Adjoint method and runaway electron avalanche

DOE PAGES

Liu, Chang; Brennan, Dylan P.; Boozer, Allen H.; ...

2016-12-16

The adjoint method for the study of runaway electron dynamics in momentum space Liu et al (2016 Phys. Plasmas 23 010702) is rederived using the Green's function method, for both the runaway probability function (RPF) and the expected loss time (ELT). The RPF and ELT obtained using the adjoint method are presented, both with and without the synchrotron radiation reaction force. In conclusion, the adjoint method is then applied to study the runaway electron avalanche. Both the critical electric field and the growth rate for the avalanche are calculated using this fast and novel approach.

Reentry-Vehicle Shape Optimization Using a Cartesian Adjoint Method and CAD Geometry

NASA Technical Reports Server (NTRS)

Nemec, Marian; Aftosmis, Michael J.

2006-01-01

A DJOINT solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (e.g., geometric parameters that control the shape). Classic aerodynamic applications of gradient-based optimization include the design of cruise configurations for transonic and supersonic flow, as well as the design of high-lift systems. are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric computer-aided design (CAD). In previous work on Cartesian adjoint solvers, Melvin et al. developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the two-dimensional Euler equations using a ghost-cell method to enforce the wall boundary conditions. In Refs. 18 and 19, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm were the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The accuracy of the gradient computation was verified using several three-dimensional test cases, which included design

Optical solitons, nonlinear self-adjointness and conservation laws for the cubic nonlinear Shrödinger's equation with repulsive delta potential

NASA Astrophysics Data System (ADS)

Baleanu, Dumitru; Inc, Mustafa; Aliyu, Aliyu Isa; Yusuf, Abdullahi

2017-11-01

In this paper, the complex envelope function ansatz method is used to acquire the optical solitons to the cubic nonlinear Shrödinger's equation with repulsive delta potential (δ-NLSE). The method reveals dark and bright optical solitons. The necessary constraint conditions which guarantee the existence of the solitons are also presented. We studied the δ-NLSE by analyzing a system of partial differential equations (PDEs) obtained by decomposing the equation into real and imaginary components. We derive the Lie point symmetry generators of the system and prove that the system is nonlinearly self-adjoint with an explicit form of a differential substitution satisfying the nonlinear self-adjoint condition. Then we use these facts to establish a set of conserved vectors for the system using the general Cls theorem presented by Ibragimov. Some interesting figures for the acquired solutions are also presented.

Passive control of thermoacoustic oscillations with adjoint methods

NASA Astrophysics Data System (ADS)

Aguilar, Jose; Juniper, Matthew

2017-11-01

Strict pollutant regulations are driving gas turbine manufacturers to develop devices that operate under lean premixed conditions, which produce less NOx but encourage thermoacoustic oscillations. These are a form of unstable combustion that arise due to the coupling between the acoustic field and the fluctuating heat release in a combustion chamber. In such devices, in which safety is paramount, thermoacoustic oscillations must be eliminated passively, rather than through feedback control. The ideal way to eliminate thermoacoustic oscillations is by subtly changing the shape of the device. To achieve this, one must calculate the sensitivity of each unstable thermoacoustic mode to every geometric parameter. This is prohibitively expensive with standard methods, but is relatively cheap with adjoint methods. In this study we first present low-order network models as a tool to model and study the thermoacoustic behaviour of combustion chambers. Then we compute the continuous adjoint equations and the sensitivities to relevant parameters. With this, we run an optimization routine that modifies the parameters in order to stabilize all the resonant modes of a laboratory combustor rig.

A demonstration of adjoint methods for multi-dimensional remote sensing of the atmosphere and surface

NASA Astrophysics Data System (ADS)

Martin, William G. K.; Hasekamp, Otto P.

2018-01-01

In previous work, we derived the adjoint method as a computationally efficient path to three-dimensional (3D) retrievals of clouds and aerosols. In this paper we will demonstrate the use of adjoint methods for retrieving two-dimensional (2D) fields of cloud extinction. The demonstration uses a new 2D radiative transfer solver (FSDOM). This radiation code was augmented with adjoint methods to allow efficient derivative calculations needed to retrieve cloud and surface properties from multi-angle reflectance measurements. The code was then used in three synthetic retrieval studies. Our retrieval algorithm adjusts the cloud extinction field and surface albedo to minimize the measurement misfit function with a gradient-based, quasi-Newton approach. At each step we compute the value of the misfit function and its gradient with two calls to the solver FSDOM. First we solve the forward radiative transfer equation to compute the residual misfit with measurements, and second we solve the adjoint radiative transfer equation to compute the gradient of the misfit function with respect to all unknowns. The synthetic retrieval studies verify that adjoint methods are scalable to retrieval problems with many measurements and unknowns. We can retrieve the vertically-integrated optical depth of moderately thick clouds as a function of the horizontal coordinate. It is also possible to retrieve the vertical profile of clouds that are separated by clear regions. The vertical profile retrievals improve for smaller cloud fractions. This leads to the conclusion that cloud edges actually increase the amount of information that is available for retrieving the vertical profile of clouds. However, to exploit this information one must retrieve the horizontally heterogeneous cloud properties with a 2D (or 3D) model. This prototype shows that adjoint methods can efficiently compute the gradient of the misfit function. This work paves the way for the application of similar methods to 3D remote

Sensitivity of Lumped Constraints Using the Adjoint Method

NASA Technical Reports Server (NTRS)

Akgun, Mehmet A.; Haftka, Raphael T.; Wu, K. Chauncey; Walsh, Joanne L.

1999-01-01

Adjoint sensitivity calculation of stress, buckling and displacement constraints may be much less expensive than direct sensitivity calculation when the number of load cases is large. Adjoint stress and displacement sensitivities are available in the literature. Expressions for local buckling sensitivity of isotropic plate elements are derived in this study. Computational efficiency of the adjoint method is sensitive to the number of constraints and, therefore, the method benefits from constraint lumping. A continuum version of the Kreisselmeier-Steinhauser (KS) function is chosen to lump constraints. The adjoint and direct methods are compared for three examples: a truss structure, a simple HSCT wing model, and a large HSCT model. These sensitivity derivatives are then used in optimization.

Solution of the advection-dispersion equation by a finite-volume eulerian-lagrangian local adjoint method

USGS Publications Warehouse

Healy, R.W.; Russell, T.F.

1992-01-01

A finite-volume Eulerian-Lagrangian local adjoint method for solution of the advection-dispersion equation is developed and discussed. The method is mass conservative and can solve advection-dominated ground-water solute-transport problems accurately and efficiently. An integrated finite-difference approach is used in the method. A key component of the method is that the integral representing the mass-storage term is evaluated numerically at the current time level. Integration points, and the mass associated with these points, are then forward tracked up to the next time level. The number of integration points required to reach a specified level of accuracy is problem dependent and increases as the sharpness of the simulated solute front increases. Integration points are generally equally spaced within each grid cell. For problems involving variable coefficients it has been found to be advantageous to include additional integration points at strategic locations in each well. These locations are determined by backtracking. Forward tracking of boundary fluxes by the method alleviates problems that are encountered in the backtracking approaches of most characteristic methods. A test problem is used to illustrate that the new method offers substantial advantages over other numerical methods for a wide range of problems.

Sensitivity Analysis for Steady State Groundwater Flow Using Adjoint Operators

NASA Astrophysics Data System (ADS)

Sykes, J. F.; Wilson, J. L.; Andrews, R. W.

1985-03-01

Adjoint sensitivity theory is currently being considered as a potential method for calculating the sensitivity of nuclear waste repository performance measures to the parameters of the system. For groundwater flow systems, performance measures of interest include piezometric heads in the vicinity of a waste site, velocities or travel time in aquifers, and mass discharge to biosphere points. The parameters include recharge-discharge rates, prescribed boundary heads or fluxes, formation thicknesses, and hydraulic conductivities. The derivative of a performance measure with respect to the system parameters is usually taken as a measure of sensitivity. To calculate sensitivities, adjoint sensitivity equations are formulated from the equations describing the primary problem. The solution of the primary problem and the adjoint sensitivity problem enables the determination of all of the required derivatives and hence related sensitivity coefficients. In this study, adjoint sensitivity theory is developed for equations of two-dimensional steady state flow in a confined aquifer. Both the primary flow equation and the adjoint sensitivity equation are solved using the Galerkin finite element method. The developed computer code is used to investigate the regional flow parameters of the Leadville Formation of the Paradox Basin in Utah. The results illustrate the sensitivity of calculated local heads to the boundary conditions. Alternatively, local velocity related performance measures are more sensitive to hydraulic conductivities.

Numerical Computation of Sensitivities and the Adjoint Approach

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

We discuss the numerical computation of sensitivities via the adjoint approach in optimization problems governed by differential equations. We focus on the adjoint problem in its weak form. We show how one can avoid some of the problems with the adjoint approach, such as deriving suitable boundary conditions for the adjoint equation. We discuss the convergence of numerical approximations of the costate computed via the weak form of the adjoint problem and show the significance for the discrete adjoint problem.

Adjoint-Based Design of Rotors Using the Navier-Stokes Equations in a Noninertial Reference Frame

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Lee-Rausch, Elizabeth M.; Jones, William T.

2010-01-01

Optimization of rotorcraft flowfields using an adjoint method generally requires a time-dependent implementation of the equations. The current study examines an intermediate approach in which a subset of rotor flowfields are cast as steady problems in a noninertial reference frame. This technique permits the use of an existing steady-state adjoint formulation with minor modifications to perform sensitivity analyses. The formulation is valid for isolated rigid rotors in hover or where the freestream velocity is aligned with the axis of rotation. Discrete consistency of the implementation is demonstrated by using comparisons with a complex-variable technique, and a number of single- and multipoint optimizations for the rotorcraft figure of merit function are shown for varying blade collective angles. Design trends are shown to remain consistent as the grid is refined.

Adjoint-Based Design of Rotors using the Navier-Stokes Equations in a Noninertial Reference Frame

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Lee-Rausch, Elizabeth M.; Jones, William T.

2009-01-01

Optimization of rotorcraft flowfields using an adjoint method generally requires a time-dependent implementation of the equations. The current study examines an intermediate approach in which a subset of rotor flowfields are cast as steady problems in a noninertial reference frame. This technique permits the use of an existing steady-state adjoint formulation with minor modifications to perform sensitivity analyses. The formulation is valid for isolated rigid rotors in hover or where the freestream velocity is aligned with the axis of rotation. Discrete consistency of the implementation is demonstrated using comparisons with a complex-variable technique, and a number of single- and multi-point optimizations for the rotorcraft figure of merit function are shown for varying blade collective angles. Design trends are shown to remain consistent as the grid is refined.

Adjoint-based optimization of PDEs in moving domains

NASA Astrophysics Data System (ADS)

Protas, Bartosz; Liao, Wenyuan

2008-02-01

In this investigation we address the problem of adjoint-based optimization of PDE systems in moving domains. As an example we consider the one-dimensional heat equation with prescribed boundary temperatures and heat fluxes. We discuss two methods of deriving an adjoint system necessary to obtain a gradient of a cost functional. In the first approach we derive the adjoint system after mapping the problem to a fixed domain, whereas in the second approach we derive the adjoint directly in the moving domain by employing methods of the noncylindrical calculus. We show that the operations of transforming the system from a variable to a fixed domain and deriving the adjoint do not commute and that, while the gradient information contained in both systems is the same, the second approach results in an adjoint problem with a simpler structure which is therefore easier to implement numerically. This approach is then used to solve a moving boundary optimization problem for our model system.

Extension of the ADjoint Approach to a Laminar Navier-Stokes Solver

NASA Astrophysics Data System (ADS)

Paige, Cody

The use of adjoint methods is common in computational fluid dynamics to reduce the cost of the sensitivity analysis in an optimization cycle. The forward mode ADjoint is a combination of an adjoint sensitivity analysis method with a forward mode automatic differentiation (AD) and is a modification of the reverse mode ADjoint method proposed by Mader et al.[1]. A colouring acceleration technique is presented to reduce the computational cost increase associated with forward mode AD. The forward mode AD facilitates the implementation of the laminar Navier-Stokes (NS) equations. The forward mode ADjoint method is applied to a three-dimensional computational fluid dynamics solver. The resulting Euler and viscous ADjoint sensitivities are compared to the reverse mode Euler ADjoint derivatives and a complex-step method to demonstrate the reduced computational cost and accuracy. Both comparisons demonstrate the benefits of the colouring method and the practicality of using a forward mode AD. [1] Mader, C.A., Martins, J.R.R.A., Alonso, J.J., and van der Weide, E. (2008) ADjoint: An approach for the rapid development of discrete adjoint solvers. AIAA Journal, 46(4):863-873. doi:10.2514/1.29123.

Periodic differential equations with self-adjoint monodromy operator

NASA Astrophysics Data System (ADS)

Yudovich, V. I.

2001-04-01

A linear differential equation \\dot u=A(t)u with p-periodic (generally speaking, unbounded) operator coefficient in a Euclidean or a Hilbert space \\mathbb H is considered. It is proved under natural constraints that the monodromy operator U_p is self-adjoint and strictly positive if A^*(-t)=A(t) for all t\\in\\mathbb R.It is shown that Hamiltonian systems in the class under consideration are usually unstable and, if they are stable, then the operator U_p reduces to the identity and all solutions are p-periodic.For higher frequencies averaged equations are derived. Remarkably, high-frequency modulation may double the number of critical values.General results are applied to rotational flows with cylindrical components of the velocity a_r=a_z=0, a_\\theta=\\lambda c(t)r^\\beta, \\beta<-1, c(t) is an even p-periodic function, and also to several problems of free gravitational convection of fluids in periodic fields.

Discrete adjoint of fractional step Navier-Stokes solver in generalized coordinates

NASA Astrophysics Data System (ADS)

Wang, Mengze; Mons, Vincent; Zaki, Tamer

2017-11-01

Optimization and control in transitional and turbulent flows require evaluation of gradients of the flow state with respect to the problem parameters. Using adjoint approaches, these high-dimensional gradients can be evaluated with a similar computational cost as the forward Navier-Stokes simulations. The adjoint algorithm can be obtained by discretizing the continuous adjoint Navier-Stokes equations or by deriving the adjoint to the discretized Navier-Stokes equations directly. The latter algorithm is necessary when the forward-adjoint relations must be satisfied to machine precision. In this work, our forward model is the fractional step solution to the Navier-Stokes equations in generalized coordinates, proposed by Rosenfeld, Kwak & Vinokur. We derive the corresponding discrete adjoint equations. We also demonstrate the accuracy of the combined forward-adjoint model, and its application to unsteady wall-bounded flows. This work has been partially funded by the Office of Naval Research (Grant N00014-16-1-2542).

Space-time adaptive solution of inverse problems with the discrete adjoint method

NASA Astrophysics Data System (ADS)

Alexe, Mihai; Sandu, Adrian

2014-08-01

This paper develops a framework for the construction and analysis of discrete adjoint sensitivities in the context of time dependent, adaptive grid, adaptive step models. Discrete adjoints are attractive in practice since they can be generated with low effort using automatic differentiation. However, this approach brings several important challenges. The space-time adjoint of the forward numerical scheme may be inconsistent with the continuous adjoint equations. A reduction in accuracy of the discrete adjoint sensitivities may appear due to the inter-grid transfer operators. Moreover, the optimization algorithm may need to accommodate state and gradient vectors whose dimensions change between iterations. This work shows that several of these potential issues can be avoided through a multi-level optimization strategy using discontinuous Galerkin (DG) hp-adaptive discretizations paired with Runge-Kutta (RK) time integration. We extend the concept of dual (adjoint) consistency to space-time RK-DG discretizations, which are then shown to be well suited for the adaptive solution of time-dependent inverse problems. Furthermore, we prove that DG mesh transfer operators on general meshes are also dual consistent. This allows the simultaneous derivation of the discrete adjoint for both the numerical solver and the mesh transfer logic with an automatic code generation mechanism such as algorithmic differentiation (AD), potentially speeding up development of large-scale simulation codes. The theoretical analysis is supported by numerical results reported for a two-dimensional non-stationary inverse problem.

Pricing of American style options with an adjoint process correction method

NASA Astrophysics Data System (ADS)

Jaekel, Uwe

2005-07-01

Pricing of American options is a more complicated problem than pricing of European options. In this work a formula is derived that allows the computation of the early exercise premium, i.e. the price difference between these two option types in terms of an adjoint process evolving in the reversed time direction of the original process determining the evolution of the European price. We show how this equation can be utilised to improve option price estimates from numerical schemes like finite difference or Monte Carlo methods.

Fluorescence molecular imaging based on the adjoint radiative transport equation

NASA Astrophysics Data System (ADS)

Asllanaj, Fatmir; Addoum, Ahmad; Rodolphe Roche, Jean

2018-07-01

A new reconstruction algorithm for fluorescence diffuse optical tomography of biological tissues is proposed. The radiative transport equation in the frequency domain is used to model light propagation. The adjoint method studied in this work provides an efficient way for solving the inverse problem. The methodology is applied to a 2D tissue-like phantom subjected to a collimated laser beam. Indocyanine Green is used as fluorophore. Reconstructed images of the spatial fluorophore absorption distribution is assessed taking into account the residual fluorescence in the medium. We show that illuminating the tissue surface from a collimated centered direction near the inclusion gaves a better reconstruction quality. Two closely positioned inclusions can be accurately localized. Additionally, their fluorophore absorption coefficients can be quantified. However, the algorithm failes to reconstruct smaller or deeper inclusions. This is due to light attenuation in the medium. Reconstructions with noisy data are also achieved with a reasonable accuracy.

An Exact Dual Adjoint Solution Method for Turbulent Flows on Unstructured Grids

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Lu, James; Park, Michael A.; Darmofal, David L.

2003-01-01

An algorithm for solving the discrete adjoint system based on an unstructured-grid discretization of the Navier-Stokes equations is presented. The method is constructed such that an adjoint solution exactly dual to a direct differentiation approach is recovered at each time step, yielding a convergence rate which is asymptotically equivalent to that of the primal system. The new approach is implemented within a three-dimensional unstructured-grid framework and results are presented for inviscid, laminar, and turbulent flows. Improvements to the baseline solution algorithm, such as line-implicit relaxation and a tight coupling of the turbulence model, are also presented. By storing nearest-neighbor terms in the residual computation, the dual scheme is computationally efficient, while requiring twice the memory of the flow solution. The scheme is expected to have a broad impact on computational problems related to design optimization as well as error estimation and grid adaptation efforts.

Sonic Boom Mitigation Through Aircraft Design and Adjoint Methodology

NASA Technical Reports Server (NTRS)

Rallabhandi, Siriam K.; Diskin, Boris; Nielsen, Eric J.

2012-01-01

This paper presents a novel approach to design of the supersonic aircraft outer mold line (OML) by optimizing the A-weighted loudness of sonic boom signature predicted on the ground. The optimization process uses the sensitivity information obtained by coupling the discrete adjoint formulations for the augmented Burgers Equation and Computational Fluid Dynamics (CFD) equations. This coupled formulation links the loudness of the ground boom signature to the aircraft geometry thus allowing efficient shape optimization for the purpose of minimizing the impact of loudness. The accuracy of the adjoint-based sensitivities is verified against sensitivities obtained using an independent complex-variable approach. The adjoint based optimization methodology is applied to a configuration previously optimized using alternative state of the art optimization methods and produces additional loudness reduction. The results of the optimizations are reported and discussed.

An adjoint view on flux consistency and strong wall boundary conditions to the Navier–Stokes equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Stück, Arthur, E-mail: arthur.stueck@dlr.de

2015-11-15

Inconsistent discrete expressions in the boundary treatment of Navier–Stokes solvers and in the definition of force objective functionals can lead to discrete-adjoint boundary treatments that are not a valid representation of the boundary conditions to the corresponding adjoint partial differential equations. The underlying problem is studied for an elementary 1D advection–diffusion problem first using a node-centred finite-volume discretisation. The defect of the boundary operators in the inconsistently defined discrete-adjoint problem leads to oscillations and becomes evident with the additional insight of the continuous-adjoint approach. A homogenisation of the discretisations for the primal boundary treatment and the force objective functional yieldsmore » second-order functional accuracy and eliminates the defect in the discrete-adjoint boundary treatment. Subsequently, the issue is studied for aerodynamic Reynolds-averaged Navier–Stokes problems in conjunction with a standard finite-volume discretisation on median-dual grids and a strong implementation of noslip walls, found in many unstructured general-purpose flow solvers. Going out from a base-line discretisation of force objective functionals which is independent of the boundary treatment in the flow solver, two improved flux-consistent schemes are presented; based on either body wall-defined or farfield-defined control-volumes they resolve the dual inconsistency. The behaviour of the schemes is investigated on a sequence of grids in 2D and 3D.« less

2D Inviscid and Viscous Inverse Design Using Continuous Adjoint and Lax-Wendroff Formulation

NASA Astrophysics Data System (ADS)

Proctor, Camron Lisle

The continuous adjoint (CA) technique for optimization and/or inverse-design of aerodynamic components has seen nearly 30 years of documented success in academia. The benefits of using CA versus a direct sensitivity analysis are shown repeatedly in the literature. However, the use of CA in industry is relatively unheard-of. The sparseness of industry contributions to the field may be attributed to the tediousness of the derivation and/or to the difficulties in implementation due to the lack of well-documented adjoint numerical methods. The focus of this work has been to thoroughly document the techniques required to build a two-dimensional CA inverse-design tool. To this end, this work begins with a short background on computational fluid dynamics (CFD) and the use of optimization tools in conjunction with CFD tools to solve aerodynamic optimization problems. A thorough derivation of the continuous adjoint equations and the accompanying gradient calculations for inviscid and viscous constraining equations follows the introduction. Next, the numerical techniques used for solving the partial differential equations (PDEs) governing the flow equations and the adjoint equations are described. Numerical techniques for the supplementary equations are discussed briefly. Subsequently, a verification of the efficacy of the inverse design tool, for the inviscid adjoint equations as well as possible numerical implementation pitfalls are discussed. The NACA0012 airfoil is used as an initial airfoil and surface pressure distribution and the NACA16009 is used as the desired pressure and vice versa. Using a Savitsky-Golay gradient filter, convergence (defined as a cost function<1E-5) is reached in approximately 220 design iteration using 121 design variables. The inverse-design using inviscid adjoint equations results are followed by the discussion of the viscous inverse design results and techniques used to further the convergence of the optimizer. The relationship between

Fully automatic adjoints: a robust and efficient mechanism for generating adjoint ocean models

NASA Astrophysics Data System (ADS)

Ham, D. A.; Farrell, P. E.; Funke, S. W.; Rognes, M. E.

2012-04-01

The problem of generating and maintaining adjoint models is sufficiently difficult that typically only the most advanced and well-resourced community ocean models achieve it. There are two current technologies which each suffer from their own limitations. Algorithmic differentiation, also called automatic differentiation, is employed by models such as the MITGCM [2] and the Alfred Wegener Institute model FESOM [3]. This technique is very difficult to apply to existing code, and requires a major initial investment to prepare the code for automatic adjoint generation. AD tools may also have difficulty with code employing modern software constructs such as derived data types. An alternative is to formulate the adjoint differential equation and to discretise this separately. This approach, known as the continuous adjoint and employed in ROMS [4], has the disadvantage that two different model code bases must be maintained and manually kept synchronised as the model develops. The discretisation of the continuous adjoint is not automatically consistent with that of the forward model, producing an additional source of error. The alternative presented here is to formulate the flow model in the high level language UFL (Unified Form Language) and to automatically generate the model using the software of the FEniCS project. In this approach it is the high level code specification which is differentiated, a task very similar to the formulation of the continuous adjoint [5]. However since the forward and adjoint models are generated automatically, the difficulty of maintaining them vanishes and the software engineering process is therefore robust. The scheduling and execution of the adjoint model, including the application of an appropriate checkpointing strategy is managed by libadjoint [1]. In contrast to the conventional algorithmic differentiation description of a model as a series of primitive mathematical operations, libadjoint employs a new abstraction of the simulation

Sensitivity kernels for viscoelastic loading based on adjoint methods

NASA Astrophysics Data System (ADS)

Al-Attar, David; Tromp, Jeroen

2014-01-01

Observations of glacial isostatic adjustment (GIA) allow for inferences to be made about mantle viscosity, ice sheet history and other related parameters. Typically, this inverse problem can be formulated as minimizing the misfit between the given observations and a corresponding set of synthetic data. When the number of parameters is large, solution of such optimization problems can be computationally challenging. A practical, albeit non-ideal, solution is to use gradient-based optimization. Although the gradient of the misfit required in such methods could be calculated approximately using finite differences, the necessary computation time grows linearly with the number of model parameters, and so this is often infeasible. A far better approach is to apply the `adjoint method', which allows the exact gradient to be calculated from a single solution of the forward problem, along with one solution of the associated adjoint problem. As a first step towards applying the adjoint method to the GIA inverse problem, we consider its application to a simpler viscoelastic loading problem in which gravitationally self-consistent ocean loading is neglected. The earth model considered is non-rotating, self-gravitating, compressible, hydrostatically pre-stressed, laterally heterogeneous and possesses a Maxwell solid rheology. We determine adjoint equations and Fréchet kernels for this problem based on a Lagrange multiplier method. Given an objective functional J defined in terms of the surface deformation fields, we show that its first-order perturbation can be written δ J = int _{MS}K_{η }δ ln η dV +int _{t0}^{t1}int _{partial M}K_{dot{σ }} δ dot{σ } dS dt, where δ ln η = δη/η denotes relative viscosity variations in solid regions MS, dV is the volume element, δ dot{σ } is the perturbation to the time derivative of the surface load which is defined on the earth model's surface ∂M and for times [t0, t1] and dS is the surface element on ∂M. The `viscosity

Solution of the advection-dispersion equation in two dimensions by a finite-volume Eulerian-Lagrangian localized adjoint method

USGS Publications Warehouse

Healy, R.W.; Russell, T.F.

1998-01-01

We extend the finite-volume Eulerian-Lagrangian localized adjoint method (FVELLAM) for solution of the advection-dispersion equation to two dimensions. The method can conserve mass globally and is not limited by restrictions on the size of the grid Peclet or Courant number. Therefore, it is well suited for solution of advection-dominated ground-water solute transport problems. In test problem comparisons with standard finite differences, FVELLAM is able to attain accurate solutions on much coarser space and time grids. On fine grids, the accuracy of the two methods is comparable. A critical aspect of FVELLAM (and all other ELLAMs) is evaluation of the mass storage integral from the preceding time level. In FVELLAM this may be accomplished with either a forward or backtracking approach. The forward tracking approach conserves mass globally and is the preferred approach. The backtracking approach is less computationally intensive, but not globally mass conservative. Boundary terms are systematically represented as integrals in space and time which are evaluated by a common integration scheme in conjunction with forward tracking through time. Unlike the one-dimensional case, local mass conservation cannot be guaranteed, so slight oscillations in concentration can develop, particularly in the vicinity of inflow or outflow boundaries. Published by Elsevier Science Ltd.

Spectral-Element Simulations of Wave Propagation in Porous Media: Finite-Frequency Sensitivity Kernels Based Upon Adjoint Methods

NASA Astrophysics Data System (ADS)

Morency, C.; Tromp, J.

2008-12-01

successfully performed. We present finite-frequency sensitivity kernels for wave propagation in porous media based upon adjoint methods. We first show that the adjoint equations in porous media are similar to the regular Biot equations upon defining an appropriate adjoint source. Then we present finite-frequency kernels for seismic phases in porous media (e.g., fast P, slow P, and S). These kernels illustrate the sensitivity of seismic observables to structural parameters and form the basis of tomographic inversions. Finally, we show an application of this imaging technique related to the detection of buried landmines and unexploded ordnance (UXO) in porous environments.

Use of adjoint methods in the probabilistic finite element approach to fracture mechanics

NASA Technical Reports Server (NTRS)

Liu, Wing Kam; Besterfield, Glen; Lawrence, Mark; Belytschko, Ted

1988-01-01

The adjoint method approach to probabilistic finite element methods (PFEM) is presented. When the number of objective functions is small compared to the number of random variables, the adjoint method is far superior to the direct method in evaluating the objective function derivatives with respect to the random variables. The PFEM is extended to probabilistic fracture mechanics (PFM) using an element which has the near crack-tip singular strain field embedded. Since only two objective functions (i.e., mode I and II stress intensity factors) are needed for PFM, the adjoint method is well suited.

Introduction to Adjoint Models

NASA Technical Reports Server (NTRS)

Errico, Ronald M.

2015-01-01

In this lecture, some fundamentals of adjoint models will be described. This includes a basic derivation of tangent linear and corresponding adjoint models from a parent nonlinear model, the interpretation of adjoint-derived sensitivity fields, a description of methods of automatic differentiation, and the use of adjoint models to solve various optimization problems, including singular vectors. Concluding remarks will attempt to correct common misconceptions about adjoint models and their utilization.

Admitting the Inadmissible: Adjoint Formulation for Incomplete Cost Functionals in Aerodynamic Optimization

NASA Technical Reports Server (NTRS)

Arian, Eyal; Salas, Manuel D.

1997-01-01

We derive the adjoint equations for problems in aerodynamic optimization which are improperly considered as "inadmissible." For example, a cost functional which depends on the density, rather than on the pressure, is considered "inadmissible" for an optimization problem governed by the Euler equations. We show that for such problems additional terms should be included in the Lagrangian functional when deriving the adjoint equations. These terms are obtained from the restriction of the interior PDE to the control surface. Demonstrations of the explicit derivation of the adjoint equations for "inadmissible" cost functionals are given for the potential, Euler, and Navier-Stokes equations.

Adjoint sensitivity analysis of plasmonic structures using the FDTD method.

PubMed

Zhang, Yu; Ahmed, Osman S; Bakr, Mohamed H

2014-05-15

We present an adjoint variable method for estimating the sensitivities of arbitrary responses with respect to the parameters of dispersive discontinuities in nanoplasmonic devices. Our theory is formulated in terms of the electric field components at the vicinity of perturbed discontinuities. The adjoint sensitivities are computed using at most one extra finite-difference time-domain (FDTD) simulation regardless of the number of parameters. Our approach is illustrated through the sensitivity analysis of an add-drop coupler consisting of a square ring resonator between two parallel waveguides. The computed adjoint sensitivities of the scattering parameters are compared with those obtained using the accurate but computationally expensive central finite difference approach.

Adjoint Method and Predictive Control for 1-D Flow in NASA Ames 11-Foot Transonic Wind Tunnel

NASA Technical Reports Server (NTRS)

Nguyen, Nhan; Ardema, Mark

2006-01-01

This paper describes a modeling method and a new optimal control approach to investigate a Mach number control problem for the NASA Ames 11-Foot Transonic Wind Tunnel. The flow in the wind tunnel is modeled by the 1-D unsteady Euler equations whose boundary conditions prescribe a controlling action by a compressor. The boundary control inputs to the compressor are in turn controlled by a drive motor system and an inlet guide vane system whose dynamics are modeled by ordinary differential equations. The resulting Euler equations are thus coupled to the ordinary differential equations via the boundary conditions. Optimality conditions are established by an adjoint method and are used to develop a model predictive linear-quadratic optimal control for regulating the Mach number due to a test model disturbance during a continuous pitch

Towards Seismic Tomography Based Upon Adjoint Methods

NASA Astrophysics Data System (ADS)

Tromp, J.; Liu, Q.; Tape, C.; Maggi, A.

2006-12-01

We outline the theory behind tomographic inversions based on 3D reference models, fully numerical 3D wave propagation, and adjoint methods. Our approach involves computing the Fréchet derivatives for tomographic inversions via the interaction between a forward wavefield, propagating from the source to the receivers, and an `adjoint' wavefield, propagating from the receivers back to the source. The forward wavefield is computed using a spectral-element method (SEM) and a heterogeneous wave-speed model, and stored as synthetic seismograms at particular receivers for which there is data. We specify an objective or misfit function that defines a measure of misfit between data and synthetics. For a given receiver, the differences between the data and the synthetics are time reversed and used as the source of the adjoint wavefield. For each earthquake, the interaction between the regular and adjoint wavefields is used to construct finite-frequency sensitivity kernels, which we call event kernel. These kernels may be thought of as weighted sums of measurement-specific banana-donut kernels, with weights determined by the measurements. The overall sensitivity is simply the sum of event kernels, which defines the misfit kernel. The misfit kernel is multiplied by convenient orthonormal basis functions that are embedded in the SEM code, resulting in the gradient of the misfit function, i.e., the Fréchet derivatives. The misfit kernel is multiplied by convenient orthonormal basis functions that are embedded in the SEM code, resulting in the gradient of the misfit function, i.e., the Fréchet derivatives. A conjugate gradient algorithm is used to iteratively improve the model while reducing the misfit function. Using 2D examples for Rayleigh wave phase-speed maps of southern California, we illustrate the construction of the gradient and the minimization algorithm, and consider various tomographic experiments, including source inversions, structural inversions, and joint source

Least-Squares PN Formulation of the Transport Equation Using Self-Adjoint-Angular-Flux Consistent Boundary Conditions.

DOE Office of Scientific and Technical Information (OSTI.GOV)

Vincent M. Laboure; Yaqi Wang; Mark D. DeHart

In this paper, we study the Least-Squares (LS) PN form of the transport equation compatible with voids in the context of Continuous Finite Element Methods (CFEM).We first deriveweakly imposed boundary conditions which make the LS weak formulation equivalent to the Self-Adjoint Angular Flux (SAAF) variational formulation with a void treatment, in the particular case of constant cross-sections and a uniform mesh. We then implement this method in Rattlesnake with the Multiphysics Object Oriented Simulation Environment (MOOSE) framework using a spherical harmonics (PN) expansion to discretize in angle. We test our implementation using the Method of Manufactured Solutions (MMS) and findmore » the expected convergence behavior both in angle and space. Lastly, we investigate the impact of the global non-conservation of LS by comparing the method with SAAF on a heterogeneous test problem.« less

Self-consistent adjoint analysis for topology optimization of electromagnetic waves

NASA Astrophysics Data System (ADS)

Deng, Yongbo; Korvink, Jan G.

2018-05-01

In topology optimization of electromagnetic waves, the Gâteaux differentiability of the conjugate operator to the complex field variable results in the complexity of the adjoint sensitivity, which evolves the original real-valued design variable to be complex during the iterative solution procedure. Therefore, the self-inconsistency of the adjoint sensitivity is presented. To enforce the self-consistency, the real part operator has been used to extract the real part of the sensitivity to keep the real-value property of the design variable. However, this enforced self-consistency can cause the problem that the derived structural topology has unreasonable dependence on the phase of the incident wave. To solve this problem, this article focuses on the self-consistent adjoint analysis of the topology optimization problems for electromagnetic waves. This self-consistent adjoint analysis is implemented by splitting the complex variables of the wave equations into the corresponding real parts and imaginary parts, sequentially substituting the split complex variables into the wave equations with deriving the coupled equations equivalent to the original wave equations, where the infinite free space is truncated by the perfectly matched layers. Then, the topology optimization problems of electromagnetic waves are transformed into the forms defined on real functional spaces instead of complex functional spaces; the adjoint analysis of the topology optimization problems is implemented on real functional spaces with removing the variational of the conjugate operator; the self-consistent adjoint sensitivity is derived, and the phase-dependence problem is avoided for the derived structural topology. Several numerical examples are implemented to demonstrate the robustness of the derived self-consistent adjoint analysis.

A new approach for developing adjoint models

NASA Astrophysics Data System (ADS)

Farrell, P. E.; Funke, S. W.

2011-12-01

Many data assimilation algorithms rely on the availability of gradients of misfit functionals, which can be efficiently computed with adjoint models. However, the development of an adjoint model for a complex geophysical code is generally very difficult. Algorithmic differentiation (AD, also called automatic differentiation) offers one strategy for simplifying this task: it takes the abstraction that a model is a sequence of primitive instructions, each of which may be differentiated in turn. While extremely successful, this low-level abstraction runs into time-consuming difficulties when applied to the whole codebase of a model, such as differentiating through linear solves, model I/O, calls to external libraries, language features that are unsupported by the AD tool, and the use of multiple programming languages. While these difficulties can be overcome, it requires a large amount of technical expertise and an intimate familiarity with both the AD tool and the model. An alternative to applying the AD tool to the whole codebase is to assemble the discrete adjoint equations and use these to compute the necessary gradients. With this approach, the AD tool must be applied to the nonlinear assembly operators, which are typically small, self-contained units of the codebase. The disadvantage of this approach is that the assembly of the discrete adjoint equations is still very difficult to perform correctly, especially for complex multiphysics models that perform temporal integration; as it stands, this approach is as difficult and time-consuming as applying AD to the whole model. In this work, we have developed a library which greatly simplifies and automates the alternate approach of assembling the discrete adjoint equations. We propose a complementary, higher-level abstraction to that of AD: that a model is a sequence of linear solves. The developer annotates model source code with library calls that build a 'tape' of the operators involved and their dependencies, and

The continuous adjoint approach to the k-ε turbulence model for shape optimization and optimal active control of turbulent flows

NASA Astrophysics Data System (ADS)

Papoutsis-Kiachagias, E. M.; Zymaris, A. S.; Kavvadias, I. S.; Papadimitriou, D. I.; Giannakoglou, K. C.

2015-03-01

The continuous adjoint to the incompressible Reynolds-averaged Navier-Stokes equations coupled with the low Reynolds number Launder-Sharma k-ε turbulence model is presented. Both shape and active flow control optimization problems in fluid mechanics are considered, aiming at minimum viscous losses. In contrast to the frequently used assumption of frozen turbulence, the adjoint to the turbulence model equations together with appropriate boundary conditions are derived, discretized and solved. This is the first time that the adjoint equations to the Launder-Sharma k-ε model have been derived. Compared to the formulation that neglects turbulence variations, the impact of additional terms and equations is evaluated. Sensitivities computed using direct differentiation and/or finite differences are used for comparative purposes. To demonstrate the need for formulating and solving the adjoint to the turbulence model equations, instead of merely relying upon the 'frozen turbulence assumption', the gain in the optimization turnaround time offered by the proposed method is quantified.

Preconditioned conjugate residual methods for the solution of spectral equations

NASA Technical Reports Server (NTRS)

Wong, Y. S.; Zang, T. A.; Hussaini, M. Y.

1986-01-01

Conjugate residual methods for the solution of spectral equations are described. An inexact finite-difference operator is introduced as a preconditioner in the iterative procedures. Application of these techniques is limited to problems for which the symmetric part of the coefficient matrix is positive definite. Although the spectral equation is a very ill-conditioned and full matrix problem, the computational effort of the present iterative methods for solving such a system is comparable to that for the sparse matrix equations obtained from the application of either finite-difference or finite-element methods to the same problems. Numerical experiments are shown for a self-adjoint elliptic partial differential equation with Dirichlet boundary conditions, and comparison with other solution procedures for spectral equations is presented.

Adjoint Sensitivity Computations for an Embedded-Boundary Cartesian Mesh Method and CAD Geometry

NASA Technical Reports Server (NTRS)

Nemec, Marian; Aftosmis,Michael J.

2006-01-01

Cartesian-mesh methods are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric Computer-Aided Design (CAD) tools. Our goal is to combine the automation capabilities of Cartesian methods with an eficient computation of design sensitivities. We address this issue using the adjoint method, where the computational cost of the design sensitivities, or objective function gradients, is esseutially indepeudent of the number of design variables. In previous work, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm included the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Central to this development is the computation of volume-mesh sensitivities to obtain a reliable approximation of the objective finction gradient. Motivated by the success of mesh-perturbation schemes commonly used in body-fitted unstructured formulations, we propose an approach based on a local linearization of a mesh-perturbation scheme similar to the spring analogy. This approach circumvents most of the difficulties that arise due to non-smooth changes in the cut-cell layer as the boundary shape evolves and provides a consistent approximation tot he exact gradient of the discretized abjective function. A detailed gradient accurace study is presented to verify our approach

Adjoint-Based Algorithms for Adaptation and Design Optimizations on Unstructured Grids

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.

2006-01-01

Schemes based on discrete adjoint algorithms present several exciting opportunities for significantly advancing the current state of the art in computational fluid dynamics. Such methods provide an extremely efficient means for obtaining discretely consistent sensitivity information for hundreds of design variables, opening the door to rigorous, automated design optimization of complex aerospace configuration using the Navier-Stokes equation. Moreover, the discrete adjoint formulation provides a mathematically rigorous foundation for mesh adaptation and systematic reduction of spatial discretization error. Error estimates are also an inherent by-product of an adjoint-based approach, valuable information that is virtually non-existent in today's large-scale CFD simulations. An overview of the adjoint-based algorithm work at NASA Langley Research Center is presented, with examples demonstrating the potential impact on complex computational problems related to design optimization as well as mesh adaptation.

Least-Squares PN Formulation of the Transport Equation Using Self-Adjoint-Angular-Flux Consistent Boundary Conditions

DOE Office of Scientific and Technical Information (OSTI.GOV)

Laboure, Vincent M.; Wang, Yaqi; DeHart, Mark D.

In this paper, we study the Least-Squares (LS) PN form of the transport equation compatible with voids [1] in the context of Continuous Finite Element Methods (CFEM).We first deriveweakly imposed boundary conditions which make the LS weak formulation equivalent to the Self-Adjoint Angular Flux (SAAF) variational formulation with a void treatment [2], in the particular case of constant cross-sections and a uniform mesh. We then implement this method in Rattlesnake with the Multiphysics Object Oriented Simulation Environment (MOOSE) framework [3] using a spherical harmonics (PN) expansion to discretize in angle. We test our implementation using the Method of Manufactured Solutionsmore » (MMS) and find the expected convergence behavior both in angle and space. Lastly, we investigate the impact of the global non-conservation of LS by comparing the method with SAAF on a heterogeneous test problem.« less

Aerodynamic Shape Optimization of Complex Aircraft Configurations via an Adjoint Formulation

NASA Technical Reports Server (NTRS)

Reuther, James; Jameson, Antony; Farmer, James; Martinelli, Luigi; Saunders, David

1996-01-01

This work describes the implementation of optimization techniques based on control theory for complex aircraft configurations. Here control theory is employed to derive the adjoint differential equations, the solution of which allows for a drastic reduction in computational costs over previous design methods (13, 12, 43, 38). In our earlier studies (19, 20, 22, 23, 39, 25, 40, 41, 42) it was shown that this method could be used to devise effective optimization procedures for airfoils, wings and wing-bodies subject to either analytic or arbitrary meshes. Design formulations for both potential flows and flows governed by the Euler equations have been demonstrated, showing that such methods can be devised for various governing equations (39, 25). In our most recent works (40, 42) the method was extended to treat wing-body configurations with a large number of mesh points, verifying that significant computational savings can be gained for practical design problems. In this paper the method is extended for the Euler equations to treat complete aircraft configurations via a new multiblock implementation. New elements include a multiblock-multigrid flow solver, a multiblock-multigrid adjoint solver, and a multiblock mesh perturbation scheme. Two design examples are presented in which the new method is used for the wing redesign of a transonic business jet.

Full moment tensor and source location inversion based on full waveform adjoint method

NASA Astrophysics Data System (ADS)

Morency, C.

2012-12-01

The development of high-performance computing and numerical techniques enabled global and regional tomography to reach high levels of precision, and seismic adjoint tomography has become a state-of-the-art tomographic technique. The method was successfully used for crustal tomography of Southern California (Tape et al., 2009) and Europe (Zhu et al., 2012). Here, I will focus on the determination of source parameters (full moment tensor and location) based on the same approach (Kim et al, 2011). The method relies on full wave simulations and takes advantage of the misfit between observed and synthetic seismograms. An adjoint wavefield is calculated by back-propagating the difference between observed and synthetics from the receivers to the source. The interaction between this adjoint wavefield and the regular forward wavefield helps define Frechet derivatives of the source parameters, that is, the sensitivity of the misfit with respect to the source parameters. Source parameters are then recovered by minimizing the misfit based on a conjugate gradient algorithm using the Frechet derivatives. First, I will demonstrate the method on synthetic cases before tackling events recorded at the Geysers. The velocity model used at the Geysers is based on the USGS 3D velocity model. Waveform datasets come from the Northern California Earthquake Data Center. Finally, I will discuss strategies to ultimately use this method to characterize smaller events for microseismic and induced seismicity monitoring. References: - Tape, C., Q. Liu, A. Maggi, and J. Tromp, 2009, Adjoint tomography of the Southern California crust: Science, 325, 988992. - Zhu, H., Bozdag, E., Peter, D., and Tromp, J., 2012, Structure of the European upper mantle revealed by adjoint method: Nature Geoscience, 5, 493-498. - Kim, Y., Q. Liu, and J. Tromp, 2011, Adjoint centroid-moment tensor inversions: Geophys. J. Int., 186, 264278. Prepared by LLNL under Contract DE-AC52-07NA27344.

Trajectory Optimization Using Adjoint Method and Chebyshev Polynomial Approximation for Minimizing Fuel Consumption During Climb

NASA Technical Reports Server (NTRS)

Nguyen, Nhan T.; Hornby, Gregory; Ishihara, Abe

2013-01-01

This paper describes two methods of trajectory optimization to obtain an optimal trajectory of minimum-fuel- to-climb for an aircraft. The first method is based on the adjoint method, and the second method is based on a direct trajectory optimization method using a Chebyshev polynomial approximation and cubic spine approximation. The approximate optimal trajectory will be compared with the adjoint-based optimal trajectory which is considered as the true optimal solution of the trajectory optimization problem. The adjoint-based optimization problem leads to a singular optimal control solution which results in a bang-singular-bang optimal control.

The fast neutron fluence and the activation detector activity calculations using the effective source method and the adjoint function

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hep, J.; Konecna, A.; Krysl, V.

2011-07-01

This paper describes the application of effective source in forward calculations and the adjoint method to the solution of fast neutron fluence and activation detector activities in the reactor pressure vessel (RPV) and RPV cavity of a VVER-440 reactor. Its objective is the demonstration of both methods on a practical task. The effective source method applies the Boltzmann transport operator to time integrated source data in order to obtain neutron fluence and detector activities. By weighting the source data by time dependent decay of the detector activity, the result of the calculation is the detector activity. Alternatively, if the weightingmore » is uniform with respect to time, the result is the fluence. The approach works because of the inherent linearity of radiation transport in non-multiplying time-invariant media. Integrated in this way, the source data are referred to as the effective source. The effective source in the forward calculations method thereby enables the analyst to replace numerous intensive transport calculations with a single transport calculation in which the time dependence and magnitude of the source are correctly represented. In this work, the effective source method has been expanded slightly in the following way: neutron source data were performed with few group method calculation using the active core calculation code MOBY-DICK. The follow-up neutron transport calculation was performed using the neutron transport code TORT to perform multigroup calculations. For comparison, an alternative method of calculation has been used based upon adjoint functions of the Boltzmann transport equation. Calculation of the three-dimensional (3-D) adjoint function for each required computational outcome has been obtained using the deterministic code TORT and the cross section library BGL440. Adjoint functions appropriate to the required fast neutron flux density and neutron reaction rates have been calculated for several significant points within

Adjoint Sensitivity Analysis of Radiative Transfer Equation: Temperature and Gas Mixing Ratio Weighting Functions for Remote Sensing of Scattering Atmospheres in Thermal IR

NASA Technical Reports Server (NTRS)

Ustinov, E.

1999-01-01

Sensitivity analysis based on using of the adjoint equation of radiative transfer is applied to the case of atmospheric remote sensing in the thermal spectral region with non-negligeable atmospheric scattering.

Optimization of wind plant layouts using an adjoint approach

DOE PAGES

King, Ryan N.; Dykes, Katherine; Graf, Peter; ...

2017-03-10

Using adjoint optimization and three-dimensional steady-state Reynolds-averaged Navier–Stokes (RANS) simulations, we present a new gradient-based approach for optimally siting wind turbines within utility-scale wind plants. By solving the adjoint equations of the flow model, the gradients needed for optimization are found at a cost that is independent of the number of control variables, thereby permitting optimization of large wind plants with many turbine locations. Moreover, compared to the common approach of superimposing prescribed wake deficits onto linearized flow models, the computational efficiency of the adjoint approach allows the use of higher-fidelity RANS flow models which can capture nonlinear turbulent flowmore » physics within a wind plant. The steady-state RANS flow model is implemented in the Python finite-element package FEniCS and the derivation and solution of the discrete adjoint equations are automated within the dolfin-adjoint framework. Gradient-based optimization of wind turbine locations is demonstrated for idealized test cases that reveal new optimization heuristics such as rotational symmetry, local speedups, and nonlinear wake curvature effects. Layout optimization is also demonstrated on more complex wind rose shapes, including a full annual energy production (AEP) layout optimization over 36 inflow directions and 5 wind speed bins.« less

Optimization of wind plant layouts using an adjoint approach

DOE Office of Scientific and Technical Information (OSTI.GOV)

King, Ryan N.; Dykes, Katherine; Graf, Peter

Using adjoint optimization and three-dimensional steady-state Reynolds-averaged Navier–Stokes (RANS) simulations, we present a new gradient-based approach for optimally siting wind turbines within utility-scale wind plants. By solving the adjoint equations of the flow model, the gradients needed for optimization are found at a cost that is independent of the number of control variables, thereby permitting optimization of large wind plants with many turbine locations. Moreover, compared to the common approach of superimposing prescribed wake deficits onto linearized flow models, the computational efficiency of the adjoint approach allows the use of higher-fidelity RANS flow models which can capture nonlinear turbulent flowmore » physics within a wind plant. The steady-state RANS flow model is implemented in the Python finite-element package FEniCS and the derivation and solution of the discrete adjoint equations are automated within the dolfin-adjoint framework. Gradient-based optimization of wind turbine locations is demonstrated for idealized test cases that reveal new optimization heuristics such as rotational symmetry, local speedups, and nonlinear wake curvature effects. Layout optimization is also demonstrated on more complex wind rose shapes, including a full annual energy production (AEP) layout optimization over 36 inflow directions and 5 wind speed bins.« less

Application of variational principles and adjoint integrating factors for constructing numerical GFD models

NASA Astrophysics Data System (ADS)

Penenko, Vladimir; Tsvetova, Elena; Penenko, Alexey

2015-04-01

The proposed method is considered on an example of hydrothermodynamics and atmospheric chemistry models [1,2]. In the development of the existing methods for constructing numerical schemes possessing the properties of total approximation for operators of multiscale process models, we have developed a new variational technique, which uses the concept of adjoint integrating factors. The technique is as follows. First, a basic functional of the variational principle (the integral identity that unites the model equations, initial and boundary conditions) is transformed using Lagrange's identity and the second Green's formula. As a result, the action of the operators of main problem in the space of state functions is transferred to the adjoint operators defined in the space of sufficiently smooth adjoint functions. By the choice of adjoint functions the order of the derivatives becomes lower by one than those in the original equations. We obtain a set of new balance relationships that take into account the sources and boundary conditions. Next, we introduce the decomposition of the model domain into a set of finite volumes. For multi-dimensional non-stationary problems, this technique is applied in the framework of the variational principle and schemes of decomposition and splitting on the set of physical processes for each coordinate directions successively at each time step. For each direction within the finite volume, the analytical solutions of one-dimensional homogeneous adjoint equations are constructed. In this case, the solutions of adjoint equations serve as integrating factors. The results are the hybrid discrete-analytical schemes. They have the properties of stability, approximation and unconditional monotony for convection-diffusion operators. These schemes are discrete in time and analytic in the spatial variables. They are exact in case of piecewise-constant coefficients within the finite volume and along the coordinate lines of the grid area in each

Assessing the Impact of Observations on Numerical Weather Forecasts Using the Adjoint Method

NASA Technical Reports Server (NTRS)

Gelaro, Ronald

2012-01-01

The adjoint of a data assimilation system provides a flexible and efficient tool for estimating observation impacts on short-range weather forecasts. The impacts of any or all observations can be estimated simultaneously based on a single execution of the adjoint system. The results can be easily aggregated according to data type, location, channel, etc., making this technique especially attractive for examining the impacts of new hyper-spectral satellite instruments and for conducting regular, even near-real time, monitoring of the entire observing system. This talk provides a general overview of the adjoint method, including the theoretical basis and practical implementation of the technique. Results are presented from the adjoint-based observation impact monitoring tool in NASA's GEOS-5 global atmospheric data assimilation and forecast system. When performed in conjunction with standard observing system experiments (OSEs), the adjoint results reveal both redundancies and dependencies between observing system impacts as observations are added or removed from the assimilation system. Understanding these dependencies may be important for optimizing the use of the current observational network and defining requirements for future observing systems

Tangent Adjoint Methods In a Higher-Order Space-Time Discontinuous-Galerkin Solver For Turbulent Flows

NASA Technical Reports Server (NTRS)

Diosady, Laslo; Murman, Scott; Blonigan, Patrick; Garai, Anirban

2017-01-01

Presented space-time adjoint solver for turbulent compressible flows. Confirmed failure of traditional sensitivity methods for chaotic flows. Assessed rate of exponential growth of adjoint for practical 3D turbulent simulation. Demonstrated failure of short-window sensitivity approximations.

Variational data assimilation with a semi-Lagrangian semi-implicit global shallow-water equation model and its adjoint

NASA Technical Reports Server (NTRS)

Li, Y.; Navon, I. M.; Courtier, P.; Gauthier, P.

1993-01-01

An adjoint model is developed for variational data assimilation using the 2D semi-Lagrangian semi-implicit (SLSI) shallow-water equation global model of Bates et al. with special attention being paid to the linearization of the interpolation routines. It is demonstrated that with larger time steps the limit of the validity of the tangent linear model will be curtailed due to the interpolations, especially in regions where sharp gradients in the interpolated variables coupled with strong advective wind occur, a synoptic situation common in the high latitudes. This effect is particularly evident near the pole in the Northern Hemisphere during the winter season. Variational data assimilation experiments of 'identical twin' type with observations available only at the end of the assimilation period perform well with this adjoint model. It is confirmed that the computational efficiency of the semi-Lagrangian scheme is preserved during the minimization process, related to the variational data assimilation procedure.

Learning a trajectory using adjoint functions and teacher forcing

NASA Technical Reports Server (NTRS)

Toomarian, Nikzad B.; Barhen, Jacob

1992-01-01

A new methodology for faster supervised temporal learning in nonlinear neural networks is presented which builds upon the concept of adjoint operators to allow fast computation of the gradients of an error functional with respect to all parameters of the neural architecture, and exploits the concept of teacher forcing to incorporate information on the desired output into the activation dynamics. The importance of the initial or final time conditions for the adjoint equations is discussed. A new algorithm is presented in which the adjoint equations are solved simultaneously (i.e., forward in time) with the activation dynamics of the neural network. We also indicate how teacher forcing can be modulated in time as learning proceeds. The results obtained show that the learning time is reduced by one to two orders of magnitude with respect to previously published results, while trajectory tracking is significantly improved. The proposed methodology makes hardware implementation of temporal learning attractive for real-time applications.

Seismic Imaging of VTI, HTI and TTI based on Adjoint Methods

NASA Astrophysics Data System (ADS)

Rusmanugroho, H.; Tromp, J.

2014-12-01

Recent studies show that isotropic seismic imaging based on adjoint method reduces low-frequency artifact caused by diving waves, which commonly occur in two-wave wave-equation migration, such as Reverse Time Migration (RTM). Here, we derive new expressions of sensitivity kernels for Vertical Transverse Isotropy (VTI) using the Thomsen parameters (ɛ, δ, γ) plus the P-, and S-wave speeds (α, β) as well as via the Chen & Tromp (GJI 2005) parameters (A, C, N, L, F). For Horizontal Transverse Isotropy (HTI), these parameters depend on an azimuthal angle φ, where the tilt angle θ is equivalent to 90°, and for Tilted Transverse Isotropy (TTI), these parameters depend on both the azimuth and tilt angles. We calculate sensitivity kernels for each of these two approaches. Individual kernels ("images") are numerically constructed based on the interaction between the regular and adjoint wavefields in smoothed models which are in practice estimated through Full-Waveform Inversion (FWI). The final image is obtained as a result of summing all shots, which are well distributed to sample the target model properly. The impedance kernel, which is a sum of sensitivity kernels of density and the Thomsen or Chen & Tromp parameters, looks crisp and promising for seismic imaging. The other kernels suffer from low-frequency artifacts, similar to traditional seismic imaging conditions. However, all sensitivity kernels are important for estimating the gradient of the misfit function, which, in combination with a standard gradient-based inversion algorithm, is used to minimize the objective function in FWI.

Discrete Adjoint-Based Design Optimization of Unsteady Turbulent Flows on Dynamic Unstructured Grids

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Diskin, Boris; Yamaleev, Nail K.

2009-01-01

An adjoint-based methodology for design optimization of unsteady turbulent flows on dynamic unstructured grids is described. The implementation relies on an existing unsteady three-dimensional unstructured grid solver capable of dynamic mesh simulations and discrete adjoint capabilities previously developed for steady flows. The discrete equations for the primal and adjoint systems are presented for the backward-difference family of time-integration schemes on both static and dynamic grids. The consistency of sensitivity derivatives is established via comparisons with complex-variable computations. The current work is believed to be the first verified implementation of an adjoint-based optimization methodology for the true time-dependent formulation of the Navier-Stokes equations in a practical computational code. Large-scale shape optimizations are demonstrated for turbulent flows over a tiltrotor geometry and a simulated aeroelastic motion of a fighter jet.

Slope tomography based on eikonal solvers and the adjoint-state method

NASA Astrophysics Data System (ADS)

Tavakoli F., B.; Operto, S.; Ribodetti, A.; Virieux, J.

2017-06-01

Velocity macromodel building is a crucial step in the seismic imaging workflow as it provides the necessary background model for migration or full waveform inversion. In this study, we present a new formulation of stereotomography that can handle more efficiently long-offset acquisition, complex geological structures and large-scale data sets. Stereotomography is a slope tomographic method based upon a semi-automatic picking of local coherent events. Each local coherent event, characterized by its two-way traveltime and two slopes in common-shot and common-receiver gathers, is tied to a scatterer or a reflector segment in the subsurface. Ray tracing provides a natural forward engine to compute traveltime and slopes but can suffer from non-uniform ray sampling in presence of complex media and long-offset acquisitions. Moreover, most implementations of stereotomography explicitly build a sensitivity matrix, leading to the resolution of large systems of linear equations, which can be cumbersome when large-scale data sets are considered. Overcoming these issues comes with a new matrix-free formulation of stereotomography: a factored eikonal solver based on the fast sweeping method to compute first-arrival traveltimes and an adjoint-state formulation to compute the gradient of the misfit function. By solving eikonal equation from sources and receivers, we make the computational cost proportional to the number of sources and receivers while it is independent of picked events density in each shot and receiver gather. The model space involves the subsurface velocities and the scatterer coordinates, while the dips of the reflector segments are implicitly represented by the spatial support of the adjoint sources and are updated through the joint localization of nearby scatterers. We present an application on the complex Marmousi model for a towed-streamer acquisition and a realistic distribution of local events. We show that the estimated model, built without any prior

Comparing mass balance and adjoint methods for inverse modeling of nitrogen dioxide columns for global nitrogen oxide emissions

NASA Astrophysics Data System (ADS)

Cooper, Matthew; Martin, Randall V.; Padmanabhan, Akhila; Henze, Daven K.

2017-04-01

Satellite observations offer information applicable to top-down constraints on emission inventories through inverse modeling. Here we compare two methods of inverse modeling for emissions of nitrogen oxides (NOx) from nitrogen dioxide (NO2) columns using the GEOS-Chem chemical transport model and its adjoint. We treat the adjoint-based 4D-Var modeling approach for estimating top-down emissions as a benchmark against which to evaluate variations on the mass balance method. We use synthetic NO2 columns generated from known NOx emissions to serve as "truth." We find that error in mass balance inversions can be reduced by up to a factor of 2 with an iterative process that uses finite difference calculations of the local sensitivity of NO2 columns to a change in emissions. In a simplified experiment to recover local emission perturbations, horizontal smearing effects due to NOx transport are better resolved by the adjoint approach than by mass balance. For more complex emission changes, or at finer resolution, the iterative finite difference mass balance and adjoint methods produce similar global top-down inventories when inverting hourly synthetic observations, both reducing the a priori error by factors of 3-4. Inversions of simulated satellite observations from low Earth and geostationary orbits also indicate that both the mass balance and adjoint inversions produce similar results, reducing a priori error by a factor of 3. As the iterative finite difference mass balance method provides similar accuracy as the adjoint method, it offers the prospect of accurately estimating top-down NOx emissions using models that do not have an adjoint.

Adjoint Techniques for Topology Optimization of Structures Under Damage Conditions

NASA Technical Reports Server (NTRS)

Akgun, Mehmet A.; Haftka, Raphael T.

2000-01-01

The objective of this cooperative agreement was to seek computationally efficient ways to optimize aerospace structures subject to damage tolerance criteria. Optimization was to involve sizing as well as topology optimization. The work was done in collaboration with Steve Scotti, Chauncey Wu and Joanne Walsh at the NASA Langley Research Center. Computation of constraint sensitivity is normally the most time-consuming step of an optimization procedure. The cooperative work first focused on this issue and implemented the adjoint method of sensitivity computation (Haftka and Gurdal, 1992) in an optimization code (runstream) written in Engineering Analysis Language (EAL). The method was implemented both for bar and plate elements including buckling sensitivity for the latter. Lumping of constraints was investigated as a means to reduce the computational cost. Adjoint sensitivity computation was developed and implemented for lumped stress and buckling constraints. Cost of the direct method and the adjoint method was compared for various structures with and without lumping. The results were reported in two papers (Akgun et al., 1998a and 1999). It is desirable to optimize topology of an aerospace structure subject to a large number of damage scenarios so that a damage tolerant structure is obtained. Including damage scenarios in the design procedure is critical in order to avoid large mass penalties at later stages (Haftka et al., 1983). A common method for topology optimization is that of compliance minimization (Bendsoe, 1995) which has not been used for damage tolerant design. In the present work, topology optimization is treated as a conventional problem aiming to minimize the weight subject to stress constraints. Multiple damage configurations (scenarios) are considered. Each configuration has its own structural stiffness matrix and, normally, requires factoring of the matrix and solution of the system of equations. Damage that is expected to be tolerated is local

Unsteady Adjoint Approach for Design Optimization of Flapping Airfoils

NASA Technical Reports Server (NTRS)

Lee, Byung Joon; Liou, Meng-Sing

2012-01-01

This paper describes the work for optimizing the propulsive efficiency of flapping airfoils, i.e., improving the thrust under constraining aerodynamic work during the flapping flights by changing their shape and trajectory of motion with the unsteady discrete adjoint approach. For unsteady problems, it is essential to properly resolving time scales of motion under consideration and it must be compatible with the objective sought after. We include both the instantaneous and time-averaged (periodic) formulations in this study. For the design optimization with shape parameters or motion parameters, the time-averaged objective function is found to be more useful, while the instantaneous one is more suitable for flow control. The instantaneous objective function is operationally straightforward. On the other hand, the time-averaged objective function requires additional steps in the adjoint approach; the unsteady discrete adjoint equations for a periodic flow must be reformulated and the corresponding system of equations solved iteratively. We compare the design results from shape and trajectory optimizations and investigate the physical relevance of design variables to the flapping motion at on- and off-design conditions.

Adjoint shape optimization for fluid-structure interaction of ducted flows

NASA Astrophysics Data System (ADS)

Heners, J. P.; Radtke, L.; Hinze, M.; Düster, A.

2018-03-01

Based on the coupled problem of time-dependent fluid-structure interaction, equations for an appropriate adjoint problem are derived by the consequent use of the formal Lagrange calculus. Solutions of both primal and adjoint equations are computed in a partitioned fashion and enable the formulation of a surface sensitivity. This sensitivity is used in the context of a steepest descent algorithm for the computation of the required gradient of an appropriate cost functional. The efficiency of the developed optimization approach is demonstrated by minimization of the pressure drop in a simple two-dimensional channel flow and in a three-dimensional ducted flow surrounded by a thin-walled structure.

Finite-frequency tomography using adjoint methods-Methodology and examples using membrane surface waves

NASA Astrophysics Data System (ADS)

Tape, Carl; Liu, Qinya; Tromp, Jeroen

2007-03-01

We employ adjoint methods in a series of synthetic seismic tomography experiments to recover surface wave phase-speed models of southern California. Our approach involves computing the Fréchet derivative for tomographic inversions via the interaction between a forward wavefield, propagating from the source to the receivers, and an `adjoint' wavefield, propagating from the receivers back to the source. The forward wavefield is computed using a 2-D spectral-element method (SEM) and a phase-speed model for southern California. A `target' phase-speed model is used to generate the `data' at the receivers. We specify an objective or misfit function that defines a measure of misfit between data and synthetics. For a given receiver, the remaining differences between data and synthetics are time-reversed and used as the source of the adjoint wavefield. For each earthquake, the interaction between the regular and adjoint wavefields is used to construct finite-frequency sensitivity kernels, which we call event kernels. An event kernel may be thought of as a weighted sum of phase-specific (e.g. P) banana-doughnut kernels, with weights determined by the measurements. The overall sensitivity is simply the sum of event kernels, which defines the misfit kernel. The misfit kernel is multiplied by convenient orthonormal basis functions that are embedded in the SEM code, resulting in the gradient of the misfit function, that is, the Fréchet derivative. A non-linear conjugate gradient algorithm is used to iteratively improve the model while reducing the misfit function. We illustrate the construction of the gradient and the minimization algorithm, and consider various tomographic experiments, including source inversions, structural inversions and joint source-structure inversions. Finally, we draw connections between classical Hessian-based tomography and gradient-based adjoint tomography.

A comparison of discrete versus continuous adjoint states to invert groundwater flow in heterogeneous dual porosity systems

NASA Astrophysics Data System (ADS)

Delay, Frederick; Badri, Hamid; Fahs, Marwan; Ackerer, Philippe

2017-12-01

Dual porosity models become increasingly used for simulating groundwater flow at the large scale in fractured porous media. In this context, model inversions with the aim of retrieving the system heterogeneity are frequently faced with huge parameterizations for which descent methods of inversion with the assistance of adjoint state calculations are well suited. We compare the performance of discrete and continuous forms of adjoint states associated with the flow equations in a dual porosity system. The discrete form inherits from previous works by some of the authors, as the continuous form is completely new and here fully differentiated for handling all types of model parameters. Adjoint states assist descent methods by calculating the gradient components of the objective function, these being a key to good convergence of inverse solutions. Our comparison on the basis of synthetic exercises show that both discrete and continuous adjoint states can provide very similar solutions close to reference. For highly heterogeneous systems, the calculation grid of the continuous form cannot be too coarse, otherwise the method may show lack of convergence. This notwithstanding, the continuous adjoint state is the most versatile form as its non-intrusive character allows for plugging an inversion toolbox quasi-independent from the code employed for solving the forward problem.

An adjoint-based simultaneous estimation method of the asthenosphere's viscosity and afterslip using a fast and scalable finite-element adjoint solver

NASA Astrophysics Data System (ADS)

Agata, Ryoichiro; Ichimura, Tsuyoshi; Hori, Takane; Hirahara, Kazuro; Hashimoto, Chihiro; Hori, Muneo

2018-04-01

The simultaneous estimation of the asthenosphere's viscosity and coseismic slip/afterslip is expected to improve largely the consistency of the estimation results to observation data of crustal deformation collected in widely spread observation points, compared to estimations of slips only. Such an estimate can be formulated as a non-linear inverse problem of material properties of viscosity and input force that is equivalent to fault slips based on large-scale finite-element (FE) modeling of crustal deformation, in which the degree of freedom is in the order of 109. We formulated and developed a computationally efficient adjoint-based estimation method for this inverse problem, together with a fast and scalable FE solver for the associated forward and adjoint problems. In a numerical experiment that imitates the 2011 Tohoku-Oki earthquake, the advantage of the proposed method is confirmed by comparing the estimated results with those obtained using simplified estimation methods. The computational cost required for the optimization shows that the proposed method enabled the targeted estimation to be completed with moderate amount of computational resources.

Squared eigenfunctions for the Sasa-Satsuma equation

NASA Astrophysics Data System (ADS)

Yang, Jianke; Kaup, D. J.

2009-02-01

Squared eigenfunctions are quadratic combinations of Jost functions and adjoint Jost functions which satisfy the linearized equation of an integrable equation. They are needed for various studies related to integrable equations, such as the development of its soliton perturbation theory. In this article, squared eigenfunctions are derived for the Sasa-Satsuma equation whose spectral operator is a 3×3 system, while its linearized operator is a 2×2 system. It is shown that these squared eigenfunctions are sums of two terms, where each term is a product of a Jost function and an adjoint Jost function. The procedure of this derivation consists of two steps: First is to calculate the variations of the potentials via variations of the scattering data by the Riemann-Hilbert method. The second one is to calculate the variations of the scattering data via the variations of the potentials through elementary calculations. While this procedure has been used before on other integrable equations, it is shown here, for the first time, that for a general integrable equation, the functions appearing in these variation relations are precisely the squared eigenfunctions and adjoint squared eigenfunctions satisfying, respectively, the linearized equation and the adjoint linearized equation of the integrable system. This proof clarifies this procedure and provides a unified explanation for previous results of squared eigenfunctions on individual integrable equations. This procedure uses primarily the spectral operator of the Lax pair. Thus two equations in the same integrable hierarchy will share the same squared eigenfunctions (except for a time-dependent factor). In the Appendix, the squared eigenfunctions are presented for the Manakov equations whose spectral operator is closely related to that of the Sasa-Satsuma equation.

Variational Methods in Design Optimization and Sensitivity Analysis for Two-Dimensional Euler Equations

NASA Technical Reports Server (NTRS)

Ibrahim, A. H.; Tiwari, S. N.; Smith, R. E.

1997-01-01

Variational methods (VM) sensitivity analysis employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.

A forward-adjoint operator pair based on the elastic wave equation for use in transcranial photoacoustic computed tomography

PubMed Central

Mitsuhashi, Kenji; Poudel, Joemini; Matthews, Thomas P.; Garcia-Uribe, Alejandro; Wang, Lihong V.; Anastasio, Mark A.

2017-01-01

Photoacoustic computed tomography (PACT) is an emerging imaging modality that exploits optical contrast and ultrasonic detection principles to form images of the photoacoustically induced initial pressure distribution within tissue. The PACT reconstruction problem corresponds to an inverse source problem in which the initial pressure distribution is recovered from measurements of the radiated wavefield. A major challenge in transcranial PACT brain imaging is compensation for aberrations in the measured data due to the presence of the skull. Ultrasonic waves undergo absorption, scattering and longitudinal-to-shear wave mode conversion as they propagate through the skull. To properly account for these effects, a wave-equation-based inversion method should be employed that can model the heterogeneous elastic properties of the skull. In this work, a forward model based on a finite-difference time-domain discretization of the three-dimensional elastic wave equation is established and a procedure for computing the corresponding adjoint of the forward operator is presented. Massively parallel implementations of these operators employing multiple graphics processing units (GPUs) are also developed. The developed numerical framework is validated and investigated in computer19 simulation and experimental phantom studies whose designs are motivated by transcranial PACT applications. PMID:29387291

A New Method for Computing Three-Dimensional Capture Fraction in Heterogeneous Regional Systems using the MODFLOW Adjoint Code

NASA Astrophysics Data System (ADS)

Clemo, T. M.; Ramarao, B.; Kelly, V. A.; Lavenue, M.

2011-12-01

Capture is a measure of the impact of groundwater pumping upon groundwater and surface water systems. The computation of capture through analytical or numerical methods has been the subject of articles in the literature for several decades (Bredehoeft et al., 1982). Most recently Leake et al. (2010) described a systematic way to produce capture maps in three-dimensional systems using a numerical perturbation approach in which capture from streams was computed using unit rate pumping at many locations within a MODFLOW model. The Leake et al. (2010) method advances the current state of computing capture. A limitation stems from the computational demand required by the perturbation approach wherein days or weeks of computational time might be required to obtain a robust measure of capture. In this paper, we present an efficient method to compute capture in three-dimensional systems based upon adjoint states. The efficiency of the adjoint method will enable uncertainty analysis to be conducted on capture calculations. The USGS and INTERA have collaborated to extend the MODFLOW Adjoint code (Clemo, 2007) to include stream-aquifer interaction and have applied it to one of the examples used in Leake et al. (2010), the San Pedro Basin MODFLOW model. With five layers and 140,800 grid blocks per layer, the San Pedro Basin model, provided an ideal example data set to compare the capture computed from the perturbation and the adjoint methods. The capture fraction map produced from the perturbation method for the San Pedro Basin model required significant computational time to compute and therefore the locations for the pumping wells were limited to 1530 locations in layer 4. The 1530 direct simulations of capture require approximately 76 CPU hours. Had capture been simulated in each grid block in each layer, as is done in the adjoint method, the CPU time would have been on the order of 4 years. The MODFLOW-Adjoint produced the capture fraction map of the San Pedro Basin model

Adjoint-Based Sensitivity Maps for the Nearshore

NASA Astrophysics Data System (ADS)

Orzech, Mark; Veeramony, Jay; Ngodock, Hans

2013-04-01

The wave model SWAN (Booij et al., 1999) solves the spectral action balance equation to produce nearshore wave forecasts and climatologies. It is widely used by the coastal modeling community and is part of a variety of coupled ocean-wave-atmosphere model systems. A variational data assimilation system (Orzech et al., 2013) has recently been developed for SWAN and is presently being transitioned to operational use by the U.S. Naval Oceanographic Office. This system is built around a numerical adjoint to the fully nonlinear, nonstationary SWAN code. When provided with measured or artificial "observed" spectral wave data at a location of interest on a given nearshore bathymetry, the adjoint can compute the degree to which spectral energy levels at other locations are correlated with - or "sensitive" to - variations in the observed spectrum. Adjoint output may be used to construct a sensitivity map for the entire domain, tracking correlations of spectral energy throughout the grid. When access is denied to the actual locations of interest, sensitivity maps can be used to determine optimal alternate locations for data collection by identifying regions of greatest sensitivity in the mapped domain. The present study investigates the properties of adjoint-generated sensitivity maps for nearshore wave spectra. The adjoint and forward SWAN models are first used in an idealized test case at Duck, NC, USA, to demonstrate the system's effectiveness at optimizing forecasts of shallow water wave spectra for an inaccessible surf-zone location. Then a series of simulations is conducted for a variety of different initializing conditions, to examine the effects of seasonal changes in wave climate, errors in bathymetry, and variations in size and shape of the inaccessible region of interest. Model skill is quantified using two methods: (1) a more traditional correlation of observed and modeled spectral statistics such as significant wave height, and (2) a recently developed RMS

Improved Adjoint-Operator Learning For A Neural Network

NASA Technical Reports Server (NTRS)

Toomarian, Nikzad; Barhen, Jacob

1995-01-01

Improved method of adjoint-operator learning reduces amount of computation and associated computational memory needed to make electronic neural network learn temporally varying pattern (e.g., to recognize moving object in image) in real time. Method extension of method described in "Adjoint-Operator Learning for a Neural Network" (NPO-18352).

Adjoint Methods for Adjusting Three-Dimensional Atmosphere and Surface Properties to Fit Multi-Angle Multi-Pixel Polarimetric Measurements

NASA Technical Reports Server (NTRS)

Martin, William G.; Cairns, Brian; Bal, Guillaume

2014-01-01

This paper derives an efficient procedure for using the three-dimensional (3D) vector radiative transfer equation (VRTE) to adjust atmosphere and surface properties and improve their fit with multi-angle/multi-pixel radiometric and polarimetric measurements of scattered sunlight. The proposed adjoint method uses the 3D VRTE to compute the measurement misfit function and the adjoint 3D VRTE to compute its gradient with respect to all unknown parameters. In the remote sensing problems of interest, the scalar-valued misfit function quantifies agreement with data as a function of atmosphere and surface properties, and its gradient guides the search through this parameter space. Remote sensing of the atmosphere and surface in a three-dimensional region may require thousands of unknown parameters and millions of data points. Many approaches would require calls to the 3D VRTE solver in proportion to the number of unknown parameters or measurements. To avoid this issue of scale, we focus on computing the gradient of the misfit function as an alternative to the Jacobian of the measurement operator. The resulting adjoint method provides a way to adjust 3D atmosphere and surface properties with only two calls to the 3D VRTE solver for each spectral channel, regardless of the number of retrieval parameters, measurement view angles or pixels. This gives a procedure for adjusting atmosphere and surface parameters that will scale to the large problems of 3D remote sensing. For certain types of multi-angle/multi-pixel polarimetric measurements, this encourages the development of a new class of three-dimensional retrieval algorithms with more flexible parametrizations of spatial heterogeneity, less reliance on data screening procedures, and improved coverage in terms of the resolved physical processes in the Earth?s atmosphere.

Efficient Construction of Discrete Adjoint Operators on Unstructured Grids Using Complex Variables

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Kleb, William L.

2005-01-01

A methodology is developed and implemented to mitigate the lengthy software development cycle typically associated with constructing a discrete adjoint solver for aerodynamic simulations. The approach is based on a complex-variable formulation that enables straightforward differentiation of complicated real-valued functions. An automated scripting process is used to create the complex-variable form of the set of discrete equations. An efficient method for assembling the residual and cost function linearizations is developed. The accuracy of the implementation is verified through comparisons with a discrete direct method as well as a previously developed handcoded discrete adjoint approach. Comparisons are also shown for a large-scale configuration to establish the computational efficiency of the present scheme. To ultimately demonstrate the power of the approach, the implementation is extended to high temperature gas flows in chemical nonequilibrium. Finally, several fruitful research and development avenues enabled by the current work are suggested.

Inverse Regional Modeling with Adjoint-Free Technique

NASA Astrophysics Data System (ADS)

Yaremchuk, M.; Martin, P.; Panteleev, G.; Beattie, C.

2016-02-01

The ongoing parallelization trend in computer technologies facilitates the use ensemble methods in geophysical data assimilation. Of particular interest are ensemble techniques which do not require the development of tangent linear numerical models and their adjoints for optimization. These ``adjoint-free'' methods minimize the cost function within the sequence of subspaces spanned by a carefully chosen sets perturbations of the control variables. In this presentation, an adjoint-free variational technique (a4dVar) is demonstrated in an application estimating initial conditions of two numerical models: the Navy Coastal Ocean Model (NCOM), and the surface wave model (WAM). With the NCOM, performance of both adjoint and adjoint-free 4dVar data assimilation techniques is compared in application to the hydrographic surveys and velocity observations collected in the Adriatic Sea in 2006. Numerical experiments have shown that a4dVar is capable of providing forecast skill similar to that of conventional 4dVar at comparable computational expense while being less susceptible to excitation of ageostrophic modes that are not supported by observations. Adjoint-free technique constrained by the WAM model is tested in a series of data assimilation experiments with synthetic observations in the southern Chukchi Sea. The types of considered observations are directional spectra estimated from point measurements by stationary buoys, significant wave height (SWH) observations by coastal high-frequency radars and along-track SWH observations by satellite altimeters. The a4dVar forecast skill is shown to be 30-40% better than the skill of the sequential assimilaiton method based on optimal interpolation which is currently used in operations. Prospects of further development of the a4dVar methods in regional applications are discussed.

An Efficient Method Coupling Kernel Principal Component Analysis with Adjoint-Based Optimal Control and Its Goal-Oriented Extensions

NASA Astrophysics Data System (ADS)

Thimmisetty, C.; Talbot, C.; Tong, C. H.; Chen, X.

2016-12-01

The representativeness of available data poses a significant fundamental challenge to the quantification of uncertainty in geophysical systems. Furthermore, the successful application of machine learning methods to geophysical problems involving data assimilation is inherently constrained by the extent to which obtainable data represent the problem considered. We show how the adjoint method, coupled with optimization based on methods of machine learning, can facilitate the minimization of an objective function defined on a space of significantly reduced dimension. By considering uncertain parameters as constituting a stochastic process, the Karhunen-Loeve expansion and its nonlinear extensions furnish an optimal basis with respect to which optimization using L-BFGS can be carried out. In particular, we demonstrate that kernel PCA can be coupled with adjoint-based optimal control methods to successfully determine the distribution of material parameter values for problems in the context of channelized deformable media governed by the equations of linear elasticity. Since certain subsets of the original data are characterized by different features, the convergence rate of the method in part depends on, and may be limited by, the observations used to furnish the kernel principal component basis. By determining appropriate weights for realizations of the stochastic random field, then, one may accelerate the convergence of the method. To this end, we present a formulation of Weighted PCA combined with a gradient-based means using automatic differentiation to iteratively re-weight observations concurrent with the determination of an optimal reduced set control variables in the feature space. We demonstrate how improvements in the accuracy and computational efficiency of the weighted linear method can be achieved over existing unweighted kernel methods, and discuss nonlinear extensions of the algorithm.

Aerodynamic Design Optimization on Unstructured Meshes Using the Navier-Stokes Equations

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Anderson, W. Kyle

1998-01-01

A discrete adjoint method is developed and demonstrated for aerodynamic design optimization on unstructured grids. The governing equations are the three-dimensional Reynolds-averaged Navier-Stokes equations coupled with a one-equation turbulence model. A discussion of the numerical implementation of the flow and adjoint equations is presented. Both compressible and incompressible solvers are differentiated and the accuracy of the sensitivity derivatives is verified by comparing with gradients obtained using finite differences. Several simplifying approximations to the complete linearization of the residual are also presented, and the resulting accuracy of the derivatives is examined. Demonstration optimizations for both compressible and incompressible flows are given.

An adjoint-based framework for maximizing mixing in binary fluids

NASA Astrophysics Data System (ADS)

Eggl, Maximilian; Schmid, Peter

2017-11-01

Mixing in the inertial, but laminar parameter regime is a common application in a wide range of industries. Enhancing the efficiency of mixing processes thus has a fundamental effect on product quality, material homogeneity and, last but not least, production costs. In this project, we address mixing efficiency in the above mentioned regime (Reynolds number Re = 1000 , Peclet number Pe = 1000) by developing and demonstrating an algorithm based on nonlinear adjoint looping that minimizes the variance of a passive scalar field which models our binary Newtonian fluids. The numerical method is based on the FLUSI code (Engels et al. 2016), a Fourier pseudo-spectral code, which we modified and augmented by scalar transport and adjoint equations. Mixing is accomplished by moving stirrers which are numerically modeled using a penalization approach. In our two-dimensional simulations we consider rotating circular and elliptic stirrers and extract optimal mixing strategies from the iterative scheme. The case of optimizing shape and rotational speed of the stirrers will be demonstrated.

Efficient Construction of Discrete Adjoint Operators on Unstructured Grids by Using Complex Variables

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Kleb, William L.

2005-01-01

A methodology is developed and implemented to mitigate the lengthy software development cycle typically associated with constructing a discrete adjoint solver for aerodynamic simulations. The approach is based on a complex-variable formulation that enables straightforward differentiation of complicated real-valued functions. An automated scripting process is used to create the complex-variable form of the set of discrete equations. An efficient method for assembling the residual and cost function linearizations is developed. The accuracy of the implementation is verified through comparisons with a discrete direct method as well as a previously developed handcoded discrete adjoint approach. Comparisons are also shown for a large-scale configuration to establish the computational efficiency of the present scheme. To ultimately demonstrate the power of the approach, the implementation is extended to high temperature gas flows in chemical nonequilibrium. Finally, several fruitful research and development avenues enabled by the current work are suggested.

Adjoint-Based Aerodynamic Design of Complex Aerospace Configurations

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.

2016-01-01

An overview of twenty years of adjoint-based aerodynamic design research at NASA Langley Research Center is presented. Adjoint-based algorithms provide a powerful tool for efficient sensitivity analysis of complex large-scale computational fluid dynamics (CFD) simulations. Unlike alternative approaches for which computational expense generally scales with the number of design parameters, adjoint techniques yield sensitivity derivatives of a simulation output with respect to all input parameters at the cost of a single additional simulation. With modern large-scale CFD applications often requiring millions of compute hours for a single analysis, the efficiency afforded by adjoint methods is critical in realizing a computationally tractable design optimization capability for such applications.

Towards efficient backward-in-time adjoint computations using data compression techniques

DOE PAGES

Cyr, E. C.; Shadid, J. N.; Wildey, T.

2014-12-16

In the context of a posteriori error estimation for nonlinear time-dependent partial differential equations, the state-of-the-practice is to use adjoint approaches which require the solution of a backward-in-time problem defined by a linearization of the forward problem. One of the major obstacles in the practical application of these approaches, we found, is the need to store, or recompute, the forward solution to define the adjoint problem and to evaluate the error representation. Our study considers the use of data compression techniques to approximate forward solutions employed in the backward-in-time integration. The development derives an error representation that accounts for themore » difference between the standard-approach and the compressed approximation of the forward solution. This representation is algorithmically similar to the standard representation and only requires the computation of the quantity of interest for the forward solution and the data-compressed reconstructed solution (i.e. scalar quantities that can be evaluated as the forward problem is integrated). This approach is then compared with existing techniques, such as checkpointing and time-averaged adjoints. Lastly, we provide numerical results indicating the potential efficiency of our approach on a transient diffusion–reaction equation and on the Navier–Stokes equations. These results demonstrate memory compression ratios up to 450×450× while maintaining reasonable accuracy in the error-estimates.« less

Adjoint affine fusion and tadpoles

DOE Office of Scientific and Technical Information (OSTI.GOV)

Urichuk, Andrew, E-mail: andrew.urichuk@uleth.ca; Walton, Mark A., E-mail: walton@uleth.ca; International School for Advanced Studies

2016-06-15

We study affine fusion with the adjoint representation. For simple Lie algebras, elementary and universal formulas determine the decomposition of a tensor product of an integrable highest-weight representation with the adjoint representation. Using the (refined) affine depth rule, we prove that equally striking results apply to adjoint affine fusion. For diagonal fusion, a coefficient equals the number of nonzero Dynkin labels of the relevant affine highest weight, minus 1. A nice lattice-polytope interpretation follows and allows the straightforward calculation of the genus-1 1-point adjoint Verlinde dimension, the adjoint affine fusion tadpole. Explicit formulas, (piecewise) polynomial in the level, are writtenmore » for the adjoint tadpoles of all classical Lie algebras. We show that off-diagonal adjoint affine fusion is obtained from the corresponding tensor product by simply dropping non-dominant representations.« less

Supersonic wing and wing-body shape optimization using an adjoint formulation

NASA Technical Reports Server (NTRS)

Reuther, James; Jameson, Antony

1995-01-01

This paper describes the implementation of optimization techniques based on control theory for wing and wing-body design of supersonic configurations. The work represents an extension of our earlier research in which control theory is used to devise a design procedure that significantly reduces the computational cost by employing an adjoint equation. In previous studies it was shown that control theory could be used toeviseransonic design methods for airfoils and wings in which the shape and the surrounding body-fitted mesh are both generated analytically, and the control is the mapping function. The method has also been implemented for both transonic potential flows and transonic flows governed by the Euler equations using an alternative formulation which employs numerically generated grids, so that it can treat more general configurations. Here results are presented for three-dimensional design cases subject to supersonic flows governed by the Euler equation.

Towards adjoint-based inversion for rheological parameters in nonlinear viscous mantle flow

NASA Astrophysics Data System (ADS)

Worthen, Jennifer; Stadler, Georg; Petra, Noemi; Gurnis, Michael; Ghattas, Omar

2014-09-01

We address the problem of inferring mantle rheological parameter fields from surface velocity observations and instantaneous nonlinear mantle flow models. We formulate this inverse problem as an infinite-dimensional nonlinear least squares optimization problem governed by nonlinear Stokes equations. We provide expressions for the gradient of the cost functional of this optimization problem with respect to two spatially-varying rheological parameter fields: the viscosity prefactor and the exponent of the second invariant of the strain rate tensor. Adjoint (linearized) Stokes equations, which are characterized by a 4th order anisotropic viscosity tensor, facilitates efficient computation of the gradient. A quasi-Newton method for the solution of this optimization problem is presented, which requires the repeated solution of both nonlinear forward Stokes and linearized adjoint Stokes equations. For the solution of the nonlinear Stokes equations, we find that Newton’s method is significantly more efficient than a Picard fixed point method. Spectral analysis of the inverse operator given by the Hessian of the optimization problem reveals that the numerical eigenvalues collapse rapidly to zero, suggesting a high degree of ill-posedness of the inverse problem. To overcome this ill-posedness, we employ Tikhonov regularization (favoring smooth parameter fields) or total variation (TV) regularization (favoring piecewise-smooth parameter fields). Solution of two- and three-dimensional finite element-based model inverse problems show that a constant parameter in the constitutive law can be recovered well from surface velocity observations. Inverting for a spatially-varying parameter field leads to its reasonable recovery, in particular close to the surface. When inferring two spatially varying parameter fields, only an effective viscosity field and the total viscous dissipation are recoverable. Finally, a model of a subducting plate shows that a localized weak zone at the

The development of three-dimensional adjoint method for flow control with blowing in convergent-divergent nozzle flows

NASA Astrophysics Data System (ADS)

Sikarwar, Nidhi

multiple experiments or numerical simulations. Alternatively an inverse design method can be used. An adjoint optimization method can be used to achieve the optimum blowing rate. It is shown that the method works for both geometry optimization and active control of the flow in order to deflect the flow in desirable ways. An adjoint optimization method is described. It is used to determine the blowing distribution in the diverging section of a convergent-divergent nozzle that gives a desired pressure distribution in the nozzle. Both the direct and adjoint problems and their associated boundary conditions are developed. The adjoint method is used to determine the blowing distribution required to minimize the shock strength in the nozzle to achieve a known target pressure and to achieve close to an ideally expanded flow pressure. A multi-block structured solver is developed to calculate the flow solution and associated adjoint variables. Two and three-dimensional calculations are performed for internal and external of the nozzle domains. A two step MacCormack scheme based on predictor- corrector technique is was used for some calculations. The four and five stage Runge-Kutta schemes are also used to artificially march in time. A modified Runge-Kutta scheme is used to accelerate the convergence to a steady state. Second order artificial dissipation has been added to stabilize the calculations. The steepest decent method has been used for the optimization of the blowing velocity after the gradients of the cost function with respect to the blowing velocity are calculated using adjoint method. Several examples are given of the optimization of blowing using the adjoint method.

Adjoint-Based Sensitivity Kernels for Glacial Isostatic Adjustment in a Laterally Varying Earth

NASA Astrophysics Data System (ADS)

Crawford, O.; Al-Attar, D.; Tromp, J.; Mitrovica, J. X.; Austermann, J.; Lau, H. C. P.

2017-12-01

We consider a new approach to both the forward and inverse problems in glacial isostatic adjustment. We present a method for forward modelling GIA in compressible and laterally heterogeneous earth models with a variety of linear and non-linear rheologies. Instead of using the so-called sea level equation, which must be solved iteratively, the forward theory we present consists of a number of coupled evolution equations that can be straightforwardly numerically integrated. We also apply the adjoint method to the inverse problem in order to calculate the derivatives of measurements of GIA with respect to the viscosity structure of the Earth. Such derivatives quantify the sensitivity of the measurements to the model. The adjoint method enables efficient calculation of continuous and laterally varying derivatives, allowing us to calculate the sensitivity of measurements of glacial isostatic adjustment to the Earth's three-dimensional viscosity structure. The derivatives have a number of applications within the inverse method. Firstly, they can be used within a gradient-based optimisation method to find a model which minimises some data misfit function. The derivatives can also be used to quantify the uncertainty in such a model and hence to provide understanding of which parts of the model are well constrained. Finally, they enable construction of measurements which provide sensitivity to a particular part of the model space. We illustrate both the forward and inverse aspects with numerical examples in a spherically symmetric earth model.

A three-dimensional finite-volume Eulerian-Lagrangian Localized Adjoint Method (ELLAM) for solute-transport modeling

USGS Publications Warehouse

Heberton, C.I.; Russell, T.F.; Konikow, Leonard F.; Hornberger, G.Z.

2000-01-01

This report documents the U.S. Geological Survey Eulerian-Lagrangian Localized Adjoint Method (ELLAM) algorithm that solves an integral form of the solute-transport equation, incorporating an implicit-in-time difference approximation for the dispersive and sink terms. Like the algorithm in the original version of the U.S. Geological Survey MOC3D transport model, ELLAM uses a method of characteristics approach to solve the transport equation on the basis of the velocity field. The ELLAM algorithm, however, is based on an integral formulation of conservation of mass and uses appropriate numerical techniques to obtain global conservation of mass. The implicit procedure eliminates several stability criteria required for an explicit formulation. Consequently, ELLAM allows large transport time increments to be used. ELLAM can produce qualitatively good results using a small number of transport time steps. A description of the ELLAM numerical method, the data-input requirements and output options, and the results of simulator testing and evaluation are presented. The ELLAM algorithm was evaluated for the same set of problems used to test and evaluate Version 1 and Version 2 of MOC3D. These test results indicate that ELLAM offers a viable alternative to the explicit and implicit solvers in MOC3D. Its use is desirable when mass balance is imperative or a fast, qualitative model result is needed. Although accurate solutions can be generated using ELLAM, its efficiency relative to the two previously documented solution algorithms is problem dependent.

An adjoint method of sensitivity analysis for residual vibrations of structures subject to impacts

NASA Astrophysics Data System (ADS)

Yan, Kun; Cheng, Gengdong

2018-03-01

For structures subject to impact loads, the residual vibration reduction is more and more important as the machines become faster and lighter. An efficient sensitivity analysis of residual vibration with respect to structural or operational parameters is indispensable for using a gradient based optimization algorithm, which reduces the residual vibration in either active or passive way. In this paper, an integrated quadratic performance index is used as the measure of the residual vibration, since it globally measures the residual vibration response and its calculation can be simplified greatly with Lyapunov equation. Several sensitivity analysis approaches for performance index were developed based on the assumption that the initial excitations of residual vibration were given and independent of structural design. Since the resulting excitations by the impact load often depend on structural design, this paper aims to propose a new efficient sensitivity analysis method for residual vibration of structures subject to impacts to consider the dependence. The new method is developed by combining two existing methods and using adjoint variable approach. Three numerical examples are carried out and demonstrate the accuracy of the proposed method. The numerical results show that the dependence of initial excitations on structural design variables may strongly affects the accuracy of sensitivities.

Solving Large-Scale Inverse Magnetostatic Problems using the Adjoint Method

PubMed Central

Bruckner, Florian; Abert, Claas; Wautischer, Gregor; Huber, Christian; Vogler, Christoph; Hinze, Michael; Suess, Dieter

2017-01-01

An efficient algorithm for the reconstruction of the magnetization state within magnetic components is presented. The occurring inverse magnetostatic problem is solved by means of an adjoint approach, based on the Fredkin-Koehler method for the solution of the forward problem. Due to the use of hybrid FEM-BEM coupling combined with matrix compression techniques the resulting algorithm is well suited for large-scale problems. Furthermore the reconstruction of the magnetization state within a permanent magnet as well as an optimal design application are demonstrated. PMID:28098851

Double-Difference Global Adjoint Tomography

NASA Astrophysics Data System (ADS)

Orsvuran, R.; Bozdag, E.; Lei, W.; Tromp, J.

2017-12-01

The adjoint method allows us to incorporate full waveform simulations in inverse problems. Misfit functions play an important role in extracting the relevant information from seismic waveforms. In this study, our goal is to apply the Double-Difference (DD) methodology proposed by Yuan et al. (2016) to global adjoint tomography. Dense seismic networks, such as USArray, lead to higher-resolution seismic images underneath continents. However, the imbalanced distribution of stations and sources poses challenges in global ray coverage. We adapt double-difference multitaper measurements to global adjoint tomography. We normalize each DD measurement by its number of pairs, and if a measurement has no pair, as may frequently happen for data recorded at oceanic stations, classical multitaper measurements are used. As a result, the differential measurements and pair-wise weighting strategy help balance uneven global kernel coverage. Our initial experiments with minor- and major-arc surface waves show promising results, revealing more pronounced structure near dense networks while reducing the prominence of paths towards cluster of stations. We have started using this new measurement in global adjoint inversions, addressing azimuthal anisotropy in upper mantle. Meanwhile, we are working on combining the double-difference approach with instantaneous phase measurements to emphasize contributions of scattered waves in global inversions and extending it to body waves. We will present our results and discuss challenges and future directions in the context of global tomographic inversions.

Comparison of four stable numerical methods for Abel's integral equation

NASA Technical Reports Server (NTRS)

Murio, Diego A.; Mejia, Carlos E.

1991-01-01

The 3-D image reconstruction from cone-beam projections in computerized tomography leads naturally, in the case of radial symmetry, to the study of Abel-type integral equations. If the experimental information is obtained from measured data, on a discrete set of points, special methods are needed in order to restore continuity with respect to the data. A new combined Regularized-Adjoint-Conjugate Gradient algorithm, together with two different implementations of the Mollification Method (one based on a data filtering technique and the other on the mollification of the kernal function) and a regularization by truncation method (initially proposed for 2-D ray sample schemes and more recently extended to 3-D cone-beam image reconstruction) are extensively tested and compared for accuracy and numerical stability as functions of the level of noise in the data.

A new least-squares transport equation compatible with voids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hansen, J. B.; Morel, J. E.

2013-07-01

We define a new least-squares transport equation that is applicable in voids, can be solved using source iteration with diffusion-synthetic acceleration, and requires only the solution of an independent set of second-order self-adjoint equations for each direction during each source iteration. We derive the equation, discretize it using the S{sub n} method in conjunction with a linear-continuous finite-element method in space, and computationally demonstrate various of its properties. (authors)

Solid oxide fuel cell simulation and design optimization with numerical adjoint techniques

NASA Astrophysics Data System (ADS)

Elliott, Louie C.

This dissertation reports on the application of numerical optimization techniques as applied to fuel cell simulation and design. Due to the "multi-physics" inherent in a fuel cell, which results in a highly coupled and non-linear behavior, an experimental program to analyze and improve the performance of fuel cells is extremely difficult. This program applies new optimization techniques with computational methods from the field of aerospace engineering to the fuel cell design problem. After an overview of fuel cell history, importance, and classification, a mathematical model of solid oxide fuel cells (SOFC) is presented. The governing equations are discretized and solved with computational fluid dynamics (CFD) techniques including unstructured meshes, non-linear solution methods, numerical derivatives with complex variables, and sensitivity analysis with adjoint methods. Following the validation of the fuel cell model in 2-D and 3-D, the results of the sensitivity analysis are presented. The sensitivity derivative for a cost function with respect to a design variable is found with three increasingly sophisticated techniques: finite difference, direct differentiation, and adjoint. A design cycle is performed using a simple optimization method to improve the value of the implemented cost function. The results from this program could improve fuel cell performance and lessen the world's dependence on fossil fuels.

Chiral phases of fundamental and adjoint quarks

DOE Office of Scientific and Technical Information (OSTI.GOV)

Natale, A. A.; Instituto de Física Teórica - UNESP Rua Dr. Bento T. Ferraz, 271, Bl.II - 01140-070, São Paulo, SP

2016-01-22

We consider a QCD chiral symmetry breaking model where the gap equation contains an effective confining propagator and a dressed gluon propagator with a dynamically generated mass. This model is able to explain the ratios between the chiral transition and deconfinement temperatures in the case of fundamental and adjoint quarks. It also predicts the recovery of the chiral symmetry for a large number of quarks (n{sub f} ≈ 11 – 13) in agreement with lattice data.

Adjoint Sensitivity Analysis for Scale-Resolving Turbulent Flow Solvers

NASA Astrophysics Data System (ADS)

Blonigan, Patrick; Garai, Anirban; Diosady, Laslo; Murman, Scott

2017-11-01

Adjoint-based sensitivity analysis methods are powerful design tools for engineers who use computational fluid dynamics. In recent years, these engineers have started to use scale-resolving simulations like large-eddy simulations (LES) and direct numerical simulations (DNS), which resolve more scales in complex flows with unsteady separation and jets than the widely-used Reynolds-averaged Navier-Stokes (RANS) methods. However, the conventional adjoint method computes large, unusable sensitivities for scale-resolving simulations, which unlike RANS simulations exhibit the chaotic dynamics inherent in turbulent flows. Sensitivity analysis based on least-squares shadowing (LSS) avoids the issues encountered by conventional adjoint methods, but has a high computational cost even for relatively small simulations. The following talk discusses a more computationally efficient formulation of LSS, ``non-intrusive'' LSS, and its application to turbulent flows simulated with a discontinuous-Galkerin spectral-element-method LES/DNS solver. Results are presented for the minimal flow unit, a turbulent channel flow with a limited streamwise and spanwise domain.

Multigrid methods for bifurcation problems: The self adjoint case

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1987-01-01

This paper deals with multigrid methods for computational problems that arise in the theory of bifurcation and is restricted to the self adjoint case. The basic problem is to solve for arcs of solutions, a task that is done successfully with an arc length continuation method. Other important issues are, for example, detecting and locating singular points as part of the continuation process, switching branches at bifurcation points, etc. Multigrid methods have been applied to continuation problems. These methods work well at regular points and at limit points, while they may encounter difficulties in the vicinity of bifurcation points. A new continuation method that is very efficient also near bifurcation points is presented here. The other issues mentioned above are also treated very efficiently with appropriate multigrid algorithms. For example, it is shown that limit points and bifurcation points can be solved for directly by a multigrid algorithm. Moreover, the algorithms presented here solve the corresponding problems in just a few work units (about 10 or less), where a work unit is the work involved in one local relaxation on the finest grid.

Application of Adjoint Methodology to Supersonic Aircraft Design Using Reversed Equivalent Areas

NASA Technical Reports Server (NTRS)

Rallabhandi, Sriram K.

2013-01-01

This paper presents an approach to shape an aircraft to equivalent area based objectives using the discrete adjoint approach. Equivalent areas can be obtained either using reversed augmented Burgers equation or direct conversion of off-body pressures into equivalent area. Formal coupling with CFD allows computation of sensitivities of equivalent area objectives with respect to aircraft shape parameters. The exactness of the adjoint sensitivities is verified against derivatives obtained using the complex step approach. This methodology has the benefit of using designer-friendly equivalent areas in the shape design of low-boom aircraft. Shape optimization results with equivalent area cost functionals are discussed and further refined using ground loudness based objectives.

Adjoint sensitivity analysis of chaotic dynamical systems with non-intrusive least squares shadowing

NASA Astrophysics Data System (ADS)

Blonigan, Patrick J.

2017-11-01

This paper presents a discrete adjoint version of the recently developed non-intrusive least squares shadowing (NILSS) algorithm, which circumvents the instability that conventional adjoint methods encounter for chaotic systems. The NILSS approach involves solving a smaller minimization problem than other shadowing approaches and can be implemented with only minor modifications to preexisting tangent and adjoint solvers. Adjoint NILSS is demonstrated on a small chaotic ODE, a one-dimensional scalar PDE, and a direct numerical simulation (DNS) of the minimal flow unit, a turbulent channel flow on a small spatial domain. This is the first application of an adjoint shadowing-based algorithm to a three-dimensional turbulent flow.

Application of perturbation theory to lattice calculations based on method of cyclic characteristics

NASA Astrophysics Data System (ADS)

Assawaroongruengchot, Monchai

Perturbation theory is a technique used for the estimation of changes in performance functionals, such as linear reaction rate ratio and eigenvalue affected by small variations in reactor core compositions. Here the algorithm of perturbation theory is developed for the multigroup integral neutron transport problems in 2D fuel assemblies with isotropic scattering. The integral transport equation is used in the perturbative formulation because it represents the interconnecting neutronic systems of the lattice assemblies via the tracking lines. When the integral neutron transport equation is used in the formulation, one needs to solve the resulting integral transport equations for the flux importance and generalized flux importance functions. The relationship between the generalized flux importance and generalized source importance functions is defined in order to transform the generalized flux importance transport equations into the integro-differential equations for the generalized adjoints. Next we develop the adjoint and generalized adjoint transport solution algorithms based on the method of cyclic characteristics (MOCC) in DRAGON code. In the MOCC method, the adjoint characteristics equations associated with a cyclic tracking line are formulated in such a way that a closed form for the adjoint angular function can be obtained. The MOCC method then requires only one cycle of scanning over the cyclic tracking lines in each spatial iteration. We also show that the source importance function by CP method is mathematically equivalent to the adjoint function by MOCC method. In order to speed up the MOCC solution algorithm, a group-reduction and group-splitting techniques based on the structure of the adjoint scattering matrix are implemented. A combined forward flux/adjoint function iteration scheme, based on the group-splitting technique and the common use of a large number of variables storing tracking-line data and exponential values, is proposed to reduce the

Sensitivity analysis of a model of CO2 exchange in tundra ecosystems by the adjoint method

NASA Technical Reports Server (NTRS)

Waelbroek, C.; Louis, J.-F.

1995-01-01

A model of net primary production (NPP), decomposition, and nitrogen cycling in tundra ecosystems has been developed. The adjoint technique is used to study the sensitivity of the computed annual net CO2 flux to perturbation in initial conditions, climatic inputs, and model's main parameters describing current seasonal CO2 exchange in wet sedge tundra at Barrow, Alaska. The results show that net CO2 flux is most sensitive to parameters characterizing litter chemical composition and more sensitive to decomposition parameters than to NPP parameters. This underlines the fact that in nutrient-limited ecosystems, decomposition drives net CO2 exchange by controlling mineralization of main nutrients. The results also indicate that the short-term (1 year) response of wet sedge tundra to CO2-induced warming is a significant increase in CO2 emission, creating a positive feedback to atmosphreic CO2 accumulation. However, a cloudiness increase during the same year can severely alter this response and lead to either a slight decrease or a strong increase in emitted CO2, depending on its exact timing. These results demonstrate that the adjoint method is well suited to study systems encountering regime changes, as a single run of the adjoint model provides sensitivities of the net CO2 flux to perturbations in all parameters and variables at any time of the year. Moreover, it is shown that large errors due to the presence of thresholds can be avoided by first delimiting the range of applicability of the adjoint results.

Application of Adjoint Method and Spectral-Element Method to Tomographic Inversion of Regional Seismological Structure Beneath Japanese Islands

NASA Astrophysics Data System (ADS)

Tsuboi, S.; Miyoshi, T.; Obayashi, M.; Tono, Y.; Ando, K.

2014-12-01

Recent progress in large scale computing by using waveform modeling technique and high performance computing facility has demonstrated possibilities to perform full-waveform inversion of three dimensional (3D) seismological structure inside the Earth. We apply the adjoint method (Liu and Tromp, 2006) to obtain 3D structure beneath Japanese Islands. First we implemented Spectral-Element Method to K-computer in Kobe, Japan. We have optimized SPECFEM3D_GLOBE (Komatitsch and Tromp, 2002) by using OpenMP so that the code fits hybrid architecture of K-computer. Now we could use 82,134 nodes of K-computer (657,072 cores) to compute synthetic waveform with about 1 sec accuracy for realistic 3D Earth model and its performance was 1.2 PFLOPS. We use this optimized SPECFEM3D_GLOBE code and take one chunk around Japanese Islands from global mesh and compute synthetic seismograms with accuracy of about 10 second. We use GAP-P2 mantle tomography model (Obayashi et al., 2009) as an initial 3D model and use as many broadband seismic stations available in this region as possible to perform inversion. We then use the time windows for body waves and surface waves to compute adjoint sources and calculate adjoint kernels for seismic structure. We have performed several iteration and obtained improved 3D structure beneath Japanese Islands. The result demonstrates that waveform misfits between observed and theoretical seismograms improves as the iteration proceeds. We now prepare to use much shorter period in our synthetic waveform computation and try to obtain seismic structure for basin scale model, such as Kanto basin, where there are dense seismic network and high seismic activity. Acknowledgements: This research was partly supported by MEXT Strategic Program for Innovative Research. We used F-net seismograms of the National Research Institute for Earth Science and Disaster Prevention.

Adjoint tomography of Europe

NASA Astrophysics Data System (ADS)

Zhu, H.; Bozdag, E.; Peter, D. B.; Tromp, J.

2010-12-01

We use spectral-element and adjoint methods to image crustal and upper mantle heterogeneity in Europe. The study area involves the convergent boundaries of the Eurasian, African and Arabian plates and the divergent boundary between the Eurasian and North American plates, making the tectonic structure of this region complex. Our goal is to iteratively fit observed seismograms and improve crustal and upper mantle images by taking advantage of 3D forward and inverse modeling techniques. We use data from 200 earthquakes with magnitudes between 5 and 6 recorded by 262 stations provided by ORFEUS. Crustal model Crust2.0 combined with mantle model S362ANI comprise the initial 3D model. Before the iterative adjoint inversion, we determine earthquake source parameters in the initial 3D model by using 3D Green functions and their Fréchet derivatives with respect to the source parameters (i.e., centroid moment tensor and location). The updated catalog is used in the subsequent structural inversion. Since we concentrate on upper mantle structures which involve anisotropy, transversely isotropic (frequency-dependent) traveltime sensitivity kernels are used in the iterative inversion. Taking advantage of the adjoint method, we use as many measurements as can obtain based on comparisons between observed and synthetic seismograms. FLEXWIN (Maggi et al., 2009) is used to automatically select measurement windows which are analyzed based on a multitaper technique. The bandpass ranges from 15 second to 150 second. Long-period surface waves and short-period body waves are combined in source relocations and structural inversions. A statistical assessments of traveltime anomalies and logarithmic waveform differences is used to characterize the inverted sources and structure.

The solution of non-linear hyperbolic equation systems by the finite element method

NASA Technical Reports Server (NTRS)

Loehner, R.; Morgan, K.; Zienkiewicz, O. C.

1984-01-01

A finite-element method for the solution of nonlinear hyperbolic systems of equations, such as those encountered in non-self-adjoint problems of transient phenomena in convection-diffusion or in the mixed representation of wave problems, is developed and demonstrated. The problem is rewritten in moving coordinates and reinterpolated to the original mesh by a Taylor expansion prior to a standard Galerkin spatial discretization, and it is shown that this procedure is equivalent to the time-discretization approach of Donea (1984). Numerical results for sample problems are presented graphically, including such shallow-water problems as the breaking of a dam, the shoaling of a wave, and the outflow of a river; compressible flows such as the isothermal flow in a nozzle and the Riemann shock-tube problem; and the two-dimensional scalar-advection, nonlinear-shallow-water, and Euler equations.

Development of CO2 inversion system based on the adjoint of the global coupled transport model

NASA Astrophysics Data System (ADS)

Belikov, Dmitry; Maksyutov, Shamil; Chevallier, Frederic; Kaminski, Thomas; Ganshin, Alexander; Blessing, Simon

2014-05-01

We present the development of an inverse modeling system employing an adjoint of the global coupled transport model consisting of the National Institute for Environmental Studies (NIES) Eulerian transport model (TM) and the Lagrangian plume diffusion model (LPDM) FLEXPART. NIES TM is a three-dimensional atmospheric transport model, which solves the continuity equation for a number of atmospheric tracers on a grid spanning the entire globe. Spatial discretization is based on a reduced latitude-longitude grid and a hybrid sigma-isentropic coordinate in the vertical. NIES TM uses a horizontal resolution of 2.5°×2.5°. However, to resolve synoptic-scale tracer distributions and to have the ability to optimize fluxes at resolutions of 0.5° and higher we coupled NIES TM with the Lagrangian model FLEXPART. The Lagrangian component of the forward and adjoint models uses precalculated responses of the observed concentration to the surface fluxes and 3-D concentrations field simulated with the FLEXPART model. NIES TM and FLEXPART are driven by JRA-25/JCDAS reanalysis dataset. Construction of the adjoint of the Lagrangian part is less complicated, as LPDMs calculate the sensitivity of measurements to the surrounding emissions field by tracking a large number of "particles" backwards in time. Developing of the adjoint to Eulerian part was performed with automatic differentiation tool the Transformation of Algorithms in Fortran (TAF) software (http://www.FastOpt.com). This method leads to the discrete adjoint of NIES TM. The main advantage of the discrete adjoint is that the resulting gradients of the numerical cost function are exact, even for nonlinear algorithms. The overall advantages of our method are that: 1. No code modification of Lagrangian model is required, making it applicable to combination of global NIES TM and any Lagrangian model; 2. Once run, the Lagrangian output can be applied to any chemically neutral gas; 3. High-resolution results can be obtained over

Adjoint Sensitivity Method to Determine Optimal Set of Stations for Tsunami Source Inversion

NASA Astrophysics Data System (ADS)

Gusman, A. R.; Hossen, M. J.; Cummins, P. R.; Satake, K.

2017-12-01

We applied the adjoint sensitivity technique in tsunami science for the first time to determine an optimal set of stations for a tsunami source inversion. The adjoint sensitivity (AS) method has been used in numerical weather prediction to find optimal locations for adaptive observations. We implemented this technique to Green's Function based Time Reverse Imaging (GFTRI), which is recently used in tsunami source inversion in order to reconstruct the initial sea surface displacement, known as tsunami source model. This method has the same source representation as the traditional least square (LSQ) source inversion method where a tsunami source is represented by dividing the source region into a regular grid of "point" sources. For each of these, Green's function (GF) is computed using a basis function for initial sea surface displacement whose amplitude is concentrated near the grid point. We applied the AS method to the 2009 Samoa earthquake tsunami that occurred on 29 September 2009 in the southwest Pacific, near the Tonga trench. Many studies show that this earthquake is a doublet associated with both normal faulting in the outer-rise region and thrust faulting in the subduction interface. To estimate the tsunami source model for this complex event, we initially considered 11 observations consisting of 5 tide gauges and 6 DART bouys. After implementing AS method, we found the optimal set of observations consisting with 8 stations. Inversion with this optimal set provides better result in terms of waveform fitting and source model that shows both sub-events associated with normal and thrust faulting.

Toward a Comprehensive Carbon Budget for North America: Potential Applications of Adjoint Methods with Diverse Datasets

NASA Technical Reports Server (NTRS)

Andrews, A.

2002-01-01

A detailed mechanistic understanding of the sources and sinks of CO2 will be required to reliably predict future COS levels and climate. A commonly used technique for deriving information about CO2 exchange with surface reservoirs is to solve an "inverse problem," where CO2 observations are used with an atmospheric transport model to find the optimal distribution of sources and sinks. Synthesis inversion methods are powerful tools for addressing this question, but the results are disturbingly sensitive to the details of the calculation. Studies done using different atmospheric transport models and combinations of surface station data have produced substantially different distributions of surface fluxes. Adjoint methods are now being developed that will more effectively incorporate diverse datasets in estimates of surface fluxes of CO2. In an adjoint framework, it will be possible to combine CO2 concentration data from long-term surface monitoring stations with data from intensive field campaigns and with proposed future satellite observations. A major advantage of the adjoint approach is that meteorological and surface data, as well as data for other atmospheric constituents and pollutants can be efficiently included in addition to observations of CO2 mixing ratios. This presentation will provide an overview of potentially useful datasets for carbon cycle research in general with an emphasis on planning for the North American Carbon Project. Areas of overlap with ongoing and proposed work on air quality/air pollution issues will be highlighted.

Analyzing Lie symmetry and constructing conservation laws for time-fractional Benny-Lin equation

NASA Astrophysics Data System (ADS)

Rashidi, Saeede; Hejazi, S. Reza

This paper investigates the invariance properties of the time fractional Benny-Lin equation with Riemann-Liouville and Caputo derivatives. This equation can be reduced to the Kawahara equation, fifth-order Kdv equation, the Kuramoto-Sivashinsky equation and Navier-Stokes equation. By using the Lie group analysis method of fractional differential equations (FDEs), we derive Lie symmetries for the Benny-Lin equation. Conservation laws for this equation are obtained with the aid of the concept of nonlinear self-adjointness and the fractional generalization of the Noether’s operators. Furthermore, by means of the invariant subspace method, exact solutions of the equation are also constructed.

Application of Adjoint Methodology in Various Aspects of Sonic Boom Design

NASA Technical Reports Server (NTRS)

Rallabhandi, Sriram K.

2014-01-01

One of the advances in computational design has been the development of adjoint methods allowing efficient calculation of sensitivities in gradient-based shape optimization. This paper discusses two new applications of adjoint methodology that have been developed to aid in sonic boom mitigation exercises. In the first, equivalent area targets are generated using adjoint sensitivities of selected boom metrics. These targets may then be used to drive the vehicle shape during optimization. The second application is the computation of adjoint sensitivities of boom metrics on the ground with respect to parameters such as flight conditions, propagation sampling rate, and selected inputs to the propagation algorithms. These sensitivities enable the designer to make more informed selections of flight conditions at which the chosen cost functionals are less sensitive.

Parameter Optimization for Turbulent Reacting Flows Using Adjoints

NASA Astrophysics Data System (ADS)

Lapointe, Caelan; Hamlington, Peter E.

2017-11-01

The formulation of a new adjoint solver for topology optimization of turbulent reacting flows is presented. This solver provides novel configurations (e.g., geometries and operating conditions) based on desired system outcomes (i.e., objective functions) for complex reacting flow problems of practical interest. For many such problems, it would be desirable to know optimal values of design parameters (e.g., physical dimensions, fuel-oxidizer ratios, and inflow-outflow conditions) prior to real-world manufacture and testing, which can be expensive, time-consuming, and dangerous. However, computational optimization of these problems is made difficult by the complexity of most reacting flows, necessitating the use of gradient-based optimization techniques in order to explore a wide design space at manageable computational cost. The adjoint method is an attractive way to obtain the required gradients, because the cost of the method is determined by the dimension of the objective function rather than the size of the design space. Here, the formulation of a novel solver is outlined that enables gradient-based parameter optimization of turbulent reacting flows using the discrete adjoint method. Initial results and an outlook for future research directions are provided.

Finite-fault source inversion using adjoint methods in 3D heterogeneous media

NASA Astrophysics Data System (ADS)

Somala, Surendra Nadh; Ampuero, Jean-Paul; Lapusta, Nadia

2018-04-01

Accounting for lateral heterogeneities in the 3D velocity structure of the crust is known to improve earthquake source inversion, compared to results based on 1D velocity models which are routinely assumed to derive finite-fault slip models. The conventional approach to include known 3D heterogeneity in source inversion involves pre-computing 3D Green's functions, which requires a number of 3D wave propagation simulations proportional to the number of stations or to the number of fault cells. The computational cost of such an approach is prohibitive for the dense datasets that could be provided by future earthquake observation systems. Here, we propose an adjoint-based optimization technique to invert for the spatio-temporal evolution of slip velocity. The approach does not require pre-computed Green's functions. The adjoint method provides the gradient of the cost function, which is used to improve the model iteratively employing an iterative gradient-based minimization method. The adjoint approach is shown to be computationally more efficient than the conventional approach based on pre-computed Green's functions in a broad range of situations. We consider data up to 1 Hz from a Haskell source scenario (a steady pulse-like rupture) on a vertical strike-slip fault embedded in an elastic 3D heterogeneous velocity model. The velocity model comprises a uniform background and a 3D stochastic perturbation with the von Karman correlation function. Source inversions based on the 3D velocity model are performed for two different station configurations, a dense and a sparse network with 1 km and 20 km station spacing, respectively. These reference inversions show that our inversion scheme adequately retrieves the rise time when the velocity model is exactly known, and illustrates how dense coverage improves the inference of peak slip velocities. We investigate the effects of uncertainties in the velocity model by performing source inversions based on an incorrect

Using Adjoint Methods to Improve 3-D Velocity Models of Southern California

NASA Astrophysics Data System (ADS)

Liu, Q.; Tape, C.; Maggi, A.; Tromp, J.

2006-12-01

We use adjoint methods popular in climate and ocean dynamics to calculate Fréchet derivatives for tomographic inversions in southern California. The Fréchet derivative of an objective function χ(m), where m denotes the Earth model, may be written in the generic form δχ=int Km(x) δln m(x) d3x, where δln m=δ m/m denotes the relative model perturbation. For illustrative purposes, we construct the 3-D finite-frequency banana-doughnut kernel Km, corresponding to the misfit of a single traveltime measurement, by simultaneously computing the 'adjoint' wave field s† forward in time and reconstructing the regular wave field s backward in time. The adjoint wave field is produced by using the time-reversed velocity at the receiver as a fictitious source, while the regular wave field is reconstructed on the fly by propagating the last frame of the wave field saved by a previous forward simulation backward in time. The approach is based upon the spectral-element method, and only two simulations are needed to produce density, shear-wave, and compressional-wave sensitivity kernels. This method is applied to the SCEC southern California velocity model. Various density, shear-wave, and compressional-wave sensitivity kernels are presented for different phases in the seismograms. We also generate 'event' kernels for Pnl, S and surface waves, which are the Fréchet kernels of misfit functions that measure the P, S or surface wave traveltime residuals at all the receivers simultaneously for one particular event. Effectively, an event kernel is a sum of weighted Fréchet kernels, with weights determined by the associated traveltime anomalies. By the nature of the 3-D simulation, every event kernel is also computed based upon just two simulations, i.e., its construction costs the same amount of computation time as an individual banana-doughnut kernel. One can think of the sum of the event kernels for all available earthquakes, called the 'misfit' kernel, as a graphical

Finite-fault source inversion using adjoint methods in 3-D heterogeneous media

NASA Astrophysics Data System (ADS)

Somala, Surendra Nadh; Ampuero, Jean-Paul; Lapusta, Nadia

2018-07-01

Accounting for lateral heterogeneities in the 3-D velocity structure of the crust is known to improve earthquake source inversion, compared to results based on 1-D velocity models which are routinely assumed to derive finite-fault slip models. The conventional approach to include known 3-D heterogeneity in source inversion involves pre-computing 3-D Green's functions, which requires a number of 3-D wave propagation simulations proportional to the number of stations or to the number of fault cells. The computational cost of such an approach is prohibitive for the dense data sets that could be provided by future earthquake observation systems. Here, we propose an adjoint-based optimization technique to invert for the spatio-temporal evolution of slip velocity. The approach does not require pre-computed Green's functions. The adjoint method provides the gradient of the cost function, which is used to improve the model iteratively employing an iterative gradient-based minimization method. The adjoint approach is shown to be computationally more efficient than the conventional approach based on pre-computed Green's functions in a broad range of situations. We consider data up to 1 Hz from a Haskell source scenario (a steady pulse-like rupture) on a vertical strike-slip fault embedded in an elastic 3-D heterogeneous velocity model. The velocity model comprises a uniform background and a 3-D stochastic perturbation with the von Karman correlation function. Source inversions based on the 3-D velocity model are performed for two different station configurations, a dense and a sparse network with 1 and 20 km station spacing, respectively. These reference inversions show that our inversion scheme adequately retrieves the rise time when the velocity model is exactly known, and illustrates how dense coverage improves the inference of peak-slip velocities. We investigate the effects of uncertainties in the velocity model by performing source inversions based on an incorrect

Self-adjointness of deformed unbounded operators

DOE Office of Scientific and Technical Information (OSTI.GOV)

Much, Albert

2015-09-15

We consider deformations of unbounded operators by using the novel construction tool of warped convolutions. By using the Kato-Rellich theorem, we show that unbounded self-adjoint deformed operators are self-adjoint if they satisfy a certain condition. This condition proves itself to be necessary for the oscillatory integral to be well-defined. Moreover, different proofs are given for self-adjointness of deformed unbounded operators in the context of quantum mechanics and quantum field theory.

A Least-Squares Transport Equation Compatible with Voids

DOE Office of Scientific and Technical Information (OSTI.GOV)

Hansen, Jon; Peterson, Jacob; Morel, Jim

Standard second-order self-adjoint forms of the transport equation, such as the even-parity, odd-parity, and self-adjoint angular flux equation, cannot be used in voids. Perhaps more important, they experience numerical convergence difficulties in near-voids. Here we present a new form of a second-order self-adjoint transport equation that has an advantage relative to standard forms in that it can be used in voids or near-voids. Our equation is closely related to the standard least-squares form of the transport equation with both equations being applicable in a void and having a nonconservative analytic form. However, unlike the standard least-squares form of the transportmore » equation, our least-squares equation is compatible with source iteration. It has been found that the standard least-squares form of the transport equation with a linear-continuous finite-element spatial discretization has difficulty in the thick diffusion limit. Here we extensively test the 1D slab-geometry version of our scheme with respect to void solutions, spatial convergence rate, and the intermediate and thick diffusion limits. We also define an effective diffusion synthetic acceleration scheme for our discretization. Our conclusion is that our least-squares S n formulation represents an excellent alternative to existing second-order S n transport formulations« less

Comparison of adjoint and analytical Bayesian inversion methods for constraining Asian sources of carbon monoxide using satellite (MOPITT) measurements of CO columns

NASA Astrophysics Data System (ADS)

Kopacz, Monika; Jacob, Daniel J.; Henze, Daven K.; Heald, Colette L.; Streets, David G.; Zhang, Qiang

2009-02-01

We apply the adjoint of an atmospheric chemical transport model (GEOS-Chem CTM) to constrain Asian sources of carbon monoxide (CO) with 2° × 2.5° spatial resolution using Measurement of Pollution in the Troposphere (MOPITT) satellite observations of CO columns in February-April 2001. Results are compared to the more common analytical method for solving the same Bayesian inverse problem and applied to the same data set. The analytical method is more exact but because of computational limitations it can only constrain emissions over coarse regions. We find that the correction factors to the a priori CO emission inventory from the adjoint inversion are generally consistent with those of the analytical inversion when averaged over the large regions of the latter. The adjoint solution reveals fine-scale variability (cities, political boundaries) that the analytical inversion cannot resolve, for example, in the Indian subcontinent or between Korea and Japan, and some of that variability is of opposite sign which points to large aggregation errors in the analytical solution. Upward correction factors to Chinese emissions from the prior inventory are largest in central and eastern China, consistent with a recent bottom-up revision of that inventory, although the revised inventory also sees the need for upward corrections in southern China where the adjoint and analytical inversions call for downward correction. Correction factors for biomass burning emissions derived from the adjoint and analytical inversions are consistent with a recent bottom-up inventory on the basis of MODIS satellite fire data.

Constrained Multipoint Aerodynamic Shape Optimization Using an Adjoint Formulation and Parallel Computers

NASA Technical Reports Server (NTRS)

Reuther, James; Jameson, Antony; Alonso, Juan Jose; Rimlinger, Mark J.; Saunders, David

1997-01-01

An aerodynamic shape optimization method that treats the design of complex aircraft configurations subject to high fidelity computational fluid dynamics (CFD), geometric constraints and multiple design points is described. The design process will be greatly accelerated through the use of both control theory and distributed memory computer architectures. Control theory is employed to derive the adjoint differential equations whose solution allows for the evaluation of design gradient information at a fraction of the computational cost required by previous design methods. The resulting problem is implemented on parallel distributed memory architectures using a domain decomposition approach, an optimized communication schedule, and the MPI (Message Passing Interface) standard for portability and efficiency. The final result achieves very rapid aerodynamic design based on a higher order CFD method. In order to facilitate the integration of these high fidelity CFD approaches into future multi-disciplinary optimization (NW) applications, new methods must be developed which are capable of simultaneously addressing complex geometries, multiple objective functions, and geometric design constraints. In our earlier studies, we coupled the adjoint based design formulations with unconstrained optimization algorithms and showed that the approach was effective for the aerodynamic design of airfoils, wings, wing-bodies, and complex aircraft configurations. In many of the results presented in these earlier works, geometric constraints were satisfied either by a projection into feasible space or by posing the design space parameterization such that it automatically satisfied constraints. Furthermore, with the exception of reference 9 where the second author initially explored the use of multipoint design in conjunction with adjoint formulations, our earlier works have focused on single point design efforts. Here we demonstrate that the same methodology may be extended to treat

Modeling Finite Faults Using the Adjoint Wave Field

NASA Astrophysics Data System (ADS)

Hjörleifsdóttir, V.; Liu, Q.; Tromp, J.

2004-12-01

Time-reversal acoustics, a technique in which an acoustic signal is recorded by an array of transducers, time-reversed, and retransmitted, is used, e.g., in medical therapy to locate and destroy gallstones (for a review see Fink, 1997). As discussed by Tromp et al. (2004), time-reversal techniques for locating sources are closely linked to so-called `adjoint methods' (Talagrand and Courtier, 1987), which may be used to evaluate the gradient of a misfit function. Tromp et al. (2004) illustrate how a (finite) source inversion may be implemented based upon the adjoint wave field by writing the change in the misfit function, δ χ, due to a change in the moment-density tensor, δ m, as an integral of the adjoint strain field ɛ x,t) over the fault plane Σ : δ χ = ∫ 0T∫_Σ ɛ x,T-t) :δ m(x,t) d2xdt. We find that if the real fault plane is located at a distance δ h in the direction of the fault normal hat n, then to first order an additional factor of ∫ 0T∫_Σ δ h (x) ∂ n ɛ x,T-t):m(x,t) d2xdt is added to the change in the misfit function. The adjoint strain is computed by using the time-reversed difference between data and synthetics recorded at all receivers as simultaneous sources and recording the resulting strain on the fault plane. In accordance with time-reversal acoustics, all the resulting waves will constructively interfere at the position of the original source in space and time. The level of convergence will be deterimined by factors such as the source-receiver geometry, the frequency of the recorded data and synthetics, and the accuracy of the velocity structure used when back propagating the wave field. The terms ɛ x,T-t) and ∂ n ɛ x,T-t):m(x,t) can be viewed as sensitivity kernels for the moment density and the faultplane location respectively. By looking at these quantities we can make an educated choice of fault parametrization given the data in hand. The process can then be repeated to invert for the best source model, as

Continuous energy adjoint transport for photons in PHITS

NASA Astrophysics Data System (ADS)

Malins, Alex; Machida, Masahiko; Niita, Koji

2017-09-01

Adjoint Monte Carlo can be an effcient algorithm for solving photon transport problems where the size of the tally is relatively small compared to the source. Such problems are typical in environmental radioactivity calculations, where natural or fallout radionuclides spread over a large area contribute to the air dose rate at a particular location. Moreover photon transport with continuous energy representation is vital for accurately calculating radiation protection quantities. Here we describe the incorporation of an adjoint Monte Carlo capability for continuous energy photon transport into the Particle and Heavy Ion Transport code System (PHITS). An adjoint cross section library for photon interactions was developed based on the JENDL- 4.0 library, by adding cross sections for adjoint incoherent scattering and pair production. PHITS reads in the library and implements the adjoint transport algorithm by Hoogenboom. Adjoint pseudo-photons are spawned within the forward tally volume and transported through space. Currently pseudo-photons can undergo coherent and incoherent scattering within the PHITS adjoint function. Photoelectric absorption is treated implicitly. The calculation result is recovered from the pseudo-photon flux calculated over the true source volume. A new adjoint tally function facilitates this conversion. This paper gives an overview of the new function and discusses potential future developments.

Radiative transfer equation accounting for rotational Raman scattering and its solution by the discrete-ordinates method

NASA Astrophysics Data System (ADS)

Rozanov, Vladimir V.; Vountas, Marco

2014-01-01

Rotational Raman scattering of solar light in Earth's atmosphere leads to the filling-in of Fraunhofer and telluric lines observed in the reflected spectrum. The phenomenological derivation of the inelastic radiative transfer equation including rotational Raman scattering is presented. The different forms of the approximate radiative transfer equation with first-order rotational Raman scattering terms are obtained employing the Cabannes, Rayleigh, and Cabannes-Rayleigh scattering models. The solution of these equations is considered in the framework of the discrete-ordinates method using rigorous and approximate approaches to derive particular integrals. An alternative forward-adjoint technique is suggested as well. A detailed description of the model including the exact spectral matching and a binning scheme that significantly speeds up the calculations is given. The considered solution techniques are implemented in the radiative transfer software package SCIATRAN and a specified benchmark setup is presented to enable readers to compare with own results transparently.

Unsteady adjoint for large eddy simulation of a coupled turbine stator-rotor system

NASA Astrophysics Data System (ADS)

Talnikar, Chaitanya; Wang, Qiqi; Laskowski, Gregory

2016-11-01

Unsteady fluid flow simulations like large eddy simulation are crucial in capturing key physics in turbomachinery applications like separation and wake formation in flow over a turbine vane with a downstream blade. To determine how sensitive the design objectives of the coupled system are to control parameters, an unsteady adjoint is needed. It enables the computation of the gradient of an objective with respect to a large number of inputs in a computationally efficient manner. In this paper we present unsteady adjoint solutions for a coupled turbine stator-rotor system. As the transonic fluid flows over the stator vane, the boundary layer transitions to turbulence. The turbulent wake then impinges on the rotor blades, causing early separation. This coupled system exhibits chaotic dynamics which causes conventional adjoint solutions to diverge exponentially, resulting in the corruption of the sensitivities obtained from the adjoint solutions for long-time simulations. In this presentation, adjoint solutions for aerothermal objectives are obtained through a localized adjoint viscosity injection method which aims to stabilize the adjoint solution and maintain accurate sensitivities. Preliminary results obtained from the supercomputer Mira will be shown in the presentation.

Toward regional-scale adjoint tomography in the deep earth

NASA Astrophysics Data System (ADS)

Masson, Y.; Romanowicz, B. A.

2013-12-01

Thanks to the development of efficient numerical computation methods, such as the Spectral Element Method (SEM) and to the increasing power of computer clusters, it is now possible to obtain regional-scale images of the Earth's interior using adjoint-tomography (e.g. Tape, C., et al., 2009). As for now, these tomographic models are limited to the upper layers of the earth, i.e., they provide us with high-resolution images of the crust and the upper part of the mantle. Given the gigantic amount of calculation it represents, obtaing similar models at the global scale (i.e. images of the entire Earth) seems out of reach at the moment. Furthermore, it's likely that the first generation of such global adjoint tomographic models will have a resolution significantly smaller than the current regional models. In order to image regions of interests in the deep Earth, such as plumes, slabs or large low shear velocity provinces (LLSVPs), while keeping the computation tractable, we are developing new tools that will allow us to perform regional-scale adjoint-tomography at arbitrary depths. In a recent study (Masson et al., 2013), we showed that a numerical equivalent of the time reversal mirrors used in experimental acoustics permits to confine the wave propagation computations (i.e. using SEM simulations) inside the region to be imaged. With this ability to limit wave propagation modeling inside a region of interest, obtaining the adjoint sensitivity kernels needed for tomographic imaging is only two steps further. First, the local wavefield modeling needs to be coupled with field extrapolation techniques in order to obtain synthetic seismograms at the surface of the earth. These seismograms will account for the 3D structure inside the region of interest in a quasi-exact manner. We will present preliminary results where the field-extrapolation is performed using Green's function computed in a 1D Earth model thanks to the Direct Solution Method (DSM). Once synthetic seismograms

Skyshine analysis using energy and angular dependent dose-contribution fluxes obtained from air-over-ground adjoint calculation.

PubMed

Uematsu, Mikio; Kurosawa, Masahiko

2005-01-01

A generalised and convenient skyshine dose analysis method has been developed based on forward-adjoint folding technique. In the method, the air penetration data were prepared by performing an adjoint DOT3.5 calculation with cylindrical air-over-ground geometry having an adjoint point source (importance of unit flux to dose rate at detection point) in the centre. The accuracy of the present method was certified by comparing with DOT3.5 forward calculation. The adjoint flux data can be used as generalised radiation skyshine data for all sorts of nuclear facilities. Moreover, the present method supplies plenty of energy-angular dependent contribution flux data, which will be useful for detailed shielding design of facilities.

Using an Adjoint Approach to Eliminate Mesh Sensitivities in Computational Design

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Park, Michael A.

2006-01-01

An algorithm for efficiently incorporating the effects of mesh sensitivities in a computational design framework is introduced. The method is based on an adjoint approach and eliminates the need for explicit linearizations of the mesh movement scheme with respect to the geometric parameterization variables, an expense that has hindered practical large-scale design optimization using discrete adjoint methods. The effects of the mesh sensitivities can be accounted for through the solution of an adjoint problem equivalent in cost to a single mesh movement computation, followed by an explicit matrix-vector product scaling with the number of design variables and the resolution of the parameterized surface grid. The accuracy of the implementation is established and dramatic computational savings obtained using the new approach are demonstrated using several test cases. Sample design optimizations are also shown.

Using an Adjoint Approach to Eliminate Mesh Sensitivities in Computational Design

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Park, Michael A.

2005-01-01

An algorithm for efficiently incorporating the effects of mesh sensitivities in a computational design framework is introduced. The method is based on an adjoint approach and eliminates the need for explicit linearizations of the mesh movement scheme with respect to the geometric parameterization variables, an expense that has hindered practical large-scale design optimization using discrete adjoint methods. The effects of the mesh sensitivities can be accounted for through the solution of an adjoint problem equivalent in cost to a single mesh movement computation, followed by an explicit matrix-vector product scaling with the number of design variables and the resolution of the parameterized surface grid. The accuracy of the implementation is established and dramatic computational savings obtained using the new approach are demonstrated using several test cases. Sample design optimizations are also shown.

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

DOE Office of Scientific and Technical Information (OSTI.GOV)

Peplow, Douglas E.; Mosher, Scott W; Evans, Thomas M

2012-08-01

For challenging radiation transport problems, hybrid methods combine the accuracy of Monte Carlo methods with the global information present in deterministic methods. One of the most successful hybrid methods is CADIS Consistent Adjoint Driven Importance Sampling. This method uses a deterministic adjoint solution to construct a biased source distribution and consistent weight windows to optimize a specific tally in a Monte Carlo calculation. The method has been implemented into transport codes using just the spatial and energy information from the deterministic adjoint and has been used in many applications to compute tallies with much higher figures-of-merit than analog calculations. CADISmore » also outperforms user-supplied importance values, which usually take long periods of user time to develop. This work extends CADIS to develop weight windows that are a function of the position, energy, and direction of the Monte Carlo particle. Two types of consistent source biasing are presented: one method that biases the source in space and energy while preserving the original directional distribution and one method that biases the source in space, energy, and direction. Seven simple example problems are presented which compare the use of the standard space/energy CADIS with the new space/energy/angle treatments.« less

Ambient noise adjoint tomography for a linear array in North China

NASA Astrophysics Data System (ADS)

Zhang, C.; Yao, H.; Liu, Q.; Yuan, Y. O.; Zhang, P.; Feng, J.; Fang, L.

2017-12-01

Ambient noise tomography based on dispersion data and ray theory has been widely utilized for imaging crustal structures. In order to improve the inversion accuracy, ambient noise tomography based on the 3D adjoint approach or full waveform inversion has been developed recently, however, the computational cost is tremendous. In this study we present 2D ambient noise adjoint tomography for a linear array in north China with significant computational efficiency compared to 3D ambient noise adjoint tomography. During the preprocessing, we first convert the observed data in 3D media, i.e., surface-wave empirical Green's functions (EGFs) from ambient noise cross-correlation, to the reconstructed EGFs in 2D media using a 3D/2D transformation scheme. Different from the conventional steps of measuring phase dispersion, the 2D adjoint tomography refines 2D shear wave speeds along the profile directly from the reconstructed Rayleigh wave EGFs in the period band 6-35s. With the 2D initial model extracted from the 3D model from traditional ambient noise tomography, adjoint tomography updates the model by minimizing the frequency-dependent Rayleigh wave traveltime misfits between the reconstructed EGFs and synthetic Green function (SGFs) in 2D media generated by the spectral-element method (SEM), with a preconditioned conjugate gradient method. The multitaper traveltime difference measurement is applied in four period bands during the inversion: 20-35s, 15-30s, 10-20s and 6-15s. The recovered model shows more detailed crustal structures with pronounced low velocity anomaly in the mid-lower crust beneath the junction of Taihang Mountains and Yin-Yan Mountains compared with the initial model. This low velocity structure may imply the possible intense crust-mantle interactions, probably associated with the magmatic underplating during the Mesozoic to Cenozoic evolution of the region. To our knowledge, it's first time that ambient noise adjoint tomography is implemented in 2D media

Towards magnetic sounding of the Earth's core by an adjoint method

NASA Astrophysics Data System (ADS)

Li, K.; Jackson, A.; Livermore, P. W.

2013-12-01

Earth's magnetic field is generated and sustained by the so called geodynamo system in the core. Measurements of the geomagnetic field taken at the surface, downwards continued through the electrically insulating mantle to the core-mantle boundary (CMB), provide important constraints on the time evolution of the velocity, magnetic field and temperature anomaly in the fluid outer core. The aim of any study in data assimilation applied to the Earth's core is to produce a time-dependent model consistent with these observations [1]. Snapshots of these ``tuned" models provide a window through which the inner workings of the Earth's core, usually hidden from view, can be probed. We apply a variational data assimilation framework to an inertia-free magnetohydrodynamic system (MHD) [2]. Such a model is close to magnetostrophic balance [3], to which we have added viscosity to the dominant forces of Coriolis, pressure, Lorentz and buoyancy, believed to be a good approximation of the Earth's dynamo in the convective time scale. We chose to study the MHD system driven by a static temperature anomaly to mimic the actual inner working of Earth's dynamo system, avoiding at this stage the further complication of solving for the time dependent temperature field. At the heart of the models is a time-dependent magnetic field to which the core-flow is enslaved. In previous work we laid the foundation of the adjoint methodology, applied to a subset of the full equations [4]. As an intermediate step towards our ultimate vision of applying the techniques to a fully dynamic mode of the Earth's core tuned to geomagnetic observations, we present the intermediate step of applying the adjoint technique to the inertia-free Navier-Stokes equation in continuous form. We use synthetic observations derived from evolving a geophysically-reasonable magnetic field profile as the initial condition of our MHD system. Based on our study, we also propose several different strategies for accurately

Adjoint-based Sensitivity of Jet Noise to Near-nozzle Forcing

NASA Astrophysics Data System (ADS)

Chung, Seung Whan; Vishnampet, Ramanathan; Bodony, Daniel; Freund, Jonathan

2017-11-01

Past efforts have used optimal control theory, based on the numerical solution of the adjoint flow equations, to perturb turbulent jets in order to reduce their radiated sound. These efforts have been successful in that sound is reduced, with concomitant changes to the large-scale turbulence structures in the flow. However, they have also been inconclusive, in that the ultimate level of reduction seemed to depend upon the accuracy of the adjoint-based gradient rather than a physical limitation of the flow. The chaotic dynamics of the turbulence can degrade the smoothness of cost functional in the control-parameter space, which is necessary for gradient-based optimization. We introduce a route to overcoming this challenge, in part by leveraging the regularity and accuracy with a dual-consistent, discrete-exact adjoint formulation. We confirm its properties and use it to study the sensitivity and controllability of the acoustic radiation from a simulation of a M = 1.3 turbulent jet, whose statistics matches data. The smoothness of the cost functional over time is quantified by a minimum optimization step size beyond which the gradient cannot have a certain degree of accuracy. Based on this, we achieve a moderate level of sound reduction in the first few optimization steps. This material is based [in part] upon work supported by the Department of Energy, National Nuclear Security Administration, under Award Number DE-NA0002374.

A second order radiative transfer equation and its solution by meshless method with application to strongly inhomogeneous media

NASA Astrophysics Data System (ADS)

Zhao, J. M.; Tan, J. Y.; Liu, L. H.

2013-01-01

A new second order form of radiative transfer equation (named MSORTE) is proposed, which overcomes the singularity problem of a previously proposed second order radiative transfer equation [J.E. Morel, B.T. Adams, T. Noh, J.M. McGhee, T.M. Evans, T.J. Urbatsch, Spatial discretizations for self-adjoint forms of the radiative transfer equations, J. Comput. Phys. 214 (1) (2006) 12-40 (where it was termed SAAI), J.M. Zhao, L.H. Liu, Second order radiative transfer equation and its properties of numerical solution using finite element method, Numer. Heat Transfer B 51 (2007) 391-409] in dealing with inhomogeneous media where some locations have very small/zero extinction coefficient. The MSORTE contains a naturally introduced diffusion (or second order) term which provides better numerical property than the classic first order radiative transfer equation (RTE). The stability and convergence characteristics of the MSORTE discretized by central difference scheme is analyzed theoretically, and the better numerical stability of the second order form radiative transfer equations than the RTE when discretized by the central difference type method is proved. A collocation meshless method is developed based on the MSORTE to solve radiative transfer in inhomogeneous media. Several critical test cases are taken to verify the performance of the presented method. The collocation meshless method based on the MSORTE is demonstrated to be capable of stably and accurately solve radiative transfer in strongly inhomogeneous media, media with void region and even with discontinuous extinction coefficient.

Sensitivities of Greenland ice sheet volume inferred from an ice sheet adjoint model

NASA Astrophysics Data System (ADS)

Heimbach, P.; Bugnion, V.

2009-04-01

We present a new and original approach to understanding the sensitivity of the Greenland ice sheet to key model parameters and environmental conditions. At the heart of this approach is the use of an adjoint ice sheet model. Since its introduction by MacAyeal (1992), the adjoint method has become widespread to fit ice stream models to the increasing number and diversity of satellite observations, and to estimate uncertain model parameters such as basal conditions. However, no attempt has been made to extend this method to comprehensive ice sheet models. As a first step toward the use of adjoints of comprehensive three-dimensional ice sheet models we have generated an adjoint of the ice sheet model SICOPOLIS of Greve (1997). The adjoint was generated by means of the automatic differentiation (AD) tool TAF. The AD tool generates exact source code representing the tangent linear and adjoint model of the nonlinear parent model provided. Model sensitivities are given by the partial derivatives of a scalar-valued model diagnostic with respect to the controls, and can be efficiently calculated via the adjoint. By way of example, we determine the sensitivity of the total Greenland ice volume to various control variables, such as spatial fields of basal flow parameters, surface and basal forcings, and initial conditions. Reliability of the adjoint was tested through finite-difference perturbation calculations for various control variables and perturbation regions. Besides confirming qualitative aspects of ice sheet sensitivities, such as expected regional variations, we detect regions where model sensitivities are seemingly unexpected or counter-intuitive, albeit ``real'' in the sense of actual model behavior. An example is inferred regions where sensitivities of ice sheet volume to basal sliding coefficient are positive, i.e. where a local increase in basal sliding parameter increases the ice sheet volume. Similarly, positive ice temperature sensitivities in certain parts

Seismic tomography of the southern California crust based on spectral-element and adjoint methods

NASA Astrophysics Data System (ADS)

Tape, Carl; Liu, Qinya; Maggi, Alessia; Tromp, Jeroen

2010-01-01

We iteratively improve a 3-D tomographic model of the southern California crust using numerical simulations of seismic wave propagation based on a spectral-element method (SEM) in combination with an adjoint method. The initial 3-D model is provided by the Southern California Earthquake Center. The data set comprises three-component seismic waveforms (i.e. both body and surface waves), filtered over the period range 2-30 s, from 143 local earthquakes recorded by a network of 203 stations. Time windows for measurements are automatically selected by the FLEXWIN algorithm. The misfit function in the tomographic inversion is based on frequency-dependent multitaper traveltime differences. The gradient of the misfit function and related finite-frequency sensitivity kernels for each earthquake are computed using an adjoint technique. The kernels are combined using a source subspace projection method to compute a model update at each iteration of a gradient-based minimization algorithm. The inversion involved 16 iterations, which required 6800 wavefield simulations. The new crustal model, m16, is described in terms of independent shear (VS) and bulk-sound (VB) wave speed variations. It exhibits strong heterogeneity, including local changes of +/-30 per cent with respect to the initial 3-D model. The model reveals several features that relate to geological observations, such as sedimentary basins, exhumed batholiths, and contrasting lithologies across faults. The quality of the new model is validated by quantifying waveform misfits of full-length seismograms from 91 earthquakes that were not used in the tomographic inversion. The new model provides more accurate synthetic seismograms that will benefit seismic hazard assessment.

A Nonlinear Programming Perspective on Sensitivity Calculations for Systems Governed by State Equations

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

This paper discusses the calculation of sensitivities. or derivatives, for optimization problems involving systems governed by differential equations and other state relations. The subject is examined from the point of view of nonlinear programming, beginning with the analytical structure of the first and second derivatives associated with such problems and the relation of these derivatives to implicit differentiation and equality constrained optimization. We also outline an error analysis of the analytical formulae and compare the results with similar results for finite-difference estimates of derivatives. We then attend to an investigation of the nature of the adjoint method and the adjoint equations and their relation to directions of steepest descent. We illustrate the points discussed with an optimization problem in which the variables are the coefficients in a differential operator.

Traveling wave solutions and conservation laws for nonlinear evolution equation

NASA Astrophysics Data System (ADS)

Baleanu, Dumitru; Inc, Mustafa; Yusuf, Abdullahi; Aliyu, Aliyu Isa

2018-02-01

In this work, the Riccati-Bernoulli sub-ordinary differential equation and modified tanh-coth methods are used to reach soliton solutions of the nonlinear evolution equation. We acquire new types of traveling wave solutions for the governing equation. We show that the equation is nonlinear self-adjoint by obtaining suitable substitution. Therefore, we construct conservation laws for the equation using new conservation theorem. The obtained solutions in this work may be used to explain and understand the physical nature of the wave spreads in the most dispersive medium. The constraint condition for the existence of solitons is stated. Some three dimensional figures for some of the acquired results are illustrated.

On the role of self-adjointness in the continuum formulation of topological quantum phases

NASA Astrophysics Data System (ADS)

Tanhayi Ahari, Mostafa; Ortiz, Gerardo; Seradjeh, Babak

2016-11-01

Topological quantum phases of matter are characterized by an intimate relationship between the Hamiltonian dynamics away from the edges and the appearance of bound states localized at the edges of the system. Elucidating this correspondence in the continuum formulation of topological phases, even in the simplest case of a one-dimensional system, touches upon fundamental concepts and methods in quantum mechanics that are not commonly discussed in textbooks, in particular the self-adjoint extensions of a Hermitian operator. We show how such topological bound states can be derived in a prototypical one-dimensional system. Along the way, we provide a pedagogical exposition of the self-adjoint extension method as well as the role of symmetries in correctly formulating the continuum, field-theory description of topological matter with boundaries. Moreover, we show that self-adjoint extensions can be characterized generally in terms of a conserved local current associated with the self-adjoint operator.

Seismic imaging: From classical to adjoint tomography

NASA Astrophysics Data System (ADS)

Liu, Q.; Gu, Y. J.

2012-09-01

Seismic tomography has been a vital tool in probing the Earth's internal structure and enhancing our knowledge of dynamical processes in the Earth's crust and mantle. While various tomographic techniques differ in data types utilized (e.g., body vs. surface waves), data sensitivity (ray vs. finite-frequency approximations), and choices of model parameterization and regularization, most global mantle tomographic models agree well at long wavelengths, owing to the presence and typical dimensions of cold subducted oceanic lithospheres and hot, ascending mantle plumes (e.g., in central Pacific and Africa). Structures at relatively small length scales remain controversial, though, as will be discussed in this paper, they are becoming increasingly resolvable with the fast expanding global and regional seismic networks and improved forward modeling and inversion techniques. This review paper aims to provide an overview of classical tomography methods, key debates pertaining to the resolution of mantle tomographic models, as well as to highlight recent theoretical and computational advances in forward-modeling methods that spearheaded the developments in accurate computation of sensitivity kernels and adjoint tomography. The first part of the paper is devoted to traditional traveltime and waveform tomography. While these approaches established a firm foundation for global and regional seismic tomography, data coverage and the use of approximate sensitivity kernels remained as key limiting factors in the resolution of the targeted structures. In comparison to classical tomography, adjoint tomography takes advantage of full 3D numerical simulations in forward modeling and, in many ways, revolutionizes the seismic imaging of heterogeneous structures with strong velocity contrasts. For this reason, this review provides details of the implementation, resolution and potential challenges of adjoint tomography. Further discussions of techniques that are presently popular in

Metabolic Flux Analysis in Isotope Labeling Experiments Using the Adjoint Approach.

PubMed

Mottelet, Stephane; Gaullier, Gil; Sadaka, Georges

2017-01-01

Comprehension of metabolic pathways is considerably enhanced by metabolic flux analysis (MFA-ILE) in isotope labeling experiments. The balance equations are given by hundreds of algebraic (stationary MFA) or ordinary differential equations (nonstationary MFA), and reducing the number of operations is therefore a crucial part of reducing the computation cost. The main bottleneck for deterministic algorithms is the computation of derivatives, particularly for nonstationary MFA. In this article, we explain how the overall identification process may be speeded up by using the adjoint approach to compute the gradient of the residual sum of squares. The proposed approach shows significant improvements in terms of complexity and computation time when it is compared with the usual (direct) approach. Numerical results are obtained for the central metabolic pathways of Escherichia coli and are validated against reference software in the stationary case. The methods and algorithms described in this paper are included in the sysmetab software package distributed under an Open Source license at http://forge.scilab.org/index.php/p/sysmetab/.

Optimal control penalty finite elements - Applications to integrodifferential equations

NASA Astrophysics Data System (ADS)

Chung, T. J.

The application of the optimal-control/penalty finite-element method to the solution of integrodifferential equations in radiative-heat-transfer problems (Chung et al.; Chung and Kim, 1982) is discussed and illustrated. The nonself-adjointness of the convective terms in the governing equations is treated by utilizing optimal-control cost functions and employing penalty functions to constrain auxiliary equations which permit the reduction of second-order derivatives to first order. The OCPFE method is applied to combined-mode heat transfer by conduction, convection, and radiation, both without and with scattering and viscous dissipation; the results are presented graphically and compared to those obtained by other methods. The OCPFE method is shown to give good results in cases where standard Galerkin FE fail, and to facilitate the investigation of scattering and dissipation effects.

Universal Racah matrices and adjoint knot polynomials: Arborescent knots

NASA Astrophysics Data System (ADS)

Mironov, A.; Morozov, A.

2016-04-01

By now it is well established that the quantum dimensions of descendants of the adjoint representation can be described in a universal form, independent of a particular family of simple Lie algebras. The Rosso-Jones formula then implies a universal description of the adjoint knot polynomials for torus knots, which in particular unifies the HOMFLY (SUN) and Kauffman (SON) polynomials. For E8 the adjoint representation is also fundamental. We suggest to extend the universality from the dimensions to the Racah matrices and this immediately produces a unified description of the adjoint knot polynomials for all arborescent (double-fat) knots, including twist, 2-bridge and pretzel. Technically we develop together the universality and the "eigenvalue conjecture", which expresses the Racah and mixing matrices through the eigenvalues of the quantum R-matrix, and for dealing with the adjoint polynomials one has to extend it to the previously unknown 6 × 6 case. The adjoint polynomials do not distinguish between mutants and therefore are not very efficient in knot theory, however, universal polynomials in higher representations can probably be better in this respect.

Bose-Fermi degeneracies in large N adjoint QCD

DOE PAGES

Basar, Gokce; Cherman, Aleksey; McGady, David

2015-07-06

Here, we analyze the large N limit of adjoint QCD, an SU( N) gauge theory with N f flavors of massless adjoint Majorana fermions, compactified on S 3 × S 1. We focus on the weakly-coupled confining small- S 3 regime. If the fermions are given periodic boundary conditions on S 1, we show that there are large cancellations between bosonic and fermionic contributions to the twisted partition function. These cancellations follow a pattern previously seen in the context of misaligned supersymmetry, and lead to the absence of Hagedorn instabilities for any S 1 size L, even though the bosonicmore » and fermionic densities of states both have Hagedorn growth. Adjoint QCD stays in the confining phase for any L ~ N 0, explaining how it is able to enjoy large N volume independence for any L. The large N boson-fermion cancellations take place in a setting where adjoint QCD is manifestly non-supersymmetric at any finite N, and are consistent with the recent conjecture that adjoint QCD has emergent fermionic symmetries in the large N limit.« less

Multi-objective Optimization Strategies Using Adjoint Method and Game Theory in Aerodynamics

NASA Astrophysics Data System (ADS)

Tang, Zhili

2006-08-01

There are currently three different game strategies originated in economics: (1) Cooperative games (Pareto front), (2) Competitive games (Nash game) and (3) Hierarchical games (Stackelberg game). Each game achieves different equilibria with different performance, and their players play different roles in the games. Here, we introduced game concept into aerodynamic design, and combined it with adjoint method to solve multi-criteria aerodynamic optimization problems. The performance distinction of the equilibria of these three game strategies was investigated by numerical experiments. We computed Pareto front, Nash and Stackelberg equilibria of the same optimization problem with two conflicting and hierarchical targets under different parameterizations by using the deterministic optimization method. The numerical results show clearly that all the equilibria solutions are inferior to the Pareto front. Non-dominated Pareto front solutions are obtained, however the CPU cost to capture a set of solutions makes the Pareto front an expensive tool to the designer.

Towards adjoint-based inversion of time-dependent mantle convection with nonlinear viscosity

NASA Astrophysics Data System (ADS)

Li, Dunzhu; Gurnis, Michael; Stadler, Georg

2017-04-01

We develop and study an adjoint-based inversion method for the simultaneous recovery of initial temperature conditions and viscosity parameters in time-dependent mantle convection from the current mantle temperature and historic plate motion. Based on a realistic rheological model with temperature-dependent and strain-rate-dependent viscosity, we formulate the inversion as a PDE-constrained optimization problem. The objective functional includes the misfit of surface velocity (plate motion) history, the misfit of the current mantle temperature, and a regularization for the uncertain initial condition. The gradient of this functional with respect to the initial temperature and the uncertain viscosity parameters is computed by solving the adjoint of the mantle convection equations. This gradient is used in a pre-conditioned quasi-Newton minimization algorithm. We study the prospects and limitations of the inversion, as well as the computational performance of the method using two synthetic problems, a sinking cylinder and a realistic subduction model. The subduction model is characterized by the migration of a ridge toward a trench whereby both plate motions and subduction evolve. The results demonstrate: (1) for known viscosity parameters, the initial temperature can be well recovered, as in previous initial condition-only inversions where the effective viscosity was given; (2) for known initial temperature, viscosity parameters can be recovered accurately, despite the existence of trade-offs due to ill-conditioning; (3) for the joint inversion of initial condition and viscosity parameters, initial condition and effective viscosity can be reasonably recovered, but the high dimension of the parameter space and the resulting ill-posedness may limit recovery of viscosity parameters.

Global Seismic Imaging Based on Adjoint Tomography

NASA Astrophysics Data System (ADS)

Bozdag, E.; Lefebvre, M.; Lei, W.; Peter, D. B.; Smith, J. A.; Zhu, H.; Komatitsch, D.; Tromp, J.

2013-12-01

Our aim is to perform adjoint tomography at the scale of globe to image the entire planet. We have started elastic inversions with a global data set of 253 CMT earthquakes with moment magnitudes in the range 5.8 ≤ Mw ≤ 7 and used GSN stations as well as some local networks such as USArray, European stations, etc. Using an iterative pre-conditioned conjugate gradient scheme, we initially set the aim to obtain a global crustal and mantle model with confined transverse isotropy in the upper mantle. Global adjoint tomography has so far remained a challenge mainly due to computational limitations. Recent improvements in our 3D solvers (e.g., a GPU version) and access to high-performance computational centers (e.g., ORNL's Cray XK7 "Titan" system) now enable us to perform iterations with higher-resolution (T > 9 s) and longer-duration (200 min) simulations to accommodate high-frequency body waves and major-arc surface waves, respectively, which help improve data coverage. The remaining challenge is the heavy I/O traffic caused by the numerous files generated during the forward/adjoint simulations and the pre- and post-processing stages of our workflow. We improve the global adjoint tomography workflow by adopting the ADIOS file format for our seismic data as well as models, kernels, etc., to improve efficiency on high-performance clusters. Our ultimate aim is to use data from all available networks and earthquakes within the magnitude range of our interest (5.5 ≤ Mw ≤ 7) which requires a solid framework to manage big data in our global adjoint tomography workflow. We discuss the current status and future of global adjoint tomography based on our initial results as well as practical issues such as handling big data in inversions and on high-performance computing systems.

An adjoint method for gradient-based optimization of stellarator coil shapes

NASA Astrophysics Data System (ADS)

Paul, E. J.; Landreman, M.; Bader, A.; Dorland, W.

2018-07-01

We present a method for stellarator coil design via gradient-based optimization of the coil-winding surface. The REGCOIL (Landreman 2017 Nucl. Fusion 57 046003) approach is used to obtain the coil shapes on the winding surface using a continuous current potential. We apply the adjoint method to calculate derivatives of the objective function, allowing for efficient computation of analytic gradients while eliminating the numerical noise of approximate derivatives. We are able to improve engineering properties of the coils by targeting the root-mean-squared current density in the objective function. We obtain winding surfaces for W7-X and HSX which simultaneously decrease the normal magnetic field on the plasma surface and increase the surface-averaged distance between the coils and the plasma in comparison with the actual winding surfaces. The coils computed on the optimized surfaces feature a smaller toroidal extent and curvature and increased inter-coil spacing. A technique for computation of the local sensitivity of figures of merit to normal displacements of the winding surface is presented, with potential applications for understanding engineering tolerances.

Adaptive mesh refinement and adjoint methods in geophysics simulations

NASA Astrophysics Data System (ADS)

Burstedde, Carsten

2013-04-01

required by human intervention and analysis. Specifying an objective functional that quantifies the misfit between the simulation outcome and known constraints and then minimizing it through numerical optimization can serve as an automated technique for parameter identification. As suggested by the similarity in formulation, the numerical algorithm is closely related to the one used for goal-oriented error estimation. One common point is that the so-called adjoint equation needs to be solved numerically. We will outline the derivation and implementation of these methods and discuss some of their pros and cons, supported by numerical results.

Spectral-element simulations of wave propagation in complex exploration-industry models: Imaging and adjoint tomography

NASA Astrophysics Data System (ADS)

Luo, Y.; Nissen-Meyer, T.; Morency, C.; Tromp, J.

2008-12-01

Seismic imaging in the exploration industry is often based upon ray-theoretical migration techniques (e.g., Kirchhoff) or other ideas which neglect some fraction of the seismic wavefield (e.g., wavefield continuation for acoustic-wave first arrivals) in the inversion process. In a companion paper we discuss the possibility of solving the full physical forward problem (i.e., including visco- and poroelastic, anisotropic media) using the spectral-element method. With such a tool at hand, we can readily apply the adjoint method to tomographic inversions, i.e., iteratively improving an initial 3D background model to fit the data. In the context of this inversion process, we draw connections between kernels in adjoint tomography and basic imaging principles in migration. We show that the images obtained by migration are nothing but particular kinds of adjoint kernels (mainly density kernels). Migration is basically a first step in the iterative inversion process of adjoint tomography. We apply the approach to basic 2D problems involving layered structures, overthrusting faults, topography, salt domes, and poroelastic regions.

Design optimization using adjoint of Long-time LES for the trailing edge of a transonic turbine vane

NASA Astrophysics Data System (ADS)

Talnikar, Chaitanya; Wang, Qiqi

2017-11-01

Adjoint-based design optimization methods have been applied to low-fidelity simulation methods like Reynolds Averaged Navier-Stokes (RANS) and are useful for designing fluid machinery components. But to reliably capture the complex flow phenomena involved in turbomachinery, high fidelity simulations like large eddy simulation (LES) are required. Unfortunately due to the chaotic dynamics of turbulence, the unsteady adjoint method for LES diverges and produces incorrect gradients. Using a viscosity stabilized unsteady adjoint method developed for LES, the gradient can be obtained with reasonable accuracy. In this paper, design of the trailing edge of a gas turbine inlet guide vane is performed with the objective to reduce stagnation pressure loss and heat transfer over the surface of the vane. Slight changes in the shape of trailing edge can significantly impact these quantities by altering the boundary layer development process and separation points. The trailing edge is parameterized using a linear combination of 5 convex designs. Bayesian optimization is used as a global optimizer with the objective function evaluated from the LES and gradients obtained using the viscosity adjoint method. Results from the optimization, performed on the supercomputer Mira, are presented.

Adjoint-based sensitivity analysis of low-order thermoacoustic networks using a wave-based approach

NASA Astrophysics Data System (ADS)

Aguilar, José G.; Magri, Luca; Juniper, Matthew P.

2017-07-01

Strict pollutant emission regulations are pushing gas turbine manufacturers to develop devices that operate in lean conditions, with the downside that combustion instabilities are more likely to occur. Methods to predict and control unstable modes inside combustion chambers have been developed in the last decades but, in some cases, they are computationally expensive. Sensitivity analysis aided by adjoint methods provides valuable sensitivity information at a low computational cost. This paper introduces adjoint methods and their application in wave-based low order network models, which are used as industrial tools, to predict and control thermoacoustic oscillations. Two thermoacoustic models of interest are analyzed. First, in the zero Mach number limit, a nonlinear eigenvalue problem is derived, and continuous and discrete adjoint methods are used to obtain the sensitivities of the system to small modifications. Sensitivities to base-state modification and feedback devices are presented. Second, a more general case with non-zero Mach number, a moving flame front and choked outlet, is presented. The influence of the entropy waves on the computed sensitivities is shown.

NEMOTAM: tangent and adjoint models for the ocean modelling platform NEMO

NASA Astrophysics Data System (ADS)

Vidard, A.; Bouttier, P.-A.; Vigilant, F.

2015-04-01

Tangent linear and adjoint models (TAMs) are efficient tools to analyse and to control dynamical systems such as NEMO. They can be involved in a large range of applications such as sensitivity analysis, parameter estimation or the computation of characteristic vectors. A TAM is also required by the 4D-Var algorithm, which is one of the major methods in data assimilation. This paper describes the development and the validation of the tangent linear and adjoint model for the NEMO ocean modelling platform (NEMOTAM). The diagnostic tools that are available alongside NEMOTAM are detailed and discussed, and several applications are also presented.

NEMOTAM: tangent and adjoint models for the ocean modelling platform NEMO

NASA Astrophysics Data System (ADS)

Vidard, A.; Bouttier, P.-A.; Vigilant, F.

2014-10-01

The tangent linear and adjoint model (TAM) are efficient tools to analyse and to control dynamical systems such as NEMO. They can be involved in a large range of applications such as sensitivity analysis, parameter estimation or the computation of characteristics vectors. TAM is also required by the 4-D-VAR algorithm which is one of the major method in Data Assimilation. This paper describes the development and the validation of the Tangent linear and Adjoint Model for the NEMO ocean modelling platform (NEMOTAM). The diagnostic tools that are available alongside NEMOTAM are detailed and discussed and several applications are also presented.

Solving the transport equation with quadratic finite elements: Theory and applications

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ferguson, J.M.

1997-12-31

At the 4th Joint Conference on Computational Mathematics, the author presented a paper introducing a new quadratic finite element scheme (QFEM) for solving the transport equation. In the ensuing year the author has obtained considerable experience in the application of this method, including solution of eigenvalue problems, transmission problems, and solution of the adjoint form of the equation as well as the usual forward solution. He will present detailed results, and will also discuss other refinements of his transport codes, particularly for 3-dimensional problems on rectilinear and non-rectilinear grids.

AN EULERIAN-LAGRANGIAN LOCALIZED ADJOINT METHOD FOR THE ADVECTION-DIFFUSION EQUATION

EPA Science Inventory

Many numerical methods use characteristic analysis to accommodate the advective component of transport. Such characteristic methods include Eulerian-Lagrangian methods (ELM), modified method of characteristics (MMOC), and operator splitting methods. A generalization of characteri...

Advances in Global Adjoint Tomography -- Massive Data Assimilation

NASA Astrophysics Data System (ADS)

Ruan, Y.; Lei, W.; Bozdag, E.; Lefebvre, M. P.; Smith, J. A.; Krischer, L.; Tromp, J.

2015-12-01

Azimuthal anisotropy and anelasticity are key to understanding a myriad of processes in Earth's interior. Resolving these properties requires accurate simulations of seismic wave propagation in complex 3-D Earth models and an iterative inversion strategy. In the wake of successes in regional studies(e.g., Chen et al., 2007; Tape et al., 2009, 2010; Fichtner et al., 2009, 2010; Chen et al.,2010; Zhu et al., 2012, 2013; Chen et al., 2015), we are employing adjoint tomography based on a spectral-element method (Komatitsch & Tromp 1999, 2002) on a global scale using the supercomputer ''Titan'' at Oak Ridge National Laboratory. After 15 iterations, we have obtained a high-resolution transversely isotropic Earth model (M15) using traveltime data from 253 earthquakes. To obtain higher resolution images of the emerging new features and to prepare the inversion for azimuthal anisotropy and anelasticity, we expanded the original dataset with approximately 4,220 additional global earthquakes (Mw5.5-7.0) --occurring between 1995 and 2014-- and downloaded 300-minute-long time series for all available data archived at the IRIS Data Management Center, ORFEUS, and F-net. Ocean Bottom Seismograph data from the last decade are also included to maximize data coverage. In order to handle the huge dataset and solve the I/O bottleneck in global adjoint tomography, we implemented a python-based parallel data processing workflow based on the newly developed Adaptable Seismic Data Format (ASDF). With the help of the data selection tool MUSTANG developed by IRIS, we cleaned our dataset and assembled event-based ASDF files for parallel processing. We have started Centroid Moment Tensors (CMT) inversions for all 4,220 earthquakes with the latest model M15, and selected high-quality data for measurement. We will statistically investigate each channel using synthetic seismograms calculated in M15 for updated CMTs and identify problematic channels. In addition to data screening, we also modified

Adjoint-based Simultaneous Estimation Method of Fault Slip and Asthenosphere Viscosity Using Large-Scale Finite Element Simulation of Viscoelastic Deformation

NASA Astrophysics Data System (ADS)

Agata, R.; Ichimura, T.; Hori, T.; Hirahara, K.; Hashimoto, C.; Hori, M.

2016-12-01

Estimation of the coseismic/postseismic slip using postseismic deformation observation data is an important topic in the field of geodetic inversion. Estimation methods for this purpose are expected to be improved by introducing numerical simulation tools (e.g. finite element (FE) method) of viscoelastic deformation, in which the computation model is of high fidelity to the available high-resolution crustal data. The authors have proposed a large-scale simulation method using such FE high-fidelity models (HFM), assuming use of a large-scale computation environment such as the K computer in Japan (Ichimura et al. 2016). On the other hand, the values of viscosity in the heterogeneous viscoelastic structure in the high-fidelity model are not trivial. In this study, we developed an adjoint-based optimization method incorporating HFM, in which fault slip and asthenosphere viscosity are simultaneously estimated. We carried out numerical experiments using synthetic crustal deformation data. We constructed an HFM in the domain of 2048x1536x850 km, which includes the Tohoku region in northeast Japan based on Ichimura et al. (2013). We used the model geometry data set of JTOPO30 (2003), Koketsu et al. (2008) and CAMP standard model (Hashimoto et al. 2004). The geometry of crustal structures in HFM is in 1km resolution, resulting in 36 billion degrees-of-freedom. Synthetic crustal deformation data due to prescribed coseismic slip and after slips in the location of GEONET, GPS/A observation points, and S-net are used. The target inverse analysis is formulated as minimization of L2 norm of the difference between the FE simulation results and the observation data with respect to viscosity and fault slip, combining the quasi-Newton algorithm with the adjoint method. Use of this combination decreases the necessary number of forward analyses in the optimization calculation. As a result, we are now able to finish the estimation using 2560 computer nodes of the K computer for less

Aerodynamic Shape Optimization of Supersonic Aircraft Configurations via an Adjoint Formulation on Parallel Computers

NASA Technical Reports Server (NTRS)

Reuther, James; Alonso, Juan Jose; Rimlinger, Mark J.; Jameson, Antony

1996-01-01

This work describes the application of a control theory-based aerodynamic shape optimization method to the problem of supersonic aircraft design. The design process is greatly accelerated through the use of both control theory and a parallel implementation on distributed memory computers. Control theory is employed to derive the adjoint differential equations whose solution allows for the evaluation of design gradient information at a fraction of the computational cost required by previous design methods. The resulting problem is then implemented on parallel distributed memory architectures using a domain decomposition approach, an optimized communication schedule, and the MPI (Message Passing Interface) Standard for portability and efficiency. The final result achieves very rapid aerodynamic design based on higher order computational fluid dynamics methods (CFD). In our earlier studies, the serial implementation of this design method was shown to be effective for the optimization of airfoils, wings, wing-bodies, and complex aircraft configurations using both the potential equation and the Euler equations. In our most recent paper, the Euler method was extended to treat complete aircraft configurations via a new multiblock implementation. Furthermore, during the same conference, we also presented preliminary results demonstrating that this basic methodology could be ported to distributed memory parallel computing architectures. In this paper, our concern will be to demonstrate that the combined power of these new technologies can be used routinely in an industrial design environment by applying it to the case study of the design of typical supersonic transport configurations. A particular difficulty of this test case is posed by the propulsion/airframe integration.

Comparison of Evolutionary (Genetic) Algorithm and Adjoint Methods for Multi-Objective Viscous Airfoil Optimizations

NASA Technical Reports Server (NTRS)

Pulliam, T. H.; Nemec, M.; Holst, T.; Zingg, D. W.; Kwak, Dochan (Technical Monitor)

2002-01-01

A comparison between an Evolutionary Algorithm (EA) and an Adjoint-Gradient (AG) Method applied to a two-dimensional Navier-Stokes code for airfoil design is presented. Both approaches use a common function evaluation code, the steady-state explicit part of the code,ARC2D. The parameterization of the design space is a common B-spline approach for an airfoil surface, which together with a common griding approach, restricts the AG and EA to the same design space. Results are presented for a class of viscous transonic airfoils in which the optimization tradeoff between drag minimization as one objective and lift maximization as another, produces the multi-objective design space. Comparisons are made for efficiency, accuracy and design consistency.

Adjoint-Based Sensitivity and Uncertainty Analysis for Density and Composition: A User’s Guide

DOE PAGES

Favorite, Jeffrey A.; Perko, Zoltan; Kiedrowski, Brian C.; ...

2017-03-01

The ability to perform sensitivity analyses using adjoint-based first-order sensitivity theory has existed for decades. This paper provides guidance on how adjoint sensitivity methods can be used to predict the effect of material density and composition uncertainties in critical experiments, including when these uncertain parameters are correlated or constrained. Two widely used Monte Carlo codes, MCNP6 (Ref. 2) and SCALE 6.2 (Ref. 3), are both capable of computing isotopic density sensitivities in continuous energy and angle. Additionally, Perkó et al. have shown how individual isotope density sensitivities, easily computed using adjoint methods, can be combined to compute constrained first-order sensitivitiesmore » that may be used in the uncertainty analysis. This paper provides details on how the codes are used to compute first-order sensitivities and how the sensitivities are used in an uncertainty analysis. Constrained first-order sensitivities are computed in a simple example problem.« less

Parallelized Three-Dimensional Resistivity Inversion Using Finite Elements And Adjoint State Methods

NASA Astrophysics Data System (ADS)

Schaa, Ralf; Gross, Lutz; Du Plessis, Jaco

2015-04-01

The resistivity method is one of the oldest geophysical exploration methods, which employs one pair of electrodes to inject current into the ground and one or more pairs of electrodes to measure the electrical potential difference. The potential difference is a non-linear function of the subsurface resistivity distribution described by an elliptic partial differential equation (PDE) of the Poisson type. Inversion of measured potentials solves for the subsurface resistivity represented by PDE coefficients. With increasing advances in multichannel resistivity acquisition systems (systems with more than 60 channels and full waveform recording are now emerging), inversion software require efficient storage and solver algorithms. We developed the finite element solver Escript, which provides a user-friendly programming environment in Python to solve large-scale PDE-based problems (see https://launchpad.net/escript-finley). Using finite elements, highly irregular shaped geology and topography can readily be taken into account. For the 3D resistivity problem, we have implemented the secondary potential approach, where the PDE is decomposed into a primary potential caused by the source current and the secondary potential caused by changes in subsurface resistivity. The primary potential is calculated analytically, and the boundary value problem for the secondary potential is solved using nodal finite elements. This approach removes the singularity caused by the source currents and provides more accurate 3D resistivity models. To solve the inversion problem we apply a 'first optimize then discretize' approach using the quasi-Newton scheme in form of the limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method (see Gross & Kemp 2013). The evaluation of the cost function requires the solution of the secondary potential PDE for each source current and the solution of the corresponding adjoint-state PDE for the cost function gradients with respect to the subsurface

A modified adjoint-based grid adaptation and error correction method for unstructured grid

NASA Astrophysics Data System (ADS)

Cui, Pengcheng; Li, Bin; Tang, Jing; Chen, Jiangtao; Deng, Youqi

2018-05-01

Grid adaptation is an important strategy to improve the accuracy of output functions (e.g. drag, lift, etc.) in computational fluid dynamics (CFD) analysis and design applications. This paper presents a modified robust grid adaptation and error correction method for reducing simulation errors in integral outputs. The procedure is based on discrete adjoint optimization theory in which the estimated global error of output functions can be directly related to the local residual error. According to this relationship, local residual error contribution can be used as an indicator in a grid adaptation strategy designed to generate refined grids for accurately estimating the output functions. This grid adaptation and error correction method is applied to subsonic and supersonic simulations around three-dimensional configurations. Numerical results demonstrate that the sensitive grids to output functions are detected and refined after grid adaptation, and the accuracy of output functions is obviously improved after error correction. The proposed grid adaptation and error correction method is shown to compare very favorably in terms of output accuracy and computational efficiency relative to the traditional featured-based grid adaptation.

Backward semi-linear parabolic equations with time-dependent coefficients and local Lipschitz source

NASA Astrophysics Data System (ADS)

Nho Hào, Dinh; Van Duc, Nguyen; Van Thang, Nguyen

2018-05-01

Let H be a Hilbert space with the inner product and the norm , a positive self-adjoint unbounded time-dependent operator on H and . We establish stability estimates of Hölder type and propose a regularization method with error estimates of Hölder type for the ill-posed backward semi-linear parabolic equation with the source function f satisfying a local Lipschitz condition.

On the Direct Assimilation of Along-track Sea Surface Height Observations into a Free-surface Ocean Model Using a Weak Constraints Four Dimensional Variational (4dvar) Method

NASA Astrophysics Data System (ADS)

Ngodock, H.; Carrier, M.; Smith, S. R.; Souopgui, I.; Martin, P.; Jacobs, G. A.

2016-02-01

The representer method is adopted for solving a weak constraints 4dvar problem for the assimilation of ocean observations including along-track SSH, using a free surface ocean model. Direct 4dvar assimilation of SSH observations along the satellite tracks requires that the adjoint model be integrated with Dirac impulses on the right hand side of the adjoint equations for the surface elevation equation. The solution of this adjoint model will inevitably include surface gravity waves, and it constitutes the forcing for the tangent linear model (TLM) according to the representer method. This yields an analysis that is contaminated by gravity waves. A method for avoiding the generation of the surface gravity waves in the analysis is proposed in this study; it consists of removing the adjoint of the free surface from the right hand side (rhs) of the free surface mode in the TLM. The information from the SSH observations will still propagate to all other variables via the adjoint of the balance relationship between the barotropic and baroclinic modes, resulting in the correction to the surface elevation. Two assimilation experiments are carried out in the Gulf of Mexico: one with adjoint forcing included on the rhs of the TLM free surface equation, and the other without. Both analyses are evaluated against the assimilated SSH observations, SSH maps from Aviso and independent surface drifters, showing that the analysis that did not include adjoint forcing in the free surface is more accurate. This study shows that when a weak constraint 4dvar approach is considered for the assimilation of along-track SSH observations using a free surface model, with the aim of correcting the mesoscale circulation, an independent model error should not be assigned to the free surface.

Almost commuting self-adjoint matrices: The real and self-dual cases

NASA Astrophysics Data System (ADS)

Loring, Terry A.; Sørensen, Adam P. W.

2016-08-01

We show that a pair of almost commuting self-adjoint, symmetric matrices is close to a pair of commuting self-adjoint, symmetric matrices (in a uniform way). Moreover, we prove that the same holds with self-dual in place of symmetric and also for paths of self-adjoint matrices. Since a symmetric, self-adjoint matrix is real, we get a real version of Huaxin Lin’s famous theorem on almost commuting matrices. Similarly, the self-dual case gives a version for matrices over the quaternions. To prove these results, we develop a theory of semiprojectivity for real C*-algebras and also examine various definitions of low-rank for real C*-algebras.

Equivalence transformations and conservation laws for a generalized variable-coefficient Gardner equation

NASA Astrophysics Data System (ADS)

de la Rosa, R.; Gandarias, M. L.; Bruzón, M. S.

2016-11-01

In this paper we study the generalized variable-coefficient Gardner equations of the form ut + A(t) unux + C(t) u2nux + B(t) uxxx + Q(t) u = 0 . This class broadens out many other equations previously considered: Johnpillai and Khalique (2010), Molati and Ramollo (2012) and Vaneeva et al. (2015). The use of the equivalence group of this class allows us to perform an exhaustive study and a simple and clear formulation of the results. Some conservation laws are derived for the nonlinearly self-adjoint equations by using a general theorem on conservation laws. We also construct conservation laws by applying the multipliers method.

Full Seismic Waveform Tomography of the Japan region using Adjoint Methods

NASA Astrophysics Data System (ADS)

Steptoe, Hamish; Fichtner, Andreas; Rickers, Florian; Trampert, Jeannot

2013-04-01

We present a full-waveform tomographic model of the Japan region based on spectral-element wave propagation, adjoint techniques and seismic data from dense station networks. This model is intended to further our understanding of both the complex regional tectonics and the finite rupture processes of large earthquakes. The shallow Earth structure of the Japan region has been the subject of considerable tomographic investigation. The islands of Japan exist in an area of significant plate complexity: subduction related to the Pacific and Philippine Sea plates is responsible for the majority of seismicity and volcanism of Japan, whilst smaller micro-plates in the region, including the Okhotsk, and Okinawa and Amur, part of the larger North America and Eurasia plates respectively, contribute significant local intricacy. In response to the need to monitor and understand the motion of these plates and their associated faults, numerous seismograph networks have been established, including the 768 station high-sensitivity Hi-net network, 84 station broadband F-net and the strong-motion seismograph networks K-net and KiK-net in Japan. We also include the 55 station BATS network of Taiwan. We use this exceptional coverage to construct a high-resolution model of the Japan region from the full-waveform inversion of over 15,000 individual component seismograms from 53 events that occurred between 1997 and 2012. We model these data using spectral-element simulations of seismic wave propagation at a regional scale over an area from 120°-150°E and 20°-50°N to a depth of around 500 km. We quantify differences between observed and synthetic waveforms using time-frequency misfits allowing us to separate both phase and amplitude measurements whilst exploiting the complete waveform at periods of 15-60 seconds. Fréchet kernels for these misfits are calculated via the adjoint method and subsequently used in an iterative non-linear conjugate-gradient optimization. Finally, we employ

Adjoint-Based Climate Model Tuning: Application to the Planet Simulator

NASA Astrophysics Data System (ADS)

Lyu, Guokun; Köhl, Armin; Matei, Ion; Stammer, Detlef

2018-01-01

The adjoint method is used to calibrate the medium complexity climate model "Planet Simulator" through parameter estimation. Identical twin experiments demonstrate that this method can retrieve default values of the control parameters when using a long assimilation window of the order of 2 months. Chaos synchronization through nudging, required to overcome limits in the temporal assimilation window in the adjoint method, is employed successfully to reach this assimilation window length. When assimilating ERA-Interim reanalysis data, the observations of air temperature and the radiative fluxes are the most important data for adjusting the control parameters. The global mean net longwave fluxes at the surface and at the top of the atmosphere are significantly improved by tuning two model parameters controlling the absorption of clouds and water vapor. The global mean net shortwave radiation at the surface is improved by optimizing three model parameters controlling cloud optical properties. The optimized parameters improve the free model (without nudging terms) simulation in a way similar to that in the assimilation experiments. Results suggest a promising way for tuning uncertain parameters in nonlinear coupled climate models.

Aerodynamic Shape Optimization of Supersonic Aircraft Configurations via an Adjoint Formulation on Parallel Computers

NASA Technical Reports Server (NTRS)

Reuther, James; Alonso, Juan Jose; Rimlinger, Mark J.; Jameson, Antony

1996-01-01

This work describes the application of a control theory-based aerodynamic shape optimization method to the problem of supersonic aircraft design. The design process is greatly accelerated through the use of both control theory and a parallel implementation on distributed memory computers. Control theory is employed to derive the adjoint differential equations whose solution allows for the evaluation of design gradient information at a fraction of the computational cost required by previous design methods (13, 12, 44, 38). The resulting problem is then implemented on parallel distributed memory architectures using a domain decomposition approach, an optimized communication schedule, and the MPI (Message Passing Interface) Standard for portability and efficiency. The final result achieves very rapid aerodynamic design based on higher order computational fluid dynamics methods (CFD). In our earlier studies, the serial implementation of this design method (19, 20, 21, 23, 39, 25, 40, 41, 42, 43, 9) was shown to be effective for the optimization of airfoils, wings, wing-bodies, and complex aircraft configurations using both the potential equation and the Euler equations (39, 25). In our most recent paper, the Euler method was extended to treat complete aircraft configurations via a new multiblock implementation. Furthermore, during the same conference, we also presented preliminary results demonstrating that the basic methodology could be ported to distributed memory parallel computing architectures [241. In this paper, our concem will be to demonstrate that the combined power of these new technologies can be used routinely in an industrial design environment by applying it to the case study of the design of typical supersonic transport configurations. A particular difficulty of this test case is posed by the propulsion/airframe integration.

Sensitivity Equation Derivation for Transient Heat Transfer Problems

NASA Technical Reports Server (NTRS)

Hou, Gene; Chien, Ta-Cheng; Sheen, Jeenson

2004-01-01

The focus of the paper is on the derivation of sensitivity equations for transient heat transfer problems modeled by different discretization processes. Two examples will be used in this study to facilitate the discussion. The first example is a coupled, transient heat transfer problem that simulates the press molding process in fabrication of composite laminates. These state equations are discretized into standard h-version finite elements and solved by a multiple step, predictor-corrector scheme. The sensitivity analysis results based upon the direct and adjoint variable approaches will be presented. The second example is a nonlinear transient heat transfer problem solved by a p-version time-discontinuous Galerkin's Method. The resulting matrix equation of the state equation is simply in the form of Ax = b, representing a single step, time marching scheme. A direct differentiation approach will be used to compute the thermal sensitivities of a sample 2D problem.

Profiling the robustness, efficiency and limits of the forward-adjoint method for 3-D mantle convection modelling

NASA Astrophysics Data System (ADS)

Price, M. G.; Davies, J. H.

2018-02-01

Knowledge of Earth's past mantle structure is inherently unknown. This lack of knowledge presents problems in many areas of Earth science, including in mantle circulation modelling (MCM). As a mathematical model of mantle convection, MCMs require boundary and initial conditions. While boundary conditions are readily available from sources such as plate reconstructions for the upper surface, and as free slip at the core-mantle boundary, the initial condition is not known. MCMs have historically `created' an initial condition using long `spin up' processes using the oldest available plate reconstruction period available. While these do yield good results when models are run to present day, it is difficult to infer with confidence results from early in a model's history. Techniques to overcome this problem are now being studied in geodynamics, such as by assimilating the known internal structure (e.g. from seismic tomography) of Earth at present day backwards in time. One such method is to use an iterative process known as the forward-adjoint method. While this is an efficient means of solving this inverse problem, it still strains all but the most cutting edge computational systems. In this study we endeavour to profile the effectiveness of this method using synthetic test cases as our known data source. We conclude that savings in terms of computational expense for forward-adjoint models can be achieved by streamlining the time-stepping of the calculation, as well as determining the most efficient method of updating initial conditions in the iterative scheme. Furthermore, we observe that in the models presented, there exists an upper limit on the time interval over which solutions will practically converge, although this limit is likely to be linked to Rayleigh number.

Adjoint Sensitivity Analysis of Orbital Mechanics: Application to Computations of Observables' Partials with Respect to Harmonics of the Planetary Gravity Fields

NASA Technical Reports Server (NTRS)

Ustinov, Eugene A.; Sunseri, Richard F.

2005-01-01

An approach is presented to the inversion of gravity fields based on evaluation of partials of observables with respect to gravity harmonics using the solution of adjoint problem of orbital dynamics of the spacecraft. Corresponding adjoint operator is derived directly from the linear operator of the linearized forward problem of orbital dynamics. The resulting adjoint problem is similar to the forward problem and can be solved by the same methods. For given highest degree N of gravity harmonics desired, this method involves integration of N adjoint solutions as compared to integration of N2 partials of the forward solution with respect to gravity harmonics in the conventional approach. Thus, for higher resolution gravity models, this approach becomes increasingly more effective in terms of computer resources as compared to the approach based on the solution of the forward problem of orbital dynamics.

Methods for Equating Mental Tests.

DTIC Science & Technology

1984-11-01

1983) compared conventional and IRT methods for equating the Test of English as a Foreign Language ( TOEFL ) after chaining. Three conventional and...three IRT equating methods were examined in this study; two sections of TOEFL were each (separately) equated. The IRT methods included the following: (a...group. A separate base form was established for each of the six equating methods. Instead of equating the base-form TOEFL to itself, the last (eighth

Adjoint-Based Uncertainty Quantification with MCNP

DOE Office of Scientific and Technical Information (OSTI.GOV)

Seifried, Jeffrey E.

2011-09-01

This work serves to quantify the instantaneous uncertainties in neutron transport simulations born from nuclear data and statistical counting uncertainties. Perturbation and adjoint theories are used to derive implicit sensitivity expressions. These expressions are transformed into forms that are convenient for construction with MCNP6, creating the ability to perform adjoint-based uncertainty quantification with MCNP6. These new tools are exercised on the depleted-uranium hybrid LIFE blanket, quantifying its sensitivities and uncertainties to important figures of merit. Overall, these uncertainty estimates are small (< 2%). Having quantified the sensitivities and uncertainties, physical understanding of the system is gained and some confidence inmore » the simulation is acquired.« less

Time reversal imaging, Inverse problems and Adjoint Tomography}

NASA Astrophysics Data System (ADS)

Montagner, J.; Larmat, C. S.; Capdeville, Y.; Kawakatsu, H.; Fink, M.

2010-12-01

With the increasing power of computers and numerical techniques (such as spectral element methods), it is possible to address a new class of seismological problems. The propagation of seismic waves in heterogeneous media is simulated more and more accurately and new applications developed, in particular time reversal methods and adjoint tomography in the three-dimensional Earth. Since the pioneering work of J. Claerbout, theorized by A. Tarantola, many similarities were found between time-reversal methods, cross-correlations techniques, inverse problems and adjoint tomography. By using normal mode theory, we generalize the scalar approach of Draeger and Fink (1999) and Lobkis and Weaver (2001) to the 3D- elastic Earth, for theoretically understanding time-reversal method on global scale. It is shown how to relate time-reversal methods on one hand, with auto-correlations of seismograms for source imaging and on the other hand, with cross-correlations between receivers for structural imaging and retrieving Green function. Time-reversal methods were successfully applied in the past to acoustic waves in many fields such as medical imaging, underwater acoustics, non destructive testing and to seismic waves in seismology for earthquake imaging. In the case of source imaging, time reversal techniques make it possible an automatic location in time and space as well as the retrieval of focal mechanism of earthquakes or unknown environmental sources . We present here some applications at the global scale of these techniques on synthetic tests and on real data, such as Sumatra-Andaman (Dec. 2004), Haiti (Jan. 2010), as well as glacial earthquakes and seismic hum.

An Adjoint-Based Approach to Study a Flexible Flapping Wing in Pitching-Rolling Motion

NASA Astrophysics Data System (ADS)

Jia, Kun; Wei, Mingjun; Xu, Min; Li, Chengyu; Dong, Haibo

2017-11-01

Flapping-wing aerodynamics, with advantages in agility, efficiency, and hovering capability, has been the choice of many flyers in nature. However, the study of bio-inspired flapping-wing propulsion is often hindered by the problem's large control space with different wing kinematics and deformation. The adjoint-based approach reduces largely the computational cost to a feasible level by solving an inverse problem. Facing the complication from moving boundaries, non-cylindrical calculus provides an easy extension of traditional adjoint-based approach to handle the optimization involving moving boundaries. The improved adjoint method with non-cylindrical calculus for boundary treatment is first applied on a rigid pitching-rolling plate, then extended to a flexible one with active deformation to further increase its propulsion efficiency. The comparison of flow dynamics with the initial and optimal kinematics and deformation provides a unique opportunity to understand the flapping-wing mechanism. Supported by AFOSR and ARL.

Technical Note: Adjoint formulation of the TOMCAT atmospheric transport scheme in the Eulerian backtracking framework (RETRO-TOM)

NASA Astrophysics Data System (ADS)

Haines, P. E.; Esler, J. G.; Carver, G. D.

2014-06-01

A new methodology for the formulation of an adjoint to the transport component of the chemistry transport model TOMCAT is described and implemented in a new model, RETRO-TOM. The Eulerian backtracking method is used, allowing the forward advection scheme (Prather's second-order moments) to be efficiently exploited in the backward adjoint calculations. Prather's scheme is shown to be time symmetric, suggesting the possibility of high accuracy. To attain this accuracy, however, it is necessary to make a careful treatment of the "density inconsistency" problem inherent to offline transport models. The results are verified using a series of test experiments. These demonstrate the high accuracy of RETRO-TOM when compared with direct forward sensitivity calculations, at least for problems in which flux limiters in the advection scheme are not required. RETRO-TOM therefore combines the flexibility and stability of a "finite difference of adjoint" formulation with the accuracy of an "adjoint of finite difference" formulation.

Technical Note: Adjoint formulation of the TOMCAT atmospheric transport scheme in the Eulerian backtracking framework (RETRO-TOM)

NASA Astrophysics Data System (ADS)

Haines, P. E.; Esler, J. G.; Carver, G. D.

2014-01-01

A new methodology for the formulation of an adjoint to the transport component of the chemistry transport model TOMCAT is described and implemented in a new model RETRO-TOM. The Eulerian backtracking method is used, allowing the forward advection scheme (Prather's second-order moments), to be efficiently exploited in the backward adjoint calculations. Prather's scheme is shown to be time-symmetric suggesting the possibility of high accuracy. To attain this accuracy, however, it is necessary to make a careful treatment of the "density inconsistency" problem inherent to offline transport models. The results are verified using a series of test experiments. These demonstrate the high accuracy of RETRO-TOM when compared with direct forward sensitivity calculations, at least for problems in which flux-limiters in the advection scheme are not required. RETRO-TOM therefore combines the flexibility and stability of a "finite difference of adjoint" formulation with the accuracy of an "adjoint of finite difference" formulation.

Demonstration of Automatically-Generated Adjoint Code for Use in Aerodynamic Shape Optimization

NASA Technical Reports Server (NTRS)

Green, Lawrence; Carle, Alan; Fagan, Mike

1999-01-01

Gradient-based optimization requires accurate derivatives of the objective function and constraints. These gradients may have previously been obtained by manual differentiation of analysis codes, symbolic manipulators, finite-difference approximations, or existing automatic differentiation (AD) tools such as ADIFOR (Automatic Differentiation in FORTRAN). Each of these methods has certain deficiencies, particularly when applied to complex, coupled analyses with many design variables. Recently, a new AD tool called ADJIFOR (Automatic Adjoint Generation in FORTRAN), based upon ADIFOR, was developed and demonstrated. Whereas ADIFOR implements forward-mode (direct) differentiation throughout an analysis program to obtain exact derivatives via the chain rule of calculus, ADJIFOR implements the reverse-mode counterpart of the chain rule to obtain exact adjoint form derivatives from FORTRAN code. Automatically-generated adjoint versions of the widely-used CFL3D computational fluid dynamics (CFD) code and an algebraic wing grid generation code were obtained with just a few hours processing time using the ADJIFOR tool. The codes were verified for accuracy and were shown to compute the exact gradient of the wing lift-to-drag ratio, with respect to any number of shape parameters, in about the time required for 7 to 20 function evaluations. The codes have now been executed on various computers with typical memory and disk space for problems with up to 129 x 65 x 33 grid points, and for hundreds to thousands of independent variables. These adjoint codes are now used in a gradient-based aerodynamic shape optimization problem for a swept, tapered wing. For each design iteration, the optimization package constructs an approximate, linear optimization problem, based upon the current objective function, constraints, and gradient values. The optimizer subroutines are called within a design loop employing the approximate linear problem until an optimum shape is found, the design loop

Comparison of Kernel Equating and Item Response Theory Equating Methods

ERIC Educational Resources Information Center

Meng, Yu

2012-01-01

The kernel method of test equating is a unified approach to test equating with some advantages over traditional equating methods. Therefore, it is important to evaluate in a comprehensive way the usefulness and appropriateness of the Kernel equating (KE) method, as well as its advantages and disadvantages compared with several popular item…

Assessing the Impact of Advanced Satellite Observations in the NASA GEOS-5 Forecast System Using the Adjoint Method

NASA Technical Reports Server (NTRS)

Gelaro, Ron; Liu, Emily; Sienkiewicz, Meta

2011-01-01

The adjoint of a data assimilation system provides a flexible and efficient tool for estimating observation impacts on short-range weather forecasts. The impacts of any or all observations can be estimated simultaneously based on a single execution of the adjoint system. The results can be easily aggregated according to data type, location, channel, etc., making this technique especially attractive for examining the impacts of new hyper-spectral satellite instruments and for conducting regular, even near-real time, monitoring of the entire observing system. In this talk, we present results from the adjoint-based observation impact monitoring tool in NASA's GEOS-5 global atmospheric data assimilation and forecast system. The tool has been running in various off-line configurations for some time, and is scheduled to run as a regular part of the real-time forecast suite beginning in autumn 20 I O. We focus on the impacts of the newest components of the satellite observing system, including AIRS, IASI and GPS. For AIRS and IASI, it is shown that the vast majority of the channels assimilated have systematic positive impacts (of varying magnitudes), although some channels degrade the forecast. Of the latter, most are moisture-sensitive or near-surface channels. The impact of GPS observations in the southern hemisphere is found to be a considerable overall benefit to the system. In addition, the spatial variability of observation impacts reveals coherent patterns of positive and negative impacts that may point to deficiencies in the use of certain observations over, for example, specific surface types. When performed in conjunction with selected observing system experiments (OSEs), the adjoint results reveal both redundancies and dependencies between observing system impacts as observations are added or removed from the assimilation system. Understanding these dependencies appears to pose a major challenge for optimizing the use of the current observational network and

Intelligent earthquake data processing for global adjoint tomography

NASA Astrophysics Data System (ADS)

Chen, Y.; Hill, J.; Li, T.; Lei, W.; Ruan, Y.; Lefebvre, M. P.; Tromp, J.

2016-12-01

Due to the increased computational capability afforded by modern and future computing architectures, the seismology community is demanding a more comprehensive understanding of the full waveform information from the recorded earthquake seismograms. Global waveform tomography is a complex workflow that matches observed seismic data with synthesized seismograms by iteratively updating the earth model parameters based on the adjoint state method. This methodology allows us to compute a very accurate model of the earth's interior. The synthetic data is simulated by solving the wave equation in the entire globe using a spectral-element method. In order to ensure the inversion accuracy and stability, both the synthesized and observed seismograms must be carefully pre-processed. Because the scale of the inversion problem is extremely large and there is a very large volume of data to both be read and written, an efficient and reliable pre-processing workflow must be developed. We are investigating intelligent algorithms based on a machine-learning (ML) framework that will automatically tune parameters for the data processing chain. One straightforward application of ML in data processing is to classify all possible misfit calculation windows into usable and unusable ones, based on some intelligent ML models such as neural network, support vector machine or principle component analysis. The intelligent earthquake data processing framework will enable the seismology community to compute the global waveform tomography using seismic data from an arbitrarily large number of earthquake events in the fastest, most efficient way.

Seismic wave-speed structure beneath the metropolitan area of Japan based on adjoint tomography

NASA Astrophysics Data System (ADS)

Miyoshi, T.; Obayashi, M.; Tono, Y.; Tsuboi, S.

2015-12-01

We have obtained a three-dimensional (3D) model of seismic wave-speed structure beneath the metropolitan area of Japan. We applied the spectral-element method (e.g. Komatitsch and Tromp 1999) and adjoint method (Liu and Tromp 2006) to the broadband seismograms in order to infer the 3D model. We used the travel-time tomography result (Matsubara and Obara 2011) as an initial 3D model and used broadband waveforms recorded at the NIED F-net stations. We selected 147 earthquakes with magnitude of larger than 4.5 from the F-net earthquake catalog and used their bandpass filtered seismograms between 5 and 20 second with a high S/N ratio. The 3D model used for the forward and adjoint simulations is represented as a region of approximately 500 by 450 km in horizontal and 120 km in depth. Minimum period of theoretical waveforms was 4.35 second. For the adjoint inversion, we picked up the windows of the body waves from the observed and theoretical seismograms. We used SPECFEM3D_Cartesian code (e.g. Peter et al. 2011) for the forward and adjoint simulations, and their simulations were implemented by K-computer in RIKEN. Each iteration required about 0.1 million CPU hours at least. The model parameters of Vp and Vs were updated by using the steepest descent method. We obtained the fourth iterative model (M04), which reproduced observed waveforms better than the initial model. The shear wave-speed of M04 was significantly smaller than the initial model at any depth. The model of compressional wave-speed was not improved by inversion because of small alpha kernel values. Acknowledgements: This research was partly supported by MEXT Strategic Program for Innovative Research. We thank to the NIED for providing seismological data.

Regularized wave equation migration for imaging and data reconstruction

NASA Astrophysics Data System (ADS)

Kaplan, Sam T.

The reflection seismic experiment results in a measurement (reflection seismic data) of the seismic wavefield. The linear Born approximation to the seismic wavefield leads to a forward modelling operator that we use to approximate reflection seismic data in terms of a scattering potential. We consider approximations to the scattering potential using two methods: the adjoint of the forward modelling operator (migration), and regularized numerical inversion using the forward and adjoint operators. We implement two parameterizations of the forward modelling and migration operators: source-receiver and shot-profile. For both parameterizations, we find requisite Green's function using the split-step approximation. We first develop the forward modelling operator, and then find the adjoint (migration) operator by recognizing a Fredholm integral equation of the first kind. The resulting numerical system is generally under-determined, requiring prior information to find a solution. In source-receiver migration, the parameterization of the scattering potential is understood using the migration imaging condition, and this encourages us to apply sparse prior models to the scattering potential. To that end, we use both a Cauchy prior and a mixed Cauchy-Gaussian prior, finding better resolved estimates of the scattering potential than are given by the adjoint. In shot-profile migration, the parameterization of the scattering potential has its redundancy in multiple active energy sources (i.e. shots). We find that a smallest model regularized inverse representation of the scattering potential gives a more resolved picture of the earth, as compared to the simpler adjoint representation. The shot-profile parameterization allows us to introduce a joint inversion to further improve the estimate of the scattering potential. Moreover, it allows us to introduce a novel data reconstruction algorithm so that limited data can be interpolated/extrapolated. The linearized operators are

Development and Applications of the FV3 GEOS-5 Adjoint Modeling System

NASA Technical Reports Server (NTRS)

Holdaway, Daniel; Kim, Jong G.; Lin, Shian-Jiann; Errico, Ron; Gelaro, Ron; Kent, James; Coy, Larry; Doyle, Jim; Goldstein, Alex

2017-01-01

GMAO has developed a highly sophisticated adjoint modeling system based on the most recent version of the finite volume cubed sphere (FV3) dynamical core. This provides a mechanism for investigating sensitivity to initial conditions and examining observation impacts. It also allows for the computation of singular vectors and for the implementation of hybrid 4DVAR. In this work we will present the scientific assessment of the new adjoint system and show results from a number of research application of the adjoint system.

Direct Linearization and Adjoint Approaches to Evaluation of Atmospheric Weighting Functions and Surface Partial Derivatives: General Principles, Synergy and Areas of Application

NASA Technical Reports Server (NTRS)

Ustino, Eugene A.

2006-01-01

This slide presentation reviews the observable radiances as functions of atmospheric parameters and of surface parameters; the mathematics of atmospheric weighting functions (WFs) and surface partial derivatives (PDs) are presented; and the equation of the forward radiative transfer (RT) problem is presented. For non-scattering atmospheres this can be done analytically, and all WFs and PDs can be computed analytically using the direct linearization approach. For scattering atmospheres, in general case, the solution of the forward RT problem can be obtained only numerically, but we need only two numerical solutions: one of the forward RT problem and one of the adjoint RT problem to compute all WFs and PDs we can think of. In this presentation we discuss applications of both the linearization and adjoint approaches

A Hybrid Forward-Adjoint Data Assimilation Method for Reconstructing the Temporal Evolution of Mantle Dynamics

NASA Astrophysics Data System (ADS)

Zhou, Q.; Liu, L.

2017-12-01

Quantifying past mantle dynamic processes represents a major challenge in understanding the temporal evolution of the solid earth. Mantle convection modeling with data assimilation is one of the most powerful tools to investigate the dynamics of plate subduction and mantle convection. Although various data assimilation methods, both forward and inverse, have been created, these methods all have limitations in their capabilities to represent the real earth. Pure forward models tend to miss important mantle structures due to the incorrect initial condition and thus may lead to incorrect mantle evolution. In contrast, pure tomography-based models cannot effectively resolve the fine slab structure and would fail to predict important subduction-zone dynamic processes. Here we propose a hybrid data assimilation method that combines the unique power of the sequential and adjoint algorithms, which can properly capture the detailed evolution of the downgoing slab and the tomographically constrained mantle structures, respectively. We apply this new method to reconstructing mantle dynamics below the western U.S. while considering large lateral viscosity variations. By comparing this result with those from several existing data assimilation methods, we demonstrate that the hybrid modeling approach recovers the realistic 4-D mantle dynamics to the best.

Spectral monodromy of non-self-adjoint operators

NASA Astrophysics Data System (ADS)

Phan, Quang Sang

2014-01-01

In the present paper, we build a combinatorial invariant, called the "spectral monodromy" from the spectrum of a single (non-self-adjoint) h-pseudodifferential operator with two degrees of freedom in the semi-classical limit. Our inspiration comes from the quantum monodromy defined for the joint spectrum of an integrable system of n commuting self-adjoint h-pseudodifferential operators, given by S. Vu Ngoc ["Quantum monodromy in integrable systems," Commun. Math. Phys. 203(2), 465-479 (1999)]. The first simple case that we treat in this work is a normal operator. In this case, the discrete spectrum can be identified with the joint spectrum of an integrable quantum system. The second more complex case we propose is a small perturbation of a self-adjoint operator with a classical integrability property. We show that the discrete spectrum (in a small band around the real axis) also has a combinatorial monodromy. The main difficulty in this case is that we do not know the description of the spectrum everywhere, but only in a Cantor type set. In addition, we also show that the corresponding monodromy can be identified with the classical monodromy, defined by J. Duistermaat ["On global action-angle coordinates," Commun. Pure Appl. Math. 33(6), 687-706 (1980)].

Complexity of parallel implementation of domain decomposition techniques for elliptic partial differential equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Gropp, W.D.; Keyes, D.E.

1988-03-01

The authors discuss the parallel implementation of preconditioned conjugate gradient (PCG)-based domain decomposition techniques for self-adjoint elliptic partial differential equations in two dimensions on several architectures. The complexity of these methods is described on a variety of message-passing parallel computers as a function of the size of the problem, number of processors and relative communication speeds of the processors. They show that communication startups are very important, and that even the small amount of global communication in these methods can significantly reduce the performance of many message-passing architectures.

Adjoint-based constant-mass partial derivatives

DOE PAGES

Favorite, Jeffrey A.

2017-09-01

In transport theory, adjoint-based partial derivatives with respect to mass density are constant-volume derivatives. Likewise, adjoint-based partial derivatives with respect to surface locations (i.e., internal interface locations and the outer system boundary) are constant-density derivatives. This study derives the constant-mass partial derivative of a response with respect to an internal interface location or the outer system boundary and the constant-mass partial derivative of a response with respect to the mass density of a region. Numerical results are given for a multiregion two-dimensional (r-z) cylinder for three very different responses: the uncollided gamma-ray flux at an external detector point, k effmore » of the system, and the total neutron leakage. Finally, results from the derived formulas compare extremely well with direct perturbation calculations.« less

Equilibrium sensitivities of the Greenland ice sheet inferred from the adjoint of the three- dimensional thermo-mechanical model SICOPOLIS

NASA Astrophysics Data System (ADS)

Heimbach, P.; Bugnion, V.

2008-12-01

We present a new and original approach to understanding the sensitivity of the Greenland ice sheet to key model parameters and environmental conditions. At the heart of this approach is the use of an adjoint ice sheet model. MacAyeal (1992) introduced adjoints in the context of applying control theory to estimate basal sliding parameters (basal shear stress, basal friction) of an ice stream model which minimize a least-squares model vs. observation misfit. Since then, this method has become widespread to fit ice stream models to the increasing number and diversity of satellite observations, and to estimate uncertain model parameters. However, no attempt has been made to extend this method to comprehensive ice sheet models. Here, we present a first step toward moving beyond limiting the use of control theory to ice stream models. We have generated an adjoint of the three-dimensional thermo-mechanical ice sheet model SICOPOLIS of Greve (1997). The adjoint was generated using the automatic differentiation (AD) tool TAF. TAF generates exact source code representing the tangent linear and adjoint model of the parent model provided. Model sensitivities are given by the partial derivatives of a scalar-valued model diagnostic or "cost function" with respect to the controls, and can be efficiently calculated via the adjoint. An effort to generate an efficient adjoint with the newly developed open-source AD tool OpenAD is also under way. To gain insight into the adjoint solutions, we explore various cost functions, such as local and domain-integrated ice temperature, total ice volume or the velocity of ice at the margins of the ice sheet. Elements of our control space include initial cold ice temperatures, surface mass balance, as well as parameters such as appear in Glen's flow law, or in the surface degree-day or basal sliding parameterizations. Sensitivity maps provide a comprehensive view, and allow a quantification of where and to which variables the ice sheet model is

Adjoint eigenfunctions of temporally recurrent single-spiral solutions in a simple model of atrial fibrillation.

PubMed

Marcotte, Christopher D; Grigoriev, Roman O

2016-09-01

This paper introduces a numerical method for computing the spectrum of adjoint (left) eigenfunctions of spiral wave solutions to reaction-diffusion systems in arbitrary geometries. The method is illustrated by computing over a hundred eigenfunctions associated with an unstable time-periodic single-spiral solution of the Karma model on a square domain. We show that all leading adjoint eigenfunctions are exponentially localized in the vicinity of the spiral tip, although the marginal modes (response functions) demonstrate the strongest localization. We also discuss the implications of the localization for the dynamics and control of unstable spiral waves. In particular, the interaction with no-flux boundaries leads to a drift of spiral waves which can be understood with the help of the response functions.

Adjoint eigenfunctions of temporally recurrent single-spiral solutions in a simple model of atrial fibrillation

NASA Astrophysics Data System (ADS)

Marcotte, Christopher D.; Grigoriev, Roman O.

2016-09-01

This paper introduces a numerical method for computing the spectrum of adjoint (left) eigenfunctions of spiral wave solutions to reaction-diffusion systems in arbitrary geometries. The method is illustrated by computing over a hundred eigenfunctions associated with an unstable time-periodic single-spiral solution of the Karma model on a square domain. We show that all leading adjoint eigenfunctions are exponentially localized in the vicinity of the spiral tip, although the marginal modes (response functions) demonstrate the strongest localization. We also discuss the implications of the localization for the dynamics and control of unstable spiral waves. In particular, the interaction with no-flux boundaries leads to a drift of spiral waves which can be understood with the help of the response functions.

Aerothermodynamic Design Sensitivities for a Reacting Gas Flow Solver on an Unstructured Mesh Using a Discrete Adjoint Formulation

NASA Astrophysics Data System (ADS)

Thompson, Kyle Bonner

An algorithm is described to efficiently compute aerothermodynamic design sensitivities using a decoupled variable set. In a conventional approach to computing design sensitivities for reacting flows, the species continuity equations are fully coupled to the conservation laws for momentum and energy. In this algorithm, the species continuity equations are solved separately from the mixture continuity, momentum, and total energy equations. This decoupling simplifies the implicit system, so that the flow solver can be made significantly more efficient, with very little penalty on overall scheme robustness. Most importantly, the computational cost of the point implicit relaxation is shown to scale linearly with the number of species for the decoupled system, whereas the fully coupled approach scales quadratically. Also, the decoupled method significantly reduces the cost in wall time and memory in comparison to the fully coupled approach. This decoupled approach for computing design sensitivities with the adjoint system is demonstrated for inviscid flow in chemical non-equilibrium around a re-entry vehicle with a retro-firing annular nozzle. The sensitivities of the surface temperature and mass flow rate through the nozzle plenum are computed with respect to plenum conditions and verified against sensitivities computed using a complex-variable finite-difference approach. The decoupled scheme significantly reduces the computational time and memory required to complete the optimization, making this an attractive method for high-fidelity design of hypersonic vehicles.

Lie Symmetry Analysis and Conservation Laws of a Generalized Time Fractional Foam Drainage Equation

NASA Astrophysics Data System (ADS)

Wang, Li; Tian, Shou-Fu; Zhao, Zhen-Tao; Song, Xiao-Qiu

2016-07-01

In this paper, a generalized time fractional nonlinear foam drainage equation is investigated by means of the Lie group analysis method. Based on the Riemann—Liouville derivative, the Lie point symmetries and symmetry reductions of the equation are derived, respectively. Furthermore, conservation laws with two kinds of independent variables of the equation are performed by making use of the nonlinear self-adjointness method. Supported by the National Training Programs of Innovation and Entrepreneurship for Undergraduates under Grant No. 201410290039, the Fundamental Research Funds for the Central Universities under Grant Nos. 2015QNA53 and 2015XKQY14, the Fundamental Research Funds for Postdoctoral at the Key Laboratory of Gas and Fire Control for Coal Mines, the General Financial Grant from the China Postdoctoral Science Foundation under Grant No. 2015M570498, and Natural Sciences Foundation of China under Grant No. 11301527

Inverse modeling methods for indoor airborne pollutant tracking: literature review and fundamentals.

PubMed

Liu, X; Zhai, Z

2007-12-01

Reduction in indoor environment quality calls for effective control and improvement measures. Accurate and prompt identification of contaminant sources ensures that they can be quickly removed and contaminated spaces isolated and cleaned. This paper discusses the use of inverse modeling to identify potential indoor pollutant sources with limited pollutant sensor data. The study reviews various inverse modeling methods for advection-dispersion problems and summarizes the methods into three major categories: forward, backward, and probability inverse modeling methods. The adjoint probability inverse modeling method is indicated as an appropriate model for indoor air pollutant tracking because it can quickly find source location, strength and release time without prior information. The paper introduces the principles of the adjoint probability method and establishes the corresponding adjoint equations for both multi-zone airflow models and computational fluid dynamics (CFD) models. The study proposes a two-stage inverse modeling approach integrating both multi-zone and CFD models, which can provide a rapid estimate of indoor pollution status and history for a whole building. Preliminary case study results indicate that the adjoint probability method is feasible for indoor pollutant inverse modeling. The proposed method can help identify contaminant source characteristics (location and release time) with limited sensor outputs. This will ensure an effective and prompt execution of building management strategies and thus achieve a healthy and safe indoor environment. The method can also help design optimal sensor networks.

Variational approach to stability boundary for the Taylor-Goldstein equation

NASA Astrophysics Data System (ADS)

Hirota, Makoto; Morrison, Philip J.

2015-11-01

Linear stability of inviscid stratified shear flow is studied by developing an efficient method for finding neutral (i.e., marginally stable) solutions of the Taylor-Goldstein equation. The classical Miles-Howard criterion states that stratified shear flow is stable if the local Richardson number JR is greater than 1/4 everywhere. In this work, the case of JR > 0 everywhere is considered by assuming strictly monotonic and smooth profiles of the ambient shear flow and density. It is shown that singular neutral modes that are embedded in the continuous spectrum can be found by solving one-parameter families of self-adjoint eigenvalue problems. The unstable ranges of wavenumber are searched for accurately and efficiently by adopting this method in a numerical algorithm. Because the problems are self-adjoint, the variational method can be applied to ascertain the existence of singular neutral modes. For certain shear flow and density profiles, linear stability can be proven by showing the non-existence of a singular neutral mode. New sufficient conditions, extensions of the Rayleigh-Fjortoft stability criterion for unstratified shear flows, are derived in this manner. This work was supported by JSPS Strategic Young Researcher Overseas Visits Program for Accelerating Brain Circulation # 55053270.

Lie Symmetry Analysis, Conservation Laws and Exact Power Series Solutions for Time-Fractional Fordy-Gibbons Equation

NASA Astrophysics Data System (ADS)

Feng, Lian-Li; Tian, Shou-Fu; Wang, Xiu-Bin; Zhang, Tian-Tian

2016-09-01

In this paper, the time fractional Fordy-Gibbons equation is investigated with Riemann-Liouville derivative. The equation can be reduced to the Caudrey-Dodd-Gibbon equation, Savada-Kotera equation and the Kaup-Kupershmidt equation, etc. By means of the Lie group analysis method, the invariance properties and symmetry reductions of the equation are derived. Furthermore, by means of the power series theory, its exact power series solutions of the equation are also constructed. Finally, two kinds of conservation laws of the equation are well obtained with aid of the self-adjoint method. Supported by the Fundamental Research Funds for Key Discipline Construction under Grant No. XZD201602, the Fundamental Research Funds for the Central Universities under Grant Nos. 2015QNA53 and 2015XKQY14, the Fundamental Research Funds for Postdoctoral at the Key Laboratory of Gas and Fire Control for Coal Mines, the General Financial Grant from the China Postdoctoral Science Foundation under Grant No. 2015M570498, and Natural Sciences Foundation of China under Grant No. 11301527

Linear Array Ambient Noise Adjoint Tomography Reveals Intense Crust-Mantle Interactions in North China Craton

NASA Astrophysics Data System (ADS)

Zhang, Chao; Yao, Huajian; Liu, Qinya; Zhang, Ping; Yuan, Yanhua O.; Feng, Jikun; Fang, Lihua

2018-01-01

We present a 2-D ambient noise adjoint tomography technique for a linear array with a significant reduction in computational cost and show its application to an array in North China. We first convert the observed data for 3-D media, i.e., surface-wave empirical Green's functions (EGFs) to the reconstructed EGFs (REGFs) for 2-D media using a 3-D/2-D transformation scheme. Different from the conventional steps of measuring phase dispersion, this technology refines 2-D shear wave speeds along the profile directly from REGFs. With an initial model based on traditional ambient noise tomography, adjoint tomography updates the model by minimizing the frequency-dependent Rayleigh wave traveltime delays between the REGFs and synthetic Green functions calculated by the spectral-element method. The multitaper traveltime difference measurement is applied in four-period bands: 20-35 s, 15-30 s, 10-20 s, and 6-15 s. The recovered model shows detailed crustal structures including pronounced low-velocity anomalies in the lower crust and a gradual crust-mantle transition zone beneath the northern Trans-North China Orogen, which suggest the possible intense thermo-chemical interactions between mantle-derived upwelling melts and the lower crust, probably associated with the magmatic underplating during the Mesozoic to Cenozoic evolution of this region. To our knowledge, it is the first time that ambient noise adjoint tomography is implemented for a 2-D medium. Compared with the intensive computational cost and storage requirement of 3-D adjoint tomography, this method offers a computationally efficient and inexpensive alternative to imaging fine-scale crustal structures beneath linear arrays.

Automated divertor target design by adjoint shape sensitivity analysis and a one-shot method

DOE Office of Scientific and Technical Information (OSTI.GOV)

Dekeyser, W., E-mail: Wouter.Dekeyser@kuleuven.be; Reiter, D.; Baelmans, M.

As magnetic confinement fusion progresses towards the development of first reactor-scale devices, computational tokamak divertor design is a topic of high priority. Presently, edge plasma codes are used in a forward approach, where magnetic field and divertor geometry are manually adjusted to meet design requirements. Due to the complex edge plasma flows and large number of design variables, this method is computationally very demanding. On the other hand, efficient optimization-based design strategies have been developed in computational aerodynamics and fluid mechanics. Such an optimization approach to divertor target shape design is elaborated in the present paper. A general formulation ofmore » the design problems is given, and conditions characterizing the optimal designs are formulated. Using a continuous adjoint framework, design sensitivities can be computed at a cost of only two edge plasma simulations, independent of the number of design variables. Furthermore, by using a one-shot method the entire optimization problem can be solved at an equivalent cost of only a few forward simulations. The methodology is applied to target shape design for uniform power load, in simplified edge plasma geometry.« less

A Comparison of Kernel Equating and Traditional Equipercentile Equating Methods and the Parametric Bootstrap Methods for Estimating Standard Errors in Equipercentile Equating

ERIC Educational Resources Information Center

Choi, Sae Il

2009-01-01

This study used simulation (a) to compare the kernel equating method to traditional equipercentile equating methods under the equivalent-groups (EG) design and the nonequivalent-groups with anchor test (NEAT) design and (b) to apply the parametric bootstrap method for estimating standard errors of equating. A two-parameter logistic item response…

Analytical solution for the advection-dispersion transport equation in layered media

USDA-ARS?s Scientific Manuscript database

The advection-dispersion transport equation with first-order decay was solved analytically for multi-layered media using the classic integral transform technique (CITT). The solution procedure used an associated non-self-adjoint advection-diffusion eigenvalue problem that had the same form and coef...

GPU-accelerated adjoint algorithmic differentiation

NASA Astrophysics Data System (ADS)

Gremse, Felix; Höfter, Andreas; Razik, Lukas; Kiessling, Fabian; Naumann, Uwe

2016-03-01

Many scientific problems such as classifier training or medical image reconstruction can be expressed as minimization of differentiable real-valued cost functions and solved with iterative gradient-based methods. Adjoint algorithmic differentiation (AAD) enables automated computation of gradients of such cost functions implemented as computer programs. To backpropagate adjoint derivatives, excessive memory is potentially required to store the intermediate partial derivatives on a dedicated data structure, referred to as the ;tape;. Parallelization is difficult because threads need to synchronize their accesses during taping and backpropagation. This situation is aggravated for many-core architectures, such as Graphics Processing Units (GPUs), because of the large number of light-weight threads and the limited memory size in general as well as per thread. We show how these limitations can be mediated if the cost function is expressed using GPU-accelerated vector and matrix operations which are recognized as intrinsic functions by our AAD software. We compare this approach with naive and vectorized implementations for CPUs. We use four increasingly complex cost functions to evaluate the performance with respect to memory consumption and gradient computation times. Using vectorization, CPU and GPU memory consumption could be substantially reduced compared to the naive reference implementation, in some cases even by an order of complexity. The vectorization allowed usage of optimized parallel libraries during forward and reverse passes which resulted in high speedups for the vectorized CPU version compared to the naive reference implementation. The GPU version achieved an additional speedup of 7.5 ± 4.4, showing that the processing power of GPUs can be utilized for AAD using this concept. Furthermore, we show how this software can be systematically extended for more complex problems such as nonlinear absorption reconstruction for fluorescence-mediated tomography.

GPU-Accelerated Adjoint Algorithmic Differentiation

PubMed Central

Gremse, Felix; Höfter, Andreas; Razik, Lukas; Kiessling, Fabian; Naumann, Uwe

2015-01-01

Many scientific problems such as classifier training or medical image reconstruction can be expressed as minimization of differentiable real-valued cost functions and solved with iterative gradient-based methods. Adjoint algorithmic differentiation (AAD) enables automated computation of gradients of such cost functions implemented as computer programs. To backpropagate adjoint derivatives, excessive memory is potentially required to store the intermediate partial derivatives on a dedicated data structure, referred to as the “tape”. Parallelization is difficult because threads need to synchronize their accesses during taping and backpropagation. This situation is aggravated for many-core architectures, such as Graphics Processing Units (GPUs), because of the large number of light-weight threads and the limited memory size in general as well as per thread. We show how these limitations can be mediated if the cost function is expressed using GPU-accelerated vector and matrix operations which are recognized as intrinsic functions by our AAD software. We compare this approach with naive and vectorized implementations for CPUs. We use four increasingly complex cost functions to evaluate the performance with respect to memory consumption and gradient computation times. Using vectorization, CPU and GPU memory consumption could be substantially reduced compared to the naive reference implementation, in some cases even by an order of complexity. The vectorization allowed usage of optimized parallel libraries during forward and reverse passes which resulted in high speedups for the vectorized CPU version compared to the naive reference implementation. The GPU version achieved an additional speedup of 7.5 ± 4.4, showing that the processing power of GPUs can be utilized for AAD using this concept. Furthermore, we show how this software can be systematically extended for more complex problems such as nonlinear absorption reconstruction for fluorescence-mediated tomography

GPU-Accelerated Adjoint Algorithmic Differentiation.

PubMed

Gremse, Felix; Höfter, Andreas; Razik, Lukas; Kiessling, Fabian; Naumann, Uwe

2016-03-01

Many scientific problems such as classifier training or medical image reconstruction can be expressed as minimization of differentiable real-valued cost functions and solved with iterative gradient-based methods. Adjoint algorithmic differentiation (AAD) enables automated computation of gradients of such cost functions implemented as computer programs. To backpropagate adjoint derivatives, excessive memory is potentially required to store the intermediate partial derivatives on a dedicated data structure, referred to as the "tape". Parallelization is difficult because threads need to synchronize their accesses during taping and backpropagation. This situation is aggravated for many-core architectures, such as Graphics Processing Units (GPUs), because of the large number of light-weight threads and the limited memory size in general as well as per thread. We show how these limitations can be mediated if the cost function is expressed using GPU-accelerated vector and matrix operations which are recognized as intrinsic functions by our AAD software. We compare this approach with naive and vectorized implementations for CPUs. We use four increasingly complex cost functions to evaluate the performance with respect to memory consumption and gradient computation times. Using vectorization, CPU and GPU memory consumption could be substantially reduced compared to the naive reference implementation, in some cases even by an order of complexity. The vectorization allowed usage of optimized parallel libraries during forward and reverse passes which resulted in high speedups for the vectorized CPU version compared to the naive reference implementation. The GPU version achieved an additional speedup of 7.5 ± 4.4, showing that the processing power of GPUs can be utilized for AAD using this concept. Furthermore, we show how this software can be systematically extended for more complex problems such as nonlinear absorption reconstruction for fluorescence-mediated tomography.

Adjoint-Based Mesh Adaptation for the Sonic Boom Signature Loudness

NASA Technical Reports Server (NTRS)

Rallabhandi, Sriram K.; Park, Michael A.

2017-01-01

The mesh adaptation functionality of FUN3D is utilized to obtain a mesh optimized to calculate sonic boom ground signature loudness. During this process, the coupling between the discrete-adjoints of the computational fluid dynamics tool FUN3D and the atmospheric propagation tool sBOOM is exploited to form the error estimate. This new mesh adaptation methodology will allow generation of suitable meshes adapted to reduce the estimated errors in the ground loudness, which is an optimization metric employed in supersonic aircraft design. This new output-based adaptation could allow new insights into meshing for sonic boom analysis and design, and complements existing output-based adaptation techniques such as adaptation to reduce estimated errors in off-body pressure functional. This effort could also have implications for other coupled multidisciplinary adjoint capabilities (e.g., aeroelasticity) as well as inclusion of propagation specific parameters such as prevailing winds or non-standard atmospheric conditions. Results are discussed in the context of existing methods and appropriate conclusions are drawn as to the efficacy and efficiency of the developed capability.

Adjoint optimization of natural convection problems: differentially heated cavity

NASA Astrophysics Data System (ADS)

Saglietti, Clio; Schlatter, Philipp; Monokrousos, Antonios; Henningson, Dan S.

2017-12-01

Optimization of natural convection-driven flows may provide significant improvements to the performance of cooling devices, but a theoretical investigation of such flows has been rarely done. The present paper illustrates an efficient gradient-based optimization method for analyzing such systems. We consider numerically the natural convection-driven flow in a differentially heated cavity with three Prandtl numbers (Pr=0.15{-}7) at super-critical conditions. All results and implementations were done with the spectral element code Nek5000. The flow is analyzed using linear direct and adjoint computations about a nonlinear base flow, extracting in particular optimal initial conditions using power iteration and the solution of the full adjoint direct eigenproblem. The cost function for both temperature and velocity is based on the kinetic energy and the concept of entransy, which yields a quadratic functional. Results are presented as a function of Prandtl number, time horizons and weights between kinetic energy and entransy. In particular, it is shown that the maximum transient growth is achieved at time horizons on the order of 5 time units for all cases, whereas for larger time horizons the adjoint mode is recovered as optimal initial condition. For smaller time horizons, the influence of the weights leads either to a concentric temperature distribution or to an initial condition pattern that opposes the mean shear and grows according to the Orr mechanism. For specific cases, it could also been shown that the computation of optimal initial conditions leads to a degenerate problem, with a potential loss of symmetry. In these situations, it turns out that any initial condition lying in a specific span of the eigenfunctions will yield exactly the same transient amplification. As a consequence, the power iteration converges very slowly and fails to extract all possible optimal initial conditions. According to the authors' knowledge, this behavior is illustrated here for

Azimuthally Anisotropic Global Adjoint Tomography

NASA Astrophysics Data System (ADS)

Bozdag, E.; Orsvuran, R.; Lefebvre, M. P.; Lei, W.; Peter, D. B.; Ruan, Y.; Smith, J. A.; Komatitsch, D.; Tromp, J.

2017-12-01

Earth's upper mantle shows significant evidence of anisotropy as a result of its composition and deformation. After the first-generation global adjoint tomography model, GLAD-M15 (Bozdag et al. 2016), which has transverse isotropy confined to upper mantle, we continue our iterations including surface-wave azimuthal anisotropy with an emphasis on the upper mantle. We are focusing on four elastic parameters that surface waves are known to be most sensitive to, namely, vertically and horizontally polarized shear waves and the density-normalised anisotropic parameters Gc' & Gs'. As part of the current anisotropic inversions, which will lead to our "second-generation" global adjoint tomography model, we have started exploring new misfits based on a double-difference approach (Yuan et al. 2016). We define our misfit function in terms of double-difference multitaper measurements, where each waveform is normalized by its number of pairs in the period ranges 45-100 s & 90-250 s. New measurements result in better balanced gradients while extracting more information underneath clusters of stations, such as USArray. Our initial results reveals multi-scale anisotorpic signals depending on ray (kernel) coverage close to continental-scale resolution in areas with dense coverage, consistent with previous studies.

Doppler Temperature Coefficient Calculations Using Adjoint-Weighted Tallies and Continuous Energy Cross Sections in MCNP6

NASA Astrophysics Data System (ADS)

Gonzales, Matthew Alejandro

The calculation of the thermal neutron Doppler temperature reactivity feedback co-efficient, a key parameter in the design and safe operation of advanced reactors, using first order perturbation theory in continuous energy Monte Carlo codes is challenging as the continuous energy adjoint flux is not readily available. Traditional approaches of obtaining the adjoint flux attempt to invert the random walk process as well as require data corresponding to all temperatures and their respective temperature derivatives within the system in order to accurately calculate the Doppler temperature feedback. A new method has been developed using adjoint-weighted tallies and On-The-Fly (OTF) generated continuous energy cross sections within the Monte Carlo N-Particle (MCNP6) transport code. The adjoint-weighted tallies are generated during the continuous energy k-eigenvalue Monte Carlo calculation. The weighting is based upon the iterated fission probability interpretation of the adjoint flux, which is the steady state population in a critical nuclear reactor caused by a neutron introduced at that point in phase space. The adjoint-weighted tallies are produced in a forward calculation and do not require an inversion of the random walk. The OTF cross section database uses a high order functional expansion between points on a user-defined energy-temperature mesh in which the coefficients with respect to a polynomial fitting in temperature are stored. The coefficients of the fits are generated before run- time and called upon during the simulation to produce cross sections at any given energy and temperature. The polynomial form of the OTF cross sections allows the possibility of obtaining temperature derivatives of the cross sections on-the-fly. The use of Monte Carlo sampling of adjoint-weighted tallies and the capability of computing derivatives of continuous energy cross sections with respect to temperature are used to calculate the Doppler temperature coefficient in a research

Optimal Control for Stochastic Delay Evolution Equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Meng, Qingxin, E-mail: mqx@hutc.zj.cn; Shen, Yang, E-mail: skyshen87@gmail.com

2016-08-15

In this paper, we investigate a class of infinite-dimensional optimal control problems, where the state equation is given by a stochastic delay evolution equation with random coefficients, and the corresponding adjoint equation is given by an anticipated backward stochastic evolution equation. We first prove the continuous dependence theorems for stochastic delay evolution equations and anticipated backward stochastic evolution equations, and show the existence and uniqueness of solutions to anticipated backward stochastic evolution equations. Then we establish necessary and sufficient conditions for optimality of the control problem in the form of Pontryagin’s maximum principles. To illustrate the theoretical results, we applymore » stochastic maximum principles to study two examples, an infinite-dimensional linear-quadratic control problem with delay and an optimal control of a Dirichlet problem for a stochastic partial differential equation with delay. Further applications of the two examples to a Cauchy problem for a controlled linear stochastic partial differential equation and an optimal harvesting problem are also considered.« less

A Comparison of the Kernel Equating Method with Traditional Equating Methods Using SAT[R] Data

ERIC Educational Resources Information Center

Liu, Jinghua; Low, Albert C.

2008-01-01

This study applied kernel equating (KE) in two scenarios: equating to a very similar population and equating to a very different population, referred to as a distant population, using SAT[R] data. The KE results were compared to the results obtained from analogous traditional equating methods in both scenarios. The results indicate that KE results…

A generalized simplest equation method and its application to the Boussinesq-Burgers equation.

PubMed

Sudao, Bilige; Wang, Xiaomin

2015-01-01

In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method.

A Generalized Simplest Equation Method and Its Application to the Boussinesq-Burgers Equation

PubMed Central

Sudao, Bilige; Wang, Xiaomin

2015-01-01

In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method. PMID:25973605

The Tangent Linear and Adjoint of the FV3 Dynamical Core: Development and Applications

NASA Technical Reports Server (NTRS)

Holdaway, Daniel

2018-01-01

GMAO (NASA's Global Modeling and Assimilation Office) has developed a highly sophisticated adjoint modeling system based on the most recent version of the finite volume cubed sphere (FV3) dynamical core. This provides a mechanism for investigating sensitivity to initial conditions and examining observation impacts. It also allows for the computation of singular vectors and for the implementation of hybrid 4DVAR (4-Dimensional Variational Assimilation). In this work we will present the scientific assessment of the new adjoint system and show results from a number of research application of the adjoint system.

Variational differential equations for engineering type trajectories close to a planet with an atmosphere

NASA Technical Reports Server (NTRS)

Dickmanns, E. D.

1972-01-01

The differential equations for the adjoint variables are derived and coded in FORTRAN. The program is written in a form to either take into account or neglect thrust, aerodynamic forces, planet rotation and oblateness, and altitude dependent winds.

An Adjoint-Based Analysis of the Sampling Footprints of Tall Tower, Aircraft and Potential Future Lidar Observations of CO2

NASA Technical Reports Server (NTRS)

Andrews, Arlyn; Kawa, Randy; Zhu, Zhengxin; Burris, John; Abshire, Jim

2004-01-01

A detailed mechanistic understanding of the sources and sinks of CO2 will be required to reliably predict future CO2 levels and climate. A commonly used technique for deriving information about CO2 exchange with surface reservoirs is to solve an 'inverse problem', where CO2 observations are used with an atmospheric transport model to find the optimal distribution of sources and sinks. Synthesis inversion methods are powerful tools for addressing this question, but the results are disturbingly sensitive to the details of the calculation. Studies done using different atmospheric transport models and combinations of surface station data have produced substantially different distributions of surface fluxes. Adjoint methods are now being developed that will more effectively incorporate diverse datasets in estimates of surface fluxes of CO2. In an adjoint framework, it will be possible to combine CO2 concentration data from longterm surface and aircraft monitoring stations with data from intensive field campaigns and with proposed future satellite observations. We have recently developed an adjoint for the GSFC 3-D Parameterized Chemistry and Transport Model (PCTM). Here, we will present results from a PCTM Adjoint study comparing the sampling footprints of tall tower, aircraft and potential future lidar observations of CO2. The vertical resolution and extent of the profiles and the observation frequency will be considered for several sites in North America.

Self-Consistent Sources for Integrable Equations Via Deformations of Binary Darboux Transformations

NASA Astrophysics Data System (ADS)

Chvartatskyi, Oleksandr; Dimakis, Aristophanes; Müller-Hoissen, Folkert

2016-08-01

We reveal the origin and structure of self-consistent source extensions of integrable equations from the perspective of binary Darboux transformations. They arise via a deformation of the potential that is central in this method. As examples, we obtain in particular matrix versions of self-consistent source extensions of the KdV, Boussinesq, sine-Gordon, nonlinear Schrödinger, KP, Davey-Stewartson, two-dimensional Toda lattice and discrete KP equation. We also recover a (2+1)-dimensional version of the Yajima-Oikawa system from a deformation of the pKP hierarchy. By construction, these systems are accompanied by a hetero binary Darboux transformation, which generates solutions of such a system from a solution of the source-free system and additionally solutions of an associated linear system and its adjoint. The essence of all this is encoded in universal equations in the framework of bidifferential calculus.

Adjoint Tomography of the Southern California Crust (Invited) (Invited)

NASA Astrophysics Data System (ADS)

Tape, C.; Liu, Q.; Maggi, A.; Tromp, J.

2009-12-01

We iteratively improve a three-dimensional tomographic model of the southern California crust using numerical simulations of seismic wave propagation based on a spectral-element method (SEM) in combination with an adjoint method. The initial 3D model is provided by the Southern California Earthquake Center. The dataset comprises three-component seismic waveforms (i.e. both body and surface waves), filtered over the period range 2-30 s, from 143 local earthquakes recorded by a network of 203 stations. Time windows for measurements are automatically selected by the FLEXWIN algorithm. The misfit function in the tomographic inversion is based on frequency-dependent multitaper traveltime differences. The gradient of the misfit function and related finite-frequency sensitivity kernels for each earthquake are computed using an adjoint technique. The kernels are combined using a source subspace projection method to compute a model update at each iteration of a gradient-based minimization algorithm. The inversion involved 16 iterations, which required 6800 wavefield simulations and a total of 0.8 million CPU hours. The new crustal model, m16, is described in terms of independent shear (Vs) and bulk-sound (Vb) wavespeed variations. It exhibits strong heterogeneity, including local changes of ±30% with respect to the initial 3D model. The model reveals several features that relate to geologic observations, such as sedimentary basins, exhumed batholiths, and contrasting lithologies across faults. The quality of the new model is validated by quantifying waveform misfits of full-length seismograms from 91 earthquakes that were not used in the tomographic inversion. The new model provides more accurate synthetic seismograms that will benefit seismic hazard assessment.

Mitigation of Engine Inlet Distortion Through Adjoint-Based Design

NASA Technical Reports Server (NTRS)

Ordaz, Irian; Rallabhandi, Sriram; Nielsen, Eric J.; Diskin, Boris

2017-01-01

The adjoint-based design capability in FUN3D is extended to allow efficient gradient- based optimization and design of concepts with highly integrated aero-propulsive systems. A circumferential distortion calculation, along with the derivatives needed to perform adjoint-based design, have been implemented in FUN3D. This newly implemented distortion calculation can be used not only for design but also to drive the existing mesh adaptation process and reduce the error associated with the fan distortion calculation. The design capability is demonstrated by the shape optimization of an in-house aircraft concept equipped with an aft fuselage propulsor. The optimization objective is the minimization of flow distortion at the aerodynamic interface plane of this aft fuselage propulsor.

Adjoint-Based Implicit Uncertainty Analysis for Figures of Merit in a Laser Inertial Fusion Engine

DOE Office of Scientific and Technical Information (OSTI.GOV)

Seifried, J E; Fratoni, M; Kramer, K J

A primary purpose of computational models is to inform design decisions and, in order to make those decisions reliably, the confidence in the results of such models must be estimated. Monte Carlo neutron transport models are common tools for reactor designers. These types of models contain several sources of uncertainty that propagate onto the model predictions. Two uncertainties worthy of note are (1) experimental and evaluation uncertainties of nuclear data that inform all neutron transport models and (2) statistical counting precision, which all results of a Monte Carlo codes contain. Adjoint-based implicit uncertainty analyses allow for the consideration of anymore » number of uncertain input quantities and their effects upon the confidence of figures of merit with only a handful of forward and adjoint transport calculations. When considering a rich set of uncertain inputs, adjoint-based methods remain hundreds of times more computationally efficient than Direct Monte-Carlo methods. The LIFE (Laser Inertial Fusion Energy) engine is a concept being developed at Lawrence Livermore National Laboratory. Various options exist for the LIFE blanket, depending on the mission of the design. The depleted uranium hybrid LIFE blanket design strives to close the fission fuel cycle without enrichment or reprocessing, while simultaneously achieving high discharge burnups with reduced proliferation concerns. Neutron transport results that are central to the operation of the design are tritium production for fusion fuel, fission of fissile isotopes for energy multiplication, and production of fissile isotopes for sustained power. In previous work, explicit cross-sectional uncertainty analyses were performed for reaction rates related to the figures of merit for the depleted uranium hybrid LIFE blanket. Counting precision was also quantified for both the figures of merit themselves and the cross-sectional uncertainty estimates to gauge the validity of the analysis. All cross

Adjoint sensitivity analysis of a tumor growth model and its application to spatiotemporal radiotherapy optimization.

PubMed

Fujarewicz, Krzysztof; Lakomiec, Krzysztof

2016-12-01

We investigate a spatial model of growth of a tumor and its sensitivity to radiotherapy. It is assumed that the radiation dose may vary in time and space, like in intensity modulated radiotherapy (IMRT). The change of the final state of the tumor depends on local differences in the radiation dose and varies with the time and the place of these local changes. This leads to the concept of a tumor's spatiotemporal sensitivity to radiation, which is a function of time and space. We show how adjoint sensitivity analysis may be applied to calculate the spatiotemporal sensitivity of the finite difference scheme resulting from the partial differential equation describing the tumor growth. We demonstrate results of this approach to the tumor proliferation, invasion and response to radiotherapy (PIRT) model and we compare the accuracy and the computational effort of the method to the simple forward finite difference sensitivity analysis. Furthermore, we use the spatiotemporal sensitivity during the gradient-based optimization of the spatiotemporal radiation protocol and present results for different parameters of the model.

Adjoint-Based, Three-Dimensional Error Prediction and Grid Adaptation

NASA Technical Reports Server (NTRS)

Park, Michael A.

2002-01-01

Engineering computational fluid dynamics (CFD) analysis and design applications focus on output functions (e.g., lift, drag). Errors in these output functions are generally unknown and conservatively accurate solutions may be computed. Computable error estimates can offer the possibility to minimize computational work for a prescribed error tolerance. Such an estimate can be computed by solving the flow equations and the linear adjoint problem for the functional of interest. The computational mesh can be modified to minimize the uncertainty of a computed error estimate. This robust mesh-adaptation procedure automatically terminates when the simulation is within a user specified error tolerance. This procedure for estimating and adapting to error in a functional is demonstrated for three-dimensional Euler problems. An adaptive mesh procedure that links to a Computer Aided Design (CAD) surface representation is demonstrated for wing, wing-body, and extruded high lift airfoil configurations. The error estimation and adaptation procedure yielded corrected functions that are as accurate as functions calculated on uniformly refined grids with ten times as many grid points.

Numerical methods for stochastic differential equations

NASA Astrophysics Data System (ADS)

Kloeden, Peter; Platen, Eckhard

1991-06-01

The numerical analysis of stochastic differential equations differs significantly from that of ordinary differential equations due to the peculiarities of stochastic calculus. This book provides an introduction to stochastic calculus and stochastic differential equations, both theory and applications. The main emphasise is placed on the numerical methods needed to solve such equations. It assumes an undergraduate background in mathematical methods typical of engineers and physicists, through many chapters begin with a descriptive summary which may be accessible to others who only require numerical recipes. To help the reader develop an intuitive understanding of the underlying mathematicals and hand-on numerical skills exercises and over 100 PC Exercises (PC-personal computer) are included. The stochastic Taylor expansion provides the key tool for the systematic derivation and investigation of discrete time numerical methods for stochastic differential equations. The book presents many new results on higher order methods for strong sample path approximations and for weak functional approximations, including implicit, predictor-corrector, extrapolation and variance-reduction methods. Besides serving as a basic text on such methods. the book offers the reader ready access to a large number of potential research problems in a field that is just beginning to expand rapidly and is widely applicable.

A spectral boundary integral equation method for the 2-D Helmholtz equation

NASA Technical Reports Server (NTRS)

Hu, Fang Q.

1994-01-01

In this paper, we present a new numerical formulation of solving the boundary integral equations reformulated from the Helmholtz equation. The boundaries of the problems are assumed to be smooth closed contours. The solution on the boundary is treated as a periodic function, which is in turn approximated by a truncated Fourier series. A Fourier collocation method is followed in which the boundary integral equation is transformed into a system of algebraic equations. It is shown that in order to achieve spectral accuracy for the numerical formulation, the nonsmoothness of the integral kernels, associated with the Helmholtz equation, must be carefully removed. The emphasis of the paper is on investigating the essential elements of removing the nonsmoothness of the integral kernels in the spectral implementation. The present method is robust for a general boundary contour. Aspects of efficient implementation of the method using FFT are also discussed. A numerical example of wave scattering is given in which the exponential accuracy of the present numerical method is demonstrated.

Global Adjoint Tomography: Next-Generation Models

NASA Astrophysics Data System (ADS)

Bozdag, Ebru; Lefebvre, Matthieu; Lei, Wenjie; Orsvuran, Ridvan; Peter, Daniel; Ruan, Youyi; Smith, James; Komatitsch, Dimitri; Tromp, Jeroen

2017-04-01

The first-generation global adjoint tomography model GLAD-M15 (Bozdag et al. 2016) is the result of 15 conjugate-gradient iterations based on GPU-accelerated spectral-element simulations of 3D wave propagation and Fréchet kernels. For simplicity, GLAD-M15 was constructed as an elastic model with transverse isotropy confined to the upper mantle. However, Earth's mantle and crust show significant evidence of anisotropy as a result of its composition and deformation. There may be different sources of seismic anisotropy affecting both body and surface waves. As a first attempt, we initially tackle with surface-wave anisotropy and proceed iterations using the same 253 earthquake data set used in GLAD-M15 with an emphasize on upper-mantle. Furthermore, we explore new misfits, such as double-difference measurements (Yuan et al. 2016), to better deal with the possible artifacts of the uneven distribution of seismic stations globally and minimize source uncertainties in structural inversions. We will present our observations with the initial results of azimuthally anisotropic inversions and also discuss the next generation global models with various parametrizations. Meanwhile our goal is to use all available seismic data in imaging. This however requires a solid framework to perform iterative adjoint tomography workflows with big data on supercomputers. We will talk about developments in adjoint tomography workflow from the need of defining new seismic and computational data formats (e.g., ASDF by Krischer et al. 2016, ADIOS by Liu et al. 2011) to developing new pre- and post-processing tools together with experimenting workflow management tools, such as Pegasus (Deelman et al. 2015). All our simulations are performed on Oak Ridge National Laboratory's Cray XK7 "Titan" system. Our ultimate aim is to get ready to harness ORNL's next-generation supercomputer "Summit", an IBM with Power-9 CPUs and NVIDIA Volta GPU accelerators, to be ready by 2018 which will enable us to

Adjoint tomography of Empirical Green's functions from ambient noise in Southern California

NASA Astrophysics Data System (ADS)

Wang, K.; Liu, Q.; Yang, Y.; Basini, P.; Tape, C.

2017-12-01

We construct a new shear-wave velocity (Vsv) model in Southern California by adjoint tomography of Rayleigh-wave Empirical Green's functions at 5-50 s period from Z-Z component ambient noise cross-correlations. The initial model of our adjoint tomography is the isotropic Vs model M16 from Tape et al. [2010], which is generated by three-component body and surface waves at 2-30 s period from local earthquake data. Synthetic Green's functions (SGFs) from M16 show a good agreement with the Empirical Green's functions (EGFs) from ambient noise at 5-50 s and 10-50 s period bands, but have an average 1.75 s advance in time at 20-50 s. By minimizing the traveltime differences between the EGFs and SGFs using gradient-based algorithm, the initial model is refined and improved and the total misfits is reduced from the initial 1.75s to its convergent point of 0.33 s after five iterations. The final Vsv model fits EGF waveforms better than the initial model at all the three frequency bands with smaller misfit distributions. Our new Vsv model reveals some new features in the mid- and lower-crust, mainly including: (1) the mean speed of lower crust is slowed down by about 5%; (2) In the Los Angeles Basin and its Northern area, the speed is higher than the initial model throughout the crust; (3) beneath the westernmost Peninsular Range Batholith (PRB) and Sierra Nevada Batholith (SNB), we observe high shear velocities in the lower crust; (4) a shallow high-velocity zone in the mid-crust are observed beneath Salton Trough Basin. Our model also shows refined lateral velocity gradient across PRB, SNB, San Andreas Fault (SAF), which helps to understand the west-east compositional boundary in PRB, SNB, and the dip angle and the depth extent of SAF. Our study demonstrates the feasibility of adjoint tomography of ambient noise data in southern California, which is an important complement to earthquake data. The numerical solver used in adjoint tomography can provide more accurate

Seismic Window Selection and Misfit Measurements for Global Adjoint Tomography

NASA Astrophysics Data System (ADS)

Lei, W.; Bozdag, E.; Lefebvre, M.; Podhorszki, N.; Smith, J. A.; Tromp, J.

2013-12-01

Global Adjoint Tomography requires fast parallel processing of large datasets. After obtaing the preprocessed observed and synthetic seismograms, we use the open source software packages FLEXWIN (Maggi et al. 2007) to select time windows and MEASURE_ADJ to make measurements. These measurements define adjoint sources for data assimilation. Previous versions of these tools work on a pair of SAC files---observed and synthetic seismic data for the same component and station, and loop over all seismic records associated with one earthquake. Given the large number of stations and earthquakes, the frequent read and write operations create severe I/O bottlenecks on modern computing platforms. We present new versions of these tools utilizing a new seismic data format, namely the Adaptive Seismic Data Format(ASDF). This new format shows superior scalability for applications on high-performance computers and accommodates various types of data, including earthquake, industry and seismic interferometry datasets. ASDF also provides user-friendly APIs, which can be easily integrated into the adjoint tomography workflow and combined with other data processing tools. In addition to solving the I/O bottleneck, we are making several improvements to these tools. For example, FLEXWIN is tuned to select windows for different types of earthquakes. To capture their distinct features, we categorize earthquakes by their depths and frequency bands. Moreover, instead of only picking phases between the first P arrival and the surface-wave arrivals, our aim is to select and assimilate many other later prominent phases in adjoint tomography. For example, in the body-wave band (17 s - 60 s), we include SKS, sSKS and their multiple, while in the surface-wave band (60 s - 120 s) we incorporate major-arc surface waves.

Classical gluon and graviton radiation from the bi-adjoint scalar double copy

NASA Astrophysics Data System (ADS)

Goldberger, Walter D.; Prabhu, Siddharth G.; Thompson, Jedidiah O.

2017-09-01

We find double-copy relations between classical radiating solutions in Yang-Mills theory coupled to dynamical color charges and their counterparts in a cubic bi-adjoint scalar field theory which interacts linearly with particles carrying bi-adjoint charge. The particular color-to-kinematics replacements we employ are motivated by the Bern-Carrasco-Johansson double-copy correspondence for on-shell amplitudes in gauge and gravity theories. They are identical to those recently used to establish relations between classical radiating solutions in gauge theory and in dilaton gravity. Our explicit bi-adjoint solutions are constructed to second order in a perturbative expansion, and map under the double copy onto gauge theory solutions which involve at most cubic gluon self-interactions. If the correspondence is found to persist to higher orders in perturbation theory, our results suggest the possibility of calculating gravitational radiation from colliding compact objects, directly from a scalar field with vastly simpler (purely cubic) Feynman vertices.

Comparison of Observation Impacts in Two Forecast Systems using Adjoint Methods

NASA Technical Reports Server (NTRS)

Gelaro, Ronald; Langland, Rolf; Todling, Ricardo

2009-01-01

An experiment is being conducted to compare directly the impact of all assimilated observations on short-range forecast errors in different operational forecast systems. We use the adjoint-based method developed by Langland and Baker (2004), which allows these impacts to be efficiently calculated. This presentation describes preliminary results for a "baseline" set of observations, including both satellite radiances and conventional observations, used by the Navy/NOGAPS and NASA/GEOS-5 forecast systems for the month of January 2007. In each system, about 65% of the total reduction in 24-h forecast error is provided by satellite observations, although the impact of rawinsonde, aircraft, land, and ship-based observations remains significant. Only a small majority (50- 55%) of all observations assimilated improves the forecast, while the rest degrade it. It is found that most of the total forecast error reduction comes from observations with moderate-size innovations providing small to moderate impacts, not from outliers with very large positive or negative innovations. In a global context, the relative impacts of the major observation types are fairly similar in each system, although regional differences in observation impact can be significant. Of particular interest is the fact that while satellite radiances have a large positive impact overall, they degrade the forecast in certain locations common to both systems, especially over land and ice surfaces. Ongoing comparisons of this type, with results expected from other operational centers, should lead to more robust conclusions about the impacts of the various components of the observing system as well as about the strengths and weaknesses of the methodologies used to assimilate them.

Stratospheric Water Vapor and the Asian Monsoon: An Adjoint Model Investigation

NASA Technical Reports Server (NTRS)

Olsen, Mark A.; Andrews, Arlyn E.

2003-01-01

A new adjoint model of the Goddard Parameterized Chemistry and Transport Model is used to investigate the role that the Asian monsoon plays in transporting water to the stratosphere. The adjoint model provides a unique perspective compared to non-diffusive and non-mixing Lagrangian trajectory analysis. The quantity of water vapor transported from the monsoon and the pathways into the stratosphere are examined. The emphasis is on the amount of water originating from the monsoon that contributes to the tropical tape recorder signal. The cross-tropopause flux of water from the monsoon to the midlatitude lower stratosphere will also be discussed.

Additive schemes for certain operator-differential equations

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2010-12-01

Unconditionally stable finite difference schemes for the time approximation of first-order operator-differential systems with self-adjoint operators are constructed. Such systems arise in many applied problems, for example, in connection with nonstationary problems for the system of Stokes (Navier-Stokes) equations. Stability conditions in the corresponding Hilbert spaces for two-level weighted operator-difference schemes are obtained. Additive (splitting) schemes are proposed that involve the solution of simple problems at each time step. The results are used to construct splitting schemes with respect to spatial variables for nonstationary Navier-Stokes equations for incompressible fluid. The capabilities of additive schemes are illustrated using a two-dimensional model problem as an example.

Adjoint Sensitivity Analyses Of Sand And Dust Storms In East Asia

NASA Astrophysics Data System (ADS)

Kay, J.; Kim, H.

2008-12-01

Sand and Dust Storm (SDS) in East Asia, so called Asian dust, is a seasonal meteorological phenomenon. Mostly in spring, dust particles blown into atmosphere in the arid area over northern China desert and Manchuria are transported to East Asia by prevailing flows. Three SDS events in East Asia from 2005 to 2008 are chosen to investigate how sensitive the SDS forecasts to the initial condition uncertainties and thence to suggest the sensitive regions for adaptive observations of the SDS events. Adaptive observations are additional observations in sensitive regions where the observations may have the most impact on the forecast by decreasing the forecast error. Three SDS events are chosen to represent different transport passes from the dust source regions to the Korean peninsula. To investigate the sensitivities to the initial condition, adjoint sensitivities that calculate gradient of the forecast aspect (i.e., response function) with respect to the initial condition are used. The forecast aspects relevant to the SDS transport are forecast error of the surface pressure, surface pressure perturbation, and steering vector of winds in the lower troposphere. Because the surface low pressure system usually plays an important role for SDS transport, the forecast error of the surface pressure and the surface pressure perturbation are chosen as the response function of the adjoint calculation. Another response function relevant to SDS transport is the steering flow over the downstream region (i.e., Korean peninsula) because direction and intensity of the prevailing winds usually determine the intensity and occurrence of the SDS events at the destination. The results show that the sensitive regions for the forecast error of the surface pressure and surface pressure perturbation are initially located in the vicinity of the trough and then propagate eastward as the low system moves eastward. The vertical structures of the adjoint sensitivities are upshear tilted structures

Self-adjoint realisations of the Dirac-Coulomb Hamiltonian for heavy nuclei

NASA Astrophysics Data System (ADS)

Gallone, Matteo; Michelangeli, Alessandro

2018-02-01

We derive a classification of the self-adjoint extensions of the three-dimensional Dirac-Coulomb operator in the critical regime of the Coulomb coupling. Our approach is solely based upon the Kreĭn-Višik-Birman extension scheme, or also on Grubb's universal classification theory, as opposite to previous works within the standard von Neumann framework. This let the boundary condition of self-adjointness emerge, neatly and intrinsically, as a multiplicative constraint between regular and singular part of the functions in the domain of the extension, the multiplicative constant giving also immediate information on the invertibility property and on the resolvent and spectral gap of the extension.

Adjoint Airfoil Optimization of Darrieus-Type Vertical Axis Wind Turbine

NASA Astrophysics Data System (ADS)

Fuchs, Roman; Nordborg, Henrik

2012-11-01

We present the feasibility of using an adjoint solver to optimize the torque of a Darrieus-type vertical axis wind turbine (VAWT). We start with a 2D cross section of a symmetrical airfoil and restrict us to low solidity ratios to minimize blade vortex interactions. The adjoint solver of the ANSYS FLUENT software package computes the sensitivities of airfoil surface forces based on a steady flow field. Hence, we find the torque of a full revolution using a weighted average of the sensitivities at different wind speeds and angles of attack. The weights are computed analytically, and the range of angles of attack is given by the tip speed ratio. Then the airfoil geometry is evolved, and the proposed methodology is evaluated by transient simulations.

A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry

NASA Astrophysics Data System (ADS)

Pei, Y.; Herbst, E.

2011-05-01

Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod

Preliminary Results from the Application of Automated Adjoint Code Generation to CFL3D

NASA Technical Reports Server (NTRS)

Carle, Alan; Fagan, Mike; Green, Lawrence L.

1998-01-01

This report describes preliminary results obtained using an automated adjoint code generator for Fortran to augment a widely-used computational fluid dynamics flow solver to compute derivatives. These preliminary results with this augmented code suggest that, even in its infancy, the automated adjoint code generator can accurately and efficiently deliver derivatives for use in transonic Euler-based aerodynamic shape optimization problems with hundreds to thousands of independent design variables.

Full seismic waveform tomography for upper-mantle structure in the Australasian region using adjoint methods

NASA Astrophysics Data System (ADS)

Fichtner, Andreas; Kennett, Brian L. N.; Igel, Heiner; Bunge, Hans-Peter

2009-12-01

We present a full seismic waveform tomography for upper-mantle structure in the Australasian region. Our method is based on spectral-element simulations of seismic wave propagation in 3-D heterogeneous earth models. The accurate solution of the forward problem ensures that waveform misfits are solely due to as yet undiscovered Earth structure and imprecise source descriptions, thus leading to more realistic tomographic images and source parameter estimates. To reduce the computational costs, we implement a long-wavelength equivalent crustal model. We quantify differences between the observed and the synthetic waveforms using time-frequency (TF) misfits. Their principal advantages are the separation of phase and amplitude misfits, the exploitation of complete waveform information and a quasi-linear relation to 3-D Earth structure. Fréchet kernels for the TF misfits are computed via the adjoint method. We propose a simple data compression scheme and an accuracy-adaptive time integration of the wavefields that allows us to reduce the storage requirements of the adjoint method by almost two orders of magnitude. To minimize the waveform phase misfit, we implement a pre-conditioned conjugate gradient algorithm. Amplitude information is incorporated indirectly by a restricted line search. This ensures that the cumulative envelope misfit does not increase during the inversion. An efficient pre-conditioner is found empirically through numerical experiments. It prevents the concentration of structural heterogeneity near the sources and receivers. We apply our waveform tomographic method to ~1000 high-quality vertical-component seismograms, recorded in the Australasian region between 1993 and 2008. The waveforms comprise fundamental- and higher-mode surface and long-period S body waves in the period range from 50 to 200 s. To improve the convergence of the algorithm, we implement a 3-D initial model that contains the long-wavelength features of the Australasian region

Time-periodic solutions of the Benjamin-Ono equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Ambrose , D.M.; Wilkening, Jon

2008-04-01

We present a spectrally accurate numerical method for finding non-trivial time-periodic solutions of non-linear partial differential equations. The method is based on minimizing a functional (of the initial condition and the period) that is positive unless the solution is periodic, in which case it is zero. We solve an adjoint PDE to compute the gradient of this functional with respect to the initial condition. We include additional terms in the functional to specify the free parameters, which, in the case of the Benjamin-Ono equation, are the mean, a spatial phase, a temporal phase and the real part of one ofmore » the Fourier modes at t = 0. We use our method to study global paths of non-trivial time-periodic solutions connecting stationary and traveling waves of the Benjamin-Ono equation. As a starting guess for each path, we compute periodic solutions of the linearized problem by solving an infinite dimensional eigenvalue problem in closed form. We then use our numerical method to continue these solutions beyond the realm of linear theory until another traveling wave is reached (or until the solution blows up). By experimentation with data fitting, we identify the analytical form of the solutions on the path connecting the one-hump stationary solution to the two-hump traveling wave. We then derive exact formulas for these solutions by explicitly solving the system of ODE's governing the evolution of solitons using the ansatz suggested by the numerical simulations.« less

Adjoint of the global Eulerian-Lagrangian coupled atmospheric transport model (A-GELCA v1.0): development and validation

NASA Astrophysics Data System (ADS)

Belikov, Dmitry A.; Maksyutov, Shamil; Yaremchuk, Alexey; Ganshin, Alexander; Kaminski, Thomas; Blessing, Simon; Sasakawa, Motoki; Gomez-Pelaez, Angel J.; Starchenko, Alexander

2016-02-01

We present the development of the Adjoint of the Global Eulerian-Lagrangian Coupled Atmospheric (A-GELCA) model that consists of the National Institute for Environmental Studies (NIES) model as an Eulerian three-dimensional transport model (TM), and FLEXPART (FLEXible PARTicle dispersion model) as the Lagrangian Particle Dispersion Model (LPDM). The forward tangent linear and adjoint components of the Eulerian model were constructed directly from the original NIES TM code using an automatic differentiation tool known as TAF (Transformation of Algorithms in Fortran; http://www.FastOpt.com, with additional manual pre- and post-processing aimed at improving transparency and clarity of the code and optimizing the performance of the computing, including MPI (Message Passing Interface). The Lagrangian component did not require any code modification, as LPDMs are self-adjoint and track a significant number of particles backward in time in order to calculate the sensitivity of the observations to the neighboring emission areas. The constructed Eulerian adjoint was coupled with the Lagrangian component at a time boundary in the global domain. The simulations presented in this work were performed using the A-GELCA model in forward and adjoint modes. The forward simulation shows that the coupled model improves reproduction of the seasonal cycle and short-term variability of CO2. Mean bias and standard deviation for five of the six Siberian sites considered decrease roughly by 1 ppm when using the coupled model. The adjoint of the Eulerian model was shown, through several numerical tests, to be very accurate (within machine epsilon with mismatch around to ±6 e-14) compared to direct forward sensitivity calculations. The developed adjoint of the coupled model combines the flux conservation and stability of an Eulerian discrete adjoint formulation with the flexibility, accuracy, and high resolution of a Lagrangian backward trajectory formulation. A-GELCA will be incorporated

Modified Method of Simplest Equation Applied to the Nonlinear Schrödinger Equation

NASA Astrophysics Data System (ADS)

Vitanov, Nikolay K.; Dimitrova, Zlatinka I.

2018-03-01

We consider an extension of the methodology of the modified method of simplest equation to the case of use of two simplest equations. The extended methodology is applied for obtaining exact solutions of model nonlinear partial differential equations for deep water waves: the nonlinear Schrödinger equation. It is shown that the methodology works also for other equations of the nonlinear Schrödinger kind.

Running coupling from gluon and ghost propagators in the Landau gauge: Yang-Mills theories with adjoint fermions

NASA Astrophysics Data System (ADS)

Bergner, Georg; Piemonte, Stefano

2018-04-01

Non-Abelian gauge theories with fermions transforming in the adjoint representation of the gauge group (AdjQCD) are a fundamental ingredient of many models that describe the physics beyond the Standard Model. Two relevant examples are N =1 supersymmetric Yang-Mills (SYM) theory and minimal walking technicolor, which are gauge theories coupled to one adjoint Majorana and two adjoint Dirac fermions, respectively. While confinement is a property of N =1 SYM, minimal walking technicolor is expected to be infrared conformal. We study the propagators of ghost and gluon fields in the Landau gauge to compute the running coupling in the MiniMom scheme. We analyze several different ensembles of lattice Monte Carlo simulations for the SU(2) adjoint QCD with Nf=1 /2 ,1 ,3 /2 , and 2 Dirac fermions. We show how the running of the coupling changes as the number of interacting fermions is increased towards the conformal window.

Multiscale Capability in Rattlesnake using Contiguous Discontinuous Discretization of Self-Adjoint Angular Flux Equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zheng, Weixiong; Wang, Yaqi; DeHart, Mark D.

2016-09-01

In this report, we present a new upwinding scheme for the multiscale capability in Rattlesnake, the MOOSE based radiation transport application. Comparing with the initial implementation of multiscale utilizing Lagrange multipliers to impose strong continuity of angular flux on interface of in-between subdomains, this scheme does not require the particular domain partitioning. This upwinding scheme introduces discontinuity of angular flux and resembles the classic upwinding technique developed for solving first order transport equation using discontinuous finite element method (DFEM) on the subdomain interfaces. Because this scheme restores the causality of radiation streaming on the interfaces, significant accuracy improvement can bemore » observed with moderate increase of the degrees of freedom comparing with the continuous method over the entire solution domain. Hybrid SN-PN is implemented and tested with this upwinding scheme. Numerical results show that the angular smoothing required by Lagrange multiplier method is not necessary for the upwinding scheme.« less

Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems With Switching [Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems

DOE PAGES

Zhang, Hong; Abhyankar, Shrirang; Constantinescu, Emil; ...

2017-01-24

Sensitivity analysis is an important tool for describing power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this paper, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating sensitivities of larger systems and is consistent, within machine precision, with the function whosemore » sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as dc exciters, by deriving and implementing the adjoint jump conditions that arise from state-dependent and time-dependent switchings. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach. In conclusion, this paper focuses primarily on the power system dynamics, but the approach is general and can be applied to hybrid dynamical systems in a broader range of fields.« less

Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems With Switching [Discrete Adjoint Sensitivity Analysis of Hybrid Dynamical Systems

DOE Office of Scientific and Technical Information (OSTI.GOV)

Zhang, Hong; Abhyankar, Shrirang; Constantinescu, Emil

Sensitivity analysis is an important tool for describing power system dynamic behavior in response to parameter variations. It is a central component in preventive and corrective control applications. The existing approaches for sensitivity calculations, namely, finite-difference and forward sensitivity analysis, require a computational effort that increases linearly with the number of sensitivity parameters. In this paper, we investigate, implement, and test a discrete adjoint sensitivity approach whose computational effort is effectively independent of the number of sensitivity parameters. The proposed approach is highly efficient for calculating sensitivities of larger systems and is consistent, within machine precision, with the function whosemore » sensitivity we are seeking. This is an essential feature for use in optimization applications. Moreover, our approach includes a consistent treatment of systems with switching, such as dc exciters, by deriving and implementing the adjoint jump conditions that arise from state-dependent and time-dependent switchings. The accuracy and the computational efficiency of the proposed approach are demonstrated in comparison with the forward sensitivity analysis approach. In conclusion, this paper focuses primarily on the power system dynamics, but the approach is general and can be applied to hybrid dynamical systems in a broader range of fields.« less

Adjoint assimilation of altimetric, surface drifter, and hydrographic data in a quasi-geostrophic model of the Azores Current

NASA Astrophysics Data System (ADS)

Morrow, Rosemary; de Mey, Pierre

1995-12-01

The flow characteristics in the region of the Azores Current are investigated by assimilating TOPEX/POSEIDON and ERS 1 altimeter data into the multilevel Harvard quasigeostrophic (QG) model with open boundaries (Miller et al., 1983) using an adjoint variational scheme (Moore, 1991). The study site lies in the path of the Azores Current, where a branch retroflects to the south in the vicinity of the Madeira Rise. The region was the site of an intensive field program in 1993, SEMAPHORE. We had two main aims in this adjoint assimilation project. The first was to see whether the adjoint method could be applied locally to optimize an initial guess field, derived from the continous assimilation of altimetry data using optimal interpolation (OI). The second aim was to assimilate a variety of different data sets and evaluate their importance in constraining our QG model. The adjoint assimilation of surface data was effective in optimizing the initial conditions from OI. After 20 iterations the cost function was generally reduced by 50-80%, depending on the chosen data constraints. The primary adjustment process was via the barotropic mode. Altimetry proved to be a good constraint on the variable flow field, in particular, for constraining the barotropic field. The excellent data quality of the TOPEX/POSEIDON (T/P) altimeter data provided smooth and reliable forcing; but for our mesoscale study in a region of long decorrelation times O(30 days), the spatial coverage from the combined T/P and ERS 1 data sets was more important for constraining the solution and providing stable flow at all levels. Surface drifters provided an excellent constraint on both the barotropic and baroclinic model fields. More importantly, the drifters provided a reliable measure of the mean field. Hydrographic data were also applied as a constraint; in general, hydrography provided a weak but effective constraint on the vertical Rossby modes in the model. Finally, forecasts run over a 2-month period

Examination of Observation Impacts derived from OSEs and Adjoint Models

NASA Technical Reports Server (NTRS)

Gelaro, Ronald

2008-01-01

With the adjoint of a data assimilation system, the impact of any or all assimilated observations on measures of forecast skill can be estimated accurately and efficiently. The approach allows aggregation of results in terms of individual data types, channels or locations, all computed simultaneously. In this study, adjoint-based estimates of observation impact are compared with results from standard observing system experiments (OSEs) in the NASA Goddard Earth Observing System Model, Version 5 (GEOS-5) GEOS-5 system. The two approaches are shown to provide unique, but complimentary, information. Used together, they reveal both redundancies and dependencies between observing system impacts as observations are added or removed. Understanding these dependencies poses a major challenge for optimizing the use of the current observational network and defining requirements for future observing systems.

Five-equation and robust three-equation methods for solution verification of large eddy simulation

NASA Astrophysics Data System (ADS)

Dutta, Rabijit; Xing, Tao

2018-02-01

This study evaluates the recently developed general framework for solution verification methods for large eddy simulation (LES) using implicitly filtered LES of periodic channel flows at friction Reynolds number of 395 on eight systematically refined grids. The seven-equation method shows that the coupling error based on Hypothesis I is much smaller as compared with the numerical and modeling errors and therefore can be neglected. The authors recommend five-equation method based on Hypothesis II, which shows a monotonic convergence behavior of the predicted numerical benchmark ( S C ), and provides realistic error estimates without the need of fixing the orders of accuracy for either numerical or modeling errors. Based on the results from seven-equation and five-equation methods, less expensive three and four-equation methods for practical LES applications were derived. It was found that the new three-equation method is robust as it can be applied to any convergence types and reasonably predict the error trends. It was also observed that the numerical and modeling errors usually have opposite signs, which suggests error cancellation play an essential role in LES. When Reynolds averaged Navier-Stokes (RANS) based error estimation method is applied, it shows significant error in the prediction of S C on coarse meshes. However, it predicts reasonable S C when the grids resolve at least 80% of the total turbulent kinetic energy.

An Adjoint State Method for Three-Dimensional Transmission Traveltime Tomography Using First-Arrivals

DTIC Science & Technology

2006-01-30

detail next. 3.2 Fast Sweeping Method for Equation (1) The fast sweeping method was originated in Boue and Dupis [5], its first PDE formulation was in...Geophysics, 50:903–923, 1985. [5] M. Boue and P. Dupuis. Markov chain approximations for deterministic control prob- lems with affine dynamics and

Mapping Emissions that Contribute to Air Pollution Using Adjoint Sensitivity Analysis

NASA Astrophysics Data System (ADS)

Bastien, L. A. J.; Mcdonald, B. C.; Brown, N. J.; Harley, R.

2014-12-01

The adjoint of the Community Multiscale Air Quality model (CMAQ) is used to map emissions that contribute to air pollution at receptors of interest. Adjoint tools provide an efficient way to calculate the sensitivity of a model response to a large number of model inputs, a task that would require thousands of simulations using a more traditional forward sensitivity approach. Initial applications of this technique, demonstrated here, are to benzene and directly-emitted diesel particulate matter, for which atmospheric reactions are neglected. Emissions of these pollutants are strongly influenced by light-duty gasoline vehicles and heavy-duty diesel trucks, respectively. We study air quality responses in three receptor areas where populations have been identified as especially susceptible to, and adversely affected by air pollution. Population-weighted air basin-wide responses for each pollutant are also evaluated for the entire San Francisco Bay area. High-resolution (1 km horizontal grid) emission inventories have been developed for on-road motor vehicle emission sources, based on observed traffic count data. Emission estimates represent diurnal, day of week, and seasonal variations of on-road vehicle activity, with separate descriptions for gasoline and diesel sources. Emissions that contribute to air pollution at each receptor have been mapped in space and time using the adjoint method. Effects on air quality of both relative (multiplicative) and absolute (additive) perturbations to underlying emission inventories are analyzed. The contributions of local versus upwind sources to air quality in each receptor area are quantified, and weekday/weekend and seasonal variations in the influence of emissions from upwind areas are investigated. The contribution of local sources to the total air pollution burden within the receptor areas increases from about 40% in the summer to about 50% in the winter due to increased atmospheric stagnation. The effectiveness of control

[Purifying process of gynostemma pentaphyllum saponins based on "adjoint marker" online control technology and identification of their compositions by UPLC-QTOF-MS].

PubMed

Fan, Dong-Dong; Kuang, Yan-Hui; Dong, Li-Hua; Ye, Xiao; Chen, Liang-Mian; Zhang, Dong; Ma, Zhen-Shan; Wang, Jin-Yu; Zhu, Jing-Jing; Wang, Zhi-Min; Wang, De-Qin; Li, Chu-Yuan

2017-04-01

To optimize the purification process of gynostemma pentaphyllum saponins (GPS) based on "adjoint marker" online control technology with GPS as the testing index. UPLC-QTOF-MS technology was used for qualitative analysis. "Adjoint marker" online control results showed that the end point of load sample was that the UV absorbance of effluent liquid was equal to half of that of load sample solution, and the absorbance was basically stable when the end point was stable. In UPLC-QTOF-MS qualitative analysis, 16 saponins were identified from GPS, including 13 known gynostemma saponins and 3 new saponins. This optimized method was proved to be simple, scientific, reasonable, easy for online determination, real-time record, and can be better applied to the mass production and automation of production. The results of qualitative analysis indicated that the "adjoint marker" online control technology can well retain main efficacy components of medicinal materials, and provide analysis tools for the process control and quality traceability. Copyright© by the Chinese Pharmaceutical Association.

Fast sweeping method for the factored eikonal equation

NASA Astrophysics Data System (ADS)

Fomel, Sergey; Luo, Songting; Zhao, Hongkai

2009-09-01

We develop a fast sweeping method for the factored eikonal equation. By decomposing the solution of a general eikonal equation as the product of two factors: the first factor is the solution to a simple eikonal equation (such as distance) or a previously computed solution to an approximate eikonal equation. The second factor is a necessary modification/correction. Appropriate discretization and a fast sweeping strategy are designed for the equation of the correction part. The key idea is to enforce the causality of the original eikonal equation during the Gauss-Seidel iterations. Using extensive numerical examples we demonstrate that (1) the convergence behavior of the fast sweeping method for the factored eikonal equation is the same as for the original eikonal equation, i.e., the number of iterations for the Gauss-Seidel iterations is independent of the mesh size, (2) the numerical solution from the factored eikonal equation is more accurate than the numerical solution directly computed from the original eikonal equation, especially for point sources.

Variable-mesh method of solving differential equations

NASA Technical Reports Server (NTRS)

Van Wyk, R.

1969-01-01

Multistep predictor-corrector method for numerical solution of ordinary differential equations retains high local accuracy and convergence properties. In addition, the method was developed in a form conducive to the generation of effective criteria for the selection of subsequent step sizes in step-by-step solution of differential equations.

Fugitive emission source characterization using a gradient-based optimization scheme and scalar transport adjoint

NASA Astrophysics Data System (ADS)

Brereton, Carol A.; Joynes, Ian M.; Campbell, Lucy J.; Johnson, Matthew R.

2018-05-01

Fugitive emissions are important sources of greenhouse gases and lost product in the energy sector that can be difficult to detect, but are often easily mitigated once they are known, located, and quantified. In this paper, a scalar transport adjoint-based optimization method is presented to locate and quantify unknown emission sources from downstream measurements. This emission characterization approach correctly predicted locations to within 5 m and magnitudes to within 13% of experimental release data from Project Prairie Grass. The method was further demonstrated on simulated simultaneous releases in a complex 3-D geometry based on an Alberta gas plant. Reconstructions were performed using both the complex 3-D transient wind field used to generate the simulated release data and using a sequential series of steady-state RANS wind simulations (SSWS) representing 30 s intervals of physical time. Both the detailed transient and the simplified wind field series could be used to correctly locate major sources and predict their emission rates within 10%, while predicting total emission rates from all sources within 24%. This SSWS case would be much easier to implement in a real-world application, and gives rise to the possibility of developing pre-computed databases of both wind and scalar transport adjoints to reduce computational time.

Solution Methods for Certain Evolution Equations

NASA Astrophysics Data System (ADS)

Vega-Guzman, Jose Manuel

Solution methods for certain linear and nonlinear evolution equations are presented in this dissertation. Emphasis is placed mainly on the analytical treatment of nonautonomous differential equations, which are challenging to solve despite the existent numerical and symbolic computational software programs available. Ideas from the transformation theory are adopted allowing one to solve the problems under consideration from a non-traditional perspective. First, the Cauchy initial value problem is considered for a class of nonautonomous and inhomogeneous linear diffusion-type equation on the entire real line. Explicit transformations are used to reduce the equations under study to their corresponding standard forms emphasizing on natural relations with certain Riccati(and/or Ermakov)-type systems. These relations give solvability results for the Cauchy problem of the parabolic equation considered. The superposition principle allows to solve formally this problem from an unconventional point of view. An eigenfunction expansion approach is also considered for this general evolution equation. Examples considered to corroborate the efficacy of the proposed solution methods include the Fokker-Planck equation, the Black-Scholes model and the one-factor Gaussian Hull-White model. The results obtained in the first part are used to solve the Cauchy initial value problem for certain inhomogeneous Burgers-type equation. The connection between linear (the Diffusion-type) and nonlinear (Burgers-type) parabolic equations is stress in order to establish a strong commutative relation. Traveling wave solutions of a nonautonomous Burgers equation are also investigated. Finally, it is constructed explicitly the minimum-uncertainty squeezed states for quantum harmonic oscillators. They are derived by the action of corresponding maximal kinematical invariance group on the standard ground state solution. It is shown that the product of the variances attains the required minimum value

Goal-based angular adaptivity applied to a wavelet-based discretisation of the neutral particle transport equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Goffin, Mark A., E-mail: mark.a.goffin@gmail.com; Buchan, Andrew G.; Dargaville, Steven

2015-01-15

A method for applying goal-based adaptive methods to the angular resolution of the neutral particle transport equation is presented. The methods are applied to an octahedral wavelet discretisation of the spherical angular domain which allows for anisotropic resolution. The angular resolution is adapted across both the spatial and energy dimensions. The spatial domain is discretised using an inner-element sub-grid scale finite element method. The goal-based adaptive methods optimise the angular discretisation to minimise the error in a specific functional of the solution. The goal-based error estimators require the solution of an adjoint system to determine the importance to the specifiedmore » functional. The error estimators and the novel methods to calculate them are described. Several examples are presented to demonstrate the effectiveness of the methods. It is shown that the methods can significantly reduce the number of unknowns and computational time required to obtain a given error. The novelty of the work is the use of goal-based adaptive methods to obtain anisotropic resolution in the angular domain for solving the transport equation. -- Highlights: •Wavelet angular discretisation used to solve transport equation. •Adaptive method developed for the wavelet discretisation. •Anisotropic angular resolution demonstrated through the adaptive method. •Adaptive method provides improvements in computational efficiency.« less

Method of controlling chaos in laser equations

NASA Astrophysics Data System (ADS)

Duong-van, Minh

1993-01-01

A method of controlling chaotic to laminar flows in the Lorenz equations using fixed points dictated by minimizing the Lyapunov functional was proposed by Singer, Wang, and Bau [Phys. Rev. Lett. 66, 1123 (1991)]. Using different fixed points, we find that the solutions in a chaotic regime can also be periodic. Since the laser equations are isomorphic to the Lorenz equations we use this method to control chaos when the laser is operated over the pump threshold. Furthermore, by solving the laser equations with an occasional proportional feedback mechanism, we recover the essential laser controlling features experimentally discovered by Roy, Murphy, Jr., Maier, Gills, and Hunt [Phys. Rev. Lett. 68, 1259 (1992)].

A note on improved F-expansion method combined with Riccati equation applied to nonlinear evolution equations.

PubMed

Islam, Md Shafiqul; Khan, Kamruzzaman; Akbar, M Ali; Mastroberardino, Antonio

2014-10-01

The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin-Bona-Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering.

A note on improved F-expansion method combined with Riccati equation applied to nonlinear evolution equations

PubMed Central

Islam, Md. Shafiqul; Khan, Kamruzzaman; Akbar, M. Ali; Mastroberardino, Antonio

2014-01-01

The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin–Bona–Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering. PMID:26064530

Equating TIMSS Mathematics Subtests with Nonlinear Equating Methods Using NEAT Design: Circle-Arc Equating Approaches

ERIC Educational Resources Information Center

Ozdemir, Burhanettin

2017-01-01

The purpose of this study is to equate Trends in International Mathematics and Science Study (TIMSS) mathematics subtest scores obtained from TIMSS 2011 to scores obtained from TIMSS 2007 form with different nonlinear observed score equating methods under Non-Equivalent Anchor Test (NEAT) design where common items are used to link two or more test…

On the theory of self-adjoint extensions of symmetric operators and its applications to quantum physics

NASA Astrophysics Data System (ADS)

Ibort, A.; Pérez-Pardo, J. M.

2015-04-01

This is a series of five lectures around the common subject of the construction of self-adjoint extensions of symmetric operators and its applications to Quantum Physics. We will try to offer a brief account of some recent ideas in the theory of self-adjoint extensions of symmetric operators on Hilbert spaces and their applications to a few specific problems in Quantum Mechanics.

Elementary operators on self-adjoint operators

NASA Astrophysics Data System (ADS)

Molnar, Lajos; Semrl, Peter

2007-03-01

Let H be a Hilbert space and let and be standard *-operator algebras on H. Denote by and the set of all self-adjoint operators in and , respectively. Assume that and are surjective maps such that M(AM*(B)A)=M(A)BM(A) and M*(BM(A)B)=M*(B)AM*(B) for every pair , . Then there exist an invertible bounded linear or conjugate-linear operator and a constant c[set membership, variant]{-1,1} such that M(A)=cTAT*, , and M*(B)=cT*BT, .

Comparison between results of solution of Burgers' equation and Laplace's equation by Galerkin and least-square finite element methods

NASA Astrophysics Data System (ADS)

Adib, Arash; Poorveis, Davood; Mehraban, Farid

2018-03-01

In this research, two equations are considered as examples of hyperbolic and elliptic equations. In addition, two finite element methods are applied for solving of these equations. The purpose of this research is the selection of suitable method for solving each of two equations. Burgers' equation is a hyperbolic equation. This equation is a pure advection (without diffusion) equation. This equation is one-dimensional and unsteady. A sudden shock wave is introduced to the model. This wave moves without deformation. In addition, Laplace's equation is an elliptical equation. This equation is steady and two-dimensional. The solution of Laplace's equation in an earth dam is considered. By solution of Laplace's equation, head pressure and the value of seepage in the directions X and Y are calculated in different points of earth dam. At the end, water table is shown in the earth dam. For Burgers' equation, least-square method can show movement of wave with oscillation but Galerkin method can not show it correctly (the best method for solving of the Burgers' equation is discrete space by least-square finite element method and discrete time by forward difference.). For Laplace's equation, Galerkin and least square methods can show water table correctly in earth dam.

Global adjoint tomography: First-generation model

DOE PAGES

Bozdag, Ebru; Peter, Daniel; Lefebvre, Matthieu; ...

2016-09-22

We present the first-generation global tomographic model constructed based on adjoint tomography, an iterative full-waveform inversion technique. Synthetic seismograms were calculated using GPU-accelerated spectral-element simulations of global seismic wave propagation, accommodating effects due to 3-D anelastic crust & mantle structure, topography & bathymetry, the ocean load, ellipticity, rotation, and self-gravitation. Fréchet derivatives were calculated in 3-D anelastic models based on an adjoint-state method. The simulations were performed on the Cray XK7 named ‘Titan’, a computer with 18 688 GPU accelerators housed at Oak Ridge National Laboratory. The transversely isotropic global model is the result of 15 tomographic iterations, which systematicallymore » reduced differences between observed and simulated three-component seismograms. Our starting model combined 3-D mantle model S362ANI with 3-D crustal model Crust2.0. We simultaneously inverted for structure in the crust and mantle, thereby eliminating the need for widely used ‘crustal corrections’. We used data from 253 earthquakes in the magnitude range 5.8 ≤ M w ≤ 7.0. We started inversions by combining ~30 s body-wave data with ~60 s surface-wave data. The shortest period of the surface waves was gradually decreased, and in the last three iterations we combined ~17 s body waves with ~45 s surface waves. We started using 180 min long seismograms after the 12th iteration and assimilated minor- and major-arc body and surface waves. The 15th iteration model features enhancements of well-known slabs, an enhanced image of the Samoa/Tahiti plume, as well as various other plumes and hotspots, such as Caroline, Galapagos, Yellowstone and Erebus. Furthermore, we see clear improvements in slab resolution along the Hellenic and Japan Arcs, as well as subduction along the East of Scotia Plate, which does not exist in the starting model. Point-spread function tests demonstrate that we are approaching

Global adjoint tomography: First-generation model

DOE Office of Scientific and Technical Information (OSTI.GOV)

Bozdag, Ebru; Peter, Daniel; Lefebvre, Matthieu

We present the first-generation global tomographic model constructed based on adjoint tomography, an iterative full-waveform inversion technique. Synthetic seismograms were calculated using GPU-accelerated spectral-element simulations of global seismic wave propagation, accommodating effects due to 3-D anelastic crust & mantle structure, topography & bathymetry, the ocean load, ellipticity, rotation, and self-gravitation. Fréchet derivatives were calculated in 3-D anelastic models based on an adjoint-state method. The simulations were performed on the Cray XK7 named ‘Titan’, a computer with 18 688 GPU accelerators housed at Oak Ridge National Laboratory. The transversely isotropic global model is the result of 15 tomographic iterations, which systematicallymore » reduced differences between observed and simulated three-component seismograms. Our starting model combined 3-D mantle model S362ANI with 3-D crustal model Crust2.0. We simultaneously inverted for structure in the crust and mantle, thereby eliminating the need for widely used ‘crustal corrections’. We used data from 253 earthquakes in the magnitude range 5.8 ≤ M w ≤ 7.0. We started inversions by combining ~30 s body-wave data with ~60 s surface-wave data. The shortest period of the surface waves was gradually decreased, and in the last three iterations we combined ~17 s body waves with ~45 s surface waves. We started using 180 min long seismograms after the 12th iteration and assimilated minor- and major-arc body and surface waves. The 15th iteration model features enhancements of well-known slabs, an enhanced image of the Samoa/Tahiti plume, as well as various other plumes and hotspots, such as Caroline, Galapagos, Yellowstone and Erebus. Furthermore, we see clear improvements in slab resolution along the Hellenic and Japan Arcs, as well as subduction along the East of Scotia Plate, which does not exist in the starting model. Point-spread function tests demonstrate that we are approaching

An optimal control method for fluid structure interaction systems via adjoint boundary pressure

NASA Astrophysics Data System (ADS)

Chirco, L.; Da Vià, R.; Manservisi, S.

2017-11-01

In recent year, in spite of the computational complexity, Fluid-structure interaction (FSI) problems have been widely studied due to their applicability in science and engineering. Fluid-structure interaction systems consist of one or more solid structures that deform by interacting with a surrounding fluid flow. FSI simulations evaluate the tensional state of the mechanical component and take into account the effects of the solid deformations on the motion of the interior fluids. The inverse FSI problem can be described as the achievement of a certain objective by changing some design parameters such as forces, boundary conditions and geometrical domain shapes. In this paper we would like to study the inverse FSI problem by using an optimal control approach. In particular we propose a pressure boundary optimal control method based on Lagrangian multipliers and adjoint variables. The objective is the minimization of a solid domain displacement matching functional obtained by finding the optimal pressure on the inlet boundary. The optimality system is derived from the first order necessary conditions by taking the Fréchet derivatives of the Lagrangian with respect to all the variables involved. The optimal solution is then obtained through a standard steepest descent algorithm applied to the optimality system. The approach presented in this work is general and could be used to assess other objective functionals and controls. In order to support the proposed approach we perform a few numerical tests where the fluid pressure on the domain inlet controls the displacement that occurs in a well defined region of the solid domain.

Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

DOE PAGES

Jakeman, J. D.; Wildey, T.

2015-01-01

In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity. We show that utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchical surplus based strategies. Throughout this papermore » we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less

Finite element methods and Navier-Stokes equations

NASA Astrophysics Data System (ADS)

Cuvelier, C.; Segal, A.; van Steenhoven, A. A.

This book is devoted to two and three-dimensional FEM analysis of the Navier-Stokes (NS) equations describing one flow of a viscous incompressible fluid. Three different approaches to the NS equations are described: a direct method, a penalty method, and a method that constructs discrete solenoidal vector fields. Subjects of current research which are important from the industrial/technological viewpoint are considered, including capillary-free boundaries, nonisothermal flows, turbulence, and non-Newtonian fluids.

Comparison of some optimal control methods for the design of turbine blades

NASA Technical Reports Server (NTRS)

Desilva, B. M. E.; Grant, G. N. C.

1977-01-01

This paper attempts a comparative study of some numerical methods for the optimal control design of turbine blades whose vibration characteristics are approximated by Timoshenko beam idealizations with shear and incorporating simple boundary conditions. The blade was synthesized using the following methods: (1) conjugate gradient minimization of the system Hamiltonian in function space incorporating penalty function transformations, (2) projection operator methods in a function space which includes the frequencies of vibration and the control function, (3) epsilon-technique penalty function transformation resulting in a highly nonlinear programming problem, (4) finite difference discretization of the state equations again resulting in a nonlinear program, (5) second variation methods with complex state differential equations to include damping effects resulting in systems of inhomogeneous matrix Riccatti equations some of which are stiff, (6) quasi-linear methods based on iterative linearization of the state and adjoint equation. The paper includes a discussion of some substantial computational difficulties encountered in the implementation of these techniques together with a resume of work presently in progress using a differential dynamic programming approach.

A Posteriori Error Analysis and Uncertainty Quantification for Adaptive Multiscale Operator Decomposition Methods for Multiphysics Problems

DTIC Science & Technology

2013-06-24

Barrier methods for critical exponent problems in geometric analysis and mathematical physics, J. Erway and M. Hoist, Submitted for publication . • Finite...1996. [20] C. LANCZOS, Linear Differential Operators, Dover Publications , Mineola, NY, 1997. [21] G.I. MARCHUK, Adjoint Equations and Analysis of...NUMBER(S) 16. SECURITY CLASSIFICATION OF: 19b. TELEPHONE NUMBER (Include area code) The public reporting burden for this collection of information is

On the Inclusion of Difference Equation Problems and Z Transform Methods in Sophomore Differential Equation Classes

ERIC Educational Resources Information Center

Savoye, Philippe

2009-01-01

In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.

Assimilating Remote Ammonia Observations with a Refined Aerosol Thermodynamics Adjoint"

EPA Science Inventory

Ammonia emissions parameters in North America can be refined in order to improve the evaluation of modeled concentrations against observations. Here, we seek to do so by developing and applying the GEOS-Chem adjoint nested over North America to conductassimilation of observations...

Incompressible spectral-element method: Derivation of equations

NASA Technical Reports Server (NTRS)

Deanna, Russell G.

1993-01-01

A fractional-step splitting scheme breaks the full Navier-Stokes equations into explicit and implicit portions amenable to the calculus of variations. Beginning with the functional forms of the Poisson and Helmholtz equations, we substitute finite expansion series for the dependent variables and derive the matrix equations for the unknown expansion coefficients. This method employs a new splitting scheme which differs from conventional three-step (nonlinear, pressure, viscous) schemes. The nonlinear step appears in the conventional, explicit manner, the difference occurs in the pressure step. Instead of solving for the pressure gradient using the nonlinear velocity, we add the viscous portion of the Navier-Stokes equation from the previous time step to the velocity before solving for the pressure gradient. By combining this 'predicted' pressure gradient with the nonlinear velocity in an explicit term, and the Crank-Nicholson method for the viscous terms, we develop a Helmholtz equation for the final velocity.

Local Discontinuous Galerkin Methods for the Cahn-Hilliard Type Equations

DTIC Science & Technology

2007-01-01

Kuramoto-Sivashinsky equations , the Ito-type coupled KdV equa- tions, the Kadomtsev - Petviashvili equation , and the Zakharov-Kuznetsov equation . A common...Local discontinuous Galerkin methods for the Cahn-Hilliard type equations Yinhua Xia∗, Yan Xu† and Chi-Wang Shu ‡ Abstract In this paper we develop...local discontinuous Galerkin (LDG) methods for the fourth-order nonlinear Cahn-Hilliard equation and system. The energy stability of the LDG methods is

Investigating Sensitivity to Saharan Dust in Tropical Cyclone Formation Using Nasa's Adjoint Model

NASA Technical Reports Server (NTRS)

Holdaway, Daniel

2015-01-01

As tropical cyclones develop from easterly waves coming of the coast of Africa they interact with dust from the Sahara desert. There is a long standing debate over whether this dust inhibits or advances the developing storm and how much influence it has. Dust can surround the storm and absorb incoming solar radiation, cooling the air below. As a result an energy source for the system is potentially diminished, inhibiting growth of the storm. Alternatively dust may interact with clouds through micro-physical processes, for example by causing more moisture to condense, potentially increasing the strength. As a result of climate change, concentrations and amount of dust in the atmosphere will likely change. It it is important to properly understand its effect on tropical storm formation. The adjoint of an atmospheric general circulation model provides a very powerful tool for investigating sensitivity to initial conditions. The National Aeronautics and Space Administration (NASA) has recently developed an adjoint version of the Goddard Earth Observing System version 5 (GEOS-5) dynamical core, convection scheme, cloud model and radiation schemes. This is extended so that the interaction between dust and radiation is also accounted for in the adjoint model. This provides a framework for examining the sensitivity to dust in the initial conditions. Specifically the set up allows for an investigation into the extent to which dust affects cyclone strength through absorption of radiation. In this work we investigate the validity of using an adjoint model for examining sensitivity to dust in hurricane formation. We present sensitivity results for a number of systems that developed during the Atlantic hurricane season of 2006. During this period there was a significant outbreak of Saharan dust and it is has been argued that this outbreak was responsible for the relatively calm season. This period was also covered by an extensive observation campaign. It is shown that the

Investigating sensitivity to Saharan dust in tropical cyclone formation using NASA's adjoint model

NASA Astrophysics Data System (ADS)

Holdaway, Daniel

2015-04-01

As tropical cyclones develop from easterly waves coming off the coast of Africa they interact with dust from the Sahara desert. There is a long standing debate over whether this dust inhibits or advances the developing storm and how much influence it has. Dust can surround the storm and absorb incoming solar radiation, cooling the air below. As a result an energy source for the system is potentially diminished, inhibiting growth of the storm. Alternatively dust may interact with clouds through micro-physical processes, for example by causing more moisture to condense, potentially increasing the strength. As a result of climate change, concentrations and amount of dust in the atmosphere will likely change. It it is important to properly understand its effect on tropical storm formation. The adjoint of an atmospheric general circulation model provides a very powerful tool for investigating sensitivity to initial conditions. The National Aeronautics and Space Administration (NASA) has recently developed an adjoint version of the Goddard Earth Observing System version 5 (GEOS-5) dynamical core, convection scheme, cloud model and radiation schemes. This is extended so that the interaction between dust and radiation is also accounted for in the adjoint model. This provides a framework for examining the sensitivity to dust in the initial conditions. Specifically the set up allows for an investigation into the extent to which dust affects cyclone strength through absorption of radiation. In this work we investigate the validity of using an adjoint model for examining sensitivity to dust in hurricane formation. We present sensitivity results for a number of systems that developed during the Atlantic hurricane season of 2006. During this period there was a significant outbreak of Saharan dust and it is has been argued that this outbreak was responsible for the relatively calm season. This period was also covered by an extensive observation campaign. It is shown that the

Application of the adjoint optimisation of shock control bump for ONERA-M6 wing

NASA Astrophysics Data System (ADS)

Nejati, A.; Mazaheri, K.

2017-11-01

This article is devoted to the numerical investigation of the shock wave/boundary layer interaction (SWBLI) as the main factor influencing the aerodynamic performance of transonic bumped airfoils and wings. The numerical analysis is conducted for the ONERA-M6 wing through a shock control bump (SCB) shape optimisation process using the adjoint optimisation method. SWBLI is analyzed for both clean and bumped airfoils and wings, and it is shown how the modified wave structure originating from upstream of the SCB reduces the wave drag, by improving the boundary layer velocity profile downstream of the shock wave. The numerical simulation of the turbulent viscous flow and a gradient-based adjoint algorithm are used to find the optimum location and shape of the SCB for the ONERA-M6 airfoil and wing. Two different geometrical models are introduced for the 3D SCB, one with linear variations, and another with periodic variations. Both configurations result in drag reduction and improvement in the aerodynamic efficiency, but the periodic model is more effective. Although the three-dimensional flow structure involves much more complexities, the overall results are shown to be similar to the two-dimensional case.

A new method of imposing boundary conditions for hyperbolic equations

NASA Technical Reports Server (NTRS)

Funaro, D.; ative.

1987-01-01

A new method to impose boundary conditions for pseudospectral approximations to hyperbolic equations is suggested. This method involves the collocation of the equation at the boundary nodes as well as satisfying boundary conditions. Stability and convergence results are proven for the Chebyshev approximation of linear scalar hyperbolic equations. The eigenvalues of this method applied to parabolic equations are shown to be real and negative.

Robust iterative method for nonlinear Helmholtz equation

NASA Astrophysics Data System (ADS)

Yuan, Lijun; Lu, Ya Yan

2017-08-01

A new iterative method is developed for solving the two-dimensional nonlinear Helmholtz equation which governs polarized light in media with the optical Kerr nonlinearity. In the strongly nonlinear regime, the nonlinear Helmholtz equation could have multiple solutions related to phenomena such as optical bistability and symmetry breaking. The new method exhibits a much more robust convergence behavior than existing iterative methods, such as frozen-nonlinearity iteration, Newton's method and damped Newton's method, and it can be used to find solutions when good initial guesses are unavailable. Numerical results are presented for the scattering of light by a nonlinear circular cylinder based on the exact nonlocal boundary condition and a pseudospectral method in the polar coordinate system.

Enhancing adaptive sparse grid approximations and improving refinement strategies using adjoint-based a posteriori error estimates

DOE Office of Scientific and Technical Information (OSTI.GOV)

Jakeman, J.D., E-mail: jdjakem@sandia.gov; Wildey, T.

2015-01-01

In this paper we present an algorithm for adaptive sparse grid approximations of quantities of interest computed from discretized partial differential equations. We use adjoint-based a posteriori error estimates of the physical discretization error and the interpolation error in the sparse grid to enhance the sparse grid approximation and to drive adaptivity of the sparse grid. Utilizing these error estimates provides significantly more accurate functional values for random samples of the sparse grid approximation. We also demonstrate that alternative refinement strategies based upon a posteriori error estimates can lead to further increases in accuracy in the approximation over traditional hierarchicalmore » surplus based strategies. Throughout this paper we also provide and test a framework for balancing the physical discretization error with the stochastic interpolation error of the enhanced sparse grid approximation.« less

Insights: A New Method to Balance Chemical Equations.

ERIC Educational Resources Information Center

Garcia, Arcesio

1987-01-01

Describes a method designed to balance oxidation-reduction chemical equations. Outlines a method which is based on changes in the oxidation number that can be applied to both molecular reactions and ionic reactions. Provides examples and delineates the steps to follow for each type of equation balancing. (TW)

Time-domain least-squares migration using the Gaussian beam summation method

NASA Astrophysics Data System (ADS)

Yang, Jidong; Zhu, Hejun; McMechan, George; Yue, Yubo

2018-04-01

With a finite recording aperture, a limited source spectrum and unbalanced illumination, traditional imaging methods are insufficient to generate satisfactory depth profiles with high resolution and high amplitude fidelity. This is because traditional migration uses the adjoint operator of the forward modeling rather than the inverse operator. We propose a least-squares migration approach based on the time-domain Gaussian beam summation, which helps to balance subsurface illumination and improve image resolution. Based on the Born approximation for the isotropic acoustic wave equation, we derive a linear time-domain Gaussian beam modeling operator, which significantly reduces computational costs in comparison with the spectral method. Then, we formulate the corresponding adjoint Gaussian beam migration, as the gradient of an L2-norm waveform misfit function. An L1-norm regularization is introduced to the inversion to enhance the robustness of least-squares migration, and an approximated diagonal Hessian is used as a preconditioner to speed convergence. Synthetic and field data examples demonstrate that the proposed approach improves imaging resolution and amplitude fidelity in comparison with traditional Gaussian beam migration.

Time-domain least-squares migration using the Gaussian beam summation method

NASA Astrophysics Data System (ADS)

Yang, Jidong; Zhu, Hejun; McMechan, George; Yue, Yubo

2018-07-01

With a finite recording aperture, a limited source spectrum and unbalanced illumination, traditional imaging methods are insufficient to generate satisfactory depth profiles with high resolution and high amplitude fidelity. This is because traditional migration uses the adjoint operator of the forward modelling rather than the inverse operator. We propose a least-squares migration approach based on the time-domain Gaussian beam summation, which helps to balance subsurface illumination and improve image resolution. Based on the Born approximation for the isotropic acoustic wave equation, we derive a linear time-domain Gaussian beam modelling operator, which significantly reduces computational costs in comparison with the spectral method. Then, we formulate the corresponding adjoint Gaussian beam migration, as the gradient of an L2-norm waveform misfit function. An L1-norm regularization is introduced to the inversion to enhance the robustness of least-squares migration, and an approximated diagonal Hessian is used as a pre-conditioner to speed convergence. Synthetic and field data examples demonstrate that the proposed approach improves imaging resolution and amplitude fidelity in comparison with traditional Gaussian beam migration.

Domain decomposition methods for nonconforming finite element spaces of Lagrange-type

NASA Technical Reports Server (NTRS)

Cowsar, Lawrence C.

1993-01-01

In this article, we consider the application of three popular domain decomposition methods to Lagrange-type nonconforming finite element discretizations of scalar, self-adjoint, second order elliptic equations. The additive Schwarz method of Dryja and Widlund, the vertex space method of Smith, and the balancing method of Mandel applied to nonconforming elements are shown to converge at a rate no worse than their applications to the standard conforming piecewise linear Galerkin discretization. Essentially, the theory for the nonconforming elements is inherited from the existing theory for the conforming elements with only modest modification by constructing an isomorphism between the nonconforming finite element space and a space of continuous piecewise linear functions.

Transient sensitivities of sea ice export through the Canadian Arctic Archipelago inferred from a coupled ocean/sea-ice adjoint model

NASA Astrophysics Data System (ADS)

Heimbach, P.; Losch, M.; Menemenlis, D.; Campin, J.; Hill, C.

2008-12-01

The sensitivity of sea-ice export through the Canadian Arctic Archipelago (CAA), measured in terms of its solid freshwater export through Lancaster Sound, to changes in various elements of the ocean and sea-ice state, and to elements of the atmospheric forcing fields through time and space is assessed by means of a coupled ocean/sea-ice adjoint model. The adjoint model furnishes full spatial sensitivity maps (also known as Lagrange multipliers) of the export metric to a variety of model variables at any chosen point in time, providing the unique capability to quantify major drivers of sea-ice export variability. The underlying model is the MIT ocean general circulation model (MITgcm), which is coupled to a Hibler-type dynamic/thermodynamic sea-ice model. The configuration is based on the Arctic face of the ECCO3 high-resolution cubed-sphere model, but coarsened to 36-km horizontal grid spacing. The adjoint of the coupled system has been derived by means of automatic differentiation using the software tool TAF. Finite perturbation simulations are performed to check the information provided by the adjoint. The sea-ice model's performance in the presence of narrow straits is assessed with different sea-ice lateral boundary conditions. The adjoint sensitivity clearly exposes the role of the model trajectory and the transient nature of the problem. The complex interplay between forcing, dynamics, and boundary condition is demonstrated in the comparison between the different calculations. The study is a step towards fully coupled adjoint-based ocean/sea-ice state estimation at basin to global scales as part of the ECCO efforts.

Exp-function method for solving fractional partial differential equations.

PubMed

Zheng, Bin

2013-01-01

We extend the Exp-function method to fractional partial differential equations in the sense of modified Riemann-Liouville derivative based on nonlinear fractional complex transformation. For illustrating the validity of this method, we apply it to the space-time fractional Fokas equation and the nonlinear fractional Sharma-Tasso-Olver (STO) equation. As a result, some new exact solutions for them are successfully established.

One shot methods for optimal control of distributed parameter systems 1: Finite dimensional control

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1991-01-01

The efficient numerical treatment of optimal control problems governed by elliptic partial differential equations (PDEs) and systems of elliptic PDEs, where the control is finite dimensional is discussed. Distributed control as well as boundary control cases are discussed. The main characteristic of the new methods is that they are designed to solve the full optimization problem directly, rather than accelerating a descent method by an efficient multigrid solver for the equations involved. The methods use the adjoint state in order to achieve efficient smoother and a robust coarsening strategy. The main idea is the treatment of the control variables on appropriate scales, i.e., control variables that correspond to smooth functions are solved for on coarse grids depending on the smoothness of these functions. Solution of the control problems is achieved with the cost of solving the constraint equations about two to three times (by a multigrid solver). Numerical examples demonstrate the effectiveness of the method proposed in distributed control case, pointwise control and boundary control problems.

Nodal weighting factor method for ex-core fast neutron fluence evaluation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chiang, R. T.

The nodal weighting factor method is developed for evaluating ex-core fast neutron flux in a nuclear reactor by utilizing adjoint neutron flux, a fictitious unit detector cross section for neutron energy above 1 or 0.1 MeV, the unit fission source, and relative assembly nodal powers. The method determines each nodal weighting factor for ex-core neutron fast flux evaluation by solving the steady-state adjoint neutron transport equation with a fictitious unit detector cross section for neutron energy above 1 or 0.1 MeV as the adjoint source, by integrating the unit fission source with a typical fission spectrum to the solved adjointmore » flux over all energies, all angles and given nodal volume, and by dividing it with the sum of all nodal weighting factors, which is a normalization factor. Then, the fast neutron flux can be obtained by summing the various relative nodal powers times the corresponding nodal weighting factors of the adjacent significantly contributed peripheral assembly nodes and times a proper fast neutron attenuation coefficient over an operating period. A generic set of nodal weighting factors can be used to evaluate neutron fluence at the same location for similar core design and fuel cycles, but the set of nodal weighting factors needs to be re-calibrated for a transition-fuel-cycle. This newly developed nodal weighting factor method should be a useful and simplified tool for evaluating fast neutron fluence at selected locations of interest in ex-core components of contemporary nuclear power reactors. (authors)« less

Application of Parallel Adjoint-Based Error Estimation and Anisotropic Grid Adaptation for Three-Dimensional Aerospace Configurations

NASA Technical Reports Server (NTRS)

Lee-Rausch, E. M.; Park, M. A.; Jones, W. T.; Hammond, D. P.; Nielsen, E. J.

2005-01-01

This paper demonstrates the extension of error estimation and adaptation methods to parallel computations enabling larger, more realistic aerospace applications and the quantification of discretization errors for complex 3-D solutions. Results were shown for an inviscid sonic-boom prediction about a double-cone configuration and a wing/body segmented leading edge (SLE) configuration where the output function of the adjoint was pressure integrated over a part of the cylinder in the near field. After multiple cycles of error estimation and surface/field adaptation, a significant improvement in the inviscid solution for the sonic boom signature of the double cone was observed. Although the double-cone adaptation was initiated from a very coarse mesh, the near-field pressure signature from the final adapted mesh compared very well with the wind-tunnel data which illustrates that the adjoint-based error estimation and adaptation process requires no a priori refinement of the mesh. Similarly, the near-field pressure signature for the SLE wing/body sonic boom configuration showed a significant improvement from the initial coarse mesh to the final adapted mesh in comparison with the wind tunnel results. Error estimation and field adaptation results were also presented for the viscous transonic drag prediction of the DLR-F6 wing/body configuration, and results were compared to a series of globally refined meshes. Two of these globally refined meshes were used as a starting point for the error estimation and field-adaptation process where the output function for the adjoint was the total drag. The field-adapted results showed an improvement in the prediction of the drag in comparison with the finest globally refined mesh and a reduction in the estimate of the remaining drag error. The adjoint-based adaptation parameter showed a need for increased resolution in the surface of the wing/body as well as a need for wake resolution downstream of the fuselage and wing trailing edge

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

DOE Office of Scientific and Technical Information (OSTI.GOV)

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

Large-scale optimization-based non-negative computational framework for diffusion equations: Parallel implementation and performance studies

DOE PAGES

Chang, Justin; Karra, Satish; Nakshatrala, Kalyana B.

2016-07-26

It is well-known that the standard Galerkin formulation, which is often the formulation of choice under the finite element method for solving self-adjoint diffusion equations, does not meet maximum principles and the non-negative constraint for anisotropic diffusion equations. Recently, optimization-based methodologies that satisfy maximum principles and the non-negative constraint for steady-state and transient diffusion-type equations have been proposed. To date, these methodologies have been tested only on small-scale academic problems. The purpose of this paper is to systematically study the performance of the non-negative methodology in the context of high performance computing (HPC). PETSc and TAO libraries are, respectively, usedmore » for the parallel environment and optimization solvers. For large-scale problems, it is important for computational scientists to understand the computational performance of current algorithms available in these scientific libraries. The numerical experiments are conducted on the state-of-the-art HPC systems, and a single-core performance model is used to better characterize the efficiency of the solvers. Furthermore, our studies indicate that the proposed non-negative computational framework for diffusion-type equations exhibits excellent strong scaling for real-world large-scale problems.« less

Calculation of transonic flows using an extended integral equation method

NASA Technical Reports Server (NTRS)

Nixon, D.

1976-01-01

An extended integral equation method for transonic flows is developed. In the extended integral equation method velocities in the flow field are calculated in addition to values on the aerofoil surface, in contrast with the less accurate 'standard' integral equation method in which only surface velocities are calculated. The results obtained for aerofoils in subcritical flow and in supercritical flow when shock waves are present compare satisfactorily with the results of recent finite difference methods.

Extension of Nikiforov-Uvarov method for the solution of Heun equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Karayer, H., E-mail: hale.karayer@gmail.com; Demirhan, D.; Büyükkılıç, F.

2015-06-15

We report an alternative method to solve second order differential equations which have at most four singular points. This method is developed by changing the degrees of the polynomials in the basic equation of Nikiforov-Uvarov (NU) method. This is called extended NU method for this paper. The eigenvalue solutions of Heun equation and confluent Heun equation are obtained via extended NU method. Some quantum mechanical problems such as Coulomb problem on a 3-sphere, two Coulombically repelling electrons on a sphere, and hyperbolic double-well potential are investigated by this method.

Self-adjoint elliptic operators with boundary conditions on not closed hypersurfaces

NASA Astrophysics Data System (ADS)

Mantile, Andrea; Posilicano, Andrea; Sini, Mourad

2016-07-01

The theory of self-adjoint extensions of symmetric operators is used to construct self-adjoint realizations of a second-order elliptic differential operator on Rn with linear boundary conditions on (a relatively open part of) a compact hypersurface. Our approach allows to obtain Kreĭn-like resolvent formulae where the reference operator coincides with the ;free; operator with domain H2 (Rn); this provides an useful tool for the scattering problem from a hypersurface. Concrete examples of this construction are developed in connection with the standard boundary conditions, Dirichlet, Neumann, Robin, δ and δ‧-type, assigned either on a (n - 1) dimensional compact boundary Γ = ∂ Ω or on a relatively open part Σ ⊂ Γ. Schatten-von Neumann estimates for the difference of the powers of resolvents of the free and the perturbed operators are also proven; these give existence and completeness of the wave operators of the associated scattering systems.

Singularity Preserving Numerical Methods for Boundary Integral Equations

NASA Technical Reports Server (NTRS)

Kaneko, Hideaki (Principal Investigator)

1996-01-01

In the past twelve months (May 8, 1995 - May 8, 1996), under the cooperative agreement with Division of Multidisciplinary Optimization at NASA Langley, we have accomplished the following five projects: a note on the finite element method with singular basis functions; numerical quadrature for weakly singular integrals; superconvergence of degenerate kernel method; superconvergence of the iterated collocation method for Hammersteion equations; and singularity preserving Galerkin method for Hammerstein equations with logarithmic kernel. This final report consists of five papers describing these projects. Each project is preceeded by a brief abstract.

Modified harmonic balance method for the solution of nonlinear jerk equations

NASA Astrophysics Data System (ADS)

Rahman, M. Saifur; Hasan, A. S. M. Z.

2018-03-01

In this paper, a second approximate solution of nonlinear jerk equations (third order differential equation) can be obtained by using modified harmonic balance method. The method is simpler and easier to carry out the solution of nonlinear differential equations due to less number of nonlinear equations are required to solve than the classical harmonic balance method. The results obtained from this method are compared with those obtained from the other existing analytical methods that are available in the literature and the numerical method. The solution shows a good agreement with the numerical solution as well as the analytical methods of the available literature.

The Boundary Integral Equation Method for Porous Media Flow

NASA Astrophysics Data System (ADS)

Anderson, Mary P.

Just as groundwater hydrologists are breathing sighs of relief after the exertions of learning the finite element method, a new technique has reared its nodes—the boundary integral equation method (BIEM) or the boundary equation method (BEM), as it is sometimes called. As Liggett and Liu put it in the preface to The Boundary Integral Equation Method for Porous Media Flow, “Lately, the Boundary Integral Equation Method (BIEM) has emerged as a contender in the computation Derby.” In fact, in July 1984, the 6th International Conference on Boundary Element Methods in Engineering will be held aboard the Queen Elizabeth II, en route from Southampton to New York. These conferences are sponsored by the Department of Civil Engineering at Southampton College (UK), whose members are proponents of BIEM. The conferences have featured papers on applications of BIEM to all aspects of engineering, including flow through porous media. Published proceedings are available, as are textbooks on application of BIEM to engineering problems. There is even a 10-minute film on the subject.

Wave-equation migration velocity inversion using passive seismic sources

NASA Astrophysics Data System (ADS)

Witten, B.; Shragge, J. C.

2015-12-01

Seismic monitoring at injection sites (e.g., CO2 sequestration, waste water disposal, hydraulic fracturing) has become an increasingly important tool for hazard identification and avoidance. The information obtained from this data is often limited to seismic event properties (e.g., location, approximate time, moment tensor), the accuracy of which greatly depends on the estimated elastic velocity models. However, creating accurate velocity models from passive array data remains a challenging problem. Common techniques rely on picking arrivals or matching waveforms requiring high signal-to-noise data that is often not available for the magnitude earthquakes observed over injection sites. We present a new method for obtaining elastic velocity information from earthquakes though full-wavefield wave-equation imaging and adjoint-state tomography. The technique exploits the fact that the P- and S-wave arrivals originate at the same time and location in the subsurface. We generate image volumes by back-propagating P- and S-wave data through initial Earth models and then applying a correlation-based extended-imaging condition. Energy focusing away from zero lag in the extended image volume is used as a (penalized) residual in an adjoint-state tomography scheme to update the P- and S-wave velocity models. We use an acousto-elastic approximation to greatly reduce the computational cost. Because the method requires neither an initial source location or origin time estimate nor picking of arrivals, it is suitable for low signal-to-noise datasets, such as microseismic data. Synthetic results show that with a realistic distribution of microseismic sources, P- and S-velocity perturbations can be recovered. Although demonstrated at an oil and gas reservoir scale, the technique can be applied to problems of all scales from geologic core samples to global seismology.

A Bivariate Chebyshev Spectral Collocation Quasilinearization Method for Nonlinear Evolution Parabolic Equations

PubMed Central

Motsa, S. S.; Magagula, V. M.; Sibanda, P.

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252

A bivariate Chebyshev spectral collocation quasilinearization method for nonlinear evolution parabolic equations.

PubMed

Motsa, S S; Magagula, V M; Sibanda, P

2014-01-01

This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature.

Polynomial mixture method of solving ordinary differential equations

NASA Astrophysics Data System (ADS)

Shahrir, Mohammad Shazri; Nallasamy, Kumaresan; Ratnavelu, Kuru; Kamali, M. Z. M.

2017-11-01

In this paper, a numerical solution of fuzzy quadratic Riccati differential equation is estimated using a proposed new approach that provides mixture of polynomials where iteratively the right mixture will be generated. This mixture provide a generalized formalism of traditional Neural Networks (NN). Previous works have shown reliable results using Runge-Kutta 4th order (RK4). This can be achieved by solving the 1st Order Non-linear Differential Equation (ODE) that is found commonly in Riccati differential equation. Research has shown improved results relatively to the RK4 method. It can be said that Polynomial Mixture Method (PMM) shows promising results with the advantage of continuous estimation and improved accuracy that can be produced over Mabood et al, RK-4, Multi-Agent NN and Neuro Method (NM).

Exponential Methods for the Time Integration of Schroedinger Equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Cano, B.; Gonzalez-Pachon, A.

2010-09-30

We consider exponential methods of second order in time in order to integrate the cubic nonlinear Schroedinger equation. We are interested in taking profit of the special structure of this equation. Therefore, we look at symmetry, symplecticity and approximation of invariants of the proposed methods. That will allow to integrate till long times with reasonable accuracy. Computational efficiency is also our aim. Therefore, we make numerical computations in order to compare the methods considered and so as to conclude that explicit Lawson schemes projected on the norm of the solution are an efficient tool to integrate this equation.

The Parker-Sochacki Method--A Powerful New Method for Solving Systems of Differential Equations

NASA Astrophysics Data System (ADS)

Rudmin, Joseph W.

2001-04-01

The Parker-Sochacki Method--A Powerful New Method for Solving Systems of Differential Equations Joseph W. Rudmin (Physics Dept, James Madison University) A new system of solving systems of differential equations will be presented, which has been developed by J. Edgar Parker and James Sochacki, of the James Madison University Mathematics Department. The method produces MacClaurin Series solutions to systems of differential equations, with the coefficients in either algebraic or numerical form. The method yields high-degree solutions: 20th degree is easily obtainable. It is conceptually simple, fast, and extremely general. It has been applied to over a hundred systems of differential equations, some of which were previously unsolved, and has yet to fail to solve any system for which the MacClaurin series converges. The method is non-recursive: each coefficient in the series is calculated just once, in closed form, and its accuracy is limited only by the digital accuracy of the computer. Although the original differential equations may include any mathematical functions, the computational method includes ONLY the operations of addition, subtraction, and multiplication. Furthermore, it is perfectly suited to parallel -processing computer languages. Those who learn this system will never use Runge-Kutta or predictor-corrector methods again. Examples will be presented, including the classical many-body problem.

A method of solving simple harmonic oscillator Schroedinger equation

NASA Technical Reports Server (NTRS)

Maury, Juan Carlos F.

1995-01-01

A usual step in solving totally Schrodinger equation is to try first the case when dimensionless position independent variable w is large. In this case the Harmonic Oscillator equation takes the form (d(exp 2)/dw(exp 2) - w(exp 2))F = 0, and following W.K.B. method, it gives the intermediate corresponding solution F = exp(-w(exp 2)/2), which actually satisfies exactly another equation, (d(exp 2)/dw(exp 2) + 1 - w(exp 2))F = 0. We apply a different method, useful in anharmonic oscillator equations, similar to that of Rampal and Datta, and although it is slightly more complicated however it is also more general and systematic.

Fokker-Planck Equations of Stochastic Acceleration: A Study of Numerical Methods

NASA Astrophysics Data System (ADS)

Park, Brian T.; Petrosian, Vahe

1996-03-01

Stochastic wave-particle acceleration may be responsible for producing suprathermal particles in many astrophysical situations. The process can be described as a diffusion process through the Fokker-Planck equation. If the acceleration region is homogeneous and the scattering mean free path is much smaller than both the energy change mean free path and the size of the acceleration region, then the Fokker-Planck equation reduces to a simple form involving only the time and energy variables. in an earlier paper (Park & Petrosian 1995, hereafter Paper 1), we studied the analytic properties of the Fokker-Planck equation and found analytic solutions for some simple cases. In this paper, we study the numerical methods which must be used to solve more general forms of the equation. Two classes of numerical methods are finite difference methods and Monte Carlo simulations. We examine six finite difference methods, three fully implicit and three semi-implicit, and a stochastic simulation method which uses the exact correspondence between the Fokker-Planck equation and the it5 stochastic differential equation. As discussed in Paper I, Fokker-Planck equations derived under the above approximations are singular, causing problems with boundary conditions and numerical overflow and underflow. We evaluate each method using three sample equations to test its stability, accuracy, efficiency, and robustness for both time-dependent and steady state solutions. We conclude that the most robust finite difference method is the fully implicit Chang-Cooper method, with minor extensions to account for the escape and injection terms. Other methods suffer from stability and accuracy problems when dealing with some Fokker-Planck equations. The stochastic simulation method, although simple to implement, is susceptible to Poisson noise when insufficient test particles are used and is computationally very expensive compared to the finite difference method.

Topics in structural dynamics: Nonlinear unsteady transonic flows and Monte Carlo methods in acoustics

NASA Technical Reports Server (NTRS)

Haviland, J. K.

1974-01-01

The results are reported of two unrelated studies. The first was an investigation of the formulation of the equations for non-uniform unsteady flows, by perturbation of an irrotational flow to obtain the linear Green's equation. The resulting integral equation was found to contain a kernel which could be expressed as the solution of the adjoint flow equation, a linear equation for small perturbations, but with non-constant coefficients determined by the steady flow conditions. It is believed that the non-uniform flow effects may prove important in transonic flutter, and that in such cases, the use of doublet type solutions of the wave equation would then prove to be erroneous. The second task covered an initial investigation into the use of the Monte Carlo method for solution of acoustical field problems. Computed results are given for a rectangular room problem, and for a problem involving a circular duct with a source located at the closed end.

A second order discontinuous Galerkin fast sweeping method for Eikonal equations

NASA Astrophysics Data System (ADS)

Li, Fengyan; Shu, Chi-Wang; Zhang, Yong-Tao; Zhao, Hongkai

2008-09-01

In this paper, we construct a second order fast sweeping method with a discontinuous Galerkin (DG) local solver for computing viscosity solutions of a class of static Hamilton-Jacobi equations, namely the Eikonal equations. Our piecewise linear DG local solver is built on a DG method developed recently [Y. Cheng, C.-W. Shu, A discontinuous Galerkin finite element method for directly solving the Hamilton-Jacobi equations, Journal of Computational Physics 223 (2007) 398-415] for the time-dependent Hamilton-Jacobi equations. The causality property of Eikonal equations is incorporated into the design of this solver. The resulting local nonlinear system in the Gauss-Seidel iterations is a simple quadratic system and can be solved explicitly. The compactness of the DG method and the fast sweeping strategy lead to fast convergence of the new scheme for Eikonal equations. Extensive numerical examples verify efficiency, convergence and second order accuracy of the proposed method.

Exact solution of some linear matrix equations using algebraic methods

NASA Technical Reports Server (NTRS)

Djaferis, T. E.; Mitter, S. K.

1977-01-01

A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.

Adjoint Inversion for Extended Earthquake Source Kinematics From Very Dense Strong Motion Data

NASA Astrophysics Data System (ADS)

Ampuero, J. P.; Somala, S.; Lapusta, N.

2010-12-01

Addressing key open questions about earthquake dynamics requires a radical improvement of the robustness and resolution of seismic observations of large earthquakes. Proposals for a new generation of earthquake observation systems include the deployment of “community seismic networks” of low-cost accelerometers in urban areas and the extraction of strong ground motions from high-rate optical images of the Earth's surface recorded by a large space telescope in geostationary orbit. Both systems could deliver strong motion data with a spatial density orders of magnitude higher than current seismic networks. In particular, a “space seismometer” could sample the seismic wave field at a spatio-temporal resolution of 100 m, 1 Hz over areas several 100 km wide with an amplitude resolution of few cm/s in ground velocity. The amount of data to process would be immensely larger than what current extended source inversion algorithms can handle, which hampers the quantitative assessment of the cost-benefit trade-offs that can guide the practical design of the proposed earthquake observation systems. We report here on the development of a scalable source imaging technique based on iterative adjoint inversion and its application to the proof-of-concept of a space seismometer. We generated synthetic ground motions for M7 earthquake rupture scenarios based on dynamic rupture simulations on a vertical strike-slip fault embedded in an elastic half-space. A range of scenarios include increasing levels of complexity and interesting features such as supershear rupture speed. The resulting ground shaking is then processed accordingly to what would be captured by an optical satellite. Based on the resulting data, we perform source inversion by an adjoint/time-reversal method. The gradient of a cost function quantifying the waveform misfit between data and synthetics is efficiently obtained by applying the time-reversed ground velocity residuals as surface force sources, back

Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations.

PubMed

Baranwal, Vipul K; Pandey, Ram K; Singh, Om P

2014-01-01

We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ 0, γ 1, γ 2,… and auxiliary functions H 0(x), H 1(x), H 2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.

Pseudo-compressibility methods for the incompressible flow equations

NASA Technical Reports Server (NTRS)

Turkel, Eli; Arnone, A.

1993-01-01

Preconditioning methods to accelerate convergence to a steady state for the incompressible fluid dynamics equations are considered. The analysis relies on the inviscid equations. The preconditioning consists of a matrix multiplying the time derivatives. Thus the steady state of the preconditioned system is the same as the steady state of the original system. The method is compared to other types of pseudo-compressibility. For finite difference methods preconditioning can change and improve the steady state solutions. An application to viscous flow around a cascade with a non-periodic mesh is presented.

Dimension reduction method for SPH equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Tartakovsky, Alexandre M.; Scheibe, Timothy D.

2011-08-26

Smoothed Particle Hydrodynamics model of a complex multiscale processe often results in a system of ODEs with an enormous number of unknowns. Furthermore, a time integration of the SPH equations usually requires time steps that are smaller than the observation time by many orders of magnitude. A direct solution of these ODEs can be extremely expensive. Here we propose a novel dimension reduction method that gives an approximate solution of the SPH ODEs and provides an accurate prediction of the average behavior of the modeled system. The method consists of two main elements. First, effective equationss for evolution of averagemore » variables (e.g. average velocity, concentration and mass of a mineral precipitate) are obtained by averaging the SPH ODEs over the entire computational domain. These effective ODEs contain non-local terms in the form of volume integrals of functions of the SPH variables. Second, a computational closure is used to close the system of the effective equations. The computational closure is achieved via short bursts of the SPH model. The dimension reduction model is used to simulate flow and transport with mixing controlled reactions and mineral precipitation. An SPH model is used model transport at the porescale. Good agreement between direct solutions of the SPH equations and solutions obtained with the dimension reduction method for different boundary conditions confirms the accuracy and computational efficiency of the dimension reduction model. The method significantly accelerates SPH simulations, while providing accurate approximation of the solution and accurate prediction of the average behavior of the system.« less

Asynchronous Two-Level Checkpointing Scheme for Large-Scale Adjoints in the Spectral-Element Solver Nek5000

DOE Office of Scientific and Technical Information (OSTI.GOV)

Schanen, Michel; Marin, Oana; Zhang, Hong

Adjoints are an important computational tool for large-scale sensitivity evaluation, uncertainty quantification, and derivative-based optimization. An essential component of their performance is the storage/recomputation balance in which efficient checkpointing methods play a key role. We introduce a novel asynchronous two-level adjoint checkpointing scheme for multistep numerical time discretizations targeted at large-scale numerical simulations. The checkpointing scheme combines bandwidth-limited disk checkpointing and binomial memory checkpointing. Based on assumptions about the target petascale systems, which we later demonstrate to be realistic on the IBM Blue Gene/Q system Mira, we create a model of the expected performance of our checkpointing approach and validatemore » it using the highly scalable Navier-Stokes spectralelement solver Nek5000 on small to moderate subsystems of the Mira supercomputer. In turn, this allows us to predict optimal algorithmic choices when using all of Mira. We also demonstrate that two-level checkpointing is significantly superior to single-level checkpointing when adjoining a large number of time integration steps. To our knowledge, this is the first time two-level checkpointing had been designed, implemented, tuned, and demonstrated on fluid dynamics codes at large scale of 50k+ cores.« less

Reverberation Modelling Using a Parabolic Equation Method

DTIC Science & Technology

2012-10-01

the limits of their applicability. Results: Transmission loss estimates produced by the PECan parabolic equation acoustic model were used in...environments is possible when used in concert with a parabolic equation passive acoustic model . Future plans: The authors of this report recommend further...technique using other types of acoustic models should be undertaken. Furthermore, as the current method when applied as-is results in estimates that reflect

An enriched finite element method to fractional advection-diffusion equation

NASA Astrophysics Data System (ADS)

Luan, Shengzhi; Lian, Yanping; Ying, Yuping; Tang, Shaoqiang; Wagner, Gregory J.; Liu, Wing Kam

2017-08-01

In this paper, an enriched finite element method with fractional basis [ 1,x^{α }] for spatial fractional partial differential equations is proposed to obtain more stable and accurate numerical solutions. For pure fractional diffusion equation without advection, the enriched Galerkin finite element method formulation is demonstrated to simulate the exact solution successfully without any numerical oscillation, which is advantageous compared to the traditional Galerkin finite element method with integer basis [ 1,x] . For fractional advection-diffusion equation, the oscillatory behavior becomes complex due to the introduction of the advection term which can be characterized by a fractional element Peclet number. For the purpose of addressing the more complex numerical oscillation, an enriched Petrov-Galerkin finite element method is developed by using a dimensionless fractional stabilization parameter, which is formulated through a minimization of the residual of the nodal solution. The effectiveness and accuracy of the enriched finite element method are demonstrated by a series of numerical examples of fractional diffusion equation and fractional advection-diffusion equation, including both one-dimensional and two-dimensional, steady-state and time-dependent cases.

Variational methods for direct/inverse problems of atmospheric dynamics and chemistry

NASA Astrophysics Data System (ADS)

Penenko, Vladimir; Penenko, Alexey; Tsvetova, Elena

2013-04-01

We present a variational approach for solving direct and inverse problems of atmospheric hydrodynamics and chemistry. It is important that the accurate matching of numerical schemes has to be provided in the chain of objects: direct/adjoint problems - sensitivity relations - inverse problems, including assimilation of all available measurement data. To solve the problems we have developed a new enhanced set of cost-effective algorithms. The matched description of the multi-scale processes is provided by a specific choice of the variational principle functionals for the whole set of integrated models. Then all functionals of variational principle are approximated in space and time by splitting and decomposition methods. Such approach allows us to separately consider, for example, the space-time problems of atmospheric chemistry in the frames of decomposition schemes for the integral identity sum analogs of the variational principle at each time step and in each of 3D finite-volumes. To enhance the realization efficiency, the set of chemical reactions is divided on the subsets related to the operators of production and destruction. Then the idea of the Euler's integrating factors is applied in the frames of the local adjoint problem technique [1]-[3]. The analytical solutions of such adjoint problems play the role of integrating factors for differential equations describing atmospheric chemistry. With their help, the system of differential equations is transformed to the equivalent system of integral equations. As a result we avoid the construction and inversion of preconditioning operators containing the Jacobi matrixes which arise in traditional implicit schemes for ODE solution. This is the main advantage of our schemes. At the same time step but on the different stages of the "global" splitting scheme, the system of atmospheric dynamic equations is solved. For convection - diffusion equations for all state functions in the integrated models we have developed the

The method of averages applied to the KS differential equations

NASA Technical Reports Server (NTRS)

Graf, O. F., Jr.; Mueller, A. C.; Starke, S. E.

1977-01-01

A new approach for the solution of artificial satellite trajectory problems is proposed. The basic idea is to apply an analytical solution method (the method of averages) to an appropriate formulation of the orbital mechanics equations of motion (the KS-element differential equations). The result is a set of transformed equations of motion that are more amenable to numerical solution.

A Computational Study of Shear Layer Receptivity

NASA Astrophysics Data System (ADS)

Barone, Matthew; Lele, Sanjiva

2002-11-01

The receptivity of two-dimensional, compressible shear layers to local and external excitation sources is examined using a computational approach. The family of base flows considered consists of a laminar supersonic stream separated from nearly quiescent fluid by a thin, rigid splitter plate with a rounded trailing edge. The linearized Euler and linearized Navier-Stokes equations are solved numerically in the frequency domain. The flow solver is based on a high order finite difference scheme, coupled with an overset mesh technique developed for computational aeroacoustics applications. Solutions are obtained for acoustic plane wave forcing near the most unstable shear layer frequency, and are compared to the existing low frequency theory. An adjoint formulation to the present problem is developed, and adjoint equation calculations are performed using the same numerical methods as for the regular equation sets. Solutions to the adjoint equations are used to shed light on the mechanisms which control the receptivity of finite-width compressible shear layers.

A General Linear Method for Equating with Small Samples

ERIC Educational Resources Information Center

Albano, Anthony D.

2015-01-01

Research on equating with small samples has shown that methods with stronger assumptions and fewer statistical estimates can lead to decreased error in the estimated equating function. This article introduces a new approach to linear observed-score equating, one which provides flexible control over how form difficulty is assumed versus estimated…

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

This paper describes a method to efficiently and accurately approximate the effect of design changes on structural response. The key to this new method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in msot cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacement are used to approximate bending stresses.

Differential equation based method for accurate approximations in optimization

NASA Technical Reports Server (NTRS)

Pritchard, Jocelyn I.; Adelman, Howard M.

1990-01-01

A method to efficiently and accurately approximate the effect of design changes on structural response is described. The key to this method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in most cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacements are used to approximate bending stresses.

Solving the interval type-2 fuzzy polynomial equation using the ranking method

NASA Astrophysics Data System (ADS)

Rahman, Nurhakimah Ab.; Abdullah, Lazim

2014-07-01

Polynomial equations with trapezoidal and triangular fuzzy numbers have attracted some interest among researchers in mathematics, engineering and social sciences. There are some methods that have been developed in order to solve these equations. In this study we are interested in introducing the interval type-2 fuzzy polynomial equation and solving it using the ranking method of fuzzy numbers. The ranking method concept was firstly proposed to find real roots of fuzzy polynomial equation. Therefore, the ranking method is applied to find real roots of the interval type-2 fuzzy polynomial equation. We transform the interval type-2 fuzzy polynomial equation to a system of crisp interval type-2 fuzzy polynomial equation. This transformation is performed using the ranking method of fuzzy numbers based on three parameters, namely value, ambiguity and fuzziness. Finally, we illustrate our approach by numerical example.

An adjoint-based sensitivity analysis of thermoacoustic network models

NASA Astrophysics Data System (ADS)

Sogaro, Francesca; Morgans, Aimee; Schmid, Peter

2017-11-01

Thermoacoustic instability is a phenomenon that occurs in numerous combustion systems, from rockets to land-based gas turbines. The acoustic oscillations of these systems are of significant importance as they can result in severe vibrations, thrust oscillations, thermal stresses and mechanical loads that lead to fatigue or even failure. In this work we use a low-order network model representation of a combustor system where linear acoustics are solved together with the appropriate boundary conditions, area change jump conditions, acoustic dampers and an appropriate flame transfer function. Special emphasis is directed towards the interaction between acoustically driven instabilities and flame-intrinsic modes. Adjoint methods are used to perform a sensitivity analysis of the spectral properties of the system to changes in the parameters involved. An exchange of modal identity between acoustic and intrinsic modes will be demonstrated and analyzed. The results provide insight into the interplay between various mode types and build a quantitative foundation for the design of combustors.

Second level semi-degenerate fields in W_3 Toda theory: matrix element and differential equation

NASA Astrophysics Data System (ADS)

Belavin, Vladimir; Cao, Xiangyu; Estienne, Benoit; Santachiara, Raoul

2017-03-01

In a recent study we considered W_3 Toda 4-point functions that involve matrix elements of a primary field with the highest-weight in the adjoint representation of sl_3 . We generalize this result by considering a semi-degenerate primary field, which has one null vector at level two. We obtain a sixth-order Fuchsian differential equation for the conformal blocks. We discuss the presence of multiplicities, the matrix elements and the fusion rules.

Optimal analytic method for the nonlinear Hasegawa-Mima equation

NASA Astrophysics Data System (ADS)

Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle

2014-05-01

The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.

A deterministic particle method for one-dimensional reaction-diffusion equations

NASA Technical Reports Server (NTRS)

Mascagni, Michael

1995-01-01

We derive a deterministic particle method for the solution of nonlinear reaction-diffusion equations in one spatial dimension. This deterministic method is an analog of a Monte Carlo method for the solution of these problems that has been previously investigated by the author. The deterministic method leads to the consideration of a system of ordinary differential equations for the positions of suitably defined particles. We then consider the time explicit and implicit methods for this system of ordinary differential equations and we study a Picard and Newton iteration for the solution of the implicit system. Next we solve numerically this system and study the discretization error both analytically and numerically. Numerical computation shows that this deterministic method is automatically adaptive to large gradients in the solution.

Application of Exactly Linearized Error Transport Equations to AIAA CFD Prediction Workshops

NASA Technical Reports Server (NTRS)

Derlaga, Joseph M.; Park, Michael A.; Rallabhandi, Sriram

2017-01-01

The computational fluid dynamics (CFD) prediction workshops sponsored by the AIAA have created invaluable opportunities in which to discuss the predictive capabilities of CFD in areas in which it has struggled, e.g., cruise drag, high-lift, and sonic boom pre diction. While there are many factors that contribute to disagreement between simulated and experimental results, such as modeling or discretization error, quantifying the errors contained in a simulation is important for those who make decisions based on the computational results. The linearized error transport equations (ETE) combined with a truncation error estimate is a method to quantify one source of errors. The ETE are implemented with a complex-step method to provide an exact linearization with minimal source code modifications to CFD and multidisciplinary analysis methods. The equivalency of adjoint and linearized ETE functional error correction is demonstrated. Uniformly refined grids from a series of AIAA prediction workshops demonstrate the utility of ETE for multidisciplinary analysis with a connection between estimated discretization error and (resolved or under-resolved) flow features.

A fourth-order box method for solving the boundary layer equations

NASA Technical Reports Server (NTRS)

Wornom, S. F.

1977-01-01

A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.

Variational Methods in Sensitivity Analysis and Optimization for Aerodynamic Applications

NASA Technical Reports Server (NTRS)

Ibrahim, A. H.; Hou, G. J.-W.; Tiwari, S. N. (Principal Investigator)

1996-01-01

Variational methods (VM) sensitivity analysis, which is the continuous alternative to the discrete sensitivity analysis, is employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The determination of the sensitivity derivatives of the performance index or functional entails the coupled solutions of the state and costate equations. As the stable and converged numerical solution of the costate equations with their boundary conditions are a priori unknown, numerical stability analysis is performed on both the state and costate equations. Thereafter, based on the amplification factors obtained by solving the generalized eigenvalue equations, the stability behavior of the costate equations is discussed and compared with the state (Euler) equations. The stability analysis of the costate equations suggests that the converged and stable solution of the costate equation is possible only if the computational domain of the costate equations is transformed to take into account the reverse flow nature of the costate equations. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite

Adjustment technique without explicit formation of normal equations /conjugate gradient method/

NASA Technical Reports Server (NTRS)

Saxena, N. K.

1974-01-01

For a simultaneous adjustment of a large geodetic triangulation system, a semiiterative technique is modified and used successfully. In this semiiterative technique, known as the conjugate gradient (CG) method, original observation equations are used, and thus the explicit formation of normal equations is avoided, 'huge' computer storage space being saved in the case of triangulation systems. This method is suitable even for very poorly conditioned systems where solution is obtained only after more iterations. A detailed study of the CG method for its application to large geodetic triangulation systems was done that also considered constraint equations with observation equations. It was programmed and tested on systems as small as two unknowns and three equations up to those as large as 804 unknowns and 1397 equations. When real data (573 unknowns, 965 equations) from a 1858-km-long triangulation system were used, a solution vector accurate to four decimal places was obtained in 2.96 min after 1171 iterations (i.e., 2.0 times the number of unknowns).

Multi-scale Sensitivity and Predictability of Hurricane Joaquin (2015) Illuminated Through Adjoint Studies

NASA Astrophysics Data System (ADS)

Doyle, J. D.; Holdaway, D.; Amerault, C. M.

2017-12-01

Hurricane Joaquin (2015) was a strong category 4 hurricane (maximum winds of 135 kts) that developed from an upper-level low over the western Atlantic and was noteworthy because of its large impact in the Bahamas, as well as the sinking of the cargo ship El Farroand loss of her 33 crew members. Joaquin initially moved southwest towards the Bahamas and rapidly intensified before sharply turning northeastward. Nearly all operational model forecasts failed to provide an accurate prediction of the rapid intensification and track, even at short lead times. As a result, the National Hurricane Center forecasted landfall in the mid-Atlantic, while in reality the storm moved well offshore. In this study, we utilize two adjoint modeling systems, the Navy COAMPS and the NASA GEOS-5, to investigate the role of initial condition errors that may have led to the relatively poor track and intensity predictions of Hurricane Joaquin. Adjoint models can provide valuable insight into the practical limitations of our ability to predict the path of tropical cyclones and their strength. An adjoint model can be used for the efficient and rigorous computation of numerical weather forecast sensitivity to changes in the initial state. The adjoint sensitivity diagnostics illustrate complex influences on the evolution of Joaquin that occur over a wide range of spatial scales. The sensitivity results highlight the importance of an upper-level trough to the northeast that provided the steering flow for the poorly-predicted southwesterly movement of the hurricane in its early phase. The steering flow and hurricane track are found to be very sensitive to relatively small changes in the initial state to the east-northeast of the hurricane. Additionally, the intensity prediction of Hurricane Joaquin is found to be very sensitive to the initial state moisture including highly structured regions around the storm and in remote regions as well. Hurricane Joaquin was observed in four NASA WB-57 research

Runge-Kutta Methods for Linear Ordinary Differential Equations

NASA Technical Reports Server (NTRS)

Zingg, David W.; Chisholm, Todd T.

1997-01-01

Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.

A new Newton-like method for solving nonlinear equations.

PubMed

Saheya, B; Chen, Guo-Qing; Sui, Yun-Kang; Wu, Cai-Ying

2016-01-01

This paper presents an iterative scheme for solving nonline ar equations. We establish a new rational approximation model with linear numerator and denominator which has generalizes the local linear model. We then employ the new approximation for nonlinear equations and propose an improved Newton's method to solve it. The new method revises the Jacobian matrix by a rank one matrix each iteration and obtains the quadratic convergence property. The numerical performance and comparison show that the proposed method is efficient.

Method of mechanical quadratures for solving singular integral equations of various types

NASA Astrophysics Data System (ADS)

Sahakyan, A. V.; Amirjanyan, H. A.

2018-04-01

The method of mechanical quadratures is proposed as a common approach intended for solving the integral equations defined on finite intervals and containing Cauchy-type singular integrals. This method can be used to solve singular integral equations of the first and second kind, equations with generalized kernel, weakly singular equations, and integro-differential equations. The quadrature rules for several different integrals represented through the same coefficients are presented. This allows one to reduce the integral equations containing integrals of different types to a system of linear algebraic equations.

A particle-particle hybrid method for kinetic and continuum equations

NASA Astrophysics Data System (ADS)

Tiwari, Sudarshan; Klar, Axel; Hardt, Steffen

2009-10-01

We present a coupling procedure for two different types of particle methods for the Boltzmann and the Navier-Stokes equations. A variant of the DSMC method is applied to simulate the Boltzmann equation, whereas a meshfree Lagrangian particle method, similar to the SPH method, is used for simulations of the Navier-Stokes equations. An automatic domain decomposition approach is used with the help of a continuum breakdown criterion. We apply adaptive spatial and time meshes. The classical Sod's 1D shock tube problem is solved for a large range of Knudsen numbers. Results from Boltzmann, Navier-Stokes and hybrid solvers are compared. The CPU time for the hybrid solver is 3-4 times faster than for the Boltzmann solver.

Local Discontinuous Galerkin Methods for Partial Differential Equations with Higher Order Derivatives

NASA Technical Reports Server (NTRS)

Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)

2002-01-01

In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.

Tensor-GMRES method for large sparse systems of nonlinear equations

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1994-01-01

This paper introduces a tensor-Krylov method, the tensor-GMRES method, for large sparse systems of nonlinear equations. This method is a coupling of tensor model formation and solution techniques for nonlinear equations with Krylov subspace projection techniques for unsymmetric systems of linear equations. Traditional tensor methods for nonlinear equations are based on a quadratic model of the nonlinear function, a standard linear model augmented by a simple second order term. These methods are shown to be significantly more efficient than standard methods both on nonsingular problems and on problems where the Jacobian matrix at the solution is singular. A major disadvantage of the traditional tensor methods is that the solution of the tensor model requires the factorization of the Jacobian matrix, which may not be suitable for problems where the Jacobian matrix is large and has a 'bad' sparsity structure for an efficient factorization. We overcome this difficulty by forming and solving the tensor model using an extension of a Newton-GMRES scheme. Like traditional tensor methods, we show that the new tensor method has significant computational advantages over the analogous Newton counterpart. Consistent with Krylov subspace based methods, the new tensor method does not depend on the factorization of the Jacobian matrix. As a matter of fact, the Jacobian matrix is never needed explicitly.

Algebraic methods for the solution of some linear matrix equations

NASA Technical Reports Server (NTRS)

Djaferis, T. E.; Mitter, S. K.

1979-01-01

The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.

GHM method for obtaining rationalsolutions of nonlinear differential equations.

PubMed

Vazquez-Leal, Hector; Sarmiento-Reyes, Arturo

2015-01-01

In this paper, we propose the application of the general homotopy method (GHM) to obtain rational solutions of nonlinear differential equations. It delivers a high precision representation of the nonlinear differential equation using a few linear algebraic terms. In order to assess the benefits of this proposal, three nonlinear problems are solved and compared against other semi-analytic methods or numerical methods. The obtained results show that GHM is a powerful tool, capable to generate highly accurate rational solutions. AMS subject classification 34L30.

Issues in measure-preserving three dimensional flow integrators: Self-adjointness, reversibility, and non-uniform time stepping

DOE PAGES

Finn, John M.

2015-03-01

Properties of integration schemes for solenoidal fields in three dimensions are studied, with a focus on integrating magnetic field lines in a plasma using adaptive time stepping. It is shown that implicit midpoint (IM) and a scheme we call three-dimensional leapfrog (LF) can do a good job (in the sense of preserving KAM tori) of integrating fields that are reversible, or (for LF) have a 'special divergence-free' property. We review the notion of a self-adjoint scheme, showing that such schemes are at least second order accurate and can always be formed by composing an arbitrary scheme with its adjoint. Wemore » also review the concept of reversibility, showing that a reversible but not exactly volume-preserving scheme can lead to a fractal invariant measure in a chaotic region, although this property may not often be observable. We also show numerical results indicating that the IM and LF schemes can fail to preserve KAM tori when the reversibility property (and the SDF property for LF) of the field is broken. We discuss extensions to measure preserving flows, the integration of magnetic field lines in a plasma and the integration of rays for several plasma waves. The main new result of this paper relates to non-uniform time stepping for volume-preserving flows. We investigate two potential schemes, both based on the general method of Ref. [11], in which the flow is integrated in split time steps, each Hamiltonian in two dimensions. The first scheme is an extension of the method of extended phase space, a well-proven method of symplectic integration with non-uniform time steps. This method is found not to work, and an explanation is given. The second method investigated is a method based on transformation to canonical variables for the two split-step Hamiltonian systems. This method, which is related to the method of non-canonical generating functions of Ref. [35], appears to work very well.« less

Issues in measure-preserving three dimensional flow integrators: Self-adjointness, reversibility, and non-uniform time stepping

DOE Office of Scientific and Technical Information (OSTI.GOV)

Finn, John M., E-mail: finn@lanl.gov

2015-03-15

Properties of integration schemes for solenoidal fields in three dimensions are studied, with a focus on integrating magnetic field lines in a plasma using adaptive time stepping. It is shown that implicit midpoint (IM) and a scheme we call three-dimensional leapfrog (LF) can do a good job (in the sense of preserving KAM tori) of integrating fields that are reversible, or (for LF) have a “special divergence-free” (SDF) property. We review the notion of a self-adjoint scheme, showing that such schemes are at least second order accurate and can always be formed by composing an arbitrary scheme with its adjoint.more » We also review the concept of reversibility, showing that a reversible but not exactly volume-preserving scheme can lead to a fractal invariant measure in a chaotic region, although this property may not often be observable. We also show numerical results indicating that the IM and LF schemes can fail to preserve KAM tori when the reversibility property (and the SDF property for LF) of the field is broken. We discuss extensions to measure preserving flows, the integration of magnetic field lines in a plasma and the integration of rays for several plasma waves. The main new result of this paper relates to non-uniform time stepping for volume-preserving flows. We investigate two potential schemes, both based on the general method of Feng and Shang [Numer. Math. 71, 451 (1995)], in which the flow is integrated in split time steps, each Hamiltonian in two dimensions. The first scheme is an extension of the method of extended phase space, a well-proven method of symplectic integration with non-uniform time steps. This method is found not to work, and an explanation is given. The second method investigated is a method based on transformation to canonical variables for the two split-step Hamiltonian systems. This method, which is related to the method of non-canonical generating functions of Richardson and Finn [Plasma Phys. Controlled Fusion 54, 014004

New extended (G'/G)-expansion method to solve nonlinear evolution equation: the (3 + 1)-dimensional potential-YTSF equation.

PubMed

Roshid, Harun-Or-; Akbar, M Ali; Alam, Md Nur; Hoque, Md Fazlul; Rahman, Nizhum

2014-01-01

In this article, a new extended (G'/G) -expansion method has been proposed for constructing more general exact traveling wave solutions of nonlinear evolution equations with the aid of symbolic computation. In order to illustrate the validity and effectiveness of the method, we pick the (3 + 1)-dimensional potential-YTSF equation. As a result, abundant new and more general exact solutions have been achieved of this equation. It has been shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in applied mathematics, engineering and mathematical physics.

Receptor binding kinetics equations: Derivation using the Laplace transform method.

PubMed

Hoare, Sam R J

Measuring unlabeled ligand receptor binding kinetics is valuable in optimizing and understanding drug action. Unfortunately, deriving equations for estimating kinetic parameters is challenging because it involves calculus; integration can be a frustrating barrier to the pharmacologist seeking to measure simple rate parameters. Here, a well-known tool for simplifying the derivation, the Laplace transform, is applied to models of receptor-ligand interaction. The method transforms differential equations to a form in which simple algebra can be applied to solve for the variable of interest, for example the concentration of ligand-bound receptor. The goal is to provide instruction using familiar examples, to enable investigators familiar with handling equilibrium binding equations to derive kinetic equations for receptor-ligand interaction. First, the Laplace transform is used to derive the equations for association and dissociation of labeled ligand binding. Next, its use for unlabeled ligand kinetic equations is exemplified by a full derivation of the kinetics of competitive binding equation. Finally, new unlabeled ligand equations are derived using the Laplace transform. These equations incorporate a pre-incubation step with unlabeled or labeled ligand. Four equations for measuring unlabeled ligand kinetics were compared and the two new equations verified by comparison with numerical solution. Importantly, the equations have not been verified with experimental data because no such experiments are evident in the literature. Equations were formatted for use in the curve-fitting program GraphPad Prism 6.0 and fitted to simulated data. This description of the Laplace transform method will enable pharmacologists to derive kinetic equations for their model or experimental paradigm under study. Application of the transform will expand the set of equations available for the pharmacologist to measure unlabeled ligand binding kinetics, and for other time

Control Theory based Shape Design for the Incompressible Navier-Stokes Equations

NASA Astrophysics Data System (ADS)

Cowles, G.; Martinelli, L.

2003-12-01

A design method for shape optimization in incompressible turbulent viscous flow has been developed and validated for inverse design. The gradient information is determined using a control theory based algorithm. With such an approach, the cost of computing the gradient is negligible. An additional adjoint system must be solved which requires the cost of a single steady state flow solution. Thus, this method has an enormous advantage over traditional finite-difference based algorithms. The method of artificial compressibility is utilized to solve both the flow and adjoint systems. An algebraic turbulence model is used to compute the eddy viscosity. The method is validated using several inverse wing design test cases. In each case, the program must modify the shape of the initial wing such that its pressure distribution matches that of the target wing. Results are shown for the inversion of both finite thickness wings as well as zero thickness wings which can be considered a model of yacht sails.

Fully automatic time-window selection using machine learning for global adjoint tomography

NASA Astrophysics Data System (ADS)

Chen, Y.; Hill, J.; Lei, W.; Lefebvre, M. P.; Bozdag, E.; Komatitsch, D.; Tromp, J.

2017-12-01

Selecting time windows from seismograms such that the synthetic measurements (from simulations) and measured observations are sufficiently close is indispensable in a global adjoint tomography framework. The increasing amount of seismic data collected everyday around the world demands "intelligent" algorithms for seismic window selection. While the traditional FLEXWIN algorithm can be "automatic" to some extent, it still requires both human input and human knowledge or experience, and thus is not deemed to be fully automatic. The goal of intelligent window selection is to automatically select windows based on a learnt engine that is built upon a huge number of existing windows generated through the adjoint tomography project. We have formulated the automatic window selection problem as a classification problem. All possible misfit calculation windows are classified as either usable or unusable. Given a large number of windows with a known selection mode (select or not select), we train a neural network to predict the selection mode of an arbitrary input window. Currently, the five features we extract from the windows are its cross-correlation value, cross-correlation time lag, amplitude ratio between observed and synthetic data, window length, and minimum STA/LTA value. More features can be included in the future. We use these features to characterize each window for training a multilayer perceptron neural network (MPNN). Training the MPNN is equivalent to solve a non-linear optimization problem. We use backward propagation to derive the gradient of the loss function with respect to the weighting matrices and bias vectors and use the mini-batch stochastic gradient method to iteratively optimize the MPNN. Numerical tests show that with a careful selection of the training data and a sufficient amount of training data, we are able to train a robust neural network that is capable of detecting the waveforms in an arbitrary earthquake data with negligible detection error

Reverse and direct methods for solving the characteristic equation

NASA Astrophysics Data System (ADS)

Lozhkin, Alexander; Bozek, Pavol; Lyalin, Vadim; Tarasov, Vladimir; Tothova, Maria; Sultanov, Ravil

2016-06-01

Fundamentals of information-linguistic interpretation of the geometry presented shortly. The method of solving the characteristic equation based on Euler's formula is described. The separation of the characteristic equation for several disassembled for Jordan curves. Applications of the theory for problems of mechatronics outlined briefly.

Accuracy of least-squares methods for the Navier-Stokes equations

NASA Technical Reports Server (NTRS)

Bochev, Pavel B.; Gunzburger, Max D.

1993-01-01

Recently there has been substantial interest in least-squares finite element methods for velocity-vorticity-pressure formulations of the incompressible Navier-Stokes equations. The main cause for this interest is the fact that algorithms for the resulting discrete equations can be devised which require the solution of only symmetric, positive definite systems of algebraic equations. On the other hand, it is well-documented that methods using the vorticity as a primary variable often yield very poor approximations. Thus, here we study the accuracy of these methods through a series of computational experiments, and also comment on theoretical error estimates. It is found, despite the failure of standard methods for deriving error estimates, that computational evidence suggests that these methods are, at the least, nearly optimally accurate. Thus, in addition to the desirable matrix properties yielded by least-squares methods, one also obtains accurate approximations.

[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (2)].

PubMed

Murase, Kenya

2015-01-01

In this issue, symbolic methods for solving differential equations were firstly introduced. Of the symbolic methods, Laplace transform method was also introduced together with some examples, in which this method was applied to solving the differential equations derived from a two-compartment kinetic model and an equivalent circuit model for membrane potential. Second, series expansion methods for solving differential equations were introduced together with some examples, in which these methods were used to solve Bessel's and Legendre's differential equations. In the next issue, simultaneous differential equations and various methods for solving these differential equations will be introduced together with some examples in medical physics.

Dissipation-preserving spectral element method for damped seismic wave equations

NASA Astrophysics Data System (ADS)

Cai, Wenjun; Zhang, Huai; Wang, Yushun

2017-12-01

This article describes the extension of the conformal symplectic method to solve the damped acoustic wave equation and the elastic wave equations in the framework of the spectral element method. The conformal symplectic method is a variation of conventional symplectic methods to treat non-conservative time evolution problems, which has superior behaviors in long-time stability and dissipation preservation. To reveal the intrinsic dissipative properties of the model equations, we first reformulate the original systems in their equivalent conformal multi-symplectic structures and derive the corresponding conformal symplectic conservation laws. We thereafter separate each system into a conservative Hamiltonian system and a purely dissipative ordinary differential equation system. Based on the splitting methodology, we solve the two subsystems respectively. The dissipative one is cheaply solved by its analytic solution. While for the conservative system, we combine a fourth-order symplectic Nyström method in time and the spectral element method in space to cover the circumstances in realistic geological structures involving complex free-surface topography. The Strang composition method is adopted thereby to concatenate the corresponding two parts of solutions and generate the completed conformal symplectic method. A relative larger Courant number than that of the traditional Newmark scheme is found in the numerical experiments in conjunction with a spatial sampling of approximately 5 points per wavelength. A benchmark test for the damped acoustic wave equation validates the effectiveness of our proposed method in precisely capturing dissipation rate. The classical Lamb problem is used to demonstrate the ability of modeling Rayleigh wave in elastic wave propagation. More comprehensive numerical experiments are presented to investigate the long-time simulation, low dispersion and energy conservation properties of the conformal symplectic methods in both the attenuating

An Approach to Computing Discrete Adjoints for MPI-Parallelized Models Applied to the Ice Sheet System Model}

NASA Astrophysics Data System (ADS)

Perez, G. L.; Larour, E. Y.; Morlighem, M.

2016-12-01

Within the framework of sea-level rise projections, there is a strong need for hindcast validation of the evolution of polar ice sheets in a way that tightly matches observational records (from radar and altimetry observations mainly). However, the computational requirements for making hindcast reconstructions possible are severe and rely mainly on the evaluation of the adjoint state of transient ice-flow models. Here, we look at the computation of adjoints in the context of the NASA/JPL/UCI Ice Sheet System Model, written in C++ and designed for parallel execution with MPI. We present the adaptations required in the way the software is designed and written but also generic adaptations in the tools facilitating the adjoint computations. We concentrate on the use of operator overloading coupled with the AdjoinableMPI library to achieve the adjoint computation of ISSM. We present a comprehensive approach to 1) carry out type changing through ISSM, hence facilitating operator overloading, 2) bind to external solvers such as MUMPS and GSL-LU and 3) handle MPI-based parallelism to scale the capability. We demonstrate the success of the approach by computing sensitivities of hindcast metrics such as the misfit to observed records of surface altimetry on the North-East Greenland Ice Stream, or the misfit to observed records of surface velocities on Upernavik Glacier, Central West Greenland. We also provide metrics for the scalability of the approach, and the expected performance. This approach has the potential of enabling a new generation of hindcast-validated projections that make full use of the wealth of datasets currently being collected, or alreay collected in Greenland and Antarctica, such as surface altimetry, surface velocities, and/or gravity measurements.

Adjoint-state inversion of electric resistivity tomography data of seawater intrusion at the Argentona coastal aquifer (Spain)

NASA Astrophysics Data System (ADS)

Fernández-López, Sheila; Carrera, Jesús; Ledo, Juanjo; Queralt, Pilar; Luquot, Linda; Martínez, Laura; Bellmunt, Fabián

2016-04-01

Seawater intrusion in aquifers is a complex phenomenon that can be characterized with the help of electric resistivity tomography (ERT) because of the low resistivity of seawater, which underlies the freshwater floating on top. The problem is complex because of the need for joint inversion of electrical and hydraulic (density dependent flow) data. Here we present an adjoint-state algorithm to treat electrical data. This method is a common technique to obtain derivatives of an objective function, depending on potentials with respect to model parameters. The main advantages of it are its simplicity in stationary problems and the reduction of computational cost respect others methodologies. The relationship between the concentration of chlorides and the resistivity values of the field is well known. Also, these resistivities are related to the values of potentials measured using ERT. Taking this into account, it will be possible to define the different resistivities zones from the field data of potential distribution using the basis of inverse problem. In this case, the studied zone is situated in Argentona (Baix Maresme, Catalonia), where the values of chlorides obtained in some wells of the zone are too high. The adjoint-state method will be used to invert the measured data using a new finite element code in C ++ language developed in an open-source framework called Kratos. Finally, the information obtained numerically with our code will be checked with the information obtained with other codes.

An Evaluation of Kernel Equating: Parallel Equating with Classical Methods in the SAT Subject Tests[TM] Program. Research Report. ETS RR-09-06

ERIC Educational Resources Information Center

Grant, Mary C.; Zhang, Lilly; Damiano, Michele

2009-01-01

This study investigated kernel equating methods by comparing these methods to operational equatings for two tests in the SAT Subject Tests[TM] program. GENASYS (ETS, 2007) was used for all equating methods and scaled score kernel equating results were compared to Tucker, Levine observed score, chained linear, and chained equipercentile equating…

Immersed boundary method for Boltzmann model kinetic equations

NASA Astrophysics Data System (ADS)

Pekardan, Cem; Chigullapalli, Sruti; Sun, Lin; Alexeenko, Alina

2012-11-01

Three different immersed boundary method formulations are presented for Boltzmann model kinetic equations such as Bhatnagar-Gross-Krook (BGK) and Ellipsoidal statistical Bhatnagar-Gross-Krook (ESBGK) model equations. 1D unsteady IBM solution for a moving piston is compared with the DSMC results and 2D quasi-steady microscale gas damping solutions are verified by a conformal finite volume method solver. Transient analysis for a sinusoidally moving beam is also carried out for the different pressure conditions (1 atm, 0.1 atm and 0.01 atm) corresponding to Kn=0.05,0.5 and 5. Interrelaxation method (Method 2) is shown to provide a faster convergence as compared to the traditional interpolation scheme used in continuum IBM formulations. Unsteady damping in rarefied regime is characterized by a significant phase-lag which is not captured by quasi-steady approximations.

Tensorial Basis Spline Collocation Method for Poisson's Equation

NASA Astrophysics Data System (ADS)

Plagne, Laurent; Berthou, Jean-Yves

2000-01-01

This paper aims to describe the tensorial basis spline collocation method applied to Poisson's equation. In the case of a localized 3D charge distribution in vacuum, this direct method based on a tensorial decomposition of the differential operator is shown to be competitive with both iterative BSCM and FFT-based methods. We emphasize the O(h4) and O(h6) convergence of TBSCM for cubic and quintic splines, respectively. We describe the implementation of this method on a distributed memory parallel machine. Performance measurements on a Cray T3E are reported. Our code exhibits high performance and good scalability: As an example, a 27 Gflops performance is obtained when solving Poisson's equation on a 2563 non-uniform 3D Cartesian mesh by using 128 T3E-750 processors. This represents 215 Mflops per processors.

A Newton method for the magnetohydrodynamic equilibrium equations

NASA Astrophysics Data System (ADS)

Oliver, Hilary James

We have developed and implemented a (J, B) space Newton method to solve the full nonlinear three dimensional magnetohydrodynamic equilibrium equations in toroidal geometry. Various cases have been run successfully, demonstrating significant improvement over Picard iteration, including a 3D stellarator equilibrium at β = 2%. The algorithm first solves the equilibrium force balance equation for the current density J, given a guess for the magnetic field B. This step is taken from the Picard-iterative PIES 3D equilibrium code. Next, we apply Newton's method to Ampere's Law by expansion of the functional J(B), which is defined by the first step. An analytic calculation in magnetic coordinates, of how the Pfirsch-Schlüter currents vary in the plasma in response to a small change in the magnetic field, yields the Newton gradient term (analogous to ∇f . δx in Newton's method for f(x) = 0). The algorithm is computationally feasible because we do this analytically, and because the gradient term is flux surface local when expressed in terms of a vector potential in an Ar=0 gauge. The equations are discretized by a hybrid spectral/offset grid finite difference technique, and leading order radial dependence is factored from Fourier coefficients to improve finite- difference accuracy near the polar-like origin. After calculating the Newton gradient term we transfer the equation from the magnetic grid to a fixed background grid, which greatly improves the code's performance.

Evaluation of Maryland abutment scour equation through selected threshold velocity methods

USGS Publications Warehouse

Benedict, S.T.

2010-01-01

The U.S. Geological Survey, in cooperation with the Maryland State Highway Administration, used field measurements of scour to evaluate the sensitivity of the Maryland abutment scour equation to the critical (or threshold) velocity variable. Four selected methods for estimating threshold velocity were applied to the Maryland abutment scour equation, and the predicted scour to the field measurements were compared. Results indicated that performance of the Maryland abutment scour equation was sensitive to the threshold velocity with some threshold velocity methods producing better estimates of predicted scour than did others. In addition, results indicated that regional stream characteristics can affect the performance of the Maryland abutment scour equation with moderate-gradient streams performing differently from low-gradient streams. On the basis of the findings of the investigation, guidance for selecting threshold velocity methods for application to the Maryland abutment scour equation are provided, and limitations are noted.

On finite element methods for the Helmholtz equation

NASA Technical Reports Server (NTRS)

Aziz, A. K.; Werschulz, A. G.

1979-01-01

The numerical solution of the Helmholtz equation is considered via finite element methods. A two-stage method which gives the same accuracy in the computed gradient as in the computed solution is discussed. Error estimates for the method using a newly developed proof are given, and the computational considerations which show this method to be computationally superior to previous methods are presented.

Determination of the self-adjoint matrix Schrödinger operators without the bound state data

NASA Astrophysics Data System (ADS)

Xu, Xiao-Chuan; Yang, Chuan-Fu

2018-06-01

(i) For the matrix Schrödinger operator on the half line, it is shown that the scattering data, which consists of the scattering matrix and the bound state data, uniquely determines the potential and the boundary condition. It is also shown that only the scattering matrix uniquely determines the self-adjoint potential and the boundary condition if either the potential exponentially decreases fast enough or the potential is known a priori on (), where a is an any fixed positive number. (ii) For the matrix Schrödinger operator on the full line, it is shown that the left (or right) reflection coefficient uniquely determine the self-adjoint potential if either the potential exponentially decreases fast enough or the potential is known a priori on (or ()), where b is an any fixed number.

Data and Workflow Management Challenges in Global Adjoint Tomography

NASA Astrophysics Data System (ADS)

Lei, W.; Ruan, Y.; Smith, J. A.; Modrak, R. T.; Orsvuran, R.; Krischer, L.; Chen, Y.; Balasubramanian, V.; Hill, J.; Turilli, M.; Bozdag, E.; Lefebvre, M. P.; Jha, S.; Tromp, J.

2017-12-01

It is crucial to take the complete physics of wave propagation into account in seismic tomography to further improve the resolution of tomographic images. The adjoint method is an efficient way of incorporating 3D wave simulations in seismic tomography. However, global adjoint tomography is computationally expensive, requiring thousands of wavefield simulations and massive data processing. Through our collaboration with the Oak Ridge National Laboratory (ORNL) computing group and an allocation on Titan, ORNL's GPU-accelerated supercomputer, we are now performing our global inversions by assimilating waveform data from over 1,000 earthquakes. The first challenge we encountered is dealing with the sheer amount of seismic data. Data processing based on conventional data formats and processing tools (such as SAC), which are not designed for parallel systems, becomes our major bottleneck. To facilitate the data processing procedures, we designed the Adaptive Seismic Data Format (ASDF) and developed a set of Python-based processing tools to replace legacy FORTRAN-based software. These tools greatly enhance reproducibility and accountability while taking full advantage of highly parallel system and showing superior scaling on modern computational platforms. The second challenge is that the data processing workflow contains more than 10 sub-procedures, making it delicate to handle and prone to human mistakes. To reduce human intervention as much as possible, we are developing a framework specifically designed for seismic inversion based on the state-of-the art workflow management research, specifically the Ensemble Toolkit (EnTK), in collaboration with the RADICAL team from Rutgers University. Using the initial developments of the EnTK, we are able to utilize the full computing power of the data processing cluster RHEA at ORNL while keeping human interaction to a minimum and greatly reducing the data processing time. Thanks to all the improvements, we are now able to

A spectral analysis of the domain decomposed Monte Carlo method for linear systems

DOE PAGES

Slattery, Stuart R.; Evans, Thomas M.; Wilson, Paul P. H.

2015-09-08

The domain decomposed behavior of the adjoint Neumann-Ulam Monte Carlo method for solving linear systems is analyzed using the spectral properties of the linear oper- ator. Relationships for the average length of the adjoint random walks, a measure of convergence speed and serial performance, are made with respect to the eigenvalues of the linear operator. In addition, relationships for the effective optical thickness of a domain in the decomposition are presented based on the spectral analysis and diffusion theory. Using the effective optical thickness, the Wigner rational approxi- mation and the mean chord approximation are applied to estimate the leakagemore » frac- tion of random walks from a domain in the decomposition as a measure of parallel performance and potential communication costs. The one-speed, two-dimensional neutron diffusion equation is used as a model problem in numerical experiments to test the models for symmetric operators with spectral qualities similar to light water reactor problems. We find, in general, the derived approximations show good agreement with random walk lengths and leakage fractions computed by the numerical experiments.« less

The Continuized Log-Linear Method: An Alternative to the Kernel Method of Continuization in Test Equating

ERIC Educational Resources Information Center

Wang, Tianyou

2008-01-01

Von Davier, Holland, and Thayer (2004) laid out a five-step framework of test equating that can be applied to various data collection designs and equating methods. In the continuization step, they presented an adjusted Gaussian kernel method that preserves the first two moments. This article proposes an alternative continuization method that…

A multilevel correction adaptive finite element method for Kohn-Sham equation

NASA Astrophysics Data System (ADS)

Hu, Guanghui; Xie, Hehu; Xu, Fei

2018-02-01

In this paper, an adaptive finite element method is proposed for solving Kohn-Sham equation with the multilevel correction technique. In the method, the Kohn-Sham equation is solved on a fixed and appropriately coarse mesh with the finite element method in which the finite element space is kept improving by solving the derived boundary value problems on a series of adaptively and successively refined meshes. A main feature of the method is that solving large scale Kohn-Sham system is avoided effectively, and solving the derived boundary value problems can be handled efficiently by classical methods such as the multigrid method. Hence, the significant acceleration can be obtained on solving Kohn-Sham equation with the proposed multilevel correction technique. The performance of the method is examined by a variety of numerical experiments.

Adjoint tomography of crust and upper-mantle structure beneath Continental China

NASA Astrophysics Data System (ADS)

Chen, M.; Niu, F.; Liu, Q.; Tromp, J.

2013-12-01

Four years of regional earthquake recordings from 1,869 seismic stations are used for high-resolution and high-fidelity seismic imaging of the crust and upper-mantle structure beneath Continental China. This unprecedented high-density dataset is comprised of seismograms recorded by the China Earthquake Administration Array (CEArray), NorthEast China Extended SeiSmic Array (NECESSArray), INDEPTH-IV Array, F-net and other global and regional seismic networks, and involves 1,326,384 frequency-dependent phase measurements. Adjoint tomography is applied to this unprecedented dataset, aiming to resolve detailed 3D maps of compressional and shear wavespeeds, and radial anisotropy. Contrary to traditional ray-theory based tomography, adjoint tomography takes into account full 3D wave propagation effects and off-ray-path sensitivity. In our implementation, it utilizes a spectral-element method for precise wave propagation simulations. The tomographic method starts with a 3D initial model that combines smooth radially anisotropic mantle model S362ANI and 3D crustal model Crust2.0. Traveltime and amplitude misfits are minimized iteratively based on a conjugate gradient method, harnessing 3D finite-frequency kernels computed for each updated 3D model. After 17 iterations, our inversion reveals strong correlations of 3D wavespeed heterogeneities in the crust and upper mantle with surface tectonic units, such as the Himalaya Block, the Tibetan Plateau, the Tarim Basin, the Ordos Block, and the South China Block. Narrow slab features emerge from the smooth initial model above the transition zone beneath the Japan, Ryukyu, Philippine, Izu-Bonin, Mariana and Andaman arcs. 3D wavespeed variations appear comparable to or much sharper than in high-frequency P-and S-wave models from previous studies. Moreover our results include new information, such as 3D variations of radial anisotropy and the Vp/Vs ratio, which are expected to shed new light to the composition, thermal state, flow

Trotter's limit formula for the Schrödinger equation with singular potential

NASA Astrophysics Data System (ADS)

Nathanson, Ekaterina S.; Jørgensen, Palle E. T.

2017-12-01

We discuss the Schrödinger equation with singular potentials. Our focus is non-relativistic Schrödinger operators H with scalar potentials V defined on R d, hence covering such quantum systems as atoms, molecules, and subatomic particles whether free, bound, or localized. By a "singular potential" V, we refer to the case when the corresponding Schrödinger operators H, with their natural minimal domain in L2(R d), are not essentially self-adjoint. Since V is assumed real valued, the corresponding Hermitian symmetric operator H commutes with the conjugation in L2(R d), and so (by von Neumann's theorem), H has deficiency indices (n, n). The case of singular potentials V refers to when n > 0. Hence, by von Neumann's theory, we know the full variety of all the self-adjoint extensions. Since the Trotter formula is restricted to the case when n = 0, and here n > 0, two questions arise: (i) existence of the Trotter limit and (ii) the nature of this limit. We answer (i) affirmatively. Our answer to (ii) is that when n > 0, the Trotter limit is a strongly continuous contraction semigroup; so it is not time-reversible.

Time domain viscoelastic full waveform inversion

NASA Astrophysics Data System (ADS)

Fabien-Ouellet, Gabriel; Gloaguen, Erwan; Giroux, Bernard

2017-06-01

Viscous attenuation can have a strong impact on seismic wave propagation, but it is rarely taken into account in full waveform inversion (FWI). When viscoelasticity is considered in time domain FWI, the displacement formulation of the wave equation is usually used instead of the popular velocity-stress formulation. However, inversion schemes rely on the adjoint equations, which are quite different for the velocity-stress formulation than for the displacement formulation. In this paper, we apply the adjoint state method to the isotropic viscoelastic wave equation in the velocity-stress formulation based on the generalized standard linear solid rheology. By applying linear transformations to the wave equation before deriving the adjoint state equations, we obtain two symmetric sets of partial differential equations for the forward and adjoint variables. The resulting sets of equations only differ by a sign change and can be solved by the same numerical implementation. We also investigate the crosstalk between parameter classes (velocity and attenuation) of the viscoelastic equation. More specifically, we show that the attenuation levels can be used to recover the quality factors of P and S waves, but that they are very sensitive to velocity errors. Finally, we present a synthetic example of viscoelastic FWI in the context of monitoring CO2 geological sequestration. We show that FWI based on our formulation can indeed recover P- and S-wave velocities and their attenuation levels when attenuation is high enough. Both changes in velocity and attenuation levels recovered with FWI can be used to track the CO2 plume during and after injection. Further studies are required to evaluate the performance of viscoelastic FWI on real data.

Analysis of Seasonal Chlorophyll-a Using An Adjoint Three-Dimensional Ocean Carbon Cycle Model

NASA Astrophysics Data System (ADS)

Tjiputra, J.; Winguth, A.; Polzin, D.

2004-12-01

The misfit between numerical ocean model and observations can be reduced using data assimilation. This can be achieved by optimizing the model parameter values using adjoint model. The adjoint model minimizes the model-data misfit by estimating the sensitivity or gradient of the cost function with respect to initial condition, boundary condition, or parameters. The adjoint technique was used to assimilate seasonal chlorophyll-a data from the Sea-viewing Wide Field-of-view Sensor (SeaWiFS) satellite to a marine biogeochemical model HAMOCC5.1. An Identical Twin Experiment (ITE) was conducted to test the robustness of the model and the non-linearity level of the forward model. The ITE experiment successfully recovered most of the perturbed parameter to their initial values, and identified the most sensitive ecosystem parameters, which contribute significantly to model-data bias. The regional assimilations of SeaWiFS chlorophyll-a data into the model were able to reduce the model-data misfit (i.e. the cost function) significantly. The cost function reduction mostly occurred in the high latitudes (e.g. the model-data misfit in the northern region during summer season was reduced by 54%). On the other hand, the equatorial regions appear to be relatively stable with no strong reduction in cost function. The optimized parameter set is used to forecast the carbon fluxes between marine ecosystem compartments (e.g. Phytoplankton, Zooplankton, Nutrients, Particulate Organic Carbon, and Dissolved Organic Carbon). The a posteriori model run using the regional best-fit parameterization yields approximately 36 PgC/yr of global net primary productions in the euphotic zone.

A Method for the Construction of Hereditary Constitutive Equations of Laminates Bases on a Hereditary Constitutive Equation for a Layer

NASA Astrophysics Data System (ADS)

Dumansky, Alexander M.; Tairova, Lyudmila P.

2008-09-01

A method for the construction of hereditary constitutive equation is proposed for the laminate on the basis of hereditary constitutive equations of a layer. The method is developed from the assumption that in the directions of axes of orthotropy the layer follows elastic behavior, and obeys hereditary constitutive equations under shear. The constitutive equations of the laminate are constructed on the basis of classical laminate theory and algebra of resolvent operators. Effective matrix algorithm and relationships of operator algebra are used to derive visco-elastic stiffness and compliance of the laminate. The example of construction of hereditary constitutive equations of cross-ply carbon fiber-reinforced plastic is presented.

Solitons, Lie Group Analysis and Conservation Laws of a (3+1)-Dimensional Modified Zakharov-Kuznetsov Equation in a Multicomponent Magnetised Plasma

NASA Astrophysics Data System (ADS)

Du, Xia-Xia; Tian, Bo; Chai, Jun; Sun, Yan; Yuan, Yu-Qiang

2017-11-01

In this paper, we investigate a (3+1)-dimensional modified Zakharov-Kuznetsov equation, which describes the nonlinear plasma-acoustic waves in a multicomponent magnetised plasma. With the aid of the Hirota method and symbolic computation, bilinear forms and one-, two- and three-soliton solutions are derived. The characteristics and interaction of the solitons are discussed graphically. We present the effects on the soliton's amplitude by the nonlinear coefficients which are related to the ratio of the positive-ion mass to negative-ion mass, number densities, initial densities of the lower- and higher-temperature electrons and ratio of the lower temperature to the higher temperature for electrons, as well as by the dispersion coefficient, which is related to the ratio of the positive-ion mass to the negative-ion mass and number densities. Moreover, using the Lie symmetry group theory, we derive the Lie point symmetry generators and the corresponding symmetry reductions, through which certain analytic solutions are obtained via the power series expansion method and the (G'/G) expansion method. We demonstrate that such an equation is strictly self-adjoint, and the conservation laws associated with the Lie point symmetry generators are derived.

Sensitivity analysis of seismic waveforms to upper-mantle discontinuities using the adjoint method

NASA Astrophysics Data System (ADS)

Koroni, Maria; Bozdağ, Ebru; Paulssen, Hanneke; Trampert, Jeannot

2017-09-01

Using spectral-element simulations of wave propagation, we investigated the sensitivity of seismic waveforms, recorded on transverse components, to upper-mantle discontinuities in 1-D and 3-D background models. These sensitivity kernels, or Fréchet derivatives, illustrate the spatial sensitivity to model parameters, of which those for shear wave speed and the surface topography of internal boundaries are discussed in this paper. We focus on the boundaries at 400 and 670 km depth of the mantle transition zone. SS precursors have frequently been used to infer the topography of upper-mantle discontinuities. These seismic phases are underside reflections off these boundaries and are usually analysed in the distance range of 110°-160°. This distance range is chosen to minimize the interference from other waves. We show sensitivity kernels for consecutive time windows at three characteristic epicentral distances within the 110°-160° range. The sensitivity kernels are computed with the adjoint method using synthetic data. From our simulations we can draw three main conclusions: (i) The exact Fréchet derivatives show that in all time windows, and also in those centred on the SS precursors, there is interference from other waves. This explains the difficulty reported in the literature to correct for 3-D shear wave speed perturbations, even if the 3-D structure is perfectly known. (ii) All studies attempting to map the topography of the 400 and 670 km discontinuities to date assume that the traveltimes of SS precursors can be linearly decomposed into a 3-D elastic structure and a topography part. We recently showed that such a linear decomposition is not possible for SS precursors, and the sensitivity kernels presented in this paper explain why. (iii) In agreement with previous work, we show that other parts of the seismograms have greater sensitivity to upper-mantle discontinuities than SS precursors, especially multiply bouncing S waves exploiting the S

Solving nonlinear evolution equation system using two different methods

NASA Astrophysics Data System (ADS)

Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.

2015-12-01

This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.

Integral equation methods for vesicle electrohydrodynamics in three dimensions

NASA Astrophysics Data System (ADS)

Veerapaneni, Shravan

2016-12-01

In this paper, we develop a new boundary integral equation formulation that describes the coupled electro- and hydro-dynamics of a vesicle suspended in a viscous fluid and subjected to external flow and electric fields. The dynamics of the vesicle are characterized by a competition between the elastic, electric and viscous forces on its membrane. The classical Taylor-Melcher leaky-dielectric model is employed for the electric response of the vesicle and the Helfrich energy model combined with local inextensibility is employed for its elastic response. The coupled governing equations for the vesicle position and its transmembrane electric potential are solved using a numerical method that is spectrally accurate in space and first-order in time. The method uses a semi-implicit time-stepping scheme to overcome the numerical stiffness associated with the governing equations.

Adjoints and Low-rank Covariance Representation

NASA Technical Reports Server (NTRS)

Tippett, Michael K.; Cohn, Stephen E.

2000-01-01

Quantitative measures of the uncertainty of Earth System estimates can be as important as the estimates themselves. Second moments of estimation errors are described by the covariance matrix, whose direct calculation is impractical when the number of degrees of freedom of the system state is large. Ensemble and reduced-state approaches to prediction and data assimilation replace full estimation error covariance matrices by low-rank approximations. The appropriateness of such approximations depends on the spectrum of the full error covariance matrix, whose calculation is also often impractical. Here we examine the situation where the error covariance is a linear transformation of a forcing error covariance. We use operator norms and adjoints to relate the appropriateness of low-rank representations to the conditioning of this transformation. The analysis is used to investigate low-rank representations of the steady-state response to random forcing of an idealized discrete-time dynamical system.

Spectral-Element Seismic Wave Propagation Codes for both Forward Modeling in Complex Media and Adjoint Tomography

NASA Astrophysics Data System (ADS)

Smith, J. A.; Peter, D. B.; Tromp, J.; Komatitsch, D.; Lefebvre, M. P.

2015-12-01

We present both SPECFEM3D_Cartesian and SPECFEM3D_GLOBE open-source codes, representing high-performance numerical wave solvers simulating seismic wave propagation for local-, regional-, and global-scale application. These codes are suitable for both forward propagation in complex media and tomographic imaging. Both solvers compute highly accurate seismic wave fields using the continuous Galerkin spectral-element method on unstructured meshes. Lateral variations in compressional- and shear-wave speeds, density, as well as 3D attenuation Q models, topography and fluid-solid coupling are all readily included in both codes. For global simulations, effects due to rotation, ellipticity, the oceans, 3D crustal models, and self-gravitation are additionally included. Both packages provide forward and adjoint functionality suitable for adjoint tomography on high-performance computing architectures. We highlight the most recent release of the global version which includes improved performance, simultaneous MPI runs, OpenCL and CUDA support via an automatic source-to-source transformation library (BOAST), parallel I/O readers and writers for databases using ADIOS and seismograms using the recently developed Adaptable Seismic Data Format (ASDF) with built-in provenance. This makes our spectral-element solvers current state-of-the-art, open-source community codes for high-performance seismic wave propagation on arbitrarily complex 3D models. Together with these solvers, we provide full-waveform inversion tools to image the Earth's interior at unprecedented resolution.

Novel asymmetric representation method for solving the higher-order Ginzburg-Landau equation

PubMed Central

Wong, Pring; Pang, Lihui; Wu, Ye; Lei, Ming; Liu, Wenjun

2016-01-01

In ultrafast optics, optical pulses are generated to be of shorter pulse duration, which has enormous significance to industrial applications and scientific research. The ultrashort pulse evolution in fiber lasers can be described by the higher-order Ginzburg-Landau (GL) equation. However, analytic soliton solutions for this equation have not been obtained by use of existing methods. In this paper, a novel method is proposed to deal with this equation. The analytic soliton solution is obtained for the first time, and is proved to be stable against amplitude perturbations. Through the split-step Fourier method, the bright soliton solution is studied numerically. The analytic results here may extend the integrable methods, and could be used to study soliton dynamics for some equations in other disciplines. It may also provide the other way to obtain two-soliton solutions for higher-order GL equations. PMID:27086841

The staircase method: integrals for periodic reductions of integrable lattice equations

NASA Astrophysics Data System (ADS)

van der Kamp, Peter H.; Quispel, G. R. W.

2010-11-01

We show, in full generality, that the staircase method (Papageorgiou et al 1990 Phys. Lett. A 147 106-14, Quispel et al 1991 Physica A 173 243-66) provides integrals for mappings, and correspondences, obtained as traveling wave reductions of (systems of) integrable partial difference equations. We apply the staircase method to a variety of equations, including the Korteweg-De Vries equation, the five-point Bruschi-Calogero-Droghei equation, the quotient-difference (QD)-algorithm and the Boussinesq system. We show that, in all these cases, if the staircase method provides r integrals for an n-dimensional mapping, with 2r, then one can introduce q <= 2r variables, which reduce the dimension of the mapping from n to q. These dimension-reducing variables are obtained as joint invariants of k-symmetries of the mappings. Our results support the idea that often the staircase method provides sufficiently many integrals for the periodic reductions of integrable lattice equations to be completely integrable. We also study reductions on other quad-graphs than the regular {\\ Z}^2 lattice, and we prove linear growth of the multi-valuedness of iterates of high-dimensional correspondences obtained as reductions of the QD-algorithm.

A moving mesh finite difference method for equilibrium radiation diffusion equations

DOE Office of Scientific and Technical Information (OSTI.GOV)

Yang, Xiaobo, E-mail: xwindyb@126.com; Huang, Weizhang, E-mail: whuang@ku.edu; Qiu, Jianxian, E-mail: jxqiu@xmu.edu.cn

2015-10-01

An efficient moving mesh finite difference method is developed for the numerical solution of equilibrium radiation diffusion equations in two dimensions. The method is based on the moving mesh partial differential equation approach and moves the mesh continuously in time using a system of meshing partial differential equations. The mesh adaptation is controlled through a Hessian-based monitor function and the so-called equidistribution and alignment principles. Several challenging issues in the numerical solution are addressed. Particularly, the radiation diffusion coefficient depends on the energy density highly nonlinearly. This nonlinearity is treated using a predictor–corrector and lagged diffusion strategy. Moreover, the nonnegativitymore » of the energy density is maintained using a cutoff method which has been known in literature to retain the accuracy and convergence order of finite difference approximation for parabolic equations. Numerical examples with multi-material, multiple spot concentration situations are presented. Numerical results show that the method works well for radiation diffusion equations and can produce numerical solutions of good accuracy. It is also shown that a two-level mesh movement strategy can significantly improve the efficiency of the computation.« less

Optimizing spectral wave estimates with adjoint-based sensitivity maps

NASA Astrophysics Data System (ADS)

Orzech, Mark; Veeramony, Jay; Flampouris, Stylianos

2014-04-01

A discrete numerical adjoint has recently been developed for the stochastic wave model SWAN. In the present study, this adjoint code is used to construct spectral sensitivity maps for two nearshore domains. The maps display the correlations of spectral energy levels throughout the domain with the observed energy levels at a selected location or region of interest (LOI/ROI), providing a full spectrum of values at all locations in the domain. We investigate the effectiveness of sensitivity maps based on significant wave height ( H s ) in determining alternate offshore instrument deployment sites when a chosen nearshore location or region is inaccessible. Wave and bathymetry datasets are employed from one shallower, small-scale domain (Duck, NC) and one deeper, larger-scale domain (San Diego, CA). The effects of seasonal changes in wave climate, errors in bathymetry, and multiple assimilation points on sensitivity map shapes and model performance are investigated. Model accuracy is evaluated by comparing spectral statistics as well as with an RMS skill score, which estimates a mean model-data error across all spectral bins. Results indicate that data assimilation from identified high-sensitivity alternate locations consistently improves model performance at nearshore LOIs, while assimilation from low-sensitivity locations results in lesser or no improvement. Use of sub-sampled or alongshore-averaged bathymetry has a domain-specific effect on model performance when assimilating from a high-sensitivity alternate location. When multiple alternate assimilation locations are used from areas of lower sensitivity, model performance may be worse than with a single, high-sensitivity assimilation point.

An approach to computing discrete adjoints for MPI-parallelized models applied to Ice Sheet System Model 4.11

NASA Astrophysics Data System (ADS)

Larour, Eric; Utke, Jean; Bovin, Anton; Morlighem, Mathieu; Perez, Gilberto

2016-11-01

Within the framework of sea-level rise projections, there is a strong need for hindcast validation of the evolution of polar ice sheets in a way that tightly matches observational records (from radar, gravity, and altimetry observations mainly). However, the computational requirements for making hindcast reconstructions possible are severe and rely mainly on the evaluation of the adjoint state of transient ice-flow models. Here, we look at the computation of adjoints in the context of the NASA/JPL/UCI Ice Sheet System Model (ISSM), written in C++ and designed for parallel execution with MPI. We present the adaptations required in the way the software is designed and written, but also generic adaptations in the tools facilitating the adjoint computations. We concentrate on the use of operator overloading coupled with the AdjoinableMPI library to achieve the adjoint computation of the ISSM. We present a comprehensive approach to (1) carry out type changing through the ISSM, hence facilitating operator overloading, (2) bind to external solvers such as MUMPS and GSL-LU, and (3) handle MPI-based parallelism to scale the capability. We demonstrate the success of the approach by computing sensitivities of hindcast metrics such as the misfit to observed records of surface altimetry on the northeastern Greenland Ice Stream, or the misfit to observed records of surface velocities on Upernavik Glacier, central West Greenland. We also provide metrics for the scalability of the approach, and the expected performance. This approach has the potential to enable a new generation of hindcast-validated projections that make full use of the wealth of datasets currently being collected, or already collected, in Greenland and Antarctica.

Sensitivity analysis for dose deposition in radiotherapy via a Fokker–Planck model

DOE PAGES

Barnard, Richard C.; Frank, Martin; Krycki, Kai

2016-02-09

In this paper, we study the sensitivities of electron dose calculations with respect to stopping power and transport coefficients. We focus on the application to radiotherapy simulations. We use a Fokker–Planck approximation to the Boltzmann transport equation. Equations for the sensitivities are derived by the adjoint method. The Fokker–Planck equation and its adjoint are solved numerically in slab geometry using the spherical harmonics expansion (P N) and an Harten-Lax-van Leer finite volume method. Our method is verified by comparison to finite difference approximations of the sensitivities. Finally, we present numerical results of the sensitivities for the normalized average dose depositionmore » depth with respect to the stopping power and the transport coefficients, demonstrating the increase in relative sensitivities as beam energy decreases. In conclusion, this in turn gives estimates on the uncertainty in the normalized average deposition depth, which we present.« less

Predictive equation of state method for heavy materials based on the Dirac equation and density functional theory

NASA Astrophysics Data System (ADS)

Wills, John M.; Mattsson, Ann E.

2012-02-01

Density functional theory (DFT) provides a formally predictive base for equation of state properties. Available approximations to the exchange/correlation functional provide accurate predictions for many materials in the periodic table. For heavy materials however, DFT calculations, using available functionals, fail to provide quantitative predictions, and often fail to be even qualitative. This deficiency is due both to the lack of the appropriate confinement physics in the exchange/correlation functional and to approximations used to evaluate the underlying equations. In order to assess and develop accurate functionals, it is essential to eliminate all other sources of error. In this talk we describe an efficient first-principles electronic structure method based on the Dirac equation and compare the results obtained with this method with other methods generally used. Implications for high-pressure equation of state of relativistic materials are demonstrated in application to Ce and the light actinides. Sandia National Laboratories is a multi-program laboratory managed andoperated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.

Crustal wavespeed structure of North Texas and Oklahoma based on ambient noise cross-correlation functions and adjoint tomography

NASA Astrophysics Data System (ADS)

Zhu, H.

2017-12-01

Recently, seismologists observed increasing seismicity in North Texas and Oklahoma. Based on seismic observations and other geophysical measurements, some studies suggested possible links between the increasing seismicity and wastewater injection during unconventional oil and gas exploration. To better monitor seismic events and investigate their mechanisms, we need an accurate 3D crustal wavespeed model for North Texas and Oklahoma. Considering the uneven distribution of earthquakes in this region, seismic tomography with local earthquake records have difficulties to achieve good illumination. To overcome this limitation, in this study, ambient noise cross-correlation functions are used to constrain subsurface variations in wavespeeds. I use adjoint tomography to iteratively fit frequency-dependent phase differences between observed and predicted band-limited Green's functions. The spectral-element method is used to numerically calculate the band-limited Green's functions and the adjoint method is used to calculate misfit gradients with respect to wavespeeds. 25 preconditioned conjugate gradient iterations are used to update model parameters and minimize data misfits. Features in the new crustal model M25 correlates with geological units in the study region, including the Llano uplift, the Anadarko basin and the Ouachita orogenic front. In addition, these seismic anomalies correlate with gravity and magnetic observations. This new model can be used to better constrain earthquake source parameters in North Texas and Oklahoma, such as epicenter location and moment tensor solutions, which are important for investigating potential relations between seismicity and unconventional oil and gas exploration.

An adjoint-based method for a linear mechanically-coupled tumor model: application to estimate the spatial variation of murine glioma growth based on diffusion weighted magnetic resonance imaging

NASA Astrophysics Data System (ADS)

Feng, Xinzeng; Hormuth, David A.; Yankeelov, Thomas E.

2018-06-01

We present an efficient numerical method to quantify the spatial variation of glioma growth based on subject-specific medical images using a mechanically-coupled tumor model. The method is illustrated in a murine model of glioma in which we consider the tumor as a growing elastic mass that continuously deforms the surrounding healthy-appearing brain tissue. As an inverse parameter identification problem, we quantify the volumetric growth of glioma and the growth component of deformation by fitting the model predicted cell density to the cell density estimated using the diffusion-weighted magnetic resonance imaging data. Numerically, we developed an adjoint-based approach to solve the optimization problem. Results on a set of experimentally measured, in vivo rat glioma data indicate good agreement between the fitted and measured tumor area and suggest a wide variation of in-plane glioma growth with the growth-induced Jacobian ranging from 1.0 to 6.0.

Visualising Earth's Mantle based on Global Adjoint Tomography

NASA Astrophysics Data System (ADS)

Bozdag, E.; Pugmire, D.; Lefebvre, M. P.; Hill, J.; Komatitsch, D.; Peter, D. B.; Podhorszki, N.; Tromp, J.

2017-12-01

Recent advances in 3D wave propagation solvers and high-performance computing have enabled regional and global full-waveform inversions. Interpretation of tomographic models is often done on visually. Robust and efficient visualization tools are necessary to thoroughly investigate large model files, particularly at the global scale. In collaboration with Oak Ridge National Laboratory (ORNL), we have developed effective visualization tools and used for visualization of our first-generation global model, GLAD-M15 (Bozdag et al. 2016). VisIt (https://wci.llnl.gov/simulation/computer-codes/visit/) is used for initial exploration of the models and for extraction of seismological features. The broad capability of VisIt, and its demonstrated scalability proved valuable for experimenting with different visualization techniques, and in the creation of timely results. Utilizing VisIt's plugin-architecture, a data reader plugin was developed, which reads the ADIOS (https://www.olcf.ornl.gov/center-projects/adios/) format of our model files. Blender (https://www.blender.org) is used for the setup of lighting, materials, camera paths and rendering of geometry. Python scripting was used to control the orchestration of different geometries, as well as camera animation for 3D movies. While we continue producing 3D contour plots and movies for various seismic parameters to better visualize plume- and slab-like features as well as anisotropy throughout the mantle, our aim is to make visualization an integral part of our global adjoint tomography workflow to routinely produce various 2D cross-sections to facilitate examination of our models after each iteration. This will ultimately form the basis for use of pattern recognition techniques in our investigations. Simulations for global adjoint tomography are performed on ORNL's Titan system and visualization is done in parallel on ORNL's post-processing cluster Rhea.

[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].

PubMed

Murase, Kenya

2014-01-01

Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced.

Protein electrostatics: a review of the equations and methods used to model electrostatic equations in biomolecules--applications in biotechnology.

PubMed

Neves-Petersen, Maria Teresa; Petersen, Steffen B

2003-01-01

The molecular understanding of the initial interaction between a protein and, e.g., its substrate, a surface or an inhibitor is essentially an understanding of the role of electrostatics in intermolecular interactions. When studying biomolecules it is becoming increasingly evident that electrostatic interactions play a role in folding, conformational stability, enzyme activity and binding energies as well as in protein-protein interactions. In this chapter we present the key basic equations of electrostatics necessary to derive the equations used to model electrostatic interactions in biomolecules. We will also address how to solve such equations. This chapter is divided into two major sections. In the first part we will review the basic Maxwell equations of electrostatics equations called the Laws of Electrostatics that combined will result in the Poisson equation. This equation is the starting point of the Poisson-Boltzmann (PB) equation used to model electrostatic interactions in biomolecules. Concepts as electric field lines, equipotential surfaces, electrostatic energy and when can electrostatics be applied to study interactions between charges will be addressed. In the second part we will arrive at the electrostatic equations for dielectric media such as a protein. We will address the theory of dielectrics and arrive at the Poisson equation for dielectric media and at the PB equation, the main equation used to model electrostatic interactions in biomolecules (e.g., proteins, DNA). It will be shown how to compute forces and potentials in a dielectric medium. In order to solve the PB equation we will present the continuum electrostatic models, namely the Tanford-Kirkwood and the modified Tandord-Kirkwood methods. Priority will be given to finding the protonation state of proteins prior to solving the PB equation. We also present some methods that can be used to map and study the electrostatic potential distribution on the molecular surface of proteins. The

Theoretical aspect of suitable spatial boundary condition specified for adjoint model on limited area

NASA Astrophysics Data System (ADS)

Wang, Yuan; Wu, Rongsheng

2001-12-01

Theoretical argumentation for so-called suitable spatial condition is conducted by the aid of homotopy framework to demonstrate that the proposed boundary condition does guarantee that the over-specification boundary condition resulting from an adjoint model on a limited-area is no longer an issue, and yet preserve its well-poseness and optimal character in the boundary setting. The ill-poseness of over-specified spatial boundary condition is in a sense, inevitable from an adjoint model since data assimilation processes have to adapt prescribed observations that used to be over-specified at the spatial boundaries of the modeling domain. In the view of pragmatic implement, the theoretical framework of our proposed condition for spatial boundaries indeed can be reduced to the hybrid formulation of nudging filter, radiation condition taking account of ambient forcing, together with Dirichlet kind of compatible boundary condition to the observations prescribed in data assimilation procedure. All of these treatments, no doubt, are very familiar to mesoscale modelers.

On method of solving third-order ordinary differential equations directly using Bernstein polynomials

NASA Astrophysics Data System (ADS)

Khataybeh, S. N.; Hashim, I.

2018-04-01

In this paper, we propose for the first time a method based on Bernstein polynomials for solving directly a class of third-order ordinary differential equations (ODEs). This method gives a numerical solution by converting the equation into a system of algebraic equations which is solved directly. Some numerical examples are given to show the applicability of the method.

Adomian decomposition method used to solve the one-dimensional acoustic equations

NASA Astrophysics Data System (ADS)

Dispini, Meta; Mungkasi, Sudi

2017-05-01

In this paper we propose the use of Adomian decomposition method to solve one-dimensional acoustic equations. This recursive method can be calculated easily and the result is an approximation of the exact solution. We use the Maple software to compute the series in the Adomian decomposition. We obtain that the Adomian decomposition method is able to solve the acoustic equations with the physically correct behavior.

Generation and application of the equations of condition for high order Runge-Kutta methods

NASA Technical Reports Server (NTRS)

Haley, D. C.

1972-01-01

This thesis develops the equations of condition necessary for determining the coefficients for Runge-Kutta methods used in the solution of ordinary differential equations. The equations of condition are developed for Runge-Kutta methods of order four through order nine. Once developed, these equations are used in a comparison of the local truncation errors for several sets of Runge-Kutta coefficients for methods of order three up through methods of order eight.

Dispersive optical soliton solutions for higher order nonlinear Sasa-Satsuma equation in mono mode fibers via new auxiliary equation method

NASA Astrophysics Data System (ADS)

Khater, Mostafa M. A.; Seadawy, Aly R.; Lu, Dianchen

2018-01-01

In this research, we apply new technique for higher order nonlinear Schrödinger equation which is representing the propagation of short light pulses in the monomode optical fibers and the evolution of slowly varying packets of quasi-monochromatic waves in weakly nonlinear media that have dispersion. Nonlinear Schrödinger equation is one of the basic model in fiber optics. We apply new auxiliary equation method for nonlinear Sasa-Satsuma equation to obtain a new optical forms of solitary traveling wave solutions. Exact and solitary traveling wave solutions are obtained in different kinds like trigonometric, hyperbolic, exponential, rational functions, …, etc. These forms of solutions that we represent in this research prove the superiority of our new technique on almost thirteen powerful methods. The main merits of this method over the other methods are that it gives more general solutions with some free parameters.

Numerical approximations for fractional diffusion equations via a Chebyshev spectral-tau method

NASA Astrophysics Data System (ADS)

Doha, Eid H.; Bhrawy, Ali H.; Ezz-Eldien, Samer S.

2013-10-01

In this paper, a class of fractional diffusion equations with variable coefficients is considered. An accurate and efficient spectral tau technique for solving the fractional diffusion equations numerically is proposed. This method is based upon Chebyshev tau approximation together with Chebyshev operational matrix of Caputo fractional differentiation. Such approach has the advantage of reducing the problem to the solution of a system of algebraic equations, which may then be solved by any standard numerical technique. We apply this general method to solve four specific examples. In each of the examples considered, the numerical results show that the proposed method is of high accuracy and is efficient for solving the time-dependent fractional diffusion equations.

Adjoint tomography of the crust and upper mantle structure beneath the Kanto region using broadband seismograms

NASA Astrophysics Data System (ADS)

Miyoshi, Takayuki; Obayashi, Masayuki; Peter, Daniel; Tono, Yoko; Tsuboi, Seiji

2017-12-01

A three-dimensional seismic wave speed model in the Kanto region of Japan was developed using adjoint tomography for application in the effective reproduction of observed waveforms. Starting with a model based on previous travel time tomographic results, we inverted the waveforms obtained at seismic broadband stations from 140 local earthquakes in the Kanto region to obtain the P- and S-wave speeds V p and V s . Additionally, all centroid times of the source solutions were determined before the structural inversion. The synthetic displacements were calculated using the spectral-element method (SEM) in which the Kanto region was parameterized using 16 million grid points. The model parameters V p and V s were updated iteratively by Newton's method using the misfit and Hessian kernels until the misfit between the observed and synthetic waveforms was minimized. Computations of the forward and adjoint simulations were conducted on the K computer in Japan. The optimized SEM code required a total of 6720 simulations using approximately 62,000 node hours to obtain the final model after 16 iterations. The proposed model reveals several anomalous areas with extremely low- V s values in comparison with those of the initial model. These anomalies were found to correspond to geological features, earthquake sources, and volcanic regions with good data coverage and resolution. The synthetic waveforms obtained using the newly proposed model for the selected earthquakes showed better fit than the initial model to the observed waveforms in different period ranges within 5-30 s. This result indicates that the model can accurately predict actual waveforms. [Figure not available: see fulltext.

Application of the sequential quadratic programming algorithm for reconstructing the distribution of optical parameters based on the time-domain radiative transfer equation.

PubMed

Qi, Hong; Qiao, Yao-Bin; Ren, Ya-Tao; Shi, Jing-Wen; Zhang, Ze-Yu; Ruan, Li-Ming

2016-10-17

Sequential quadratic programming (SQP) is used as an optimization algorithm to reconstruct the optical parameters based on the time-domain radiative transfer equation (TD-RTE). Numerous time-resolved measurement signals are obtained using the TD-RTE as forward model. For a high computational efficiency, the gradient of objective function is calculated using an adjoint equation technique. SQP algorithm is employed to solve the inverse problem and the regularization term based on the generalized Gaussian Markov random field (GGMRF) model is used to overcome the ill-posed problem. Simulated results show that the proposed reconstruction scheme performs efficiently and accurately.

Adjoint estimation of ozone climate penalties

NASA Astrophysics Data System (ADS)

Zhao, Shunliu; Pappin, Amanda J.; Morteza Mesbah, S.; Joyce Zhang, J. Y.; MacDonald, Nicole L.; Hakami, Amir

2013-10-01

adjoint of a regional chemical transport model is used to calculate location-specific temperature influences (climate penalties) on two policy-relevant ozone metrics: concentrations in polluted regions (>65 ppb) and short-term mortality in Canada and the U.S. Temperature influences through changes in chemical reaction rates, atmospheric moisture content, and biogenic emissions exhibit significant spatial variability. In particular, high-NOx, polluted regions are prominently distinguished by substantial climate penalties (up to 6.2 ppb/K in major urban areas) as a result of large temperature influences through increased biogenic emissions and nonnegative water vapor sensitivities. Temperature influences on ozone mortality, when integrated across the domain, result in 369 excess deaths/K in Canada and the U.S. over a summer season—an impact comparable to a 5% change in anthropogenic NOx emissions. As such, we suggest that NOx control can be also regarded as a climate change adaptation strategy with regard to ozone air quality.

Infinitely many symmetries and conservation laws for quad-graph equations via the Gardner method

NASA Astrophysics Data System (ADS)

Rasin, Alexander G.

2010-06-01

The application of the Gardner method for the generation of conservation laws to all the ABS equations is considered. It is shown that all the necessary information for the application of the Gardner method, namely Bäcklund transformations and initial conservation laws, follows from the multidimensional consistency of ABS equations. We also apply the Gardner method to an asymmetric equation which is not included in the ABS classification. An analog of the Gardner method for the generation of symmetries is developed and applied to the discrete Korteweg-de Vries equation. It can also be applied to all the other ABS equations.

An asymptotic induced numerical method for the convection-diffusion-reaction equation

NASA Technical Reports Server (NTRS)

Scroggs, Jeffrey S.; Sorensen, Danny C.

1988-01-01

A parallel algorithm for the efficient solution of a time dependent reaction convection diffusion equation with small parameter on the diffusion term is presented. The method is based on a domain decomposition that is dictated by singular perturbation analysis. The analysis is used to determine regions where certain reduced equations may be solved in place of the full equation. Parallelism is evident at two levels. Domain decomposition provides parallelism at the highest level, and within each domain there is ample opportunity to exploit parallelism. Run time results demonstrate the viability of the method.

Distribution theory for Schrödinger’s integral equation

DOE Office of Scientific and Technical Information (OSTI.GOV)

Lange, Rutger-Jan, E-mail: rutger-jan.lange@cantab.net

2015-12-15

Much of the literature on point interactions in quantum mechanics has focused on the differential form of Schrödinger’s equation. This paper, in contrast, investigates the integral form of Schrödinger’s equation. While both forms are known to be equivalent for smooth potentials, this is not true for distributional potentials. Here, we assume that the potential is given by a distribution defined on the space of discontinuous test functions. First, by using Schrödinger’s integral equation, we confirm a seminal result by Kurasov, which was originally obtained in the context of Schrödinger’s differential equation. This hints at a possible deeper connection between bothmore » forms of the equation. We also sketch a generalisation of Kurasov’s [J. Math. Anal. Appl. 201(1), 297–323 (1996)] result to hypersurfaces. Second, we derive a new closed-form solution to Schrödinger’s integral equation with a delta prime potential. This potential has attracted considerable attention, including some controversy. Interestingly, the derived propagator satisfies boundary conditions that were previously derived using Schrödinger’s differential equation. Third, we derive boundary conditions for “super-singular” potentials given by higher-order derivatives of the delta potential. These boundary conditions cannot be incorporated into the normal framework of self-adjoint extensions. We show that the boundary conditions depend on the energy of the solution and that probability is conserved. This paper thereby confirms several seminal results and derives some new ones. In sum, it shows that Schrödinger’s integral equation is a viable tool for studying singular interactions in quantum mechanics.« less

Multigrid and Krylov Subspace Methods for the Discrete Stokes Equations

NASA Technical Reports Server (NTRS)

Elman, Howard C.

1996-01-01

Discretization of the Stokes equations produces a symmetric indefinite system of linear equations. For stable discretizations, a variety of numerical methods have been proposed that have rates of convergence independent of the mesh size used in the discretization. In this paper, we compare the performance of four such methods: variants of the Uzawa, preconditioned conjugate gradient, preconditioned conjugate residual, and multigrid methods, for solving several two-dimensional model problems. The results indicate that where it is applicable, multigrid with smoothing based on incomplete factorization is more efficient than the other methods, but typically by no more than a factor of two. The conjugate residual method has the advantage of being both independent of iteration parameters and widely applicable.

Boundary particle method for Laplace transformed time fractional diffusion equations

NASA Astrophysics Data System (ADS)

Fu, Zhuo-Jia; Chen, Wen; Yang, Hai-Tian

2013-02-01

This paper develops a novel boundary meshless approach, Laplace transformed boundary particle method (LTBPM), for numerical modeling of time fractional diffusion equations. It implements Laplace transform technique to obtain the corresponding time-independent inhomogeneous equation in Laplace space and then employs a truly boundary-only meshless boundary particle method (BPM) to solve this Laplace-transformed problem. Unlike the other boundary discretization methods, the BPM does not require any inner nodes, since the recursive composite multiple reciprocity technique (RC-MRM) is used to convert the inhomogeneous problem into the higher-order homogeneous problem. Finally, the Stehfest numerical inverse Laplace transform (NILT) is implemented to retrieve the numerical solutions of time fractional diffusion equations from the corresponding BPM solutions. In comparison with finite difference discretization, the LTBPM introduces Laplace transform and Stehfest NILT algorithm to deal with time fractional derivative term, which evades costly convolution integral calculation in time fractional derivation approximation and avoids the effect of time step on numerical accuracy and stability. Consequently, it can effectively simulate long time-history fractional diffusion systems. Error analysis and numerical experiments demonstrate that the present LTBPM is highly accurate and computationally efficient for 2D and 3D time fractional diffusion equations.

An Inviscid Decoupled Method for the Roe FDS Scheme in the Reacting Gas Path of FUN3D

NASA Technical Reports Server (NTRS)

Thompson, Kyle B.; Gnoffo, Peter A.

2016-01-01

An approach is described to decouple the species continuity equations from the mixture continuity, momentum, and total energy equations for the Roe flux difference splitting scheme. This decoupling simplifies the implicit system, so that the flow solver can be made significantly more efficient, with very little penalty on overall scheme robustness. Most importantly, the computational cost of the point implicit relaxation is shown to scale linearly with the number of species for the decoupled system, whereas the fully coupled approach scales quadratically. Also, the decoupled method significantly reduces the cost in wall time and memory in comparison to the fully coupled approach. This work lays the foundation for development of an efficient adjoint solution procedure for high speed reacting flow.

Least-squares finite element methods for compressible Euler equations

NASA Technical Reports Server (NTRS)

Jiang, Bo-Nan; Carey, G. F.

1990-01-01

A method based on backward finite differencing in time and a least-squares finite element scheme for first-order systems of partial differential equations in space is applied to the Euler equations for gas dynamics. The scheme minimizes the L-sq-norm of the residual within each time step. The method naturally generates numerical dissipation proportional to the time step size. An implicit method employing linear elements has been implemented and proves robust. For high-order elements, computed solutions based on the L-sq method may have oscillations for calculations at similar time step sizes. To overcome this difficulty, a scheme which minimizes the weighted H1-norm of the residual is proposed and leads to a successful scheme with high-degree elements. Finally, a conservative least-squares finite element method is also developed. Numerical results for two-dimensional problems are given to demonstrate the shock resolution of the methods and compare different approaches.

A multi-domain spectral method for time-fractional differential equations

NASA Astrophysics Data System (ADS)

Chen, Feng; Xu, Qinwu; Hesthaven, Jan S.

2015-07-01

This paper proposes an approach for high-order time integration within a multi-domain setting for time-fractional differential equations. Since the kernel is singular or nearly singular, two main difficulties arise after the domain decomposition: how to properly account for the history/memory part and how to perform the integration accurately. To address these issues, we propose a novel hybrid approach for the numerical integration based on the combination of three-term-recurrence relations of Jacobi polynomials and high-order Gauss quadrature. The different approximations used in the hybrid approach are justified theoretically and through numerical examples. Based on this, we propose a new multi-domain spectral method for high-order accurate time integrations and study its stability properties by identifying the method as a generalized linear method. Numerical experiments confirm hp-convergence for both time-fractional differential equations and time-fractional partial differential equations.

Detection of critical PM2.5 emission sources and their contributions to a heavy haze episode in Beijing, China, using an adjoint model

NASA Astrophysics Data System (ADS)

Zhai, Shixian; An, Xingqin; Zhao, Tianliang; Sun, Zhaobin; Wang, Wei; Hou, Qing; Guo, Zengyuan; Wang, Chao

2018-05-01

sensitivity simulations of the Models-3/CMAQ system. The two modeling approaches are highly comparable in their assessments of atmospheric pollution control schemes for critical emission regions, but the adjoint method has higher computational efficiency than the forward sensitivity method. The results also imply that critical regional emission reduction could be more efficient than individual peak emission control for improving regional PM2.5 air quality.

New analytical exact solutions of time fractional KdV-KZK equation by Kudryashov methods

NASA Astrophysics Data System (ADS)

S Saha, Ray

2016-04-01

In this paper, new exact solutions of the time fractional KdV-Khokhlov-Zabolotskaya-Kuznetsov (KdV-KZK) equation are obtained by the classical Kudryashov method and modified Kudryashov method respectively. For this purpose, the modified Riemann-Liouville derivative is used to convert the nonlinear time fractional KdV-KZK equation into the nonlinear ordinary differential equation. In the present analysis, the classical Kudryashov method and modified Kudryashov method are both used successively to compute the analytical solutions of the time fractional KdV-KZK equation. As a result, new exact solutions involving the symmetrical Fibonacci function, hyperbolic function and exponential function are obtained for the first time. The methods under consideration are reliable and efficient, and can be used as an alternative to establish new exact solutions of different types of fractional differential equations arising from mathematical physics. The obtained results are exhibited graphically in order to demonstrate the efficiencies and applicabilities of these proposed methods of solving the nonlinear time fractional KdV-KZK equation.

Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (3).

PubMed

Murase, Kenya

2016-01-01

In this issue, simultaneous differential equations were introduced. These differential equations are often used in the field of medical physics. The methods for solving them were also introduced, which include Laplace transform and matrix methods. Some examples were also introduced, in which Laplace transform and matrix methods were applied to solving simultaneous differential equations derived from a three-compartment kinetic model for analyzing the glucose metabolism in tissues and Bloch equations for describing the behavior of the macroscopic magnetization in magnetic resonance imaging.In the next (final) issue, partial differential equations and various methods for solving them will be introduced together with some examples in medical physics.

An efficient method for solving the steady Euler equations

NASA Technical Reports Server (NTRS)

Liou, M.-S.

1986-01-01

An efficient numerical procedure for solving a set of nonlinear partial differential equations, the steady Euler equations, using Newton's linearization procedure is presented. A theorem indicating quadratic convergence for the case of differential equations is demonstrated. A condition for the domain of quadratic convergence Omega(2) is obtained which indicates that whether an approximation lies in Omega(2) depends on the rate of change and the smoothness of the flow vectors, and hence is problem-dependent. The choice of spatial differencing, of particular importance for the present method, is discussed. The treatment of boundary conditions is addressed, and the system of equations resulting from the foregoing analysis is summarized and solution strategies are discussed. The convergence of calculated solutions is demonstrated by comparing them with exact solutions to one and two-dimensional problems.

Solving the Helmholtz equation in conformal mapped ARROW structures using homotopy perturbation method.

PubMed

Reck, Kasper; Thomsen, Erik V; Hansen, Ole

2011-01-31