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All sourcesNASA NTRSDOE OSTI
DOE OSTI2015

Third order maximum-principle-satisfying direct discontinuous Galerkin methods for time dependent convection diffusion equations on unstructured triangular meshes

We develop 3rd order maximum-principle-satisfying direct discontinuous Galerkin methods [8], [9], [19] and [21] for convection diffusion equations on unstructured triangular mesh. We carefully calculate the normal derivative numerical flux across element edges and prove that, with proper choice of parameter pair (β 0 ,β 1 ) in the numerical flux formula, the quadratic polynomial solution satisfies strict maximum principle. The polynomial solution is bounded within the given range and third order accuracy is maintained. There is no geometric restriction on the meshes and obtuse triangles are allowed in the partition. As a result, a sequence of numerical examples are carried out to demonstrate the accuracy and capability of the maximum-principle-satisfying limiter.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

Weak Necessary and Sufficient Stochastic Maximum Principle for Markovian Regime-Switching Diffusion Models

In this paper we prove a weak necessary and sufficient maximum principle for Markovian regime switching stochastic optimal control problems. Instead of insisting on the maximum condition of the Hamiltonian, we show that 0 belongs to the sum of Clarke’s generalized gradient of the Hamiltonian and Clarke’s normal cone of the control constraint set at the optimal control. Under a joint concavity condition on the Hamiltonian and a convexity condition on the terminal objective function, the necessary condition becomes sufficient. We give four examples to demonstrate the weak stochastic maximum principle.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2015

A new approach to enforcing discrete maximum principles in continuous Galerkin methods for convection-dominated transport equations

This work introduces a set of design principles and new algorithmic tools for enforcing maximum principles and/or positivity preservation in continuous finite element approximations to convection-dominated transport problems. Enabling a linear first-order advection equation as a model problem, we address the design of first-order artificial diffusion operators and their higherorder counterparts at the element matrix level. The proposed methodology leads to a nonlinear high-resolution scheme capable of resolving moving fronts and internal/boundary layers as sharp localized nonoscillatory features. The amount of numerical dissipation depends on the difference between the solution value at a given node and a local maximum or minimum. The shockcapturing numerical diffusion coefficient is designed to vanish as the nodal values approach a mass-weighted or linearity-preserving average. The universal applicability and simplicity of the element-based limiting procedure makes it an attractive alternative to edge-based algebraic flux correction.

Kuzmin, D.↗
DOE OSTI2017

A second-order accurate finite volume scheme with the discrete maximum principle for solving Richards’ equation on unstructured meshes

Richards’s equation describes steady-state or transient flow in a variably saturated medium. For a medium having multiple layers of soils that are not aligned with coordinate axes, a mesh fitted to these layers is no longer orthogonal and the classical two-point flux approximation finite volume scheme is no longer accurate. Here, we propose new second-order accurate nonlinear finite volume (NFV) schemes for the head and pressure formulations of Richards’ equation. We prove that the discrete maximum principles hold for both formulations at steady-state which mimics similar properties of the continuum solution. The second-order accuracy is achieved using high-order upwind algorithms for the relative permeability. Numerical simulations of water infiltration into a dry soil show significant advantage of the second-order NFV schemes over the first-order NFV schemes even on coarse meshes. Since explicit calculation of the Jacobian matrix becomes prohibitively expensive for high-order schemes due to build-in reconstruction and slope limiting algorithms, we study numerically the preconditioning strategy introduced recently in Lipnikov et al. (2016) that uses a stable approximation of the continuum Jacobian. Lastly, numerical simulations show that the new preconditioner reduces computational cost up to 2–3 times in comparison with the conventional preconditioners.

97 MATHEMATICS AND COMPUTING↗
DOE OSTI2016

A Stochastic Maximum Principle for General Mean-Field Systems

In this paper we study the optimal control problem for a class of general mean-field stochastic differential equations, in which the coefficients depend, nonlinearly, on both the state process as well as of its law. In particular, we assume that the control set is a general open set that is not necessary convex, and the coefficients are only continuous on the control variable without any further regularity or convexity. We validate the approach of Peng (SIAM J Control Optim 2(4):966–979, 1990) by considering the second order variational equations and the corresponding second order adjoint process in this setting, and we extend the Stochastic Maximum Principle of Buckdahn et al. (Appl Math Optim 64(2):197–216, 2011) to this general case.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2025

High-order limiting methods using maximum principle bounds derived from the Boltzmann equation I: Euler equations

The use of limiting methods for high-order numerical approximations of hyperbolic conservation laws generally requires defining an admissible region/bounds for the solution. In this work, we present a novel approach for computing solution bounds and limiting for the Euler equations through the kinetic representation provided by the Boltzmann equation, which allows for extending limiters designed for linear advection directly to the Euler equations. Given an arbitrary set of solution values to compute bounds over (e.g., numerical stencil) and a desired linear advection limiter, the proposed approach yields an analytic expression for the admissible region of particle distribution function values, which may be numerically integrated to yield a set of bounds for the density, momentum, and total energy. Further, these solution bounds are shown to preserve positivity of density/pressure/internal energy and, when paired with a limiting technique, can robustly resolve strong discontinuities while recovering high-order accuracy in smooth regions without any ad hoc corrections (e.g., relaxing the bounds). This approach is demonstrated in the context of an explicit unstructured high-order discontinuous Galerkin/flux reconstruction scheme for a variety of difficult problems in gas dynamics, including cases with extreme shocks and shock-vortex interactions. Furthermore, this work presents a foundation for limiting techniques for more complex macroscopic governing equations that can be derived from an underlying kinetic representation for which admissible solution bounds are not well-understood.

42 ENGINEERING↗
DOE OSTI2023

Detailed comparison of renormalization scale-setting procedures based on the principle of maximum conformality

The Principle of Maximum Conformality (PMC), which generalizes the conventional Gell-Mann-Low method for scale-setting in perturbative QED to non-Abelian QCD, provides a rigorous method for achieving unambiguous scheme-independent, fixed-order predictions for physical observables consistent with the principles of the renormalization group. In addition to the original multi-scale-setting approach (PMCm), two variations of the PMC have been proposed to deal with ambiguities associated with the uncalculated higher order terms in the pQCD series, i.e. the single-scale-setting approach (PMCs) and the procedures based on ``intrinsic conformality" (PMC ∞ ). In this paper, we will give a detailed comparison of these PMC approaches by comparing their predictions for three important quantities R e+e– , R τ , and $Γ(H→b\bar{b}$) up to four-loop pQCD corrections. The PMCs approach determines an overall effective running coupling α s (Q) by the recursive use of the renormalization group equation, whose argument Q represents the actual momentum flow of the process. Our numerical results show that the PMCs method, which involves a somewhat simpler analysis, can serve as a reliable substitute for the full multi-scale PMCm method, and that it leads to more precise pQCD predictions with small residual scale dependence.

73 NUCLEAR PHYSICS AND RADIATION PHYSICS↗
DOE OSTI2018

A maximum entropy principle for inferring the distribution of 3D plasmoids

The principle of maximum entropy, a powerful and general method for inferring the distribution function given a set of constraints, is applied to deduce the overall distribution of 3D plasmoids (flux ropes/tubes) for systems where resistive MHD is applicable and large numbers of plasmoids are produced. The analysis is undertaken for the 3D case, with mass, total flux, and velocity serving as the variables of interest, on account of their physical and observational relevance. The distribution functions for the mass, width, total flux, and helicity exhibit a power-law behavior with exponents of -4/3, -2, -3, and -2, respectively, for small values, whilst all of them display an exponential falloff for large values. In contrast, the velocity distribution, as a function of v=|v|, is shown to be flat for v→0, and becomes a power law with an exponent of -7/3 for v→∞. Most of these results are nearly independent of the free parameters involved in this specific problem. In conclusion, a preliminary comparison of our results with the observational evidence is presented, and some of the ensuing space and astrophysical implications are briefly discussed.

70 PLASMA PHYSICS AND FUSION TECHNOLOGY↗
DOE OSTI2024

A principle of maximum ignorance for semiclassical gravity

The principle of maximum ignorance posits that the coarse-grained description of a system is maximally agnostic about its underlying microscopic structure. We briefly review this principle for random matrix theory and for the eigenstate thermalization hypothesis. We then apply this principle in holography to construct ensembles of random mixed states. This leads to an ensemble of microstates which models our microscopic ignorance, and which on average reproduces the effective semiclassical physics of a given bulk state. We call this ensemble the state-averaging ansatz. The output of our model is a prediction for semiclassical contributions to variances and higher statistical moments over the ensemble of microstates. The statistical moments provide coarse-grained — yet gravitationally non-perturbative — information about the microstructure of the individual states of the ensemble. We show that these contributions exactly match the on-shell action of known wormhole configurations of the gravitational path integral. These results strengthen the view that wormholes simply parametrize the ignorance of the microstructure of a fundamental state, given a fixed semiclassical bulk description.

71 CLASSICAL AND QUANTUM MECHANICS, GENERAL PHYSIC↗
DOE OSTI2018

Corrected Implicit Monte Carlo

Here in this work we develop a set of nonlinear correction equations to enforce a consistent time-implicit emission temperature for the original semi-implicit IMC equations. We present two possible forms of correction equations: one results in a set of non-linear, zero-dimensional, non-negative, explicit correction equations, and the other results in a non-linear, non-negative, Boltzman transport correction equation. The zero-dimensional correction equations adheres to the maximum principle for the material temperature, regardless of frequency-dependence, but does not prevent maximum principle violation in the photon intensity, eventually leading to material overheating. The Boltzman transport correction guarantees adherence to the maximum principle for frequency-independent simulations, at the cost of evaluating a reduced source non-linear Boltzman equation. Finally, we present numerical evidence suggesting that the Boltzman transport correction, in its current form, significantly improves time step limitations but does not guarantee adherence to the maximum principle for frequency-dependent simulations.

97 MATHEMATICS AND COMPUTING↗