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At least 1,333 records · Page 74

On the solution of the generalized wave and generalized sine-Gordon equations

The generalized wave equation and generalized sine-Gordon equations are known to be natural multidimensional differential geometric generalizations of the classical two-dimensional versions. In this paper, a system of linear differential equations is associated with these equations, and it is shown how the direct and inverse problems can be solved for appropriately decaying data on suitable lines. An initial-boundary value problem is solved for these equations.

Ablowitz, M. J.↗

Linear stability analysis of the Vlasov-Poisson equations in high density plasmas in the presence of crossed fields and density gradients

The equations for the single-particle orbits in a nonneutral high density plasma in the presence of inhomogeneous crossed fields are obtained. Using these orbits, the linearized Vlasov equation is solved as an expansion in the orbital radii in the presence of inhomogeneities and density gradients. A model distribution function is introduced whose cold-fluid limit is exactly the same as that used in many previous studies of the cold-fluid equations. This model function is used to reduce the linearized Vlasov-Poisson equations to a second-order ordinary differential equation for the linearized electrostatic potential whose eigenvalue is the perturbation frequency.

Kaup, D. J.↗

A Mathematical Formulation of the SCOLE Control Problem. Part 2: Optimal Compensator Design

The study initiated in Part 1 of this report is concluded and optimal feedback control (compensator) design for stability augmentation is considered, following the mathematical formulation developed in Part 1. Co-located (rate) sensors and (force and moment) actuators are assumed, and allowing for both sensor and actuator noise, stabilization is formulated as a stochastic regulator problem. Specializing the general theory developed by the author, a complete, closed form solution (believed to be new with this report) is obtained, taking advantage of the fact that the inherent structural damping is light. In particular, it is possible to solve in closed form the associated infinite-dimensional steady-state Riccati equations. The SCOLE model involves associated partial differential equations in a single space variable, but the compensator design theory developed is far more general since it is given in the abstract wave equation formulation. The results thus hold for any multibody system so long as the basic model is linear.

Balakrishnan, A. V.↗

Linear-stability theory of thermocapillary convection in a model of float-zone crystal growth

Linear-stability theory has been applied to a basic state of thermocapillary convection in a model half-zone to determine values of the Marangoni number above which instability is guaranteed. The basic state must be determined numerically since the half-zone is of finite, O(1) aspect ratio with two-dimensional flow and temperature fields. This, in turn, means that the governing equations for disturbance quantities will remain partial differential equations. The disturbance equations are treated by a staggered-grid discretization scheme. Results are presented for a variety of parameters of interest in the problem, including both terrestrial and microgravity cases.

Neitzel, G. P.↗

Chaotic dynamics of corotating magnetospheric convection

The corotating plasma convection system of the Jovian magnetosphere is analyzed. The macroscopic (mhd) model introduced by Summers and Mu, (1992) that incorporates the effects of microdiffusion is extended by including previously neglected density effects. We reduce the governing partial differential equations to a third-order ordinary differential system by the Galerkin technique of mode truncation. We carry out such a severe truncation partly in the interests of tractability, and leave open the question of the efficacy of adding additional modes. Exhaustive numerical integrations are carried out to calculate the long-term solutions, and we discover that a rich array of plasma motions is possible, dependent on the value of the height-integrated ionospheric Pederson conductivity Sigma. If Sigma is less than a certain critical value Sigma(sub c), then plasma motion can be expected to be chaotic (or periodic), while if Sigma is greater than Sigma(sub c), then steady state convection is expected. In the former case, whether the plasma motion is chaotic or periodic (and, if periodic, the magnitude of the period) can be very sensitive to the value of Sigma. The value of Sigma(sub c), which is a function of a parameter q that occurs in the assumed form of the stationary radial profile (varies as L(exp -q) of the plasma mass per unit magnetic flux, lies well within the accepted range of values of Sigma for Jupiter, i.e. Sigma greater than or equal to 0.1 mho and less than or equal to 10 mho.

Summers, Danny↗

Analysis of composite ablators using massively parallel computation

In this work, the feasibility of using massively parallel computation to study the response of ablative materials is investigated. Explicit and implicit finite difference methods are used on a massively parallel computer, the Thinking Machines CM-5. The governing equations are a set of nonlinear partial differential equations. The governing equations are developed for three sample problems: (1) transpiration cooling, (2) ablative composite plate, and (3) restrained thermal growth testing. The transpiration cooling problem is solved using a solution scheme based solely on the explicit finite difference method. The results are compared with available analytical steady-state through-thickness temperature and pressure distributions and good agreement between the numerical and analytical solutions is found. It is also found that a solution scheme based on the explicit finite difference method has the following advantages: incorporates complex physics easily, results in a simple algorithm, and is easily parallelizable. However, a solution scheme of this kind needs very small time steps to maintain stability. A solution scheme based on the implicit finite difference method has the advantage that it does not require very small times steps to maintain stability. However, this kind of solution scheme has the disadvantages that complex physics cannot be easily incorporated into the algorithm and that the solution scheme is difficult to parallelize. A hybrid solution scheme is then developed to combine the strengths of the explicit and implicit finite difference methods and minimize their weaknesses. This is achieved by identifying the critical time scale associated with the governing equations and applying the appropriate finite difference method according to this critical time scale. The hybrid solution scheme is then applied to the ablative composite plate and restrained thermal growth problems. The gas storage term is included in the explicit pressure calculation of both problems. Results from ablative composite plate problems are compared with previous numerical results which did not include the gas storage term. It is found that the through-thickness temperature distribution is not affected much by the gas storage term. However, the through-thickness pressure and stress distributions, and the extent of chemical reactions are different from the previous numerical results. Two types of chemical reaction models are used in the restrained thermal growth testing problem: (1) pressure-independent Arrhenius type rate equations and (2) pressure-dependent Arrhenius type rate equations. The numerical results are compared to experimental results and the pressure-dependent model is able to capture the trend better than the pressure-independent one. Finally, a performance study is done on the hybrid algorithm using the ablative composite plate problem. It is found that there is a good speedup of performance on the CM-5. For 32 CPU's, the speedup of performance is 20. The efficiency of the algorithm is found to be a function of the size and execution time of a given problem and the effective parallelization of the algorithm. It also seems that there is an optimum number of CPU's to use for a given problem.

Shia, David↗

Filtered Mass Density Function for Design Simulation of High Speed Airbreathing Propulsion Systems

The objective of this research is to develop and implement new methodology for large eddy simulation of (LES) of high-speed reacting turbulent flows. We have just completed two (2) years of Phase I of this research. This annual report provides a brief and up-to-date summary of our activities during the period: September 1, 2000 through August 31, 2001. In the work within the past year, a methodology termed "velocity-scalar filtered density function" (VSFDF) is developed and implemented for large eddy simulation (LES) of turbulent flows. In this methodology the effects of the unresolved subgrid scales (SGS) are taken into account by considering the joint probability density function (PDF) of all of the components of the velocity and scalar vectors. An exact transport equation is derived for the VSFDF in which the effects of the unresolved SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source terms appear in closed form. The remaining unclosed terms in this equation are modeled. A system of stochastic differential equations (SDEs) which yields statistically equivalent results to the modeled VSFDF transport equation is constructed. These SDEs are solved numerically by a Lagrangian Monte Carlo procedure. The consistency of the proposed SDEs and the convergence of the Monte Carlo solution are assessed by comparison with results obtained by an Eulerian LES procedure in which the corresponding transport equations for the first two SGS moments are solved. The unclosed SGS convection, SGS velocity-scalar source, and SGS scalar-scalar source in the Eulerian LES are replaced by corresponding terms from VSFDF equation. The consistency of the results is then analyzed for a case of two dimensional mixing layer.

Drozda, T. G.↗

Dynamics of Diffusion Flames in von Karman Swirling Flows Studied

Von Karman swirling flow is generated by the viscous pumping action of a solid disk spinning in a quiescent fluid media. When this spinning disk is ignited in an oxidizing environment, a flat diffusion flame is established adjacent to the disk, embedded in the boundary layer (see the preceding illustration). For this geometry, the conservation equations reduce to a system of ordinary differential equations, enabling researchers to carry out detailed theoretical models to study the effects of varying strain on the dynamics of diffusion flames. Experimentally, the spinning disk burner provides an ideal configuration to precisely control the strain rates over a wide range. Our original motivation at the NASA Glenn Research Center to study these flames arose from a need to understand the flammability characteristics of solid fuels in microgravity where slow, subbuoyant flows can exist, producing very small strain rates. In a recent work (ref. 1), we showed that the flammability boundaries are wider and the minimum oxygen index (below which flames cannot be sustained) is lower for the von Karman flow configuration in comparison to a stagnation-point flow. Adding a small forced convection to the swirling flow pushes the flame into regions of higher strain and, thereby, decreases the range of flammable strain rates. Experiments using downward facing, polymethylmethacrylate (PMMA) disks spinning in air revealed that, close to the extinction boundaries, the flat diffusion flame breaks up into rotating spiral flames (refs. 2 and 3). Remarkably, the dynamics of these spiral flame edges exhibit a number of similarities to spirals observed in biological systems, such as the electric pulses in cardiac muscles and the aggregation of slime-mold amoeba. The tail of the spiral rotates rigidly while the tip executes a compound, meandering motion sometimes observed in Belousov-Zhabotinskii reactions.

Nayagam, Vedha↗

Assessing Tsunami Vulnerabilities of Geographies with Shallow Water Equations

Tsunami preparedness is crucial for saving human lives in case of disasters that involve massive water movement. In this work, we develop a framework for visual assessment of tsunami preparedness of geographies. Shallow water equations (also called Saint Venant equations) are a set of hyperbolic partial differential equations that are derived by depth-integrating the Navier-Stokes equations and provide a great abstraction of water masses that have lower depths compared to their free surface area. Our specific contribution in this study is to use Microsoft's XNA Game Studio to import underwater and shore line geographies, create different tsunami scenarios, and visualize the propagation of the waves and their impact on the shore line geography. Most importantly, we utilized the computational power of graphical processing units (GPUs) as HLSL based shader files and delegated all of the heavy computations to the GPU. Finally, we also conducted a validation study, in which we have tested our model against a controlled shallow water experiment. We believe that such a framework with an easy to use interface that is based on readily available software libraries, which are widely available and easily distributable, would encourage not only researchers, but also educators to showcase ideas.

Aras, Rifat↗

Instability Wave–Streak Interactions in a High Mach Number Boundary Layer at Flight Conditions

The interaction of stationary streaks undergoing nonmodal growth with modally unstable instability waves in a hypersonic boundary-layer flow is studied using numerical computations. The geometry and flow conditions are selected to match a relevant trajectory location from the ascent phase of the HIFiRE-1 flight experiment; namely, a 7 degree half-angle, circular cone with 2.5 mm nose radius, freestream Mach number equal to 5.30, unit Reynolds number equal to 13.42 m -1 , and wall-to-adiabatic temperature ratio of approximately 0.35 over most of the vehicle. This paper investigates the nonlinear evolution of initially linear optimal disturbances that evolve into finite-amplitude streaks, followed by an analysis of the modal instability characteristics of the perturbed, streaky boundary-layer flow. The investigation is performed with stationary direct numerical simulations (DNS) and plane-marching parabolized stability equations (PSE), in conjunction with partial-differential-equation-based planar eigenvalue analysis. The overall effect of streaks is to reduce the peak amplification factors of instability waves, indicating a possible downstream shift in the onset of laminar-turbulent transition. The present study confirms previous findings that the mean flow distortion of the nonlinear streak perturbation reduces the amplification rates of the Mack-mode instability. More importantly, however, the present results demonstrate that the spanwise varying component of the streak can produce a larger effect on the Mack-mode amplification. The study with selected azimuthal wavenumbers for the stationary streaks reveals that a wavenumber of approximately 1.4 times larger than the optimal wavenumber is more effective in stabilizing the planar Mack-mode instabilities. In the absence of unstable first-mode waves for the present cold-wall condition, transition onset is expected to be delayed until the peak streak amplitude increases to nearly 35 percent of the freestream velocity, when intrinsic instabilities of the boundary-layer streaks begin to dominate the transition process. For streak amplitudes below that limit a significant net stabilization is achieved, yielding a potential transition delay that can exceed 100 percent of the length of the laminar region in the uncontrolled case.

Boundary layer stability↗

Nonlocal Kernel Network (NKN): a Stable and Resolution-Independent Deep Neural Network.

Neural operators have recently become popular tools for designing solution maps between function spaces in the form of neural networks. Differently from classical scientific machine learning approaches that learn parameters of a known partial differential equation (PDE) for a single instance of the input parameters at a fixed resolution, neural operators approximate the solution map of a family of PDEs [6, 7]. Despite their success, the uses of neural operators are so far restricted to relatively shallow neural networks and confined to learning hidden governing laws. In this work, we propose a novel nonlocal neural operator, which we refer to as nonlocal kernel network (NKN), that is resolution independent, characterized by deep neural networks, and capable of handling a variety of tasks such as learning governing equations and classifying images. Our NKN stems from the interpretation of the neural network as a discrete nonlocal diffusion reaction equation that, in the limit of infinite layers, is equivalent to a parabolic nonlocal equation, whose stability is analyzed via nonlocal vector calculus. The resemblance with integral forms of neural operators allows NKNs to capture long-range dependencies in the feature space, while the continuous treatment of node-to-node interactions makes NKNs resolution independent. The resemblance with neural ODEs, reinterpreted in a nonlocal sense, and the stable network dynamics between layers allow for generalization of NKN’s optimal parameters from shallow to deep networks. This fact enables the use of shallow-to-deep initialization techniques [8]. Our tests show that NKNs outperform baseline methods in both learning governing equations and image classification tasks and generalize well to different resolutions and depths.

97 MATHEMATICS AND COMPUTING↗

A Stochastic Calculus Approach to Boltzmann Transport

Traditional Monte Carlo methods for particle transport utilize source iteration to express the solution, the flux density, of the transport equation as a Neumann series. Our contribution is to show that the particle paths simulated within source iteration are associated with the adjoint flux density and the adjoint particle paths are associated with the flux density. Here, we make our assertion rigorous through the use of stochastic calculus by representing the particle path used in source iteration as a solution to a stochastic differential equation (SDE). The solution to the adjoint Boltzmann equation is then expressed in terms of the same SDE, and the solution to the Boltzmann equation is expressed in terms of the SDE associated with the adjoint particle process. An important consequence is that the particle paths used within source iteration simultaneously provide Monte Carlo samples of the flux density and adjoint flux density in the detector and source regions, respectively. The significant practical implication is that particle trajectories can be reused to obtain both forward and adjoint quantities of interest. To the best our knowledge, the reuse of entire particles paths has not appeared in the literature. Monte Carlo simulations are presented to support the reuse of the particle paths.

Boltzmann transport↗

Deep learning of free boundary and Stefan problems

Free boundary problems appear naturally in numerous areas of mathematics, science and engineering. These problems present a great computational challenge because they necessitate numerical methods that can yield an accurate approximation of free boundaries and complex dynamic interfaces. In this work, we propose a multi-network model based on physics-informed neural networks to tackle a general class of forward and inverse free boundary problems called Stefan problems. Specifically, we approximate the unknown solution as well as any moving boundaries by two deep neural networks. Besides, we formulate a new type of inverse Stefan problems that aim to reconstruct the solution and free boundaries directly from sparse and noisy measurements. We demonstrate the effectiveness of our approach in a series of benchmarks spanning different types of Stefan problems, and illustrate how the proposed framework can accurately recover solutions of partial differential equations with moving boundaries and dynamic interfaces. All code and data accompanying this manuscript are publicly available at https://github.com/PredictiveIntelligenceLab/DeepStefan.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

$\text{GPLaSDI}$: Gaussian Process-based interpretable Latent Space Dynamics Identification through deep autoencoder

Numerically solving partial differential equations (PDEs) can be challenging and computationally expensive. This has led to the development of reduced-order models (ROMs) that are accurate but faster than full order models (FOMs). Recently, machine learning advances have enabled the creation of non-linear projection methods, such as Latent Space Dynamics Identification (LaSDI). LaSDI maps full-order PDE solutions to a latent space using autoencoders and learns the system of ODEs governing the latent space dynamics. By interpolating and solving the ODE system in the reduced latent space, fast and accurate ROM predictions can be made by feeding the predicted latent space dynamics into the decoder. In this paper, we introduce GPLaSDI, a novel LaSDI-based framework that relies on Gaussian process (GP) for latent space ODE interpolations. Using GPs offers two significant advantages. First, it enables the quantification of uncertainty over the ROM predictions. Second, leveraging this prediction uncertainty allows for efficient adaptive training through a greedy selection of additional training data points. This approach does not require prior knowledge of the underlying PDEs. Consequently, GPLaSDI is inherently non-intrusive and can be applied to problems without a known PDE or its residual. Here we demonstrate the effectiveness of our approach on the Burgers equation, Vlasov equation for plasma physics, and a rising thermal bubble problem. Our proposed method achieves between 200 and 100,000 times speed-up, with up to 7% relative error.

97 MATHEMATICS AND COMPUTING↗

TNet: A Model-Constrained Tikhonov Network Approach for Inverse Problems

Deep learning (DL), in particular deep neural networks, by default is purely data-driven and in general does not require physics. This is the strength of DL but also one of its key limitations when applied to science and engineering problems in which underlying physical properties—such as stability, conservation, and positivity—and accuracy are required. DL methods in their original forms are often not capable of respecting the underlying mathematical models or achieving desired accuracy even in big-data regimes. On the other hand, many data-driven science and engineering problems, such as inverse problems, typically have limited experimental or observational data, and DL would overfit the data in this case. Leveraging information encoded in the underlying mathematical models, we argue, not only compensates for missing information in low data regimes but also provides opportunities to equip DL methods with the underlying physics, hence promoting better generalization. This paper develops a model-constrained DL approach and its variant TNet—a Tikhonov neural network—which are capable of learning not only information hidden in the training data but also in the underlying mathematical models to solve inverse problems governed by partial differential equations in low data regimes. We provide the constructions and some theoretical results for the proposed approaches for both linear and nonlinear inverse problems. Since TNet is designed to learn inverse solutions with Tikhonov regularization, it is interpretable: in fact it recovers Tikhonov solutions for linear cases while potentially approximating Tikhonov solutions for nonlinear inverse problems. We also prove that data randomization can enhance not only the smoothness of the networks but also their generalizations. Comprehensive numerical results confirm the theoretical findings and show that with even as little as 1 training data sample for one-dimensional (1D) deconvolution, 5 for an inverse 2D heat conductivity problem, 100 for inverse initial conditions for a time-dependent 2D Burgers’s equation, and 50 for inverse initial conditions for 2D Navier–Stokes equations, TNet solutions can be as accurate as Tikhonov solutions while being several orders of magnitude faster. Furthermore, this is possible owing to the model-constrained term, replications, and randomization.

97 MATHEMATICS AND COMPUTING↗

Physics constrained learning for data-driven inverse modeling from sparse observations

Deep neural networks (DNN) have been used to model nonlinear relations between physical quantities. Those DNNs are embedded in physical systems described by partial differential equations (PDE) and trained by minimizing a loss function that measures the discrepancy between predictions and observations in some chosen norm. This loss function often includes the PDE constraints as a penalty term when only sparse observations are available. As a result, the PDE is only satisfied approximately by the solution. However, the penalty term typically slows down the convergence of the optimizer for stiff problems. We present a new approach that trains the embedded DNNs while numerically satisfying the PDE constraints. We develop an algorithm that enables differentiating both explicit and implicit numerical solvers in reverse-mode automatic differentiation. This allows the gradients of the DNNs and the PDE solvers to be computed in a unified framework. We demonstrate that our approach enjoys faster convergence and better stability in relatively stiff problems compared to the penalty method. Furthermore, our approach allows for the potential to solve and accelerate a wide range of data-driven inverse modeling, where the physical constraints are described by PDEs and need to be satisfied accurately.

97 MATHEMATICS AND COMPUTING↗