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At least 1,477 records · Page 82

A second-order-in-time, explicit approach addressing the redundancy in the low-Mach, variable-density Navier-Stokes equations

A novel algorithm for explicit temporal discretization of the variable-density, low-Mach Navier-Stokes equations is presented here in this study. Recognizing there is a redundancy between the mass conservation equation, the equation of state, and the transport equation(s) for the scalar(s) which characterize the thermochemical state, and that it destabilizes explicit methods, we demonstrate how to analytically eliminate the redundancy and propose an iterative scheme to solve the resulting transformed scalar equations. The method obtains second-order accuracy in time regardless of the number of iterations, so one can terminate this subproblem once stability is achieved. Hence, flows with larger density ratios can be simulated while still retaining the efficiency, low cost, and parallelizability of an explicit scheme. The temporal discretization algorithm is used within a pseudospectral direct numerical simulation which extends the method of Kim, Moin, and Moser for incompressible flow to the variable-density, low-Mach setting, where we demonstrate stability for density ratios up to ~25.7.

97 MATHEMATICS AND COMPUTING↗

Solving high-dimensional partial integral differential equations: The finite expression method

Partial integro-differential equations (PIDEs) have broad applications in the sciences, from electro-magnetism to options pricing. Here, in this paper, we introduce a new finite expression method (FEX) to solve PIDEs. This approach builds upon the original FEX and its inherent advantages with new advances: 1) A novel method of parameter grouping is proposed to reduce the number of coefficients in high-dimensional function approximation; 2) A Taylor series approximation method is implemented to significantly improve the computational efficiency and accuracy of the evaluation of the integral terms of PIDEs. The new FEX based method, denoted FEX-PG to indicate the addition of the parameter grouping (PG) step to the algorithm, provides both high accuracy and interpretable numerical solutions, with the outcome being an explicit equation that facilitates intuitive understanding of the underlying solution structures. These features are often absent in traditional methods, such as finite element methods (FEM) and finite difference methods, as well as in deep learning-based approaches. To benchmark our method against recent advances, we apply the new FEX-PG to solve benchmark PIDEs in the literature. In high-dimensional settings, FEX-PG exhibits strong and robust performance, achieving relative errors on the order of single precision machine epsilon, significantly outperforming existing approaches based on neural networks.

Combinatorial optimization↗

Efficient numerical methods to solve sparse linear equations with application to PageRank

Over the last two decades, the PageRank problem has received increased interest from the academic community as an efficient tool to estimate web-page importance in information retrieval. Despite numerous developments, the design of efficient optimization algorithms for the PageRank problem is still a challenge. Here, we propose three new algorithms with a linear time complexity for solving the problem over a bounded-degree graph. The idea behind them is to set up the PageRank as a convex minimization problem over a unit simplex, and then solve it using iterative methods with small iteration complexity. Our theoretical results are supported by an extensive empirical justification using real-world and simulated data.

97 MATHEMATICS AND COMPUTING↗

Reinforcement Learning of Structured Stabilizing Control for Linear Systems With Unknown State Matrix

This paper delves into designing feedback control gains for a continuous-time linear quadratic regulator (LQR) problem that is constrained to certain predefined structure with unknown state matrix. We bring forth the ideas from reinforcement learning (RL) in conjunction with sufficient stability and performance guarantees in order to design these structured gains using the trajectory measurements of states and controls. Here we first formulate a model-based framework using dynamic programming (DP) to embed the structural constraint to the LQR gain computation in the continuous-time setting, and then subsequently, formulate a policy iteration RL algorithm that can alleviate the requirement of known state matrix in conjunction with maintaining the feedback gain structure. The design enables a distributed learning control design which is necessary for many large-scale cyber-physical systems. Theoretical guarantees are provided for stability and convergence of the structured reinforcement learning (SRL) algorithm. We validate our theoretical results with numerical simulations on a multi-agent networked linear time-invariant (LTI) dynamic system.

42 ENGINEERING↗

Multiarea Distribution System State Estimation via Distributed Tensor Completion

Here, this paper proposes a model-free distribution system state estimation method based on tensor completion using canonical polyadic decomposition. In particular, we consider a setting where the network is divided into multiple areas. The measured physical quantities at buses located in the same area are processed by an area controller. A three-way tensor is constructed to collect these measured quantities. The measurements are analyzed locally to recover the full state information of the network. A distributed closed-form iterative algorithm based on the alternating direction method of multipliers is developed to obtain the low-rank factors of the whole network state tensor where information exchange happens only between neighboring areas. The convergence properties of the distributed algorithm and the sufficient conditions on the number of samples for each smaller network that guarantee the identifiability of the factors of the state tensor are presented. To demonstrate the efficacy of the proposed algorithm and to check the identifiability conditions, numerical simulations are carried out using the IEEE 123-bus system and a large-scale real utility feeder.

24 POWER TRANSMISSION AND DISTRIBUTION↗

Rounding Error Analysis of Mixed Precision Block Householder QR Algorithms

Although mixed precision arithmetic has recently garnered interest for training dense neural networks, many other applications could benefit from the speedups and lower storage cost if applied appropriately. The growing interest in employing mixed precision computations motivates the need for rounding error analysis that properly handles behavior from mixed precision arithmetic. We develop mixed precision variants of existing Householder QR algorithms and show error analyses supported by numerical experiments.

97 MATHEMATICS AND COMPUTING↗

Large-Scale Optimization with Linear Equality Constraints Using Reduced Compact Representation

For optimization problems with linear equality constraints, we prove that the (1,1) block of the inverse KKT matrix remains unchanged when projected onto the nullspace of the constraint matrix. In this work, we develop reduced compact representations of the limited-memory inverse BFGS Hessian to compute search directions efficiently when the constraint Jacobian is sparse. Orthogonal projections are implemented by a sparse QR factorization or a preconditioned LSQR iteration. In numerical experiments two proposed trust-region algorithms improve in computation times, often significantly, compared to previous implementations of related algorithms and compared to IPOPT.

97 MATHEMATICS AND COMPUTING↗

Space-Split Algorithm for Sensitivity Analysis of Discrete Chaotic Systems With Multidimensional Unstable Manifolds

Accurate approximations of the change of a system's output and its statistics with respect to the input are highly desired in computational dynamics. Ruelle's linear response theory provides breakthrough mathematical machinery for computing the linear response of chaotic dynamical systems. In this paper, we propose an algorithm for sensitivity analysis of discrete chaos with an arbitrary number of positive Lyapunov exponents. We combine the concept of perturbation space-splitting, which regularizes Ruelle's original expression, together with measure-based parameterization of the expanding subspace. We use these tools to rigorously derive trajectory-following recursive relations that converge exponentially fast, and construct a memory-efficient Monte Carlo scheme for derivatives of the output statistics. Thanks to the regularization and lack of simplifying assumptions on the system's behavior, our method is immune to the common problems of other popular methods such as the exploding tangent solutions and unphysical shadowing directions. Here, we provide a ready-to-use algorithm, analyze its complexity, and demonstrate several numerical examples of sensitivity computation using physically-inspired low-dimensional systems.

97 MATHEMATICS AND COMPUTING↗

BoBa

BoBa is a C++ software library for working with large matrices, tensors, and tensor decompositions. The library provides tools for dense matrix and tensor operations, tensor decompositions, and tensor decomposition methods that support modern CPU and GPU architectures. It includes portable abstractions for linear algebra, tensor algebra, and multidimensional computation. BoBa is intended for scientific computing applications that involve large multidimensional data sets or high dimensional mathematical models. Its capabilities support tasks such as data compression, linear algebra, efficient numerical computation, and the development of scalable algorithms for heterogeneous hardware. Tutorials, tests, and example applications are included to help users learn and apply the library.

Yao, Jin [Lawrence Livermore National Laboratory (↗

Data-driven learning of nonlocal models: from high-fidelity simulations to constitutive laws

We show that machine learning can improve the accuracy of simulations of stress waves in one-dimensional composite materials. We propose a data-driven technique to learn nonlocal constitutive laws for stress wave propagation models. The method is an optimization-based technique in which the nonlocal kernel function is approximated via Bernstein polynomials. The kernel, including both its functional form and parameters, is derived so that when used in a nonlocal solver, it generates solutions that closely match high-fidelity data. The optimal kernel therefore acts as a homogenized nonlocal continuum model that accurately reproduces wave motion in a smaller-scale, more detailed model that can include multiple materials. We apply this technique to wave propagation within a heterogeneous bar with a periodic microstructure. Several one-dimensional numerical tests illustrate the accuracy of our algorithm. The optimal kernel is demonstrated to reproduce high-fidelity data for a composite material in applications that are substantially different from the problems used as training data.

97 MATHEMATICS AND COMPUTING↗

Pines method for circular and elliptical orbits

The Pines method for trajectory integration is derived from the equations of two-body motion. The concept of the perturbation derivative is explained and a formal definition is presented. An algorithm for applying the Pines method to numerical integration of trajectories is included.

Semar, C.↗

Algorithms for the calculation of scattering by stratified spheres

Efficient, numerically stable, methods for the calculation of light-scattering intensity functions for concentrically coated spheres are discussed. Earlier forms of these equations are subject to various numerical difficulties which give rise to significant errors, especially for thin absorbing shells. The present equations are accurate for all refractive indices, for large and small particles, and for cores with any relative size.

Toon, O. B.↗

Automated Design Synthesis

Automated Design Synthesis (ADS) program is general-purpose numerical optimization program containing wide variety of algorithms. Assumed user prepares analysis problem capable of computing objective function and constraints. Program able to accept as part of input design variable quantities. Optimization process carried out by ADS coupled with user's program. ADS used for constrained and unconstrained function minimization. Solution of general problem separated into three basic levels: Strategy, Optimizer, and One-Dimensional Search. Already significant applications in area of structural synthesis (minimum-weight design).

Vanderplaats, G. N.↗

Application of Runge Kutta time marching scheme for the computation of transonic flows in turbomachines

Numerical solutions of the unsteady Euler equations are obtained using the classical fourth order Runge Kutta time marching scheme. This method is fully explicit and is applied to the governing equations in the finite volume, conservation law form. In order to determine the efficiency of this scheme for solving turbomachinery flows, steady blade-to-blade solutions are obtained for compressor and turbine cascades under subsonic and transonic flow conditions. Computed results are compared with other numerical methods and wind tunnel measurements. The present study also focuses on other important numerical aspects influencing the performance of the algorithm and the solution accuracy such as grid types, boundary conditions, and artificial viscosity. For this purpose, H, O, and C type computational grids as well as characteristic and extrapolation type boundary conditions are included in the solution procedure.

Subramanian, S. V.↗

Nonlinear evolution of radiation-driven thermally unstable fluids

The nonlinear evolution of a radiation-driven thermally unstable planar fluid is simulated numerically using a semiimplicit finite-difference algorithm. When the equilibrium state of the fluid is perturbed by random initial excitation of the velocity field, dense, cool, two-dimensional structures are found to form in a rarer, warmer surrounding medium. The nonlinear phase of evolution is characterized by the turbulent contraction of the condensed region, accompanied by a significant increase in the amount of energy radiated. It is found that, if the random velocity perturbation has a sufficiently large amplitude, the fluid will not form condensed structures. Finally, the relationship of these results to observations of the solar chromosphere, transition region, and corona is discussed.

Dahlburg, R. B.↗

Application of Runge Kutta time marching scheme for the computation of transonic flows in turbomachines

Numerical solutions of the unsteady Euler equations are obtained using the classical fourth order Runge Kutta time marching scheme. This method is fully explicit and is applied to the governing equations in the finite volume, conservation law form. In order to determine the efficiency of this scheme for solving turbomachinery flows, steady blade-to-blade solutions are obtained for compressor and turbine cascades under subsonic and transonic flow conditions. Computed results are compared with other numerical methods and wind tunnel measurements. The study also focuses on other important numerical aspects influencing the performance of the algorithm and the solution accuracy such as grid types, boundary conditions and artificial viscosity. For this purpose, H, O, and C type computational grids as well as characteristic and extrapolation type boundary conditions are included in solution procedures.

Subramanian, S. V.↗