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At least 145 records · Page 8

Fully-Implicit Orthogonal Reconstructed Discontinuous Petrov-Galerkin Method for Multiphysics Problems

This document is focussed on the development of reconstructed discontinuous Galerkin (RDG P n P m ) method, based on orthogonal basis functions. Orthogonality of basis functions is essential for enabling robust and efficient fully-implicit Newton-Krylov based time discretization. The method is designed for generic partial differential equations, including transient hyperbolic, parabolic and/or elliptic operators, which are attributed to many multiphysics problems. Our driving application of interest is additive manufacturing, which requires simulations of fluid-solid-gas systems, with compressibility effects and phase change (melting/ solidification). Thus, we demonstrate the method capabilities for solving nonlinear heat conduction equation coupled with multi-material Navier-Stokes based compressible fluid (in low Mach number limit) systems. We focus our attention to the method accuracy (in both time and space), as well as solvability of linear algebra involved in linear steps of the Newton-based solver. We demonstrate the accuracy and efficacy of the method, emphasizing the advantages from the orthogonality of basis functions, which makes better conditioning of underlying (approximate) Jacobian matrices, and rapid convergence of Krylov methods. iii

97 MATHEMATICS AND COMPUTING↗

Likelihood-informed dimension reduction for nonlinear inverse problems

The intrinsic dimensionality of an inverse problem is affected by prior information, the accuracy and number of observations, and the smoothing properties of the forward operator. From a Bayesian perspective, changes from the prior to the posterior may, in many problems, be confined to a relatively low-dimensional subspace of the parameter space. We present a dimension reduction approach that defines and identifies such a subspace, called the 'likelihood-informed subspace' (LIS), by characterizing the relative influences of the prior and the likelihood over the support of the posterior distribution. This identification enables new and more efficient computational methods for Bayesian inference with nonlinear forward models and Gaussian priors. In particular, we approximate the posterior distribution as the product of a lower-dimensional posterior defined on the LIS and the prior distribution marginalized onto the complementary subspace. Markov chain Monte Carlo sampling can then proceed in lower dimensions, with significant gains in computational efficiency. We also introduce a Rao–Blackwellization strategy that de-randomizes Monte Carlo estimates of posterior expectations for additional variance reduction. We demonstrate the efficiency of our methods using two numerical examples: inference of permeability in a groundwater system governed by an elliptic PDE, and an atmospheric remote sensing problem based on Global Ozone Monitoring System (GOMOS) observations.

42 ENGINEERING↗

Multilevel Monte Carlo for two phase flow and Buckley–Leverett transport in random heterogeneous porous media

Monte Carlo (MC) is a well known method for quantifying uncertainty arising for example in subsurface flow problems. Although robust and easy to implement, MC suffers from slow convergence. Extending MC by means of multigrid techniques yields the multilevel Monte Carlo (MLMC) method. MLMC has proven to greatly accelerate MC for several applications including stochastic ordinary differential equations in finance, elliptic stochastic partial differential equations and also hyperbolic problems. In this study, MLMC is combined with a streamline-based solver to assess uncertain two phase flow and Buckley–Leverett transport in random heterogeneous porous media. The performance of MLMC is compared to MC for a two dimensional reservoir with a multi-point Gaussian logarithmic permeability field. The influence of the variance and the correlation length of the logarithmic permeability on the MLMC performance is studied.

97 MATHEMATICS AND COMPUTING↗

Quantum geometry of resurgent perturbative/nonperturbative relations

For a wide variety of quantum potentials, including the textbook ‘instanton’ examples of the periodic cosine and symmetric double-well potentials, the perturbative data coming from fluctuations about the vacuum saddle encodes all non-perturbative data in all higher non-perturbative sectors. Here we unify these examples in geometric terms, arguing that the all-orders quantum action determines the all-orders quantum dual action for quantum spectral problems associated with a classical genus one elliptic curve. Furthermore, for a special class of genus one potentials this relation is particularly simple: this class includes the cubic oscillator, symmetric double-well, symmetric degenerate triple-well, and periodic cosine potential. These are related to the Chebyshev potentials, which are in turn related to certain N = 2 supersymmetric quantum field theories, to mirror maps for hypersurfaces in projective spaces, and also to topological c = 3 Landau-Ginzburg models and ‘special geometry’. These systems inherit a natural modular structure corresponding to Ramanujan’s theory of elliptic functions in alternative bases, which is especially important for the quantization. Insights from supersymmetric quantum field theory suggest similar structures for more complicated potentials, corresponding to higher genus. Lastly, our approach is very elementary, using basic classical geometry combined with all-orders WKB.

72 PHYSICS OF ELEMENTARY PARTICLES AND FIELDS↗

Contact Problem of Wear of the Elastic Half Plane with Winkler’s Coating Caused by Punches of Canonical Shapes

The problem of contact interaction of punches of canonical shapes (cylindrical, elliptic, and hyperbolic) with elastic half planes covered with protective coatings is solved with regard for the wear of the material. We propose a method for the solution of the singular integrodifferential equation of the problem. The numerical analysis of contact pressure is performed for different times, and some specific features of wear of the material by the punches of different shapes are discovered. The time for which the coating is totally worn out at a given point of the contact zone is determined.

42 ENGINEERING↗

On a Homogenization Problem

We study the average Green’s function of stochastic, uniformly elliptic operators of divergence form on Zdℤ{sup d}. When the randomness is independent and has small variance, we prove regularity of the Fourier transform of the self-energy. The proof relies on the Schur complement formula and the analysis of singular integral operators combined with a Steinhaus system.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Small-scale instability of elliptically polarised waves in a medium with cubic nonlinearity

The boundary problem on the development of a smallscale instability of arbitrarily polarised plane waves is solved. The influence of polarisation on the spatial-perturbation gain is analysed. The maximally allowable (i.e., causing no destruction of a nonlinear medium) average intensity at a specified input noise is determined for arbitrary polarisation. (nonlinear optical phenomena)

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Fully-Implicit Orthogonal Reconstructed Discontinuous Galerkin for Fluid Dynamics with Phase Change

A new reconstructed Discontinuous Galerkin (rDG) method, based on orthogonal basis/test functions, is developed for fluid flows on unstructured meshes. Orthogonality of basis functions is essential for enabling robust and efficient fully-implicit Newton-Krylov based time integration. The method is designed for generic partial differential equations, including transient, hyperbolic, parabolic or elliptic operators, which are attributed to many multiphysics problems. We demonstrate the method’s capabilities for solving compressible fluid-solid systems (in the low Mach number limit), with phase change (melting/solidification), as motivated by applications in Additive Manufacturing (AM). We focus on the method’s accuracy (in both space and time), as well as robustness and solvability of the system of linear equations involved in the linearization steps of Newton-based methods. The performance of the developed method is investigated for highly-stiff problems with melting/solidification, emphasizing the advantages from tight coupling of mass, momentum and energy conservation equations, as well as orthogonality of basis functions, which leads to better conditioning of the underlying (approximate) Jacobian matrices, and rapid convergence of the Krylov-based linear solver.

97 MATHEMATICS AND COMPUTING↗

An adaptive Hessian approximated stochastic gradient MCMC method

Bayesian approaches have been successfully integrated into training deep neural networks. One popular family is stochastic gradient Markov chain Monte Carlo methods (SG-MCMC), which have gained increasing interest due to their ability to handle large datasets and the potential to avoid overfitting. Although standard SG-MCMC methods have shown great performance in a variety of problems, they may be inefficient when the random variables in the target posterior densities have scale differences or are highly correlated. Here, we present an adaptive Hessian approximated stochastic gradient MCMC method to incorporate local geometric information while sampling from the posterior. The idea is to apply stochastic approximation (SA) to sequentially update a preconditioning matrix at each iteration. The preconditioner possesses second-order information and can guide the random walk of a sampler efficiently. Instead of computing and saving the full Hessian of the log posterior, we use limited memory of the samples and their stochastic gradients to approximate the inverse Hessian-vector multiplication in the updating formula. Moreover, by smoothly optimizing the preconditioning matrix via SA, our proposed algorithm can asymptotically converge to the target distribution with a controllable bias under mild conditions. To reduce the training and testing computational burden, we adopt a magnitude-based weight pruning method to enforce the sparsity of the network. Our method is user-friendly and demonstrates better learning results compared to standard SG-MCMC updating rules. The approximation of inverse Hessian alleviates storage and computational complexities for large dimensional models. Numerical experiments are performed on several problems, including sampling from 2D correlated distribution, synthetic regression problems, and learning the numerical solutions of heterogeneous elliptic PDE. The numerical results demonstrate great improvement in both the convergence rate and accuracy.

97 MATHEMATICS AND COMPUTING↗

Quantitative hard x-ray phase contrast imaging of micropipes in SiC

Peculiarities of quantitative hard x-ray phase contrast imaging of micropipes in SiC are discussed. The micropipe is assumed as a hollow cylinder with an elliptical cross section. The major and minor diameters can be restored using the least square fitting procedure by comparing the experimental data, i.e. the profile across the micropipe axis, with those calculated based on phase contrast theory. It is shown that one projection image gives an information which does not allow a complete determination of the elliptical cross section, if an orientation of micropipe is not known. Another problem is a weak accuracy in estimating the diameters, partly because of using pink synchrotron radiation, which is necessary because a monochromatic beam intensity is not sufficient to reveal the weak contrast from a very small object. The general problems of accuracy in estimating the two diameters using the least square procedure are discussed. Two experimental examples are considered to demonstrate small as well as modest accuracies in estimating the diameters.

36 MATERIALS SCIENCE↗

Sum-Frequency Generation from a Thin Cylindrical Layer

In the Rayleigh–Gans–Debye approximation, we have solved the problem of the sum-frequency generation by two plane elliptically polarized electromagnetic waves from the surface of a dielectric particle of a cylindrical shape that is coated by a thin layer possessing nonlinear optical properties. The formulas that describe the sum-frequency field have been presented in the tensor and vector forms for the second-order nonlinear dielectric susceptibility tensor, which was chosen in the general form, containing chiral components. Expressions describing the sum-frequency field from the cylindrical particle ends have been obtained for the case of a nonlinear layer possessing chiral properties. Three-dimensional directivity patterns of the sum-frequency radiation have been analyzed for different combinations of parameters (angles of incidence, degrees of ellipticity, orientations of polarization ellipses, cylindrical particle dimensions). The mathematical properties of the spatial distribution functions of the sum-frequency field, which characterize the symmetry of directivity patterns, have been revealed.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

On the Orbital Elements of the Two-body Problem with Slowly Decreasing Mass: The Gyldén–Mestchersky Cases

We study the dynamics of two-body problems with gravitational parameters μ = μ(t) decreasing with the time. In particular we focus our attention on the behavior of the orbital elements in the first two Gyldén–Mestchersky cases: in the first case (GM-I) μ(t)=μ{sub 0}(1+αt){sup −1}, where μ{sub 0} is the constant initial value of the parameter and α a small positive constant. In the second case (GM-II) μ(t)=μ{sub 0}(1+2αt){sup −1/2}. In the GM-I problem, using a suitable transformation of the radius vector and the physical time, which reduces the original problem to a pure Kepler problem, we are able to obtain explicit analytical expressions of the orbital elements that hold true for all t⩾0 and therefore derive their asymptotic behavior. Moreover using the alternative scaled time these expressions show clearly their periodic and secular terms. For the GM-II problem a similar transformation to the GM-I problem leads to a perturbed Kepler problem with a radial direction perturbation. Although exact solutions in terms of elliptic functions may be obtained, the use of some integrals leads to analytical expressions of orbital elements that allow us to study their behavior. Finally, some comparisons between the time evolution of elements in both problems are also included.

79 ASTRONOMY AND ASTROPHYSICS↗

On Integral of a Semi-Markov Diffusion Process

Let (X(t)) (t ≥ 0) be a semi-Markov diffusion process. The process (J(T )) (T ≥ 0) equal to the integral of (X(t)) on interval [0, T ) is studied. The relation between one-dimensional differential equation of the second order of elliptical type and asymptotics of a solution to Dirichlet problem on an interval with length tending to zero is established. This relation is used to derive a differential equation for the Laplace transform of the semi-Markov generating function of the process (J(t)).

97 MATHEMATICS AND COMPUTING↗

Optimizing Power Generation of a Bottom-Raised Oscillating Surge Wave Energy Converter Using a Theoretical Model: Preprint

Preliminary sizing of an oscillating surge wave energy converter (OSWEC) is an iterative process that relies on knowledge of the relevant hydrodynamic coefficients for a given geometry. Often, the complex definition of the device geometry requires coefficients to be obtained through experiments or numerical boundary element solvers such as WAMIT. These techniques demand significant user and computational effort, therefore inhibiting the fine scale parametrization of object dimensions. In this study, a theoretical model, originally presented in Michele et al. (2016), is developed and demonstrated to efficiently optimize the power production for an OSWEC device (subjected to certain environmental conditions) with variations in device widths, heights, and distances from the seabed. Assuming negligible device thickness, the OSWEC motions are modelled as a bottom-raised two-dimensional flap in regular waves using potential flow theory formulated in elliptical coordinates. The solutions to this diffraction-radiation problem are obtained using Mathieu functions with appropriate boundary conditions. The resulting potentials are then used to derive frequency-dependent expressions for the added mass and radiation damping coefficients, along with wave excitation magnitude in surge, pitch, and coupled surge-pitch motions. Good agreement in hydrodynamic coefficient curves is shown between the theoretical model and the numerical results obtained from the boundary element-based program WAMIT. The theoretical model is then employed to maximize the time-averaged output power while maintaining or reducing the hinge reaction force, with variations in device dimensions, wave frequency and amplitude.

ACE↗

Optimizing Power Generation of a Bottomraised Oscillating Surge Wave Energy Converter Using a Theoretical Model

Preliminary sizing of an oscillating surge wave energy converter (OSWEC) is an iterative process that relies on knowledge of the relevant hydrodynamic coefficients for a given geometry. Often, the complex definition of the device geometry requires coefficients to be obtained through experiments or numerical boundary element solvers such as WAMIT. These techniques demand significant user and computational effort, therefore inhibiting the fine scale parametrization of object dimensions. In this study, a theoretical model, originally presented in Michele et al. (2016), is developed and demonstrated to efficiently optimize the power production for an OSWEC device (subjected to certain environmental conditions) with variations in device widths, heights, and distances from the seabed. Assuming negligible device thickness, the OSWEC motions are modelled as a bottom-raised two-dimensional flap in regular waves using potential flow theory formulated in elliptical coordinates. The solutions to this diffraction-radiation problem are obtained using Mathieu functions with appropriate boundary conditions. The resulting potentials are then used to derive frequency-dependent expressions for the added mass and radiation damping coefficients, along with wave excitation magnitude in surge, pitch, and coupled surge-pitch motions. Good agreement in hydrodynamic coefficient curves is shown between the theoretical model and the numerical results obtained from the boundary element-based program WAMIT. The theoretical model is then employed to maximize the time-averaged output power while maintaining or reducing the hinge reaction force, with variations in device dimensions, wave frequency and amplitude.

ACE↗

Microwave gas breakdown in elliptical waveguides

This paper analyzes the microwave gas discharge within elliptical waveguides excited by the fundamental mode. The Rayleigh-Ritz method has been applied to solve the continuity equation. The eigenvalue problem defined by the breakdown condition has been solved and the effective diffusion length of the elliptical waveguide has been calculated, what is used to find the corona threshold. This paper extends the microwave breakdown model developed for circular waveguides and shows the better corona withstanding capabilities of elliptical waveguides. The corona breakdown electric field threshold obtained with the variational method has been compared with the one calculated with the Finite Elements Method, showing excellent agreement.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗

Systems of Functions Orthogonal Over the Domain and Their Application in Boundary-Value Problems of Mathematical Physics

We formulate a boundary-value problem for eigenvalues and eigenfunctions of the Helmholtz equation in a complex domain with the use of mutually conjugated complex variables. The obtained systems of functions are orthogonal in this domain and constructed by using the Bessel functions and powers of the conformal mappings of the analyzed domains onto a circle. The solutions of boundary-value problems for the principal equations of mathematical physics (hyperbolic, parabolic and elliptic types) are obtained in the form of the sums of series in the systems of functions orthogonal over the domain.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗

Tearing instability in a tokamak with a noncircular cross section

Using a straight-column model to describe tokamak plasma with a noncircular cross section, it is shown how to (i) find the boundary of tearing instability from the condition of existence of a magnetohydrodynamic plasma equilibrium different from that of a straight cylinder by solving a two-dimensional linear boundary-value problem with a second-order equation with respect to the flux coordinate and (ii) find the spatial structure of the tearing mode and the corresponding effective Δ' when there is only one resonance magnetic surface in the plasma for a given axial wavenumber by solving some kind of a boundary-value problem for the perturbation. The proposed approach is illustrated by numerical calculations for the case of an elliptical cross section as an example.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗