NASA Astrophysics Data System (ADS)
Hermand, Jean-Pierre; Berrada, Mohamed; Meyer, Matthias; Asch, Mark
2005-09-01
Recently, an analytic adjoint-based method of optimal nonlocal boundary control has been proposed for inversion of a waveguide acoustic field using the wide-angle parabolic equation [Meyer and Hermand, J. Acoust. Soc. Am. 117, 2937-2948 (2005)]. In this paper a numerical extension of this approach is presented that allows the direct inversion for the geoacoustic parameters which are embedded in a spectral integral representation of the nonlocal boundary condition. The adjoint model is generated numerically and the inversion is carried out jointly across multiple frequencies. The paper further discusses the application of the numerical adjoint PE method for ocean acoustic tomography. To show the effectiveness of the implemented numerical adjoint, preliminary inversion results of water sound-speed profile and bottom acoustic properties will be shown for the YELLOW SHARK '94 experimental conditions.
The compressible adjoint equations in geodynamics: equations and numerical assessment
NASA Astrophysics Data System (ADS)
Ghelichkhan, Siavash; Bunge, Hans-Peter
2016-04-01
The adjoint method is a powerful means to obtain gradient information in a mantle convection model relative to past flow structure. While the adjoint equations in geodynamics have been derived for the conservation equations of mantle flow in their incompressible form, the applicability of this approximation to Earth is limited, because density increases by almost a factor of two from the surface to the Core Mantle Boundary. Here we introduce the compressible adjoint equations for the conservation equations in the anelastic-liquid approximation. Our derivation applies an operator formulation in Hilbert spaces, to connect to recent work in seismology (Fichtner et al (2006)) and geodynamics (Horbach et al (2014)), where the approach was used to derive the adjoint equations for the wave equation and incompressible mantle flow. We present numerical tests of the newly derived equations based on twin experiments, focusing on three simulations. A first, termed Compressible, assumes the compressible forward and adjoint equations, and represents the consistent means of including compressibility effects. A second, termed Mixed, applies the compressible forward equation, but ignores compressibility effects in the adjoint equations, where the incompressible equations are used instead. A third simulation, termed Incompressible, neglects compressibility effects entirely in the forward and adjoint equations relative to the reference twin. The compressible and mixed formulations successfully restore earlier mantle flow structure, while the incompressible formulation yields noticeable artifacts. Our results suggest the use of a compressible formulation, when applying the adjoint method to seismically derived mantle heterogeneity structure.
Ayyoubzadeh, Seyed Mohsen; Vosoughi, Naser
2011-09-14
Obtaining the set of algebraic equations that directly correspond to a physical phenomenon has been viable in the recent direct discrete method (DDM). Although this method may find its roots in physical and geometrical considerations, there are still some degrees of freedom that one may suspect optimize-able. Here we have used the information embedded in the corresponding adjoint equation to form a local functional, which in turn by its minimization, yield suitable dual mesh positioning.
Hekmat, Mohamad Hamed; Mirzaei, Masoud
2015-01-01
In the present research, we tried to improve the performance of the lattice Boltzmann (LB) -based adjoint approach by utilizing the mesoscopic inherent of the LB method. In this regard, two macroscopic discrete adjoint (MADA) and microscopic discrete adjoint (MIDA) approaches are used to answer the following two challenging questions. Is it possible to extend the concept of the macroscopic and microscopic variables of the flow field to the corresponding adjoint ones? Further, similar to the conservative laws in the LB method, is it possible to find the comparable conservation equations in the adjoint approach? If so, then a definite framework, similar to that used in the flow solution by the LB method, can be employed in the flow sensitivity analysis by the MIDA approach. This achievement can decrease the implementation cost and coding efforts of the MIDA method in complicated sensitivity analysis problems. First, the MADA and MIDA equations are extracted based on the LB method using the duality viewpoint. Meanwhile, using an elementary case, inverse design of a two-dimensional unsteady Poiseuille flow in a periodic channel with constant body forces, the procedure of analytical evaluation of the adjoint variables is described. The numerical results show that similar correlations between the distribution functions can be seen between the corresponding adjoint ones. Besides, the results are promising, emphasizing the flow field adjoint variables can be evaluated via the adjoint distribution functions. Finally, the adjoint conservative laws are introduced. PMID:25679735
Healy, R.W.; Russell, T.F.
1993-01-01
Test results demonstrate that the finite-volume Eulerian-Lagrangian localized adjoint method (FVELLAM) outperforms standard finite-difference methods for solute transport problems that are dominated by advection. FVELLAM systematically conserves mass globally with all types of boundary conditions. Integrated finite differences, instead of finite elements, are used to approximate the governing equation. This approach, in conjunction with a forward tracking scheme, greatly facilitates mass conservation. The mass storage integral is numerically evaluated at the current time level, and quadrature points are then tracked forward in time to the next level. Forward tracking permits straightforward treatment of inflow boundaries, thus avoiding the inherent problem in backtracking of characteristic lines intersecting inflow boundaries. FVELLAM extends previous results by obtaining mass conservation locally on Lagrangian space-time elements. -from Authors
FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.; Torrisi, M.; Tracinà, R.
2010-11-01
In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.
Shape optimization governed by the Euler equations using an adjoint method
NASA Technical Reports Server (NTRS)
Iollo, Angelo; Salas, Manuel D.; Taasan, Shlomo
1993-01-01
A numerical approach for the treatment of optimal shape problems governed by the Euler equations is discussed. Focus is on flows with embedded shocks. A very simple problem is considered: the design of a quasi-one-dimensional Laval nozzle. A cost function and a set of Lagrange multipliers are introduced to achieve the minimum. The nature of the resulting costate equations is discussed. A theoretical difficulty that arises for cases with embedded shocks is pointed out and solved. Finally, some results are given to illustrate the effectiveness of the method.
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.
Wang, H.; Man, S.; Ewing, R.E.; Qin, G.; Lyons, S.L.; Al-Lawatia, M.
1999-06-10
Many difficult problems arise in the numerical simulation of fluid flow processes within porous media in petroleum reservoir simulation and in subsurface contaminant transport and remediation. The authors develop a family of Eulerian-Lagrangian localized adjoint methods for the solution of the initial-boundary value problems for first-order advection-reaction equations on general multi-dimensional domains. Different tracking algorithms, including the Euler and Runge-Kutta algorithms, are used. The derived schemes, which are full mass conservative, naturally incorporate inflow boundary conditions into their formulations and do not need any artificial outflow boundary conditions. Moreover, they have regularly structured, well-conditioned, symmetric, and positive-definite coefficient matrices, which can be efficiently solved by the conjugate gradient method in an optimal order number of iterations without any preconditioning needed. Numerical results are presented to compare the performance of the ELLAM schemes with many well studied and widely used methods, including the upwind finite difference method, the Galerkin and the Petrov-Galerkin finite element methods with backward-Euler or Crank-Nicolson temporal discretization, the streamline diffusion finite element methods, the monotonic upstream-centered scheme for conservation laws (MUSCL), and the Minmod scheme.
AN EULERIAN-LAGRANGIAN LOCALIZED ADJOINT METHOD FOR THE ADVECTION-DIFFUSION EQUATION
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...
EULERIAN-LAGRANGIAN LOCALIZED ADJOINT METHOD FOR THE ADVECTION-DIFFUSION EQUATION
Many numerical methods use characteristic analysis to accommodate the advective component of transport. uch characteristic methods include Eulerian-Lagrangian methods (ELM), modified method of characteristics (MMOC), and operator splitting methods. eneralization of characteristic...
Aerodynamic design optimization by using a continuous adjoint method
NASA Astrophysics Data System (ADS)
Luo, JiaQi; Xiong, JunTao; Liu, Feng
2014-07-01
This paper presents the fundamentals of a continuous adjoint method and the applications of this method to the aerodynamic design optimization of both external and internal flows. General formulation of the continuous adjoint equations and the corresponding boundary conditions are derived. With the adjoint method, the complete gradient information needed in the design optimization can be obtained by solving the governing flow equations and the corresponding adjoint equations only once for each cost function, regardless of the number of design parameters. An inverse design of airfoil is firstly performed to study the accuracy of the adjoint gradient and the effectiveness of the adjoint method as an inverse design method. Then the method is used to perform a series of single and multiple point design optimization problems involving the drag reduction of airfoil, wing, and wing-body configuration, and the aerodynamic performance improvement of turbine and compressor blade rows. The results demonstrate that the continuous adjoint method can efficiently and significantly improve the aerodynamic performance of the design in a shape optimization problem.
A new mathematical adjoint for the modified SAAF_{-SN} equations
Schunert, Sebastian; Wang, Yaqi; Martineau, Richard; DeHart, Mark D.
2015-01-01
We present a new adjoint FEM weak form, which can be directly used for evaluating the mathematical adjoint, suitable for perturbation calculations, of the self-adjoint angular flux SN equations (SAAF_{-SN}) without construction and transposition of the underlying coefficient matrix. Stabilization schemes incorporated in the described SAAF_{-SN} method make the mathematical adjoint distinct from the physical adjoint, i.e. the solution of the continuous adjoint equation with SAAF_{-SN} . This weak form is implemented into RattleSnake, the MOOSE (Multiphysics Object-Oriented Simulation Environment) based transport solver. Numerical results verify the correctness of the implementation and show its utility both for fixed source and eigenvalue problems.
Nonlinear self-adjointness and conservation laws of Klein-Gordon-Fock equation with central symmetry
NASA Astrophysics Data System (ADS)
Abdulwahhab, Muhammad Alim
2015-05-01
The concept of nonlinear self-adjointness, introduced by Ibragimov, has significantly extends approaches to constructing conservation laws associated with symmetries since it incorporates the strict self-adjointness, the quasi self-adjointness as well as the usual linear self-adjointness. Using this concept, the nonlinear self-adjointness condition for the Klein-Gordon-Fock equation was established and subsequently used to construct simplified but infinitely many nontrivial and independent conserved vectors. The Noether's theorem was further applied to the Klein-Gordon-Fock equation to explore more distinct first integrals, result shows that conservation laws constructed through this approach are exactly the same as those obtained under strict self-adjointness of Ibragimov's method.
Self-adjointness and conservation laws of difference equations
NASA Astrophysics Data System (ADS)
Peng, Linyu
2015-06-01
A general theorem on conservation laws for arbitrary difference equations is proved. The theorem is based on an introduction of an adjoint system related with a given difference system, and it does not require the existence of a difference Lagrangian. It is proved that the system, combined by the original system and its adjoint system, is governed by a variational principle, which inherits all symmetries of the original system. Noether's theorem can then be applied. With some special techniques, e.g. self-adjointness properties, this allows us to obtain conservation laws for difference equations, which are not necessary governed by Lagrangian formalisms.
Kim, Min-Geun; Jang, Hong-Lae; Cho, Seonho
2013-05-01
An efficient adjoint design sensitivity analysis method is developed for reduced atomic systems. A reduced atomic system and the adjoint system are constructed in a locally confined region, utilizing generalized Langevin equation (GLE) for periodic lattice structures. Due to the translational symmetry of lattice structures, the size of time history kernel function that accounts for the boundary effects of the reduced atomic systems could be reduced to a single atom’s degrees of freedom. For the problems of highly nonlinear design variables, the finite difference method is impractical for its inefficiency and inaccuracy. However, the adjoint method is very efficient regardless of the number of design variables since one additional time integration is required for the adjoint GLE. Through numerical examples, the derived adjoint sensitivity turns out to be accurate and efficient through the comparison with finite difference sensitivity.
Mesh-free adjoint methods for nonlinear filters
NASA Astrophysics Data System (ADS)
Daum, Fred
2005-09-01
We apply a new industrial strength numerical approximation, called the "mesh-free adjoint method", to solve the nonlinear filtering problem. This algorithm exploits the smoothness of the problem, unlike particle filters, and hence we expect that mesh-free adjoints are superior to particle filters for many practical applications. The nonlinear filter problem is equivalent to solving the Fokker-Planck equation in real time. The key idea is to use a good adaptive non-uniform quantization of state space to approximate the solution of the Fokker-Planck equation. In particular, the adjoint method computes the location of the nodes in state space to minimize errors in the final answer. This use of an adjoint is analogous to optimal control algorithms, but it is more interesting. The adjoint method is also analogous to importance sampling in particle filters, but it is better for four reasons: (1) it exploits the smoothness of the problem; (2) it explicitly minimizes the errors in the relevant functional; (3) it explicitly models the dynamics in state space; and (4) it can be used to compute a corrected value for the desired functional using the residuals. We will attempt to make this paper accessible to normal engineers who do not have PDEs for breakfast.
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.
Adjoint Formulation for an Embedded-Boundary Cartesian Method
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.; Murman, Scott M.; Pulliam, Thomas H.
2004-01-01
Many problems in aerodynamic design can be characterized by smooth and convex objective functions. This motivates the use of gradient-based algorithms, particularly for problems with a large number of design variables, to efficiently determine optimal shapes and configurations that maximize aerodynamic performance. Accurate and efficient computation of the gradient, however, remains a challenging task. In optimization problems where the number of design variables dominates the number of objectives and flow- dependent constraints, the cost of gradient computations can be significantly reduced by the use of the adjoint method. The problem of aerodynamic optimization using the adjoint method has been analyzed and validated for both structured and unstructured grids. The method has been applied to design problems governed by the potential, Euler, and Navier-Stokes equations and can be subdivided into the continuous and discrete formulations. Giles and Pierce provide a detailed review of both approaches. Most implementations rely on grid-perturbation or mapping procedures during the gradient computation that explicitly couple changes in the surface shape to the volume grid. The solution of the adjoint equation is usually accomplished using the same scheme that solves the governing flow equations. Examples of such code reuse include multistage Runge-Kutta schemes coupled with multigrid, approximate-factorization, line-implicit Gauss-Seidel, and also preconditioned GMRES. The development of the adjoint method for aerodynamic optimization problems on Cartesian grids has been limited. In contrast to implementations on structured and unstructured grids, Cartesian grid methods decouple the surface discretization from the volume grid. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin e t al. developed an adjoint formulation for the TRANAIR code
Nonlinear self adjointness, conservation laws and exact solutions of ill-posed Boussinesq equation
NASA Astrophysics Data System (ADS)
Yaşar, Emrullah; San, Sait; Özkan, Yeşim Sağlam
2016-01-01
In this work, we consider the ill-posed Boussinesq equation which arises in shallow water waves and non-linear lattices. We prove that the ill-posed Boussinesq equation is nonlinearly self-adjoint. Using this property and Lie point symmetries, we construct conservation laws for the underlying equation. In addition, the generalized solitonary, periodic and compact-like solutions are constructed by the exp-function method.
Wing planform optimization via an adjoint method
NASA Astrophysics Data System (ADS)
Leoviriyakit, Kasidit
This dissertation focuses on the problem of wing planform optimization for transonic aircraft based on flow simulation using Computational Fluid Dynamics (CFD) combined with an adjoint-gradient based numerical optimization procedure. The adjoint method, traditionally used for wing section design has been extended to cover planform variations and to compute the sensitivities of the structural weight of both the wing section and planform variations. The two relevant disciplines accounted for are the aerodynamics and structural weight. A simplified structural weight model is used for the optimization. Results of a variety of long range transports indicate that significant improvement in both aerodynamics and structures can be achieved simultaneously. The proof-of-concept optimal results indicate large improvements for both drag and structural weight. The work is an "enabling step" towards a realistic automated wing designed by a computer.
Energy Science and Technology Software Center (ESTSC)
2004-04-21
Version 04 NESTLE solves the few-group neutron diffusion equation utilizing the NEM. The NESTLE code can solve the eigenvalue (criticality), eigenvalue adjoint, external fixed-source steady-state, and external fixed-source or eigenvalue initiated transient problems. The eigenvalue problem allows criticality searches to be completed, and the external fixed-source steady-state problem can search to achieve a specified power level. Transient problems model delayed neutrons via precursor groups. Several core properties can be input as time dependent. Two- ormore » four-energy groups can be utilized, with all energy groups being thermal groups (i.e., upscatter exits) if desired. Core geometries modeled include Cartesian and hexagonal. Three-, two-, and one-dimensional models can be utilized with various symmetries. The thermal conditions predicted by the thermal-hydraulic model of the core are used to correct cross sections for temperature and density effects. Cross sections are parameterized by color, control rod state (i.e., in or out), and burnup, allowing fuel depletion to be modeled. Either a macroscopic or microscopic model may be employed.« less
Adjoint methods for external beam inverse treatment planning
NASA Astrophysics Data System (ADS)
Kowalok, Michael E.
Forward and adjoint radiation transport methods may both be used to determine the dosimetric relationship between source parameters and voxel elements of a phantom. Forward methods consider one specific tuple of source parameters and calculate the response in all voxels of interest. This response is often cast as the dose delivered per unit source-weight. Adjoint transport methods, conversely, consider one particular voxel and calculate the response of that voxel in relation to all possible source parameters. In this regard, adjoint methods provide an "adjoint function" in addition to a dose value. Although the dose is for a single voxel only, the adjoint function illustrates the source parameters, (e.g. beam positions and directions) that are most important to delivering the dose to that voxel. In this regard, adjoint methods of analysis lend themselves in a natural way to optimization problems and perturbation studies. This work investigates the utility of adjoint analytic methods for treatment planning and for Monte Carlo dose calculations. Various methods for implementing this approach are discussed, along with their strengths and weaknesses. The complementary nature of adjoint and forward techniques is illustrated and exploited. Also, several features of the Monte Carlo codes MCNP and MCNPX are reviewed for treatment planning applications.
NASA Technical Reports Server (NTRS)
Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.
2009-01-01
.We study local-in-time adjoint-based methods for minimization of ow matching functionals subject to the 2-D unsteady compressible Euler equations. The key idea of the local-in-time method is to construct a very accurate approximation of the global-in-time adjoint equations and the corresponding sensitivity derivative by using only local information available on each time subinterval. In contrast to conventional time-dependent adjoint-based optimization methods which require backward-in-time integration of the adjoint equations over the entire time interval, the local-in-time method solves local adjoint equations sequentially over each time subinterval. Since each subinterval contains relatively few time steps, the storage cost of the local-in-time method is much lower than that of the global adjoint formulation, thus making the time-dependent optimization feasible for practical applications. The paper presents a detailed comparison of the local- and global-in-time adjoint-based methods for minimization of a tracking functional governed by the Euler equations describing the ow around a circular bump. Our numerical results show that the local-in-time method converges to the same optimal solution obtained with the global counterpart, while drastically reducing the memory cost as compared to the global-in-time adjoint formulation.
Adjoint equations and analysis of complex systems: Application to virus infection modelling
NASA Astrophysics Data System (ADS)
Marchuk, G. I.; Shutyaev, V.; Bocharov, G.
2005-12-01
Recent development of applied mathematics is characterized by ever increasing attempts to apply the modelling and computational approaches across various areas of the life sciences. The need for a rigorous analysis of the complex system dynamics in immunology has been recognized since more than three decades ago. The aim of the present paper is to draw attention to the method of adjoint equations. The methodology enables to obtain information about physical processes and examine the sensitivity of complex dynamical systems. This provides a basis for a better understanding of the causal relationships between the immune system's performance and its parameters and helps to improve the experimental design in the solution of applied problems. We show how the adjoint equations can be used to explain the changes in hepatitis B virus infection dynamics between individual patients.
Adjoint Algorithm for CAD-Based Shape Optimization Using a Cartesian Method
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.
2004-01-01
Adjoint 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 optimization. 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 (geometric parameters that control the shape). More recently, emerging adjoint applications focus on the analysis problem, where the adjoint solution is used to drive mesh adaptation, as well as to provide estimates of functional error bounds and corrections. The attractive feature of this approach is that the mesh-adaptation procedure targets a specific functional, thereby localizing the mesh refinement and reducing computational cost. Our focus is on the development of adjoint-based optimization techniques for a Cartesian method with embedded boundaries.12 In contrast t o implementations on structured and unstructured grids, Cartesian methods decouple the surface discretization from the volume mesh. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin et 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 Euler equations. In both approaches, a boundary condition is introduced to approximate the effects of the evolving surface shape that results in accurate gradient computation. Central to automated shape optimization algorithms is the issue of geometry modeling and control. The need to optimize complex, "real-life" geometry provides a strong incentive for the use of parametric-CAD systems within the optimization procedure. In previous work, we presented
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.
Neural network training by integration of adjoint systems of equations forward in time
NASA Technical Reports Server (NTRS)
Toomarian, Nikzad (Inventor); Barhen, Jacob (Inventor)
1992-01-01
A method and apparatus for supervised neural learning of time dependent trajectories exploits the concepts of adjoint operators to enable computation of the gradient of an objective functional with respect to the various parameters of the network architecture in a highly efficient manner. Specifically, it combines the advantage of dramatic reductions in computational complexity inherent in adjoint methods with the ability to solve two adjoint systems of equations together forward in time. Not only is a large amount of computation and storage saved, but the handling of real-time applications becomes also possible. The invention has been applied it to two examples of representative complexity which have recently been analyzed in the open literature and demonstrated that a circular trajectory can be learned in approximately 200 iterations compared to the 12000 reported in the literature. A figure eight trajectory was achieved in under 500 iterations compared to 20000 previously required. The trajectories computed using our new method are much closer to the target trajectories than was reported in previous studies.
Neural Network Training by Integration of Adjoint Systems of Equations Forward in Time
NASA Technical Reports Server (NTRS)
Toomarian, Nikzad (Inventor); Barhen, Jacob (Inventor)
1999-01-01
A method and apparatus for supervised neural learning of time dependent trajectories exploits the concepts of adjoint operators to enable computation of the gradient of an objective functional with respect to the various parameters of the network architecture in a highly efficient manner. Specifically. it combines the advantage of dramatic reductions in computational complexity inherent in adjoint methods with the ability to solve two adjoint systems of equations together forward in time. Not only is a large amount of computation and storage saved. but the handling of real-time applications becomes also possible. The invention has been applied it to two examples of representative complexity which have recently been analyzed in the open literature and demonstrated that a circular trajectory can be learned in approximately 200 iterations compared to the 12000 reported in the literature. A figure eight trajectory was achieved in under 500 iterations compared to 20000 previously required. Tbc trajectories computed using our new method are much closer to the target trajectories than was reported in previous studies.
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.
A practical discrete-adjoint method for high-fidelity compressible turbulence simulations
NASA Astrophysics Data System (ADS)
Vishnampet, Ramanathan; Bodony, Daniel J.; Freund, Jonathan B.
2015-03-01
Methods and computing hardware advances have enabled accurate predictions of complex compressible turbulence phenomena, such as the generation of jet noise that motivates the present effort. However, limited understanding of underlying physical mechanisms restricts the utility of such predictions since they do not, by themselves, indicate a route to design improvements. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs, though this is predicated on the availability of a sufficiently accurate solution of the forward and adjoint systems. These are challenging to obtain, since both the chaotic character of the turbulence and the typical use of discretizations near their resolution limits in order to efficiently represent its smaller scales will amplify any approximation errors made in the adjoint formulation. Formulating a practical exact adjoint that avoids such errors is especially challenging if it is to be compatible with state-of-the-art simulation methods used for the turbulent flow itself. Automatic differentiation (AD) can provide code to calculate a nominally exact adjoint, but existing general-purpose AD codes are inefficient to the point of being prohibitive for large-scale turbulence simulations. Here, we analyze the compressible flow equations as discretized using the same high-order workhorse methods used for many high-fidelity compressible turbulence simulations, and formulate a practical space-time discrete-adjoint method without changing the basic discretization. A key step is the definition of a particular discrete analog of the continuous norm that defines our cost functional; our selection leads directly to an efficient Runge-Kutta-like scheme, though it would be just first-order accurate if used outside the adjoint formulation for time integration, with finite-difference spatial operators for the adjoint system. Its computational cost only modestly exceeds that of the flow equations. We confirm that its
A practical discrete-adjoint method for high-fidelity compressible turbulence simulations
Vishnampet, Ramanathan; Bodony, Daniel J.; Freund, Jonathan B.
2015-03-15
Methods and computing hardware advances have enabled accurate predictions of complex compressible turbulence phenomena, such as the generation of jet noise that motivates the present effort. However, limited understanding of underlying physical mechanisms restricts the utility of such predictions since they do not, by themselves, indicate a route to design improvements. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs, though this is predicated on the availability of a sufficiently accurate solution of the forward and adjoint systems. These are challenging to obtain, since both the chaotic character of the turbulence and the typical use of discretizations near their resolution limits in order to efficiently represent its smaller scales will amplify any approximation errors made in the adjoint formulation. Formulating a practical exact adjoint that avoids such errors is especially challenging if it is to be compatible with state-of-the-art simulation methods used for the turbulent flow itself. Automatic differentiation (AD) can provide code to calculate a nominally exact adjoint, but existing general-purpose AD codes are inefficient to the point of being prohibitive for large-scale turbulence simulations. Here, we analyze the compressible flow equations as discretized using the same high-order workhorse methods used for many high-fidelity compressible turbulence simulations, and formulate a practical space–time discrete-adjoint method without changing the basic discretization. A key step is the definition of a particular discrete analog of the continuous norm that defines our cost functional; our selection leads directly to an efficient Runge–Kutta-like scheme, though it would be just first-order accurate if used outside the adjoint formulation for time integration, with finite-difference spatial operators for the adjoint system. Its computational cost only modestly exceeds that of the flow equations. We confirm that
Eulerian-Lagrangian localized adjoint methods for reactive transport in groundwater
Ewing, R.E.; Wang, Hong
1996-12-31
In this paper, we present Eulerian-Lagrangian localized adjoint methods (ELLAM) to solve convection-diffusion-reaction equations governing contaminant transport in groundwater flowing through an adsorbing porous medium. These ELLAM schemes can treat various combinations of boundary conditions and conserve mass. Numerical results are presented to demonstrate the strong potential of ELLAM schemes.
Adjoint sensitivity analysis of plasmonic structures using the FDTD method.
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. PMID:24978258
Solution of the self-adjoint radiative transfer equation on hybrid computer systems
NASA Astrophysics Data System (ADS)
Gasilov, V. A.; Kuchugov, P. A.; Olkhovskaya, O. G.; Chetverushkin, B. N.
2016-06-01
A new technique for simulating three-dimensional radiative energy transfer for the use in the software designed for the predictive simulation of plasma with high energy density on parallel computers is proposed. A highly scalable algorithm that takes into account the angular dependence of the radiation intensity and is free of the ray effect is developed based on the solution of a second-order equation with a self-adjoint operator. A distinctive feature of this algorithm is a preliminary transformation of rotation to eliminate mixed derivatives with respect to the spatial variables, simplify the structure of the difference operator, and accelerate the convergence of the iterative solution of the equation. It is shown that the proposed method correctly reproduces the limiting cases—isotropic radiation and the directed radiation with a δ-shaped angular distribution.
On the proper treatment of grid sensitivities in continuous adjoint methods for shape optimization
NASA Astrophysics Data System (ADS)
Kavvadias, I. S.; Papoutsis-Kiachagias, E. M.; Giannakoglou, K. C.
2015-11-01
The continuous adjoint method for shape optimization problems, in flows governed by the Navier-Stokes equations, can be formulated in two different ways, each of which leads to a different expression for the sensitivity derivatives of the objective function with respect to the control variables. The first formulation leads to an expression including only boundary integrals; it, thus, has low computational cost but, when used with coarse grids, its accuracy becomes questionable. The second formulation comprises a sum of boundary and field integrals; due to the field integrals, it has noticeably higher computational cost, obtaining though higher accuracy. In this paper, the equivalence of the two formulations is revisited from the mathematical and, particularly, the numerical point of view. Internal and external aerodynamics cases, in which the objective function is either the total pressure losses or the force exerted on a solid body, are examined and differences in the computed gradients are discussed. After identifying the reason behind these discrepancies, the adjoint formulation is enhanced by the adjoint to a (hypothetical) grid displacement model and the new approach is proved to reproduce the accuracy of the second adjoint formulation while maintaining the low cost of the first one.
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.
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.
NASA Astrophysics Data System (ADS)
Shi, Lei; Wang, Z. J.
2015-08-01
Adjoint-based mesh adaptive methods are capable of distributing computational resources to areas which are important for predicting an engineering output. In this paper, we develop an adjoint-based h-adaptation approach based on the high-order correction procedure via reconstruction formulation (CPR) to minimize the output or functional error. A dual-consistent CPR formulation of hyperbolic conservation laws is developed and its dual consistency is analyzed. Super-convergent functional and error estimate for the output with the CPR method are obtained. Factors affecting the dual consistency, such as the solution point distribution, correction functions, boundary conditions and the discretization approach for the non-linear flux divergence term, are studied. The presented method is then used to perform simulations for the 2D Euler and Navier-Stokes equations with mesh adaptation driven by the adjoint-based error estimate. Several numerical examples demonstrate the ability of the presented method to dramatically reduce the computational cost comparing with uniform grid refinement.
NASA Astrophysics Data System (ADS)
Kocaogul, Ibrahim; Hu, Fang; Li, Xiaodong
2014-03-01
Radiation of acoustic waves at all frequencies can be obtained by Time Domain Wave Packet (TDWP) method in a single time domain computation. Other benefit of the TDWP method is that it makes possible the separation of acoustic and instability wave in the shear flow. The TDWP method is also particularly useful for computations in the ducted or waveguide environments where incident wave modes can be imposed cleanly without a potentially long transient period. The adjoint equations for the linearized Euler equations are formulated for the Cartesian coordinates. Analytical solution for adjoint equations is derived by using Green's function in 2D and 3D. The derivation of reciprocal relations is presented for closed and open ducts. The adjoint equations are then solved numerically in reversed time by the TDWP method. Reciprocal relation between the duct mode amplitudes and far field point sources in the presence of the exhaust shear flow is computed and confirmed numerically. Applications of the adjoint problem to closed and open ducts are also presented.
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.
Adjoint-based deviational Monte Carlo methods for phonon transport calculations
NASA Astrophysics Data System (ADS)
Péraud, Jean-Philippe M.; Hadjiconstantinou, Nicolas G.
2015-06-01
In the field of linear transport, adjoint formulations exploit linearity to derive powerful reciprocity relations between a variety of quantities of interest. In this paper, we develop an adjoint formulation of the linearized Boltzmann transport equation for phonon transport. We use this formulation for accelerating deviational Monte Carlo simulations of complex, multiscale problems. Benefits include significant computational savings via direct variance reduction, or by enabling formulations which allow more efficient use of computational resources, such as formulations which provide high resolution in a particular phase-space dimension (e.g., spectral). We show that the proposed adjoint-based methods are particularly well suited to problems involving a wide range of length scales (e.g., nanometers to hundreds of microns) and lead to computational methods that can calculate quantities of interest with a cost that is independent of the system characteristic length scale, thus removing the traditional stiffness of kinetic descriptions. Applications to problems of current interest, such as simulation of transient thermoreflectance experiments or spectrally resolved calculation of the effective thermal conductivity of nanostructured materials, are presented and discussed in detail.
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
Self-Adjoint Angular Flux Equation for Coupled Electron-Photon Transport
Liscum-Powell, J.L.; Lorence, L.J. Jr.; Morel, J.E.; Prinja, A.K.
1999-07-08
Recently, Morel and McGhee described an alternate second-order form of the transport equation called the self adjoint angular flux (SAAF) equation that has the angular flux as its unknown. The SAAF formulation has all the advantages of the traditional even- and odd-parity self-adjoint equations, with the added advantages that it yields the full angular flux when it is numerically solved, it is significantly easier to implement reflective and reflective-like boundary conditions, and in the appropriate form it can be solved in void regions. The SAAF equation has the disadvantage that the angular domain is the full unit sphere and, like the even- and odd- parity form, S{sub n} source iteration cannot be implemented using the standard sweeping algorithm. Also, problems arise in pure scattering media. Morel and McGhee demonstrated the efficacy of the SAAF formulation for neutral particle transport. Here we apply the SAAF formulation to coupled electron-photon transport problems using multigroup cross-sections from the CEPXS code and S{sub n} discretization.
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.
Comparison of the Monte Carlo adjoint-weighted and differential operator perturbation methods
Kiedrowski, Brian C; Brown, Forrest B
2010-01-01
Two perturbation theory methodologies are implemented for k-eigenvalue calculations in the continuous-energy Monte Carlo code, MCNP6. A comparison of the accuracy of these techniques, the differential operator and adjoint-weighted methods, is performed numerically and analytically. Typically, the adjoint-weighted method shows better performance over a larger range; however, there are exceptions.
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.
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.
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.
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
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.
Adjoint-Based Methods for Estimating CO2 Sources and Sinks from Atmospheric Concentration Data
NASA Technical Reports Server (NTRS)
Andrews, Arlyn E.
2003-01-01
Work to develop adjoint-based methods for estimating CO2 sources and sinks from atmospheric concentration data was initiated in preparation for last year's summer institute on Carbon Data Assimilation (CDAS) at the National Center for Atmospheric Research in Boulder, CO. The workshop exercises used the GSFC Parameterized Chemistry and Transport Model and its adjoint. Since the workshop, a number of simulations have been run to evaluate the performance of the model adjoint. Results from these simulations will be presented, along with an outline of challenges associated with incorporating a variety of disparate data sources, from sparse, but highly precise, surface in situ observations to less accurate, global future satellite observations.
Ocean acoustic tomography from different receiver geometries using the adjoint method.
Zhao, Xiaofeng; Wang, Dongxiao
2015-12-01
In this paper, an ocean acoustic tomography inversion using the adjoint method in a shallow water environment is presented. The propagation model used is an implicit Crank-Nicolson finite difference parabolic equation solver with a non-local boundary condition. Unlike previous matched-field processing works using the complex pressure fields as the observations, here, the observed signals are the transmission losses. Based on the code tests of the tangent linear model, the adjoint model, and the gradient, the optimization problem is solved by a gradient-based minimization algorithm. The inversions are performed in numerical simulations for two geometries: one in which hydrophones are sparsely distributed in the horizontal direction, and another in which the hydrophones are distributed vertically. The spacing in both cases is well beyond the half-wavelength threshold at which beamforming could be used. To deal with the ill-posedness of the inverse problem, a linear differential regularization operator of the sound-speed profile is used to smooth the inversion results. The L-curve criterion is adopted to select the regularization parameter, and the optimal value can be easily determined at the elbow of the logarithms of the residual norm of the measured-predicted fields and the norm of the penalty function. PMID:26723329
NASA Astrophysics Data System (ADS)
Stück, Arthur
2015-11-01
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 yields 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.
Martien, Philip T; Harley, Robert A; Cacuci, Dan G
2006-04-15
Photochemical air pollution forms when emissions of nitrogen oxides (NO(x)) and volatile organic compounds (VOC) react in the atmosphere in the presence of sunlight. The goal of applying three-dimensional photochemical air quality models is usually to conduct sensitivity analysis: for example, to predict changes in an ozone response due to changes in NO(x) and VOC emissions or other model data. Forward sensitivity analysis methods are best suited to investigating sensitivities of many model responses to changes in a few inputs or parameters. Here we develop a continuous adjoint model and demonstrate an adjoint sensitivity analysis procedure that is well-suited to the complementary case of determining sensitivity of a small number of model responses to many parameters. Sensitivities generated using the adjoint method agree with those generated using other methods. Compared to the forward method, the adjoint method had large disk storage requirements but was more efficient in terms of computer processor time for receptor-based investigations focused on a single response at a specified site and time. The adjoint method also generates sensitivity apportionment fields, which reveal when and where model data are important to the target response. PMID:16683606
NASA Astrophysics Data System (ADS)
Edwards, S.; Reuther, J.; Chattot, J. J.
The objective of this paper is to present a control theory approach for the design of airfoils in the presence of viscous compressible flows. A coupled system of the integral boundary layer and the Euler equations is solved to provide rapid flow simulations. An adjoint approach consistent with the complete coupled state equations is employed to obtain the sensitivities needed to drive a numerical optimization algorithm. Design to a target pressure distribution is demonstrated on an RAE 2822 airfoil at transonic speeds.
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.
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
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.
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
Hep, J.; Konecna, A.; Krysl, V.; Smutny, 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 weighting 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 the RPV
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.
Sanchez, R.
2012-07-01
Nonlinear acceleration of a continuous finite element (CFE) discretization of the transport equation requires a modification of the transport solution in order to achieve local conservation, a condition used in nonlinear acceleration to define the stopping criterion. In this work we implement a coarse-mesh finite difference acceleration for a CFE discretization of the second-order self adjoint angular flux (SAAF) form of the transport equation and use a post processing to enforce local conservation. Numerical results are given for one-group source calculations of one-dimensional slabs. We also give a formal derivation of the boundary conditions for the SAAF. (authors)
Richard Sanchez; Cristian Rabiti; Yaqi Wang
2013-11-01
Nonlinear acceleration of a continuous finite element (CFE) discretization of the transport equation requires a modification of the transport solution in order to achieve local conservation, a condition used in nonlinear acceleration to define the stopping criterion. In this work we implement a coarse-mesh finite difference acceleration for a CFE discretization of the second-order self-adjoint angular flux (SAAF) form of the transport equation and use a postprocessing to enforce local conservation. Numerical results are given for one-group source calculations of one-dimensional slabs. We also give a novel formal derivation of the boundary conditions for the SAAF.
NASA Astrophysics Data System (ADS)
Ren, L.; Liu, Q.
2012-12-01
We present multiple moment-tensor solution of the December 26, 2004 Sumatra earthquake based upon adjoint methods. An objective function Φ that measures the goodness of waveform fit between data and synthetics is minimized. Synthetics are calculated by spectral-element simulations (SPECFEM3D_GLOBE) in a 3D global earth model S362ANI to reduce the effect of heterogeneous structures. The Fréchet derivatives of Φ in the form δΦ = ∫T ∫VI(ɛ †ij)(x,T-t) δ(m_dot)ij(x,t)d3xdt, where δmij is the perturbation of moment density function and I(ɛ†ij)(x,T-t) denotes the time-integrated adjoint strain tensor, are calculated based upon adjoint methods implemented in SPECFEM3D_GLOBE. Our initial source model is obtained by monitoring the time-integrated adjoint strain tensors in the vicinity of the presumed source region. Source model parameters are iteratively updated by a preconditioned conjugate-gradient method to iteratively utilizing the calculated Φ and δΦ values. Our final inversion results show both similarities to and differences from previous source inversion results based on 1D background models.
NASA Astrophysics Data System (ADS)
Ren, L.; Liu, Q.; Hjörleifsdóttir, V.
2010-12-01
We present multiple moment-tensor solution of the Dec 26, 2004 Sumatra earthquake based upon the adjoint methods. An objective function Φ(m), where m is the multiple source model, measures the goodness of waveform fit between data and synthetics. The Fréchet derivatives of Φ in the form δΦ = ∫∫I(ɛ†)(x,T-t)δmij_dot(x,t)dVdt, where δmij is the source model perturbation and I(ɛ†)(x,T-t) denotes the time-integrated adjoint strain tensor, are calculated based upon adjoint methods and spectral-element simulations (SPECFEM3D_GLOBE) in a 3D global earth model S362ANI. Our initial source model is obtained independently by monitoring the time-integrated adjoint strain tensors around the presumed source region. We then utilize the Φ and δΦ calculations in a conjugate-gradient method to iteratively invert for the source model. Our final inversion results show both similarities with and differences to previous source inversion results based on 1D earth models.
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.
NASA Technical Reports Server (NTRS)
1977-01-01
Basic differential equations governing compressible turbulent boundary layer flow are reviewed, including conservation of mass and energy, momentum equations derived from Navier-Stokes equations, and equations of state. Closure procedures were broken down into: (1) simple or zeroth-order methods, (2) first-order or mean field closure methods, and (3) second-order or mean turbulence field methods.
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.
Active adjoint modeling method in microwave induced thermoacoustic tomography for breast tumor.
Zhu, Xiaozhang; Zhao, Zhiqin; Wang, Jinguo; Chen, Guoping; Liu, Qing Huo
2014-07-01
To improve the model-based inversion performance of microwave induced thermoacoustic tomography for breast tumor imaging, an active adjoint modeling (AAM) method is proposed. It aims to provide a more realistic breast acoustic model used for tumor inversion as the background by actively measuring and reconstructing the structural heterogeneity of human breast environment. It utilizes the reciprocity of acoustic sensors, and adapts the adjoint tomography method from seismic exploration. With the reconstructed acoustic model of breast environment, the performance of model-based inversion method such as time reversal mirror is improved significantly both in contrast and accuracy. To prove the advantage of AAM, a checkerboard pattern model and anatomical realistic breast models have been used in full wave numerical simulations. PMID:24956614
NASA Astrophysics Data System (ADS)
Al-Attar, D.; Woodhouse, J. H.
2011-12-01
Normal mode spectra provide a valuable data set for global seismic tomography, and, notably, are amongst the few geophysical observables that are sensitive to lateral variations in density structure within the Earth. Nonetheless, the effects of lateral density variations on mode spectra are rather subtle. In order, therefore, to reliably determine density variations with in the earth, it is necessary to make use of sufficiently accurate methods for calculating synthetic mode spectra. In particular, recent work has highlighted the need to perform 'full-coupling calculations' that take into account the interaction of large numbers of spherical earth multiplets. However, present methods for performing such full-coupling calculations require diagonalization of large coupling matrices, and so become computationally inefficient as the number of coupled modes is increased. In order to perform full-coupling calculations more efficiently, we describe a new implementation of the direct solution method for calculating synthetic spectra in laterally heterogeneous earth models. This approach is based on the solution of the inhomogeneous mode coupling equations in the frequency domain, and does not require the diagonalization of large matrices. Early implementations of the direct solution method used LU-decomposition to solve the mode coupling equations. However, as the number of coupled modes is increased, this method becomes impractically slow. To circumvent this problem, we solve the mode coupling equations iteratively using the preconditioned biconjugate gradient algorithm. We present a number of numerical tests to display the accuracy and efficiency of this method for performing large full-coupling calculations. In addition, we describe a frequency-domain formulation of the adjoint method for the calculation of Frechet kernels that show the sensitivity of normal mode observations to variations in earth structure. The calculation of such Frechet kernels involves one solution
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.
Source attribution of particulate matter pollution over North China with the adjoint method
NASA Astrophysics Data System (ADS)
Zhang, Lin; Liu, Licheng; Zhao, Yuanhong; Gong, Sunling; Zhang, Xiaoye; Henze, Daven K.; Capps, Shannon L.; Fu, Tzung-May; Zhang, Qiang; Wang, Yuxuan
2015-08-01
We quantify the source contributions to surface PM2.5 (fine particulate matter) pollution over North China from January 2013 to 2015 using the GEOS-Chem chemical transport model and its adjoint with improved model horizontal resolution (1/4° × 5/16°) and aqueous-phase chemistry for sulfate production. The adjoint method attributes the PM2.5 pollution to emissions from different source sectors and chemical species at the model resolution. Wintertime surface PM2.5 over Beijing is contributed by emissions of organic carbon (27% of the total source contribution), anthropogenic fine dust (27%), and SO2 (14%), which are mainly from residential and industrial sources, followed by NH3 (13%) primarily from agricultural activities. About half of the Beijing pollution originates from sources outside of the city municipality. Adjoint analyses for other cities in North China all show significant regional pollution transport, supporting a joint regional control policy for effectively mitigating the PM2.5 air pollution.
The adjoint method of data assimilation used operationally for shelf circulation
NASA Astrophysics Data System (ADS)
Griffin, David A.; Thompson, Keith R.
1996-02-01
A real-time shelf circulation model with data assimilation has been successfully used, possibly for the first time, on the outer Nova Scotian Shelf. The adjoint method was used to infer the time histories of flows across the four open boundaries of a 60 km × 60 km shallow-water equation model of Western Bank. The aim was to hindcast and nowcast currents over the bank so that a patch of water (initially 15 km in diameter) could be resampled over a 3-week period as part of a study of the early life history of Atlantic cod. Observations available in near real time for assimilation were from 14 drifting buoys, 2 telemetering moored current meters, the ship's acoustic Doppler current profiler and the local wind. For the postcruise hindcasts presented here, data from two bottom pressure gauges and two more current meters are also available. The experiment was successful, and the patch was sampled over a 19-day period that included two intense storms. In this paper we (1) document the model and how the data are assimilated, (2) present and discuss the observations, (3) demonstrate that the interpolative skill of the model exceeds that of simpler schemes that use just the current velocity data, and (4) provide examples of how particle tracking with the model enables asynoptically acquired data to be displayed as synoptic maps, greatly facilitating both underway cruise planning and postcruise data analysis. An interesting feature of the circulation on the bank was a nearly stationary eddy atop the bank crest. Larvae within the eddy were retained on the bank in a favorable environment until the onset of the storms. The variable integrity of the eddy may contribute to fluctuations of year-class success.
Spectral multigrid methods for elliptic equations
NASA Technical Reports Server (NTRS)
Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.
1981-01-01
An alternative approach which employs multigrid concepts in the iterative solution of spectral equations was examined. Spectral multigrid methods are described for self adjoint elliptic equations with either periodic or Dirichlet boundary conditions. For realistic fluid calculations the relevant boundary conditions are periodic in at least one (angular) coordinate and Dirichlet (or Neumann) in the remaining coordinates. Spectral methods are always effective for flows in strictly rectangular geometries since corners generally introduce singularities into the solution. If the boundary is smooth, then mapping techniques are used to transform the problem into one with a combination of periodic and Dirichlet boundary conditions. It is suggested that spectral multigrid methods in these geometries can be devised by combining the techniques.
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
Imaging the slab beneath central Chile using the Spectral Elements Method and adjoint techniques
NASA Astrophysics Data System (ADS)
Mercerat, E. D.; Nolet, G.; Marot, M.; Deshayes, P.; Monfret, T.
2010-12-01
This work focuses on imaging the subducting slab beneath Central Chile using novel inversion techniques based on the adjoint method and accurate wave propagation simulations using the Spectral Elements Method. The study area comprises the flat slab portion of the Nazca plate between 29 S and 34 S subducting beneath South America. We will use a database of regional seismicity consisting of both crustal and deep slab earthquakes with magnitude 3 < Mw < 6 recorded by different temporary and permanent seismological networks. Our main goal is to determine both the kinematics and the geometry of the subducting slab in order to help the geodynamical interpretation of such particular active margin. The Spectral Elements Method (SPECFEM3D code) is used to generate the synthetic seismograms and it will be applied for the iterative minimization based on adjoint techniques. The numerical mesh is 600 km x 600 km in horizontal coordinates and 220 km depth. As a first step, we are faced to well-known issues concerning mesh generation (resolution, quality, absorbing boundary conditions). In particular, we must evaluate the influence of free surface topography, as well as the MOHO and other geological interfaces in the synthetic seismograms. The initial velocity model from a previous travel-time tomography study, is linearly interpolated to the Gauss-Lobatto-Legendre grid. The comparison between the first forward simulations (up to 4 seconds minimum period) validate the initial velocity model of the study area, although many features not reproduced by the initial model have already been identified. Next step will concentrate in the comparison between finite-frequency kernels calculated by travel-time methods with ones based on adjoint methods, in order to highlight advantages and disadvantages in terms of resolution, accuracy, but also computational cost.
NASA Astrophysics Data System (ADS)
Cirpka, Olaf A.; Kitanidis, Peter K.
Including tracer data into geostatistically based methods of inverse modeling is computationally very costly when all concentration measurements are used and the sensitivities of many observations are calculated by the direct differentiation approach. Harvey and Gorelick (Water Resour Res 1995;31(7):1615-26) have suggested the use of the first temporal moment instead of the complete concentration record at a point. We derive a computationally efficient adjoint-state method for the sensitivities of the temporal moments that require the solution of the steady-state flow equation and two steady-state transport equations for the forward problem and the same number of equations for each first-moment measurement. The efficiency of the method makes it feasible to evaluate the sensitivity matrix many times in large domains. We incorporate our approach for the calculation of sensitivities in the quasi-linear geostatistical method of inversing ("iterative cokriging"). The application to an artificial example of a tracer introduced into an injection well shows good convergence behavior when both head and first-moment data are used for inversing, whereas inversing of arrival times alone is less stable.
NASA Astrophysics Data System (ADS)
Chen, H.; Li, K.
2012-12-01
We applied a wave-equation based adjoint wavefield method for seismic illumination/resolution analyses and full waveform inversion. A two-way wave-equation is used to calculate directional and diffracted energy fluxes for waves propagating between sources and receivers to the subsurface target. The first-order staggered-grid pressure-velocity formulation, which lacks the characteristic of being self-adjoint is further validated and corrected to render the modeling operator before its practical application. Despite most published papers on synthetic kernel research, realistic applications to two field experiments are demonstrated and emphasize its practical needs. The Fréchet sensitivity kernels are used to quantify the target illumination conditions. For realistic illumination measurements and resolution analyses, two completely different survey geometries and nontrivial pre-conditioning strategies based on seismic data type are demonstrated and compared. From illumination studies, particle velocity responses are more sensitive to lateral velocity variations than pressure records. For waveform inversion, the more accurately estimated velocity model obtained the deeper the depth of investigation would be reached. To achieve better resolution and illumination, closely spaced OBS receiver interval is preferred. Based on the results, waveform inversion is applied for a gas hydrate site in Taiwan for shallow structure and BSR detection. Full waveform approach potentially provides better depth resolution than ray approach. The quantitative analyses, a by-product of full waveform inversion, are useful for quantifying seismic processing and depth migration strategies.llumination/resolution analysis for a 3D MCS/OBS survey in 2008. Analysis of OBS data shows that pressure (top), horizontal (middle) and vertical (bottom) velocity records produce different resolving power for gas hydrate exploration. ull waveform inversion of 8 OBS data along Yuan-An Ridge in SW Taiwan
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.
Reconstruction of ocean circulation from sparse data using the adjoint method: LGM and the present
NASA Astrophysics Data System (ADS)
Kurahashi-Nakamura, T.; Losch, M. J.; Paul, A.; Mulitza, S.; Schulz, M.
2010-12-01
Understanding the behavior of the Earth's climate system under different conditions in the past is the basis for more robust projections of future climate. It is thought that the ocean circulation plays a very important role in the climate system, because it can greatly affect climate by dynamic-thermodynamic (as a medium of heat transport) and biogeochemical processes (by affecting the global carbon cycle). In this context, studying the period of the Last Glacial Maximum (LGM) is particularly promising, as it represents a climate state that is very different from today. Furthermore the LGM, compared to other paleoperiods, is characterized by a relatively good paleo-data coverage. Unfortunately, the ocean circulation during the LGM is still uncertain, with a range of climate models estimating both a stronger and a weaker formation rate of North Atlantic Deep Water (NADW) as compared to the present rate. Here, we present a project aiming at reducing this uncertainty by combining proxy data with a numerical ocean model using variational techniques. Our approach, the so-called adjoint method, employs a quadratic cost function of model-data differences weighted by their prior error estimates. We seek an optimal state estimate at the global minimum of the cost function by varying the independent control variables such as initial conditions (e.g. temperature), boundary conditions (e.g. surface winds, heat flux), or internal parameters (e.g. vertical diffusivity). The adjoint or dual model computes the gradient of the cost function with respect to these control variables and thus provides the information required by gradient descent algorithms. The gradients themselves provide valuable information about the sensitivity of the system to perturbations in the control variables. We use the Massachusetts Institute of Technology ocean general circulation model (MITgcm) with a cubed-sphere grid system that avoids converging grid lines and pole singularities. This model code is
NASA Astrophysics Data System (ADS)
Kuksin, Sergei; Maiocchi, Alberto
In this chapter we present a general method of constructing the effective equation which describes the behavior of small-amplitude solutions for a nonlinear PDE in finite volume, provided that the linear part of the equation is a hamiltonian system with a pure imaginary discrete spectrum. The effective equation is obtained by retaining only the resonant terms of the nonlinearity (which may be hamiltonian, or may be not); the assertion that it describes the limiting behavior of small-amplitude solutions is a rigorous mathematical theorem. In particular, the method applies to the three- and four-wave systems. We demonstrate that different possible types of energy transport are covered by this method, depending on whether the set of resonances splits into finite clusters (this happens, e.g. in case of the Charney-Hasegawa-Mima equation), or is connected (this happens, e.g. in the case of the NLS equation if the space-dimension is at least two). For equations of the first type the energy transition to high frequencies does not hold, while for equations of the second type it may take place. Our method applies to various weakly nonlinear wave systems, appearing in plasma, meteorology and oceanography.
Sensitivity analysis of numerically-simulated convective storms using direct and adjoint methods
Park, S.K.; Droegemeier, K.K.; Bischof, C.; Knauff, T.
1994-06-01
The goal of this project is to evaluate the sensitivity of numerically modeled convective storms to control parameters such as the initial conditions, boundary conditions, environment, and various physical and computational parameters. In other words, the authors seek the gradient of the solution vector with respect to specified parameters. One can use two approaches to accomplish this task. In the first or so-called brute force method, one uses a fully nonlinear model to generate a control forecast starting from a specified initial state. Then, a number of other forecasts are made in which chosen parameters (e.g., initial conditions) are systematically varied. The obvious drawback is that a large number of full model predictions are needed to examine the effects of only a single parameter. The authors describe herein an alternative, essentially automated method (ADIFOR, or Automatic DIfferentiation of FORtran) for obtaining the solution gradient that bypasses the adjoint altogether yet provides even more information about the gradient. (ADIFOR, like the adjoint technique, is constrained by the linearity assumption.) Applied to a 1-D moist cloud model, the authors assess the utility of ADIFOR relative to the brute force approach and evaluate the validity of the tangent linear approximation in the context of deep convection.
Source attribution of PM2.5 pollution over North China using the adjoint method
NASA Astrophysics Data System (ADS)
Zhang, L.; Liu, L.; Zhao, Y.; Gong, S.; Henze, D. K.
2014-12-01
Conventional methods for source attribution of air pollution are based on measurement statistics (such as Positive Matrix Factorization) or sensitivity simulations with a chemical transport model (CTM). These methods generally ignore the nonlinear chemistry associated with the pollution formation or require unaffordable computational time. Here we use the adjoint of GEOS-Chem CTM at 0.25x0.3125 degree resolution to examine the sources contributing to the PM2.5 pollution over North China in winter 2013. We improved the model sulfate simulation by implementing the aqueous-phase oxidation of S(IV) by nitrogen dioxide. The adjoint results provide detailed source information at the model underlying grid resolution including source types and sectors. We show that PM2.5 pollution over Beijing and Baoding (Hebei) in winter was largely contributed by the large-scale residential and industrial burnings, and ammonia (NH3) emissions from agriculture activities. Nearly half of pollution was transported from outside of the city domains, and accumulated over 2-3 days. We also show under the current emission conditions, the PM2.5 concentrations over North China are more sensitive to NH3 emissions than NOx and SO2 emissions.
Heberton, C.I.; Russell, T.F.; Konikow, L.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.
Adjoint Function: Physical Basis of Variational & Perturbation Theory in Transport
Energy Science and Technology Software Center (ESTSC)
2009-07-27
Version 00 Dr. J.D. Lewins has now released the following legacy book for free distribution: Importance: The Adjoint Function: The Physical Basis of Variational and Perturbation Theory in Transport and Diffusion Problems, North-Holland Publishing Company - Amsterdam, 582 pages, 1966 Introduction: Continuous Systems and the Variational Principle 1. The Fundamental Variational Principle 2. The Importance Function 3. Adjoint Equations 4. Variational Methods 5. Perturbation and Iterative Methods 6. Non-Linear Theory
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
Full waveform seismic tomography of the Vrancea region using the adjoint method
NASA Astrophysics Data System (ADS)
Baron, J.; Danecek, P.; Morelli, A.; Tondi, R.
2013-12-01
constrained by the quantity of usable seismic data as well as a poor signal-to-noise ratio, which imposes to carry out the analysis in a frequency band of relatively high frequencies. The adjoint tomographic inversion is implemented with the SPECFEM3D solver (a community code applying the spectral element method) to generate synthetic data and traveltime misfit kernels in a fine computational mesh that satisfies the data frequency band requirements. The computation is run on a BlueGene/Q massively parallel computer available at the CINECA supercomputing centre. We show what information can be retrieved about the tomographic model applying the full-waveform inversion and adjoint methods even applied to a modest-quality, mostly high-frequency content, regional dataset.
Comparison of adjoint and nudging methods to initialise ice sheet model basal conditions
NASA Astrophysics Data System (ADS)
Mosbeux, Cyrille; Gillet-Chaulet, Fabien; Gagliardini, Olivier
2016-07-01
Ice flow models are now routinely used to forecast the ice sheets' contribution to 21st century sea-level rise. For such short term simulations, the model response is greatly affected by the initial conditions. Data assimilation algorithms have been developed to invert for the friction of the ice on its bedrock using observed surface velocities. A drawback of these methods is that remaining uncertainties, especially in the bedrock elevation, lead to non-physical ice flux divergence anomalies resulting in undesirable transient effects. In this study, we compare two different assimilation algorithms based on adjoints and nudging to constrain both bedrock friction and elevation. Using synthetic twin experiments with realistic observation errors, we show that the two algorithms lead to similar performances in reconstructing both variables and allow the flux divergence anomalies to be significantly reduced.
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.
NASA Technical Reports Server (NTRS)
Rozvany, G. I. N.; Sobieszczanski-Sobieski, J.
1992-01-01
In new, iterative continuum-based optimality criteria (COC) methods, the strain in the adjoint structure becomes non-unique if the number of active local constraints is greater than the number of design variables for an element. This brief note discusses the use of smooth envelope functions (SEFs) in overcoming economically computational problems caused by the above non-uniqueness.
Arnal, B; Pinton, G; Garapon, P; Pernot, M; Fink, M; Tanter, M
2013-10-01
Shear wave imaging (SWI) maps soft tissue elasticity by measuring shear wave propagation with ultrafast ultrasound acquisitions (10 000 frames s(-1)). This spatiotemporal data can be used as an input for an inverse problem that determines a shear modulus map. Common inversion methods are local: the shear modulus at each point is calculated based on the values of its neighbour (e.g. time-of-flight, wave equation inversion). However, these approaches are sensitive to the information loss such as noise or the lack of the backscattered signal. In this paper, we evaluate the benefits of a global approach for elasticity inversion using a least-squares formulation, which is derived from full waveform inversion in geophysics known as the adjoint method. We simulate an acoustic waveform in a medium with a soft and a hard lesion. For this initial application, full elastic propagation and viscosity are ignored. We demonstrate that the reconstruction of the shear modulus map is robust with a non-uniform background or in the presence of noise with regularization. Compared to regular local inversions, the global approach leads to an increase of contrast (∼+3 dB) and a decrease of the quantification error (∼+2%). We demonstrate that the inversion is reliable in the case when there is no signal measured within the inclusions like hypoechoic lesions which could have an impact on medical diagnosis. PMID:24018867
Diagnositcs With Adjoint Modelling
NASA Astrophysics Data System (ADS)
Blessing, S.; Fraedrich, K.; Kirk, E.; Lunkeit, F.
The potential usefulness of an adjoint primitive equations global atmospheric circu- lation model for climate diagnostics is demonstrated in a feasibility study. A daily NAO-type index is calculated as one-point correlation of the 300 hPa streamfunction anomaly. By application of the adjoint model we diagnose its temperature forcing on short timescales in terms of spatial temperature sensitivity patterns at different time lags, which, in a first order approximation, induce growth of the index. The dynamical relevance of these sensitivity patterns is confirmed by lag-correlating the index time series and the projection time series of the model temperature on these sensitivity patterns.
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.
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.
MCNP: Multigroup/adjoint capabilities
Wagner, J.C.; Redmond, E.L. II; Palmtag, S.P.; Hendricks, J.S.
1994-04-01
This report discusses various aspects related to the use and validity of the general purpose Monte Carlo code MCNP for multigroup/adjoint calculations. The increased desire to perform comparisons between Monte Carlo and deterministic codes, along with the ever-present desire to increase the efficiency of large MCNP calculations has produced a greater user demand for the multigroup/adjoint capabilities. To more fully utilize these capabilities, we review the applications of the Monte Carlo multigroup/adjoint method, describe how to generate multigroup cross sections for MCNP with the auxiliary CRSRD code, describe how to use the multigroup/adjoint capability in MCNP, and provide examples and results indicating the effectiveness and validity of the MCNP multigroup/adjoint treatment. This information should assist users in taking advantage of the MCNP multigroup/adjoint capabilities.
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
NASA Astrophysics Data System (ADS)
Gao, YingYing; He, Feng; Shen, MengYu
2011-04-01
Based on the idea of adjoint method and the dynamic evolution method, a new optimum aerodynamic design technique is presented in this paper. It can be applied to the optimum problems with a large number of design variables and is time saving. The key of the new method lies in that the optimization process is regarded as an unsteady evolution, i.e., the optimization is executed, simultaneously with solving the unsteady flow governing equations and adjoint equations. Numerical examples for both the inverse problem and drag minimization using Euler equations have been presented, and the results show that the method presented in this paper is more efficient than the optimum methods based on the steady flow solution and the steady solution of adjoint equations.
Adjoint-Based Methodology for Time-Dependent Optimization
NASA Technical Reports Server (NTRS)
Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.
2008-01-01
This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered.
High-resolution array imaging using teleseismic converted waves based on adjoint methods
NASA Astrophysics Data System (ADS)
Liu, Q.; Chen, C.
2011-12-01
Seismic coda waves and converted phases have been used extensively to image detailed subsurface structures underneath seismic arrays, based on methods such as receiver functions, Kirchhoff migration and generalized Radon transform (GRT). Utilizing the same coda and converted waves, we propose to image both discontinuity interfaces and 3D velocity anomalies by combining full numerical simulations of wave propagation with adjoint methods recently adopted in global and regional tomography inversions. The `sensitivities' of these coda/converted waves to density, P and S velocities are calculated based on the interaction of the forward wave field that produces the main P phase, and the adjoint wave field generated by injecting the coda/converted phases at array stations as virtual sources, similar to the computation of isochrons in previous techniques. The density kernels generally highlight discontinuity interfaces and sharp velocity contrasts, while P and S velocity kernels provide hints to the update of volumetric velocity structures. The application of numerical solvers also allows the incorporation of 3D regional tomography models as background velocity models, providing better focusing of velocity anomalies. We show the feasibility of this technique on a synthetic case built based on the imaging geometry for Slave craton in the northwestern Canadian Shield by the POLARIS broadband seismic network. The main challenge of this technique lies in reproducing the forward wave field generated by tele-seismic sources in a limited simulation domain encompassing only local heterogeneous structures underneath array receivers. For simple homogeneous and layer-over-half-space background models, this can be solved by setting the incoming plane waves as initial conditions based on analytical formulae. For more sophisticated background models, a hybrid spectral-element solver is implemented by defining a fictitious boundary encompassing all local heterogeneities within the
NASA Astrophysics Data System (ADS)
Hagedoorn, J. M.; Martinec, Z.
2012-12-01
Recent models of the Earth's geomagnetic field at the core-mantle boundary (CMB) are based on satellite measurements and/or observatory data, which are mostly harmonically downward continued to the CMB. One aim of the upcoming satellite mission Swarm is to determine the three-dimensional distribution of electric conductivity of the Earth's mantle. On this background, we developed an adjoint sensitivity downward continuation approach that is capable to consider three-dimensional electric conductivity distributions. Martinec (Geophys. J. Int., 136, 1999) developed a time-domain spectral-finite element approach for the forward modelling of vector electromagnetic induction data as measured on ground-based magnetic observatory or by satellites. We design a new method to compute the sensitivity of the magnetic induction data to a magnetic field prescribed at the core-mantle boundary, which we term the adjoint sensitivity method. The forward and adjoint initial boundary-value problems, both solved in the time domain, are identical, except for the specification of prescribed boundary conditions. The respective boundary-value data are the measured X magnetic component for the forward method and the difference between the measured and predicted Z magnetic component for the adjoint method. The squares of the differences in Z magnetic component summed up over the time of observation and all spatial positions of observations determine the misfit. Then the sensitivities of observed data, i.e. the partial derivatives of the misfit with respect to the parameters characterizing the magnetic field at the core-mantle boundary, are obtained by the surface integral over the core-mantle boundary of the product of the adjoint solution multiplied by the time-dependent functions describing the time variability of magnetic field at the core-mantle boundary, and integrated over the time of observation. The time variability of boundary data is represented in terms of locally supported B
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.
ADGEN: ADjoint GENerator for computer models
Worley, B.A.; Pin, F.G.; Horwedel, J.E.; Oblow, E.M.
1989-05-01
This paper presents the development of a FORTRAN compiler and an associated supporting software library called ADGEN. ADGEN reads FORTRAN models as input and produces and enhanced version of the input model. The enhanced version reproduces the original model calculations but also has the capability to calculate derivatives of model results of interest with respect to any and all of the model data and input parameters. The method for calculating the derivatives and sensitivities is the adjoint method. Partial derivatives are calculated analytically using computer calculus and saved as elements of an adjoint matrix on direct assess storage. The total derivatives are calculated by solving an appropriate adjoint equation. ADGEN is applied to a major computer model of interest to the Low-Level Waste Community, the PRESTO-II model. PRESTO-II sample problem results reveal that ADGEN correctly calculates derivatives of response of interest with respect to 300 parameters. The execution time to create the adjoint matrix is a factor of 45 times the execution time of the reference sample problem. Once this matrix is determined, the derivatives with respect to 3000 parameters are calculated in a factor of 6.8 that of the reference model for each response of interest. For a single 3000 for determining these derivatives by parameter perturbations. The automation of the implementation of the adjoint technique for calculating derivatives and sensitivities eliminates the costly and manpower-intensive task of direct hand-implementation by reprogramming and thus makes the powerful adjoint technique more amenable for use in sensitivity analysis of existing models. 20 refs., 1 fig., 5 tabs.
Automated divertor target design by adjoint shape sensitivity analysis and a one-shot method
Dekeyser, W.; Reiter, D.; Baelmans, M.
2014-12-01
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 of 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.
Probability density adjoint for sensitivity analysis of the Mean of Chaos
Blonigan, Patrick J. Wang, Qiqi
2014-08-01
Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down when used to compute sensitivities of long-time averaged quantities in chaotic dynamical systems. This paper presents a new method for sensitivity analysis of ergodic chaotic dynamical systems, the density adjoint method. The method involves solving the governing equations for the system's invariant measure and its adjoint on the system's attractor manifold rather than in phase-space. This new approach is derived for and demonstrated on one-dimensional chaotic maps and the three-dimensional Lorenz system. It is found that the density adjoint computes very finely detailed adjoint distributions and accurate sensitivities, but suffers from large computational costs.
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.
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.
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.
Adjoint simulation of stream depletion due to aquifer pumping.
Neupauer, Roseanna M; Griebling, Scott A
2012-01-01
If an aquifer is hydraulically connected to an adjacent stream, a pumping well operating in the aquifer will draw some water from aquifer storage and some water from the stream, causing stream depletion. Several analytical, semi-analytical, and numerical approaches have been developed to estimate stream depletion due to pumping. These approaches are effective if the well location is known. If a new well is to be installed, it may be desirable to install the well at a location where stream depletion is minimal. If several possible locations are considered for the location of a new well, stream depletion would have to be estimated for all possible well locations, which can be computationally inefficient. The adjoint approach for estimating stream depletion is a more efficient alternative because with one simulation of the adjoint model, stream depletion can be estimated for pumping at a well at any location. We derive the adjoint equations for a coupled system with a confined aquifer, an overlying unconfined aquifer, and a river that is hydraulically connected to the unconfined aquifer. We assume that the stage in the river is known, and is independent of the stream depletion, consistent with the assumptions of the MODFLOW river package. We describe how the adjoint equations can be solved using MODFLOW. In an illustrative example, we show that for this scenario, the adjoint approach is as accurate as standard forward numerical simulation methods, and requires substantially less computational effort. PMID:22182421
Support Operators Method for the Diffusion Equation in Multiple Materials
Winters, Andrew R.; Shashkov, Mikhail J.
2012-08-14
A second-order finite difference scheme for the solution of the diffusion equation on non-uniform meshes is implemented. The method allows the heat conductivity to be discontinuous. The algorithm is formulated on a one dimensional mesh and is derived using the support operators method. A key component of the derivation is that the discrete analog of the flux operator is constructed to be the negative adjoint of the discrete divergence, in an inner product that is a discrete analog of the continuum inner product. The resultant discrete operators in the fully discretized diffusion equation are symmetric and positive definite. The algorithm is generalized to operate on meshes with cells which have mixed material properties. A mechanism to recover intermediate temperature values in mixed cells using a limited linear reconstruction is introduced. The implementation of the algorithm is verified and the linear reconstruction mechanism is compared to previous results for obtaining new material temperatures.
Adjoint Based Data Assimilation for an Ionospheric Model
NASA Astrophysics Data System (ADS)
Rosen, I. G.; Hajj, G. A.; Hajj, G. A.; Pi, X.; Pi, X.; Wang, C.; Wilson, B. D.
2001-05-01
The success of ionospheric modeling depends primarily on accurate knowledge of the forces (drivers) which enter into the collisional plasma hydrodynamic equations for the ionosphere and control the ionization as well as other dynamical and chemical processes. These include solar EUV and UV radiation, magnetospheric electric fields, particle precipitation, dynamo electric fields, thermospheric winds, neutral densities, and temperature. The determination of these model parameters from observational data is known as data assimilation. The data assimilation problem is formulated as a problem of minimizing a nonlinear functional, J (typically least squares) under a system of constraints consisting primarily of the underlying model equations. The performance index, J, can, in principle, be minimized using standard techniques such as the Newton's steepest decent method. There are however major technical challenges in practice. Since J is highly nonlinear and each evaluation of the functional requires the integration of the ionospheric model equations, computing the gradient vector of J with respect to the unknown parameters is time consuming. This problem is solved by use of the adjoint method. The ionospheric model used in this effort is for mid- and low-latitudes and consists of solving the continuity and momentum partial differential equations in four dimensional (three spatial dimensions and time) to compute the O+ density in the ionosphere and plasmasphere. We have developed codes for solving the forward model on a fixed grid. This makes it relatively straight forward to apply the adjoint method for computing gradients when doing nonlinear least squares based data assimilation. Because of the significant cost (in computational effort and CPU time) involved in performing a forward integration of the underlying 3-D model at any reasonable grid resolution, the use of the adjoint method for computing the gradients is indispensable. The adjoint method provides an elegant
NASA Astrophysics Data System (ADS)
Virieux, J.; Bretaudeau, F.; Metivier, L.; Brossier, R.
2013-12-01
Simultaneous inversion of seismic velocities and source parameters have been a long standing challenge in seismology since the first attempts to mitigate trade-off between very different parameters influencing travel-times (Spencer and Gubbins 1980, Pavlis and Booker 1980) since the early development in the 1970s (Aki et al 1976, Aki and Lee 1976, Crosson 1976). There is a strong trade-off between earthquake source positions, initial times and velocities during the tomographic inversion: mitigating these trade-offs is usually carried empirically (Lemeur et al 1997). This procedure is not optimal and may lead to errors in the velocity reconstruction as well as in the source localization. For a better simultaneous estimation of such multi-parametric reconstruction problem, one may take benefit of improved local optimization such as full Newton method where the Hessian influence helps balancing between different physical parameter quantities and improving the coverage at the point of reconstruction. Unfortunately, the computation of the full Hessian operator is not easily computed in large models and with large datasets. Truncated Newton (TCN) is an alternative optimization approach (Métivier et al. 2012) that allows resolution of the normal equation H Δm = - g using a matrix-free conjugate gradient algorithm. It only requires to be able to compute the gradient of the misfit function and Hessian-vector products. Traveltime maps can be computed in the whole domain by numerical modeling (Vidale 1998, Zhao 2004). The gradient and the Hessian-vector products for velocities can be computed without ray-tracing using 1st and 2nd order adjoint-state methods for the cost of 1 and 2 additional modeling step (Plessix 2006, Métivier et al. 2012). Reciprocity allows to compute accurately the gradient and the full Hessian for each coordinates of the sources and for their initial times. Then the resolution of the problem is done through two nested loops. The model update Δm is
NASA Astrophysics Data System (ADS)
Anis, Fatima; Lou, Yang; Conjusteau, André; Su, Richard; Oruganti, Tanmayi; Ermilov, Sergey A.; Oraevsky, Alexander A.; Anastasio, Mark A.
2014-03-01
In this work, we investigate a novel reconstruction method for laser-induced ultrasound computed tomography (USCT) breast imaging that circumvents limitations of existing methods that rely on ray-tracing. There is currently great interest in developing hybrid imaging systems that combine optoacoustic tomography (OAT) and USCT. There are two primary motivations for this: (1) the speed-of-sound (SOS) distribution reconstructed by USCT can provide complementary diagnostic information; and (2) the reconstructed SOS distribution can be incorporated in the OAT reconstruction algorithm to improve OAT image quality. However, image reconstruction in USCT remains challenging. The majority of existing approaches for USCT breast imaging involve ray-tracing to establish the imaging operator. This process is cumbersome and can lead to inaccuracies in the reconstructed SOS images in the presence of multiple ray-paths and/or shadow zones. To circumvent these problems, we implemented a partial differential equation-based Eulerian approach to USCT that was proposed in the mathematics literature but never investigated for medical imaging applications. This method operates by directly inverting the Eikonal equation without ray-tracing. A numerical implementation of this method was developed and compared to existing reconstruction methods for USCT breast imaging. We demonstrated the ability of the new method to reconstruct SOS maps from TOF data obtained by a hybrid OAT/USCT imager built by our team.
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…
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.
NASA Astrophysics Data System (ADS)
Wang, Brian; Goldstein, Moshe; Xu, X. George; Sahoo, Narayan
2005-03-01
Recently, the theoretical framework of the adjoint Monte Carlo (AMC) method has been developed using a simplified patient geometry. In this study, we extended our previous work by applying the AMC framework to a 3D anatomical model called VIP-Man constructed from the Visible Human images. First, the adjoint fluxes for the prostate (PTV) and rectum and bladder (organs at risk (OARs)) were calculated on a spherical surface of 1 m radius, centred at the centre of gravity of PTV. An importance ratio, defined as the PTV dose divided by the weighted OAR doses, was calculated for each of the available beamlets to select the beam angles. Finally, the detailed doses in PTV and OAR were calculated using a forward Monte Carlo simulation to include the electron transport. The dose information was then used to generate dose volume histograms (DVHs). The Pinnacle treatment planning system was also used to generate DVHs for the 3D plans with beam angles obtained from the AMC (3D-AMC) and a standard six-field conformal radiation therapy plan (3D-CRT). Results show that the DVHs for prostate from 3D-AMC and the standard 3D-CRT are very similar, showing that both methods can deliver prescribed dose to the PTV. A substantial improvement in the DVHs for bladder and rectum was found for the 3D-AMC method in comparison to those obtained from 3D-CRT. However, the 3D-AMC plan is less conformal than the 3D-CRT plan because only bladder, rectum and PTV are considered for calculating the importance ratios. Nevertheless, this study clearly demonstrated the feasibility of the AMC in selecting the beam directions as a part of a treatment planning based on the anatomical information in a 3D and realistic patient anatomy.
Improved beam propagation method equations.
Nichelatti, E; Pozzi, G
1998-01-01
Improved beam propagation method (BPM) equations are derived for the general case of arbitrary refractive-index spatial distributions. It is shown that in the paraxial approximation the discrete equations admit an analytical solution for the propagation of a paraxial spherical wave, which converges to the analytical solution of the paraxial Helmholtz equation. The generalized Kirchhoff-Fresnel diffraction integral between the object and the image planes can be derived, with its coefficients expressed in terms of the standard ABCD matrix. This result allows the substitution, in the case of an unaberrated system, of the many numerical steps with a single analytical step. We compared the predictions of the standard and improved BPM equations by considering the cases of a Maxwell fish-eye and of a Luneburg lens. PMID:18268554
NASA Astrophysics Data System (ADS)
Kavvadias, I. S.; Papoutsis-Kiachagias, E. M.; Dimitrakopoulos, G.; Giannakoglou, K. C.
2015-11-01
In this article, the gradient of aerodynamic objective functions with respect to design variables, in problems governed by the incompressible Navier-Stokes equations coupled with the k-ω SST turbulence model, is computed using the continuous adjoint method, for the first time. Shape optimization problems for minimizing drag, in external aerodynamics (flows around isolated airfoils), or viscous losses in internal aerodynamics (duct flows) are considered. Sensitivity derivatives computed with the proposed adjoint method are compared to those computed with finite differences or a continuous adjoint variant based on the frequently used assumption of frozen turbulence; the latter proves the need for differentiating the turbulence model. Geometries produced by optimization runs performed with sensitivities computed by the proposed method and the 'frozen turbulence' assumption are also compared to quantify the gain from formulating and solving the adjoint to the turbulence model equations.
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.
NASA Astrophysics Data System (ADS)
Kopacz, Monika; Jacob, Daniel J.; Henze, Daven K.; Heald, Colette L.; Streets, David G.; Zhang, Qiang
2008-04-01
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 consistent with those of the analytical inversion when averaged over the large regions of the latter. Unlike the analytical solution, the adjoint correction factors are not subject to compensating errors between adjacent regions (error anticorrelation). The adjoint solution also reveals fine-scale variability that the analytical inversion cannot resolve. For example, India shows both large emissions underestimates in the densely populated Ganges Valley and large overestimates in the eastern part of the country where springtime emissions are dominated by biomass burning. Correction factors to Chinese emissions are largest in central and eastern China, consistent with a recent bottom-up inventory though there are disagreements in the fine structure. Correction factors for biomass burning are consistent with a recent bottom-up inventory based on MODIS satellite fire data.
A Generalized Adjoint Approach for Quantifying Reflector Assembly Discontinuity Factor Uncertainties
Yankov, Artem; Collins, Benjamin; Jessee, Matthew Anderson; Downar, Thomas
2012-01-01
Sensitivity-based uncertainty analysis of assembly discontinuity factors (ADFs) can be readily performed using adjoint methods for infinite lattice models. However, there is currently no adjoint-based methodology to obtain uncertainties for ADFs along an interface between a fuel and reflector region. To accommodate leakage effects in a reflector region, a 1D approximation is usually made in order to obtain the homogeneous interface flux required to calculate the ADF. Within this 1D framework an adjoint-based method is proposed that is capable of efficiently calculating ADF uncertainties. In the proposed method the sandwich rule is utilized to relate the covariance of the input parameters of 1D diffusion theory in the reflector region to the covariance of the interface ADFs. The input parameters covariance matrix can be readily obtained using sampling-based codes such as XSUSA or adjoint-based codes such as TSUNAMI. The sensitivity matrix is constructed using a fixed-source adjoint approach for inputs characterizing the reflector region. An analytic approach is then used to determine the sensitivity of the ADFs to fuel parameters using the neutron balance equation. A stochastic approach is used to validate the proposed adjoint-based method.
Accurate adjoint design sensitivities for nano metal optics.
Hansen, Paul; Hesselink, Lambertus
2015-09-01
We present a method for obtaining accurate numerical design sensitivities for metal-optical nanostructures. Adjoint design sensitivity analysis, long used in fluid mechanics and mechanical engineering for both optimization and structural analysis, is beginning to be used for nano-optics design, but it fails for sharp-cornered metal structures because the numerical error in electromagnetic simulations of metal structures is highest at sharp corners. These locations feature strong field enhancement and contribute strongly to design sensitivities. By using high-accuracy FEM calculations and rounding sharp features to a finite radius of curvature we obtain highly-accurate design sensitivities for 3D metal devices. To provide a bridge to the existing literature on adjoint methods in other fields, we derive the sensitivity equations for Maxwell's equations in the PDE framework widely used in fluid mechanics. PMID:26368483
NASA Technical Reports Server (NTRS)
Edwards, S.; Reuther, J.; Chattot, J. J.
1997-01-01
The objective of this paper is to present a control theory approach for the design of airfoils in the presence of viscous compressible flows. A coupled system of the integral boundary layer and the Euler equations is solved to provide rapid flow simulations. An adjunct approach consistent with the complete coupled state equations is employed to obtain the sensitivities needed to drive a numerical optimization algorithm. Design to target pressure distribution is demonstrated on an RAE 2822 airfoil at transonic speed.
Adjoint Error Estimation for Linear Advection
Connors, J M; Banks, J W; Hittinger, J A; Woodward, C S
2011-03-30
An a posteriori error formula is described when a statistical measurement of the solution to a hyperbolic conservation law in 1D is estimated by finite volume approximations. This is accomplished using adjoint error estimation. In contrast to previously studied methods, the adjoint problem is divorced from the finite volume method used to approximate the forward solution variables. An exact error formula and computable error estimate are derived based on an abstractly defined approximation of the adjoint solution. This framework allows the error to be computed to an arbitrary accuracy given a sufficiently well resolved approximation of the adjoint solution. The accuracy of the computable error estimate provably satisfies an a priori error bound for sufficiently smooth solutions of the forward and adjoint problems. The theory does not currently account for discontinuities. Computational examples are provided that show support of the theory for smooth solutions. The application to problems with discontinuities is also investigated computationally.
D.L. Henderson; S. Yoo; M. Kowalok; T.R. Mackie; B.R. Thomadsen
2001-10-30
The goal of this project is to investigate the use of the adjoint method, commonly used in the reactor physics community, for the optimization of radiation therapy patient treatment plans. Two different types of radiation therapy are being examined, interstitial brachytherapy and radiotherapy. In brachytherapy radioactive sources are surgically implanted within the diseased organ such as the prostate to treat the cancerous tissue. With radiotherapy, the x-ray source is usually located at a distance of about 1-metere from the patient and focused on the treatment area. For brachytherapy the optimization phase of the treatment plan consists of determining the optimal placement of the radioactive sources, which delivers the prescribed dose to the disease tissue while simultaneously sparing (reducing) the dose to sensitive tissue and organs. For external beam radiation therapy the optimization phase of the treatment plan consists of determining the optimal direction and intensity of beam, which provides complete coverage of the tumor region with the prescribed dose while simultaneously avoiding sensitive tissue areas. For both therapy methods, the optimal treatment plan is one in which the diseased tissue has been treated with the prescribed dose and dose to the sensitive tissue and organs has been kept to a minimum.
NASA Astrophysics Data System (ADS)
Martinec, Zdenek; Sasgen, Ingo; Velimsky, Jakub
2014-05-01
In this study, two new methods for computing the sensitivity of the glacial isostatic adjustment (GIA) forward solution with respect to the Earth's mantle viscosity are presented: the forward sensitivity method (FSM) and the adjoint sensitivity method (ASM). These advanced formal methods are based on the time-domain,spectral-finite element method for modelling the GIA response of laterally heterogeneous earth models developed by Martinec (2000). There are many similarities between the forward method and the FSM and ASM for a general physical system. However, in the case of GIA, there are also important differences between the forward and sensitivity methods. The analysis carried out in this study results in the following findings. First, the forward method of GIA is unconditionally solvable, regardless of whether or not a combined ice and ocean-water load contains the first-degree spherical harmonics. This is also the case for the FSM, however, the ASM must in addition be supplemented by nine conditions on the misfit between the given GIA-related data and the forward model predictions to guarantee the existence of a solution. This constrains the definition of data least-squares misfit. Second, the forward method of GIA implements an ocean load as a free boundary-value function over an ocean area with a free geometry. That is, an ocean load and the shape of ocean, the so-called ocean function, are being sought, in addition to deformation and gravity-increment fields, by solving the forward method. The FSM and ASM also apply the adjoint ocean load as a free boundary-value function, but instead over an ocean area with the fixed geometry given by the ocean function determined by the forward method. In other words, a boundary-value problem for the forward method of GIA is free with respect to determining (i) the boundary-value data over an ocean area and (ii) the ocean function itself, while the boundary-value problems for the FSM and ASM are free only with respect to
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.
NASA Astrophysics Data System (ADS)
Truchet, G.; Leconte, P.; Peneliau, Y.; Santamarina, A.; Malvagi, F.
2014-06-01
Pile-oscillation experiments are performed in the MINERVE reactor at the CEA Cadarache to improve nuclear data accuracy. In order to precisely calculate small reactivity variations (<10 pcm) obtained in these experiments, a reference calculation need to be achieved. This calculation may be accomplished using the continuous-energy Monte Carlo code TRIPOLI-4® by using the eigenvalue difference method. This "direct" method has shown limitations in the evaluation of very small reactivity effects because it needs to reach a very small variance associated to the reactivity in both states. To answer this problem, it has been decided to implement the exact perturbation theory in TRIPOLI-4® and, consequently, to calculate a continuous-energy adjoint flux. The Iterated Fission Probability (IFP) method was chosen because it has shown great results in some other Monte Carlo codes. The IFP method uses a forward calculation to compute the adjoint flux, and consequently, it does not rely on complex code modifications but on the physical definition of the adjoint flux as a phase-space neutron importance. In the first part of this paper, the IFP method implemented in TRIPOLI-4® is described. To illustrate the effciency of the method, several adjoint fluxes are calculated and compared with their equivalent obtained by the deterministic code APOLLO-2. The new implementation can calculate angular adjoint flux. In the second part, a procedure to carry out an exact perturbation calculation is described. A single cell benchmark has been used to test the accuracy of the method, compared with the "direct" estimation of the perturbation. Once again the method based on the IFP shows good agreement for a calculation time far more inferior to the "direct" method. The main advantage of the method is that the relative accuracy of the reactivity variation does not depend on the magnitude of the variation itself, which allows us to calculate very small reactivity perturbations with high
Application of adjoint operators to neural learning
NASA Technical Reports Server (NTRS)
Barhen, J.; Toomarian, N.; Gulati, S.
1990-01-01
A technique for the efficient analytical computation of such parameters of the neural architecture as synaptic weights and neural gain is presented as a single solution of a set of adjoint equations. The learning model discussed concentrates on the adiabatic approximation only. A problem of interest is represented by a system of N coupled equations, and then adjoint operators are introduced. A neural network is formalized as an adaptive dynamical system whose temporal evolution is governed by a set of coupled nonlinear differential equations. An approach based on the minimization of a constrained neuromorphic energylike function is applied, and the complete learning dynamics are obtained as a result of the calculations.
NASA Astrophysics Data System (ADS)
Masson, Y.; Pierre, C.; Romanowicz, B. A.; French, S. W.; Yuan, H.
2014-12-01
Yuan et al. (2013) developed a 3D radially anisotropic shear wave model of North America (NA) upper mantle based on full waveform tomography, combining teleseismic and regional distance data sampling the NA. In this model, synthetic seismograms associated with regional events (i.e. events located inside in the region imaged NA) were computed exactly using the Spectral Element method (Cupillard et al., 2012), while, synthetic seismograms associated with teleseismic events were performed approximately using non-linear asymptotic coupling theory (NACT, Li and Romanowicz, 1995). Both the regional and the teleseismic dataset have been inverted using approximate sensitivity kernels based upon normal mode theory. Our objective is to improve our current model and to build the next generation model of NA by introducing new methodological developments (Masson et al., 2014) that allow us to compute exact synthetic seismograms as well as adjoint sensitivity kernels associated with teleseismic events, using mostly regional computations of wave propagation. The principle of the method is to substitute a teleseismic source (i.e. an earthquake) by an "equivalent" set of seismic sources acting on the boundaries of the region to be imaged that is producing exactly the same wavefield. Computing the equivalent set of sources associated with each one of the teleseismic events requires a few global simulations of the seismic wavefield that can be done once for all, prior to the regional inversion. Then, the regional full waveform inversion can be preformed using regional simulations only. We present a 3D model of NA demonstrating the advantages of the proposed method.
NASA Astrophysics Data System (ADS)
Chen, De-Xiang; Xu, Zi-Li; Liu, Shi; Feng, Yong-Xin
2014-03-01
Modern least squares finite element method (LSFEM) has advantage over mixed finite element method for non-self-adjoint problem like Navier-Stokes equations, but has problem to be norm equivalent and mass conservative when using C0 type basis. In this paper, LSFEM with non-uniform B-splines (NURBS) is proposed for Navier-Stokes equations. High order continuity NURBS is used to construct the finite-dimensional spaces for both velocity and pressure. Variational form is derived from the governing equations with primitive variables and the DOFs due to additional variables are not necessary. There is a novel k-refinement which has spectral convergence of least squares functional. The method also has same advantages as isogeometric analysis like automatic mesh generation and exact geometry representation. Several benchmark problems are solved using the proposed method. The results agree well with the benchmark solutions available in literature. The results also show good performance in mass conservation.
Design sensitivity analysis with Applicon IFAD using the adjoint variable method
NASA Technical Reports Server (NTRS)
Frederick, Marjorie C.; Choi, Kyung K.
1984-01-01
A numerical method is presented to implement structural design sensitivity analysis using the versatility and convenience of existing finite element structural analysis program and the theoretical foundation in structural design sensitivity analysis. Conventional design variables, such as thickness and cross-sectional areas, are considered. Structural performance functionals considered include compliance, displacement, and stress. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. That is, design sensitivity analysis software does not have to be imbedded in an existing finite element code. The finite element structural analysis program used in the implementation presented is IFAD. Feasibility of the method is shown through analysis of several problems, including built-up structures. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of a finite difference perturbation.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
NASA Astrophysics Data System (ADS)
Bozdag, Ebru; Lefebvre, Matthieu; Lei, Wenjie; Peter, Daniel; Smith, James; Komatitsch, Dimitri; Tromp, Jeroen
2015-04-01
We will present our initial results of global adjoint tomography based on 3D seismic wave simulations which is one of the most challenging examples in seismology in terms of intense computational requirements and vast amount of high-quality seismic data that can potentially be assimilated in inversions. Using a spectral-element method, we incorporate full 3D wave propagation in seismic tomography by running synthetic seismograms and adjoint simulations to compute exact sensitivity kernels in realistic 3D background models. We run our global simulations on the Oak Ridge National Laboratory's Cray XK7 "Titan" system taking advantage of the GPU version of the SPECFEM3D_GLOBE package. We have started iterations with initially selected 253 earthquakes within the magnitude range of 5.5 < Mw < 7.0 and numerical simulations having resolution down to ~27 s to invert for a transversely isotropic crust and mantle model using a non-linear conjugate gradient algorithm. The measurements are currently based on frequency-dependent traveltime misfits. We use both minor- and major-arc body and surface waves by running 200 min simulations where inversions are performed with more than 2.6 million measurements. Our initial results after 12 iterations already indicate several prominent features such as enhanced slab (e.g., Hellenic, Japan, Bismarck, Sandwich), plume/hotspot (e.g., the Pacific superplume, Caroline, Yellowstone, Hawaii) images, etc. To improve the resolution and ray coverage, particularly in the lower mantle, our aim is to increase the resolution of numerical simulations first going down to ~17 s and then to ~9 s to incorporate high-frequency body waves in inversions. While keeping track of the progress and illumination of features in our models with a limited data set, we work towards to assimilate all available data in inversions from all seismic networks and earthquakes in the global CMT catalogue.
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
Adjoint active surfaces for localization and imaging.
Cook, Daniel A; Mueller, Martin Fritz; Fedele, Francesco; Yezzi, Anthony J
2015-01-01
This paper addresses the problem of localizing and segmenting regions embedded within a surrounding medium by characterizing their boundaries, as opposed to imaging the entirety of the volume. Active surfaces are used to directly reconstruct the shape of the region of interest. We describe the procedure for finding the optimal surface, which is computed iteratively via gradient descent that exploits the sensitivity of an error minimization functional to changes of the active surface. In doing so, we introduce the adjoint model to compute the sensitivity, and in this respect, the method shares common ground with several other disciplines, such as optimal control. Finally, we illustrate the proposed active surface technique in the framework of wave propagation governed by the scalar Helmholtz equation. Potential applications include electromagnetics, acoustics, geophysics, nondestructive testing, and medical imaging. PMID:25438311
NASA Astrophysics Data System (ADS)
Kano, Masayuki; Miyazaki, Shin'ichi; Ishikawa, Yoichi; Hiyoshi, Yoshihisa; Ito, Kosuke; Hirahara, Kazuro
2015-10-01
Data assimilation is a technique that optimizes the parameters used in a numerical model with a constraint of model dynamics achieving the better fit to observations. Optimized parameters can be utilized for the subsequent prediction with a numerical model and predicted physical variables are presumably closer to observations that will be available in the future, at least, comparing to those obtained without the optimization through data assimilation. In this work, an adjoint data assimilation system is developed for optimizing a relatively large number of spatially inhomogeneous frictional parameters during the afterslip period in which the physical constraints are a quasi-dynamic equation of motion and a laboratory derived rate and state dependent friction law that describe the temporal evolution of slip velocity at subduction zones. The observed variable is estimated slip velocity on the plate interface. Before applying this method to the real data assimilation for the afterslip of the 2003 Tokachi-oki earthquake, a synthetic data assimilation experiment is conducted to examine the feasibility of optimizing the frictional parameters in the afterslip area. It is confirmed that the current system is capable of optimizing the frictional parameters A-B, A and L by adopting the physical constraint based on a numerical model if observations capture the acceleration and decaying phases of slip on the plate interface. On the other hand, it is unlikely to constrain the frictional parameters in the region where the amplitude of afterslip is less than 1.0 cm d-1. Next, real data assimilation for the 2003 Tokachi-oki earthquake is conducted to incorporate slip velocity data inferred from time dependent inversion of Global Navigation Satellite System time-series. The optimized values of A-B, A and L are O(10 kPa), O(102 kPa) and O(10 mm), respectively. The optimized frictional parameters yield the better fit to the observations and the better prediction skill of slip
Towards Global Adjoint Tomography
NASA Astrophysics Data System (ADS)
Bozdag, E.; Zhu, H.; Peter, D. B.; Tromp, J.
2012-12-01
Seismic tomography is at a stage where we can harness entire seismograms using the opportunities offered by advances in numerical wave propagation solvers and high-performance computing. Adjoint methods provide an efficient way for incorporating full nonlinearity of wave propagation and 3D Fréchet kernels in iterative seismic inversions which have so far given promising results at continental and regional scales. Our goal is to take adjoint tomography forward to image the entire planet. Using an iterative conjugate gradient scheme, we initially set the aim to obtain a global crustal and mantle model with confined transverse isotropy in the upper mantle. We have started with around 255 global CMT events having moment magnitudes between 5.8 and 7, and used GSN stations as well as some local networks such as USArray, European stations etc. Prior to the structure inversion, we reinvert global CMT solutions by computing Green functions in our 3D reference model to take into account effects of crustal variations on source parameters. Using the advantages of numerical simulations, our strategy is to invert crustal and mantle structure together to avoid any bias introduced into upper-mantle images due to "crustal corrections", which are commonly used in classical tomography. 3D simulations dramatically increase the usable amount of data so that, with the current earthquake-station setup, we perform each iteration with more than two million measurements. Multi-resolution smoothing based on ray density is applied to the gradient to better deal with the imperfect source-station distribution on the globe and extract more information underneath regions with dense ray coverage and vice versa. Similar to frequency domain approach, we reduce nonlinearities by starting from long periods and gradually increase the frequency content of data after successive model updates. To simplify the problem, we primarily focus on the elastic structure and therefore our measurements are based on
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).
Analytical methods for solving the Boltzmann equation
NASA Astrophysics Data System (ADS)
Struminskii, V. V.
The principal analytical methods for solving the Boltzmann equation are reviewed, and a very general solution is proposed. The method makes it possible to obtain a solution to the Cauchy problem for the nonlinear Boltzmann equation and thus determine the applicability regions for the various analytical methods. The method proposed here also makes it possible to demonstrate that Hilbert's theorem of macroscopic causality does not apply and Hilbert's paradox does not exist.
Entropy viscosity method applied to Euler equations
Delchini, M. O.; Ragusa, J. C.; Berry, R. A.
2013-07-01
The entropy viscosity method [4] has been successfully applied to hyperbolic systems of equations such as Burgers equation and Euler equations. The method consists in adding dissipative terms to the governing equations, where a viscosity coefficient modulates the amount of dissipation. The entropy viscosity method has been applied to the 1-D Euler equations with variable area using a continuous finite element discretization in the MOOSE framework and our results show that it has the ability to efficiently smooth out oscillations and accurately resolve shocks. Two equations of state are considered: Ideal Gas and Stiffened Gas Equations Of State. Results are provided for a second-order time implicit schemes (BDF2). Some typical Riemann problems are run with the entropy viscosity method to demonstrate some of its features. Then, a 1-D convergent-divergent nozzle is considered with open boundary conditions. The correct steady-state is reached for the liquid and gas phases with a time implicit scheme. The entropy viscosity method correctly behaves in every problem run. For each test problem, results are shown for both equations of state considered here. (authors)
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
Hybrid method for the chemical master equation
Hellander, Andreas Loetstedt, Per
2007-11-10
The chemical master equation is solved by a hybrid method coupling a macroscopic, deterministic description with a mesoscopic, stochastic model. The molecular species are divided into one subset where the expected values of the number of molecules are computed and one subset with species with a stochastic variation in the number of molecules. The macroscopic equations resemble the reaction rate equations and the probability distribution for the stochastic variables satisfy a master equation. The probability distribution is obtained by the Stochastic Simulation Algorithm due to Gillespie. The equations are coupled via a summation over the mesoscale variables. This summation is approximated by Quasi-Monte Carlo methods. The error in the approximations is analyzed. The hybrid method is applied to three chemical systems from molecular cell biology.
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.
Adjoint affine fusion and tadpoles
NASA Astrophysics Data System (ADS)
Urichuk, Andrew; Walton, Mark A.
2016-06-01
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 written 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.
Double-difference adjoint seismic tomography
NASA Astrophysics Data System (ADS)
Yuan, Yanhua O.; Simons, Frederik J.; Tromp, Jeroen
2016-06-01
We introduce a `double-difference' method for the inversion for seismic wavespeed structure based on adjoint tomography. Differences between seismic observations and model predictions at individual stations may arise from factors other than structural heterogeneity, such as errors in the assumed source-time function, inaccurate timings, and systematic uncertainties. To alleviate the corresponding nonuniqueness in the inverse problem, we construct differential measurements between stations, thereby reducing the influence of the source signature and systematic errors. We minimize the discrepancy between observations and simulations in terms of the differential measurements made on station pairs. We show how to implement the double-difference concept in adjoint tomography, both theoretically and in practice. We compare the sensitivities of absolute and differential measurements. The former provide absolute information on structure along the ray paths between stations and sources, whereas the latter explain relative (and thus higher-resolution) structural variations in areas close to the stations. Whereas in conventional tomography a measurement made on a single earthquake-station pair provides very limited structural information, in double-difference tomography one earthquake can actually resolve significant details of the structure. The double-difference methodology can be incorporated into the usual adjoint tomography workflow by simply pairing up all conventional measurements; the computational cost of the necessary adjoint simulations is largely unaffected. Rather than adding to the computational burden, the inversion of double-difference measurements merely modifies the construction of the adjoint sources for data assimilation.
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
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
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
Dynamic discretization method for solving Kepler's equation
NASA Astrophysics Data System (ADS)
Feinstein, Scott A.; McLaughlin, Craig A.
2006-09-01
Kepler’s equation needs to be solved many times for a variety of problems in Celestial Mechanics. Therefore, computing the solution to Kepler’s equation in an efficient manner is of great importance to that community. There are some historical and many modern methods that address this problem. Of the methods known to the authors, Fukushima’s discretization technique performs the best. By taking more of a system approach and combining the use of discretization with the standard computer science technique known as dynamic programming, we were able to achieve even better performance than Fukushima. We begin by defining Kepler’s equation for the elliptical case and describe existing solution methods. We then present our dynamic discretization method and show the results of a comparative analysis. This analysis will demonstrate that, for the conditions of our tests, dynamic discretization performs the best.
A Collocation Method for Volterra Integral Equations
NASA Astrophysics Data System (ADS)
Kolk, Marek
2010-09-01
We propose a piecewise polynomial collocation method for solving linear Volterra integral equations of the second kind with logarithmic kernels which, in addition to a diagonal singularity, may have a singularity at the initial point of the interval of integration. An attainable order of the convergence of the method is studied. We illustrate our results with a numerical example.
NASA Astrophysics Data System (ADS)
Galanti, Eli; Kaspi, Yohai
2016-04-01
During 2016-17, the Juno and Cassini spacecraft will both perform close eccentric orbits of Jupiter and Saturn, respectively, obtaining high-precision gravity measurements for these planets. These data will be used to estimate the depth of the observed surface flows on these planets. All models to date, relating the winds to the gravity field, have been in the forward direction, thus only allowing the calculation of the gravity field from given wind models. However, there is a need to do the inverse problem since the new observations will be of the gravity field. Here, an inverse dynamical model is developed to relate the expected measurable gravity field, to perturbations of the density and wind fields, and therefore to the observed cloud-level winds. In order to invert the gravity field into the 3D circulation, an adjoint model is constructed for the dynamical model, thus allowing backward integration. This tool is used for the examination of various scenarios, simulating cases in which the depth of the wind depends on latitude. We show that it is possible to use the gravity measurements to derive the depth of the winds, both on Jupiter and Saturn, also taking into account measurement errors. Calculating the solution uncertainties, we show that the wind depth can be determined more precisely in the low-to-mid-latitudes. In addition, the gravitational moments are found to be particularly sensitive to flows at the equatorial intermediate depths. Therefore, we expect that if deep winds exist on these planets they will have a measurable signature by Juno and Cassini.
Using adjoint-based optimization to study wing flexibility in flapping flight
NASA Astrophysics Data System (ADS)
Wei, Mingjun; Xu, Min; Dong, Haibo
2014-11-01
In the study of flapping-wing flight of birds and insects, it is important to understand the impact of wing flexibility/deformation on aerodynamic performance. However, the large control space from the complexity of wing deformation and kinematics makes usual parametric study very difficult or sometimes impossible. Since the adjoint-based approach for sensitivity study and optimization strategy is a process with its cost independent of the number of input parameters, it becomes an attractive approach in our study. Traditionally, adjoint equation and sensitivity are derived in a fluid domain with fixed solid boundaries. Moving boundary is only allowed when its motion is not part of control effort. Otherwise, the derivation becomes either problematic or too complex to be feasible. Using non-cylindrical calculus to deal with boundary deformation solves this problem in a very simple and still mathematically rigorous manner. Thus, it allows to apply adjoint-based optimization in the study of flapping wing flexibility. We applied the ``improved'' adjoint-based method to study the flexibility of both two-dimensional and three-dimensional flapping wings, where the flapping trajectory and deformation are described by either model functions or real data from the flight of dragonflies. Supported by AFOSR.
Conservation Laws of a Family of Reaction-Diffusion-Convection Equations
NASA Astrophysics Data System (ADS)
Bruzón, M. S.; Gandarias, M. L.; de la Rosa, R.
Ibragimov introduced the concept of nonlinear self-adjoint equations. This definition generalizes the concept of self-adjoint and quasi-self-adjoint equations. Gandarias defined the concept of weak self-adjoint. In this paper, we found a class of nonlinear self-adjoint nonlinear reaction-diffusion-convection equations which are neither self-adjoint nor quasi-self-adjoint nor weak self-adjoint. From a general theorem on conservation laws proved by Ibragimov we obtain conservation laws for these equations.
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.
NASA Astrophysics Data System (ADS)
Galanti, E.; Finocchiaro, S.; Kaspi, Y.; Iess, L.
2013-12-01
The upcoming high precision measurements of the Juno flybys around Jupiter, have the potential of improving the estimation of Jupiter's gravity field. The analysis of the Juno Doppler data will provide a very accurate reconstruction of spacial gravity variations, but these measurements will be over a limited latitudinal and longitudinal range. In order to deduce the full gravity field of Jupiter, additional information needs to be incorporated into the analysis, especially with regards to the Jovian wind structure and its depth at high latitudes. In this work we propose a new iterative method for the estimation of the Jupiter gravity field, using the Juno expected measurements, a trajectory estimation model, and an adjoint based inverse thermal wind model. Beginning with an artificial gravitational field, the trajectory estimation model together with an optimization procedure is used to obtain an initial solution of the gravitational moments. As upper limit constraints, the model applies the gravity harmonics obtained from a thermal wind model in which the winds are assumed to penetrate barotropicaly along the direction of the spin axis. The solution from the trajectory model is then used as an initial guess for the thermal wind model, and together with an adjoint optimization method, the optimal penetration depth of the winds is computed. As a final step, the gravity harmonics solution from the thermal wind model is given back to the trajectory model, along with an uncertainties estimate, to be used as constraints for a new calculation of the gravity field. We test this method for several cases, some with zonal harmonics only, and some with the full gravity field including longitudinal variations that include the tesseral harmonics as well. The results show that using this method some of the gravitational moments are fitted better to the 'observed' ones, mainly due to the fact that the thermal wind model is taking into consideration the wind structure and depth
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.
A multigrid method for the Euler equations
NASA Technical Reports Server (NTRS)
Jespersen, D. C.
1983-01-01
A multigrid algorithm has been developed for the numerical solution of the steady two-dimensional Euler equations. Flux vector splitting and one-sided differencing are employed to define the spatial discretization. Newton's method is used to solve the nonlinear equations, and a multigrid solver is used on each linear problem. The relaxation scheme for the linear problems is symmetric Gauss-Seidel. Standard restriction and interpolation operators are employed. Local mode analysis is used to predict the convergence rate of the multigrid process on the linear problems. Computed results for transonic flows over airfoils are presented.
Adjoint-based optimal control of an airfoil in gusting flows
NASA Astrophysics Data System (ADS)
Choi, Jeesoon; Colonius, Tim; California Institute of Technology Team
2015-11-01
In this study, we apply optimal control to an airfoil in gusting flow to investigate the possibility of extracting energy. The gradients of an objective function are obtained via the adjoint method and used to minimize the cost. The immersed boundary projection method is used for our forward solver, and the relevant adjoint equations are derived by the discrete-then-differentiate approach. Translational gusts are generated by a body force in the computational domain upstream to the body, and the method finds the optimal angles of the airfoil that exploits the greatest amount of energy. The influence of a vortex traversing an airfoil is also investigated and optimized to reduce the fluctuating lift.
Solving functional flow equations with pseudospectral methods
NASA Astrophysics Data System (ADS)
Borchardt, J.; Knorr, B.
2016-07-01
We apply pseudospectral methods to integrate functional flow equations with high accuracy, extending earlier work on functional fixed point equations [J. Borchardt and B. Knorr, Phys. Rev. D 91, 105011 (2015)]. The advantages of our method are illustrated with the help of two classes of models: first, to make contact with literature, we investigate flows of the O (N ) model in three dimensions, for N =1 , 4 and in the large N limit. For the case of a fractal dimension, d =2.4 , and N =1 , we follow the flow along a separatrix from a multicritical fixed point to the Wilson-Fisher fixed point over almost 13 orders of magnitude. As a second example, we consider flows of bounded quantum-mechanical potentials, which can be considered as a toy model for Higgs inflation. Such flows pose substantial numerical difficulties, and represent a perfect test bed to exemplify the power of pseudospectral methods.
Adjoint-Operator Learning For A Neural Network
NASA Technical Reports Server (NTRS)
Barhen, Jacob; Toomarian, Nikzad
1993-01-01
Electronic neural networks made to synthesize initially unknown mathematical models of time-dependent phenomena or to learn temporally evolving patterns by use of algorithms based on adjoint operators. Algorithms less complicated, involve less computation and solve learning equations forward in time possibly simultaneously with equations of evolution of neural network, thereby both increasing computational efficiency and making real-time applications possible.
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
Wave-equation-based travel-time seismic tomography - Part 1: Method
NASA Astrophysics Data System (ADS)
Tong, P.; Zhao, D.; Yang, D.; Yang, X.; Chen, J.; Liu, Q.
2014-11-01
In this paper, we propose a wave-equation-based travel-time seismic tomography method with a detailed description of its step-by-step process. First, a linear relationship between the travel-time residual Δt = Tobs-Tsyn and the relative velocity perturbation δ c(x)/c(x) connected by a finite-frequency travel-time sensitivity kernel K(x) is theoretically derived using the adjoint method. To accurately calculate the travel-time residual Δt, two automatic arrival-time picking techniques including the envelop energy ratio method and the combined ray and cross-correlation method are then developed to compute the arrival times Tsyn for synthetic seismograms. The arrival times Tobs of observed seismograms are usually determined by manual hand picking in real applications. Travel-time sensitivity kernel K(x) is constructed by convolving a~forward wavefield u(t,x) with an adjoint wavefield q(t,x). The calculations of synthetic seismograms and sensitivity kernels rely on forward modeling. To make it computationally feasible for tomographic problems involving a large number of seismic records, the forward problem is solved in the two-dimensional (2-D) vertical plane passing through the source and the receiver by a high-order central difference method. The final model is parameterized on 3-D regular grid (inversion) nodes with variable spacings, while model values on each 2-D forward modeling node are linearly interpolated by the values at its eight surrounding 3-D inversion grid nodes. Finally, the tomographic inverse problem is formulated as a regularized optimization problem, which can be iteratively solved by either the LSQR solver or a~nonlinear conjugate-gradient method. To provide some insights into future 3-D tomographic inversions, Fréchet kernels for different seismic phases are also demonstrated in this study.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
A Posteriori Analysis for Hydrodynamic Simulations Using Adjoint Methodologies
Woodward, C S; Estep, D; Sandelin, J; Wang, H
2009-02-26
This report contains results of analysis done during an FY08 feasibility study investigating the use of adjoint methodologies for a posteriori error estimation for hydrodynamics simulations. We developed an approach to adjoint analysis for these systems through use of modified equations and viscosity solutions. Targeting first the 1D Burgers equation, we include a verification of the adjoint operator for the modified equation for the Lax-Friedrichs scheme, then derivations of an a posteriori error analysis for a finite difference scheme and a discontinuous Galerkin scheme applied to this problem. We include some numerical results showing the use of the error estimate. Lastly, we develop a computable a posteriori error estimate for the MAC scheme applied to stationary Navier-Stokes.
Numerical Methods for Stochastic Partial Differential Equations
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
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.
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.
LORENE: Spectral methods differential equations solver
NASA Astrophysics Data System (ADS)
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
Extrapolation discontinuous Galerkin method for ultraparabolic equations
NASA Astrophysics Data System (ADS)
Marcozzi, Michael D.
2009-02-01
Ultraparabolic equations arise from the characterization of the performance index of stochastic optimal control relative to ultradiffusion processes; they evidence multiple temporal variables and may be regarded as parabolic along characteristic directions. We consider theoretical and approximation aspects of a temporally order and step size adaptive extrapolation discontinuous Galerkin method coupled with a spatial Lagrange second-order finite element approximation for a prototype ultraparabolic problem. As an application, we value a so-called Asian option from mathematical finance.
Generalized HPC method for the Poisson equation
NASA Astrophysics Data System (ADS)
Bardazzi, A.; Lugni, C.; Antuono, M.; Graziani, G.; Faltinsen, O. M.
2015-10-01
An efficient and innovative numerical algorithm based on the use of Harmonic Polynomials on each Cell of the computational domain (HPC method) has been recently proposed by Shao and Faltinsen (2014) [1], to solve Boundary Value Problem governed by the Laplace equation. Here, we extend the HPC method for the solution of non-homogeneous elliptic boundary value problems. The homogeneous solution, i.e. the Laplace equation, is represented through a polynomial function with harmonic polynomials while the particular solution of the Poisson equation is provided by a bi-quadratic function. This scheme has been called generalized HPC method. The present algorithm, accurate up to the 4th order, proved to be efficient, i.e. easy to be implemented and with a low computational effort, for the solution of two-dimensional elliptic boundary value problems. Furthermore, it provides an analytical representation of the solution within each computational stencil, which allows its coupling with existing numerical algorithms within an efficient domain-decomposition strategy or within an adaptive mesh refinement algorithm.
Southern California Adjoint Source Inversions
NASA Astrophysics Data System (ADS)
Tromp, J.; Kim, Y.
2007-12-01
Southern California Centroid-Moment Tensor (CMT) solutions with 9 components (6 moment tensor elements, latitude, longitude, and depth) are sought to minimize a misfit function computed from waveform differences. The gradient of a misfit function is obtained based upon two numerical simulations for each earthquake: one forward calculation for the southern California model, and an adjoint calculation that uses time-reversed signals at the receivers. Conjugate gradient and square-root variable metric methods are used to iteratively improve the earthquake source model while reducing the misfit function. The square-root variable metric algorithm has the advantage of providing a direct approximation to the posterior covariance operator. We test the inversion procedure by perturbing each component of the CMT solution, and see how the algorithm converges. Finally, we demonstrate full inversion capabilities using data for real Southern California earthquakes.
Unsteady adjoint of a gas turbine inlet guide vane
NASA Astrophysics Data System (ADS)
Talnikar, Chaitanya; Wang, Qiqi
2015-11-01
Unsteady fluid flow simulations like large eddy simulation have been shown to be crucial in accurately predicting heat transfer in turbomachinery applications like transonic flow over an inlet guide vane. To compute sensitivities of aerothermal objectives for a vane with respect to design parameters an unsteady adjoint is required. In this talk we present unsteady adjoint solutions for a vane from VKI using pressure loss and heat transfer over the vane surface as the objectives. The boundary layer on the suction side near the trailing edge of the vane is turbulent and this poses a challenge for an adjoint solver. The chaotic dynamics cause the adjoint solution to diverge exponentially to infinity from that region when simulated backwards in time. The prospect of adding artificial viscosity to the adjoint equations to dampen the adjoint fields is investigated. Results for the vane from simulations performed on the Titan supercomputer will be shown and the effect of the additional viscosity on the accuracy of the sensitivities will be discussed.
Iterative methods for mixed finite element equations
NASA Technical Reports Server (NTRS)
Nakazawa, S.; Nagtegaal, J. C.; Zienkiewicz, O. C.
1985-01-01
Iterative strategies for the solution of indefinite system of equations arising from the mixed finite element method are investigated in this paper with application to linear and nonlinear problems in solid and structural mechanics. The augmented Hu-Washizu form is derived, which is then utilized to construct a family of iterative algorithms using the displacement method as the preconditioner. Two types of iterative algorithms are implemented. Those are: constant metric iterations which does not involve the update of preconditioner; variable metric iterations, in which the inverse of the preconditioning matrix is updated. A series of numerical experiments is conducted to evaluate the numerical performance with application to linear and nonlinear model problems.
Extrapolation methods for dynamic partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
Limitations of Adjoint-Based Optimization for Separated Flows
NASA Astrophysics Data System (ADS)
Otero, J. Javier; Sharma, Ati; Sandberg, Richard
2015-11-01
Cabin noise is generated by the transmission of turbulent pressure fluctuations through a vibrating panel and can lead to fatigue. In the present study, we model this problem by using DNS to simulate the flow separating off a backward facing step and interacting with a plate downstream of the step. An adjoint formulation of the full compressible Navier-Stokes equations with varying viscosity is used to calculate the optimal control required to minimize the fluid-structure-acoustic interaction with the plate. To achieve noise reduction, a cost function in wavenumber space is chosen to minimize the excitation of the lower structural modes of the structure. To ensure the validity of time-averaged cost functions, it is essential that the time horizon is long enough to be a representative sample of the statistical behaviour of the flow field. The results from the current study show how this scenario is not always feasible for separated flows, because the chaotic behaviour of turbulence surpasses the ability of adjoint-based methods to compute time-dependent sensitivities of the flow.
Adjoint operator approach to shape design for internal incompressible flows
NASA Technical Reports Server (NTRS)
Cabuk, H.; Sung, C.-H.; Modi, V.
1991-01-01
The problem of determining the profile of a channel or duct that provides the maximum static pressure rise is solved. Incompressible, laminar flow governed by the steady state Navier-Stokes equations is assumed. Recent advances in computational resources and algorithms have made it possible to solve the direct problem of determining such a flow through a body of known geometry. It is possible to obtain a set of adjoint equations, the solution to which permits the calculation of the direction and relative magnitude of change in the diffuser profile that leads to a higher pressure rise. The solution to the adjoint problem can be shown to represent an artificially constructed flow. This interpretation provides a means to construct numerical solutions to the adjoint equations that do not compromise the fully viscous nature of the problem. The algorithmic and computational aspects of solving the adjoint equations are addressed. The form of these set of equations is similar but not identical to the Navier-Stokes equations. In particular some issues related to boundary conditions and stability are discussed.
NASA Astrophysics Data System (ADS)
Zhao, Xiao-Feng; Huang, Si-Xun; Du, Hua-Dong
2011-02-01
This paper puts forward possibilities of refractive index profile retrieval using field measurements at an array of radio receivers in terms of variational adjoint approach. The derivation of the adjoint model begins with the parabolic wave equation for a smooth, perfectly conducting surface and horizontal polarization conditions. To deal with the ill-posed difficulties of the inversion, the regularization ideas are introduced into the establishment of the cost function. Based on steepest descent iterations, the optimal value of refractivity could be retrieved quickly at each point over height. Numerical experiments demonstrate that the method works well for low-distance signals, while it is not accurate enough for long-distance propagations. Through curve fitting processing, however, giving a good initial refractivity profile could generally improve the inversions.
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.
Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2016-05-01
In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.
Exact solutions of the time-fractional Fisher equation by using modified trial equation method
NASA Astrophysics Data System (ADS)
Tandogan, Yusuf Ali; Bildik, Necdet
2016-06-01
In this study, modified trial equation method has been proposed to obtain precise solutions of nonlinear fractional differential equation. Using the modified test equation method, we obtained some new exact solutions of the time fractional nonlinear Fisher equation. The obtained results are classified as a soliton solution, singular solutions, rational function solutions and periodic solutions.
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.
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.
NASA Astrophysics Data System (ADS)
Lee, E.; Chen, P.; Jordan, T. H.; Maechling, P. J.; Denolle, M.; Beroza, G. C.
2013-12-01
We apply a unified methodology for seismic waveform analysis and inversions to Southern California. To automate the waveform selection processes, we developed a semi-automatic seismic waveform analysis algorithm for full-wave earthquake source parameters and tomographic inversions. The algorithm is based on continuous wavelet transforms, a topological watershed method, and a set of user-adjustable criteria to select usable waveform windows for full-wave inversions. The algorithm takes advantages of time-frequency representations of seismograms and is able to separate seismic phases in both time and frequency domains. The selected wave packet pairs between observed and synthetic waveforms are then used for extracting frequency-dependent phase and amplitude misfit measurements, which are used in our seismic source and structural inversions. Our full-wave waveform tomography uses the 3D SCEC Community Velocity Model Version 4.0 as initial model, a staggered-grid finite-difference code to simulate seismic wave propagations. The sensitivity (Fréchet) kernels are calculated based on the scattering integral and adjoint methods to iteratively improve the model. We use both earthquake recordings and ambient noise Green's functions, stacking of station-to-station correlations of ambient seismic noise, in our full-3D waveform tomographic inversions. To reduce errors of earthquake sources, the epicenters and source parameters of earthquakes used in our tomographic inversion are inverted by our full-wave CMT inversion method. Our current model shows many features that relate to the geological structures at shallow depth and contrasting velocity values across faults. The velocity perturbations could up to 45% with respect to the initial model in some regions and relate to some structures that do not exist in the initial model, such as southern Great Valley. The earthquake waveform misfits reduce over 70% and the ambient noise Green's function group velocity delay time variance
Accurate upwind methods for the Euler equations
NASA Technical Reports Server (NTRS)
Huynh, Hung T.
1993-01-01
A new class of piecewise linear methods for the numerical solution of the one-dimensional Euler equations of gas dynamics is presented. These methods are uniformly second-order accurate, and can be considered as extensions of Godunov's scheme. With an appropriate definition of monotonicity preservation for the case of linear convection, it can be shown that they preserve monotonicity. Similar to Van Leer's MUSCL scheme, they consist of two key steps: a reconstruction step followed by an upwind step. For the reconstruction step, a monotonicity constraint that preserves uniform second-order accuracy is introduced. Computational efficiency is enhanced by devising a criterion that detects the 'smooth' part of the data where the constraint is redundant. The concept and coding of the constraint are simplified by the use of the median function. A slope steepening technique, which has no effect at smooth regions and can resolve a contact discontinuity in four cells, is described. As for the upwind step, existing and new methods are applied in a manner slightly different from those in the literature. These methods are derived by approximating the Euler equations via linearization and diagonalization. At a 'smooth' interface, Harten, Lax, and Van Leer's one intermediate state model is employed. A modification for this model that can resolve contact discontinuities is presented. Near a discontinuity, either this modified model or a more accurate one, namely, Roe's flux-difference splitting. is used. The current presentation of Roe's method, via the conceptually simple flux-vector splitting, not only establishes a connection between the two splittings, but also leads to an admissibility correction with no conditional statement, and an efficient approximation to Osher's approximate Riemann solver. These reconstruction and upwind steps result in schemes that are uniformly second-order accurate and economical at smooth regions, and yield high resolution at discontinuities.
Surface wave sensitivity: mode summation versus adjoint SEM
NASA Astrophysics Data System (ADS)
Zhou, Ying; Liu, Qinya; Tromp, Jeroen
2011-12-01
We compare finite-frequency phase and amplitude sensitivity kernels calculated based on frequency-domain surface wave mode summation and a time-domain adjoint method. The adjoint calculations involve a forward wavefield generated by an earthquake and an adjoint wavefield generated at a seismic receiver. We determine adjoint sources corresponding to frequency-dependent phase and amplitude measurements made using a multitaper technique, which may be applied to any single-taper measurement, including box car windowing. We calculate phase and amplitude sensitivity kernels using an adjoint method based on wave propagation simulations using a spectral element method (SEM). Sensitivity kernels calculated using the adjoint SEM are in good agreement with kernels calculated based on mode summation. In general, the adjoint SEM is more computationally expensive than mode summation in global studies. The advantage of the adjoint SEM lies in the calculation of sensitivity kernels in 3-D earth models. We compare surface wave sensitivity kernels computed in 1-D and 3-D reference earth models and show that (1) lateral wave speed heterogeneities may affect the geometry and amplitude of surface wave sensitivity; (2) sensitivity kernels of long-period surface waves calculated in 1-D model PREM and 3-D models S20RTS+CRUST2.0 and FFSW1+CRUST2.0 do not show significant differences, indicating that the use of a 1-D reference model is adequate in global inversions of long-period surface waves (periods of 50 s and longer); and (3) the differences become significant for short-period Love waves when mode coupling is sensitive to large differences in reference crustal structure. Finally, we show that sensitivity kernels in anelastic earth models may be calculated in purely elastic earth models provided physical dispersion is properly accounted for.
Method of lines solution of Richards` equation
Kelley, C.T.; Miller, C.T.; Tocci, M.D.
1996-12-31
We consider the method of lines solution of Richard`s equation, which models flow through porous media, as an example of a situation in which the method can give incorrect results because of premature termination of the nonlinear corrector iteration. This premature termination arises when the solution has a sharp moving front and the Jacobian is ill-conditioned. While this problem can be solved by tightening the tolerances provided to the ODE or DAE solver used for the temporal integration, it is more efficient to modify the termination criteria of the nonlinear solver and/or recompute the Jacobian more frequently. In this paper we continue previous work on this topic by analyzing the modifications in more detail and giving a strategy on how the modifications can be turned on and off in response to changes in the character of the solution.
Deriving average soliton equations with a perturbative method
Ballantyne, G.J.; Gough, P.T.; Taylor, D.P. )
1995-01-01
The method of multiple scales is applied to periodically amplified, lossy media described by either the nonlinear Schroedinger (NLS) equation or the Korteweg--de Vries (KdV) equation. An existing result for the NLS equation, derived in the context of nonlinear optical communications, is confirmed. The method is then applied to the KdV equation and the result is confirmed numerically.
NASA Astrophysics Data System (ADS)
Akter, Jesmin; Ali Akbar, M.
The modified simple equation (MSE) method is a competent and highly effective mathematical tool for extracting exact traveling wave solutions to nonlinear evolution equations (NLEEs) arising in science, engineering and mathematical physics. In this article, we implement the MSE method to find the exact solutions involving parameters to NLEEs via the Benney-Luke equation and the Phi-4 equations. The solitary wave solutions are derived from the exact traveling wave solutions when the parameters receive their special values.
Diffusion Acceleration Schemes for Self-Adjoint Angular Flux Formulation with a Void Treatment
Yaqi Wang; Hongbin Zhang; Richard C. Martineau
2014-02-01
A Galerkin weak form for the monoenergetic neutron transport equation with a continuous finite element method and discrete ordinate method is developed based on self-adjoint angular flux formulation. This weak form is modified for treating void regions. A consistent diffusion scheme is developed with projection. Correction terms of the diffusion scheme are derived to reproduce the transport scalar flux. A source iteration that decouples the solution of all directions with both linear and nonlinear diffusion accelerations is developed and demonstrated. One-dimensional Fourier analysis is conducted to demonstrate the stability of the linear and nonlinear diffusion accelerations. Numerical results of these schemes are presented.
Nominal Weights Mean Equating: A Method for Very Small Samples
ERIC Educational Resources Information Center
Babcock, Ben; Albano, Anthony; Raymond, Mark
2012-01-01
The authors introduced nominal weights mean equating, a simplified version of Tucker equating, as an alternative for dealing with very small samples. The authors then conducted three simulation studies to compare nominal weights mean equating to six other equating methods under the nonequivalent groups anchor test design with sample sizes of 20,…
Exact Travelling Wave Solutions of the Nonlinear Evolution Equations by Auxiliary Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2015-10-01
The auxiliary equation method presents wide applicability to handling nonlinear wave equations. In this article, we establish new exact travelling wave solutions of the nonlinear Zoomeron equation, coupled Higgs equation, and equal width wave equation. The travelling wave solutions are expressed by the hyperbolic functions, trigonometric functions, and rational functions. It is shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering. Throughout the article, all calculations are made with the aid of the Maple packet program.
A Preconditioning Method for Shape Optimization Governed by the Euler Equations
NASA Technical Reports Server (NTRS)
Arian, Eyal; Vatsa, Veer N.
1998-01-01
We consider a classical aerodynamic shape optimization problem subject to the compressible Euler flow equations. The gradient of the cost functional with respect to the shape variables is derived with the adjoint method at the continuous level. The Hessian (second order derivative of the cost functional with respect to the shape variables) is approximated also at the continuous level, as first introduced by Arian and Ta'asan (1996). The approximation of the Hessian is used to approximate the Newton step which is essential to accelerate the numerical solution of the optimization problem. The design space is discretized in the maximum dimension, i.e., the location of each point on the intersection of the computational mesh with the airfoil is taken to be an independent design variable. We give numerical examples for 86 design variables in two different flow speeds and achieve an order of magnitude reduction in the cost functional at a computational effort of a full solution of the analysis partial differential equation (PDE).
NASA Astrophysics Data System (ADS)
Zheng, Xiangyang; Mayerle, Roberto; Xing, Qianguo; Fernández Jaramillo, José Manuel
2016-08-01
In this paper, a data assimilation scheme based on the adjoint free Four-Dimensional Variational(4DVar) method is applied to an existing storm surge model of the German North Sea. To avoid the need of an adjoint model, an ensemble-like method to explicitly represent the linear tangent equation is adopted. Results of twin experiments have shown that the method is able to recover the contaminated low dimension model parameters to their true values. The data assimilation scheme was applied to a severe storm surge event which occurred in the North Sea in December 5, 2013. By adjusting wind drag coefficient, the predictive ability of the model increased significantly. Preliminary experiments have shown that an increase in the predictive ability is attained by narrowing the data assimilation time window.
NASA Astrophysics Data System (ADS)
Zheng, Xiangyang; Mayerle, Roberto; Xing, Qianguo; Fernández Jaramillo, José Manuel
2016-06-01
In this paper, a data assimilation scheme based on the adjoint free Four-Dimensional Variational(4DVar) method is applied to an existing storm surge model of the German North Sea. To avoid the need of an adjoint model, an ensemble-like method to explicitly represent the linear tangent equation is adopted. Results of twin experiments have shown that the method is able to recover the contaminated low dimension model parameters to their true values. The data assimilation scheme was applied to a severe storm surge event which occurred in the North Sea in December 5, 2013. By adjusting wind drag coefficient, the predictive ability of the model increased significantly. Preliminary experiments have shown that an increase in the predictive ability is attained by narrowing the data assimilation time window.
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.
Introduction to Adaptive Methods for Differential Equations
NASA Astrophysics Data System (ADS)
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
A Generalized Simplest Equation Method and Its Application to the Boussinesq-Burgers Equation
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
Collocation Method for Numerical Solution of Coupled Nonlinear Schroedinger Equation
Ismail, M. S.
2010-09-30
The coupled nonlinear Schroedinger equation models several interesting physical phenomena presents a model equation for optical fiber with linear birefringence. In this paper we use collocation method to solve this equation, we test this method for stability and accuracy. Numerical tests using single soliton and interaction of three solitons are used to test the resulting scheme.
The Circle-Arc Method for Equating in Small Samples
ERIC Educational Resources Information Center
Livingston, Samuel A.; Kim, Sooyeon
2009-01-01
This article suggests a method for estimating a test-score equating relationship from small samples of test takers. The method does not require the estimated equating transformation to be linear. Instead, it constrains the estimated equating curve to pass through two pre-specified end points and a middle point determined from the data. In a…
A Photon Free Method to Solve Radiation Transport Equations
Chang, B
2006-09-05
The multi-group discrete-ordinate equations of radiation transfer is solved for the first time by Newton's method. It is a photon free method because the photon variables are eliminated from the radiation equations to yield a N{sub group}XN{sub direction} smaller but equivalent system of equations. The smaller set of equations can be solved more efficiently than the original set of equations. Newton's method is more stable than the Semi-implicit Linear method currently used by conventional radiation codes.
Group Invariant Solutions and Conservation Laws of the Fornberg- Whitham Equation
NASA Astrophysics Data System (ADS)
Hashemi, Mir Sajjad; Haji-Badali, Ali; Vafadar, Parisa
2014-09-01
In this paper, we utilize the Lie symmetry analysis method to calculate new solutions for the Fornberg-Whitham equation (FWE). Applying a reduction method introduced by M. C. Nucci, exact solutions and first integrals of reduced ordinary differential equations (ODEs) are considered. Nonlinear self-adjointness of the FWE is proved and conserved vectors are computed
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
Periodic intermediate long wave equation: the undressing method
Lebedev, D.R.; Radul, A.O.
1987-08-01
The periodic equation of a two-layer liquid (periodic intermediate long wave equation) is studied by the undressing method using formal Volterra operators. The method is used to construct an infinite series of conservation laws; higher equations of the two-layer liquid are written down in Hamiltonian form; it is shown that the conservation laws are preserved by the higher equations; and an involution theorem is proved.
Wavelet and multiscale methods for operator equations
NASA Astrophysics Data System (ADS)
Dahmen, Wolfgang
More than anything else, the increase of computing power seems to stimulate the greed for tackling ever larger problems involving large-scale numerical simulation. As a consequence, the need for understanding something like the intrinsic complexity of a problem occupies a more and more pivotal position. Moreover, computability often only becomes feasible if an algorithm can be found that is asymptotically optimal. This means that storage and the number of floating point operations needed to resolve the problem with desired accuracy remain proportional to the problem size when the resolution of the discretization is refined. A significant reduction of complexity is indeed often possible, when the underlying problem admits a continuous model in terms of differential or integral equations. The physical phenomena behind such a model usually exhibit characteristic features over a wide range of scales. Accordingly, the most successful numerical schemes exploit in one way or another the interaction of different scales of discretization. A very prominent representative is the multigrid methodology; see, for instance, Hackbusch (1985) and Bramble (1993). In a way it has caused a breakthrough in numerical analysis since, in an important range of cases, it does indeed provide asymptotically optimal schemes. For closely related multilevel techniques and a unified treatment of several variants, such as multiplicative or additive subspace correction methods, see Bramble, Pasciak and Xu (1990), Oswald (1994), Xu (1992), and Yserentant (1993). Although there remain many unresolved problems, multigrid or multilevel schemes in the classical framework of finite difference and finite element discretizations exhibit by now a comparatively clear profile. They are particularly powerful for elliptic and parabolic problems.
Adjoint sensitivity analysis of an ultrawideband antenna
Stephanson, M B; White, D A
2011-07-28
The frequency domain finite element method using H(curl)-conforming finite elements is a robust technique for full-wave analysis of antennas. As computers become more powerful, it is becoming feasible to not only predict antenna performance, but also to compute sensitivity of antenna performance with respect to multiple parameters. This sensitivity information can then be used for optimization of the design or specification of manufacturing tolerances. In this paper we review the Adjoint Method for sensitivity calculation, and apply it to the problem of optimizing a Ultrawideband antenna.
Embedding methods for the steady Euler equations
NASA Technical Reports Server (NTRS)
Chang, S. H.; Johnson, G. M.
1983-01-01
An approach to the numerical solution of the steady Euler equations is to embed the first-order Euler system in a second-order system and then to recapture the original solution by imposing additional boundary conditions. Initial development of this approach and computational experimentation with it were previously based on heuristic physical reasoning. This has led to the construction of a relaxation procedure for the solution of two-dimensional steady flow problems. The theoretical justification for the embedding approach is addressed. It is proven that, with the appropriate choice of embedding operator and additional boundary conditions, the solution to the embedded system is exactly the one to the original Euler equations. Hence, solving the embedded version of the Euler equations will not produce extraneous solutions.
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…
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.
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.
A new least-squares transport equation compatible with voids
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)
A Comparison of Equating Methods under the Graded Response Model.
ERIC Educational Resources Information Center
Cohen, Allan S.; Kim, Seock-Ho
Equating tests from different calibrations under item response theory (IRT) requires calculation of the slope and intercept of the appropriate linear transformation. Two methods have been proposed recently for equating graded response items under IRT, a test characteristic curve method and a minimum chi-square method. These two methods are…
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.
Solving fuzzy polynomial equation and the dual fuzzy polynomial equation using the ranking method
NASA Astrophysics Data System (ADS)
Rahman, Nurhakimah Ab.; Abdullah, Lazim
2014-06-01
Fuzzy polynomials with trapezoidal and triangular fuzzy numbers have attracted interest among some researchers. Many studies have been done by researchers to obtain real roots of fuzzy polynomials. As a result, there are many numerical methods involved in obtaining the real roots of fuzzy polynomials. In this study, we will present the solution to the fuzzy polynomial equation and dual fuzzy polynomial equation using the ranking method of fuzzy numbers and subsequently transforming fuzzy polynomials to crisp polynomials. This transformation is performed using the ranking method based on three parameters, namely Value, Ambiguity and Fuzziness. Finally, we illustrate our approach with two numerical examples for fuzzy polynomial equation and dual fuzzy polynomial equation.
Differential operator multiplication method for fractional differential equations
NASA Astrophysics Data System (ADS)
Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam
2016-08-01
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.
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…
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.
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.
Probability Density Function Method for Langevin Equations with Colored Noise
Wang, Peng; Tartakovsky, Alexandre M.; Tartakovsky, Daniel M.
2013-04-05
We present a novel method to derive closed-form, computable PDF equations for Langevin systems with colored noise. The derived equations govern the dynamics of joint or marginal probability density functions (PDFs) of state variables, and rely on a so-called Large-Eddy-Diffusivity (LED) closure. We demonstrate the accuracy of the proposed PDF method for linear and nonlinear Langevin equations, describing the classical Brownian displacement and dispersion in porous media.
Convergence of a random walk method for the Burgers equation
Roberts, S.
1985-10-01
In this paper we consider a random walk algorithm for the solution of Burgers' equation. The algorithm uses the method of fractional steps. The non-linear advection term of the equation is solved by advecting ''fluid'' particles in a velocity field induced by the particles. The diffusion term of the equation is approximated by adding an appropriate random perturbation to the positions of the particles. Though the algorithm is inefficient as a method for solving Burgers' equation, it does model a similar method, the random vortex method, which has been used extensively to solve the incompressible Navier-Stokes equations. The purpose of this paper is to demonstrate the strong convergence of our random walk method and so provide a model for the proof of convergence for more complex random walk algorithms; for instance, the random vortex method without boundaries.
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)
Central Difference Interval Method for Solving the Wave Equation
Szyszka, Barbara
2010-09-30
This paper presents path of construction the interval method of second order for solving the wave equation. Taken into consideration is the central difference interval method for one-dimensional partial differential equation. Numerical results, obtained by two presented algorithms, in floating-point interval arithmetic are considered.
Iterative methods for elliptic finite element equations on general meshes
NASA Technical Reports Server (NTRS)
Nicolaides, R. A.; Choudhury, Shenaz
1986-01-01
Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.
Extension of Euler’s method to parabolic equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.
2009-04-01
Euler generalized d'Alembert's solution to a wide class of linear hyperbolic equations with two independent variables. He introduced in 1769 the quantities that were rediscovered by Laplace in 1773 and became known as the Laplace invariants. The present paper is devoted to an extension of Euler's method to linear parabolic equations with two independent variables. The new method allows one to derive an explicit formula for the general solution of a wide class of parabolic equations. In particular, the general solution of the Black-Scholes equation is obtained.
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
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
Spectral multigrid methods for elliptic equations II
NASA Technical Reports Server (NTRS)
Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.
1984-01-01
A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.
Spectral multigrid methods for elliptic equations 2
NASA Technical Reports Server (NTRS)
Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.
1983-01-01
A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.
Non-isotropic solution of an OZ equation: matrix methods for integral equations
NASA Astrophysics Data System (ADS)
Chen, Zhuo-Min; Pettitt, B. Montgomery
1995-02-01
Integral equations of the Ornstein-Zernike (OZ) type have been useful constructs in the theory of liquids for nearly a century. Only a limited number of model systems yield an analytic solution; the rest must be solved numerically. For anisotropic systems the numerical problems are heightened by the coupling of more unknowns and equations. A matrix method for solving the full anisotropic OZ integral equation is presented. The method is compared in the isotropic limit with traditional approaches. Examples are given for a 1-D fluid with a corrugated (periodic) external potential. The full two point correlation functions for both isotropic and anisotropic systems are given and discussed.
Numerical methods for high-dimensional probability density function equations
NASA Astrophysics Data System (ADS)
Cho, H.; Venturi, D.; Karniadakis, G. E.
2016-01-01
In this paper we address the problem of computing the numerical solution to kinetic partial differential equations involving many phase variables. These types of equations arise naturally in many different areas of mathematical physics, e.g., in particle systems (Liouville and Boltzmann equations), stochastic dynamical systems (Fokker-Planck and Dostupov-Pugachev equations), random wave theory (Malakhov-Saichev equations) and coarse-grained stochastic systems (Mori-Zwanzig equations). We propose three different classes of new algorithms addressing high-dimensionality: The first one is based on separated series expansions resulting in a sequence of low-dimensional problems that can be solved recursively and in parallel by using alternating direction methods. The second class of algorithms relies on truncation of interaction in low-orders that resembles the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) framework of kinetic gas theory and it yields a hierarchy of coupled probability density function equations. The third class of algorithms is based on high-dimensional model representations, e.g., the ANOVA method and probabilistic collocation methods. A common feature of all these approaches is that they are reducible to the problem of computing the solution to high-dimensional equations via a sequence of low-dimensional problems. The effectiveness of the new algorithms is demonstrated in numerical examples involving nonlinear stochastic dynamical systems and partial differential equations, with up to 120 variables.
NASA Astrophysics Data System (ADS)
Xie, Zhinan; Komatitsch, Dimitri; Martin, Roland; Matzen, René
2014-09-01
In recent years, the application of time-domain adjoint methods to improve large, complex underground tomographic models at the regional scale has led to new challenges for the numerical simulation of forward or adjoint elastic wave propagation problems. An important challenge is to design an efficient infinite-domain truncation method suitable for accurately truncating an infinite domain governed by the second-order elastic wave equation written in displacement and computed based on a finite-element (FE) method. In this paper, we make several steps towards this goal. First, we make the 2-D convolution formulation of the complex-frequency-shifted unsplit-field perfectly matched layer (CFS-UPML) derived in previous work more flexible by providing a new treatment to analytically remove singular parameters in the formulation. We also extend this new formulation to 3-D. Furthermore, we derive the auxiliary differential equation (ADE) form of CFS-UPML, which allows for extension to higher order time schemes and is easier to implement. Secondly, we rigorously derive the CFS-UPML formulation for time-domain adjoint elastic wave problems, which to our knowledge has never been done before. Thirdly, in the case of classical low-order FE methods, we show numerically that we achieve long-time stability for both forward and adjoint problems both for the convolution and the ADE formulations. In the case of higher order Legendre spectral-element methods, we show that weak numerical instabilities can appear in both formulations, in particular if very small mesh elements are present inside the absorbing layer, but we explain how these instabilities can be delayed as much as needed by using a stretching factor to reach numerical stability in practice for applications. Fourthly, in the case of adjoint problems with perfectly matched absorbing layers we introduce a computationally efficient boundary storage strategy by saving information along the interface between the CFS-UPML and
Self-adjointness of deformed unbounded operators
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.
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.
Variational Iteration Method for Delay Differential Equations Using He's Polynomials
NASA Astrophysics Data System (ADS)
Mohyud-Din, Syed Tauseef; Yildirim, Ahmet
2010-12-01
January 21, 2010 In this paper, we apply the variational iteration method using He's polynomials (VIMHP) for solving delay differential equations which are otherwise too difficult to solve. These equations arise very frequently in signal processing, digital images, physics, and applied sciences. Numerical results reveal the complete reliability and efficiency of the proposed combination.
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.
Exponential Methods for the Time Integration of Schroedinger Equation
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.
MS S4.03.002 - Adjoint-Based Design for Configuration Shaping
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.
2009-01-01
This slide presentation discusses a method of inverse design for low sonic boom using adjoint-based gradient computations. It outlines a method for shaping a configuration in order to match a prescribed near-field signature.
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.
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
Application of Block Krylov Subspace Spectral Methods to Maxwell's Equations
Lambers, James V.
2009-10-08
Ever since its introduction by Kane Yee over forty years ago, the finite-difference time-domain (FDTD) method has been a widely-used technique for solving the time-dependent Maxwell's equations. This paper presents an alternative approach to these equations in the case of spatially-varying electric permittivity and/or magnetic permeability, based on Krylov subspace spectral (KSS) methods. These methods have previously been applied to the variable-coefficient heat equation and wave equation, and have demonstrated high-order accuracy, as well as stability characteristic of implicit time-stepping schemes, even though KSS methods are explicit. KSS methods for scalar equations compute each Fourier coefficient of the solution using techniques developed by Gene Golub and Gerard Meurant for approximating elements of functions of matrices by Gaussian quadrature in the spectral, rather than physical, domain. We show how they can be generalized to coupled systems of equations, such as Maxwell's equations, by choosing appropriate basis functions that, while induced by this coupling, still allow efficient and robust computation of the Fourier coefficients of each spatial component of the electric and magnetic fields. We also discuss the implementation of appropriate boundary conditions for simulation on infinite computational domains, and how discontinuous coefficients can be handled.
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.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations
Baranwal, Vipul K.; Pandey, Ram K.
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 γ0, γ1, γ2,… and auxiliary functions H0(x), H1(x), H2(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.
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.
NASA Astrophysics Data System (ADS)
Tan, Z.; Zhuang, Q.; Henze, D. K.; Frankenberg, C.; Dlugokencky, E. J.; Sweeney, C.; Turner, A. J.
2015-12-01
Understanding CH4 emissions from wetlands and lakes are critical for the estimation of Arctic carbon balance under fast warming climatic conditions. To date, our knowledge about these two CH4 sources is almost solely built on the upscaling of discontinuous measurements in limited areas to the whole region. Many studies indicated that, the controls of CH4 emissions from wetlands and lakes including soil moisture, lake morphology and substrate content and quality are notoriously heterogeneous, thus the accuracy of those simple estimates could be questionable. Here we apply a high spatial resolution atmospheric inverse model (nested-grid GEOS-Chem Adjoint) over the Arctic by integrating SCIAMACHY and NOAA/ESRL CH4 measurements to constrain the CH4 emissions estimated with process-based wetland and lake biogeochemical models. Our modeling experiments using different wetland CH4 emission schemes and satellite and surface measurements show that the total amount of CH4 emitted from the Arctic wetlands is well constrained, but the spatial distribution of CH4 emissions is sensitive to priors. For CH4 emissions from lakes, our high-resolution inversion shows that the models overestimate CH4 emissions in Alaskan costal lowlands and East Siberian lowlands. Our study also indicates that the precision and coverage of measurements need to be improved to achieve more accurate high-resolution estimates.
Optimization of a finite difference method for nonlinear wave equations
NASA Astrophysics Data System (ADS)
Chen, Miaochao
2013-07-01
Wave equations have important fluid dynamics background, which are extensively used in many fields, such as aviation, meteorology, maritime, water conservancy, etc. This paper is devoted to the explicit difference method for nonlinear wave equations. Firstly, a three-level and explicit difference scheme is derived. It is shown that the explicit difference scheme is uniquely solvable and convergent. Moreover, a numerical experiment is conducted to illustrate the theoretical results of the presented method.
Three-Dimensional Turbulent RANS Adjoint-Based Error Correction
NASA Technical Reports Server (NTRS)
Park, Michael A.
2003-01-01
Engineering problems commonly require functional outputs of computational fluid dynamics (CFD) simulations with specified accuracy. These simulations are performed with limited computational resources. Computable error estimates offer the possibility of quantifying accuracy on a given mesh and predicting a fine grid functional on a coarser mesh. Such an estimate can be computed by solving the flow equations and the associated adjoint problem for the functional of interest. An adjoint-based error correction procedure is demonstrated for transonic inviscid and subsonic laminar and turbulent flow. A mesh adaptation procedure is formulated to target uncertainty in the corrected functional and terminate when error remaining in the calculation is less than a user-specified error tolerance. This adaptation scheme is shown to yield anisotropic meshes with corrected functionals that are more accurate for a given number of grid points then isotropic adapted and uniformly refined grids.
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.
An Extended Equation of State Modeling Method II. Mixtures
NASA Astrophysics Data System (ADS)
Scalabrin, G.; Marchi, P.; Stringari, P.; Richon, D.
2006-09-01
This work is the extension of previous work dedicated to pure fluids. The same method is extended to the representation of thermodynamic properties of a mixture through a fundamental equation of state in terms of the Helmholtz energy. The proposed technique exploits the extended corresponding-states concept of distorting the independent variables of a dedicated equation of state for a reference fluid using suitable scale factor functions to adapt the equation to experimental data of a target system. An existing equation of state for the target mixture is used instead of an equation for the reference fluid, completely avoiding the need for a reference fluid. In particular, a Soave-Redlich-Kwong cubic equation with van der Waals mixing rules is chosen. The scale factors, which are functions of temperature, density, and mole fraction of the target mixture, are expressed in the form of a multilayer feedforward neural network, whose coefficients are regressed by minimizing a suitable objective function involving different kinds of mixture thermodynamic data. As a preliminary test, the model is applied to five binary and two ternary haloalkane mixtures, using data generated from existing dedicated equations of state for the selected mixtures. The results show that the method is robust and straightforward for the effective development of a mixture- specific equation of state directly from experimental data.
An Extended Equation of State Modeling Method I. Pure Fluids
NASA Astrophysics Data System (ADS)
Scalabrin, G.; Bettio, L.; Marchi, P.; Piazza, L.; Richon, D.
2006-09-01
A new technique is proposed here to represent the thermodynamic surface of a pure fluid in the fundamental Helmholtz energy form. The peculiarity of the present method is the extension of a generic equation of state for the target fluid, which is assumed as the basic equation, through the distortion of its independent variables by individual shape functions, which are represented by a neural network used as function approximator. The basic equation of state for the target fluid can have the simple functional form of a cubic equation, as, for instance, the Soave-Redlich-Kwong equation assumed in the present study. A set of nine fluids including hydrocarbons, haloalkane refrigerants, and strongly polar substances has been considered. For each of them the model has been regressed and then validated against volumetric and caloric properties generated in the vapor, liquid, and supercritical regions from highly accurate dedicated equations of state. In comparison with the underlying cubic equation of state, the prediction accuracy is improved by a factor between 10 and 100, depending on the property and on the region. It has been verified that about 100 density experimental points, together with from 10 to 20 coexistence data, are sufficient to guarantee high prediction accuracy for different thermodynamic properties. The method is a promising modeling technique for the heuristic development of multiparameter dedicated equations of state from experimental data.