. We achieve multi-kHz tracking bandwidth and demonstrate that the noise floor of the electronics is subdominant to the noise intrinsic in the multiplexer.
Simons Observatory Microwave SQUID Multiplexing Readout: Cryogenic RF Amplifier and Coaxial Chain Design
The Simons Observatory (SO) is an upcoming polarization-sensitive cosmic microwave background experiment on the Cerro Toco Plateau (Chile) with large overlap with other optical and infrared surveys (e.g., DESI, LSST, HSC). To enable the readout of O(10,000) detectors in each of the four telescopes of SO, we will employ the microwave SQUID multiplexing technology. With a targeted multiplexing factor of O(1000), microwave SQUID multiplexing has never been deployed on the scale needed for SO. Here we present the design of the cryogenic coaxial cable and RF component chain that connects room temperature readout electronics to superconducting resonators that are coupled to transition edge sensor bolometers operating at sub-Kelvin temperatures. We describe design considerations including cryogenic RF component selection, system linearity, noise, and thermal power dissipation.
Statistical Analysis of the First Passage Path Ensemble of Jump Processes
The transition mechanism of jump processes between two different subsets in state space reveals important dynamical information of the processes and therefore has attracted considerable attention in the past years. In this paper, we study the first passage path ensemble of both discrete-time and continuous-time jump processes on a finite state space. The main approach is to divide each first passage path into nonreactive and reactive segments and to study them separately. The analysis can be applied to jump processes which are non-ergodic, as well as continuous-time jump processes where the waiting time distributions are non-exponential. In the particular case that the jump processes are both Markovian and ergodic, our analysis elucidates the relations between the study of the first passage paths and the study of the transition paths in transition path theory. We provide algorithms to numerically compute statistics of the first passage path ensemble. The computational complexity of these algorithms scales with the complexity of solving a linear system, for which efficient methods are available. Several examples demonstrate the wide applicability of the derived results across research areas.
Evaluation of the Index and Singular Points of Linear Differential-Algebraic Equations of Higher Order
We study linear systems of ordinary differential equations of higher order with an identically singular matrix at the higher derivative of the required vector-valued function in the domain of definition. We give definitions of the index and singular points for these systems, formulate the conditions of solvability, and deduce a formula for the general solution. The algorithms for finding the index and singular points are presented.
Asynchronous Richardson iterations: theory and practice
We consider asynchronous versions of the first- and second-order Richardson methods for solving linear systems of equations. These methods depend on parameters whose values are chosen a priori. We explore the parameter values that can be proven to give convergence of the asynchronous methods. This is the first such analysis for asynchronous second-order methods. We find that for the first-order method, the optimal parameter value for the synchronous case also gives an asynchronously convergent method. For the second-order method, the parameter ranges for which we can prove asynchronous convergence do not contain the optimal parameter values for the synchronous iteration. In practice, however, the asynchronous second-order iterations may still converge using the optimal parameter values, or parameter values close to the optimal ones, despite this result. We explore this behavior with a multithreaded parallel implementation of the asynchronous methods.
Solving security constrained optimal power flow problems by a structure exploiting interior point method
In this paper we present a new approach to solve the DC (n - 1) security constrained optimal power flow (SCOPF) problem by a structure exploiting interior point solver. Our approach is based on a reformulation of the linearised SCOPF model, in which most matrices that need to be factorized are constant. Hence, most factorizations and a large number of back-solve operations only need to be performed once. However, assembling the Schur complement matrix remains expensive in this scheme. To reduce the effort, we suggest using a preconditioned iterative method to solve the corresponding linear system. We suggest two main schemes to pick a good and robust preconditioner based on combining different “active” contingency scenarios of the SCOPF model. These new schemes are implemented within the object-oriented parallel solver (OOPS), a structure-exploiting primal-dual interior-point implementation. We give results on several SCOPF test problems. The largest example contains 500 buses. We compare the results from the original interior point method (IPM) implementation in OOPS and our new reformulation.
Randomized Preconditioned Solvers for Strong Constraint 4D-Var Data Assimilation
The Strong Constraint 4D Variational (SC-4DVAR) data assimilation method is widely used in climate and weather applications. SC-4DVAR involves solving a minimization problem to compute the maximum a posteriori estimate, which we tackle using the Gauss-Newton method. The computation of the descent direction is expensive since it involves the solution of a large-scale and potentially ill-conditioned linear system, solved using the preconditioned conjugate gradient (PCG) method. Here, to address this cost, we efficiently construct scalable preconditioners using three different randomization techniques, which all rely on a certain low-rank structure involving the Gauss-Newton Hessian. The proposed techniques come with theoretical guarantees on the condition number, and at the same time, are amenable to parallelization. We also develop an adaptive approach to estimate the sketch size and choose between the reuse or recomputation of the preconditioner. We demonstrate the performance and effectiveness of our methodology on two representative model problems—the Burgers and barotropic vorticity equation—showing a drastic reduction in both the number of PCG iterations and the number of Gauss-Newton Hessian products after including the preconditioner construction cost.
Direct Estimation of Parameters in ODE Models Using WENDy: Weak-Form Estimation of Nonlinear Dynamics
Abstract We introduce the Weak-form Estimation of Nonlinear Dynamics (WENDy) method for estimating model parameters for non-linear systems of ODEs. Without relying on any numerical differential equation solvers, WENDy computes accurate estimates and is robust to large (biologically relevant) levels of measurement noise. For low dimensional systems with modest amounts of data, WENDy is competitive with conventional forward solver-based nonlinear least squares methods in terms of speed and accuracy. For both higher dimensional systems and stiff systems, WENDy is typically both faster (often by orders of magnitude) and more accurate than forward solver-based approaches. The core mathematical idea involves an efficient conversion of the strong form representation of a model to its weak form, and then solving a regression problem to perform parameter inference. The core statistical idea rests on the Errors-In-Variables framework, which necessitates the use of the iteratively reweighted least squares algorithm. Further improvements are obtained by using orthonormal test functions, created from a set of $$C^{\infty }$$ C ∞ bump functions of varying support sizes.We demonstrate the high robustness and computational efficiency by applying WENDy to estimate parameters in some common models from population biology, neuroscience, and biochemistry, including logistic growth, Lotka-Volterra, FitzHugh-Nagumo, Hindmarsh-Rose, and a Protein Transduction Benchmark model. Software and code for reproducing the examples is available at https://github.com/MathBioCU/WENDy .
The generalized Uzawa-SHSS method for non-Hermitian saddle-point problems
Recently, Li and Wu (2015) proposed the single-step Hermitian and skew-Hermitian splitting (SHSS) method for solving the non-Hermitian positive definite linear systems. Based on the single-step Hermitian and skew-Hermitian splitting of the (1,1) part of the saddle-point coefficient matrix, a new Uzawa-type method is proposed for solving a class of saddle-point problems with non-Hermitian positive definite (1,1) parts. Convergence (Semi-convergence) properties of this new method for nonsingular (singular) are derived under suitable conditions. Numerical examples are implemented to confirm the theoretical results and verify that this new method is more feasibility and robustness than the new HSS-like (NHSS-like), the Uzawa-HSS and the parameterized Uzawa-skew-Hermitian triangular splitting (PU-STS) methods for solving both the nonsingular and the singular saddle-point problems with non-Hermitian positive definite and Hermitian dominant (1,1) parts.
Design of C{sup 2} algebraic-trigonometric pythagorean hodograph splines with shape parameters
In this paper, we construct C{sup 2} Algebraic-Trigonometric Pythagorean Hodograph (ATPH) splines by solving a non-linear system of equations in complex variables. We compare these splines, which depend on several shape parameters, with their polynomial PH counterpart as well as with the well-known C{sup 2} cubic B-splines. We finally present criteria for choosing the free shape parameters based on the minimization of certain fairness functionals.