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.

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

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

Data-based adjoint and H2 optimal control of the Ginzburg-Landau equation

NASA Astrophysics Data System (ADS)

Banks, Michael; Bodony, Daniel

2017-11-01

Equation-free, reduced-order methods of control are desirable when the governing system of interest is of very high dimension or the control is to be applied to a physical experiment. Two-phase flow optimal control problems, our target application, fit these criteria. Dynamic Mode Decomposition (DMD) is a data-driven method for model reduction that can be used to resolve the dynamics of very high dimensional systems and project the dynamics onto a smaller, more manageable basis. We evaluate the effectiveness of DMD-based forward and adjoint operator estimation when applied to H2 optimal control approaches applied to the linear and nonlinear Ginzburg-Landau equation. Perspectives on applying the data-driven adjoint to two phase flow control will be given. Office of Naval Research (ONR) as part of the Multidisciplinary University Research Initiatives (MURI) Program, under Grant Number N00014-16-1-2617.

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.

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.

A Computational Study of Shear Layer Receptivity

NASA Astrophysics Data System (ADS)

Barone, Matthew; Lele, Sanjiva

2002-11-01

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

Adjoint-based optimization of PDEs in moving domains

NASA Astrophysics Data System (ADS)

Protas, Bartosz; Liao, Wenyuan

2008-02-01

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

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.

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

NASA Technical Reports Server (NTRS)

Arian, Eyal; Salas, Manuel D.

1997-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

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 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

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 variables such as the free stream parameters and the planform shape of an isolated wing. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Factors under consideration include the computation of mesh sensitivities that provide a reliable approximation of the objective function gradient, as well as the computation of surface shape sensitivities based on a direct-CAD interface. We present detailed gradient verification studies and then focus on a shape optimization problem for an Apollo-like reentry vehicle. The goal of the optimization is to enhance the lift-to-drag ratio of the capsule by modifying the shape of its heat-shield in conjunction with a center-of-gravity (c.g.) offset. This multipoint and multi-objective optimization problem is used to demonstrate the overall effectiveness of the Cartesian adjoint method for addressing the issues of complex aerodynamic design.

Squared eigenfunctions for the Sasa-Satsuma equation

NASA Astrophysics Data System (ADS)

Yang, Jianke; Kaup, D. J.

2009-02-01

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

Domain decomposition method for the Baltic Sea based on theory of adjoint equation and inverse problem.

NASA Astrophysics Data System (ADS)

Lezina, Natalya; Agoshkov, Valery

2017-04-01

Domain decomposition method (DDM) allows one to present a domain with complex geometry as a set of essentially simpler subdomains. This method is particularly applied for the hydrodynamics of oceans and seas. In each subdomain the system of thermo-hydrodynamic equations in the Boussinesq and hydrostatic approximations is solved. The problem of obtaining solution in the whole domain is that it is necessary to combine solutions in subdomains. For this purposes iterative algorithm is created and numerical experiments are conducted to investigate an effectiveness of developed algorithm using DDM. For symmetric operators in DDM, Poincare-Steklov's operators [1] are used, but for the problems of the hydrodynamics, it is not suitable. In this case for the problem, adjoint equation method [2] and inverse problem theory are used. In addition, it is possible to create algorithms for the parallel calculations using DDM on multiprocessor computer system. DDM for the model of the Baltic Sea dynamics is numerically studied. The results of numerical experiments using DDM are compared with the solution of the system of hydrodynamic equations in the whole domain. The work was supported by the Russian Science Foundation (project 14-11-00609, the formulation of the iterative process and numerical experiments). [1] V.I. Agoshkov, Domain Decompositions Methods in the Mathematical Physics Problem // Numerical processes and systems, No 8, Moscow, 1991 (in Russian). [2] V.I. Agoshkov, Optimal Control Approaches and Adjoint Equations in the Mathematical Physics Problem, Institute of Numerical Mathematics, RAS, Moscow, 2003 (in Russian).

Time domain viscoelastic full waveform inversion

NASA Astrophysics Data System (ADS)

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

2017-06-01

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

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.

Sensitivity analysis for dose deposition in radiotherapy via a Fokker–Planck model

DOE PAGES

Barnard, Richard C.; Frank, Martin; Krycki, Kai

2016-02-09

In this paper, we study the sensitivities of electron dose calculations with respect to stopping power and transport coefficients. We focus on the application to radiotherapy simulations. We use a Fokker–Planck approximation to the Boltzmann transport equation. Equations for the sensitivities are derived by the adjoint method. The Fokker–Planck equation and its adjoint are solved numerically in slab geometry using the spherical harmonics expansion (P N) and an Harten-Lax-van Leer finite volume method. Our method is verified by comparison to finite difference approximations of the sensitivities. Finally, we present numerical results of the sensitivities for the normalized average dose depositionmore » depth with respect to the stopping power and the transport coefficients, demonstrating the increase in relative sensitivities as beam energy decreases. In conclusion, this in turn gives estimates on the uncertainty in the normalized average deposition depth, which we present.« less

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

EPA Science Inventory

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

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.

Boundary-Layer Receptivity and Integrated Transition Prediction

NASA Technical Reports Server (NTRS)

Chang, Chau-Lyan; Choudhari, Meelan

2005-01-01

The adjoint parabold stability equations (PSE) formulation is used to calculate the boundary layer receptivity to localized surface roughness and suction for compressible boundary layers. Receptivity efficiency functions predicted by the adjoint PSE approach agree well with results based on other nonparallel methods including linearized Navier-Stokes equations for both Tollmien-Schlichting waves and crossflow instability in swept wing boundary layers. The receptivity efficiency function can be regarded as the Green's function to the disturbance amplitude evolution in a nonparallel (growing) boundary layer. Given the Fourier transformed geometry factor distribution along the chordwise direction, the linear disturbance amplitude evolution for a finite size, distributed nonuniformity can be computed by evaluating the integral effects of both disturbance generation and linear amplification. The synergistic approach via the linear adjoint PSE for receptivity and nonlinear PSE for disturbance evolution downstream of the leading edge forms the basis for an integrated transition prediction tool. Eventually, such physics-based, high fidelity prediction methods could simulate the transition process from the disturbance generation through the nonlinear breakdown in a holistic manner.

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

NASA Astrophysics Data System (ADS)

Penenko, Vladimir; Tsvetova, Elena; Penenko, Alexey

2015-04-01

The proposed method is considered on an example of hydrothermodynamics and atmospheric chemistry models [1,2]. In the development of the existing methods for constructing numerical schemes possessing the properties of total approximation for operators of multiscale process models, we have developed a new variational technique, which uses the concept of adjoint integrating factors. The technique is as follows. First, a basic functional of the variational principle (the integral identity that unites the model equations, initial and boundary conditions) is transformed using Lagrange's identity and the second Green's formula. As a result, the action of the operators of main problem in the space of state functions is transferred to the adjoint operators defined in the space of sufficiently smooth adjoint functions. By the choice of adjoint functions the order of the derivatives becomes lower by one than those in the original equations. We obtain a set of new balance relationships that take into account the sources and boundary conditions. Next, we introduce the decomposition of the model domain into a set of finite volumes. For multi-dimensional non-stationary problems, this technique is applied in the framework of the variational principle and schemes of decomposition and splitting on the set of physical processes for each coordinate directions successively at each time step. For each direction within the finite volume, the analytical solutions of one-dimensional homogeneous adjoint equations are constructed. In this case, the solutions of adjoint equations serve as integrating factors. The results are the hybrid discrete-analytical schemes. They have the properties of stability, approximation and unconditional monotony for convection-diffusion operators. These schemes are discrete in time and analytic in the spatial variables. They are exact in case of piecewise-constant coefficients within the finite volume and along the coordinate lines of the grid area in each direction on a time step. In each direction, they have tridiagonal structure. They are solved by the sweep method. An important advantage of the discrete-analytical schemes is that the values of derivatives at the boundaries of finite volume are calculated together with the values of the unknown functions. This technique is particularly attractive for problems with dominant convection, as it does not require artificial monotonization and limiters. The same idea of integrating factors is applied in temporal dimension to the stiff systems of equations describing chemical transformation models [2]. The proposed method is applicable for the problems involving convection-diffusion-reaction operators. The work has been partially supported by the Presidium of RAS under Program 43, and by the RFBR grants 14-01-00125 and 14-01-31482. References: 1. V.V. Penenko, E.A. Tsvetova, A.V. Penenko. Variational approach and Euler's integrating factors for environmental studies// Computers and Mathematics with Applications, (2014) V.67, Issue 12, P. 2240-2256. 2. V.V.Penenko, E.A.Tsvetova. Variational methods of constructing monotone approximations for atmospheric chemistry models // Numerical analysis and applications, 2013, V. 6, Issue 3, pp 210-220.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Self-consistent adjoint analysis for topology optimization of electromagnetic waves

NASA Astrophysics Data System (ADS)

Deng, Yongbo; Korvink, Jan G.

2018-05-01

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

Novel numerical techniques for magma dynamics

NASA Astrophysics Data System (ADS)

Rhebergen, S.; Katz, R. F.; Wathen, A.; Alisic, L.; Rudge, J. F.; Wells, G.

2013-12-01

We discuss the development of finite element techniques and solvers for magma dynamics computations. These are implemented within the FEniCS framework. This approach allows for user-friendly, expressive, high-level code development, but also provides access to powerful, scalable numerical solvers and a large family of finite element discretisations. With the recent addition of dolfin-adjoint, FeniCS supports automated adjoint and tangent-linear models, enabling the rapid development of Generalised Stability Analysis. The ability to easily scale codes to three dimensions with large meshes, and/or to apply intricate adjoint calculations means that efficiency of the numerical algorithms is vital. We therefore describe our development and analysis of preconditioners designed specifically for finite element discretizations of equations governing magma dynamics. The preconditioners are based on Elman-Silvester-Wathen methods for the Stokes equation, and we extend these to flows with compaction. Our simulations are validated by comparison of results with laboratory experiments on partially molten aggregates.

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

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

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

2013-07-01

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

Frozen Gaussian approximation for 3D seismic tomography

NASA Astrophysics Data System (ADS)

Chai, Lihui; Tong, Ping; Yang, Xu

2018-05-01

Three-dimensional (3D) wave-equation-based seismic tomography is computationally challenging in large scales and high-frequency regime. In this paper, we apply the frozen Gaussian approximation (FGA) method to compute 3D sensitivity kernels and seismic tomography of high-frequency. Rather than standard ray theory used in seismic inversion (e.g. Kirchhoff migration and Gaussian beam migration), FGA is used to compute the 3D high-frequency sensitivity kernels for travel-time or full waveform inversions. Specifically, we reformulate the equations of the forward and adjoint wavefields for the purpose of convenience to apply FGA, and with this reformulation, one can efficiently compute the Green’s functions whose convolutions with source time function produce wavefields needed for the construction of 3D kernels. Moreover, a fast summation method is proposed based on local fast Fourier transform which greatly improves the speed of reconstruction as the last step of FGA algorithm. We apply FGA to both the travel-time adjoint tomography and full waveform inversion (FWI) on synthetic crosswell seismic data with dominant frequencies as high as those of real crosswell data, and confirm again that FWI requires a more sophisticated initial velocity model for the convergence than travel-time adjoint tomography. We also numerically test the accuracy of applying FGA to local earthquake tomography. This study paves the way to directly apply wave-equation-based seismic tomography methods into real data around their dominant frequencies.

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.

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

NASA Technical Reports Server (NTRS)

Lewis, Robert Michael

1997-01-01

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

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

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

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

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

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

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

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

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

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

NASA Astrophysics Data System (ADS)

Morency, C.; Tromp, J.

2008-12-01

The mathematical formulation of wave propagation in porous media developed by Biot is based upon the principle of virtual work, ignoring processes at the microscopic level, and does not explicitly incorporate gradients in porosity. Based on recent studies focusing on averaging techniques, we derive the macroscopic porous medium equations from the microscale, with a particular emphasis on the effects of gradients in porosity. In doing so, we are able to naturally determine two key terms in the momentum equations and constitutive relationships, directly translating the coupling between the solid and fluid phases, namely a drag force and an interfacial strain tensor. In both terms, gradients in porosity arise. One remarkable result is that when we rewrite this set of equations in terms of the well known Biot variables us, w), terms involving gradients in porosity are naturally accommodated by gradients involving w, the fluid motion relative to the solid, and Biot's formulation is recovered, i.e., it remains valid in the presence of porosity gradients We have developed a numerical implementation of the Biot equations for two-dimensional problems based upon the spectral-element method (SEM) in the time domain. The SEM is a high-order variational method, which has the advantage of accommodating complex geometries like a finite-element method, while keeping the exponential convergence rate of (pseudo)spectral methods. As in the elastic and acoustic cases, poroelastic wave propagation based upon the SEM involves a diagonal mass matrix, which leads to explicit time integration schemes that are well-suited to simulations on parallel computers. Effects associated with physical dispersion & attenuation and frequency-dependent viscous resistance are addressed by using a memory variable approach. Various benchmarks involving poroelastic wave propagation in the high- and low-frequency regimes, and acoustic-poroelastic and poroelastic-poroelastic discontinuities have been 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.

Dynamic analysis of a hollow cylinder subject to a dual traveling force imposed on its inner surface

NASA Astrophysics Data System (ADS)

Lee, Sooyoung; Seok, Jongwon

2015-03-01

The dynamic behavior of a hollow cylinder under a dual traveling force applied to the inner surface is investigated in this study. The cylinder is constrained at both the top and bottom surfaces not to move in the length direction but free in other directions. And a dual force travels at a constant velocity along the length direction on the inner surface of the hollow cylinder. The resulting governing field equations and the associated boundary conditions are ruled by the general Hooke's law. Due to the nature of the field equations, proper adjoint system of equations and biorthogonality conditions were derived in a precise and detailed manner. To solve these field equations in this study, the method of separation of variable is used and the method of Fro¨benius is employed for the differential equations in the radial direction. Using the field equations, the eigenanalyses on both the original and its adjoint system were performed with great care, which results in the eigenfunction sets of both systems. The biorthogonality conditions were applied to the field equations to obtain the discretized equation for each mode. Using the solutions of the discretized equations that account for the boundary forcing terms, the critical speed for a dual traveling force for each mode could be computed.

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

NASA Technical Reports Server (NTRS)

Ustinov, E.

1999-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

Rashidi, Saeede; Hejazi, S. Reza

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

Practical Aerodynamic Design Optimization Based on the Navier-Stokes Equations and a Discrete Adjoint Method

NASA Technical Reports Server (NTRS)

Grossman, Bernard

1999-01-01

The technical details are summarized below: Compressible and incompressible versions of a three-dimensional unstructured mesh Reynolds-averaged Navier-Stokes flow solver have been differentiated and resulting derivatives have been verified by comparisons with finite differences and a complex-variable approach. In this implementation, the turbulence model is fully coupled with the flow equations in order to achieve this consistency. The accuracy demonstrated in the current work represents the first time that such an approach has been successfully implemented. The accuracy of a number of simplifying approximations to the linearizations of the residual have been examined. A first-order approximation to the dependent variables in both the adjoint and design equations has been investigated. The effects of a "frozen" eddy viscosity and the ramifications of neglecting some mesh sensitivity terms were also examined. It has been found that none of the approximations yielded derivatives of acceptable accuracy and were often of incorrect sign. However, numerical experiments indicate that an incomplete convergence of the adjoint system often yield sufficiently accurate derivatives, thereby significantly lowering the time required for computing sensitivity information. The convergence rate of the adjoint solver relative to the flow solver has been examined. Inviscid adjoint solutions typically require one to four times the cost of a flow solution, while for turbulent adjoint computations, this ratio can reach as high as eight to ten. Numerical experiments have shown that the adjoint solver can stall before converging the solution to machine accuracy, particularly for viscous cases. A possible remedy for this phenomenon would be to include the complete higher-order linearization in the preconditioning step, or to employ a simple form of mesh sequencing to obtain better approximations to the solution through the use of coarser meshes. . An efficient surface parameterization based on a free-form deformation technique has been utilized and the resulting codes have been integrated with an optimization package. Lastly, sample optimizations have been shown for inviscid and turbulent flow over an ONERA M6 wing. Drag reductions have been demonstrated by reducing shock strengths across the span of the wing.

Source Parameter Estimation using the Second-order Closure Integrated Puff Model

DTIC Science & Technology

The sensor measurements are categorized as triggered and non-triggered based on the recorded concentration measurements and a threshold...concentration value. Using each measured value, sources of adjoint material are created from the triggered and non-triggered sensors, and the adjoint transport...equations are solved to predict the adjoint concentration fields. The adjoint source strength is inversely proportional to the concentration measurement

Optical properties reconstruction using the adjoint method based on the radiative transfer equation

NASA Astrophysics Data System (ADS)

Addoum, Ahmad; Farges, Olivier; Asllanaj, Fatmir

2018-01-01

An efficient algorithm is proposed to reconstruct the spatial distribution of optical properties in heterogeneous media like biological tissues. The light transport through such media is accurately described by the radiative transfer equation in the frequency-domain. The adjoint method is used to efficiently compute the objective function gradient with respect to optical parameters. Numerical tests show that the algorithm is accurate and robust to retrieve simultaneously the absorption μa and scattering μs coefficients for lowly and highly absorbing medium. Moreover, the simultaneous reconstruction of μs and the anisotropy factor g of the Henyey-Greenstein phase function is achieved with a reasonable accuracy. The main novelty in this work is the reconstruction of g which might open the possibility to image this parameter in tissues as an additional contrast agent in optical tomography.

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

NASA Astrophysics Data System (ADS)

Alexe, Mihai; Sandu, Adrian

2014-08-01

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

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 plate boundary can be partially recovered, especially with TV regularization.

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

PubMed

Liu, X; Zhai, Z

2007-12-01

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

An optimized treatment for algorithmic differentiation of an important glaciological fixed-point problem

DOE PAGES

Goldberg, Daniel N.; Narayanan, Sri Hari Krishna; Hascoet, Laurent; ...

2016-05-20

We apply an optimized method to the adjoint generation of a time-evolving land ice model through algorithmic differentiation (AD). The optimization involves a special treatment of the fixed-point iteration required to solve the nonlinear stress balance, which differs from a straightforward application of AD software, and leads to smaller memory requirements and in some cases shorter computation times of the adjoint. The optimization is done via implementation of the algorithm of Christianson (1994) for reverse accumulation of fixed-point problems, with the AD tool OpenAD. For test problems, the optimized adjoint is shown to have far lower memory requirements, potentially enablingmore » larger problem sizes on memory-limited machines. In the case of the land ice model, implementation of the algorithm allows further optimization by having the adjoint model solve a sequence of linear systems with identical (as opposed to varying) matrices, greatly improving performance. Finally, the methods introduced here will be of value to other efforts applying AD tools to ice models, particularly ones which solve a hybrid shallow ice/shallow shelf approximation to the Stokes equations.« less

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.

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

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Kleb, William L.

2005-01-01

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

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.

Airfoil optimization for unsteady flows with application to high-lift noise reduction

NASA Astrophysics Data System (ADS)

Rumpfkeil, Markus Peer

The use of steady-state aerodynamic optimization methods in the computational fluid dynamic (CFD) community is fairly well established. In particular, the use of adjoint methods has proven to be very beneficial because their cost is independent of the number of design variables. The application of numerical optimization to airframe-generated noise, however, has not received as much attention, but with the significant quieting of modern engines, airframe noise now competes with engine noise. Optimal control techniques for unsteady flows are needed in order to be able to reduce airframe-generated noise. In this thesis, a general framework is formulated to calculate the gradient of a cost function in a nonlinear unsteady flow environment via the discrete adjoint method. The unsteady optimization algorithm developed in this work utilizes a Newton-Krylov approach since the gradient-based optimizer uses the quasi-Newton method BFGS, Newton's method is applied to the nonlinear flow problem, GMRES is used to solve the resulting linear problem inexactly, and last but not least the linear adjoint problem is solved using Bi-CGSTAB. The flow is governed by the unsteady two-dimensional compressible Navier-Stokes equations in conjunction with a one-equation turbulence model, which are discretized using structured grids and a finite difference approach. The effectiveness of the unsteady optimization algorithm is demonstrated by applying it to several problems of interest including shocktubes, pulses in converging-diverging nozzles, rotating cylinders, transonic buffeting, and an unsteady trailing-edge flow. In order to address radiated far-field noise, an acoustic wave propagation program based on the Ffowcs Williams and Hawkings (FW-H) formulation is implemented and validated. The general framework is then used to derive the adjoint equations for a novel hybrid URANS/FW-H optimization algorithm in order to be able to optimize the shape of airfoils based on their calculated far-field pressure fluctuations. Validation and application results for this novel hybrid URANS/FW-H optimization algorithm show that it is possible to optimize the shape of an airfoil in an unsteady flow environment to minimize its radiated far-field noise while maintaining good aerodynamic performance.

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.

A finite-volume Eulerian-Lagrangian Localized Adjoint Method for solution of the advection-dispersion equation

USGS Publications Warehouse

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

1993-01-01

A new mass-conservative method for solution of the one-dimensional advection-dispersion equation is derived and discussed. Test results demonstrate that the finite-volume Eulerian-Lagrangian localized adjoint method (FVELLAM) outperforms standard finite-difference methods, in terms of accuracy and efficiency, for solute transport problems that are dominated by advection. For dispersion-dominated problems, the performance of the method is similar to that of standard methods. Like previous ELLAM formulations, FVELLAM systematically conserves mass globally with all types of boundary conditions. FVELLAM differs from other ELLAM approaches in that 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, as used by most characteristic methods, of characteristic lines intersecting inflow boundaries. FVELLAM extends previous ELLAM results by obtaining mass conservation locally on Lagrangian space-time elements. Details of the integration, tracking, and boundary algorithms are presented. Test results are given for problems in Cartesian and radial coordinates.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Adjoint shape optimization for fluid-structure interaction of ducted flows

NASA Astrophysics Data System (ADS)

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

2018-03-01

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

A Least-Squares Transport Equation Compatible with Voids

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

Hansen, Jon; Peterson, Jacob; Morel, Jim

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

A new approach for developing adjoint models

NASA Astrophysics Data System (ADS)

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

2011-12-01

Many data assimilation algorithms rely on the availability of gradients of misfit functionals, which can be efficiently computed with adjoint models. However, the development of an adjoint model for a complex geophysical code is generally very difficult. Algorithmic differentiation (AD, also called automatic differentiation) offers one strategy for simplifying this task: it takes the abstraction that a model is a sequence of primitive instructions, each of which may be differentiated in turn. While extremely successful, this low-level abstraction runs into time-consuming difficulties when applied to the whole codebase of a model, such as differentiating through linear solves, model I/O, calls to external libraries, language features that are unsupported by the AD tool, and the use of multiple programming languages. While these difficulties can be overcome, it requires a large amount of technical expertise and an intimate familiarity with both the AD tool and the model. An alternative to applying the AD tool to the whole codebase is to assemble the discrete adjoint equations and use these to compute the necessary gradients. With this approach, the AD tool must be applied to the nonlinear assembly operators, which are typically small, self-contained units of the codebase. The disadvantage of this approach is that the assembly of the discrete adjoint equations is still very difficult to perform correctly, especially for complex multiphysics models that perform temporal integration; as it stands, this approach is as difficult and time-consuming as applying AD to the whole model. In this work, we have developed a library which greatly simplifies and automates the alternate approach of assembling the discrete adjoint equations. We propose a complementary, higher-level abstraction to that of AD: that a model is a sequence of linear solves. The developer annotates model source code with library calls that build a 'tape' of the operators involved and their dependencies, and supplies callbacks to compute the action of these operators. The library, called libadjoint, is then capable of symbolically manipulating the forward annotation to automatically assemble the adjoint equations. Libadjoint is open source, and is explicitly designed to be bolted-on to an existing discrete model. It can be applied to any discretisation, steady or time-dependent problems, and both linear and nonlinear systems. Using libadjoint has several advantages. It requires the application of an AD tool only to small pieces of code, making the use of AD far more tractable. As libadjoint derives the adjoint equations, the expertise required to develop an adjoint model is greatly diminished. One major advantage of this approach is that the model developer is freed from implementing complex checkpointing strategies for the adjoint model: libadjoint has sufficient information about the forward model to re-play the entire forward solve when necessary, and thus the checkpointing algorithm can be implemented entirely within the library itself. Examples are shown using the Fluidity/ICOM framework, a complex ocean model under development at Imperial College London.

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.

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

DTIC Science & Technology

2006-01-30

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

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

USGS Publications Warehouse

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

1992-01-01

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

Variational data assimilation for the initial-value dynamo problem.

PubMed

Li, Kuan; Jackson, Andrew; Livermore, Philip W

2011-11-01

The secular variation of the geomagnetic field as observed at the Earth's surface results from the complex magnetohydrodynamics taking place in the fluid core of the Earth. One way to analyze this system is to use the data in concert with an underlying dynamical model of the system through the technique of variational data assimilation, in much the same way as is employed in meteorology and oceanography. The aim is to discover an optimal initial condition that leads to a trajectory of the system in agreement with observations. Taking the Earth's core to be an electrically conducting fluid sphere in which convection takes place, we develop the continuous adjoint forms of the magnetohydrodynamic equations that govern the dynamical system together with the corresponding numerical algorithms appropriate for a fully spectral method. These adjoint equations enable a computationally fast iterative improvement of the initial condition that determines the system evolution. The initial condition depends on the three dimensional form of quantities such as the magnetic field in the entire sphere. For the magnetic field, conservation of the divergence-free condition for the adjoint magnetic field requires the introduction of an adjoint pressure term satisfying a zero boundary condition. We thus find that solving the forward and adjoint dynamo system requires different numerical algorithms. In this paper, an efficient algorithm for numerically solving this problem is developed and tested for two illustrative problems in a whole sphere: one is a kinematic problem with prescribed velocity field, and the second is associated with the Hall-effect dynamo, exhibiting considerable nonlinearity. The algorithm exhibits reliable numerical accuracy and stability. Using both the analytical and the numerical techniques of this paper, the adjoint dynamo system can be solved directly with the same order of computational complexity as that required to solve the forward problem. These numerical techniques form a foundation for ultimate application to observations of the geomagnetic field over the time scale of centuries.

Optimization of wind plant layouts using an adjoint approach

DOE PAGES

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

2017-03-10

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

Optimization of wind plant layouts using an adjoint approach

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

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

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

Practical Aerodynamic Design Optimization Based on the Navier-Stokes Equations and a Discrete Adjoint Method

NASA Technical Reports Server (NTRS)

Grossman, Bernard

1999-01-01

Compressible and incompressible versions of a three-dimensional unstructured mesh Reynolds-averaged Navier-Stokes flow solver have been differentiated and resulting derivatives have been verified by comparisons with finite differences and a complex-variable approach. In this implementation, the turbulence model is fully coupled with the flow equations in order to achieve this consistency. The accuracy demonstrated in the current work represents the first time that such an approach has been successfully implemented. The accuracy of a number of simplifying approximations to the linearizations of the residual have been examined. A first-order approximation to the dependent variables in both the adjoint and design equations has been investigated. The effects of a "frozen" eddy viscosity and the ramifications of neglecting some mesh sensitivity terms were also examined. It has been found that none of the approximations yielded derivatives of acceptable accuracy and were often of incorrect sign. However, numerical experiments indicate that an incomplete convergence of the adjoint system often yield sufficiently accurate derivatives, thereby significantly lowering the time required for computing sensitivity information. The convergence rate of the adjoint solver relative to the flow solver has been examined. Inviscid adjoint solutions typically require one to four times the cost of a flow solution, while for turbulent adjoint computations, this ratio can reach as high as eight to ten. Numerical experiments have shown that the adjoint solver can stall before converging the solution to machine accuracy, particularly for viscous cases. A possible remedy for this phenomenon would be to include the complete higher-order linearization in the preconditioning step, or to employ a simple form of mesh sequencing to obtain better approximations to the solution through the use of coarser meshes. An efficient surface parameterization based on a free-form deformation technique has been utilized and the resulting codes have been integrated with an optimization package. Lastly, sample optimizations have been shown for inviscid and turbulent flow over an ONERA M6 wing. Drag reductions have been demonstrated by reducing shock strengths across the span of the wing. In order for large scale optimization to become routine, the benefits of parallel architectures should be exploited. Although the flow solver has been parallelized using compiler directives. The parallel efficiency is under 50 percent. Clearly, parallel versions of the codes will have an immediate impact on the ability to design realistic configurations on fine meshes, and this effort is currently underway.

Passive control of thermoacoustic oscillations with adjoint methods

NASA Astrophysics Data System (ADS)

Aguilar, Jose; Juniper, Matthew

2017-11-01

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

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 and represents a small change in the stiffness matrix compared to the baseline (undamaged) structure. The exact solution to a slightly modified set of equations can be obtained from the baseline solution economically without actually solving the modified system.. Shennan-Morrison-Woodbury (SMW) formulas are matrix update formulas that allow this (Akgun et al., 1998b). SMW formulas were therefore used here to compute adjoint displacements for sensitivity computation and structural displacements in damaged configurations.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Fluorescence molecular imaging based on the adjoint radiative transport equation

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Toward Automatic Verification of Goal-Oriented Flow Simulations

NASA Technical Reports Server (NTRS)

Nemec, Marian; Aftosmis, Michael J.

2014-01-01

We demonstrate the power of adaptive mesh refinement with adjoint-based error estimates in verification of simulations governed by the steady Euler equations. The flow equations are discretized using a finite volume scheme on a Cartesian mesh with cut cells at the wall boundaries. The discretization error in selected simulation outputs is estimated using the method of adjoint-weighted residuals. Practical aspects of the implementation are emphasized, particularly in the formulation of the refinement criterion and the mesh adaptation strategy. Following a thorough code verification example, we demonstrate simulation verification of two- and three-dimensional problems. These involve an airfoil performance database, a pressure signature of a body in supersonic flow and a launch abort with strong jet interactions. The results show reliable estimates and automatic control of discretization error in all simulations at an affordable computational cost. Moreover, the approach remains effective even when theoretical assumptions, e.g., steady-state and solution smoothness, are relaxed.

Spatial optimal disturbances in swept-wing boundary layers

NASA Astrophysics Data System (ADS)

Chen, Cheng

2018-04-01

With the use of the adjoint-based optimization method proposed by Tempelmann et al. (J. Fluid Mech., vol. 704, 2012, pp. 251-279), in which the parabolized stability equation (PSE) and so-called adjoint parabolized stability equation (APSE) are solved iteratively, we obtain the spatial optimal disturbance shape and investigate its dependence on the parameters of disturbance wave and wall condition, such as radial frequency ω and wall temperature Twall, in a swept-wing boundary layer flow. Further, the non-modal growth mechanism of this optimal disturbance has been also discussed, regarding its spatial evolution way in the streamwise direction. The results imply that the spanwise wavenumber, disturbance frequency and wall cooling do not change the physical mechanism of perturbation growth, just with a substantial effect on the magnitude of perturbation growth. Further, wall cooling may have enhancing or suppressing effect on spatial optimal disturbance growth, depending on the streamwise location.

Scalable Parameter Estimation for Genome-Scale Biochemical Reaction Networks

PubMed Central

Kaltenbacher, Barbara; Hasenauer, Jan

2017-01-01

Mechanistic mathematical modeling of biochemical reaction networks using ordinary differential equation (ODE) models has improved our understanding of small- and medium-scale biological processes. While the same should in principle hold for large- and genome-scale processes, the computational methods for the analysis of ODE models which describe hundreds or thousands of biochemical species and reactions are missing so far. While individual simulations are feasible, the inference of the model parameters from experimental data is computationally too intensive. In this manuscript, we evaluate adjoint sensitivity analysis for parameter estimation in large scale biochemical reaction networks. We present the approach for time-discrete measurement and compare it to state-of-the-art methods used in systems and computational biology. Our comparison reveals a significantly improved computational efficiency and a superior scalability of adjoint sensitivity analysis. The computational complexity is effectively independent of the number of parameters, enabling the analysis of large- and genome-scale models. Our study of a comprehensive kinetic model of ErbB signaling shows that parameter estimation using adjoint sensitivity analysis requires a fraction of the computation time of established methods. The proposed method will facilitate mechanistic modeling of genome-scale cellular processes, as required in the age of omics. PMID:28114351

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

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

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

2015-11-15

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

Optimal control penalty finite elements - Applications to integrodifferential equations

NASA Astrophysics Data System (ADS)

Chung, T. J.

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

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 process as a sequence of discrete equations which are assembled and solved. It is the coupling of the respective abstractions employed by libadjoint and the FEniCS project which produces the adjoint model automatically, without further intervention from the model developer. This presentation will demonstrate this new technology through linear and non-linear shallow water test cases. The exceptionally simple model syntax will be highlighted and the correctness of the resulting adjoint simulations will be demonstrated using rigorous convergence tests.

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

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

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

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

Ferguson, J.M.

1997-12-31

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

Optimization of Aerospace Structure Subject to Damage Tolerance Criteria

NASA Technical Reports Server (NTRS)

Akgun, Mehmet A.

1999-01-01

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 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. 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. A common method for topology optimization is that of compliance minimization 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 and represents a small change in the stiffness matrix compared to the baseline (undamaged) structure. The exact solution to a slightly modified set of equations can be obtained from the baseline solution economically without actually solving the modified system. Sherrnan-Morrison-Woodbury (SMW) formulas are matrix update formulas that allow this. SMW formulas were therefore used here to compute adjoint displacements for sensitivity computation and structural displacements in damaged configurations.

Augmenting the one-shot framework by additional constraints

DOE PAGES

Bosse, Torsten

2016-05-12

The (multistep) one-shot method for design optimization problems has been successfully implemented for various applications. To this end, a slowly convergent primal fixed-point iteration of the state equation is augmented by an adjoint iteration and a corresponding preconditioned design update. In this paper we present a modification of the method that allows for additional equality constraints besides the usual state equation. Finally, a retardation analysis and the local convergence of the method in terms of necessary and sufficient conditions are given, which depend on key characteristics of the underlying problem and the quality of the utilized preconditioner.

Augmenting the one-shot framework by additional constraints

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

Bosse, Torsten

The (multistep) one-shot method for design optimization problems has been successfully implemented for various applications. To this end, a slowly convergent primal fixed-point iteration of the state equation is augmented by an adjoint iteration and a corresponding preconditioned design update. In this paper we present a modification of the method that allows for additional equality constraints besides the usual state equation. Finally, a retardation analysis and the local convergence of the method in terms of necessary and sufficient conditions are given, which depend on key characteristics of the underlying problem and the quality of the utilized preconditioner.

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

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

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

2011-07-01

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

Regularized wave equation migration for imaging and data reconstruction

NASA Astrophysics Data System (ADS)

Kaplan, Sam T.

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

Traveling wave solutions and conservation laws for nonlinear evolution equation

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

Greenland Regional and Ice Sheet-wide Geometry Sensitivity to Boundary and Initial conditions

NASA Astrophysics Data System (ADS)

Logan, L. C.; Narayanan, S. H. K.; Greve, R.; Heimbach, P.

2017-12-01

Ice sheet and glacier model outputs require inputs from uncertainly known initial and boundary conditions, and other parameters. Conservation and constitutive equations formalize the relationship between model inputs and outputs, and the sensitivity of model-derived quantities of interest (e.g., ice sheet volume above floatation) to model variables can be obtained via the adjoint model of an ice sheet. We show how one particular ice sheet model, SICOPOLIS (SImulation COde for POLythermal Ice Sheets), depends on these inputs through comprehensive adjoint-based sensitivity analyses. SICOPOLIS discretizes the shallow-ice and shallow-shelf approximations for ice flow, and is well-suited for paleo-studies of Greenland and Antarctica, among other computational domains. The adjoint model of SICOPOLIS was developed via algorithmic differentiation, facilitated by the source transformation tool OpenAD (developed at Argonne National Lab). While model sensitivity to various inputs can be computed by costly methods involving input perturbation simulations, the time-dependent adjoint model of SICOPOLIS delivers model sensitivities to initial and boundary conditions throughout time at lower cost. Here, we explore both the sensitivities of the Greenland Ice Sheet's entire and regional volumes to: initial ice thickness, precipitation, basal sliding, and geothermal flux over the Holocene epoch. Sensitivity studies such as described here are now accessible to the modeling community, based on the latest version of SICOPOLIS that has been adapted for OpenAD to generate correct and efficient adjoint code.

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.

Variational approach to stability boundary for the Taylor-Goldstein equation

NASA Astrophysics Data System (ADS)

Hirota, Makoto; Morrison, Philip J.

2015-11-01

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

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.

An adjoint-based framework for maximizing mixing in binary fluids

NASA Astrophysics Data System (ADS)

Eggl, Maximilian; Schmid, Peter

2017-11-01

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

Simulation and Optimization of an Airfoil with Leading Edge Slat

NASA Astrophysics Data System (ADS)

Schramm, Matthias; Stoevesandt, Bernhard; Peinke, Joachim

2016-09-01

A gradient-based optimization is used in order to improve the shape of a leading edge slat upstream of a DU 91-W2-250 airfoil. The simulations are performed by solving the Reynolds-Averaged Navier-Stokes equations (RANS) using the open source CFD code OpenFOAM. Gradients are computed via the adjoint approach, which is suitable to deal with many design parameters, but keeping the computational costs low. The implementation is verified by comparing the gradients from the adjoint method with gradients obtained by finite differences for a NACA 0012 airfoil. The simulations of the leading edge slat are validated against measurements from the acoustic wind tunnel of Oldenburg University at a Reynolds number of Re = 6 • 105. The shape of the slat is optimized using the adjoint approach resulting in a drag reduction of 2%. Although the optimization is done for Re = 6 • 105, the improvements also hold for a higher Reynolds number of Re = 7.9 • 106, which is more realistic at modern wind turbines.

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

DOE PAGES

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

2014-12-16

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

Accelerated gradient based diffuse optical tomographic image reconstruction.

PubMed

Biswas, Samir Kumar; Rajan, K; Vasu, R M

2011-01-01

Fast reconstruction of interior optical parameter distribution using a new approach called Broyden-based model iterative image reconstruction (BMOBIIR) and adjoint Broyden-based MOBIIR (ABMOBIIR) of a tissue and a tissue mimicking phantom from boundary measurement data in diffuse optical tomography (DOT). DOT is a nonlinear and ill-posed inverse problem. Newton-based MOBIIR algorithm, which is generally used, requires repeated evaluation of the Jacobian which consumes bulk of the computation time for reconstruction. In this study, we propose a Broyden approach-based accelerated scheme for Jacobian computation and it is combined with conjugate gradient scheme (CGS) for fast reconstruction. The method makes explicit use of secant and adjoint information that can be obtained from forward solution of the diffusion equation. This approach reduces the computational time many fold by approximating the system Jacobian successively through low-rank updates. Simulation studies have been carried out with single as well as multiple inhomogeneities. Algorithms are validated using an experimental study carried out on a pork tissue with fat acting as an inhomogeneity. The results obtained through the proposed BMOBIIR and ABMOBIIR approaches are compared with those of Newton-based MOBIIR algorithm. The mean squared error and execution time are used as metrics for comparing the results of reconstruction. We have shown through experimental and simulation studies that Broyden-based MOBIIR and adjoint Broyden-based methods are capable of reconstructing single as well as multiple inhomogeneities in tissue and a tissue-mimicking phantom. Broyden MOBIIR and adjoint Broyden MOBIIR methods are computationally simple and they result in much faster implementations because they avoid direct evaluation of Jacobian. The image reconstructions have been carried out with different initial values using Newton, Broyden, and adjoint Broyden approaches. These algorithms work well when the initial guess is close to the true solution. However, when initial guess is far away from true solution, Newton-based MOBIIR gives better reconstructed images. The proposed methods are found to be stable with noisy measurement data.

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

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

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

1988-03-01

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

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

PubMed

Mottelet, Stephane; Gaullier, Gil; Sadaka, Georges

2017-01-01

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

Aerothermodynamic shape optimization of hypersonic blunt bodies

NASA Astrophysics Data System (ADS)

Eyi, Sinan; Yumuşak, Mine

2015-07-01

The aim of this study is to develop a reliable and efficient design tool that can be used in hypersonic flows. The flow analysis is based on the axisymmetric Euler/Navier-Stokes and finite-rate chemical reaction equations. The equations are coupled simultaneously and solved implicitly using Newton's method. The Jacobian matrix is evaluated analytically. A gradient-based numerical optimization is used. The adjoint method is utilized for sensitivity calculations. The objective of the design is to generate a hypersonic blunt geometry that produces the minimum drag with low aerodynamic heating. Bezier curves are used for geometry parameterization. The performances of the design optimization method are demonstrated for different hypersonic flow conditions.

Interplay of symmetries and other integrability quantifiers in finite-dimensional integrable nonlinear dynamical systems

PubMed Central

Mohanasubha, R.; Chandrasekar, V. K.; Lakshmanan, M.

2016-01-01

In this work, we establish a connection between the extended Prelle–Singer procedure and other widely used analytical methods to identify integrable systems in the case of nth-order nonlinear ordinary differential equations (ODEs). By synthesizing these methods, we bring out the interlink between Lie point symmetries, contact symmetries, λ-symmetries, adjoint symmetries, null forms, Darboux polynomials, integrating factors, the Jacobi last multiplier and generalized λ-symmetries corresponding to the nth-order ODEs. We also prove these interlinks with suitable examples. By exploiting these interconnections, the characteristic quantities associated with different methods can be deduced without solving the associated determining equations. PMID:27436964

Convective heat transfer for a gaseous slip flow in micropipe and parallel-plate microchannel with uniform wall heat flux: effect of axial heat conduction

NASA Astrophysics Data System (ADS)

Haddout, Y.; Essaghir, E.; Oubarra, A.; Lahjomri, J.

2017-12-01

Thermally developing laminar slip flow through a micropipe and a parallel plate microchannel, with axial heat conduction and uniform wall heat flux, is studied analytically by using a powerful method of self-adjoint formalism. This method results from a decomposition of the elliptic energy equation into a system of two first-order partial differential equations. The advantage of this method over other methods, resides in the fact that the decomposition procedure leads to a selfadjoint problem although the initial problem is apparently not a self-adjoint one. The solution is an extension of prior studies and considers a first order slip model boundary conditions at the fluid-wall interface. The analytical expressions for the developing temperature and local Nusselt number in the thermal entrance region are obtained in the general case. Therefore, the solution obtained could be extended easily to any hydrodynamically developed flow and arbitrary heat flux distribution. The analytical results obtained are compared for select simplified cases with available numerical calculations and they both agree. The results show that the heat transfer characteristics of flow in the thermal entrance region are strongly influenced by the axial heat conduction and rarefaction effects which are respectively characterized by Péclet and Knudsen numbers.

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

USGS Publications Warehouse

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

1998-01-01

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

Convective heat transfer for a gaseous slip flow in micropipe and parallel-plate microchannel with uniform wall heat flux: effect of axial heat conduction

NASA Astrophysics Data System (ADS)

Haddout, Y.; Essaghir, E.; Oubarra, A.; Lahjomri, J.

2018-06-01

Thermally developing laminar slip flow through a micropipe and a parallel plate microchannel, with axial heat conduction and uniform wall heat flux, is studied analytically by using a powerful method of self-adjoint formalism. This method results from a decomposition of the elliptic energy equation into a system of two first-order partial differential equations. The advantage of this method over other methods, resides in the fact that the decomposition procedure leads to a selfadjoint problem although the initial problem is apparently not a self-adjoint one. The solution is an extension of prior studies and considers a first order slip model boundary conditions at the fluid-wall interface. The analytical expressions for the developing temperature and local Nusselt number in the thermal entrance region are obtained in the general case. Therefore, the solution obtained could be extended easily to any hydrodynamically developed flow and arbitrary heat flux distribution. The analytical results obtained are compared for select simplified cases with available numerical calculations and they both agree. The results show that the heat transfer characteristics of flow in the thermal entrance region are strongly influenced by the axial heat conduction and rarefaction effects which are respectively characterized by Péclet and Knudsen numbers.

Seismic Full Waveform Modeling & Imaging in Attenuating Media

NASA Astrophysics Data System (ADS)

Guo, Peng

Seismic attenuation strongly affects seismic waveforms by amplitude loss and velocity dispersion. Without proper inclusion of Q parameters, errors can be introduced for seismic full waveform modeling and imaging. Three different (Carcione's, Robertsson's, and the generalized Robertsson's) isotropic viscoelastic wave equations based on the generalized standard linear solid (GSLS) are evaluated. The second-order displacement equations are derived, and used to demonstrate that, with the same stress relaxation times, these viscoelastic formulations are equivalent. By introducing separate memory variables for P and S relaxation functions, Robertsson's formulation is generalized to allow different P and S wave stress relaxation times, which improves the physical consistency of the Qp and Qs modelled in the seismograms.The three formulations have comparable computational cost. 3D seismic finite-difference forward modeling is applied to anisotropic viscoelastic media. The viscoelastic T-matrix (a dynamic effective medium theory) relates frequency-dependent anisotropic attenuation and velocity to reservoir properties in fractured HTI media, based on the meso-scale fluid flow attenuation mechanism. The seismic signatures resulting from changing viscoelastic reservoir properties are easily visible. Analysis of 3D viscoelastic seismograms suggests that anisotropic attenuation is a potential tool for reservoir characterization. To compensate the Q effects during reverse-time migration (RTM) in viscoacoustic and viscoelastic media, amplitudes need to be compensated during wave propagation; the propagation velocity of the Q-compensated wavefield needs to be the same as in the attenuating wavefield, to restore the phase information. Both amplitude and phase can be compensated when the velocity dispersion and the amplitude loss are decoupled. For wave equations based on the GSLS, because Q effects are coupled in the memory variables, Q-compensated wavefield propagates faster than the attenuating wavefield, and introduce unwanted phase shift. Numerical examples show that there are phase (depth) shifts in the Q-compensated RTM images from the GSLS equation. An adjoint-based least-squares reverse-time migration is proposed for viscoelastic media (Q-LSRTM), to compensate the attenuation losses in P and S images. The viscoelastic adjoint operator, and the P and S modulus perturbation imaging conditions are derived using the adjoint-state method and an augmented Lagrangian functional. Q-LSRTM solves the viscoelastic linearized modeling operator for synthetic data, and the adjoint operator is used for back propagating the data residual. Q-LSRTM is capable of iteratively updating the P and S modulus perturbations,in the direction of minimizing data residuals, and attenuation loss is iteratively compensated. A novel Q compensation approach is developed for adjoint seismic imaging by pseudodifferential scaling. With a correct Q model included in the migration algorithm, propagation effects, including the Q effects, can be compensated with the application of the inverse Hessian to the RTM image. Pseudodifferential scaling is used to efficiently approximate the action of the inverse Hessian. Numerical examples indicate that the adjoint RTM images with pseudodifferential scaling approximate the true model perturbation, and can be used as well-conditioned gradients for least-squares imaging.

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 limited regions close to the monitoring sites (using the LPDM part), and at coarse resolution for the rest of the globe (using the Eulerian part), minimizing aggregation errors and computation cost. The adjoint of the coupled high-resolution Eulerian-Lagrangian model will be incorporated into the PYVAR CO2 variational inverse system (Chevallier et al., 2005). Chevallier, F., Fisher, M., Peylin, P., Serrar, S., Bousquet, P., Bréon, F.-M., Chédin, A., and Ciais, P.: Inferring CO2 sources and sinks from satellite observations: method and application to TOVS data, J. Geophys. Res., 110, D24309, doi:10.1029/2005JD006390, 2005.

Low-thrust trajectory analysis for the geosynchronous mission

NASA Technical Reports Server (NTRS)

Jasper, T. P.

1973-01-01

Methodology employed in development of a computer program designed to analyze optimal low-thrust trajectories is described, and application of the program to a Solar Electric Propulsion Stage (SEPS) geosynchronous mission is discussed. To avoid the zero inclination and eccentricity singularities which plague many small-force perturbation techniques, a special set of state variables (equinoctial) is used. Adjoint equations are derived for the minimum time problem and are also free from the singularities. Solutions to the state and adjoint equations are obtained by both orbit averaging and precision numerical integration; an evaluation of these approaches is made.

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

PubMed Central

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

2017-01-01

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

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

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

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

NASA Astrophysics Data System (ADS)

Cowles, G.; Martinelli, L.

2003-12-01

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

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

Schnack, D.D.; Lottati, I.; Mikic, Z.

The authors describe TRIM, a MHD code which uses finite volume discretization of the MHD equations on an unstructured adaptive grid of triangles in the poloidal plane. They apply it to problems related to modeling tokamak toroidal plasmas. The toroidal direction is treated by a pseudospectral method. Care was taken to center variables appropriately on the mesh and to construct a self adjoint diffusion operator for cell centered variables.

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

DTIC Science & Technology

2013-06-24

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

Green's formula and variational principles for cosmic-ray transport with application to rotating and shearing flows

NASA Technical Reports Server (NTRS)

Webb, G. M.; Jokipii, J. R.; Morfill, G. E.

1994-01-01

Green's theorem and Green's formula for the diffusive cosmic-ray transport equation in relativistic flows are derived. Green's formula gives the solution of the transport equation in terms of the Green's function of the adjoint transport equation, and in terms of distributed sources throughout the region R of interest, plus terms involving the particle intensity and streaming on the boundary. The adjoint transport equation describes the time-reversed particle transport. An Euler-Lagrange variational principle is then obtained for both the mean scattering frame distribution function f, and its adjoint f(dagger). Variations of the variational functional with respect to f(dagger) yield the transport equation, whereas variations of f yield the adjoint transport equation. The variational principle, when combined with Noether's theorem, yields the conservation law associated with Green's theorem. An investigation of the transport equation for steady, azimuthal, rotating flows suggests the introduction of a new independent variable H to replace the comoving frame momentum variable p'. For the case of rigid rotating flows, H is conserved and is shown to be analogous to the Hamiltonian for a bead on a rigidly rotating wire. The variable H corresponds to a balance between the centrifugal force and the particle inertia in the rotating frame. The physical interpretation of H includes a discussion of nonrelativistic and special relativistic rotating flows as well as the cases of aziuthal, differentially rotating flows about Schwarzs-child and Kerr black holes. Green's formula is then applied to the problem of the acceleration of ultra-high-energy cosmic rays by galactic rotation. The model for galactic rotation assumes an angular velocity law Omega = Omega(sub 0)(omega(sub 0)/omega), where omega denotes radial distance from the axis of rotation. Green's functions for the galactic rotation problem are used to investigate the spectrum of accelerated particles arising from monoenergetic and truncated power-law sources. We conclude that it is possible to accelerate particles beyond the knee by galactic rotation, but not in sufficient number to adequately explain the observed spectrum.

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

NASA Astrophysics Data System (ADS)

Thompson, Kyle Bonner

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

Airfoil Design Using a Coupled Euler and Integral Boundary Layer Method with Adjoint Based Sensitivities

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.

Aerodynamic Design on Unstructured Grids for Turbulent Flows

NASA Technical Reports Server (NTRS)

Anderson, W. Kyle; Bonhaus, Daryl L.

1997-01-01

An aerodynamic design algorithm for turbulent flows using unstructured grids is described. The current approach uses adjoint (costate) variables for obtaining derivatives of the cost function. The solution of the adjoint equations is obtained using an implicit formulation in which the turbulence model is fully coupled with the flow equations when solving for the costate variables. The accuracy of the derivatives is demonstrated by comparison with finite-difference gradients and a few example computations are shown. In addition, a user interface is described which significantly reduces the time required for setting up the design problems. Recommendations on directions of further research into the Navier Stokes design process are made.

Modeling Sound Propagation Through Non-Axisymmetric Jets

NASA Technical Reports Server (NTRS)

Leib, Stewart J.

2014-01-01

A method for computing the far-field adjoint Green's function of the generalized acoustic analogy equations under a locally parallel mean flow approximation is presented. The method is based on expanding the mean-flow-dependent coefficients in the governing equation and the scalar Green's function in truncated Fourier series in the azimuthal direction and a finite difference approximation in the radial direction in circular cylindrical coordinates. The combined spectral/finite difference method yields a highly banded system of algebraic equations that can be efficiently solved using a standard sparse system solver. The method is applied to test cases, with mean flow specified by analytical functions, corresponding to two noise reduction concepts of current interest: the offset jet and the fluid shield. Sample results for the Green's function are given for these two test cases and recommendations made as to the use of the method as part of a RANS-based jet noise prediction code.

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

NASA Technical Reports Server (NTRS)

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

1993-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2014-01-01

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

3D unstructured-mesh radiation transport codes

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

Morel, J.

1997-12-31

Three unstructured-mesh radiation transport codes are currently being developed at Los Alamos National Laboratory. The first code is ATTILA, which uses an unstructured tetrahedral mesh in conjunction with standard Sn (discrete-ordinates) angular discretization, standard multigroup energy discretization, and linear-discontinuous spatial differencing. ATTILA solves the standard first-order form of the transport equation using source iteration in conjunction with diffusion-synthetic acceleration of the within-group source iterations. DANTE is designed to run primarily on workstations. The second code is DANTE, which uses a hybrid finite-element mesh consisting of arbitrary combinations of hexahedra, wedges, pyramids, and tetrahedra. DANTE solves several second-order self-adjoint forms of the transport equation including the even-parity equation, the odd-parity equation, and a new equation called the self-adjoint angular flux equation. DANTE also offers three angular discretization options:more » $$S{_}n$$ (discrete-ordinates), $$P{_}n$$ (spherical harmonics), and $$SP{_}n$$ (simplified spherical harmonics). DANTE is designed to run primarily on massively parallel message-passing machines, such as the ASCI-Blue machines at LANL and LLNL. The third code is PERICLES, which uses the same hybrid finite-element mesh as DANTE, but solves the standard first-order form of the transport equation rather than a second-order self-adjoint form. DANTE uses a standard $$S{_}n$$ discretization in angle in conjunction with trilinear-discontinuous spatial differencing, and diffusion-synthetic acceleration of the within-group source iterations. PERICLES was initially designed to run on workstations, but a version for massively parallel message-passing machines will be built. The three codes will be described in detail and computational results will be presented.« less

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 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. Thereafter, we focus on a shape optimization problem for an Apollo-like reentry capsule. The optimization seeks to enhance the lift-to-drag ratio of the capsule by modifyjing the shape of its heat-shield in conjunction with a center-of-gravity (c.g.) offset. This multipoint and multi-objective optimization problem is used to demonstrate the overall effectiveness of the Cartesian adjoint method for addressing the issues of complex aerodynamic design. This abstract presents only a brief outline of the numerical method and results; full details will be given in the final paper.

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

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

Sensitivity 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.

Adjoint method and runaway electron avalanche

DOE PAGES

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

2016-12-16

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

Theoretical Evaluation of the Maximum Work of Free-Piston Engine Generators

NASA Astrophysics Data System (ADS)

Kojima, Shinji

2017-01-01

Utilizing the adjoint equations that originate from the calculus of variations, we have calculated the maximum thermal efficiency that is theoretically attainable by free-piston engine generators considering the work loss due to friction and Joule heat. Based on the adjoint equations with seven dimensionless parameters, the trajectory of the piston, the histories of the electric current, the work done, and the two kinds of losses have been derived in analytic forms. Using these we have conducted parametric studies for the optimized Otto and Brayton cycles. The smallness of the pressure ratio of the Brayton cycle makes the net work done negative even when the duration of heat addition is optimized to give the maximum amount of heat addition. For the Otto cycle, the net work done is positive, and both types of losses relative to the gross work done become smaller with the larger compression ratio. Another remarkable feature of the optimized Brayton cycle is that the piston trajectory of the heat addition/disposal process is expressed by the same equation as that of an adiabatic process. The maximum thermal efficiency of any combination of isochoric and isobaric heat addition/disposal processes, such as the Sabathe cycle, may be deduced by applying the methods described here.

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.

Receptivity of the compressible mixing layer

NASA Astrophysics Data System (ADS)

Barone, Matthew F.; Lele, Sanjiva K.

2005-09-01

Receptivity of compressible mixing layers to general source distributions is examined by a combined theoretical/computational approach. The properties of solutions to the adjoint Navier Stokes equations are exploited to derive expressions for receptivity in terms of the local value of the adjoint solution. The result is a description of receptivity for arbitrary small-amplitude mass, momentum, and heat sources in the vicinity of a mixing-layer flow, including the edge-scattering effects due to the presence of a splitter plate of finite width. The adjoint solutions are examined in detail for a Mach 1.2 mixing-layer flow. The near field of the adjoint solution reveals regions of relatively high receptivity to direct forcing within the mixing layer, with receptivity to nearby acoustic sources depending on the source type and position. Receptivity ‘nodes’ are present at certain locations near the splitter plate edge where the flow is not sensitive to forcing. The presence of the nodes is explained by interpretation of the adjoint solution as the superposition of incident and scattered fields. The adjoint solution within the boundary layer upstream of the splitter-plate trailing edge reveals a mechanism for transfer of energy from boundary-layer stability modes to Kelvin Helmholtz modes. Extension of the adjoint solution to the far field using a Kirchhoff surface gives the receptivity of the mixing layer to incident sound from distant sources.

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

NASA Technical Reports Server (NTRS)

Haviland, J. K.

1974-01-01

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

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

NASA Technical Reports Server (NTRS)

Rallabhandi, Sriram K.

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-09-01

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

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

NASA Astrophysics Data System (ADS)

Rozanov, Vladimir V.; Vountas, Marco

2014-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-07-01

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

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).

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

PubMed

Uematsu, Mikio; Kurosawa, Masahiko

2005-01-01

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

Output-Adaptive Tetrahedral Cut-Cell Validation for Sonic Boom Prediction

NASA Technical Reports Server (NTRS)

Park, Michael A.; Darmofal, David L.

2008-01-01

A cut-cell approach to Computational Fluid Dynamics (CFD) that utilizes the median dual of a tetrahedral background grid is described. The discrete adjoint is also calculated, which permits adaptation based on improving the calculation of a specified output (off-body pressure signature) in supersonic inviscid flow. These predicted signatures are compared to wind tunnel measurements on and off the configuration centerline 10 body lengths below the model to validate the method for sonic boom prediction. Accurate mid-field sonic boom pressure signatures are calculated with the Euler equations without the use of hybrid grid or signature propagation methods. Highly-refined, shock-aligned anisotropic grids were produced by this method from coarse isotropic grids created without prior knowledge of shock locations. A heuristic reconstruction limiter provided stable flow and adjoint solution schemes while producing similar signatures to Barth-Jespersen and Venkatakrishnan limiters. The use of cut-cells with an output-based adaptive scheme completely automated this accurate prediction capability after a triangular mesh is generated for the cut surface. This automation drastically reduces the manual intervention required by existing methods.

HT2DINV: A 2D forward and inverse code for steady-state and transient hydraulic tomography problems

NASA Astrophysics Data System (ADS)

Soueid Ahmed, A.; Jardani, A.; Revil, A.; Dupont, J. P.

2015-12-01

Hydraulic tomography is a technique used to characterize the spatial heterogeneities of storativity and transmissivity fields. The responses of an aquifer to a source of hydraulic stimulations are used to recover the features of the estimated fields using inverse techniques. We developed a 2D free source Matlab package for performing hydraulic tomography analysis in steady state and transient regimes. The package uses the finite elements method to solve the ground water flow equation for simple or complex geometries accounting for the anisotropy of the material properties. The inverse problem is based on implementing the geostatistical quasi-linear approach of Kitanidis combined with the adjoint-state method to compute the required sensitivity matrices. For undetermined inverse problems, the adjoint-state method provides a faster and more accurate approach for the evaluation of sensitivity matrices compared with the finite differences method. Our methodology is organized in a way that permits the end-user to activate parallel computing in order to reduce the computational burden. Three case studies are investigated demonstrating the robustness and efficiency of our approach for inverting hydraulic parameters.

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

NASA Technical Reports Server (NTRS)

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

2013-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

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

NASA Technical Reports Server (NTRS)

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

1977-01-01

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

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

NASA Technical Reports Server (NTRS)

Dickmanns, E. D.

1972-01-01

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

Chiral phases of fundamental and adjoint quarks

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

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

2016-01-22

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

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

NASA Technical Reports Server (NTRS)

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

1997-01-01

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

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

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

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.

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

USGS Publications Warehouse

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

2000-01-01

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

On the symmetry of the boundary conditions of the volume potential

NASA Astrophysics Data System (ADS)

Kal'menov, Tynysbek Sh.; Arepova, Gaukhar; Suragan, Durvudkhan

2017-09-01

It is well known that the volume potential determines the mass or the charge distributed over the domain with density f. The volume potential is extensively used in function theory and embedding theorems. It is also well known that the volume potential gives a solution to an inhomogeneous equation. And it generates a linear self-adjoint operator. It is known that self-adjoint differential operators are generated by boundary conditions. In our previous papers for an arbitrary domain a boundary condition on the volume potential is given. In the past, it was not possible to prove the self-adjointness of these obtained boundary conditions. In the present paper, we prove the symmetry of boundary condition for the volume potential.

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

USDA-ARS?s Scientific Manuscript database

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

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

NASA Technical Reports Server (NTRS)

Taasan, Shlomo

1991-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

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

NASA Astrophysics Data System (ADS)

Penenko, Vladimir; Penenko, Alexey; Tsvetova, Elena

2013-04-01

We present a variational approach for solving direct and inverse problems of atmospheric hydrodynamics and chemistry. It is important that the accurate matching of numerical schemes has to be provided in the chain of objects: direct/adjoint problems - sensitivity relations - inverse problems, including assimilation of all available measurement data. To solve the problems we have developed a new enhanced set of cost-effective algorithms. The matched description of the multi-scale processes is provided by a specific choice of the variational principle functionals for the whole set of integrated models. Then all functionals of variational principle are approximated in space and time by splitting and decomposition methods. Such approach allows us to separately consider, for example, the space-time problems of atmospheric chemistry in the frames of decomposition schemes for the integral identity sum analogs of the variational principle at each time step and in each of 3D finite-volumes. To enhance the realization efficiency, the set of chemical reactions is divided on the subsets related to the operators of production and destruction. Then the idea of the Euler's integrating factors is applied in the frames of the local adjoint problem technique [1]-[3]. The analytical solutions of such adjoint problems play the role of integrating factors for differential equations describing atmospheric chemistry. With their help, the system of differential equations is transformed to the equivalent system of integral equations. As a result we avoid the construction and inversion of preconditioning operators containing the Jacobi matrixes which arise in traditional implicit schemes for ODE solution. This is the main advantage of our schemes. At the same time step but on the different stages of the "global" splitting scheme, the system of atmospheric dynamic equations is solved. For convection - diffusion equations for all state functions in the integrated models we have developed the monotone and stable discrete-analytical numerical schemes [1]-[3] conserving the positivity of the chemical substance concentrations and possessing the properties of energy and mass balance that are postulated in the general variational principle for integrated models. All algorithms for solution of transport, diffusion and transformation problems are direct (without iterations). The work is partially supported by the Programs No 4 of Presidium RAS and No 3 of Mathematical Department of RAS, by RFBR project 11-01-00187 and Integrating projects of SD RAS No 8 and 35. Our studies are in the line with the goals of COST Action ES1004. References Penenko V., Tsvetova E. Discrete-analytical methods for the implementation of variational principles in environmental applications// Journal of computational and applied mathematics, 2009, v. 226, 319-330. Penenko A.V. Discrete-analytic schemes for solving an inverse coefficient heat conduction problem in a layered medium with gradient methods// Numerical Analysis and Applications, 2012, V. 5, pp 326-341. V. Penenko, E. Tsvetova. Variational methods for constructing the monotone approximations for atmospheric chemistry models //Numerical Analysis and Applications, 2013 (in press).

Axisymmetric problem of fretting wear for a foundation with a nonuniform coating and rough punch

NASA Astrophysics Data System (ADS)

Manzhirov, A. V.; Kazakov, K. E.

2018-05-01

The axisymmetric contact problem with fretting wear for an elastic foundation with a longitudinally nonuniform (surface nonuniform) coating and a rigid punch with a rough foundation has been solved for the first time. The case of linear wear is considered. The nonuniformity of the coating and punch roughness are described by a different rapidly changing functions. This strong nonuniformity arises when coatings are deposited using modern additive manufacturing technologies. The problem is reduced the solution of an integral equation with two different integral operators: a compact self-adjoint positively defined operator with respect to the coordinate and the non-self-adjoint integral Volterra operator with respect to time. The solution is obtained in series using the projection method of the authors. The efficiency of the proposed approach for constructing a high-accuracy approximate solution to the problem (with only a few expansion terms retained) is demonstrated.

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

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

Chiang, R. T.

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

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.

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 spectral skill score summed over all frequency-directional bins. The relative advantages and disadvantages of these two methods are considered. References: Booij, N., R.C. Ris, and L.H. Holthuijsen, 1999: A third-generation wave model for coastal regions: 1. Model description and validation. J. Geophys. Res. 104 (C4), 7649-7666. Orzech, M.D., J. Veeramony, and H.E. Ngodock, 2013: A variational assimilation system for nearshore wave modeling. J. Atm. & Oc. Tech., in press.

Groundwater Source Identification Using Backward Fractional-Derivative Models

NASA Astrophysics Data System (ADS)

Zhang, Y.; Sun, H.; Zheng, C.

2017-12-01

The forward Fractional Advection Dispersion Equation (FADE) provides a useful model for non-Fickian transport in heterogeneous porous media. This presentation introduces the corresponding backward FADE model, to identify groundwater source location and release time. The backward method is developed from the theory of inverse problems, and the resultant backward FADE differs significantly from the traditional backward ADE because the fractional derivative is not self-adjoint and the probability density function for backward locations is highly skewed. Finally, the method is validated using tracer data from well-known field experiments.

Numerical solution of inverse scattering for near-field optics.

PubMed

Bao, Gang; Li, Peijun

2007-06-01

A novel regularized recursive linearization method is developed for a two-dimensional inverse medium scattering problem that arises in near-field optics, which reconstructs the scatterer of an inhomogeneous medium located on a substrate from data accessible through photon scanning tunneling microscopy experiments. Based on multiple frequency scattering data, the method starts from the Born approximation corresponding to weak scattering at a low frequency, and each update is obtained by continuation on the wavenumber from solutions of one forward problem and one adjoint problem of the Helmholtz equation.

Sensitivity Equation Derivation for Transient Heat Transfer Problems

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-04-01

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

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.

Estimation of Turbulent Heat Fluxes by Assimilation of Land Surface Temperature Observations From GOES Satellites Into an Ensemble Kalman Smoother Framework

NASA Astrophysics Data System (ADS)

Xu, Tongren; Bateni, S. M.; Neale, C. M. U.; Auligne, T.; Liu, Shaomin

2018-03-01

In different studies, land surface temperature (LST) observations have been assimilated into the variational data assimilation (VDA) approaches to estimate turbulent heat fluxes. The VDA methods yield accurate turbulent heat fluxes, but they need an adjoint model, which is difficult to derive and code. They also cannot directly calculate the uncertainty of their estimates. To overcome the abovementioned drawbacks, this study assimilates LST data from Geostationary Operational Environmental Satellite into the ensemble Kalman smoother (EnKS) data assimilation system to estimate turbulent heat fluxes. EnKS does not need to derive the adjoint term and directly generates statistical information on the accuracy of its predictions. It uses the heat diffusion equation to simulate LST. EnKS with the state augmentation approach finds the optimal values for the unknown parameters (i.e., evaporative fraction and neutral bulk heat transfer coefficient, CHN) by minimizing the misfit between LST observations from Geostationary Operational Environmental Satellite and LST estimations from the heat diffusion equation. The augmented EnKS scheme is tested over six Ameriflux sites with a wide range of hydrological and vegetative conditions. The results show that EnKS can predict not only the model parameters and turbulent heat fluxes but also their uncertainties over a variety of land surface conditions. Compared to the variational method, EnKS yields suboptimal turbulent heat fluxes. However, suboptimality of EnKS is small, and its results are comparable to those of the VDA method. Overall, EnKS is a feasible and reliable method for estimation of turbulent heat fluxes.

An Inviscid Decoupled Method for the Roe FDS Scheme in the Reacting Gas Path of FUN3D

NASA Technical Reports Server (NTRS)

Thompson, Kyle B.; Gnoffo, Peter A.

2016-01-01

An approach is described to decouple the species continuity equations from the mixture continuity, momentum, and total energy equations for the Roe flux difference splitting scheme. This decoupling simplifies the implicit system, so that the flow solver can be made significantly more efficient, with very little penalty on overall scheme robustness. Most importantly, the computational cost of the point implicit relaxation is shown to scale linearly with the number of species for the decoupled system, whereas the fully coupled approach scales quadratically. Also, the decoupled method significantly reduces the cost in wall time and memory in comparison to the fully coupled approach. This work lays the foundation for development of an efficient adjoint solution procedure for high speed reacting flow.

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

DOE PAGES

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

2015-09-08

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

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.

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

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

Zhu, Hongyu; Petra, Noemi; Stadler, Georg

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

DOE PAGES

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; ...

2016-07-13

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection–diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations andmore » model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov–Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems – i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian – we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. Here, we show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.« less

Inversion of geothermal heat flux in a thermomechanically coupled nonlinear Stokes ice sheet model

NASA Astrophysics Data System (ADS)

Zhu, Hongyu; Petra, Noemi; Stadler, Georg; Isaac, Tobin; Hughes, Thomas J. R.; Ghattas, Omar

2016-07-01

We address the inverse problem of inferring the basal geothermal heat flux from surface velocity observations using a steady-state thermomechanically coupled nonlinear Stokes ice flow model. This is a challenging inverse problem since the map from basal heat flux to surface velocity observables is indirect: the heat flux is a boundary condition for the thermal advection-diffusion equation, which couples to the nonlinear Stokes ice flow equations; together they determine the surface ice flow velocity. This multiphysics inverse problem is formulated as a nonlinear least-squares optimization problem with a cost functional that includes the data misfit between surface velocity observations and model predictions. A Tikhonov regularization term is added to render the problem well posed. We derive adjoint-based gradient and Hessian expressions for the resulting partial differential equation (PDE)-constrained optimization problem and propose an inexact Newton method for its solution. As a consequence of the Petrov-Galerkin discretization of the energy equation, we show that discretization and differentiation do not commute; that is, the order in which we discretize the cost functional and differentiate it affects the correctness of the gradient. Using two- and three-dimensional model problems, we study the prospects for and limitations of the inference of the geothermal heat flux field from surface velocity observations. The results show that the reconstruction improves as the noise level in the observations decreases and that short-wavelength variations in the geothermal heat flux are difficult to recover. We analyze the ill-posedness of the inverse problem as a function of the number of observations by examining the spectrum of the Hessian of the cost functional. Motivated by the popularity of operator-split or staggered solvers for forward multiphysics problems - i.e., those that drop two-way coupling terms to yield a one-way coupled forward Jacobian - we study the effect on the inversion of a one-way coupling of the adjoint energy and Stokes equations. We show that taking such a one-way coupled approach for the adjoint equations can lead to an incorrect gradient and premature termination of optimization iterations. This is due to loss of a descent direction stemming from inconsistency of the gradient with the contours of the cost functional. Nevertheless, one may still obtain a reasonable approximate inverse solution particularly if important features of the reconstructed solution emerge early in optimization iterations, before the premature termination.

Iterative spectral methods and spectral solutions to compressible flows

NASA Technical Reports Server (NTRS)

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

1982-01-01

A spectral multigrid scheme is described which can solve pseudospectral discretizations of self-adjoint elliptic problems in O(N log N) operations. An iterative technique for efficiently implementing semi-implicit time-stepping for pseudospectral discretizations of Navier-Stokes equations is discussed. This approach can handle variable coefficient terms in an effective manner. Pseudospectral solutions of compressible flow problems are presented. These include one dimensional problems and two dimensional Euler solutions. Results are given both for shock-capturing approaches and for shock-fitting ones.

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

NASA Technical Reports Server (NTRS)

Ustino, Eugene A.

2006-01-01

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

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

Sackett, S.J.

JASON solves general electrostatics problems having either slab or cylindrical symmetry. More specifically, it solves the self-adjoint elliptic equation, div . (KgradV) - ..gamma..V + rho = 0 in an aritrary two-dimensional domain. For electrostatics, V is the electrostatic potential, K is the dielectric tensor, and rho is the free-charge density. The parameter ..gamma.. is identically zero for electrostatics but may have a positive nonzero value in other cases (e.g., capillary surface problems with gravity loading). The system of algebraic equations used in JASON is generated by the finite element method. Four-node quadrilateral elements are used for most of themore » mesh. Triangular elements, however, are occasionally used on boundaries to avoid severe mesh distortions. 15 figures. (RWR)« less

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

Model Predictive Optimal Control of a Time-Delay Distributed-Parameter Systems

NASA Technical Reports Server (NTRS)

Nguyen, Nhan

2006-01-01

This paper presents an optimal control method for a class of distributed-parameter systems governed by first order, quasilinear hyperbolic partial differential equations that arise in many physical systems. Such systems are characterized by time delays since information is transported from one state to another by wave propagation. A general closed-loop hyperbolic transport model is controlled by a boundary control embedded in a periodic boundary condition. The boundary control is subject to a nonlinear differential equation constraint that models actuator dynamics of the system. The hyperbolic equation is thus coupled with the ordinary differential equation via the boundary condition. Optimality of this coupled system is investigated using variational principles to seek an adjoint formulation of the optimal control problem. The results are then applied to implement a model predictive control design for a wind tunnel to eliminate a transport delay effect that causes a poor Mach number regulation.

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

NASA Astrophysics Data System (ADS)

Blonigan, Patrick J.

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

Yan, Kun; Cheng, Gengdong

2018-03-01

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

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

NASA Technical Reports Server (NTRS)

Cowsar, Lawrence C.

1993-01-01

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

Adjoint sensitivity analysis of plasmonic structures using the FDTD method.

PubMed

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

2014-05-15

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

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

NASA Astrophysics Data System (ADS)

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

2013-01-01

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

Variational Methods in Sensitivity Analysis and Optimization for Aerodynamic Applications

NASA Technical Reports Server (NTRS)

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

1996-01-01

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

A result on differential inequalities and its application to higher order trajectory derivatives

NASA Technical Reports Server (NTRS)

Gunderson, R. W.

1973-01-01

A result on differential inequalities is obtained by considering the adjoint differential equation of the variational equation of the right side of the inequality. The main theorem is proved using basic results on differentiability of solutions with respect to initial conditions. The result is then applied to the problem of determining solution behavior using comparison techniques.

Sensitivity kernels for viscoelastic loading based on adjoint methods

NASA Astrophysics Data System (ADS)

Al-Attar, David; Tromp, Jeroen

2014-01-01

Observations of glacial isostatic adjustment (GIA) allow for inferences to be made about mantle viscosity, ice sheet history and other related parameters. Typically, this inverse problem can be formulated as minimizing the misfit between the given observations and a corresponding set of synthetic data. When the number of parameters is large, solution of such optimization problems can be computationally challenging. A practical, albeit non-ideal, solution is to use gradient-based optimization. Although the gradient of the misfit required in such methods could be calculated approximately using finite differences, the necessary computation time grows linearly with the number of model parameters, and so this is often infeasible. A far better approach is to apply the `adjoint method', which allows the exact gradient to be calculated from a single solution of the forward problem, along with one solution of the associated adjoint problem. As a first step towards applying the adjoint method to the GIA inverse problem, we consider its application to a simpler viscoelastic loading problem in which gravitationally self-consistent ocean loading is neglected. The earth model considered is non-rotating, self-gravitating, compressible, hydrostatically pre-stressed, laterally heterogeneous and possesses a Maxwell solid rheology. We determine adjoint equations and Fréchet kernels for this problem based on a Lagrange multiplier method. Given an objective functional J defined in terms of the surface deformation fields, we show that its first-order perturbation can be written δ J = int _{MS}K_{η }δ ln η dV +int _{t0}^{t1}int _{partial M}K_{dot{σ }} δ dot{σ } dS dt, where δ ln η = δη/η denotes relative viscosity variations in solid regions MS, dV is the volume element, δ dot{σ } is the perturbation to the time derivative of the surface load which is defined on the earth model's surface ∂M and for times [t0, t1] and dS is the surface element on ∂M. The `viscosity kernel' Kη determines the linearized sensitivity of J to viscosity perturbations defined with respect to a laterally heterogeneous reference earth model, while the `rate-of-loading kernel' K_{dot{σ }} determines the sensitivity to variations in the time derivative of the surface load. By restricting attention to spherically symmetric viscosity perturbations, we also obtain a `radial viscosity kernel' overline{K}_{η } such that the associated contribution to δJ can be written int _{IS}overline{K}_{η }δ ln η dr, where IS denotes the subset of radii lying in solid regions. In order to illustrate this theory, we describe its numerical implementation in the case of a spherically symmetric earth model using a 1-D spectral element method, and calculate sensitivity kernels for a range of realistic observables.

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

NASA Astrophysics Data System (ADS)

Talnikar, Chaitanya; Wang, Qiqi

2017-11-01

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

Adjoint-Based Aerodynamic Design of Complex Aerospace Configurations

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.

2016-01-01

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

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

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

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

2015-01-15

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

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

NASA Astrophysics Data System (ADS)

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

2016-11-01

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

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

NASA Technical Reports Server (NTRS)

Ustinov, Eugene A.; Sunseri, Richard F.

2005-01-01

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

Active control of panel vibrations induced by boundary-layer flow

NASA Technical Reports Server (NTRS)

Chow, Pao-Liu

1991-01-01

Some problems in active control of panel vibration excited by a boundary layer flow over a flat plate are studied. In the first phase of the study, the optimal control problem of vibrating elastic panel induced by a fluid dynamical loading was studied. For a simply supported rectangular plate, the vibration control problem can be analyzed by a modal analysis. The control objective is to minimize the total cost functional, which is the sum of a vibrational energy and the control cost. By means of the modal expansion, the dynamical equation for the plate and the cost functional are reduced to a system of ordinary differential equations and the cost functions for the modes. For the linear elastic plate, the modes become uncoupled. The control of each modal amplitude reduces to the so-called linear regulator problem in control theory. Such problems can then be solved by the method of adjoint state. The optimality system of equations was solved numerically by a shooting method. The results are summarized.

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

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

NASA Astrophysics Data System (ADS)

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

2017-06-01

Velocity macromodel building is a crucial step in the seismic imaging workflow as it provides the necessary background model for migration or full waveform inversion. In this study, we present a new formulation of stereotomography that can handle more efficiently long-offset acquisition, complex geological structures and large-scale data sets. Stereotomography is a slope tomographic method based upon a semi-automatic picking of local coherent events. Each local coherent event, characterized by its two-way traveltime and two slopes in common-shot and common-receiver gathers, is tied to a scatterer or a reflector segment in the subsurface. Ray tracing provides a natural forward engine to compute traveltime and slopes but can suffer from non-uniform ray sampling in presence of complex media and long-offset acquisitions. Moreover, most implementations of stereotomography explicitly build a sensitivity matrix, leading to the resolution of large systems of linear equations, which can be cumbersome when large-scale data sets are considered. Overcoming these issues comes with a new matrix-free formulation of stereotomography: a factored eikonal solver based on the fast sweeping method to compute first-arrival traveltimes and an adjoint-state formulation to compute the gradient of the misfit function. By solving eikonal equation from sources and receivers, we make the computational cost proportional to the number of sources and receivers while it is independent of picked events density in each shot and receiver gather. The model space involves the subsurface velocities and the scatterer coordinates, while the dips of the reflector segments are implicitly represented by the spatial support of the adjoint sources and are updated through the joint localization of nearby scatterers. We present an application on the complex Marmousi model for a towed-streamer acquisition and a realistic distribution of local events. We show that the estimated model, built without any prior knowledge of the velocities, provides a reliable initial model for frequency-domain FWI of long-offset data for a starting frequency of 4 Hz, although some artefacts at the reservoir level result from a deficit of illumination. This formulation of slope tomography provides a computationally efficient alternative to waveform inversion method such as reflection waveform inversion or differential-semblance optimization to build an initial model for pre-stack depth migration and conventional FWI.

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

NASA Astrophysics Data System (ADS)

Li, Dunzhu; Gurnis, Michael; Stadler, Georg

2017-04-01

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

Viscoacoustic anisotropic full waveform inversion

NASA Astrophysics Data System (ADS)

Qu, Yingming; Li, Zhenchun; Huang, Jianping; Li, Jinli

2017-01-01

A viscoacoustic vertical transverse isotropic (VTI) quasi-differential wave equation, which takes account for both the viscosity and anisotropy of media, is proposed for wavefield simulation in this study. The finite difference method is used to solve the equations, for which the attenuation terms are solved in the wavenumber domain, and all remaining terms in the time-space domain. To stabilize the adjoint wavefield, robust regularization operators are applied to the wave equation to eliminate the high-frequency component of the numerical noise produced during the backward propagation of the viscoacoustic wavefield. Based on these strategies, we derive the corresponding gradient formula and implement a viscoacoustic VTI full waveform inversion (FWI). Numerical tests verify that our proposed viscoacoustic VTI FWI can produce accurate and stable inversion results for viscoacoustic VTI data sets. In addition, we test our method's sensitivity to velocity, Q, and anisotropic parameters. Our results show that the sensitivity to velocity is much higher than that to Q and anisotropic parameters. As such, our proposed method can produce acceptable inversion results as long as the Q and anisotropic parameters are within predefined thresholds.

Inverse Regional Modeling with Adjoint-Free Technique

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

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

NASA Astrophysics Data System (ADS)

Morency, C.

2012-12-01

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

Numerical studies of the thermal design sensitivity calculation for a reaction-diffusion system with discontinuous derivatives

NASA Technical Reports Server (NTRS)

Hou, Jean W.; Sheen, Jeen S.

1987-01-01

The aim of this study is to find a reliable numerical algorithm to calculate thermal design sensitivities of a transient problem with discontinuous derivatives. The thermal system of interest is a transient heat conduction problem related to the curing process of a composite laminate. A logical function which can smoothly approximate the discontinuity is introduced to modify the system equation. Two commonly used methods, the adjoint variable method and the direct differentiation method, are then applied to find the design derivatives of the modified system. The comparisons of numerical results obtained by these two methods demonstrate that the direct differentiation method is a better choice to be used in calculating thermal design sensitivity.

Generalized Birkhoffian representation of nonholonomic systems and its discrete variational algorithm

NASA Astrophysics Data System (ADS)

Liu, Shixing; Liu, Chang; Hua, Wei; Guo, Yongxin

2016-11-01

By using the discrete variational method, we study the numerical method of the general nonholonomic system in the generalized Birkhoffian framework, and construct a numerical method of generalized Birkhoffian equations called a self-adjoint-preserving algorithm. Numerical results show that it is reasonable to study the nonholonomic system by the structure-preserving algorithm in the generalized Birkhoffian framework. Project supported by the National Natural Science Foundation of China (Grant Nos. 11472124, 11572145, 11202090, and 11301350), the Doctor Research Start-up Fund of Liaoning Province, China (Grant No. 20141050), the China Postdoctoral Science Foundation (Grant No. 2014M560203), and the General Science and Technology Research Plans of Liaoning Educational Bureau, China (Grant No. L2013005).

Adjoint Sensitivity Analysis for Scale-Resolving Turbulent Flow Solvers

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2011-12-01

Capture is a measure of the impact of groundwater pumping upon groundwater and surface water systems. The computation of capture through analytical or numerical methods has been the subject of articles in the literature for several decades (Bredehoeft et al., 1982). Most recently Leake et al. (2010) described a systematic way to produce capture maps in three-dimensional systems using a numerical perturbation approach in which capture from streams was computed using unit rate pumping at many locations within a MODFLOW model. The Leake et al. (2010) method advances the current state of computing capture. A limitation stems from the computational demand required by the perturbation approach wherein days or weeks of computational time might be required to obtain a robust measure of capture. In this paper, we present an efficient method to compute capture in three-dimensional systems based upon adjoint states. The efficiency of the adjoint method will enable uncertainty analysis to be conducted on capture calculations. The USGS and INTERA have collaborated to extend the MODFLOW Adjoint code (Clemo, 2007) to include stream-aquifer interaction and have applied it to one of the examples used in Leake et al. (2010), the San Pedro Basin MODFLOW model. With five layers and 140,800 grid blocks per layer, the San Pedro Basin model, provided an ideal example data set to compare the capture computed from the perturbation and the adjoint methods. The capture fraction map produced from the perturbation method for the San Pedro Basin model required significant computational time to compute and therefore the locations for the pumping wells were limited to 1530 locations in layer 4. The 1530 direct simulations of capture require approximately 76 CPU hours. Had capture been simulated in each grid block in each layer, as is done in the adjoint method, the CPU time would have been on the order of 4 years. The MODFLOW-Adjoint produced the capture fraction map of the San Pedro Basin model at 704,000 grid blocks (140,800 grid blocks x 5 layers) in just 6 minutes. The capture fraction maps from the perturbation and adjoint methods agree closely. The results of this study indicate that the adjoint capture method and its associated computational efficiency will enable scientists and engineers facing water resource management decisions to evaluate the sensitivity and uncertainty of impacts to regional water resource systems as part of groundwater supply strategies. Bredehoeft, J.D., S.S. Papadopulos, and H.H. Cooper Jr, Groundwater: The water budget myth. In Scientific Basis of Water-Resources Management, ed. National Research Council (U.S.), Geophysical Study Committee, 51-57. Washington D.C.: National Academy Press, 1982. Clemo, Tom, MODFLOW-2005 Ground-Water Model-Users Guide to Adjoint State based Sensitivity Process (ADJ), BSU CGISS 07-01, Center for the Geophysical Investigation of the Shallow Subsurface, Boise State University, 2007. Leake, S.A., H.W. Reeves, and J.E. Dickinson, A New Capture Fraction Method to Map How Pumpage Affects Surface Water Flow, Ground Water, 48(5), 670-700, 2010.

Numerical Study of Hydrothermal Wave Suppression in Thermocapillary Flow Using a Predictive Control Method

NASA Astrophysics Data System (ADS)

Muldoon, F. H.

2018-04-01

Hydrothermal waves in flows driven by thermocapillary and buoyancy effects are suppressed by applying a predictive control method. Hydrothermal waves arise in the manufacturing of crystals, including the "open boat" crystal growth process, and lead to undesirable impurities in crystals. The open boat process is modeled using the two-dimensional unsteady incompressible Navier-Stokes equations under the Boussinesq approximation and the linear approximation of the surface thermocapillary force. The flow is controlled by a spatially and temporally varying heat flux density through the free surface. The heat flux density is determined by a conjugate gradient optimization algorithm. The gradient of the objective function with respect to the heat flux density is found by solving adjoint equations derived from the Navier-Stokes ones in the Boussinesq approximation. Special attention is given to heat flux density distributions over small free-surface areas and to the maximum admissible heat flux density.

Efficient checkpointing schemes for depletion perturbation solutions on memory-limited architectures

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

Stripling, H. F.; Adams, M. L.; Hawkins, W. D.

2013-07-01

We describe a methodology for decreasing the memory footprint and machine I/O load associated with the need to access a forward solution during an adjoint solve. Specifically, we are interested in the depletion perturbation equations, where terms in the adjoint Bateman and transport equations depend on the forward flux solution. Checkpointing is the procedure of storing snapshots of the forward solution to disk and using these snapshots to recompute the parts of the forward solution that are necessary for the adjoint solve. For large problems, however, the storage cost of just a few copies of an angular flux vector canmore » exceed the available RAM on the host machine. We propose a methodology that does not checkpoint the angular flux vector; instead, we write and store converged source moments, which are typically of a much lower dimension than the angular flux solution. This reduces the memory footprint and I/O load of the problem, but requires that we perform single sweeps to reconstruct flux vectors on demand. We argue that this trade-off is exactly the kind of algorithm that will scale on advanced, memory-limited architectures. We analyze the cost, in terms of FLOPS and memory footprint, of five checkpointing schemes. We also provide computational results that support the analysis and show that the memory-for-work trade off does improve time to solution. (authors)« less

Full-order optimal compensators for flow control: the multiple inputs case

NASA Astrophysics Data System (ADS)

Semeraro, Onofrio; Pralits, Jan O.

2018-03-01

Flow control has been the subject of numerous experimental and theoretical works. We analyze full-order, optimal controllers for large dynamical systems in the presence of multiple actuators and sensors. The full-order controllers do not require any preliminary model reduction or low-order approximation: this feature allows us to assess the optimal performance of an actuated flow without relying on any estimation process or further hypothesis on the disturbances. We start from the original technique proposed by Bewley et al. (Meccanica 51(12):2997-3014, 2016. https://doi.org/10.1007/s11012-016-0547-3), the adjoint of the direct-adjoint (ADA) algorithm. The algorithm is iterative and allows bypassing the solution of the algebraic Riccati equation associated with the optimal control problem, typically infeasible for large systems. In this numerical work, we extend the ADA iteration into a more general framework that includes the design of controllers with multiple, coupled inputs and robust controllers (H_{∞} methods). First, we demonstrate our results by showing the analytical equivalence between the full Riccati solutions and the ADA approximations in the multiple inputs case. In the second part of the article, we analyze the performance of the algorithm in terms of convergence of the solution, by comparing it with analogous techniques. We find an excellent scalability with the number of inputs (actuators), making the method a viable way for full-order control design in complex settings. Finally, the applicability of the algorithm to fluid mechanics problems is shown using the linearized Kuramoto-Sivashinsky equation and the Kármán vortex street past a two-dimensional cylinder.

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

NASA Astrophysics Data System (ADS)

Talnikar, Chaitanya; Wang, Qiqi; Laskowski, Gregory

2016-11-01

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

Advances in Global Full Waveform Inversion

NASA Astrophysics Data System (ADS)

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

2017-12-01

Information about Earth's interior comes from seismograms recorded at its surface. Seismic imaging based on spectral-element and adjoint methods has enabled assimilation of this information for the construction of 3D (an)elastic Earth models. These methods account for the physics of wave excitation and propagation by numerically solving the equations of motion, and require the execution of complex computational procedures that challenge the most advanced high-performance computing systems. Current research is petascale; future research will require exascale capabilities. The inverse problem consists of reconstructing the characteristics of the medium from -often noisy- observations. A nonlinear functional is minimized, which involves both the misfit to the measurements and a Tikhonov-type regularization term to tackle inherent ill-posedness. Achieving scalability for the inversion process on tens of thousands of multicore processors is a task that offers many research challenges. We initiated global "adjoint tomography" using 253 earthquakes and produced the first-generation model named GLAD-M15, with a transversely isotropic model parameterization. We are currently running iterations for a second-generation anisotropic model based on the same 253 events. In parallel, we continue iterations for a transversely isotropic model with a larger dataset of 1,040 events to determine higher-resolution plume and slab images. A significant part of our research has focused on eliminating I/O bottlenecks in the adjoint tomography workflow. This has led to the development of a new Adaptable Seismic Data Format based on HDF5, and post-processing tools based on the ADIOS library developed by Oak Ridge National Laboratory. We use the Ensemble Toolkit for workflow stabilization & management to automate the workflow with minimal human interaction.

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

PubMed

Fujarewicz, Krzysztof; Lakomiec, Krzysztof

2016-12-01

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

On predicting receptivity to surface roughness in a compressible infinite swept wing boundary layer

NASA Astrophysics Data System (ADS)

Thomas, Christian; Mughal, Shahid; Ashworth, Richard

2017-03-01

The receptivity of crossflow disturbances on an infinite swept wing is investigated using solutions of the adjoint linearised Navier-Stokes equations. The adjoint based method for predicting the magnitude of stationary disturbances generated by randomly distributed surface roughness is described, with the analysis extended to include both surface curvature and compressible flow effects. Receptivity is predicted for a broad spectrum of spanwise wavenumbers, variable freestream Reynolds numbers, and subsonic Mach numbers. Curvature is found to play a significant role in the receptivity calculations, while compressible flow effects are only found to marginally affect the initial size of the crossflow instability. A Monte Carlo type analysis is undertaken to establish the mean amplitude and variance of crossflow disturbances generated by the randomly distributed surface roughness. Mean amplitudes are determined for a range of flow parameters that are maximised for roughness distributions containing a broad spectrum of roughness wavelengths, including those that are most effective in generating stationary crossflow disturbances. A control mechanism is then developed where the short scale roughness wavelengths are damped, leading to significant reductions in the receptivity amplitude.

Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle

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

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

2012-08-01

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

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

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

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

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

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

2016-09-01

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

Subsurface Void Characterization with 3-D Time Domain Full Waveform Tomography.

NASA Astrophysics Data System (ADS)

Nguyen, T. D.

2017-12-01

A new three dimensional full waveform inversion (3-D FWI) method is presented for subsurface site characterization at engineering scales (less than 30 m in depth). The method is based on a solution of 3-D elastic wave equations for forward modeling, and a cross-adjoint gradient approach for model updating. The staggered-grid finite-difference technique is used to solve the wave equations, together with implementation of the perfectly matched layer condition for boundary truncation. The gradient is calculated from the forward and backward wavefields. Reversed-in-time displacement residuals are induced as multiple sources at all receiver locations for the backward wavefield. The capability of the presented FWI method is tested on both synthetic and field experimental datasets. The test configuration uses 96 receivers and 117 shots at equal spacing (Fig 1). The inversion results from synthetic data show the ability of characterizing variable low- and high-velocity layers with embedded void (Figs 2-3). The synthetic study shows good potential for detection of voids and abnormalities in the field.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

Application of Adjoint Methodology in Various Aspects of Sonic Boom Design

NASA Technical Reports Server (NTRS)

Rallabhandi, Sriram K.

2014-01-01

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

Using an Adjoint Approach to Eliminate Mesh Sensitivities in Computational Design

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Park, Michael A.

2006-01-01

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

Using an Adjoint Approach to Eliminate Mesh Sensitivities in Computational Design

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Park, Michael A.

2005-01-01

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

Final Report - Subcontract B623760

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

Bank, R.

2017-11-17

During my visit to LLNL during July 17{27, 2017, I worked on linear system solvers. The two level hierarchical solver that initiated our study was developed to solve linear systems arising from hp adaptive finite element calculations, and is implemented in the PLTMG software package, version 12. This preconditioner typically requires 3-20% of the space used by the stiffness matrix for higher order elements. It has multigrid like convergence rates for a wide variety of PDEs (self-adjoint positive de nite elliptic equations, convection dominated convection-diffusion equations, and highly indefinite Helmholtz equations, among others). The convergence rate is not independent ofmore » the polynomial degree p as p ! 1, but but remains strong for p 9, which is the highest polynomial degree allowed in PLTMG, due to limitations of the numerical quadrature rules implemented in the software package. A more complete description of the method and some numerical experiments illustrating its effectiveness appear in. Like traditional geometric multilevel methods, this scheme relies on knowledge of the underlying finite element space in order to construct the smoother and the coarse grid correction.« less

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

NASA Astrophysics Data System (ADS)

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

2008-12-01

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

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

NASA Astrophysics Data System (ADS)

Heimbach, P.; Bugnion, V.

2009-04-01

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

Monte Carlo Perturbation Theory Estimates of Sensitivities to System Dimensions

DOE PAGES

Burke, Timothy P.; Kiedrowski, Brian C.

2017-12-11

Here, Monte Carlo methods are developed using adjoint-based perturbation theory and the differential operator method to compute the sensitivities of the k-eigenvalue, linear functions of the flux (reaction rates), and bilinear functions of the forward and adjoint flux (kinetics parameters) to system dimensions for uniform expansions or contractions. The calculation of sensitivities to system dimensions requires computing scattering and fission sources at material interfaces using collisions occurring at the interface—which is a set of events with infinitesimal probability. Kernel density estimators are used to estimate the source at interfaces using collisions occurring near the interface. The methods for computing sensitivitiesmore » of linear and bilinear ratios are derived using the differential operator method and adjoint-based perturbation theory and are shown to be equivalent to methods previously developed using a collision history–based approach. The methods for determining sensitivities to system dimensions are tested on a series of fast, intermediate, and thermal critical benchmarks as well as a pressurized water reactor benchmark problem with iterated fission probability used for adjoint-weighting. The estimators are shown to agree within 5% and 3σ of reference solutions obtained using direct perturbations with central differences for the majority of test problems.« less

PRODUCTION OF SOUND BY UNSTEADY THROTTLING OF FLOW INTO A RESONANT CAVITY, WITH APPLICATION TO VOICED SPEECH

PubMed Central

Howe, M. S.; McGowan, R. S.

2011-01-01

An analysis is made of the sound generated by the time-dependent throttling of a nominally steady stream of air through a small orifice into a flow-through resonant cavity. This is exemplified by the production of voiced speech, where air from the lungs enters the vocal tract through the glottis at a time variable volume flow rate Q(t) controlled by oscillations of the glottis cross-section. Voicing theory has hitherto determined Q from a heuristic, reduced complexity ‘Fant’ differential equation (G. Fant, Acoustic Theory of Speech Production, 1960). A new self-consistent, integro-differential form of this equation is derived in this paper using the theory of aerodynamic sound, with full account taken of the back-reaction of the resonant tract on the glottal flux Q. The theory involves an aeroacoustic Green’s function (G) for flow-surface interactions in a time-dependent glottis, so making the problem non-self-adjoint. In complex problems of this type it is not usually possible to obtain G in an explicit analytic form. The principal objective of the paper is to show how the Fant equation can still be derived in such cases from a consideration of the equation of aerodynamic sound and from the adjoint of the equation governing G in the neighbourhood of the ‘throttle’. The theory is illustrated by application to the canonical problem of throttled flow into a Helmholtz resonator. PMID:21666824

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

NASA Astrophysics Data System (ADS)

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

2017-07-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

An improved algorithm for balanced POD through an analytic treatment of impulse response tails

NASA Astrophysics Data System (ADS)

Tu, Jonathan H.; Rowley, Clarence W.

2012-06-01

We present a modification of the balanced proper orthogonal decomposition (balanced POD) algorithm for systems with simple impulse response tails. In this new method, we use dynamic mode decomposition (DMD) to estimate the slowly decaying eigenvectors that dominate the long-time behavior of the direct and adjoint impulse responses. This is done using a new, low-memory variant of the DMD algorithm, appropriate for large datasets. We then formulate analytic expressions for the contribution of these eigenvectors to the controllability and observability Gramians. These contributions can be accounted for in the balanced POD algorithm by simply appending the impulse response snapshot matrices (direct and adjoint, respectively) with particular linear combinations of the slow eigenvectors. Aside from these additions to the snapshot matrices, the algorithm remains unchanged. By treating the tails analytically, we eliminate the need to run long impulse response simulations, lowering storage requirements and speeding up ensuing computations. To demonstrate its effectiveness, we apply this method to two examples: the linearized, complex Ginzburg-Landau equation, and the two-dimensional fluid flow past a cylinder. As expected, reduced-order models computed using an analytic tail match or exceed the accuracy of those computed using the standard balanced POD procedure, at a fraction of the cost.

Distributed Blowing and Suction for the Purpose of Streak Control in a Boundary Layer Subjected to a Favorable Pressure Gradient

NASA Technical Reports Server (NTRS)

Forgoston, Eric; Tumin, Anatoli; Ashpis, David E.

2005-01-01

An analysis of the optimal control by blowing and suction in order to generate stream- wise velocity streaks is presented. The problem is examined using an iterative process that employs the Parabolized Stability Equations for an incompressible uid along with its adjoint equations. In particular, distributions of blowing and suction are computed for both the normal and tangential velocity perturbations for various choices of parameters.

Wave-equation migration velocity inversion using passive seismic sources

NASA Astrophysics Data System (ADS)

Witten, B.; Shragge, J. C.

2015-12-01

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

Effects of induced stress on seismic forward modelling and inversion

NASA Astrophysics Data System (ADS)

Tromp, Jeroen; Trampert, Jeannot

2018-05-01

We demonstrate how effects of induced stress may be incorporated in seismic modelling and inversion. Our approach is motivated by the accommodation of pre-stress in global seismology. Induced stress modifies both the equation of motion and the constitutive relationship. The theory predicts that induced pressure linearly affects the unstressed isotropic moduli with a slope determined by their adiabatic pressure derivatives. The induced deviatoric stress produces anisotropic compressional and shear wave speeds; the latter result in shear wave splitting. For forward modelling purposes, we determine the weak form of the equation of motion under induced stress. In the context of the inverse problem, we determine induced stress sensitivity kernels, which may be used for adjoint tomography. The theory is illustrated by considering 2-D propagation of SH waves and related Fréchet derivatives based on a spectral-element method.

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

NASA Astrophysics Data System (ADS)

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

2009-02-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

Aerodynamic Shape Optimization of a Dual-Stream Supersonic Plug Nozzle

NASA Technical Reports Server (NTRS)

Heath, Christopher M.; Gray, Justin S.; Park, Michael A.; Nielsen, Eric J.; Carlson, Jan-Renee

2015-01-01

Aerodynamic shape optimization was performed on an isolated axisymmetric plug nozzle sized for a supersonic business jet. The dual-stream concept was tailored to attenuate nearfield pressure disturbances without compromising nozzle performance. Adjoint-based anisotropic mesh refinement was applied to resolve nearfield compression and expansion features in the baseline viscous grid. Deformed versions of the adapted grid were used for subsequent adjoint-driven shape optimization. For design, a nonlinear gradient-based optimizer was coupled to the discrete adjoint formulation of the Reynolds-averaged Navier- Stokes equations. All nozzle surfaces were parameterized using 3rd order B-spline interpolants and perturbed axisymmetrically via free-form deformation. Geometry deformations were performed using 20 design variables shared between the outer cowl, shroud and centerbody nozzle surfaces. Interior volume grid deformation during design was accomplished using linear elastic mesh morphing. The nozzle optimization was performed at a design cruise speed of Mach 1.6, assuming core and bypass pressure ratios of 6.19 and 3.24, respectively. Ambient flight conditions at design were commensurate with 45,000-ft standard day atmosphere.

Quasimodular instanton partition function and the elliptic solution of Korteweg-de Vries equations

NASA Astrophysics Data System (ADS)

He, Wei

2015-02-01

The Gauge/Bethe correspondence relates Omega-deformed N = 2 supersymmetric gauge theories to some quantum integrable models, in simple cases the integrable models can be treated as solvable quantum mechanics models. For SU(2) gauge theory with an adjoint matter, or with 4 fundamental matters, the potential of corresponding quantum model is the elliptic function. If the mass of matter takes special value then the potential is an elliptic solution of KdV hierarchy. We show that the deformed prepotential of gauge theory can be obtained from the average densities of conserved charges of the classical KdV solution, the UV gauge coupling dependence is assembled into the Eisenstein series. The gauge theory with adjoint mass is taken as the example.

Ambient noise adjoint tomography for a linear array in North China

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-03-01

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

Neural networks for feedback feedforward nonlinear control systems.

PubMed

Parisini, T; Zoppoli, R

1994-01-01

This paper deals with the problem of designing feedback feedforward control strategies to drive the state of a dynamic system (in general, nonlinear) so as to track any desired trajectory joining the points of given compact sets, while minimizing a certain cost function (in general, nonquadratic). Due to the generality of the problem, conventional methods are difficult to apply. Thus, an approximate solution is sought by constraining control strategies to take on the structure of multilayer feedforward neural networks. After discussing the approximation properties of neural control strategies, a particular neural architecture is presented, which is based on what has been called the "linear-structure preserving principle". The original functional problem is then reduced to a nonlinear programming one, and backpropagation is applied to derive the optimal values of the synaptic weights. Recursive equations to compute the gradient components are presented, which generalize the classical adjoint system equations of N-stage optimal control theory. Simulation results related to nonlinear nonquadratic problems show the effectiveness of the proposed method.

The coupling of the neutron transport application RATTLESNAKE to the nuclear fuels performance application BISON under the MOOSE framework

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

Gleicher, Frederick N.; Williamson, Richard L.; Ortensi, Javier

The MOOSE neutron transport application RATTLESNAKE was coupled to the fuels performance application BISON to provide a higher fidelity tool for fuel performance simulation. This project is motivated by the desire to couple a high fidelity core analysis program (based on the self-adjoint angular flux equations) to a high fidelity fuel performance program, both of which can simulate on unstructured meshes. RATTLESNAKE solves self-adjoint angular flux transport equation and provides a sub-pin level resolution of the multigroup neutron flux with resonance treatment during burnup or a fast transient. BISON solves the coupled thermomechanical equations for the fuel on a sub-millimetermore » scale. Both applications are able to solve their respective systems on aligned and unaligned unstructured finite element meshes. The power density and local burnup was transferred from RATTLESNAKE to BISON with the MOOSE Multiapp transfer system. Multiple depletion cases were run with one-way data transfer from RATTLESNAKE to BISON. The eigenvalues are shown to agree well with values obtained from the lattice physics code DRAGON. The one-way data transfer of power density is shown to agree with the power density obtained from an internal Lassman-style model in BISON.« less

Parameter Optimization for Turbulent Reacting Flows Using Adjoints

NASA Astrophysics Data System (ADS)

Lapointe, Caelan; Hamlington, Peter E.

2017-11-01

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

Lagrange Multipliers, Adjoint Equations, the Pontryagin Maximum Principle and Heuristic Proofs

ERIC Educational Resources Information Center

Ollerton, Richard L.

2013-01-01

Deeper understanding of important mathematical concepts by students may be promoted through the (initial) use of heuristic proofs, especially when the concepts are also related back to previously encountered mathematical ideas or tools. The approach is illustrated by use of the Pontryagin maximum principle which is then illuminated by reference to…

Convergence of Distributed Optimal Controls on the Internal Energy in Mixed Elliptic Problems when the Heat Transfer Coefficient Goes to Infinity

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

Gariboldi, C.; E-mail: cgariboldi@exa.unrc.edu.ar; Tarzia, D.

2003-05-21

We consider a steady-state heat conduction problem P{sub {alpha}} with mixed boundary conditions for the Poisson equation depending on a positive parameter {alpha} , which represents the heat transfer coefficient on a portion {gamma} {sub 1} of the boundary of a given bounded domain in R{sup n} . We formulate distributed optimal control problems over the internal energy g for each {alpha}. We prove that the optimal control g{sub o}p{sub {alpha}} and its corresponding system u{sub go}p{sub {alpha}}{sub {alpha}} and adjoint p{sub go}p{sub {alpha}}{sub {alpha}} states for each {alpha} are strongly convergent to g{sub op},u{sub gop} and p{sub gop} ,more » respectively, in adequate functional spaces. We also prove that these limit functions are respectively the optimal control, and the system and adjoint states corresponding to another distributed optimal control problem for the same Poisson equation with a different boundary condition on the portion {gamma}{sub 1} . We use the fixed point and elliptic variational inequality theories.« less

Rotation in vibration, optimization, and aeroelastic stability problems. Ph.D. Thesis

NASA Technical Reports Server (NTRS)

Kaza, K. R. V.

1974-01-01

The effects of rotation in the areas of vibrations, dynamic stability, optimization, and aeroelasticity were studied. The governing equations of motion for the study of vibration and dynamic stability of a rapidly rotating deformable body were developed starting from the nonlinear theory of elasticity. Some common features such as the limitations of the classical theory of elasticity, the choice of axis system, the property of self-adjointness, the phenomenon of frequency splitting, shortcomings of stability methods as applied to gyroscopic systems, and the effect of internal and external damping on stability in gyroscopic systems are identified and discussed, and are then applied to three specific problems.

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

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

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

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

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

DOE PAGES

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

2016-07-26

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

On iterative algorithms for quantitative photoacoustic tomography in the radiative transport regime

NASA Astrophysics Data System (ADS)

Wang, Chao; Zhou, Tie

2017-11-01

In this paper, we present a numerical reconstruction method for quantitative photoacoustic tomography (QPAT), based on the radiative transfer equation (RTE), which models light propagation more accurately than diffusion approximation (DA). We investigate the reconstruction of absorption coefficient and scattering coefficient of biological tissues. An improved fixed-point iterative method to retrieve the absorption coefficient, given the scattering coefficient, is proposed for its cheap computational cost; the convergence of this method is also proved. The Barzilai-Borwein (BB) method is applied to retrieve two coefficients simultaneously. Since the reconstruction of optical coefficients involves the solutions of original and adjoint RTEs in the framework of optimization, an efficient solver with high accuracy is developed from Gao and Zhao (2009 Transp. Theory Stat. Phys. 38 149-92). Simulation experiments illustrate that the improved fixed-point iterative method and the BB method are competitive methods for QPAT in the relevant cases.

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

NASA Astrophysics Data System (ADS)

Tape, Carl; Liu, Qinya; Tromp, Jeroen

2007-03-01

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

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

DOE PAGES

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

2017-03-01

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

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

NASA Astrophysics Data System (ADS)

Heimbach, P.; Bugnion, V.

2008-12-01

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

Exploratory High-Fidelity Aerostructural Optimization Using an Efficient Monolithic Solution Method

NASA Astrophysics Data System (ADS)

Zhang, Jenmy Zimi

This thesis is motivated by the desire to discover fuel efficient aircraft concepts through exploratory design. An optimization methodology based on tightly integrated high-fidelity aerostructural analysis is proposed, which has the flexibility, robustness, and efficiency to contribute to this goal. The present aerostructural optimization methodology uses an integrated geometry parameterization and mesh movement strategy, which was initially proposed for aerodynamic shape optimization. This integrated approach provides the optimizer with a large amount of geometric freedom for conducting exploratory design, while allowing for efficient and robust mesh movement in the presence of substantial shape changes. In extending this approach to aerostructural optimization, this thesis has addressed a number of important challenges. A structural mesh deformation strategy has been introduced to translate consistently the shape changes described by the geometry parameterization to the structural model. A three-field formulation of the discrete steady aerostructural residual couples the mesh movement equations with the three-dimensional Euler equations and a linear structural analysis. Gradients needed for optimization are computed with a three-field coupled adjoint approach. A number of investigations have been conducted to demonstrate the suitability and accuracy of the present methodology for use in aerostructural optimization involving substantial shape changes. Robustness and efficiency in the coupled solution algorithms is crucial to the success of an exploratory optimization. This thesis therefore also focuses on the design of an effective monolithic solution algorithm for the proposed methodology. This involves using a Newton-Krylov method for the aerostructural analysis and a preconditioned Krylov subspace method for the coupled adjoint solution. Several aspects of the monolithic solution method have been investigated. These include appropriate strategies for scaling and matrix-vector product evaluation, as well as block preconditioning techniques that preserve the modularity between subproblems. The monolithic solution method is applied to problems with varying degrees of fluid-structural coupling, as well as a wing span optimization study. The monolithic solution algorithm typically requires 20%-70% less computing time than its partitioned counterpart. This advantage increases with increasing wing flexibility. The performance of the monolithic solution method is also much less sensitive to the choice of the solution parameter.

Time Operator in Relativistic Quantum Mechanics

NASA Astrophysics Data System (ADS)

Khorasani, Sina

2017-07-01

It is first shown that the Dirac’s equation in a relativistic frame could be modified to allow discrete time, in agreement to a recently published upper bound. Next, an exact self-adjoint 4 × 4 relativistic time operator for spin-1/2 particles is found and the time eigenstates for the non-relativistic case are obtained and discussed. Results confirm the quantum mechanical speculation that particles can indeed occupy negative energy levels with vanishingly small but non-zero probablity, contrary to the general expectation from classical physics. Hence, Wolfgang Pauli’s objection regarding the existence of a self-adjoint time operator is fully resolved. It is shown that using the time operator, a bosonic field referred here to as energons may be created, whose number state representations in non-relativistic momentum space can be explicitly found.

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

NASA Astrophysics Data System (ADS)

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

2014-06-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-01-01

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

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

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

Biondo, Elliott D.; Wilson, Paul P. H.

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Transmutation approximations for the application of hybrid Monte Carlo/deterministic neutron transport to shutdown dose rate analysis

DOE PAGES

Biondo, Elliott D.; Wilson, Paul P. H.

2017-05-08

In fusion energy systems (FES) neutrons born from burning plasma activate system components. The photon dose rate after shutdown from resulting radionuclides must be quantified. This shutdown dose rate (SDR) is calculated by coupling neutron transport, activation analysis, and photon transport. The size, complexity, and attenuating configuration of FES motivate the use of hybrid Monte Carlo (MC)/deterministic neutron transport. The Multi-Step Consistent Adjoint Driven Importance Sampling (MS-CADIS) method can be used to optimize MC neutron transport for coupled multiphysics problems, including SDR analysis, using deterministic estimates of adjoint flux distributions. When used for SDR analysis, MS-CADIS requires the formulation ofmore » an adjoint neutron source that approximates the transmutation process. In this work, transmutation approximations are used to derive a solution for this adjoint neutron source. It is shown that these approximations are reasonably met for typical FES neutron spectra and materials over a range of irradiation scenarios. When these approximations are met, the Groupwise Transmutation (GT)-CADIS method, proposed here, can be used effectively. GT-CADIS is an implementation of the MS-CADIS method for SDR analysis that uses a series of single-energy-group irradiations to calculate the adjoint neutron source. For a simple SDR problem, GT-CADIS provides speedups of 200 100 relative to global variance reduction with the Forward-Weighted (FW)-CADIS method and 9 ± 5 • 104 relative to analog. As a result, this work shows that GT-CADIS is broadly applicable to FES problems and will significantly reduce the computational resources necessary for SDR analysis.« less

Quasi-stationary states and fermion pair creation from a vacuum in supercritical Coulomb field

NASA Astrophysics Data System (ADS)

Khalilov, V. R.

2017-12-01

Creation of charged fermion pair from a vacuum in so-called supercritical Coulomb potential is examined for the case when fermions can move only in the same (one) plane. In which case, quantum dynamics of charged massive or massless fermions can be described by the two-dimensional Dirac Hamiltonians with an usual (-a/r) Coulomb potential. These Hamiltonians are singular and require the additional definition in order for them to be treated as self-adjoint quantum-mechanical operators. We construct the self-adjoint two-dimensional Dirac Hamiltonians with a Coulomb potential and determine the quantum-mechanical states for such Hamiltonians in the corresponding Hilbert spaces of square-integrable functions. We determine the scattering amplitude in which the self-adjoint extension parameter is incorporated and then obtain equations implicitly defining possible discrete energy spectra of the self-adjoint Dirac Hamiltonians with a Coulomb potential. It is shown that this quantum system becomes unstable in the presence of a supercritical Coulomb potential which manifests in the appearance of quasi-stationary states in the lower (negative) energy continuum. The energy spectrum of those states is quasi-discrete, consists of broadened levels with widths related to the inverse lifetimes of the quasi-stationary states as well as the probability of creation of charged fermion pair by a supercritical Coulomb field. Explicit analytical expressions for the creation probabilities of charged (massive or massless) fermion pair are obtained in a supercritical Coulomb field.

Time-periodic solutions of the Benjamin-Ono equation

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

Ambrose , D.M.; Wilkening, Jon

2008-04-01

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

Additive schemes for certain operator-differential equations

NASA Astrophysics Data System (ADS)

Vabishchevich, P. N.

2010-12-01

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

Time-domain seismic modeling in viscoelastic media for full waveform inversion on heterogeneous computing platforms with OpenCL

NASA Astrophysics Data System (ADS)

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

2017-03-01

Full Waveform Inversion (FWI) aims at recovering the elastic parameters of the Earth by matching recordings of the ground motion with the direct solution of the wave equation. Modeling the wave propagation for realistic scenarios is computationally intensive, which limits the applicability of FWI. The current hardware evolution brings increasing parallel computing power that can speed up the computations in FWI. However, to take advantage of the diversity of parallel architectures presently available, new programming approaches are required. In this work, we explore the use of OpenCL to develop a portable code that can take advantage of the many parallel processor architectures now available. We present a program called SeisCL for 2D and 3D viscoelastic FWI in the time domain. The code computes the forward and adjoint wavefields using finite-difference and outputs the gradient of the misfit function given by the adjoint state method. To demonstrate the code portability on different architectures, the performance of SeisCL is tested on three different devices: Intel CPUs, NVidia GPUs and Intel Xeon PHI. Results show that the use of GPUs with OpenCL can speed up the computations by nearly two orders of magnitudes over a single threaded application on the CPU. Although OpenCL allows code portability, we show that some device-specific optimization is still required to get the best performance out of a specific architecture. Using OpenCL in conjunction with MPI allows the domain decomposition of large models on several devices located on different nodes of a cluster. For large enough models, the speedup of the domain decomposition varies quasi-linearly with the number of devices. Finally, we investigate two different approaches to compute the gradient by the adjoint state method and show the significant advantages of using OpenCL for FWI.

The Utility of the Extended Images in Ambient Seismic Wavefield Migration

NASA Astrophysics Data System (ADS)

Girard, A. J.; Shragge, J. C.

2015-12-01

Active-source 3D seismic migration and migration velocity analysis (MVA) are robust and highly used methods for imaging Earth structure. One class of migration methods uses extended images constructed by incorporating spatial and/or temporal wavefield correlation lags to the imaging conditions. These extended images allow users to directly assess whether images focus better with different parameters, which leads to MVA techniques that are based on the tenets of adjoint-state theory. Under certain conditions (e.g., geographical, cultural or financial), however, active-source methods can prove impractical. Utilizing ambient seismic energy that naturally propagates through the Earth is an alternate method currently used in the scientific community. Thus, an open question is whether extended images are similarly useful for ambient seismic migration processing and verifying subsurface velocity models, and whether one can similarly apply adjoint-state methods to perform ambient migration velocity analysis (AMVA). Herein, we conduct a number of numerical experiments that construct extended images from ambient seismic recordings. We demonstrate that, similar to active-source methods, there is a sensitivity to velocity in ambient seismic recordings in the migrated extended image domain. In synthetic ambient imaging tests with varying degrees of error introduced to the velocity model, the extended images are sensitive to velocity model errors. To determine the extent of this sensitivity, we utilize acoustic wave-equation propagation and cross-correlation-based migration methods to image weak body-wave signals present in the recordings. Importantly, we have also observed scenarios where non-zero correlation lags show signal while zero-lags show none. This may be a valuable missing piece for ambient migration techniques that have yielded largely inconclusive results, and might be an important piece of information for performing AMVA from ambient seismic recordings.

Topology optimization of finite strain viscoplastic systems under transient loads

DOE PAGES

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

2018-02-08

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

CFD Analysis and Design Optimization Using Parallel Computers

NASA Technical Reports Server (NTRS)

Martinelli, Luigi; Alonso, Juan Jose; Jameson, Antony; Reuther, James

1997-01-01

A versatile and efficient multi-block method is presented for the simulation of both steady and unsteady flow, as well as aerodynamic design optimization of complete aircraft configurations. The compressible Euler and Reynolds Averaged Navier-Stokes (RANS) equations are discretized using a high resolution scheme on body-fitted structured meshes. An efficient multigrid implicit scheme is implemented for time-accurate flow calculations. Optimum aerodynamic shape design is achieved at very low cost using an adjoint formulation. The method is implemented on parallel computing systems using the MPI message passing interface standard to ensure portability. The results demonstrate that, by combining highly efficient algorithms with parallel computing, it is possible to perform detailed steady and unsteady analysis as well as automatic design for complex configurations using the present generation of parallel computers.

Feedback control for unsteady flow and its application to the stochastic Burgers equation

NASA Technical Reports Server (NTRS)

Choi, Haecheon; Temam, Roger; Moin, Parviz; Kim, John

1993-01-01

The study applies mathematical methods of control theory to the problem of control of fluid flow with the long-range objective of developing effective methods for the control of turbulent flows. Model problems are employed through the formalism and language of control theory to present the procedure of how to cast the problem of controlling turbulence into a problem in optimal control theory. Methods of calculus of variations through the adjoint state and gradient algorithms are used to present a suboptimal control and feedback procedure for stationary and time-dependent problems. Two types of controls are investigated: distributed and boundary controls. Several cases of both controls are numerically simulated to investigate the performances of the control algorithm. Most cases considered show significant reductions of the costs to be minimized. The dependence of the control algorithm on the time-descretization method is discussed.

A variational data assimilation system for the range dependent acoustic model using the representer method: Theoretical derivations.

PubMed

Ngodock, Hans; Carrier, Matthew; Fabre, Josette; Zingarelli, Robert; Souopgui, Innocent

2017-07-01

This study presents the theoretical framework for variational data assimilation of acoustic pressure observations into an acoustic propagation model, namely, the range dependent acoustic model (RAM). RAM uses the split-step Padé algorithm to solve the parabolic equation. The assimilation consists of minimizing a weighted least squares cost function that includes discrepancies between the model solution and the observations. The minimization process, which uses the principle of variations, requires the derivation of the tangent linear and adjoint models of the RAM. The mathematical derivations are presented here, and, for the sake of brevity, a companion study presents the numerical implementation and results from the assimilation simulated acoustic pressure observations.

Control of the transition between regular and mach reflection of shock waves

NASA Astrophysics Data System (ADS)

Alekseev, A. K.

2012-06-01

A control problem was considered that makes it possible to switch the flow between stationary Mach and regular reflection of shock waves within the dual solution domain. The sensitivity of the flow was computed by solving adjoint equations. A control disturbance was sought by applying gradient optimization methods. According to the computational results, the transition from regular to Mach reflection can be executed by raising the temperature. The transition from Mach to regular reflection can be achieved by lowering the temperature at moderate Mach numbers and is impossible at large numbers. The reliability of the numerical results was confirmed by verifying them with the help of a posteriori analysis.

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

NASA Technical Reports Server (NTRS)

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

2004-01-01

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

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

PubMed

Marcotte, Christopher D; Grigoriev, Roman O

2016-09-01

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

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

NASA Astrophysics Data System (ADS)

Marcotte, Christopher D.; Grigoriev, Roman O.

2016-09-01

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

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

DOE PAGES

Jakeman, J. D.; Wildey, T.

2015-01-01

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

Virasoro symmetry of the constrained multicomponent Kadomtsev-Petviashvili hierarchy and its integrable discretization

NASA Astrophysics Data System (ADS)

Li, Chuanzhong; He, Jingsong

2016-06-01

We construct Virasoro-type additional symmetries of a kind of constrained multicomponent Kadomtsev-Petviashvili (KP) hierarchy and obtain the Virasoro flow equation for the eigenfunctions and adjoint eigenfunctions. We show that the algebraic structure of the Virasoro symmetry is retained under discretization from the constrained multicomponent KP hierarchy to the discrete constrained multicomponent KP hierarchy.

Metallic and antiferromagnetic fixed points from gravity

NASA Astrophysics Data System (ADS)

Paul, Chandrima

2018-06-01

We consider SU(2) × U(1) gauge theory coupled to matter field in adjoints and study RG group flow. We constructed Callan-Symanzik equation and subsequent β functions and study the fixed points. We find there are two fixed points, showing metallic and antiferromagnetic behavior. We have shown that metallic phase develops an instability if certain parametric conditions are satisfied.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Optimal Control for Stochastic Delay Evolution Equations

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

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

2016-08-15

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

Toward regional-scale adjoint tomography in the deep earth

NASA Astrophysics Data System (ADS)

Masson, Y.; Romanowicz, B. A.

2013-12-01

Thanks to the development of efficient numerical computation methods, such as the Spectral Element Method (SEM) and to the increasing power of computer clusters, it is now possible to obtain regional-scale images of the Earth's interior using adjoint-tomography (e.g. Tape, C., et al., 2009). As for now, these tomographic models are limited to the upper layers of the earth, i.e., they provide us with high-resolution images of the crust and the upper part of the mantle. Given the gigantic amount of calculation it represents, obtaing similar models at the global scale (i.e. images of the entire Earth) seems out of reach at the moment. Furthermore, it's likely that the first generation of such global adjoint tomographic models will have a resolution significantly smaller than the current regional models. In order to image regions of interests in the deep Earth, such as plumes, slabs or large low shear velocity provinces (LLSVPs), while keeping the computation tractable, we are developing new tools that will allow us to perform regional-scale adjoint-tomography at arbitrary depths. In a recent study (Masson et al., 2013), we showed that a numerical equivalent of the time reversal mirrors used in experimental acoustics permits to confine the wave propagation computations (i.e. using SEM simulations) inside the region to be imaged. With this ability to limit wave propagation modeling inside a region of interest, obtaining the adjoint sensitivity kernels needed for tomographic imaging is only two steps further. First, the local wavefield modeling needs to be coupled with field extrapolation techniques in order to obtain synthetic seismograms at the surface of the earth. These seismograms will account for the 3D structure inside the region of interest in a quasi-exact manner. We will present preliminary results where the field-extrapolation is performed using Green's function computed in a 1D Earth model thanks to the Direct Solution Method (DSM). Once synthetic seismograms can be obtained, it is possible to evaluate the misfit between observed and computed seismograms. The second step will then be to extrapolate the misfit function back into the SEM region in order to compute local adjoint sensitivity kernels. When available, these kernels will allow us to perform regional-scale adjoint tomography at arbitrary locations inside the earth. Masson Y., Cupillard P., Capdeville Y., & Romanowicz B., 2013. On the numerical implementation of time-reversal mirrors for tomographic imaging, Journal of Geophysical Research (under review). Tape, C., et al. (2009). "Adjoint tomography of the southern California crust." Science 325(5943): 988-992.

Application of the sequential quadratic programming algorithm for reconstructing the distribution of optical parameters based on the time-domain radiative transfer equation.

PubMed

Qi, Hong; Qiao, Yao-Bin; Ren, Ya-Tao; Shi, Jing-Wen; Zhang, Ze-Yu; Ruan, Li-Ming

2016-10-17

Sequential quadratic programming (SQP) is used as an optimization algorithm to reconstruct the optical parameters based on the time-domain radiative transfer equation (TD-RTE). Numerous time-resolved measurement signals are obtained using the TD-RTE as forward model. For a high computational efficiency, the gradient of objective function is calculated using an adjoint equation technique. SQP algorithm is employed to solve the inverse problem and the regularization term based on the generalized Gaussian Markov random field (GGMRF) model is used to overcome the ill-posed problem. Simulated results show that the proposed reconstruction scheme performs efficiently and accurately.

Variational estimation of process parameters in a simplified atmospheric general circulation model

NASA Astrophysics Data System (ADS)

Lv, Guokun; Koehl, Armin; Stammer, Detlef

2016-04-01

Parameterizations are used to simulate effects of unresolved sub-grid-scale processes in current state-of-the-art climate model. The values of the process parameters, which determine the model's climatology, are usually manually adjusted to reduce the difference of model mean state to the observed climatology. This process requires detailed knowledge of the model and its parameterizations. In this work, a variational method was used to estimate process parameters in the Planet Simulator (PlaSim). The adjoint code was generated using automatic differentiation of the source code. Some hydrological processes were switched off to remove the influence of zero-order discontinuities. In addition, the nonlinearity of the model limits the feasible assimilation window to about 1day, which is too short to tune the model's climatology. To extend the feasible assimilation window, nudging terms for all state variables were added to the model's equations, which essentially suppress all unstable directions. In identical twin experiments, we found that the feasible assimilation window could be extended to over 1-year and accurate parameters could be retrieved. Although the nudging terms transform to a damping of the adjoint variables and therefore tend to erases the information of the data over time, assimilating climatological information is shown to provide sufficient information on the parameters. Moreover, the mechanism of this regularization is discussed.

A Simple Global View of Fuel Burnup

NASA Astrophysics Data System (ADS)

Sekimoto, Hiroshi

2017-01-01

Reactor physics and fuel burnup are discussed in order to obtain a simple global view of the effects of nuclear reactor characteristics to fuel cycle system performance. It may provide some idea of free thinking and overall vision, though it is still a small part of nuclear energy system. At the beginning of this lecture, governing equations for nuclear reactors are presented. Since the set of these equations is so big and complicated, it is simplified by imposing some extreme conditions and the nuclear equilibrium equation is derived. Some features of future nuclear equilibrium state are obtained by solving this equation. The contribution of a nucleus charged into reactor core to the system performance indexes such as criticality is worth for understanding the importance of each nuclide. It is called nuclide importance and can be evaluated by using the equations adjoint to the nuclear equilibrium equation. Examples of some importances and their application to criticalily search problem are presented.

Zero modes of the non-relativistic self-dual Chern-Simons vortices on the Toda backgrounds

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

Yoon, Yongsung

The two-dimensional self-dual equations are the governing equations of the static zero-energy vortex solutions for the non-relativistic, non-Abelian Chern-Simons models. The zero modes of the non-relativistic vortices are examined by index calculation for the self-dual equations. The index for the self-dual equations is zero for non-Abelian groups, but a non-zero index is obtained by the Toda Ansatz which reduces the self-dual equations to the Toda equations. The number of zero modes for the non-relativistic Toda vortices is 2 {Sigma}{sub {alpha},{beta}}{sup r}K{sub {alpha}{beta}}Q{sup {beta}} which is twice the total number of isolated zeros of the vortex functions. For the affine Todamore » system, there are additional adjoint zero modes which give a zero index for the SU(N) group.« less

Covering Resilience: A Recent Development for Binomial Checkpointing

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

Walther, Andrea; Narayanan, Sri Hari Krishna

In terms of computing time, adjoint methods offer a very attractive alternative to compute gradient information, required, e.g., for optimization purposes. However, together with this very favorable temporal complexity result comes a memory requirement that is in essence proportional with the operation count of the underlying function, e.g., if algorithmic differentiation is used to provide the adjoints. For this reason, checkpointing approaches in many variants have become popular. This paper analyzes an extension of the so-called binomial approach to cover also possible failures of the computing systems. Such a measure of precaution is of special interest for massive parallel simulationsmore » and adjoint calculations where the mean time between failure of the large scale computing system is smaller than the time needed to complete the calculation of the adjoint information. We describe the extensions of standard checkpointing approaches required for such resilience, provide a corresponding implementation and discuss first numerical results.« less

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

NASA Astrophysics Data System (ADS)

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

2017-11-01

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

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

NASA Astrophysics Data System (ADS)

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

2015-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-10-01

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

Topology optimization of finite strain viscoplastic systems under transient loads [Dynamic topology optimization based on finite strain visco-plasticity

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

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

Topology optimization of finite strain viscoplastic systems under transient loads [Dynamic topology optimization based on finite strain visco-plasticity

DOE PAGES

Ivarsson, Niklas; Wallin, Mathias; Tortorelli, Daniel

2018-02-08

In this paper, a transient finite strain viscoplastic model is implemented in a gradient-based topology optimization framework to design impact mitigating structures. The model's kinematics relies on the multiplicative split of the deformation gradient, and the constitutive response is based on isotropic hardening viscoplasticity. To solve the mechanical balance laws, the implicit Newmark-beta method is used together with a total Lagrangian finite element formulation. The optimization problem is regularized using a partial differential equation filter and solved using the method of moving asymptotes. Sensitivities required to solve the optimization problem are derived using the adjoint method. To demonstrate the capabilitymore » of the algorithm, several protective systems are designed, in which the absorbed viscoplastic energy is maximized. Finally, the numerical examples demonstrate that transient finite strain viscoplastic effects can successfully be combined with topology optimization.« less

Recent Improvements in Aerodynamic Design Optimization on Unstructured Meshes

NASA Technical Reports Server (NTRS)

Nielsen, Eric J.; Anderson, W. Kyle

2000-01-01

Recent improvements in an unstructured-grid method for large-scale aerodynamic design are presented. Previous work had shown such computations to be prohibitively long in a sequential processing environment. Also, robust adjoint solutions and mesh movement procedures were difficult to realize, particularly for viscous flows. To overcome these limiting factors, a set of design codes based on a discrete adjoint method is extended to a multiprocessor environment using a shared memory approach. A nearly linear speedup is demonstrated, and the consistency of the linearizations is shown to remain valid. The full linearization of the residual is used to precondition the adjoint system, and a significantly improved convergence rate is obtained. A new mesh movement algorithm is implemented and several advantages over an existing technique are presented. Several design cases are shown for turbulent flows in two and three dimensions.

The behavior of plasma with an arbitrary degree of degeneracy of electron gas in the conductive layer

NASA Astrophysics Data System (ADS)

Latyshev, A. V.; Gordeeva, N. M.

2017-09-01

We obtain an analytic solution of the boundary problem for the behavior (fluctuations) of an electron plasma with an arbitrary degree of degeneracy of the electron gas in the conductive layer in an external electric field. We use the kinetic Vlasov-Boltzmann equation with the Bhatnagar-Gross-Krook collision integral and the Maxwell equation for the electric field. We use the mirror boundary conditions for the reflections of electrons from the layer boundary. The boundary problem reduces to a one-dimensional problem with a single velocity. For this, we use the method of consecutive approximations, linearization of the equations with respect to the absolute distribution of the Fermi-Dirac electrons, and the conservation law for the number of particles. Separation of variables then helps reduce the problem equations to a characteristic system of equations. In the space of generalized functions, we find the eigensolutions of the initial system, which correspond to the continuous spectrum (Van Kampen mode). Solving the dispersion equation, we then find the eigensolutions corresponding to the adjoint and discrete spectra (Drude and Debye modes). We then construct the general solution of the boundary problem by decomposing it into the eigensolutions. The coefficients of the decomposition are given by the boundary conditions. This allows obtaining the decompositions of the distribution function and the electric field in explicit form.

Self-dual monopoles and toda molecules

NASA Astrophysics Data System (ADS)

Ganoulis, N.; Goddard, P.; Olive, D.

1982-07-01

Stable static solutions to a gauge field theory with a Higgs field in the adjoint representation and with vanishing self-coupling are self-dual in the sense of Bogomolny. Leznov and Saveliev showed that a specific form of spherical symmetry reduces these equations to a modified form of the Toda molecule equations associated with the overall gauge symmetry G. Values of the constants of integration are found in terms of the distant Higgs field, guaranteeing regularity of the solution at the origin. The expressions hold for any simple Lie group G, depending on G via its root system.

Quantum probe of Hořava-Lifshitz gravity

NASA Astrophysics Data System (ADS)

Gurtug, O.; Mangut, M.

2018-04-01

Particle probe analysis of the Kehagias-Sfetsos black hole spacetime of Hořava-Lifshitz gravity is extended to wave probe analysis within the framework of quantum mechanics. The time-like naked singularity that develops when ωM2 < 1/2 is probed with quantum fields obeying Klein-Gordon and Chandrasekhar-Dirac equations. The quantum field probe of the naked singularity has revealed that both the spatial part of the wave and the Hamiltonian operators of Klein-Gordon and Chandrasekhar-Dirac equations are essentially self-adjoint, and thus, the naked singularity in the Kehagias-Sfetsos spacetime becomes quantum mechanically non-singular.

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

NASA Astrophysics Data System (ADS)

Sikarwar, Nidhi

The noise produced by the low bypass ratio turbofan engines used to power fighter aircraft is a problem for communities near military bases and for personnel working in close proximity to the aircraft. For example, carrier deck personnel are subject to noise exposure that can result in Noise-Induced Hearing Loss which in-turn results in over a billion dollars of disability payments by the Veterans Administration. Several methods have been proposed to reduce the jet noise at the source. These methods include microjet injection of air or water downstream of the jet exit, chevrons, and corrugated nozzle inserts. The last method involves the insertion of corrugated seals into the diverging section of a military-style convergent-divergent jet nozzle (to replace the existing seals). This has been shown to reduce both the broadband shock-associated noise as well as the mixing noise in the peak noise radiation direction. However, the original inserts were designed to be effective for a take-off condition where the jet is over-expanded. The nozzle performance would be expected to degrade at other conditions, such as in cruise at altitude. A new method has been proposed to achieve the same effects as corrugated seals, but using fluidic inserts. This involves injection of air, at relatively low pressures and total mass flow rates, into the diverging section of the nozzle. These fluidic inserts" deflect the flow in the same way as the mechanical inserts. The fluidic inserts represent an active control method, since the injectors can be modified or turned off depending on the jet operating conditions. Noise reductions in the peak noise direction of 5 to 6 dB have been achieved and broadband shock-associated noise is effectively suppressed. There are multiple parameters to be considered in the design of the fluidic inserts. This includes the number and location of the injectors and the pressures and mass flow rates to be used. These could be optimized on an ad hoc basis with 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.

Finite-dimensional Liouville integrable Hamiltonian systems generated from Lax pairs of a bi-Hamiltonian soliton hierarchy by symmetry constraints

NASA Astrophysics Data System (ADS)

Manukure, Solomon

2018-04-01

We construct finite-dimensional Hamiltonian systems by means of symmetry constraints from the Lax pairs and adjoint Lax pairs of a bi-Hamiltonian hierarchy of soliton equations associated with the 3-dimensional special linear Lie algebra, and discuss the Liouville integrability of these systems based on the existence of sufficiently many integrals of motion.

Intelligent earthquake data processing for global adjoint tomography

NASA Astrophysics Data System (ADS)

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

2016-12-01

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

Aerodynamic shape optimization using control theory

NASA Technical Reports Server (NTRS)

Reuther, James

1996-01-01

Aerodynamic shape design has long persisted as a difficult scientific challenge due its highly nonlinear flow physics and daunting geometric complexity. However, with the emergence of Computational Fluid Dynamics (CFD) it has become possible to make accurate predictions of flows which are not dominated by viscous effects. It is thus worthwhile to explore the extension of CFD methods for flow analysis to the treatment of aerodynamic shape design. Two new aerodynamic shape design methods are developed which combine existing CFD technology, optimal control theory, and numerical optimization techniques. Flow analysis methods for the potential flow equation and the Euler equations form the basis of the two respective design methods. In each case, optimal control theory is used to derive the adjoint differential equations, the solution of which provides the necessary gradient information to a numerical optimization method much more efficiently then by conventional finite differencing. Each technique uses a quasi-Newton numerical optimization algorithm to drive an aerodynamic objective function toward a minimum. An analytic grid perturbation method is developed to modify body fitted meshes to accommodate shape changes during the design process. Both Hicks-Henne perturbation functions and B-spline control points are explored as suitable design variables. The new methods prove to be computationally efficient and robust, and can be used for practical airfoil design including geometric and aerodynamic constraints. Objective functions are chosen to allow both inverse design to a target pressure distribution and wave drag minimization. Several design cases are presented for each method illustrating its practicality and efficiency. These include non-lifting and lifting airfoils operating at both subsonic and transonic conditions.

A substructure coupling procedure applicable to general linear time-invariant dynamic systems

NASA Technical Reports Server (NTRS)

Howsman, T. G.; Craig, R. R., Jr.

1984-01-01

A substructure synthesis procedure applicable to structural systems containing general nonconservative terms is presented. In their final form, the nonself-adjoint substructure equations of motion are cast in state vector form through the use of a variational principle. A reduced-order mode for each substructure is implemented by representing the substructure as a combination of a small number of Ritz vectors. For the method presented, the substructure Ritz vectors are identified as a truncated set of substructure eigenmodes, which are typically complex, along with a set of generalized real attachment modes. The formation of the generalized attachment modes does not require any knowledge of the substructure flexible modes; hence, only the eigenmodes used explicitly as Ritz vectors need to be extracted from the substructure eigenproblem. An example problem is presented to illustrate the method.

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

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

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

2015-01-01

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

The Prediction of Broadband Shock-Associated Noise Including Propagation Effects

NASA Technical Reports Server (NTRS)

Miller, Steven; Morris, Philip J.

2011-01-01

An acoustic analogy is developed based on the Euler equations for broadband shock- associated noise (BBSAN) that directly incorporates the vector Green's function of the linearized Euler equations and a steady Reynolds-Averaged Navier-Stokes solution (SRANS) as the mean flow. The vector Green's function allows the BBSAN propagation through the jet shear layer to be determined. The large-scale coherent turbulence is modeled by two-point second order velocity cross-correlations. Turbulent length and time scales are related to the turbulent kinetic energy and dissipation. An adjoint vector Green's function solver is implemented to determine the vector Green's function based on a locally parallel mean flow at streamwise locations of the SRANS solution. However, the developed acoustic analogy could easily be based on any adjoint vector Green's function solver, such as one that makes no assumptions about the mean flow. The newly developed acoustic analogy can be simplified to one that uses the Green's function associated with the Helmholtz equation, which is consistent with the formulation of Morris and Miller (AIAAJ 2010). A large number of predictions are generated using three different nozzles over a wide range of fully expanded Mach numbers and jet stagnation temperatures. These predictions are compared with experimental data from multiple jet noise labs. In addition, two models for the so-called 'fine-scale' mixing noise are included in the comparisons. Improved BBSAN predictions are obtained relative to other models that do not include the propagation effects, especially in the upstream direction of the jet.

An all-at-once reduced Hessian SQP scheme for aerodynamic design optimization

NASA Technical Reports Server (NTRS)

Feng, Dan; Pulliam, Thomas H.

1995-01-01

This paper introduces a computational scheme for solving a class of aerodynamic design problems that can be posed as nonlinear equality constrained optimizations. The scheme treats the flow and design variables as independent variables, and solves the constrained optimization problem via reduced Hessian successive quadratic programming. It updates the design and flow variables simultaneously at each iteration and allows flow variables to be infeasible before convergence. The solution of an adjoint flow equation is never needed. In addition, a range space basis is chosen so that in a certain sense the 'cross term' ignored in reduced Hessian SQP methods is minimized. Numerical results for a nozzle design using the quasi-one-dimensional Euler equations show that this scheme is computationally efficient and robust. The computational cost of a typical nozzle design is only a fraction more than that of the corresponding analysis flow calculation. Superlinear convergence is also observed, which agrees with the theoretical properties of this scheme. All optimal solutions are obtained by starting far away from the final solution.

Microseismic Image-domain Velocity Inversion: Case Study From The Marcellus Shale

NASA Astrophysics Data System (ADS)

Shragge, J.; Witten, B.

2017-12-01

Seismic monitoring at injection wells relies on generating accurate location estimates of detected (micro-)seismicity. Event location estimates assist in optimizing well and stage spacings, assessing potential hazards, and establishing causation of larger events. The largest impediment to generating accurate location estimates is an accurate velocity model. For surface-based monitoring the model should capture 3D velocity variation, yet, rarely is the laterally heterogeneous nature of the velocity field captured. Another complication for surface monitoring is that the data often suffer from low signal-to-noise levels, making velocity updating with established techniques difficult due to uncertainties in the arrival picks. We use surface-monitored field data to demonstrate that a new method requiring no arrival picking can improve microseismic locations by jointly locating events and updating 3D P- and S-wave velocity models through image-domain adjoint-state tomography. This approach creates a complementary set of images for each chosen event through wave-equation propagation and correlating combinations of P- and S-wavefield energy. The method updates the velocity models to optimize the focal consistency of the images through adjoint-state inversions. We demonstrate the functionality of the method using a surface array of 192 three-component geophones over a hydraulic stimulation in the Marcellus Shale. Applying the proposed joint location and velocity-inversion approach significantly improves the estimated locations. To assess event location accuracy, we propose a new measure of inconsistency derived from the complementary images. By this measure the location inconsistency decreases by 75%. The method has implications for improving the reliability of microseismic interpretation with low signal-to-noise data, which may increase hydrocarbon extraction efficiency and improve risk assessment from injection related seismicity.

Statistics of the stochastically forced Lorenz attractor by the Fokker-Planck equation and cumulant expansions.

PubMed

Allawala, Altan; Marston, J B

2016-11-01

We investigate the Fokker-Planck description of the equal-time statistics of the three-dimensional Lorenz attractor with additive white noise. The invariant measure is found by computing the zero (or null) mode of the linear Fokker-Planck operator as a problem of sparse linear algebra. Two variants are studied: a self-adjoint construction of the linear operator and the replacement of diffusion with hyperdiffusion. We also access the low-order statistics of the system by a perturbative expansion in equal-time cumulants. A comparison is made to statistics obtained by the standard approach of accumulation via direct numerical simulation. Theoretical and computational aspects of the Fokker-Planck and cumulant expansion methods are discussed.

Modeling Finite Faults Using the Adjoint Wave Field

NASA Astrophysics Data System (ADS)

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

2004-12-01

Time-reversal acoustics, a technique in which an acoustic signal is recorded by an array of transducers, time-reversed, and retransmitted, is used, e.g., in medical therapy to locate and destroy gallstones (for a review see Fink, 1997). As discussed by Tromp et al. (2004), time-reversal techniques for locating sources are closely linked to so-called `adjoint methods' (Talagrand and Courtier, 1987), which may be used to evaluate the gradient of a misfit function. Tromp et al. (2004) illustrate how a (finite) source inversion may be implemented based upon the adjoint wave field by writing the change in the misfit function, δ χ, due to a change in the moment-density tensor, δ m, as an integral of the adjoint strain field ɛ x,t) over the fault plane Σ : δ χ = ∫ 0T∫_Σ ɛ x,T-t) :δ m(x,t) d2xdt. We find that if the real fault plane is located at a distance δ h in the direction of the fault normal hat n, then to first order an additional factor of ∫ 0T∫_Σ δ h (x) ∂ n ɛ x,T-t):m(x,t) d2xdt is added to the change in the misfit function. The adjoint strain is computed by using the time-reversed difference between data and synthetics recorded at all receivers as simultaneous sources and recording the resulting strain on the fault plane. In accordance with time-reversal acoustics, all the resulting waves will constructively interfere at the position of the original source in space and time. The level of convergence will be deterimined by factors such as the source-receiver geometry, the frequency of the recorded data and synthetics, and the accuracy of the velocity structure used when back propagating the wave field. The terms ɛ x,T-t) and ∂ n ɛ x,T-t):m(x,t) can be viewed as sensitivity kernels for the moment density and the faultplane location respectively. By looking at these quantities we can make an educated choice of fault parametrization given the data in hand. The process can then be repeated to invert for the best source model, as demonstrated by Tromp et al. (2004) for the magnitude of a point force. In this presentation we explore the applicability of adjoint methods to estimating finite source parameters. Fink, M. (1997), Time reversed acoustics, Physics Today, 50(3), 34--40. Talagrand, O., and P.~Courtier (1987), Variational assimilation of meteorological observations with the adjoint vorticity equatuation. I: Theory, Q. J. R. Meteorol. Soc., 113, 1311--1328. Tromp, J., C.~Tape, and Q.~Liu (2004), Waveform tomography, adjoint methods, time reversal, and banana-doughnut kernels, Geophys. Jour. Int., in press

A POSTERIORI ERROR ANALYSIS OF TWO STAGE COMPUTATION METHODS WITH APPLICATION TO EFFICIENT DISCRETIZATION AND THE PARAREAL ALGORITHM.

PubMed

Chaudhry, Jehanzeb Hameed; Estep, Don; Tavener, Simon; Carey, Varis; Sandelin, Jeff

2016-01-01

We consider numerical methods for initial value problems that employ a two stage approach consisting of solution on a relatively coarse discretization followed by solution on a relatively fine discretization. Examples include adaptive error control, parallel-in-time solution schemes, and efficient solution of adjoint problems for computing a posteriori error estimates. We describe a general formulation of two stage computations then perform a general a posteriori error analysis based on computable residuals and solution of an adjoint problem. The analysis accommodates various variations in the two stage computation and in formulation of the adjoint problems. We apply the analysis to compute "dual-weighted" a posteriori error estimates, to develop novel algorithms for efficient solution that take into account cancellation of error, and to the Parareal Algorithm. We test the various results using several numerical examples.

Gradient-based Optimization for Poroelastic and Viscoelastic MR Elastography

PubMed Central

Tan, Likun; McGarry, Matthew D.J.; Van Houten, Elijah E.W.; Ji, Ming; Solamen, Ligin; Weaver, John B.

2017-01-01

We describe an efficient gradient computation for solving inverse problems arising in magnetic resonance elastography (MRE). The algorithm can be considered as a generalized ‘adjoint method’ based on a Lagrangian formulation. One requirement for the classic adjoint method is assurance of the self-adjoint property of the stiffness matrix in the elasticity problem. In this paper, we show this property is no longer a necessary condition in our algorithm, but the computational performance can be as efficient as the classic method, which involves only two forward solutions and is independent of the number of parameters to be estimated. The algorithm is developed and implemented in material property reconstructions using poroelastic and viscoelastic modeling. Various gradient- and Hessian-based optimization techniques have been tested on simulation, phantom and in vivo brain data. The numerical results show the feasibility and the efficiency of the proposed scheme for gradient calculation. PMID:27608454

Sensitivity Kernels for the Cross-Convolution Measure: Eliminate the Source in Waveform Tomography

NASA Astrophysics Data System (ADS)

Menke, W. H.

2017-12-01

We use the adjoint method to derive sensitivity kernels for the cross-convolution measure, a goodness-of-fit criterion that is applicable to seismic data containing closely-spaced multiple arrivals, such as reverberating compressional waves and split shear waves. In addition to a general formulation, specific expressions for sensitivity with respect to density, Lamé parameter and shear modulus are derived for a isotropic elastic solid. As is typical of adjoint methods, the kernels depend upon an adjoint field, the source of which, in this case, is the reference displacement field, pre-multiplied by a matrix of cross-correlations of components of the observed field. We use a numerical simulation to evaluate the resolving power of a topographic inversion that employs the cross-convolution measure. The estimated resolving kernel shows is point-like, indicating that the cross-convolution measure will perform well in waveform tomography settings.

Bayesian source term estimation of atmospheric releases in urban areas using LES approach.

PubMed

Xue, Fei; Kikumoto, Hideki; Li, Xiaofeng; Ooka, Ryozo

2018-05-05

The estimation of source information from limited measurements of a sensor network is a challenging inverse problem, which can be viewed as an assimilation process of the observed concentration data and the predicted concentration data. When dealing with releases in built-up areas, the predicted data are generally obtained by the Reynolds-averaged Navier-Stokes (RANS) equations, which yields building-resolving results; however, RANS-based models are outperformed by large-eddy simulation (LES) in the predictions of both airflow and dispersion. Therefore, it is important to explore the possibility of improving the estimation of the source parameters by using the LES approach. In this paper, a novel source term estimation method is proposed based on LES approach using Bayesian inference. The source-receptor relationship is obtained by solving the adjoint equations constructed using the time-averaged flow field simulated by the LES approach based on the gradient diffusion hypothesis. A wind tunnel experiment with a constant point source downwind of a single building model is used to evaluate the performance of the proposed method, which is compared with that of the existing method using a RANS model. The results show that the proposed method reduces the errors of source location and releasing strength by 77% and 28%, respectively. Copyright © 2018 Elsevier B.V. All rights reserved.

Extending the Binomial Checkpointing Technique for Resilience

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

Walther, Andrea; Narayanan, Sri Hari Krishna

In terms of computing time, adjoint methods offer a very attractive alternative to compute gradient information, re- quired, e.g., for optimization purposes. However, together with this very favorable temporal complexity result comes a memory requirement that is in essence proportional with the operation count of the underlying function, e.g., if algo- rithmic differentiation is used to provide the adjoints. For this reason, checkpointing approaches in many variants have become popular. This paper analyzes an extension of the so-called binomial approach to cover also possible failures of the computing systems. Such a measure of precaution is of special interest for massivemore » parallel simulations and adjoint calculations where the mean time between failure of the large scale computing system is smaller than the time needed to complete the calculation of the adjoint information. We de- scribe the extensions of standard checkpointing approaches required for such resilience, provide a corresponding imple- mentation and discuss numerical results.« less

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.

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

Solving Large-Scale Inverse Magnetostatic Problems using the Adjoint Method

PubMed Central

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

2017-01-01

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

Adjoint affine fusion and tadpoles

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

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

2016-06-15

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

Computation of the phase response curve: a direct numerical approach.

PubMed

Govaerts, W; Sautois, B

2006-04-01

Neurons are often modeled by dynamical systems--parameterized systems of differential equations. A typical behavioral pattern of neurons is periodic spiking; this corresponds to the presence of stable limit cycles in the dynamical systems model. The phase resetting and phase response curves (PRCs) describe the reaction of the spiking neuron to an input pulse at each point of the cycle. We develop a new method for computing these curves as a by-product of the solution of the boundary value problem for the stable limit cycle. The method is mathematically equivalent to the adjoint method, but our implementation is computationally much faster and more robust than any existing method. In fact, it can compute PRCs even where the limit cycle can hardly be found by time integration, for example, because it is close to another stable limit cycle. In addition, we obtain the discretized phase response curve in a form that is ideally suited for most applications. We present several examples and provide the implementation in a freely available Matlab code.

Inverse identification of unknown finite-duration air pollutant release from a point source in urban environment

NASA Astrophysics Data System (ADS)

Kovalets, Ivan V.; Efthimiou, George C.; Andronopoulos, Spyros; Venetsanos, Alexander G.; Argyropoulos, Christos D.; Kakosimos, Konstantinos E.

2018-05-01

In this work, we present an inverse computational method for the identification of the location, start time, duration and quantity of emitted substance of an unknown air pollution source of finite time duration in an urban environment. We considered a problem of transient pollutant dispersion under stationary meteorological fields, which is a reasonable assumption for the assimilation of available concentration measurements within 1 h from the start of an incident. We optimized the calculation of the source-receptor function by developing a method which requires integrating as many backward adjoint equations as the available measurement stations. This resulted in high numerical efficiency of the method. The source parameters are computed by maximizing the correlation function of the simulated and observed concentrations. The method has been integrated into the CFD code ADREA-HF and it has been tested successfully by performing a series of source inversion runs using the data of 200 individual realizations of puff releases, previously generated in a wind tunnel experiment.

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

Dyachenko, Sergey A.; Zlotnik, Anatoly; Korotkevich, Alexander O.

Here, we develop an operator splitting method to simulate flows of isothermal compressible natural gas over transmission pipelines. The method solves a system of nonlinear hyperbolic partial differential equations (PDEs) of hydrodynamic type for mass flow and pressure on a metric graph, where turbulent losses of momentum are modeled by phenomenological Darcy-Weisbach friction. Mass flow balance is maintained through the boundary conditions at the network nodes, where natural gas is injected or withdrawn from the system. Gas flow through the network is controlled by compressors boosting pressure at the inlet of the adjoint pipe. Our operator splitting numerical scheme ismore » unconditionally stable and it is second order accurate in space and time. The scheme is explicit, and it is formulated to work with general networks with loops. We test the scheme over range of regimes and network configurations, also comparing its performance with performance of two other state of the art implicit schemes.« less

Burst wait time simulation of CALIBAN reactor at delayed super-critical state

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

Humbert, P.; Authier, N.; Richard, B.

2012-07-01

In the past, the super prompt critical wait time probability distribution was measured on CALIBAN fast burst reactor [4]. Afterwards, these experiments were simulated with a very good agreement by solving the non-extinction probability equation [5]. Recently, the burst wait time probability distribution has been measured at CEA-Valduc on CALIBAN at different delayed super-critical states [6]. However, in the delayed super-critical case the non-extinction probability does not give access to the wait time distribution. In this case it is necessary to compute the time dependent evolution of the full neutron count number probability distribution. In this paper we present themore » point model deterministic method used to calculate the probability distribution of the wait time before a prescribed count level taking into account prompt neutrons and delayed neutron precursors. This method is based on the solution of the time dependent adjoint Kolmogorov master equations for the number of detections using the generating function methodology [8,9,10] and inverse discrete Fourier transforms. The obtained results are then compared to the measurements and Monte-Carlo calculations based on the algorithm presented in [7]. (authors)« less

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

Dechant, Lawrence J.

Wave packet analysis provides a connection between linear small disturbance theory and subsequent nonlinear turbulent spot flow behavior. The traditional association between linear stability analysis and nonlinear wave form is developed via the method of stationary phase whereby asymptotic (simplified) mean flow solutions are used to estimate dispersion behavior and stationary phase approximation are used to invert the associated Fourier transform. The resulting process typically requires nonlinear algebraic equations inversions that can be best performed numerically, which partially mitigates the value of the approximation as compared to a more complete, e.g. DNS or linear/nonlinear adjoint methods. To obtain a simpler,more » closed-form analytical result, the complete packet solution is modeled via approximate amplitude (linear convected kinematic wave initial value problem) and local sinusoidal (wave equation) expressions. Significantly, the initial value for the kinematic wave transport expression follows from a separable variable coefficient approximation to the linearized pressure fluctuation Poisson expression. The resulting amplitude solution, while approximate in nature, nonetheless, appears to mimic many of the global features, e.g. transitional flow intermittency and pressure fluctuation magnitude behavior. A low wave number wave packet models also recover meaningful auto-correlation and low frequency spectral behaviors.« less

Isolating Curvature Effects in Computing Wall-Bounded Turbulent Flows

NASA Technical Reports Server (NTRS)

Rumsey, Christopher L.; Gatski, Thomas B.

2001-01-01

The flow over the zero-pressure-gradient So-Mellor convex curved wall is simulated using the Navier-Stokes equations. An inviscid effective outer wall shape, undocumented in the experiment, is obtained by using an adjoint optimization method with the desired pressure distribution on the inner wall as the cost function. Using this wall shape with a Navier-Stokes method, the abilities of various turbulence models to simulate the effects of curvature without the complicating factor of streamwise pressure gradient can be evaluated. The one-equation Spalart-Allmaras turbulence model overpredicts eddy viscosity, and its boundary layer profiles are too full. A curvature-corrected version of this model improves results, which are sensitive to the choice of a particular constant. An explicit algebraic stress model does a reasonable job predicting this flow field. However, results can be slightly improved by modifying the assumption on anisotropy equilibrium in the model's derivation. The resulting curvature-corrected explicit algebraic stress model possesses no heuristic functions or additional constants. It lowers slightly the computed skin friction coefficient and the turbulent stress levels for this case (in better agreement with experiment), but the effect on computed velocity profiles is very small.

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

NASA Technical Reports Server (NTRS)

Andrews, A.

2002-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-01-01

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

BRST quantization of Yang-Mills theory: A purely Hamiltonian approach on Fock space

NASA Astrophysics Data System (ADS)

Öttinger, Hans Christian

2018-04-01

We develop the basic ideas and equations for the BRST quantization of Yang-Mills theories in an explicit Hamiltonian approach, without any reference to the Lagrangian approach at any stage of the development. We present a new representation of ghost fields that combines desirable self-adjointness properties with canonical anticommutation relations for ghost creation and annihilation operators, thus enabling us to characterize the physical states on a well-defined Fock space. The Hamiltonian is constructed by piecing together simple BRST invariant operators to obtain a minimal invariant extension of the free theory. It is verified that the evolution equations implied by the resulting minimal Hamiltonian provide a quantum version of the classical Yang-Mills equations. The modifications and requirements for the inclusion of matter are discussed in detail.

Interconnections between various analytic approaches applicable to third-order nonlinear differential equations

PubMed Central

Mohanasubha, R.; Chandrasekar, V. K.; Senthilvelan, M.; Lakshmanan, M.

2015-01-01

We unearth the interconnection between various analytical methods which are widely used in the current literature to identify integrable nonlinear dynamical systems described by third-order nonlinear ODEs. We establish an important interconnection between the extended Prelle–Singer procedure and λ-symmetries approach applicable to third-order ODEs to bring out the various linkages associated with these different techniques. By establishing this interconnection we demonstrate that given any one of the quantities as a starting point in the family consisting of Jacobi last multipliers, Darboux polynomials, Lie point symmetries, adjoint-symmetries, λ-symmetries, integrating factors and null forms one can derive the rest of the quantities in this family in a straightforward and unambiguous manner. We also illustrate our findings with three specific examples. PMID:27547076

Interconnections between various analytic approaches applicable to third-order nonlinear differential equations.

PubMed

Mohanasubha, R; Chandrasekar, V K; Senthilvelan, M; Lakshmanan, M

2015-04-08

We unearth the interconnection between various analytical methods which are widely used in the current literature to identify integrable nonlinear dynamical systems described by third-order nonlinear ODEs. We establish an important interconnection between the extended Prelle-Singer procedure and λ-symmetries approach applicable to third-order ODEs to bring out the various linkages associated with these different techniques. By establishing this interconnection we demonstrate that given any one of the quantities as a starting point in the family consisting of Jacobi last multipliers, Darboux polynomials, Lie point symmetries, adjoint-symmetries, λ-symmetries, integrating factors and null forms one can derive the rest of the quantities in this family in a straightforward and unambiguous manner. We also illustrate our findings with three specific examples.

Design of efficient stiffened shells of revolution

NASA Technical Reports Server (NTRS)

Majumder, D. K.; Thornton, W. A.

1976-01-01

A method to produce efficient piecewise uniform stiffened shells of revolution is presented. The approach uses a first order differential equation formulation for the shell prebuckling and buckling analyses and the necessary conditions for an optimum design are derived by a variational approach. A variety of local yielding and buckling constraints and the general buckling constraint are included in the design process. The local constraints are treated by means of an interior penalty function and the general buckling load is treated by means of an exterior penalty function. This allows the general buckling constraint to be included in the design process only when it is violated. The self-adjoint nature of the prebuckling and buckling formulations is used to reduce the computational effort. Results for four conical shells and one spherical shell are given.

An Efficient Multiblock Method for Aerodynamic Analysis and Design on Distributed Memory Systems

NASA Technical Reports Server (NTRS)

Reuther, James; Alonso, Juan Jose; Vassberg, John C.; Jameson, Antony; Martinelli, Luigi

1997-01-01

The work presented in this paper describes the application of a multiblock gridding strategy to the solution of aerodynamic design optimization problems involving complex configurations. The design process is parallelized using the MPI (Message Passing Interface) Standard such that it can be efficiently run on a variety of distributed memory systems ranging from traditional parallel computers to networks of workstations. Substantial improvements to the parallel performance of the baseline method are presented, with particular attention to their impact on the scalability of the program as a function of the mesh size. Drag minimization calculations at a fixed coefficient of lift are presented for a business jet configuration that includes the wing, body, pylon, aft-mounted nacelle, and vertical and horizontal tails. An aerodynamic design optimization is performed with both the Euler and Reynolds Averaged Navier-Stokes (RANS) equations governing the flow solution and the results are compared. These sample calculations establish the feasibility of efficient aerodynamic optimization of complete aircraft configurations using the RANS equations as the flow model. There still exists, however, the need for detailed studies of the importance of a true viscous adjoint method which holds the promise of tackling the minimization of not only the wave and induced components of drag, but also the viscous drag.

Simulation of a class of hazardous situations in the ICS «INM RAS - Baltic Sea»

NASA Astrophysics Data System (ADS)

Zakharova, Natalia; Agoshkov, Valery; Aseev, Nikita; Parmuzin, Eugene; Sheloput, Tateana; Shutyaev, Victor

2017-04-01

Development of Informational Computational Systems (ICS) for data assimilation procedures is one of multidisciplinary problems. To study and solve these problems one needs to apply modern results from different disciplines and recent developments in mathematical modeling, theory of adjoint equations and optimal control, inverse problems, numerical methods theory, numerical algebra, scientific computing and processing of satellite data. In this work the results on the ICS development for PC-ICS "INM RAS - Baltic Sea" are presented. We discuss practical problems studied by ICS. The System includes numerical model of the Baltic Sea thermodynamics, the new oil spill model describing the propagation of a slick at the Sea surface (Agoshkov, Aseev et al., 2014) and the optimal ship route calculating block (Agoshkov, Zayachkovsky et al., 2014). The ICS is based on the INMOM numerical model of the Baltic Sea thermodynamics (Zalesny et al., 2013). It is possible to calculate main hydrodynamic parameters (temperature, salinity, velocities, sea level) using user-friendly interface of the ICS. The System includes data assimilation procedures (Agoshkov, 2003, Parmuzin, Agoshkov, 2012) and one can use the block of variational assimilation of the sea surface temperature in order to obtain main hydrodynamic parameters. Main possibilities of the ICS and several numerical experiments are presented in the work. By the problem of risk control is meant a problem of determination of optimal resources quantity which are necessary for decreasing the risk to some acceptable value. Mass of oil slick is chosen as a function of control. For the realization of the random variable the quadratic "functional of cost" is introduced. It comprises cleaning costs and deviation of damage of oil pollution from its acceptable value. The problem of minimization of this functional is solved based on the methods of optimal control and the theory of adjoint equations. The solution of this problem is explicitly found. The study was supported by the Russian Foundation for Basic Research (project 16-31-00510) and by the Russian Science Foundation (project №14-11-00609). V. I. Agoshkov, Methods of Optimal Control and Adjoint Equations in Problems of Mathematical Physics. INM RAS, Moscow, 2003 (in Russian). V. B. Zalesny, A. V. Gusev, V. O. Ivchenko, R. Tamsalu, and R. Aps, Numerical model of the Baltic Sea circulation. Russ. J. Numer. Anal. Math. Modelling 28 (2013), No. 1, 85-100. V.I. Agoshkov, A.O. Zayachkovskiy, R. Aps, P. Kujala, and J. Rytkönen. Risk theory based solution to the problem of optimal vessel route // Russian Journal of Numerical Analysis and Mathematical Modelling. 2014. Volume 29, Issue 2, Pages 69-78. Agoshkov, V., Aseev, N., Aps, R., Kujala, P., Rytkönen, J., Zalesny, V. The problem of control of oil pollution risk in the Baltic Sea // Russian Journal of Numerical Analysis and Mathematical Modelling. 2014. Volume 29, Issue 2, Pages 93-105. E. I. Parmuzin and V. I. Agoshkov, Numerical solution of the variational assimilation problem for sea surface temperature in the model of the Black Sea dynamics. Russ. J. Numer. Anal. Math. Modelling 27 (2012), No. 1, 69-94. Olof Liungman and Johan Mattsson. Scientic Documentation of Seatrack Web; physical processes, algorithms and references, 2011.

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

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Jointly reconstructing ground motion and resistivity for ERT-based slope stability monitoring

NASA Astrophysics Data System (ADS)

Boyle, Alistair; Wilkinson, Paul B.; Chambers, Jonathan E.; Meldrum, Philip I.; Uhlemann, Sebastian; Adler, Andy

2018-02-01

Electrical resistivity tomography (ERT) is increasingly being used to investigate unstable slopes and monitor the hydrogeological processes within. But movement of electrodes or incorrect placement of electrodes with respect to an assumed model can introduce significant resistivity artefacts into the reconstruction. In this work, we demonstrate a joint resistivity and electrode movement reconstruction algorithm within an iterative Gauss-Newton framework. We apply this to ERT monitoring data from an active slow-moving landslide in the UK. Results show fewer resistivity artefacts and suggest that electrode movement and resistivity can be reconstructed at the same time under certain conditions. A new 2.5-D formulation for the electrode position Jacobian is developed and is shown to give accurate numerical solutions when compared to the adjoint method on 3-D models. On large finite element meshes, the calculation time of the newly developed approach was also proven to be orders of magnitude faster than the 3-D adjoint method and addressed modelling errors in the 2-D perturbation and adjoint electrode position Jacobian.

Comparative Study of Three Data Assimilation Methods for Ice Sheet Model Initialisation

NASA Astrophysics Data System (ADS)

Mosbeux, Cyrille; Gillet-Chaulet, Fabien; Gagliardini, Olivier

2015-04-01

The current global warming has direct consequences on ice-sheet mass loss contributing to sea level rise. This loss is generally driven by an acceleration of some coastal outlet glaciers and reproducing these mechanisms is one of the major issues in ice-sheet and ice flow modelling. The construction of an initial state, as close as possible to current observations, is required as a prerequisite before producing any reliable projection of the evolution of ice-sheets. For this step, inverse methods are often used to infer badly known or unknown parameters. For instance, the adjoint inverse method has been implemented and applied with success by different authors in different ice flow models in order to infer the basal drag [ Schafer et al., 2012; Gillet-chauletet al., 2012; Morlighem et al., 2010]. Others data fields, such as ice surface and bedrock topography, are easily measurable with more or less uncertainty but only locally along tracks and interpolated on finer model grid. All these approximations lead to errors on the data elevation model and give rise to an ill-posed problem inducing non-physical anomalies in flux divergence [Seroussi et al, 2011]. A solution to dissipate these divergences of flux is to conduct a surface relaxation step at the expense of the accuracy of the modelled surface [Gillet-Chaulet et al., 2012]. Other solutions, based on the inversion of ice thickness and basal drag were proposed [Perego et al., 2014; Pralong & Gudmundsson, 2011]. In this study, we create a twin experiment to compare three different assimilation algorithms based on inverse methods and nudging to constrain the bedrock friction and the bedrock elevation: (i) cyclic inversion of friction parameter and bedrock topography using adjoint method, (ii) cycles coupling inversion of friction parameter using adjoint method and nudging of bedrock topography, (iii) one step inversion of both parameters with adjoint method. The three methods show a clear improvement in parameters knowledge leading to a significant reduction of flux divergence of the model before forecasting.

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

PubMed

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

2017-04-01

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

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

NASA Technical Reports Server (NTRS)

Park, Michael A.

2002-01-01

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

Continuous energy adjoint transport for photons in PHITS

NASA Astrophysics Data System (ADS)

Malins, Alex; Machida, Masahiko; Niita, Koji

2017-09-01

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

Operator splitting method for simulation of dynamic flows in natural gas pipeline networks

DOE PAGES

Dyachenko, Sergey A.; Zlotnik, Anatoly; Korotkevich, Alexander O.; ...

2017-09-19

Here, we develop an operator splitting method to simulate flows of isothermal compressible natural gas over transmission pipelines. The method solves a system of nonlinear hyperbolic partial differential equations (PDEs) of hydrodynamic type for mass flow and pressure on a metric graph, where turbulent losses of momentum are modeled by phenomenological Darcy-Weisbach friction. Mass flow balance is maintained through the boundary conditions at the network nodes, where natural gas is injected or withdrawn from the system. Gas flow through the network is controlled by compressors boosting pressure at the inlet of the adjoint pipe. Our operator splitting numerical scheme ismore » unconditionally stable and it is second order accurate in space and time. The scheme is explicit, and it is formulated to work with general networks with loops. We test the scheme over range of regimes and network configurations, also comparing its performance with performance of two other state of the art implicit schemes.« less

Nonlinear model-order reduction for compressible flow solvers using the Discrete Empirical Interpolation Method

NASA Astrophysics Data System (ADS)

Fosas de Pando, Miguel; Schmid, Peter J.; Sipp, Denis

2016-11-01

Nonlinear model reduction for large-scale flows is an essential component in many fluid applications such as flow control, optimization, parameter space exploration and statistical analysis. In this article, we generalize the POD-DEIM method, introduced by Chaturantabut & Sorensen [1], to address nonlocal nonlinearities in the equations without loss of performance or efficiency. The nonlinear terms are represented by nested DEIM-approximations using multiple expansion bases based on the Proper Orthogonal Decomposition. These extensions are imperative, for example, for applications of the POD-DEIM method to large-scale compressible flows. The efficient implementation of the presented model-reduction technique follows our earlier work [2] on linearized and adjoint analyses and takes advantage of the modular structure of our compressible flow solver. The efficacy of the nonlinear model-reduction technique is demonstrated to the flow around an airfoil and its acoustic footprint. We could obtain an accurate and robust low-dimensional model that captures the main features of the full flow.

Double-Difference Global Adjoint Tomography

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Optimal startup control of a jacketed tubular reactor.

NASA Technical Reports Server (NTRS)

Hahn, D. R.; Fan, L. T.; Hwang, C. L.

1971-01-01

The optimal startup policy of a jacketed tubular reactor, in which a first-order, reversible, exothermic reaction takes place, is presented. A distributed maximum principle is presented for determining weak necessary conditions for optimality of a diffusional distributed parameter system. A numerical technique is developed for practical implementation of the distributed maximum principle. This involves the sequential solution of the state and adjoint equations, in conjunction with a functional gradient technique for iteratively improving the control function.

Application of Direct Parallel Methods to Reconstruction and Forecasting Problems

NASA Astrophysics Data System (ADS)

Song, Changgeun

Many important physical processes in nature are represented by partial differential equations. Numerical weather prediction in particular, requires vast computational resources. We investigate the significance of parallel processing technology to the real world problem of atmospheric prediction. In this paper we consider the classic problem of decomposing the observed wind field into the irrotational and nondivergent components. Recognizing the fact that on a limited domain this problem has a non-unique solution, Lynch (1989) described eight different ways to accomplish the decomposition. One set of elliptic equations is associated with the decomposition--this determines the initial nondivergent state for the forecast model. It is shown that the entire decomposition problem can be solved in a fraction of a second using multi-vector processor such as ALLIANT FX/8. Secondly, the barotropic model is used to track hurricanes. Also, one set of elliptic equations is solved to recover the streamfunction from the forecasted vorticity. A 72 h prediction of Elena is made while it is in the Gulf of Mexico. During this time the hurricane executes a dramatic re-curvature that is captured by the model. Furthermore, an improvement in the track prediction results when a simple assimilation strategy is used. This technique makes use of the wind fields in the 24 h period immediately preceding the initial time for the prediction. In this particular application, solutions to systems of elliptic equations are the center of the computational mechanics. We demonstrate that direct, parallel methods based on accelerated block cyclic reduction (BCR) significantly reduce the computational time required to solve the elliptic equations germane to the decomposition, the forecast and adjoint assimilation.

Linear transformation and oscillation criteria for Hamiltonian systems

NASA Astrophysics Data System (ADS)

Zheng, Zhaowen

2007-08-01

Using a linear transformation similar to the Kummer transformation, some new oscillation criteria for linear Hamiltonian systems are established. These results generalize and improve the oscillation criteria due to I.S. Kumari and S. Umanaheswaram [I. Sowjaya Kumari, S. Umanaheswaram, Oscillation criteria for linear matrix Hamiltonian systems, J. Differential Equations 165 (2000) 174-198], Q. Yang et al. [Q. Yang, R. Mathsen, S. Zhu, Oscillation theorems for self-adjoint matrix Hamiltonian systems, J. Differential Equations 190 (2003) 306-329], and S. Chen and Z. Zheng [Shaozhu Chen, Zhaowen Zheng, Oscillation criteria of Yan type for linear Hamiltonian systems, Comput. Math. Appl. 46 (2003) 855-862]. These criteria also unify many of known criteria in literature and simplify the proofs.

Quantum stochastic calculus associated with quadratic quantum noises

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

Ji, Un Cig, E-mail: uncigji@chungbuk.ac.kr; Sinha, Kalyan B., E-mail: kbs-jaya@yahoo.co.in

2016-02-15

We first study a class of fundamental quantum stochastic processes induced by the generators of a six dimensional non-solvable Lie †-algebra consisting of all linear combinations of the generalized Gross Laplacian and its adjoint, annihilation operator, creation operator, conservation, and time, and then we study the quantum stochastic integrals associated with the class of fundamental quantum stochastic processes, and the quantum Itô formula is revisited. The existence and uniqueness of solution of a quantum stochastic differential equation is proved. The unitarity conditions of solutions of quantum stochastic differential equations associated with the fundamental processes are examined. The quantum stochastic calculusmore » extends the Hudson-Parthasarathy quantum stochastic calculus.« less

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

NASA Astrophysics Data System (ADS)

Gonzales, Matthew Alejandro

The calculation of the thermal neutron Doppler temperature reactivity feedback co-efficient, a key parameter in the design and safe operation of advanced reactors, using first order perturbation theory in continuous energy Monte Carlo codes is challenging as the continuous energy adjoint flux is not readily available. Traditional approaches of obtaining the adjoint flux attempt to invert the random walk process as well as require data corresponding to all temperatures and their respective temperature derivatives within the system in order to accurately calculate the Doppler temperature feedback. A new method has been developed using adjoint-weighted tallies and On-The-Fly (OTF) generated continuous energy cross sections within the Monte Carlo N-Particle (MCNP6) transport code. The adjoint-weighted tallies are generated during the continuous energy k-eigenvalue Monte Carlo calculation. The weighting is based upon the iterated fission probability interpretation of the adjoint flux, which is the steady state population in a critical nuclear reactor caused by a neutron introduced at that point in phase space. The adjoint-weighted tallies are produced in a forward calculation and do not require an inversion of the random walk. The OTF cross section database uses a high order functional expansion between points on a user-defined energy-temperature mesh in which the coefficients with respect to a polynomial fitting in temperature are stored. The coefficients of the fits are generated before run- time and called upon during the simulation to produce cross sections at any given energy and temperature. The polynomial form of the OTF cross sections allows the possibility of obtaining temperature derivatives of the cross sections on-the-fly. The use of Monte Carlo sampling of adjoint-weighted tallies and the capability of computing derivatives of continuous energy cross sections with respect to temperature are used to calculate the Doppler temperature coefficient in a research version of MCNP6. Temperature feedback results from the cross sections themselves, changes in the probability density functions, as well as changes in the density of the materials. The focus of this work is specific to the Doppler temperature feedback which result from Doppler broadening of cross sections as well as changes in the probability density function within the scattering kernel. This method is compared against published results using Mosteller's numerical benchmark to show accurate evaluations of the Doppler temperature coefficient, fuel assembly calculations, and a benchmark solution based on the heavy gas model for free-gas elastic scattering. An infinite medium benchmark for neutron free gas elastic scattering for large scattering ratios and constant absorption cross section has been developed using the heavy gas model. An exact closed form solution for the neutron energy spectrum is obtained in terms of the confluent hypergeometric function and compared against spectra for the free gas scattering model in MCNP6. Results show a quick increase in convergence of the analytic energy spectrum to the MCNP6 code with increasing target size, showing absolute relative differences of less than 5% for neutrons scattering with carbon. The analytic solution has been generalized to accommodate piecewise constant in energy absorption cross section to produce temperature feedback. Results reinforce the constraints in which heavy gas theory may be applied resulting in a significant target size to accommodate increasing cross section structure. The energy dependent piecewise constant cross section heavy gas model was used to produce a benchmark calculation of the Doppler temperature coefficient to show accurate calculations when using the adjoint-weighted method. Results show the Doppler temperature coefficient using adjoint weighting and cross section derivatives accurately obtains the correct solution within statistics as well as reduce computer runtimes by a factor of 50.

Performance Trades Study for Robust Airfoil Shape Optimization

NASA Technical Reports Server (NTRS)

Li, Wu; Padula, Sharon

2003-01-01

From time to time, existing aircraft need to be redesigned for new missions with modified operating conditions such as required lift or cruise speed. This research is motivated by the needs of conceptual and preliminary design teams for smooth airfoil shapes that are similar to the baseline design but have improved drag performance over a range of flight conditions. The proposed modified profile optimization method (MPOM) modifies a large number of design variables to search for nonintuitive performance improvements, while avoiding off-design performance degradation. Given a good initial design, the MPOM generates fairly smooth airfoils that are better than the baseline without making drastic shape changes. Moreover, the MPOM allows users to gain valuable information by exploring performance trades over various design conditions. Four simulation cases of airfoil optimization in transonic viscous ow are included to demonstrate the usefulness of the MPOM as a performance trades study tool. Simulation results are obtained by solving fully turbulent Navier-Stokes equations and the corresponding discrete adjoint equations using an unstructured grid computational fluid dynamics code FUN2D.

Resolvent analysis of shear flows using One-Way Navier-Stokes equations

NASA Astrophysics Data System (ADS)

Rigas, Georgios; Schmidt, Oliver; Towne, Aaron; Colonius, Tim

2017-11-01

For three-dimensional flows, questions of stability, receptivity, secondary flows, and coherent structures require the solution of large partial-derivative eigenvalue problems. Reduced-order approximations are thus required for engineering prediction since these problems are often computationally intractable or prohibitively expensive. For spatially slowly evolving flows, such as jets and boundary layers, the One-Way Navier-Stokes (OWNS) equations permit a fast spatial marching procedure that results in a huge reduction in computational cost. Here, an adjoint-based optimization framework is proposed and demonstrated for calculating optimal boundary conditions and optimal volumetric forcing. The corresponding optimal response modes are validated against modes obtained in terms of global resolvent analysis. For laminar base flows, the optimal modes reveal modal and non-modal transition mechanisms. For turbulent base flows, they predict the evolution of coherent structures in a statistical sense. Results from the application of the method to three-dimensional laminar wall-bounded flows and turbulent jets will be presented. This research was supported by the Office of Naval Research (N00014-16-1-2445) and Boeing Company (CT-BA-GTA-1).

Variational data assimilation for tropospheric chemistry modeling

NASA Astrophysics Data System (ADS)

Elbern, Hendrik; Schmidt, Hauke; Ebel, Adolf

1997-07-01

The method of variational adjoint data assimilation has been applied to assimilate chemistry observations into a comprehensive tropospheric gas phase model. The rationale of this method is to find the correct initial values for a subsequent atmospheric chemistry model run when observations scattered in time are available. The variational adjoint technique is esteemed to be a promising tool for future advanced meteorological forecasting. The stimulating experience gained with the application of four-dimensional variational data assimilation in this research area has motivated the attempt to apply the technique to air quality modeling and analysis of the chemical state of the atmosphere. The present study describes the development and application of the adjoint of the second-generation regional acid deposition model gas phase mechanism, which is used in the European air pollution dispersion model system. Performance results of the assimilation scheme using both model-generated data and real observations are presented for tropospheric conditions. In the former case it is demonstrated that time series of only few or even one measured key species convey sufficient information to improve considerably the analysis of unobserved species which are directly coupled with the observed species. In the latter case a Lagrangian approach is adopted where trajectory calculations between two comprehensively furnished measurement sites are carried out. The method allows us to analyze initial data for air pollution modeling even when only sparse observations are available. Besides remarkable improvements of the model performance by properly analyzed initial concentrations, it is shown that the adjoint algorithm offers the feasibility to estimate the sensitivity of ozone concentrations relative to its precursors.

Global Search Capabilities of Indirect Methods for Impulsive Transfers

NASA Astrophysics Data System (ADS)

Shen, Hong-Xin; Casalino, Lorenzo; Luo, Ya-Zhong

2015-09-01

An optimization method which combines an indirect method with homotopic approach is proposed and applied to impulsive trajectories. Minimum-fuel, multiple-impulse solutions, with either fixed or open time are obtained. The homotopic approach at hand is relatively straightforward to implement and does not require an initial guess of adjoints, unlike previous adjoints estimation methods. A multiple-revolution Lambert solver is used to find multiple starting solutions for the homotopic procedure; this approach can guarantee to obtain multiple local solutions without relying on the user's intuition, thus efficiently exploring the solution space to find the global optimum. The indirect/homotopic approach proves to be quite effective and efficient in finding optimal solutions, and outperforms the joint use of evolutionary algorithms and deterministic methods in the test cases.

Topology optimisation for natural convection problems

NASA Astrophysics Data System (ADS)

Alexandersen, Joe; Aage, Niels; Andreasen, Casper Schousboe; Sigmund, Ole

2014-12-01

This paper demonstrates the application of the density-based topology optimisation approach for the design of heat sinks and micropumps based on natural convection effects. The problems are modelled under the assumptions of steady-state laminar flow using the incompressible Navier-Stokes equations coupled to the convection-diffusion equation through the Boussinesq approximation. In order to facilitate topology optimisation, the Brinkman approach is taken to penalise velocities inside the solid domain and the effective thermal conductivity is interpolated in order to accommodate differences in thermal conductivity of the solid and fluid phases. The governing equations are discretised using stabilised finite elements and topology optimisation is performed for two different problems using discrete adjoint sensitivity analysis. The study shows that topology optimisation is a viable approach for designing heat sink geometries cooled by natural convection and micropumps powered by natural convection.

Towards Seismic Tomography Based Upon Adjoint Methods

NASA Astrophysics Data System (ADS)

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

2006-12-01

We outline the theory behind tomographic inversions based on 3D reference models, fully numerical 3D wave propagation, and adjoint methods. Our approach involves computing the Fréchet derivatives for tomographic inversions via the interaction between a forward wavefield, propagating from the source to the receivers, and an `adjoint' wavefield, propagating from the receivers back to the source. The forward wavefield is computed using a spectral-element method (SEM) and a heterogeneous wave-speed model, and stored as synthetic seismograms at particular receivers for which there is data. We specify an objective or misfit function that defines a measure of misfit between data and synthetics. For a given receiver, the differences between the data and the synthetics are time reversed and used as the source of the adjoint wavefield. For each earthquake, the interaction between the regular and adjoint wavefields is used to construct finite-frequency sensitivity kernels, which we call event kernel. These kernels may be thought of as weighted sums of measurement-specific banana-donut kernels, with weights determined by the measurements. The overall sensitivity is simply the sum of event kernels, which defines the misfit kernel. The misfit kernel is multiplied by convenient orthonormal basis functions that are embedded in the SEM code, resulting in the gradient of the misfit function, i.e., the Fréchet derivatives. The misfit kernel is multiplied by convenient orthonormal basis functions that are embedded in the SEM code, resulting in the gradient of the misfit function, i.e., the Fréchet derivatives. A conjugate gradient algorithm is used to iteratively improve the model while reducing the misfit function. Using 2D examples for Rayleigh wave phase-speed maps of southern California, we illustrate the construction of the gradient and the minimization algorithm, and consider various tomographic experiments, including source inversions, structural inversions, and joint source-structure inversions. We also illustrate the characteristics of these 3D finite-frequency kernels based upon adjoint simulations for a variety of global arrivals, e.g., Pdiff, P'P', and SKS, and we illustrate how the approach may be used to investigate body- and surface-wave anisotropy. In adjoint tomography any time segment in which the data and synthetics match reasonably well is suitable for measurement, and this implies a much greater number of phases per seismogram can be used compared to classical tomography in which the sensitivity of the measurements is determined analytically for specific arrivals, e.g., P. We use an automated picking algorithm based upon short-term/long-term averages and strict phase and amplitude anomaly criteria to determine arrivals and time windows suitable for measurement. For shallow global events the algorithm typically identifies of the order of 1000~windows suitable for measurement, whereas for a deep event the number can reach 4000. For southern California earthquakes the number of phases is of the order of 100 for a magnitude 4.0 event and up to 450 for a magnitude 5.0 event. We will show examples of event kernels for both global and regional earthquakes. These event kernels form the basis of adjoint tomography.

Comparison of the Adjoint and Adjoint-Free 4dVar Assimilation of the Hydrographic and Velocity Observations in the Adriatic Sea

DTIC Science & Technology

2015-11-10

of the ensemble method o the estimation of sensitivities was demonstrated in meteorological Ancell and Hakim, 2007 ; Torn and Hakim, 2008) and...to predetermined low- dimensional subspaces spanned either by the reduced-order approx- imations of the model Green’s functions ( Stammer and Wunsch...2005; Qui et al., 2007 ; Hoteit, 2008). In fact, the 4dEnVar technique pursues a similar, but more general approach, pa- rameterizing the search

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

NASA Technical Reports Server (NTRS)

Green, Lawrence; Carle, Alan; Fagan, Mike

1999-01-01

Gradient-based optimization requires accurate derivatives of the objective function and constraints. These gradients may have previously been obtained by manual differentiation of analysis codes, symbolic manipulators, finite-difference approximations, or existing automatic differentiation (AD) tools such as ADIFOR (Automatic Differentiation in FORTRAN). Each of these methods has certain deficiencies, particularly when applied to complex, coupled analyses with many design variables. Recently, a new AD tool called ADJIFOR (Automatic Adjoint Generation in FORTRAN), based upon ADIFOR, was developed and demonstrated. Whereas ADIFOR implements forward-mode (direct) differentiation throughout an analysis program to obtain exact derivatives via the chain rule of calculus, ADJIFOR implements the reverse-mode counterpart of the chain rule to obtain exact adjoint form derivatives from FORTRAN code. Automatically-generated adjoint versions of the widely-used CFL3D computational fluid dynamics (CFD) code and an algebraic wing grid generation code were obtained with just a few hours processing time using the ADJIFOR tool. The codes were verified for accuracy and were shown to compute the exact gradient of the wing lift-to-drag ratio, with respect to any number of shape parameters, in about the time required for 7 to 20 function evaluations. The codes have now been executed on various computers with typical memory and disk space for problems with up to 129 x 65 x 33 grid points, and for hundreds to thousands of independent variables. These adjoint codes are now used in a gradient-based aerodynamic shape optimization problem for a swept, tapered wing. For each design iteration, the optimization package constructs an approximate, linear optimization problem, based upon the current objective function, constraints, and gradient values. The optimizer subroutines are called within a design loop employing the approximate linear problem until an optimum shape is found, the design loop limit is reached, or no further design improvement is possible due to active design variable bounds and/or constraints. The resulting shape parameters are then used by the grid generation code to define a new wing surface and computational grid. The lift-to-drag ratio and its gradient are computed for the new design by the automatically-generated adjoint codes. Several optimization iterations may be required to find an optimum wing shape. Results from two sample cases will be discussed. The reader should note that this work primarily represents a demonstration of use of automatically- generated adjoint code within an aerodynamic shape optimization. As such, little significance is placed upon the actual optimization results, relative to the method for obtaining the results.

A new scheme of the time-domain fluorescence tomography for a semi-infinite turbid medium

NASA Astrophysics Data System (ADS)

Prieto, Kernel; Nishimura, Goro

2017-04-01

A new scheme for reconstruction of a fluorophore target embedded in a semi-infinite medium was proposed and evaluated. In this scheme, we neglected the presence of the fluorophore target for the excitation light and used an analytical solution of the time-dependent radiative transfer equation (RTE) for the excitation light in a homogeneous semi-infinite media instead of solving the RTE numerically in the forward calculation. The inverse problem for imaging the fluorophore target was solved using the Landweber-Kaczmarz method with the concept of the adjoint fields. Numerical experiments show that the proposed scheme provides acceptable results of the reconstructed shape and location of the target. The computation times of the solution of the forward problem and the whole reconstruction process were reduced by about 40 and 15%, respectively.

Boundary element based multiresolution shape optimisation in electrostatics

NASA Astrophysics Data System (ADS)

Bandara, Kosala; Cirak, Fehmi; Of, Günther; Steinbach, Olaf; Zapletal, Jan

2015-09-01

We consider the shape optimisation of high-voltage devices subject to electrostatic field equations by combining fast boundary elements with multiresolution subdivision surfaces. The geometry of the domain is described with subdivision surfaces and different resolutions of the same geometry are used for optimisation and analysis. The primal and adjoint problems are discretised with the boundary element method using a sufficiently fine control mesh. For shape optimisation the geometry is updated starting from the coarsest control mesh with increasingly finer control meshes. The multiresolution approach effectively prevents the appearance of non-physical geometry oscillations in the optimised shapes. Moreover, there is no need for mesh regeneration or smoothing during the optimisation due to the absence of a volume mesh. We present several numerical experiments and one industrial application to demonstrate the robustness and versatility of the developed approach.

One-loop Parke-Taylor factors for quadratic propagators from massless scattering equations

NASA Astrophysics Data System (ADS)

Gomez, Humberto; Lopez-Arcos, Cristhiam; Talavera, Pedro

2017-10-01

In this paper we reconsider the Cachazo-He-Yuan construction (CHY) of the so called scattering amplitudes at one-loop, in order to obtain quadratic propagators. In theories with colour ordering the key ingredient is the redefinition of the Parke-Taylor factors. After classifying all the possible one-loop CHY-integrands we conjecture a new one-loop amplitude for the massless Bi-adjoint Φ3 theory. The prescription directly reproduces the quadratic propagators of the traditional Feynman approach.

A level set-based topology optimization method for simultaneous design of elastic structure and coupled acoustic cavity using a two-phase material model

NASA Astrophysics Data System (ADS)

Noguchi, Yuki; Yamamoto, Takashi; Yamada, Takayuki; Izui, Kazuhiro; Nishiwaki, Shinji

2017-09-01

This papers proposes a level set-based topology optimization method for the simultaneous design of acoustic and structural material distributions. In this study, we develop a two-phase material model that is a mixture of an elastic material and acoustic medium, to represent an elastic structure and an acoustic cavity by controlling a volume fraction parameter. In the proposed model, boundary conditions at the two-phase material boundaries are satisfied naturally, avoiding the need to express these boundaries explicitly. We formulate a topology optimization problem to minimize the sound pressure level using this two-phase material model and a level set-based method that obtains topologies free from grayscales. The topological derivative of the objective functional is approximately derived using a variational approach and the adjoint variable method and is utilized to update the level set function via a time evolutionary reaction-diffusion equation. Several numerical examples present optimal acoustic and structural topologies that minimize the sound pressure generated from a vibrating elastic structure.

Design of a Modular Monolithic Implicit Solver for Multi-Physics Applications

NASA Technical Reports Server (NTRS)

Carton De Wiart, Corentin; Diosady, Laslo T.; Garai, Anirban; Burgess, Nicholas; Blonigan, Patrick; Ekelschot, Dirk; Murman, Scott M.

2018-01-01

The design of a modular multi-physics high-order space-time finite-element framework is presented together with its extension to allow monolithic coupling of different physics. One of the main objectives of the framework is to perform efficient high- fidelity simulations of capsule/parachute systems. This problem requires simulating multiple physics including, but not limited to, the compressible Navier-Stokes equations, the dynamics of a moving body with mesh deformations and adaptation, the linear shell equations, non-re effective boundary conditions and wall modeling. The solver is based on high-order space-time - finite element methods. Continuous, discontinuous and C1-discontinuous Galerkin methods are implemented, allowing one to discretize various physical models. Tangent and adjoint sensitivity analysis are also targeted in order to conduct gradient-based optimization, error estimation, mesh adaptation, and flow control, adding another layer of complexity to the framework. The decisions made to tackle these challenges are presented. The discussion focuses first on the "single-physics" solver and later on its extension to the monolithic coupling of different physics. The implementation of different physics modules, relevant to the capsule/parachute system, are also presented. Finally, examples of coupled computations are presented, paving the way to the simulation of the full capsule/parachute system.

Three-dimensional forward modeling and inversion of marine CSEM data in anisotropic conductivity structures

NASA Astrophysics Data System (ADS)

Han, B.; Li, Y.

2016-12-01

We present a three-dimensional (3D) forward and inverse modeling code for marine controlled-source electromagnetic (CSEM) surveys in anisotropic media. The forward solution is based on a primary/secondary field approach, in which secondary fields are solved using a staggered finite-volume (FV) method and primary fields are solved for 1D isotropic background models analytically. It is shown that it is rather straightforward to extend the isotopic 3D FV algorithm to a triaxial anisotropic one, while additional coefficients are required to account for full tensor conductivity. To solve the linear system resulting from FV discretization of Maxwell' s equations, both iterative Krylov solvers (e.g. BiCGSTAB) and direct solvers (e.g. MUMPS) have been implemented, makes the code flexible for different computing platforms and different problems. For iterative soloutions, the linear system in terms of electromagnetic potentials (A-Phi) is used to precondition the original linear system, transforming the discretized Curl-Curl equations to discretized Laplace-like equations, thus much more favorable numerical properties can be obtained. Numerical experiments suggest that this A-Phi preconditioner can dramatically improve the convergence rate of an iterative solver and high accuracy can be achieved without divergence correction even for low frequencies. To efficiently calculate the sensitivities, i.e. the derivatives of CSEM data with respect to tensor conductivity, the adjoint method is employed. For inverse modeling, triaxial anisotropy is taken into account. Since the number of model parameters to be resolved of triaxial anisotropic medias is twice or thrice that of isotropic medias, the data-space version of the Gauss-Newton (GN) minimization method is preferred due to its lower computational cost compared with the traditional model-space GN method. We demonstrate the effectiveness of the code with synthetic examples.

Seismic imaging: From classical to adjoint tomography

NASA Astrophysics Data System (ADS)

Liu, Q.; Gu, Y. J.

2012-09-01

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

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

Buckdahn, Rainer, E-mail: Rainer.Buckdahn@univ-brest.fr; Li, Juan, E-mail: juanli@sdu.edu.cn; Ma, Jin, E-mail: jinma@usc.edu

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

Generalized wave operators, weighted Killing fields, and perturbations of higher dimensional spacetimes

NASA Astrophysics Data System (ADS)

Araneda, Bernardo

2018-04-01

We present weighted covariant derivatives and wave operators for perturbations of certain algebraically special Einstein spacetimes in arbitrary dimensions, under which the Teukolsky and related equations become weighted wave equations. We show that the higher dimensional generalization of the principal null directions are weighted conformal Killing vectors with respect to the modified covariant derivative. We also introduce a modified Laplace–de Rham-like operator acting on tensor-valued differential forms, and show that the wave-like equations are, at the linear level, appropriate projections off shell of this operator acting on the curvature tensor; the projection tensors being made out of weighted conformal Killing–Yano tensors. We give off shell operator identities that map the Einstein and Maxwell equations into weighted scalar equations, and using adjoint operators we construct solutions of the original field equations in a compact form from solutions of the wave-like equations. We study the extreme and zero boost weight cases; extreme boost corresponding to perturbations of Kundt spacetimes (which includes near horizon geometries of extreme black holes), and zero boost to static black holes in arbitrary dimensions. In 4D our results apply to Einstein spacetimes of Petrov type D and make use of weighted Killing spinors.

Universal Racah matrices and adjoint knot polynomials: Arborescent knots

NASA Astrophysics Data System (ADS)

Mironov, A.; Morozov, A.

2016-04-01

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

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

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

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

A primary purpose of computational models is to inform design decisions and, in order to make those decisions reliably, the confidence in the results of such models must be estimated. Monte Carlo neutron transport models are common tools for reactor designers. These types of models contain several sources of uncertainty that propagate onto the model predictions. Two uncertainties worthy of note are (1) experimental and evaluation uncertainties of nuclear data that inform all neutron transport models and (2) statistical counting precision, which all results of a Monte Carlo codes contain. Adjoint-based implicit uncertainty analyses allow for the consideration of anymore » number of uncertain input quantities and their effects upon the confidence of figures of merit with only a handful of forward and adjoint transport calculations. When considering a rich set of uncertain inputs, adjoint-based methods remain hundreds of times more computationally efficient than Direct Monte-Carlo methods. The LIFE (Laser Inertial Fusion Energy) engine is a concept being developed at Lawrence Livermore National Laboratory. Various options exist for the LIFE blanket, depending on the mission of the design. The depleted uranium hybrid LIFE blanket design strives to close the fission fuel cycle without enrichment or reprocessing, while simultaneously achieving high discharge burnups with reduced proliferation concerns. Neutron transport results that are central to the operation of the design are tritium production for fusion fuel, fission of fissile isotopes for energy multiplication, and production of fissile isotopes for sustained power. In previous work, explicit cross-sectional uncertainty analyses were performed for reaction rates related to the figures of merit for the depleted uranium hybrid LIFE blanket. Counting precision was also quantified for both the figures of merit themselves and the cross-sectional uncertainty estimates to gauge the validity of the analysis. All cross-sectional uncertainties were small (0.1-0.8%), bounded counting uncertainties, and were precise with regard to counting precision. Adjoint/importance distributions were generated for the same reaction rates. The current work leverages those adjoint distributions to transition from explicit sensitivities, in which the neutron flux is constrained, to implicit sensitivities, in which the neutron flux responds to input perturbations. This treatment vastly expands the set of data that contribute to uncertainties to produce larger, more physically accurate uncertainty estimates.« less

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

Park, Jong-Kyu; Logan, Nikolas C.

Toroidal torque is one of the most important consequences of non-axisymmetric fields in tokamaks. The well-known neoclassical toroidal viscosity (NTV) is due to the second-order toroidal force from anisotropic pressure tensor in the presence of these asymmetries. This work shows that the first-order toroidal force originating from the same anisotropic pressure tensor, despite having no flux surface average, can significantly modify the local perturbed force balance and thus must be included in perturbed equilibrium self-consistent with NTV. The force operator with an anisotropic pressure tensor is not self-adjoint when the NTV torque is finite and thus is solved directly formore » each component. This approach yields a modified, non-self-adjoint Euler-Lagrange equation that can be solved using a variety of common drift-kinetic models in generalized tokamak geometry. The resulting energy and torque integral provides a unique way to construct a torque response matrix, which contains all the information of self-consistent NTV torque profiles obtainable by applying non-axisymmetric fields to the plasma. This torque response matrix can then be used to systematically optimize non-axisymmetric field distributions for desired NTV profiles. Published by AIP Publishing.« less

Self-adjointness of deformed unbounded operators

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

Much, Albert

2015-09-15

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

Using Chebyshev polynomials and approximate inverse triangular factorizations for preconditioning the conjugate gradient method

NASA Astrophysics Data System (ADS)

Kaporin, I. E.

2012-02-01

In order to precondition a sparse symmetric positive definite matrix, its approximate inverse is examined, which is represented as the product of two sparse mutually adjoint triangular matrices. In this way, the solution of the corresponding system of linear algebraic equations (SLAE) by applying the preconditioned conjugate gradient method (CGM) is reduced to performing only elementary vector operations and calculating sparse matrix-vector products. A method for constructing the above preconditioner is described and analyzed. The triangular factor has a fixed sparsity pattern and is optimal in the sense that the preconditioned matrix has a minimum K-condition number. The use of polynomial preconditioning based on Chebyshev polynomials makes it possible to considerably reduce the amount of scalar product operations (at the cost of an insignificant increase in the total number of arithmetic operations). The possibility of an efficient massively parallel implementation of the resulting method for solving SLAEs is discussed. For a sequential version of this method, the results obtained by solving 56 test problems from the Florida sparse matrix collection (which are large-scale and ill-conditioned) are presented. These results show that the method is highly reliable and has low computational costs.

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

NASA Astrophysics Data System (ADS)

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

2016-08-01

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

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

NASA Astrophysics Data System (ADS)

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

2014-12-01

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

On the spin- 1/2 Aharonov–Bohm problem in conical space: Bound states, scattering and helicity nonconservation

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

Andrade, F.M., E-mail: fmandrade@uepg.br; Silva, E.O., E-mail: edilbertoo@gmail.com; Pereira, M., E-mail: marciano@uepg.br

2013-12-15

In this work the bound state and scattering problems for a spin- 1/2 particle undergone to an Aharonov–Bohm potential in a conical space in the nonrelativistic limit are considered. The presence of a δ-function singularity, which comes from the Zeeman spin interaction with the magnetic flux tube, is addressed by the self-adjoint extension method. One of the advantages of the present approach is the determination of the self-adjoint extension parameter in terms of physics of the problem. Expressions for the energy bound states, phase-shift and S matrix are determined in terms of the self-adjoint extension parameter, which is explicitly determinedmore » in terms of the parameters of the problem. The relation between the bound state and zero modes and the failure of helicity conservation in the scattering problem and its relation with the gyromagnetic ratio g are discussed. Also, as an application, we consider the spin- 1/2 Aharonov–Bohm problem in conical space plus a two-dimensional isotropic harmonic oscillator. -- Highlights: •Planar dynamics of a spin- 1/2 neutral particle. •Bound state for Aharonov–Bohm systems. •Aharonov–Bohm scattering. •Helicity nonconservation. •Determination of the self-adjoint extension parameter.« less

Adjoint tomography of Europe

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

Treatment of internal sources in the finite-volume ELLAM

USGS Publications Warehouse

Healy, R.W.; ,; ,; ,; ,; ,

2000-01-01

The finite-volume Eulerian-Lagrangian localized adjoint method (FVELLAM) is a mass-conservative approach for solving the advection-dispersion equation. The method has been shown to be accurate and efficient for solving advection-dominated problems of solute transport in ground water in 1, 2, and 3 dimensions. Previous implementations of FVELLAM have had difficulty in representing internal sources because the standard assumption of lowest order Raviart-Thomas velocity field does not hold for source cells. Therefore, tracking of particles within source cells is problematic. A new approach has been developed to account for internal sources in FVELLAM. It is assumed that the source is uniformly distributed across a grid cell and that instantaneous mixing takes place within the cell, such that concentration is uniform across the cell at any time. Sub-time steps are used in the time-integration scheme to track mass outflow from the edges of the source cell. This avoids the need for tracking within the source cell. We describe the new method and compare results for a test problem with a wide range of cell Peclet numbers.

Non-destructive testing of ceramic materials using mid-infrared ultrashort-pulse laser

NASA Astrophysics Data System (ADS)

Sun, S. C.; Qi, Hong; An, X. Y.; Ren, Y. T.; Qiao, Y. B.; Ruan, Liming M.

2018-04-01

The non-destructive testing (NDT) of ceramic materials using mid-infrared ultrashort-pulse laser is investigated in this study. The discrete ordinate method is applied to solve the transient radiative transfer equation in 2D semitransparent medium and the emerging radiative intensity on boundary serves as input for the inverse analysis. The sequential quadratic programming algorithm is employed as the inverse technique to optimize objective function, in which the gradient of objective function with respect to reconstruction parameters is calculated using the adjoint model. Two reticulated porous ceramics including partially stabilized zirconia and oxide-bonded silicon carbide are tested. The retrieval results show that the main characteristics of defects such as optical properties, geometric shapes and positions can be accurately reconstructed by the present model. The proposed technique is effective and robust in NDT of ceramics even with measurement errors.

Analysis of the sensitivity properties of a model of vector-borne bubonic plague.

PubMed

Buzby, Megan; Neckels, David; Antolin, Michael F; Estep, Donald

2008-09-06

Model sensitivity is a key to evaluation of mathematical models in ecology and evolution, especially in complex models with numerous parameters. In this paper, we use some recently developed methods for sensitivity analysis to study the parameter sensitivity of a model of vector-borne bubonic plague in a rodent population proposed by Keeling & Gilligan. The new sensitivity tools are based on a variational analysis involving the adjoint equation. The new approach provides a relatively inexpensive way to obtain derivative information about model output with respect to parameters. We use this approach to determine the sensitivity of a quantity of interest (the force of infection from rats and their fleas to humans) to various model parameters, determine a region over which linearization at a specific parameter reference point is valid, develop a global picture of the output surface, and search for maxima and minima in a given region in the parameter space.

Unitary evolution of the quantum Universe with a Brown-Kuchař dust

NASA Astrophysics Data System (ADS)

Maeda, Hideki

2015-12-01

We study the time evolution of a wave function for the spatially flat Friedmann-Lemaître-Robertson-Walker Universe governed by the Wheeler-DeWitt equation in both analytical and numerical methods. We consider a Brown-Kuchař dust as a matter field in order to introduce a ‘clock’ in quantum cosmology and adopt the Laplace-Beltrami operator-ordering. The Hamiltonian operator admits an infinite number of self-adjoint extensions corresponding to a one-parameter family of boundary conditions at the origin in the minisuperspace. For any value of the extension parameter in the boundary condition, the evolution of a wave function is unitary and the classical initial singularity is avoided and replaced by the big bounce in the quantum system. Exact wave functions show that the expectation value of the spatial volume of the Universe obeys the classical-time evolution in the late time but its variance diverges.

An inverse model for a free-boundary problem with a contact line: Steady case

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

Volkov, Oleg; Protas, Bartosz

2009-07-20

This paper reformulates the two-phase solidification problem (i.e., the Stefan problem) as an inverse problem in which a cost functional is minimized with respect to the position of the interface and subject to PDE constraints. An advantage of this formulation is that it allows for a thermodynamically consistent treatment of the interface conditions in the presence of a contact point involving a third phase. It is argued that such an approach in fact represents a closure model for the original system and some of its key properties are investigated. We describe an efficient iterative solution method for the Stefan problemmore » formulated in this way which uses shape differentiation and adjoint equations to determine the gradient of the cost functional. Performance of the proposed approach is illustrated with sample computations concerning 2D steady solidification phenomena.« less

Radiation Source Mapping with Bayesian Inverse Methods

DOE PAGES

Hykes, Joshua M.; Azmy, Yousry Y.

2017-03-22

In this work, we present a method to map the spectral and spatial distributions of radioactive sources using a limited number of detectors. Locating and identifying radioactive materials is important for border monitoring, in accounting for special nuclear material in processing facilities, and in cleanup operations following a radioactive material spill. Most methods to analyze these types of problems make restrictive assumptions about the distribution of the source. In contrast, the source mapping method presented here allows an arbitrary three-dimensional distribution in space and a gamma peak distribution in energy. To apply the method, the problem is cast as anmore » inverse problem where the system’s geometry and material composition are known and fixed, while the radiation source distribution is sought. A probabilistic Bayesian approach is used to solve the resulting inverse problem since the system of equations is ill-posed. The posterior is maximized with a Newton optimization method. The probabilistic approach also provides estimates of the confidence in the final source map prediction. A set of adjoint, discrete ordinates flux solutions, obtained in this work by the Denovo code, is required to efficiently compute detector responses from a candidate source distribution. These adjoint fluxes form the linear mapping from the state space to the response space. The test of the method’s success is simultaneously locating a set of 137Cs and 60Co gamma sources in a room. This test problem is solved using experimental measurements that we collected for this purpose. Because of the weak sources available for use in the experiment, some of the expected photopeaks were not distinguishable from the Compton continuum. However, by supplanting 14 flawed measurements (out of a total of 69) with synthetic responses computed by MCNP, the proof-of-principle source mapping was successful. The locations of the sources were predicted within 25 cm for two of the sources and 90 cm for the third, in a room with an ~4-x 4-m floor plan. Finally, the predicted source intensities were within a factor of ten of their true value.« less

FW-CADIS Method for Global and Semi-Global Variance Reduction of Monte Carlo Radiation Transport Calculations

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

Wagner, John C; Peplow, Douglas E.; Mosher, Scott W

2014-01-01

This paper presents a new hybrid (Monte Carlo/deterministic) method for increasing the efficiency of Monte Carlo calculations of distributions, such as flux or dose rate distributions (e.g., mesh tallies), as well as responses at multiple localized detectors and spectra. This method, referred to as Forward-Weighted CADIS (FW-CADIS), is an extension of the Consistent Adjoint Driven Importance Sampling (CADIS) method, which has been used for more than a decade to very effectively improve the efficiency of Monte Carlo calculations of localized quantities, e.g., flux, dose, or reaction rate at a specific location. The basis of this method is the development ofmore » an importance function that represents the importance of particles to the objective of uniform Monte Carlo particle density in the desired tally regions. Implementation of this method utilizes the results from a forward deterministic calculation to develop a forward-weighted source for a deterministic adjoint calculation. The resulting adjoint function is then used to generate consistent space- and energy-dependent source biasing parameters and weight windows that are used in a forward Monte Carlo calculation to obtain more uniform statistical uncertainties in the desired tally regions. The FW-CADIS method has been implemented and demonstrated within the MAVRIC sequence of SCALE and the ADVANTG/MCNP framework. Application of the method to representative, real-world problems, including calculation of dose rate and energy dependent flux throughout the problem space, dose rates in specific areas, and energy spectra at multiple detectors, is presented and discussed. Results of the FW-CADIS method and other recently developed global variance reduction approaches are also compared, and the FW-CADIS method outperformed the other methods in all cases considered.« less

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

NASA Astrophysics Data System (ADS)

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

2013-12-01

Earth's magnetic field is generated and sustained by the so called geodynamo system in the core. Measurements of the geomagnetic field taken at the surface, downwards continued through the electrically insulating mantle to the core-mantle boundary (CMB), provide important constraints on the time evolution of the velocity, magnetic field and temperature anomaly in the fluid outer core. The aim of any study in data assimilation applied to the Earth's core is to produce a time-dependent model consistent with these observations [1]. Snapshots of these ``tuned" models provide a window through which the inner workings of the Earth's core, usually hidden from view, can be probed. We apply a variational data assimilation framework to an inertia-free magnetohydrodynamic system (MHD) [2]. Such a model is close to magnetostrophic balance [3], to which we have added viscosity to the dominant forces of Coriolis, pressure, Lorentz and buoyancy, believed to be a good approximation of the Earth's dynamo in the convective time scale. We chose to study the MHD system driven by a static temperature anomaly to mimic the actual inner working of Earth's dynamo system, avoiding at this stage the further complication of solving for the time dependent temperature field. At the heart of the models is a time-dependent magnetic field to which the core-flow is enslaved. In previous work we laid the foundation of the adjoint methodology, applied to a subset of the full equations [4]. As an intermediate step towards our ultimate vision of applying the techniques to a fully dynamic mode of the Earth's core tuned to geomagnetic observations, we present the intermediate step of applying the adjoint technique to the inertia-free Navier-Stokes equation in continuous form. We use synthetic observations derived from evolving a geophysically-reasonable magnetic field profile as the initial condition of our MHD system. Based on our study, we also propose several different strategies for accurately determining the entire trajectory of Earth's geodynamo system. [1] A. Fournier, G. Hulot, D. Jault, W. Kuang, A. Tangborn, N. Gillet, E. Canet, J. Aubert, and F. Lhuillier. An introduction to data assimilation and predictability in geomagnetism. Space. Sci. Rev., 155:247-291, 2010. [2] G. A. Glatzmaier and P. H. Roberts. A three-dimensional convective dynamo solution with rotating and finitely conducting inner core and mantle. Phys. Earth Planet. Inter., 91:63-75, 1995. [3] J. B. Taylor. The magneto-hydrodynamics of a rotating fluid and the earth's dynamo problem. Proc. R. Soc. Lond. A, 274(1357):274-283, 1963. [4] K. Li, A. Jackson, and P. W. Livermore. Variational data assimilation for the initial value dynamo problem. Phys. Rev. E, 84:056321, 2011.

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

NASA Technical Reports Server (NTRS)

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

2017-01-01

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

Optimal Harvesting in a Periodic Food Chain Model with Size Structures in Predators

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

Zhang, Feng-Qin, E-mail: zhafq@263.net; Liu, Rong; Chen, Yuming, E-mail: ychen@wlu.ca

In this paper, we investigate a periodic food chain model with harvesting, where the predators have size structures and are described by first-order partial differential equations. First, we establish the existence of a unique non-negative solution by using the Banach fixed point theorem. Then, we provide optimality conditions by means of normal cone and adjoint system. Finally, we derive the existence of an optimal strategy by means of Ekeland’s variational principle. Here the objective functional represents the net economic benefit yielded from harvesting.

An abstract approach to evaporation models in rarefied gas dynamics

NASA Astrophysics Data System (ADS)

Greenberg, W.; van der Mee, C. V. M.

1984-03-01

Strong evaporation models involving 1D stationary problems with linear self-adjoint collision operators and solutions in abstract Hilbert spaces are investigated analytically. An efficient algorithm for locating the transition from existence to nonexistence of solutions is developed and applied to the 1D and 3D BGK model equations and the 3D BGK model in moment form, demonstrating the nonexistence of stationary evaporation states with supersonic drift velocities. Applications to similar models in electron and phonon transport, radiative transfer, and neutron transport are suggested.

SAM-CE; A Three Dimensional Monte Carlo Code for the Dolution of the Forward Neutron and Forward and Adjoint Gamma Ray Transport Equations. Revision C

DTIC Science & Technology

1974-07-31

Multiple scoring regions are permitted and these may be either finite volume regions or point detectors or both. Other sccres of interest, e.g., collision... Multiplicities ...... . . . . 43 2,3.5.2 Photon Production Cross Sections. . 44 2.3.5.3 Anisotropy of Photon Production . . 44 2.3.5.4 Continuous...hepting, count rates, etc., are calculated as functions of energy, time and position. Multiple scoring regions are permitted and these may be either

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

NASA Technical Reports Server (NTRS)

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

2002-01-01

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

Inversion of potential field data using the finite element method on parallel computers

NASA Astrophysics Data System (ADS)

Gross, L.; Altinay, C.; Shaw, S.

2015-11-01

In this paper we present a formulation of the joint inversion of potential field anomaly data as an optimization problem with partial differential equation (PDE) constraints. The problem is solved using the iterative Broyden-Fletcher-Goldfarb-Shanno (BFGS) method with the Hessian operator of the regularization and cross-gradient component of the cost function as preconditioner. We will show that each iterative step requires the solution of several PDEs namely for the potential fields, for the adjoint defects and for the application of the preconditioner. In extension to the traditional discrete formulation the BFGS method is applied to continuous descriptions of the unknown physical properties in combination with an appropriate integral form of the dot product. The PDEs can easily be solved using standard conforming finite element methods (FEMs) with potentially different resolutions. For two examples we demonstrate that the number of PDE solutions required to reach a given tolerance in the BFGS iteration is controlled by weighting regularization and cross-gradient but is independent of the resolution of PDE discretization and that as a consequence the method is weakly scalable with the number of cells on parallel computers. We also show a comparison with the UBC-GIF GRAV3D code.

Automated variance reduction for MCNP using deterministic methods.

PubMed

Sweezy, J; Brown, F; Booth, T; Chiaramonte, J; Preeg, B

2005-01-01

In order to reduce the user's time and the computer time needed to solve deep penetration problems, an automated variance reduction capability has been developed for the MCNP Monte Carlo transport code. This new variance reduction capability developed for MCNP5 employs the PARTISN multigroup discrete ordinates code to generate mesh-based weight windows. The technique of using deterministic methods to generate importance maps has been widely used to increase the efficiency of deep penetration Monte Carlo calculations. The application of this method in MCNP uses the existing mesh-based weight window feature to translate the MCNP geometry into geometry suitable for PARTISN. The adjoint flux, which is calculated with PARTISN, is used to generate mesh-based weight windows for MCNP. Additionally, the MCNP source energy spectrum can be biased based on the adjoint energy spectrum at the source location. This method can also use angle-dependent weight windows.

First status report on regional ground-water flow modeling for the Paradox Basin, Utah

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

Andrews, R.W.

1984-05-01

Regional ground-water flow within the principal hydrogeologic units of the Paradox Basin is evaluated by developing a conceptual model of the flow regime in the shallow aquifers and the deep-basin brine aquifers and testing these models using a three-dimensional, finite-difference flow code. Semiquantitative sensitivity analysis (a limited parametric study) is conducted to define the system response to changes in hydrologic properties or boundary conditions. A direct method for sensitivity analysis using an adjoint form of the flow equation is applied to the conceptualized flow regime in the Leadville limestone aquifer. All steps leading to the final results and conclusions aremore » incorporated in this report. The available data utilized in this study is summarized. The specific conceptual models, defining the areal and vertical averaging of litho-logic units, aquifer properties, fluid properties, and hydrologic boundary conditions, are described in detail. Two models were evaluated in this study: a regional model encompassing the hydrogeologic units above and below the Paradox Formation/Hermosa Group and a refined scale model which incorporated only the post Paradox strata. The results are delineated by the simulated potentiometric surfaces and tables summarizing areal and vertical boundary fluxes, Darcy velocities at specific points, and ground-water travel paths. Results from the adjoint sensitivity analysis include importance functions and sensitivity coefficients, using heads or the average Darcy velocities to represent system response. The reported work is the first stage of an ongoing evaluation of the Gibson Dome area within the Paradox Basin as a potential repository for high-level radioactive wastes.« less

Stability of an abstract system of coupled hyperbolic and parabolic equations

NASA Astrophysics Data System (ADS)

Hao, Jianghao; Liu, Zhuangyi

2013-08-01

In this paper, we provide a complete stability analysis for an abstract system of coupled hyperbolic and parabolic equations = -Au + γ A^{α} θ, quad θ_t = -γ A^{α}u_t - kA^{β}θ, u(0) = u_0, quad u_t(0) = v_0, quad θ(0) = θ_0 where A is a self-adjoint, positive definite operator on a Hilbert space H. For {(α,β) in [0,1] × [0,1]} , the region of exponential stability had been identified in Ammar-Khodja et al. (ESAIM Control Optim Calc Var 4:577-593,1999). Our contribution is to show that the rest of the region can be classified as region of polynomial stability and region of instability. Moreover, we obtain the optimality of the order of polynomial stability.

A numerical scheme to solve unstable boundary value problems

NASA Technical Reports Server (NTRS)

Kalnay-Rivas, E.

1977-01-01

The considered scheme makes it possible to determine an unstable steady state solution in cases in which, because of lack of symmetry, such a solution cannot be obtained analytically, and other time integration or relaxation schemes, because of instability, fail to converge. The iterative solution of a single complex equation is discussed and a nonlinear system of equations is considered. Described applications of the scheme are related to a steady state solution with shear instability, an unstable nonlinear Ekman boundary layer, and the steady state solution of a baroclinic atmosphere with asymmetric forcing. The scheme makes use of forward and backward time integrations of the original spatial differential operators and of an approximation of the adjoint operators. Only two computations of the time derivative per iteration are required.

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Time reversal imaging, Inverse problems and Adjoint Tomography}

NASA Astrophysics Data System (ADS)

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

2010-12-01

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

High-Order Automatic Differentiation of Unmodified Linear Algebra Routines via Nilpotent Matrices

NASA Astrophysics Data System (ADS)

Dunham, Benjamin Z.

This work presents a new automatic differentiation method, Nilpotent Matrix Differentiation (NMD), capable of propagating any order of mixed or univariate derivative through common linear algebra functions--most notably third-party sparse solvers and decomposition routines, in addition to basic matrix arithmetic operations and power series--without changing data-type or modifying code line by line; this allows differentiation across sequences of arbitrarily many such functions with minimal implementation effort. NMD works by enlarging the matrices and vectors passed to the routines, replacing each original scalar with a matrix block augmented by derivative data; these blocks are constructed with special sparsity structures, termed "stencils," each designed to be isomorphic to a particular multidimensional hypercomplex algebra. The algebras are in turn designed such that Taylor expansions of hypercomplex function evaluations are finite in length and thus exactly track derivatives without approximation error. Although this use of the method in the "forward mode" is unique in its own right, it is also possible to apply it to existing implementations of the (first-order) discrete adjoint method to find high-order derivatives with lowered cost complexity; for example, for a problem with N inputs and an adjoint solver whose cost is independent of N--i.e., O(1)--the N x N Hessian can be found in O(N) time, which is comparable to existing second-order adjoint methods that require far more problem-specific implementation effort. Higher derivatives are likewise less expensive--e.g., a N x N x N rank-three tensor can be found in O(N2). Alternatively, a Hessian-vector product can be found in O(1) time, which may open up many matrix-based simulations to a range of existing optimization or surrogate modeling approaches. As a final corollary in parallel to the NMD-adjoint hybrid method, the existing complex-step differentiation (CD) technique is also shown to be capable of finding the Hessian-vector product. All variants are implemented on a stochastic diffusion problem and compared in-depth with various cost and accuracy metrics.

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

NASA Astrophysics Data System (ADS)

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

2016-12-01

Estimation of the coseismic/postseismic slip using postseismic deformation observation data is an important topic in the field of geodetic inversion. Estimation methods for this purpose are expected to be improved by introducing numerical simulation tools (e.g. finite element (FE) method) of viscoelastic deformation, in which the computation model is of high fidelity to the available high-resolution crustal data. The authors have proposed a large-scale simulation method using such FE high-fidelity models (HFM), assuming use of a large-scale computation environment such as the K computer in Japan (Ichimura et al. 2016). On the other hand, the values of viscosity in the heterogeneous viscoelastic structure in the high-fidelity model are not trivial. In this study, we developed an adjoint-based optimization method incorporating HFM, in which fault slip and asthenosphere viscosity are simultaneously estimated. We carried out numerical experiments using synthetic crustal deformation data. We constructed an HFM in the domain of 2048x1536x850 km, which includes the Tohoku region in northeast Japan based on Ichimura et al. (2013). We used the model geometry data set of JTOPO30 (2003), Koketsu et al. (2008) and CAMP standard model (Hashimoto et al. 2004). The geometry of crustal structures in HFM is in 1km resolution, resulting in 36 billion degrees-of-freedom. Synthetic crustal deformation data due to prescribed coseismic slip and after slips in the location of GEONET, GPS/A observation points, and S-net are used. The target inverse analysis is formulated as minimization of L2 norm of the difference between the FE simulation results and the observation data with respect to viscosity and fault slip, combining the quasi-Newton algorithm with the adjoint method. Use of this combination decreases the necessary number of forward analyses in the optimization calculation. As a result, we are now able to finish the estimation using 2560 computer nodes of the K computer for less than 17 hours. Thus, the target inverse analysis is completed in a realistic time because of the combination of the fast solver and the adjoint method. In the future, we would like to apply the method to the actual data.

Advances in Global Adjoint Tomography -- Massive Data Assimilation

NASA Astrophysics Data System (ADS)

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

2015-12-01

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

Magnetorotational instability: nonmodal growth and the relationship of global modes to the shearing box

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

Squire, J.; Bhattacharjee, A.

2014-12-10

We study magnetorotational instability (MRI) using nonmodal stability techniques. Despite the spectral instability of many forms of MRI, this proves to be a natural method of analysis that is well-suited to deal with the non-self-adjoint nature of the linear MRI equations. We find that the fastest growing linear MRI structures on both local and global domains can look very different from the eigenmodes, invariably resembling waves shearing with the background flow (shear waves). In addition, such structures can grow many times faster than the least stable eigenmode over long time periods, and be localized in a completely different region ofmore » space. These ideas lead—for both axisymmetric and non-axisymmetric modes—to a natural connection between the global MRI and the local shearing box approximation. By illustrating that the fastest growing global structure is well described by the ordinary differential equations (ODEs) governing a single shear wave, we find that the shearing box is a very sensible approximation for the linear MRI, contrary to many previous claims. Since the shear wave ODEs are most naturally understood using nonmodal analysis techniques, we conclude by analyzing local MRI growth over finite timescales using these methods. The strong growth over a wide range of wave-numbers suggests that nonmodal linear physics could be of fundamental importance in MRI turbulence.« less

Accurate reconstruction of the optical parameter distribution in participating medium based on the frequency-domain radiative transfer equation

NASA Astrophysics Data System (ADS)

Qiao, Yao-Bin; Qi, Hong; Zhao, Fang-Zhou; Ruan, Li-Ming

2016-12-01

Reconstructing the distribution of optical parameters in the participating medium based on the frequency-domain radiative transfer equation (FD-RTE) to probe the internal structure of the medium is investigated in the present work. The forward model of FD-RTE is solved via the finite volume method (FVM). The regularization term formatted by the generalized Gaussian Markov random field model is used in the objective function to overcome the ill-posed nature of the inverse problem. The multi-start conjugate gradient (MCG) method is employed to search the minimum of the objective function and increase the efficiency of convergence. A modified adjoint differentiation technique using the collimated radiative intensity is developed to calculate the gradient of the objective function with respect to the optical parameters. All simulation results show that the proposed reconstruction algorithm based on FD-RTE can obtain the accurate distributions of absorption and scattering coefficients. The reconstructed images of the scattering coefficient have less errors than those of the absorption coefficient, which indicates the former are more suitable to probing the inner structure. Project supported by the National Natural Science Foundation of China (Grant No. 51476043), the Major National Scientific Instruments and Equipment Development Special Foundation of China (Grant No. 51327803), and the Foundation for Innovative Research Groups of the National Natural Science Foundation of China (Grant No. 51121004).

Anisotropic norm-oriented mesh adaptation for a Poisson problem

NASA Astrophysics Data System (ADS)

Brèthes, Gautier; Dervieux, Alain

2016-10-01

We present a novel formulation for the mesh adaptation of the approximation of a Partial Differential Equation (PDE). The discussion is restricted to a Poisson problem. The proposed norm-oriented formulation extends the goal-oriented formulation since it is equation-based and uses an adjoint. At the same time, the norm-oriented formulation somewhat supersedes the goal-oriented one since it is basically a solution-convergent method. Indeed, goal-oriented methods rely on the reduction of the error in evaluating a chosen scalar output with the consequence that, as mesh size is increased (more degrees of freedom), only this output is proven to tend to its continuous analog while the solution field itself may not converge. A remarkable quality of goal-oriented metric-based adaptation is the mathematical formulation of the mesh adaptation problem under the form of the optimization, in the well-identified set of metrics, of a well-defined functional. In the new proposed formulation, we amplify this advantage. We search, in the same well-identified set of metrics, the minimum of a norm of the approximation error. The norm is prescribed by the user and the method allows addressing the case of multi-objective adaptation like, for example in aerodynamics, adaptating the mesh for drag, lift and moment in one shot. In this work, we consider the basic linear finite-element approximation and restrict our study to L2 norm in order to enjoy second-order convergence. Numerical examples for the Poisson problem are computed.

PWR Facility Dose Modeling Using MCNP5 and the CADIS/ADVANTG Variance-Reduction Methodology

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

Blakeman, Edward D; Peplow, Douglas E.; Wagner, John C

2007-09-01

The feasibility of modeling a pressurized-water-reactor (PWR) facility and calculating dose rates at all locations within the containment and adjoining structures using MCNP5 with mesh tallies is presented. Calculations of dose rates resulting from neutron and photon sources from the reactor (operating and shut down for various periods) and the spent fuel pool, as well as for the photon source from the primary coolant loop, were all of interest. Identification of the PWR facility, development of the MCNP-based model and automation of the run process, calculation of the various sources, and development of methods for visually examining mesh tally filesmore » and extracting dose rates were all a significant part of the project. Advanced variance reduction, which was required because of the size of the model and the large amount of shielding, was performed via the CADIS/ADVANTG approach. This methodology uses an automatically generated three-dimensional discrete ordinates model to calculate adjoint fluxes from which MCNP weight windows and source bias parameters are generated. Investigative calculations were performed using a simple block model and a simplified full-scale model of the PWR containment, in which the adjoint source was placed in various regions. In general, it was shown that placement of the adjoint source on the periphery of the model provided adequate results for regions reasonably close to the source (e.g., within the containment structure for the reactor source). A modification to the CADIS/ADVANTG methodology was also studied in which a global adjoint source is weighted by the reciprocal of the dose response calculated by an earlier forward discrete ordinates calculation. This method showed improved results over those using the standard CADIS/ADVANTG approach, and its further investigation is recommended for future efforts.« less

Variational formulation for dissipative continua and an incremental J-integral

NASA Astrophysics Data System (ADS)

Rahaman, Md. Masiur; Dhas, Bensingh; Roy, D.; Reddy, J. N.

2018-01-01

Our aim is to rationally formulate a proper variational principle for dissipative (viscoplastic) solids in the presence of inertia forces. As a first step, a consistent linearization of the governing nonlinear partial differential equations (PDEs) is carried out. An additional set of complementary (adjoint) equations is then formed to recover an underlying variational structure for the augmented system of linearized balance laws. This makes it possible to introduce an incremental Lagrangian such that the linearized PDEs, including the complementary equations, become the Euler-Lagrange equations. Continuous groups of symmetries of the linearized PDEs are computed and an analysis is undertaken to identify the variational groups of symmetries of the linearized dissipative system. Application of Noether's theorem leads to the conservation laws (conserved currents) of motion corresponding to the variational symmetries. As a specific outcome, we exploit translational symmetries of the functional in the material space and recover, via Noether's theorem, an incremental J-integral for viscoplastic solids in the presence of inertia forces. Numerical demonstrations are provided through a two-dimensional plane strain numerical simulation of a compact tension specimen of annealed mild steel under dynamic loading.

Bose-Fermi degeneracies in large N adjoint QCD

DOE PAGES

Basar, Gokce; Cherman, Aleksey; McGady, David

2015-07-06

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

Computing the sensitivity of drag and lift in flow past a circular cylinder: Time-stepping versus self-consistent analysis

NASA Astrophysics Data System (ADS)

Meliga, Philippe

2017-07-01

We provide in-depth scrutiny of two methods making use of adjoint-based gradients to compute the sensitivity of drag in the two-dimensional, periodic flow past a circular cylinder (Re≲189 ): first, the time-stepping analysis used in Meliga et al. [Phys. Fluids 26, 104101 (2014), 10.1063/1.4896941] that relies on classical Navier-Stokes modeling and determines the sensitivity to any generic control force from time-dependent adjoint equations marched backwards in time; and, second, a self-consistent approach building on the model of Mantič-Lugo et al. [Phys. Rev. Lett. 113, 084501 (2014), 10.1103/PhysRevLett.113.084501] to compute semilinear approximations of the sensitivity to the mean and fluctuating components of the force. Both approaches are applied to open-loop control by a small secondary cylinder and allow identifying the sensitive regions without knowledge of the controlled states. The theoretical predictions obtained by time-stepping analysis reproduce well the results obtained by direct numerical simulation of the two-cylinder system. So do the predictions obtained by self-consistent analysis, which corroborates the relevance of the approach as a guideline for efficient and systematic control design in the attempt to reduce drag, even though the Reynolds number is not close to the instability threshold and the oscillation amplitude is not small. This is because, unlike simpler approaches relying on linear stability analysis to predict the main features of the flow unsteadiness, the semilinear framework encompasses rigorously the effect of the control on the mean flow, as well as on the finite-amplitude fluctuation that feeds back nonlinearly onto the mean flow via the formation of Reynolds stresses. Such results are especially promising as the self-consistent approach determines the sensitivity from time-independent equations that can be solved iteratively, which makes it generally less computationally demanding. We ultimately discuss the extent to which relevant information can be gained from a hybrid modeling computing self-consistent sensitivities from the postprocessing of DNS data. Application to alternative control objectives such as increasing the lift and alleviating the fluctuating drag and lift is also discussed.

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

NASA Astrophysics Data System (ADS)

Morrow, Rosemary; de Mey, Pierre

1995-12-01

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

A Bayesian Framework for Coupled Estimation of Key Unknown Parameters of Land Water and Energy Balance Equations

NASA Astrophysics Data System (ADS)

Farhadi, L.; Abdolghafoorian, A.

2015-12-01

The land surface is a key component of climate system. It controls the partitioning of available energy at the surface between sensible and latent heat, and partitioning of available water between evaporation and runoff. Water and energy cycle are intrinsically coupled through evaporation, which represents a heat exchange as latent heat flux. Accurate estimation of fluxes of heat and moisture are of significant importance in many fields such as hydrology, climatology and meteorology. In this study we develop and apply a Bayesian framework for estimating the key unknown parameters of terrestrial water and energy balance equations (i.e. moisture and heat diffusion) and their uncertainty in land surface models. These equations are coupled through flux of evaporation. The estimation system is based on the adjoint method for solving a least-squares optimization problem. The cost function consists of aggregated errors on state (i.e. moisture and temperature) with respect to observation and parameters estimation with respect to prior values over the entire assimilation period. This cost function is minimized with respect to parameters to identify models of sensible heat, latent heat/evaporation and drainage and runoff. Inverse of Hessian of the cost function is an approximation of the posterior uncertainty of parameter estimates. Uncertainty of estimated fluxes is estimated by propagating the uncertainty for linear and nonlinear function of key parameters through the method of First Order Second Moment (FOSM). Uncertainty analysis is used in this method to guide the formulation of a well-posed estimation problem. Accuracy of the method is assessed at point scale using surface energy and water fluxes generated by the Simultaneous Heat and Water (SHAW) model at the selected AmeriFlux stations. This method can be applied to diverse climates and land surface conditions with different spatial scales, using remotely sensed measurements of surface moisture and temperature states

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

NASA Astrophysics Data System (ADS)

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

2016-02-01

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

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

NASA Technical Reports Server (NTRS)

Holdaway, Daniel

2018-01-01

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

Linearized radiative transfer models for retrieval of cloud parameters from EPIC/DSCOVR measurements

NASA Astrophysics Data System (ADS)

Molina García, Víctor; Sasi, Sruthy; Efremenko, Dmitry S.; Doicu, Adrian; Loyola, Diego

2018-07-01

In this paper, we describe several linearized radiative transfer models which can be used for the retrieval of cloud parameters from EPIC (Earth Polychromatic Imaging Camera) measurements. The approaches under examination are (1) the linearized forward approach, represented in this paper by the linearized discrete ordinate and matrix operator methods with matrix exponential, and (2) the forward-adjoint approach based on the discrete ordinate method with matrix exponential. To enhance the performance of the radiative transfer computations, the correlated k-distribution method and the Principal Component Analysis (PCA) technique are used. We provide a compact description of the proposed methods, as well as a numerical analysis of their accuracy and efficiency when simulating EPIC measurements in the oxygen A-band channel at 764 nm. We found that the computation time of the forward-adjoint approach using the correlated k-distribution method in conjunction with PCA is approximately 13 s for simultaneously computing the derivatives with respect to cloud optical thickness and cloud top height.

Integrated Tsunami Database: simulation and identification of seismic tsunami sources, 3D visualization and post-disaster assessment on the shore

NASA Astrophysics Data System (ADS)

Krivorot'ko, Olga; Kabanikhin, Sergey; Marinin, Igor; Karas, Adel; Khidasheli, David

2013-04-01

One of the most important problems of tsunami investigation is the problem of seismic tsunami source reconstruction. Non-profit organization WAPMERR (http://wapmerr.org) has provided a historical database of alleged tsunami sources around the world that obtained with the help of information about seaquakes. WAPMERR also has a database of observations of the tsunami waves in coastal areas. The main idea of presentation consists of determining of the tsunami source parameters using seismic data and observations of the tsunami waves on the shore, and the expansion and refinement of the database of presupposed tsunami sources for operative and accurate prediction of hazards and assessment of risks and consequences. Also we present 3D visualization of real-time tsunami wave propagation and loss assessment, characterizing the nature of the building stock in cities at risk, and monitoring by satellite images using modern GIS technology ITRIS (Integrated Tsunami Research and Information System) developed by WAPMERR and Informap Ltd. The special scientific plug-in components are embedded in a specially developed GIS-type graphic shell for easy data retrieval, visualization and processing. The most suitable physical models related to simulation of tsunamis are based on shallow water equations. We consider the initial-boundary value problem in Ω := {(x,y) ?R2 : x ?(0,Lx ), y ?(0,Ly ), Lx,Ly > 0} for the well-known linear shallow water equations in the Cartesian coordinate system in terms of the liquid flow components in dimensional form Here ?(x,y,t) defines the free water surface vertical displacement, i.e. amplitude of a tsunami wave, q(x,y) is the initial amplitude of a tsunami wave. The lateral boundary is assumed to be a non-reflecting boundary of the domain, that is, it allows the free passage of the propagating waves. Assume that the free surface oscillation data at points (xm, ym) are given as a measured output data from tsunami records: fm(t) := ? (xm, ym,t), (xm,ym ) ?Ω, t ?(Tm1, Tm2), m = 1,2,...,M, M ?N (2) The problem of tsunami source reconstruction (inverse tsunami problem) consists of determining the unknown initial perturbation q(x,y) of the free surface defied in (1) from knowledge of the free surface oscillation data fm(t) given by (2). We present a numerical method to determine the tsunami source using measurements of the height of a passing tsunami wave. Proposed approach based on the weak solution theory for hyperbolic PDEs and adjoint problem method for minimization of the corresponding cost functional 2 J(q) = ?Aq - F? , F = (f1,...,fM ). (3) The adjoint problem is defined to obtain an explicit gradient formula for the cost functional (3). Different numerical algorithms (finite-difference approach and finite volume method) are proposed for the direct as well as adjoint problem. Conjugate gradient algorithm based on explicit gradient formula is used for numerical solution of the inverse problem (1)-(2). This work was partially supported by the Russian Foundation for Basic Research (project No. 12-01-00773) and by SB RAS interdisciplinary project 14 "Inverse Problems and Applications: Theory, Algorithms, Software".

Advanced Doubling Adding Method for Radiative Transfer in Planetary Atmospheres

NASA Astrophysics Data System (ADS)

Liu, Quanhua; Weng, Fuzhong

2006-12-01

The doubling adding method (DA) is one of the most accurate tools for detailed multiple-scattering calculations. The principle of the method goes back to the nineteenth century in a problem dealing with reflection and transmission by glass plates. Since then the doubling adding method has been widely used as a reference tool for other radiative transfer models. The method has never been used in operational applications owing to tremendous demand on computational resources from the model. This study derives an analytical expression replacing the most complicated thermal source terms in the doubling adding method. The new development is called the advanced doubling adding (ADA) method. Thanks also to the efficiency of matrix and vector manipulations in FORTRAN 90/95, the advanced doubling adding method is about 60 times faster than the doubling adding method. The radiance (i.e., forward) computation code of ADA is easily translated into tangent linear and adjoint codes for radiance gradient calculations. The simplicity in forward and Jacobian computation codes is very useful for operational applications and for the consistency between the forward and adjoint calculations in satellite data assimilation.

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

NASA Astrophysics Data System (ADS)

Tang, Zhili

2006-08-01

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

Topology optimization for three-dimensional electromagnetic waves using an edge element-based finite-element method.

PubMed

Deng, Yongbo; Korvink, Jan G

2016-05-01

This paper develops a topology optimization procedure for three-dimensional electromagnetic waves with an edge element-based finite-element method. In contrast to the two-dimensional case, three-dimensional electromagnetic waves must include an additional divergence-free condition for the field variables. The edge element-based finite-element method is used to both discretize the wave equations and enforce the divergence-free condition. For wave propagation described in terms of the magnetic field in the widely used class of non-magnetic materials, the divergence-free condition is imposed on the magnetic field. This naturally leads to a nodal topology optimization method. When wave propagation is described using the electric field, the divergence-free condition must be imposed on the electric displacement. In this case, the material in the design domain is assumed to be piecewise homogeneous to impose the divergence-free condition on the electric field. This results in an element-wise topology optimization algorithm. The topology optimization problems are regularized using a Helmholtz filter and a threshold projection method and are analysed using a continuous adjoint method. In order to ensure the applicability of the filter in the element-wise topology optimization version, a regularization method is presented to project the nodal into an element-wise physical density variable.

Topology optimization for three-dimensional electromagnetic waves using an edge element-based finite-element method

PubMed Central

Korvink, Jan G.

2016-01-01

This paper develops a topology optimization procedure for three-dimensional electromagnetic waves with an edge element-based finite-element method. In contrast to the two-dimensional case, three-dimensional electromagnetic waves must include an additional divergence-free condition for the field variables. The edge element-based finite-element method is used to both discretize the wave equations and enforce the divergence-free condition. For wave propagation described in terms of the magnetic field in the widely used class of non-magnetic materials, the divergence-free condition is imposed on the magnetic field. This naturally leads to a nodal topology optimization method. When wave propagation is described using the electric field, the divergence-free condition must be imposed on the electric displacement. In this case, the material in the design domain is assumed to be piecewise homogeneous to impose the divergence-free condition on the electric field. This results in an element-wise topology optimization algorithm. The topology optimization problems are regularized using a Helmholtz filter and a threshold projection method and are analysed using a continuous adjoint method. In order to ensure the applicability of the filter in the element-wise topology optimization version, a regularization method is presented to project the nodal into an element-wise physical density variable. PMID:27279766

Self-consistent perturbed equilibrium with neoclassical toroidal torque in tokamaks

DOE PAGES

Park, Jong-Kyu; Logan, Nikolas C.

2017-03-01

Toroidal torque is one of the most important consequences of non-axisymmetric fields in tokamaks. The well-known neoclassical toroidal viscosity (NTV) is due to the second-order toroidal force from anisotropic pressure tensor in the presence of these asymmetries. This work shows that the first-order toroidal force originating from the same anisotropic pressure tensor, despite having no flux surface average, can significantly modify the local perturbed force balance and thus must be included in perturbed equilibrium self-consistent with NTV. The force operator with an anisotropic pressure tensor is not self-adjoint when the NTV torque is finite and thus is solved directly formore » each component. This approach yields a modified, non-self-adjoint Euler-Lagrange equation that can be solved using a variety of common drift-kinetic models in generalized tokamak geometry. The resulting energy and torque integral provides a unique way to construct a torque response matrix, which contains all the information of self-consistent NTV torque profiles obtainable by applying non-axisymmetric fields to the plasma. This torque response matrix can then be used to systematically optimize non-axisymmetric field distributions for desired NTV profiles. Published by AIP Publishing.« less

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

Sensitivity of the model error parameter specification in weak-constraint four-dimensional variational data assimilation

NASA Astrophysics Data System (ADS)

Shaw, Jeremy A.; Daescu, Dacian N.

2017-08-01

This article presents the mathematical framework to evaluate the sensitivity of a forecast error aspect to the input parameters of a weak-constraint four-dimensional variational data assimilation system (w4D-Var DAS), extending the established theory from strong-constraint 4D-Var. Emphasis is placed on the derivation of the equations for evaluating the forecast sensitivity to parameters in the DAS representation of the model error statistics, including bias, standard deviation, and correlation structure. A novel adjoint-based procedure for adaptive tuning of the specified model error covariance matrix is introduced. Results from numerical convergence tests establish the validity of the model error sensitivity equations. Preliminary experiments providing a proof-of-concept are performed using the Lorenz multi-scale model to illustrate the theoretical concepts and potential benefits for practical applications.

Multicomponent integrable reductions in the Kadomtsev-Petviashvilli hierarchy

NASA Astrophysics Data System (ADS)

Sidorenko, Jurij; Strampp, Walter

1993-04-01

New types of reductions of the Kadomtsev-Petviashvili (KP) hierarchy are considered on the basis of Sato's approach. Within this approach the KP hierarchy is represented by infinite sets of equations for potentials u2,u3,..., of pseudodifferential operators and their eigenfunctions Ψ and adjoint eigenfunctions Ψ*. The KP hierarchy was studied under constraints of the following type (∑ni=1 ΨiΨ*i)x = Sκ,x where Sκ,x are symmetries for the KP equation and Ψi(λi), Ψ*i(λi) are eigenfunctions with eigenvalue λi. It is shown that for the first three cases κ=2,3,4 these constraints give rise to hierarchies of 1+1-dimensional commuting flows for the variables u2, Ψ1,...,Ψn, Ψ*1,...,Ψ*n. Bi-Hamiltonian structures for the new hierarchies are presented.

Two- and four-dimensional representations of the PT - and CPT -symmetric fermionic algebras

NASA Astrophysics Data System (ADS)

Beygi, Alireza; Klevansky, S. P.; Bender, Carl M.

2018-03-01

Fermionic systems differ from their bosonic counterparts, the main difference with regard to symmetry considerations being that T2=-1 for fermionic systems. In PT -symmetric quantum mechanics an operator has both PT and CPT adjoints. Fermionic operators η , which are quadratically nilpotent (η2=0 ), and algebras with PT and CPT adjoints can be constructed. These algebras obey different anticommutation relations: η ηPT+ηPTη =-1 , where ηPT is the PT adjoint of η , and η ηCPT+ηCPTη =1 , where ηCPT is the CPT adjoint of η . This paper presents matrix representations for the operator η and its PT and CPT adjoints in two and four dimensions. A PT -symmetric second-quantized Hamiltonian modeled on quantum electrodynamics that describes a system of interacting fermions and bosons is constructed within this framework and is solved exactly.

Methodology for sensitivity analysis, approximate analysis, and design optimization in CFD for multidisciplinary applications

NASA Technical Reports Server (NTRS)

Taylor, Arthur C., III; Hou, Gene W.

1994-01-01

The straightforward automatic-differentiation and the hand-differentiated incremental iterative methods are interwoven to produce a hybrid scheme that captures some of the strengths of each strategy. With this compromise, discrete aerodynamic sensitivity derivatives are calculated with the efficient incremental iterative solution algorithm of the original flow code. Moreover, the principal advantage of automatic differentiation is retained (i.e., all complicated source code for the derivative calculations is constructed quickly with accuracy). The basic equations for second-order sensitivity derivatives are presented; four methods are compared. Each scheme requires that large systems are solved first for the first-order derivatives and, in all but one method, for the first-order adjoint variables. Of these latter three schemes, two require no solutions of large systems thereafter. For the other two for which additional systems are solved, the equations and solution procedures are analogous to those for the first order derivatives. From a practical viewpoint, implementation of the second-order methods is feasible only with software tools such as automatic differentiation, because of the extreme complexity and large number of terms. First- and second-order sensitivities are calculated accurately for two airfoil problems, including a turbulent flow example; both geometric-shape and flow-condition design variables are considered. Several methods are tested; results are compared on the basis of accuracy, computational time, and computer memory. For first-order derivatives, the hybrid incremental iterative scheme obtained with automatic differentiation is competitive with the best hand-differentiated method; for six independent variables, it is at least two to four times faster than central finite differences and requires only 60 percent more memory than the original code; the performance is expected to improve further in the future.

Identification of spatially-localized initial conditions via sparse PCA

NASA Astrophysics Data System (ADS)

Dwivedi, Anubhav; Jovanovic, Mihailo

2017-11-01

Principal Component Analysis involves maximization of a quadratic form subject to a quadratic constraint on the initial flow perturbations and it is routinely used to identify the most energetic flow structures. For general flow configurations, principal components can be efficiently computed via power iteration of the forward and adjoint governing equations. However, the resulting flow structures typically have a large spatial support leading to a question of physical realizability. To obtain spatially-localized structures, we modify the quadratic constraint on the initial condition to include a convex combination with an additional regularization term which promotes sparsity in the physical domain. We formulate this constrained optimization problem as a nonlinear eigenvalue problem and employ an inverse power-iteration-based method to solve it. The resulting solution is guaranteed to converge to a nonlinear eigenvector which becomes increasingly localized as our emphasis on sparsity increases. We use several fluids examples to demonstrate that our method indeed identifies the most energetic initial perturbations that are spatially compact. This work was supported by Office of Naval Research through Grant Number N00014-15-1-2522.

The existence of semiregular solutions to elliptic spectral problems with discontinuous nonlinearities

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

Pavlenko, V N; Potapov, D K

2015-09-30

This paper is concerned with the existence of semiregular solutions to the Dirichlet problem for an equation of elliptic type with discontinuous nonlinearity and when the differential operator is not assumed to be formally self-adjoint. Theorems on the existence of semiregular (positive and negative) solutions for the problem under consideration are given, and a principle of upper and lower solutions giving the existence of semiregular solutions is established. For positive values of the spectral parameter, elliptic spectral problems with discontinuous nonlinearities are shown to have nontrivial semiregular (positive and negative) solutions. Bibliography: 32 titles.

Feynman propagators on static spacetimes

NASA Astrophysics Data System (ADS)

Dereziński, Jan; Siemssen, Daniel

We consider the Klein-Gordon equation on a static spacetime and minimally coupled to a static electromagnetic potential. We show that it is essentially self-adjoint on Cc∞. We discuss various distinguished inverses and bisolutions of the Klein-Gordon operator, focusing on the so-called Feynman propagator. We show that the Feynman propagator can be considered the boundary value of the resolvent of the Klein-Gordon operator, in the spirit of the limiting absorption principle known from the theory of Schrödinger operators. We also show that the Feynman propagator is the limit of the inverse of the Wick rotated Klein-Gordon operator.

Operator pencil passing through a given operator

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

Biggs, A., E-mail: khudian@manchester.ac.uk, E-mail: adam.biggs@student.manchester.ac.uk; Khudaverdian, H. M., E-mail: khudian@manchester.ac.uk, E-mail: adam.biggs@student.manchester.ac.uk

Let Δ be a linear differential operator acting on the space of densities of a given weight λ{sub 0} on a manifold M. One can consider a pencil of operators Π-circumflex(Δ)=(Δ{sub λ}) passing through the operator Δ such that any Δ{sub λ} is a linear differential operator acting on densities of weight λ. This pencil can be identified with a linear differential operator Δ-circumflex acting on the algebra of densities of all weights. The existence of an invariant scalar product in the algebra of densities implies a natural decomposition of operators, i.e., pencils of self-adjoint and anti-self-adjoint operators. We studymore » lifting maps that are on one hand equivariant with respect to divergenceless vector fields, and, on the other hand, with values in self-adjoint or anti-self-adjoint operators. In particular, we analyze the relation between these two concepts, and apply it to the study of diff (M)-equivariant liftings. Finally, we briefly consider the case of liftings equivariant with respect to the algebra of projective transformations and describe all regular self-adjoint and anti-self-adjoint liftings. Our constructions can be considered as a generalisation of equivariant quantisation.« less

Elastic Velocity Updating through Image-Domain Tomographic Inversion of Passive Seismic Data

NASA Astrophysics Data System (ADS)

Witten, B.; Shragge, J. C.

2014-12-01

Seismic monitoring at injection sites (e.g., CO2sequestration, waste water disposal, hydraulic fracturing) has become an increasingly important tool for hazard identification and avoidance. The information obtained from this data is often limited to seismic event properties (e.g., location, approximate time, moment tensor), the accuracy of which greatly depends on the estimated elastic velocity models. However, creating accurate velocity models from passive array data remains a challenging problem. Common techniques rely on picking arrivals or matching waveforms requiring high signal-to-noise data that is often not available for the magnitude earthquakes observed over injection sites. We present a new method for obtaining elastic velocity information from earthquakes though full-wavefield wave-equation imaging and adjoint-state tomography. The technique exploits images of the earthquake source using various imaging conditions based upon the P- and S-wavefield data. We generate image volumes by back propagating data through initial models and then applying a correlation-based imaging condition. We use the P-wavefield autocorrelation, S-wavefield autocorrelation, and P-S wavefield cross-correlation images. Inconsistencies in the images form the residuals, which are used to update the P- and S-wave velocity models through adjoint-state tomography. Because the image volumes are constructed from all trace data, the signal-to-noise in this space is increased when compared to the individual traces. Moreover, it eliminates the need for picking and does not require any estimation of the source location and timing. Initial tests show that with reasonable source distribution and acquisition array, velocity anomalies can be recovered. Future tests will apply this methodology to other scales from laboratory to global.

Adjoint-Based Mesh Adaptation for the Sonic Boom Signature Loudness

NASA Technical Reports Server (NTRS)

Rallabhandi, Sriram K.; Park, Michael A.

2017-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2010-01-01

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

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.

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

NASA Astrophysics Data System (ADS)

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

2018-02-01

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

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

NASA Technical Reports Server (NTRS)

Gelaro, Ron; Liu, Emily; Sienkiewicz, Meta

2011-01-01

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

A hybrid method for the computation of quasi-3D seismograms.

NASA Astrophysics Data System (ADS)

Masson, Yder; Romanowicz, Barbara

2013-04-01

The development of powerful computer clusters and efficient numerical computation methods, such as the Spectral Element Method (SEM) made possible the computation of seismic wave propagation in a heterogeneous 3D earth. However, the cost of theses computations is still problematic for global scale tomography that requires hundreds of such simulations. Part of the ongoing research effort is dedicated to the development of faster modeling methods based on the spectral element method. Capdeville et al. (2002) proposed to couple SEM simulations with normal modes calculation (C-SEM). Nissen-Meyer et al. (2007) used 2D SEM simulations to compute 3D seismograms in a 1D earth model. Thanks to these developments, and for the first time, Lekic et al. (2011) developed a 3D global model of the upper mantle using SEM simulations. At the local and continental scale, adjoint tomography that is using a lot of SEM simulation can be implemented on current computers (Tape, Liu et al. 2009). Due to their smaller size, these models offer higher resolution. They provide us with images of the crust and the upper part of the mantle. In an attempt to teleport such local adjoint tomographic inversions into the deep earth, we are developing a hybrid method where SEM computation are limited to a region of interest within the earth. That region can have an arbitrary shape and size. Outside this region, the seismic wavefield is extrapolated to obtain synthetic data at the Earth's surface. A key feature of the method is the use of a time reversal mirror to inject the wavefield induced by distant seismic source into the region of interest (Robertsson and Chapman 2000). We compute synthetic seismograms as follow: Inside the region of interest, we are using regional spectral element software RegSEM to compute wave propagation in 3D. Outside this region, the wavefield is extrapolated to the surface by convolution with the Green's functions from the mirror to the seismic stations. For now, these Green's functions are computed using 2D SEM simulation in a 1D Earth model. Such seismograms account for the 3D structure inside the region of interest in a quasi-exact manner. Later we plan to extrapolate the misfit function computed from such seismograms at the stations back into the SEM region in order to compute local adjoint kernels. This opens a new path toward regional adjoint tomography into the deep Earth. Capdeville, Y., et al. (2002). "Coupling the spectral element method with a modal solution for elastic wave propagation in global Earth models." Geophysical Journal International 152(1): 34-67. Lekic, V. and B. Romanowicz (2011). "Inferring upper-mantle structure by full waveform tomography with the spectral element method." Geophysical Journal International 185(2): 799-831. Nissen-Meyer, T., et al. (2007). "A two-dimensional spectral-element method for computing spherical-earth seismograms-I. Moment-tensor source." Geophysical Journal International 168(3): 1067-1092. Robertsson, J. O. A. and C. H. Chapman (2000). "An efficient method for calculating finite-difference seismograms after model alterations." Geophysics 65(3): 907-918. Tape, C., et al. (2009). "Adjoint tomography of the southern California crust." Science 325(5943): 988-992.

Second-Order Sensitivity Analysis of Uncollided Particle Contributions to Radiation Detector Responses

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

Cacuci, Dan G.; Favorite, Jeffrey A.

This work presents an application of Cacuci’s Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) to the simplified Boltzmann equation that models the transport of uncollided particles through a medium to compute efficiently and exactly all of the first- and second-order derivatives (sensitivities) of a detector’s response with respect to the system’s isotopic number densities, microscopic cross sections, source emission rates, and detector response function. The off-the-shelf PARTISN multigroup discrete ordinates code is employed to solve the equations underlying the 2nd-ASAM. The accuracy of the results produced using PARTISN is verified by using the results of three test configurations: (1) a homogeneousmore » sphere, for which the response is the exactly known total uncollided leakage, (2) a multiregion two-dimensional (r-z) cylinder, and (3) a two-region sphere for which the response is a reaction rate. For the homogeneous sphere, results for the total leakage as well as for the respective first- and second-order sensitivities are in excellent agreement with the exact benchmark values. For the nonanalytic problems, the results obtained by applying the 2nd-ASAM to compute sensitivities are in excellent agreement with central-difference estimates. The efficiency of the 2nd-ASAM is underscored by the fact that, for the cylinder, only 12 adjoint PARTISN computations were required by the 2nd-ASAM to compute all of the benchmark’s 18 first-order sensitivities and 224 second-order sensitivities, in contrast to the 877 PARTISN calculations needed to compute the respective sensitivities using central finite differences, and this number does not include the additional calculations that were required to find appropriate values of the perturbations to use for the central differences.« less

Second-Order Sensitivity Analysis of Uncollided Particle Contributions to Radiation Detector Responses

DOE PAGES

Cacuci, Dan G.; Favorite, Jeffrey A.

2018-04-06

This work presents an application of Cacuci’s Second-Order Adjoint Sensitivity Analysis Methodology (2nd-ASAM) to the simplified Boltzmann equation that models the transport of uncollided particles through a medium to compute efficiently and exactly all of the first- and second-order derivatives (sensitivities) of a detector’s response with respect to the system’s isotopic number densities, microscopic cross sections, source emission rates, and detector response function. The off-the-shelf PARTISN multigroup discrete ordinates code is employed to solve the equations underlying the 2nd-ASAM. The accuracy of the results produced using PARTISN is verified by using the results of three test configurations: (1) a homogeneousmore » sphere, for which the response is the exactly known total uncollided leakage, (2) a multiregion two-dimensional (r-z) cylinder, and (3) a two-region sphere for which the response is a reaction rate. For the homogeneous sphere, results for the total leakage as well as for the respective first- and second-order sensitivities are in excellent agreement with the exact benchmark values. For the nonanalytic problems, the results obtained by applying the 2nd-ASAM to compute sensitivities are in excellent agreement with central-difference estimates. The efficiency of the 2nd-ASAM is underscored by the fact that, for the cylinder, only 12 adjoint PARTISN computations were required by the 2nd-ASAM to compute all of the benchmark’s 18 first-order sensitivities and 224 second-order sensitivities, in contrast to the 877 PARTISN calculations needed to compute the respective sensitivities using central finite differences, and this number does not include the additional calculations that were required to find appropriate values of the perturbations to use for the central differences.« less

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

NASA Astrophysics Data System (ADS)

Bergner, Georg; Piemonte, Stefano

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

Ibort, A.; Pérez-Pardo, J. M.

2015-04-01

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

Solving large-scale PDE-constrained Bayesian inverse problems with Riemann manifold Hamiltonian Monte Carlo

NASA Astrophysics Data System (ADS)

Bui-Thanh, T.; Girolami, M.

2014-11-01

We consider the Riemann manifold Hamiltonian Monte Carlo (RMHMC) method for solving statistical inverse problems governed by partial differential equations (PDEs). The Bayesian framework is employed to cast the inverse problem into the task of statistical inference whose solution is the posterior distribution in infinite dimensional parameter space conditional upon observation data and Gaussian prior measure. We discretize both the likelihood and the prior using the H1-conforming finite element method together with a matrix transfer technique. The power of the RMHMC method is that it exploits the geometric structure induced by the PDE constraints of the underlying inverse problem. Consequently, each RMHMC posterior sample is almost uncorrelated/independent from the others providing statistically efficient Markov chain simulation. However this statistical efficiency comes at a computational cost. This motivates us to consider computationally more efficient strategies for RMHMC. At the heart of our construction is the fact that for Gaussian error structures the Fisher information matrix coincides with the Gauss-Newton Hessian. We exploit this fact in considering a computationally simplified RMHMC method combining state-of-the-art adjoint techniques and the superiority of the RMHMC method. Specifically, we first form the Gauss-Newton Hessian at the maximum a posteriori point and then use it as a fixed constant metric tensor throughout RMHMC simulation. This eliminates the need for the computationally costly differential geometric Christoffel symbols, which in turn greatly reduces computational effort at a corresponding loss of sampling efficiency. We further reduce the cost of forming the Fisher information matrix by using a low rank approximation via a randomized singular value decomposition technique. This is efficient since a small number of Hessian-vector products are required. The Hessian-vector product in turn requires only two extra PDE solves using the adjoint technique. Various numerical results up to 1025 parameters are presented to demonstrate the ability of the RMHMC method in exploring the geometric structure of the problem to propose (almost) uncorrelated/independent samples that are far away from each other, and yet the acceptance rate is almost unity. The results also suggest that for the PDE models considered the proposed fixed metric RMHMC can attain almost as high a quality performance as the original RMHMC, i.e. generating (almost) uncorrelated/independent samples, while being two orders of magnitude less computationally expensive.

Advanced Variance Reduction Strategies for Optimizing Mesh Tallies in MAVRIC

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

Peplow, Douglas E.; Blakeman, Edward D; Wagner, John C

2007-01-01

More often than in the past, Monte Carlo methods are being used to compute fluxes or doses over large areas using mesh tallies (a set of region tallies defined on a mesh that overlays the geometry). For problems that demand that the uncertainty in each mesh cell be less than some set maximum, computation time is controlled by the cell with the largest uncertainty. This issue becomes quite troublesome in deep-penetration problems, and advanced variance reduction techniques are required to obtain reasonable uncertainties over large areas. The CADIS (Consistent Adjoint Driven Importance Sampling) methodology has been shown to very efficientlymore » optimize the calculation of a response (flux or dose) for a single point or a small region using weight windows and a biased source based on the adjoint of that response. This has been incorporated into codes such as ADVANTG (based on MCNP) and the new sequence MAVRIC, which will be available in the next release of SCALE. In an effort to compute lower uncertainties everywhere in the problem, Larsen's group has also developed several methods to help distribute particles more evenly, based on forward estimates of flux. This paper focuses on the use of a forward estimate to weight the placement of the source in the adjoint calculation used by CADIS, which we refer to as a forward-weighted CADIS (FW-CADIS).« less

Traction patterns of tumor cells.

PubMed

Ambrosi, D; Duperray, A; Peschetola, V; Verdier, C

2009-01-01

The traction exerted by a cell on a planar deformable substrate can be indirectly obtained on the basis of the displacement field of the underlying layer. The usual methodology used to address this inverse problem is based on the exploitation of the Green tensor of the linear elasticity problem in a half space (Boussinesq problem), coupled with a minimization algorithm under force penalization. A possible alternative strategy is to exploit an adjoint equation, obtained on the basis of a suitable minimization requirement. The resulting system of coupled elliptic partial differential equations is applied here to determine the force field per unit surface generated by T24 tumor cells on a polyacrylamide substrate. The shear stress obtained by numerical integration provides quantitative insight of the traction field and is a promising tool to investigate the spatial pattern of force per unit surface generated in cell motion, particularly in the case of such cancer cells.

Magnetorotational Instability: Nonmodal Growth and the Relationship of Global Modes to the Shearing Box

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

J Squire, A Bhattacharjee

We study the magnetorotational instability (MRI) (Balbus & Hawley 1998) using non-modal stability techniques.Despite the spectral instability of many forms of the MRI, this proves to be a natural method of analysis that is well-suited to deal with the non-self-adjoint nature of the linear MRI equations. We find that the fastest growing linear MRI structures on both local and global domains can look very diff erent to the eigenmodes, invariably resembling waves shearing with the background flow (shear waves). In addition, such structures can grow many times faster than the least stable eigenmode over long time periods, and be localizedmore » in a completely di fferent region of space. These ideas lead – for both axisymmetric and non-axisymmetric modes – to a natural connection between the global MRI and the local shearing box approximation. By illustrating that the fastest growing global structure is well described by the ordinary diff erential equations (ODEs) governing a single shear wave, we find that the shearing box is a very sensible approximation for the linear MRI, contrary to many previous claims. Since the shear wave ODEs are most naturally understood using non-modal analysis techniques, we conclude by analyzing local MRI growth over finite time-scales using these methods. The strong growth over a wide range of wave-numbers suggests that non-modal linear physics could be of fundamental importance in MRI turbulence (Squire & Bhattacharjee 2014).« less

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

DOE PAGES

Finn, John M.

2015-03-01

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

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

NASA Technical Reports Server (NTRS)

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

1998-01-01

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

Global Modeling and Data Assimilation. Volume 11; Documentation of the Tangent Linear and Adjoint Models of the Relaxed Arakawa-Schubert Moisture Parameterization of the NASA GEOS-1 GCM; 5.2

NASA Technical Reports Server (NTRS)

Suarez, Max J. (Editor); Yang, Wei-Yu; Todling, Ricardo; Navon, I. Michael

1997-01-01

A detailed description of the development of the tangent linear model (TLM) and its adjoint model of the Relaxed Arakawa-Schubert moisture parameterization package used in the NASA GEOS-1 C-Grid GCM (Version 5.2) is presented. The notational conventions used in the TLM and its adjoint codes are described in detail.

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery

PubMed Central

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930’s, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes. PMID:26401430

Hazardous Continuation Backward in Time in Nonlinear Parabolic Equations, and an Experiment in Deblurring Nonlinearly Blurred Imagery.

PubMed

Carasso, Alfred S

2013-01-01

Identifying sources of ground water pollution, and deblurring nanoscale imagery as well as astronomical galaxy images, are two important applications involving numerical computation of parabolic equations backward in time. Surprisingly, very little is known about backward continuation in nonlinear parabolic equations. In this paper, an iterative procedure originating in spectroscopy in the 1930's, is adapted into a useful tool for solving a wide class of 2D nonlinear backward parabolic equations. In addition, previously unsuspected difficulties are uncovered that may preclude useful backward continuation in parabolic equations deviating too strongly from the linear, autonomous, self adjoint, canonical model. This paper explores backward continuation in selected 2D nonlinear equations, by creating fictitious blurred images obtained by using several sharp images as initial data in these equations, and capturing the corresponding solutions at some positive time T. Successful backward continuation from t=T to t = 0, would recover the original sharp image. Visual recognition provides meaningful evaluation of the degree of success or failure in the reconstructed solutions. Instructive examples are developed, illustrating the unexpected influence of certain types of nonlinearities. Visually and statistically indistinguishable blurred images are presented, with vastly different deblurring results. These examples indicate that how an image is nonlinearly blurred is critical, in addition to the amount of blur. The equations studied represent nonlinear generalizations of Brownian motion, and the blurred images may be interpreted as visually expressing the results of novel stochastic processes.

Usefulness of Wave Data Assimilation to the WAVE WATCH III Modeling System

NASA Astrophysics Data System (ADS)

Choi, J. K.; Dykes, J. D.; Yaremchuk, M.; Wittmann, P.

2017-12-01

In-situ and remote-sensed wave data are more abundant currently than in years past, with excellent accuracy at global scales. Forecast skill of the WAVE WATCH III model is improved by assimilation of these measurements and they are also useful for model validation and calibration. It has been known that the impact of assimilation in wind-sea conditions is not large, but spectra that result in large swell with long term propagation are identified and assimilated, the improved accuracy of the initial conditions improve the long-term forecasts. The Navy's assimilation method started with the simple Optimal Interpolation (OI) method. Operationally, Fleet Numerical Meteorology and Oceanography Center uses the sequential 2DVar scheme, but a new approach has been tested based on an adjoint-free method to variational assimilation in WAVE WATCH III. We will present the status of wave data assimilation into the WAVE WATCH III numerical model and upcoming development of this new adjoint-free variational approach.

An adjoint-based method for a linear mechanically-coupled tumor model: application to estimate the spatial variation of murine glioma growth based on diffusion weighted magnetic resonance imaging

NASA Astrophysics Data System (ADS)

Feng, Xinzeng; Hormuth, David A.; Yankeelov, Thomas E.

2018-06-01

We present an efficient numerical method to quantify the spatial variation of glioma growth based on subject-specific medical images using a mechanically-coupled tumor model. The method is illustrated in a murine model of glioma in which we consider the tumor as a growing elastic mass that continuously deforms the surrounding healthy-appearing brain tissue. As an inverse parameter identification problem, we quantify the volumetric growth of glioma and the growth component of deformation by fitting the model predicted cell density to the cell density estimated using the diffusion-weighted magnetic resonance imaging data. Numerically, we developed an adjoint-based approach to solve the optimization problem. Results on a set of experimentally measured, in vivo rat glioma data indicate good agreement between the fitted and measured tumor area and suggest a wide variation of in-plane glioma growth with the growth-induced Jacobian ranging from 1.0 to 6.0.

A Gauss-Newton full-waveform inversion in PML-truncated domains using scalar probing waves

NASA Astrophysics Data System (ADS)

Pakravan, Alireza; Kang, Jun Won; Newtson, Craig M.

2017-12-01

This study considers the characterization of subsurface shear wave velocity profiles in semi-infinite media using scalar waves. Using surficial responses caused by probing waves, a reconstruction of the material profile is sought using a Gauss-Newton full-waveform inversion method in a two-dimensional domain truncated by perfectly matched layer (PML) wave-absorbing boundaries. The PML is introduced to limit the semi-infinite extent of the half-space and to prevent reflections from the truncated boundaries. A hybrid unsplit-field PML is formulated in the inversion framework to enable more efficient wave simulations than with a fully mixed PML. The full-waveform inversion method is based on a constrained optimization framework that is implemented using Karush-Kuhn-Tucker (KKT) optimality conditions to minimize the objective functional augmented by PML-endowed wave equations via Lagrange multipliers. The KKT conditions consist of state, adjoint, and control problems, and are solved iteratively to update the shear wave velocity profile of the PML-truncated domain. Numerical examples show that the developed Gauss-Newton inversion method is accurate enough and more efficient than another inversion method. The algorithm's performance is demonstrated by the numerical examples including the case of noisy measurement responses and the case of reduced number of sources and receivers.

Sub-optimal control of unsteady boundary layer separation and optimal control of Saltzman-Lorenz model

NASA Astrophysics Data System (ADS)

Sardesai, Chetan R.

The primary objective of this research is to explore the application of optimal control theory in nonlinear, unsteady, fluid dynamical settings. Two problems are considered: (1) control of unsteady boundary-layer separation, and (2) control of the Saltzman-Lorenz model. The unsteady boundary-layer equations are nonlinear partial differential equations that govern the eruptive events that arise when an adverse pressure gradient acts on a boundary layer at high Reynolds numbers. The Saltzman-Lorenz model consists of a coupled set of three nonlinear ordinary differential equations that govern the time-dependent coefficients in truncated Fourier expansions of Rayleigh-Renard convection and exhibit deterministic chaos. Variational methods are used to derive the nonlinear optimal control formulations based on cost functionals that define the control objective through a performance measure and a penalty function that penalizes the cost of control. The resulting formulation consists of the nonlinear state equations, which must be integrated forward in time, and the nonlinear control (adjoint) equations, which are integrated backward in time. Such coupled forward-backward time integrations are computationally demanding; therefore, the full optimal control problem for the Saltzman-Lorenz model is carried out, while the more complex unsteady boundary-layer case is solved using a sub-optimal approach. The latter is a quasi-steady technique in which the unsteady boundary-layer equations are integrated forward in time, and the steady control equation is solved at each time step. Both sub-optimal control of the unsteady boundary-layer equations and optimal control of the Saltzman-Lorenz model are found to be successful in meeting the control objectives for each problem. In the case of boundary-layer separation, the control results indicate that it is necessary to eliminate the recirculation region that is a precursor to the unsteady boundary-layer eruptions. In the case of the Saltzman-Lorenz model, it is possible to control the system about either of the two unstable equilibrium points representing clockwise and counterclockwise rotation of the convection roles in a parameter regime for which the uncontrolled solution would exhibit deterministic chaos.

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

NASA Astrophysics Data System (ADS)

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

2008-12-01

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

Global Seismic Imaging Based on Adjoint Tomography

NASA Astrophysics Data System (ADS)

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

2013-12-01

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

Ambient-noise Tomography of the Southern California Lithosphere

NASA Astrophysics Data System (ADS)

Basini, P.; Liu, Q.; Tape, C.

2012-12-01

We exploit the stacked ambient noise cross-correlation functions (NCF) to improve the 3-D velocity structures of southern California crust and upper mantle. NCFs are extracted between pairs of seismic stations as approximations to 3D Greens functions based on the assumption of diffuse wavefields. Thanks to the dense instrumental coverage in south California a high number (around 13000) of NCFs are available that allow us to reach anunprecedented high imaging resolution. The 3-D crustal model m16 of Tape et al. (2009) which describes the detailed crustal variation of southern California region is incorporated into the starting model of our adjoint tomographic inversions. The use of 3D initial model help reduce the nonlinearity of the inverse problem and the number of required iterations. We iteratively improve the velocity model by combining spectral-element (SEM) simulations of seismic wave propagation with Frechet derivatives computed by adjoint methods. The multi-taper traveltime misfit function that quantifies the difference between NCFs (measured over the windows of predominantly surface waves at the period range of 10-20 seconds) and 3D Greens functions for the current model also defines the adjoint sources which produces the necessary Frechet derivatives (sensitivity kernels) through an adjoint simulation. Interesting mantle heterogeneities are revealed due to the improved depth resolution of surface waves. The quality of inversion results may be assessed through the misfit between NCFs and Greens functions for the final model in terms of traveltime, amplitude as well as full waveform. An independent set of earthquakes data and synthetics may also be introduced to verify the final mode.

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

NASA Astrophysics Data System (ADS)

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

2009-12-01

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

Local error estimates for discontinuous solutions of nonlinear hyperbolic equations

NASA Technical Reports Server (NTRS)

Tadmor, Eitan

1989-01-01

Let u(x,t) be the possibly discontinuous entropy solution of a nonlinear scalar conservation law with smooth initial data. Suppose u sub epsilon(x,t) is the solution of an approximate viscosity regularization, where epsilon greater than 0 is the small viscosity amplitude. It is shown that by post-processing the small viscosity approximation u sub epsilon, pointwise values of u and its derivatives can be recovered with an error as close to epsilon as desired. The analysis relies on the adjoint problem of the forward error equation, which in this case amounts to a backward linear transport with discontinuous coefficients. The novelty of this approach is to use a (generalized) E-condition of the forward problem in order to deduce a W(exp 1,infinity) energy estimate for the discontinuous backward transport equation; this, in turn, leads one to an epsilon-uniform estimate on moments of the error u(sub epsilon) - u. This approach does not follow the characteristics and, therefore, applies mutatis mutandis to other approximate solutions such as E-difference schemes.

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 representation of the gradient of the misfit function. With the capability of computing both the value of the misfit function and its gradient, which assimilates the traveltime anomalies, we are ready to use a non-linear conjugate gradient algorithm to iteratively improve velocity models of southern California.

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

NASA Astrophysics Data System (ADS)

Nejati, A.; Mazaheri, K.

2017-11-01

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

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

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

Schanen, Michel; Marin, Oana; Zhang, Hong

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

Assimilation of seasonal chlorophyll and nutrient data into an adjoint three-dimensional ocean carbon cycle model: Sensitivity analysis and ecosystem parameter optimization

NASA Astrophysics Data System (ADS)

Tjiputra, Jerry F.; Polzin, Dierk; Winguth, Arne M. E.

2007-03-01

An adjoint method is applied to a three-dimensional global ocean biogeochemical cycle model to optimize the ecosystem parameters on the basis of SeaWiFS surface chlorophyll observation. We showed with identical twin experiments that the model simulated chlorophyll concentration is sensitive to perturbation of phytoplankton and zooplankton exudation, herbivore egestion as fecal pellets, zooplankton grazing, and the assimilation efficiency parameters. The assimilation of SeaWiFS chlorophyll data significantly improved the prediction of chlorophyll concentration, especially in the high-latitude regions. Experiments that considered regional variations of parameters yielded a high seasonal variance of ecosystem parameters in the high latitudes, but a low variance in the tropical regions. These experiments indicate that the adjoint model is, despite the many uncertainties, generally capable to optimize sensitive parameters and carbon fluxes in the euphotic zone. The best fit regional parameters predict a global net primary production of 36 Pg C yr-1, which lies within the range suggested by Antoine et al. (1996). Additional constraints of nutrient data from the World Ocean Atlas showed further reduction in the model-data misfit and that assimilation with extensive data sets is necessary.

Quantifying the sensitivity of post-glacial sea level change to laterally varying viscosity

NASA Astrophysics Data System (ADS)

Crawford, Ophelia; Al-Attar, David; Tromp, Jeroen; Mitrovica, Jerry X.; Austermann, Jacqueline; Lau, Harriet C. P.

2018-05-01

We present a method for calculating the derivatives of measurements of glacial isostatic adjustment (GIA) with respect to the viscosity structure of the Earth and the ice sheet history. These derivatives, or kernels, quantify the linearised sensitivity of measurements to the underlying model parameters. The adjoint method is used to enable efficient calculation of theoretically exact sensitivity kernels within laterally heterogeneous earth models that can have a range of linear or non-linear viscoelastic rheologies. We first present a new approach to calculate GIA in the time domain, which, in contrast to the more usual formulation in the Laplace domain, is well suited to continuously varying earth models and to the use of the adjoint method. Benchmarking results show excellent agreement between our formulation and previous methods. We illustrate the potential applications of the kernels calculated in this way through a range of numerical calculations relative to a spherically symmetric background model. The complex spatial patterns of the sensitivities are not intuitive, and this is the first time that such effects are quantified in an efficient and accurate manner.

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

NASA Astrophysics Data System (ADS)

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

2018-05-01

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

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

NASA Astrophysics Data System (ADS)

Zhou, Q.; Liu, L.

2017-12-01

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

Improvement of basal conditions knowledge in Antarctica using data assimilation methods

NASA Astrophysics Data System (ADS)

Mosbeux, C.; Gillet-Chaulet, F.; Gagliardini, O.

2017-12-01

The current global warming seems to have direct consequences on ice-sheet mass loss. Unfortunately, as highlighted in the last IPCC report, current ice-sheets models face several difficulties in assessing the future evolution of the dynamics of ice sheets for the next century. Indeed, projections are still plagued with high uncertainties partially due to the poor representation of occurring physical processes, but also due to the poor initialisation of ice flow models. More specifically, simulations are very sensitive to initial parameters such as the basal friction between ice-sheet and bedrock and the bedrock topography which are still badly known because of a lack of direct observations or large uncertainty on measurements. Improving the knowledge of these two parameters in Greenland and Antarctica is therefore a prerequisite for making reliable projections. Data assimilation methods have been developed in order to overcome this problem such as the Bayesian approach of Pralong and Gudmundsson (2009) or the adjoint method tested by Goldberg and Heimbach (2013) and Perego et al. (2014). The present work is based on two different assimilation algorithms to better constrain both basal drag and bedrock elevation parameters. The first algorithm is entirely based on the adjoint method while the second one uses an iterative method coupling inversion of basal friction based on an adjoint method and through an inversion of bedrock topography using a nudging method. Both algorithms have been implemented in the finite element ice sheet and ice flow model Elmer/Ice and have been tested in a twin experiment showing a clear improvement of both parameters knowledge (Mosbeux et al., 2016). Here, the methods are applied to a real 3D case in East Antarctica and with an ensemble method approach. The application of both algorithms reduces the uncertainty on basal conditions, for instance by providing more details to the basal geometry when compared to usual DEM. Moreover, as in the previous experiment, the reconstruction of both basal elevation and basal friction significantly decreases ice flux divergence anomalies when compared to classical methods where only the friction is inverted. Finally, we conduct prognostic simulations, allowing to assess the impact of the different initialisations obtained with the ensemble method.

Experimental estimation of convective heat transfer coefficient from pulsating semi-confined impingement air slot jet by using inverse method

NASA Astrophysics Data System (ADS)

Farahani, Somayeh Davoodabadi; Kowsary, Farshad

2017-09-01

An experimental study on pulsating impingement semi-confined slot jet has been performed. The effect of pulsations frequency was examined for various Reynolds numbers and Nozzle to plate distances. Convective heat transfer coefficient is estimated using the measured temperatures in the target plate and conjugate gradient method with adjoint equation. Heat transfer coefficient in Re < 3000 tended to increase with increasing frequency. The pulsations enhance mixing, which results in an enhancement of mean flow velocity. In case of turbulent jet (Re > 3000), heat transfer coefficient is affected by the pulsation from particular frequency. In this study, the threshold Strouhal number (St) is 0.11. No significant heat transfer enhancement was obtained for St < 0.11. The thermal resistance is smaller each time due to the newly forming thermal boundary layers. Heat transfer coefficient increases due to decrease thermal resistance. This study shows that maximum enhancement in heat transfer due to pulsations occurs in St = 0.169. Results show the configuration geometry has an important effect on the heat transfer performances in pulsed impinging jet. Heat transfer enhancement can be described to reflect flow by the confinement plate.

On the interpretation of the inverted kinetics equation and space-time calculations of the effectiveness of the VVER-1000 reactor scram system

NASA Astrophysics Data System (ADS)

Zizin, M. N.; Ivanov, L. D.

2013-12-01

In the present paper, an attempt is made to analyze the accuracy of calculating the effectiveness of the VVER-1000 reactor scram system by means of the inverted solution of the kinetics equation (ISKE). In the numerical studies in the intellectual ShIPR software system, the actuation of the reactor scram system with the possible jamming of one of the two most effective rods is simulated. First, the connection of functionals calculated in the space-time computation in different approximations with the kinetics equation is considered on the theoretical level. The formulas are presented in a manner facilitating their coding. Then, the results of processing of several such functions by the ISKE are presented. For estimating the effectiveness of the VVER-1000 reactor scram system, it is proposed to use the measured currents of ionization chambers (IC) jointly with calculated readings of IC imitators. In addition, the integral of the delayed neutron (DN) generation rate multiplied by the adjoint DN source over the volume of the reactor, calculated for the instant of time when insertion of safety rods ends, is used. This integral is necessary for taking into account the spatial reactivity effects. Reasonable agreement was attained for the considered example between the effectiveness of the scram system evaluated by this method and the values obtained by steady-state calculations as the difference of the reciprocal effective multiplication factors with withdrawn and inserted control rods. This agreement was attained with the use of eight-group DN parameters.

Crustal wavespeed structure of North Texas and Oklahoma based on ambient noise cross-correlation functions and adjoint tomography

NASA Astrophysics Data System (ADS)

Zhu, H.

2017-12-01

Recently, seismologists observed increasing seismicity in North Texas and Oklahoma. Based on seismic observations and other geophysical measurements, some studies suggested possible links between the increasing seismicity and wastewater injection during unconventional oil and gas exploration. To better monitor seismic events and investigate their mechanisms, we need an accurate 3D crustal wavespeed model for North Texas and Oklahoma. Considering the uneven distribution of earthquakes in this region, seismic tomography with local earthquake records have difficulties to achieve good illumination. To overcome this limitation, in this study, ambient noise cross-correlation functions are used to constrain subsurface variations in wavespeeds. I use adjoint tomography to iteratively fit frequency-dependent phase differences between observed and predicted band-limited Green's functions. The spectral-element method is used to numerically calculate the band-limited Green's functions and the adjoint method is used to calculate misfit gradients with respect to wavespeeds. 25 preconditioned conjugate gradient iterations are used to update model parameters and minimize data misfits. Features in the new crustal model M25 correlates with geological units in the study region, including the Llano uplift, the Anadarko basin and the Ouachita orogenic front. In addition, these seismic anomalies correlate with gravity and magnetic observations. This new model can be used to better constrain earthquake source parameters in North Texas and Oklahoma, such as epicenter location and moment tensor solutions, which are important for investigating potential relations between seismicity and unconventional oil and gas exploration.

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

NASA Astrophysics Data System (ADS)

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

2016-04-01

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

Deterministic Local Sensitivity Analysis of Augmented Systems - II: Applications to the QUENCH-04 Experiment Using the RELAP5/MOD3.2 Code System

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

Ionescu-Bujor, Mihaela; Jin Xuezhou; Cacuci, Dan G.

2005-09-15

The adjoint sensitivity analysis procedure for augmented systems for application to the RELAP5/MOD3.2 code system is illustrated. Specifically, the adjoint sensitivity model corresponding to the heat structure models in RELAP5/MOD3.2 is derived and subsequently augmented to the two-fluid adjoint sensitivity model (ASM-REL/TF). The end product, called ASM-REL/TFH, comprises the complete adjoint sensitivity model for the coupled fluid dynamics/heat structure packages of the large-scale simulation code RELAP5/MOD3.2. The ASM-REL/TFH model is validated by computing sensitivities to the initial conditions for various time-dependent temperatures in the test bundle of the Quench-04 reactor safety experiment. This experiment simulates the reflooding with water ofmore » uncovered, degraded fuel rods, clad with material (Zircaloy-4) that has the same composition and size as that used in typical pressurized water reactors. The most important response for the Quench-04 experiment is the time evolution of the cladding temperature of heated fuel rods. The ASM-REL/TFH model is subsequently used to perform an illustrative sensitivity analysis of this and other time-dependent temperatures within the bundle. The results computed by using the augmented adjoint sensitivity system, ASM-REL/TFH, highlight the reliability, efficiency, and usefulness of the adjoint sensitivity analysis procedure for computing time-dependent sensitivities.« less

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

NASA Technical Reports Server (NTRS)

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

2005-01-01

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

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

NASA Astrophysics Data System (ADS)

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

2017-12-01

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

Detection of critical PM2.5 emission sources and their contributions to a heavy haze episode in Beijing, China, using an adjoint model

NASA Astrophysics Data System (ADS)

Zhai, Shixian; An, Xingqin; Zhao, Tianliang; Sun, Zhaobin; Wang, Wei; Hou, Qing; Guo, Zengyuan; Wang, Chao

2018-05-01

Air pollution sources and their regional transport are important issues for air quality control. The Global-Regional Assimilation and Prediction System coupled with the China Meteorological Administration Unified Atmospheric Chemistry Environment (GRAPES-CUACE) aerosol adjoint model was applied to detect the sensitive primary emission sources of a haze episode in Beijing occurring between 19 and 21 November 2012. The high PM2.5 concentration peaks occurring at 05:00 and 23:00 LT (GMT+8) over Beijing on 21 November 2012 were set as the cost functions for the aerosol adjoint model. The critical emission regions of the first PM2.5 concentration peak were tracked to the west and south of Beijing, with 2 to 3 days of cumulative transport of air pollutants to Beijing. The critical emission regions of the second peak were mainly located to the south of Beijing, where southeasterly moist air transport led to the hygroscopic growth of particles and pollutant convergence in front of the Taihang Mountains during the daytime on 21 November. The temporal variations in the sensitivity coefficients for the two PM2.5 concentration peaks revealed that the response time of the onset of Beijing haze pollution from the local primary emissions is approximately 1-2 h and that from the surrounding primary emissions it is approximately 7-12 h. The upstream Hebei province has the largest impact on the two PM2.5 concentration peaks, and the contribution of emissions from Hebei province to the first PM2.5 concentration peak (43.6 %) is greater than that to the second PM2.5 concentration peak (41.5 %). The second most influential province for the 05:00 LT PM2.5 concentration peak is Beijing (31.2 %), followed by Shanxi (9.8 %), Tianjin (9.8 %), and Shandong (5.7 %). The second most influential province for the 23:00 LT PM2.5 concentration peak is Beijing (35.7 %), followed by Shanxi (8.1 %), Shandong (8.0 %), and Tianjin (6.7 %). The adjoint model results were compared with the forward sensitivity simulations of the Models-3/CMAQ system. The two modeling approaches are highly comparable in their assessments of atmospheric pollution control schemes for critical emission regions, but the adjoint method has higher computational efficiency than the forward sensitivity method. The results also imply that critical regional emission reduction could be more efficient than individual peak emission control for improving regional PM2.5 air quality.

3D optical tomography in the presence of void regions

NASA Astrophysics Data System (ADS)

Riley, J.; Dehghani, Hamid; Schweiger, Martin; Arridge, Simon R.; Ripoll, Jorge; Nieto-Vesperinas, Manuel

2000-12-01

We present an investigation of the effect of a 3D non-scattering gap region on image reconstruction in diffuse optical tomography. The void gap is modelled by the Radiosity-Diffusion method and the inverse problem is solved using the adjoint field method. The case of a sphere with concentric spherical gap is used as an example.

3D optical tomography in the presence of void regions.

PubMed

Riley, J; Dehghani, H; Schweiger, M; Arridge, S; Ripoll, J; Nieto-Vesperinas, M

2000-12-18

We present an investigation of the effect of a 3D non-scattering gap region on image reconstruction in diffuse optical tomography. The void gap is modelled by the Radiosity-Diffusion method and the inverse problem is solved using the adjoint field method. The case of a sphere with concentric spherical gap is used as an example.

Lossy Wavefield Compression for Full-Waveform Inversion

NASA Astrophysics Data System (ADS)

Boehm, C.; Fichtner, A.; de la Puente, J.; Hanzich, M.

2015-12-01

We present lossy compression techniques, tailored to the inexact computation of sensitivity kernels, that significantly reduce the memory requirements of adjoint-based minimization schemes. Adjoint methods are a powerful tool to solve tomography problems in full-waveform inversion (FWI). Yet they face the challenge of massive memory requirements caused by the opposite directions of forward and adjoint simulations and the necessity to access both wavefields simultaneously during the computation of the sensitivity kernel. Thus, storage, I/O operations, and memory bandwidth become key topics in FWI. In this talk, we present strategies for the temporal and spatial compression of the forward wavefield. This comprises re-interpolation with coarse time steps and an adaptive polynomial degree of the spectral element shape functions. In addition, we predict the projection errors on a hierarchy of grids and re-quantize the residuals with an adaptive floating-point accuracy to improve the approximation. Furthermore, we use the first arrivals of adjoint waves to identify "shadow zones" that do not contribute to the sensitivity kernel at all. Updating and storing the wavefield within these shadow zones is skipped, which reduces memory requirements and computational costs at the same time. Compared to check-pointing, our approach has only a negligible computational overhead, utilizing the fact that a sufficiently accurate sensitivity kernel does not require a fully resolved forward wavefield. Furthermore, we use adaptive compression thresholds during the FWI iterations to ensure convergence. Numerical experiments on the reservoir scale and for the Western Mediterranean prove the high potential of this approach with an effective compression factor of 500-1000. Furthermore, it is computationally cheap and easy to integrate in both, finite-differences and finite-element wave propagation codes.

FW/CADIS-O: An Angle-Informed Hybrid Method for Neutron Transport

NASA Astrophysics Data System (ADS)

Munk, Madicken

The development of methods for deep-penetration radiation transport is of continued importance for radiation shielding, nonproliferation, nuclear threat reduction, and medical applications. As these applications become more ubiquitous, the need for transport methods that can accurately and reliably model the systems' behavior will persist. For these types of systems, hybrid methods are often the best choice to obtain a reliable answer in a short amount of time. Hybrid methods leverage the speed and uniform uncertainty distribution of a deterministic solution to bias Monte Carlo transport to reduce the variance in the solution. At present, the Consistent Adjoint-Driven Importance Sampling (CADIS) and Forward-Weighted CADIS (FW-CADIS) hybrid methods are the gold standard by which to model systems that have deeply-penetrating radiation. They use an adjoint scalar flux to generate variance reduction parameters for Monte Carlo. However, in problems where there exists strong anisotropy in the flux, CADIS and FW-CADIS are not as effective at reducing the problem variance as isotropic problems. This dissertation covers the theoretical background, implementation of, and characteri- zation of a set of angle-informed hybrid methods that can be applied to strongly anisotropic deep-penetration radiation transport problems. These methods use a forward-weighted adjoint angular flux to generate variance reduction parameters for Monte Carlo. As a result, they leverage both adjoint and contributon theory for variance reduction. They have been named CADIS-O and FW-CADIS-O. To characterize CADIS-O, several characterization problems with flux anisotropies were devised. These problems contain different physical mechanisms by which flux anisotropy is induced. Additionally, a series of novel anisotropy metrics by which to quantify flux anisotropy are used to characterize the methods beyond standard Figure of Merit (FOM) and relative error metrics. As a result, a more thorough investigation into the effects of anisotropy and the degree of anisotropy on Monte Carlo convergence is possible. The results from the characterization of CADIS-O show that it performs best in strongly anisotropic problems that have preferential particle flowpaths, but only if the flowpaths are not comprised of air. Further, the characterization of the method's sensitivity to deterministic angular discretization showed that CADIS-O has less sensitivity to discretization than CADIS for both quadrature order and PN order. However, more variation in the results were observed in response to changing quadrature order than PN order. Further, as a result of the forward-normalization in the O-methods, ray effect mitigation was observed in many of the characterization problems. The characterization of the CADIS-O-method in this dissertation serves to outline a path forward for further hybrid methods development. In particular, the response that the O-method has with changes in quadrature order, PN order, and on ray effect mitigation are strong indicators that the method is more resilient than its predecessors to strong anisotropies in the flux. With further method characterization, the full potential of the O-methods can be realized. The method can then be applied to geometrically complex, materially diverse problems and help to advance system modelling in deep-penetration radiation transport problems with strong anisotropies in the flux.

Electrical Resistivity Tomography using a finite element based BFGS algorithm with algebraic multigrid preconditioning

NASA Astrophysics Data System (ADS)

Codd, A. L.; Gross, L.

2018-03-01

We present a new inversion method for Electrical Resistivity Tomography which, in contrast to established approaches, minimizes the cost function prior to finite element discretization for the unknown electric conductivity and electric potential. Minimization is performed with the Broyden-Fletcher-Goldfarb-Shanno method (BFGS) in an appropriate function space. BFGS is self-preconditioning and avoids construction of the dense Hessian which is the major obstacle to solving large 3-D problems using parallel computers. In addition to the forward problem predicting the measurement from the injected current, the so-called adjoint problem also needs to be solved. For this problem a virtual current is injected through the measurement electrodes and an adjoint electric potential is obtained. The magnitude of the injected virtual current is equal to the misfit at the measurement electrodes. This new approach has the advantage that the solution process of the optimization problem remains independent to the meshes used for discretization and allows for mesh adaptation during inversion. Computation time is reduced by using superposition of pole loads for the forward and adjoint problems. A smoothed aggregation algebraic multigrid (AMG) preconditioned conjugate gradient is applied to construct the potentials for a given electric conductivity estimate and for constructing a first level BFGS preconditioner. Through the additional reuse of AMG operators and coarse grid solvers inversion time for large 3-D problems can be reduced further. We apply our new inversion method to synthetic survey data created by the resistivity profile representing the characteristics of subsurface fluid injection. We further test it on data obtained from a 2-D surface electrode survey on Heron Island, a small tropical island off the east coast of central Queensland, Australia.

Chromotomography for a rotating-prism instrument using backprojection, then filtering.

PubMed

Deming, Ross W

2006-08-01

A simple closed-form solution is derived for reconstructing a 3D spatial-chromatic image cube from a set of chromatically dispersed 2D image frames. The algorithm is tailored for a particular instrument in which the dispersion element is a matching set of mechanically rotated direct vision prisms positioned between a lens and a focal plane array. By using a linear operator formalism to derive the Tikhonov-regularized pseudoinverse operator, it is found that the unique minimum-norm solution is obtained by applying the adjoint operator, followed by 1D filtering with respect to the chromatic variable. Thus the filtering and backprojection (adjoint) steps are applied in reverse order relative to an existing method. Computational efficiency is provided by use of the fast Fourier transform in the filtering step.

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Quantum gravitational collapse as a Dirac particle on the half line

NASA Astrophysics Data System (ADS)

Hassan, Syed Moeez; Husain, Viqar; Ziprick, Jonathan

2018-05-01

We show that the quantum dynamics of a thin spherical shell in general relativity is equivalent to the Coulomb-Dirac equation on the half line. The Hamiltonian has a one-parameter family of self-adjoint extensions with a discrete energy spectrum |E |m , where m is the rest mass of the shell and E is the Arnowitt-Deser-Misner mass. For sufficiently large m , the ground state energy level is negative. This suggests that classical positivity of energy does not survive quantization. The scattering states provide a realization of singularity avoidance. We speculate on the consequences of these results for black hole radiation.

On the problem of time in quantum mechanics

NASA Astrophysics Data System (ADS)

Bauer, M.

2017-05-01

The problem of time in quantum mechanics (QM) concerns the fact that in the Schrödinger equation time is a parameter, not an operator. Pauli's objection to a time-energy uncertainty relation analogue to the position-momentum one, conjectured by Heisenberg early on, seemed to exclude the existence of such an operator. However Dirac's formulation of an electron's relativistic QM does allow the introduction of a dynamical time operator that is self-adjoint. Consequently, it can be considered as the generator of a unitary transformation of the system, as well as an additional system observable subject to uncertainty. In the present paper these aspects are examined within the standard framework of relativistic QM.

A theoretical approach for analyzing the restabilization of wakes

NASA Astrophysics Data System (ADS)

Hill, D. C.

1992-04-01

Recently reported experimental results demonstrate that restabilization of the low-Reynolds-number flow past a circular cylinder can be achieved by the placement of a smaller cylinder in the wake of the first at particular locations. Traditional numerical procedures for modeling such phenomena are computationally expensive. An approach is presented here in which the properties of the adjoint solutions to the linearized equations of motion are exploited to map quickly the best positions for the small cylinder's placement. Comparisons with experiment and previous computations are favorable. The approach is shown to be applicable to general flows, illustrating how strongly control mechanisms that involve sources of momentum couple to unstable (or stable) modes of the system.

Method for computationally efficient design of dielectric laser accelerator structures

DOE PAGES

Hughes, Tyler; Veronis, Georgios; Wootton, Kent P.; ...

2017-06-22

Here, dielectric microstructures have generated much interest in recent years as a means of accelerating charged particles when powered by solid state lasers. The acceleration gradient (or particle energy gain per unit length) is an important figure of merit. To design structures with high acceleration gradients, we explore the adjoint variable method, a highly efficient technique used to compute the sensitivity of an objective with respect to a large number of parameters. With this formalism, the sensitivity of the acceleration gradient of a dielectric structure with respect to its entire spatial permittivity distribution is calculated by the use of onlymore » two full-field electromagnetic simulations, the original and ‘adjoint’. The adjoint simulation corresponds physically to the reciprocal situation of a point charge moving through the accelerator gap and radiating. Using this formalism, we perform numerical optimizations aimed at maximizing acceleration gradients, which generate fabricable structures of greatly improved performance in comparison to previously examined geometries.« less

A practical globalization of one-shot optimization for optimal design of tokamak divertors

NASA Astrophysics Data System (ADS)

Blommaert, Maarten; Dekeyser, Wouter; Baelmans, Martine; Gauger, Nicolas R.; Reiter, Detlev

2017-01-01

In past studies, nested optimization methods were successfully applied to design of the magnetic divertor configuration in nuclear fusion reactors. In this paper, so-called one-shot optimization methods are pursued. Due to convergence issues, a globalization strategy for the one-shot solver is sought. Whereas Griewank introduced a globalization strategy using a doubly augmented Lagrangian function that includes primal and adjoint residuals, its practical usability is limited by the necessity of second order derivatives and expensive line search iterations. In this paper, a practical alternative is offered that avoids these drawbacks by using a regular augmented Lagrangian merit function that penalizes only state residuals. Additionally, robust rank-two Hessian estimation is achieved by adaptation of Powell's damped BFGS update rule. The application of the novel one-shot approach to magnetic divertor design is considered in detail. For this purpose, the approach is adapted to be complementary with practical in parts adjoint sensitivities. Using the globalization strategy, stable convergence of the one-shot approach is achieved.

Cart3D Simulations for the First AIAA Sonic Boom Prediction Workshop

NASA Technical Reports Server (NTRS)

Aftosmis, Michael J.; Nemec, Marian

2014-01-01

Simulation results for the First AIAA Sonic Boom Prediction Workshop (LBW1) are presented using an inviscid, embedded-boundary Cartesian mesh method. The method employs adjoint-based error estimation and adaptive meshing to automatically determine resolution requirements of the computational domain. Results are presented for both mandatory and optional test cases. These include an axisymmetric body of revolution, a 69deg delta wing model and a complete model of the Lockheed N+2 supersonic tri-jet with V-tail and flow through nacelles. In addition to formal mesh refinement studies and examination of the adjoint-based error estimates, mesh convergence is assessed by presenting simulation results for meshes at several resolutions which are comparable in size to the unstructured grids distributed by the workshop organizers. Data provided includes both the pressure signals required by the workshop and information on code performance in both memory and processing time. Various enhanced techniques offering improved simulation efficiency will be demonstrated and discussed.

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

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

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

2015-03-15

Properties of integration schemes for solenoidal fields in three dimensions are studied, with a focus on integrating magnetic field lines in a plasma using adaptive time stepping. It is shown that implicit midpoint (IM) and a scheme we call three-dimensional leapfrog (LF) can do a good job (in the sense of preserving KAM tori) of integrating fields that are reversible, or (for LF) have a “special divergence-free” (SDF) property. We review the notion of a self-adjoint scheme, showing that such schemes are at least second order accurate and can always be formed by composing an arbitrary scheme with its adjoint.more » We also review the concept of reversibility, showing that a reversible but not exactly volume-preserving scheme can lead to a fractal invariant measure in a chaotic region, although this property may not often be observable. We also show numerical results indicating that the IM and LF schemes can fail to preserve KAM tori when the reversibility property (and the SDF property for LF) of the field is broken. We discuss extensions to measure preserving flows, the integration of magnetic field lines in a plasma and the integration of rays for several plasma waves. The main new result of this paper relates to non-uniform time stepping for volume-preserving flows. We investigate two potential schemes, both based on the general method of Feng and Shang [Numer. Math. 71, 451 (1995)], in which the flow is integrated in split time steps, each Hamiltonian in two dimensions. The first scheme is an extension of the method of extended phase space, a well-proven method of symplectic integration with non-uniform time steps. This method is found not to work, and an explanation is given. The second method investigated is a method based on transformation to canonical variables for the two split-step Hamiltonian systems. This method, which is related to the method of non-canonical generating functions of Richardson and Finn [Plasma Phys. Controlled Fusion 54, 014004 (2012)], appears to work very well.« less

Distribution theory for Schrödinger’s integral equation

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

Lange, Rutger-Jan, E-mail: rutger-jan.lange@cantab.net

2015-12-15

Much of the literature on point interactions in quantum mechanics has focused on the differential form of Schrödinger’s equation. This paper, in contrast, investigates the integral form of Schrödinger’s equation. While both forms are known to be equivalent for smooth potentials, this is not true for distributional potentials. Here, we assume that the potential is given by a distribution defined on the space of discontinuous test functions. First, by using Schrödinger’s integral equation, we confirm a seminal result by Kurasov, which was originally obtained in the context of Schrödinger’s differential equation. This hints at a possible deeper connection between bothmore » forms of the equation. We also sketch a generalisation of Kurasov’s [J. Math. Anal. Appl. 201(1), 297–323 (1996)] result to hypersurfaces. Second, we derive a new closed-form solution to Schrödinger’s integral equation with a delta prime potential. This potential has attracted considerable attention, including some controversy. Interestingly, the derived propagator satisfies boundary conditions that were previously derived using Schrödinger’s differential equation. Third, we derive boundary conditions for “super-singular” potentials given by higher-order derivatives of the delta potential. These boundary conditions cannot be incorporated into the normal framework of self-adjoint extensions. We show that the boundary conditions depend on the energy of the solution and that probability is conserved. This paper thereby confirms several seminal results and derives some new ones. In sum, it shows that Schrödinger’s integral equation is a viable tool for studying singular interactions in quantum mechanics.« less

Hydraulic Conductivity Estimation using Bayesian Model Averaging and Generalized Parameterization

NASA Astrophysics Data System (ADS)

Tsai, F. T.; Li, X.

2006-12-01

Non-uniqueness in parameterization scheme is an inherent problem in groundwater inverse modeling due to limited data. To cope with the non-uniqueness problem of parameterization, we introduce a Bayesian Model Averaging (BMA) method to integrate a set of selected parameterization methods. The estimation uncertainty in BMA includes the uncertainty in individual parameterization methods as the within-parameterization variance and the uncertainty from using different parameterization methods as the between-parameterization variance. Moreover, the generalized parameterization (GP) method is considered in the geostatistical framework in this study. The GP method aims at increasing the flexibility of parameterization through the combination of a zonation structure and an interpolation method. The use of BMP with GP avoids over-confidence in a single parameterization method. A normalized least-squares estimation (NLSE) is adopted to calculate the posterior probability for each GP. We employee the adjoint state method for the sensitivity analysis on the weighting coefficients in the GP method. The adjoint state method is also applied to the NLSE problem. The proposed methodology is implemented to the Alamitos Barrier Project (ABP) in California, where the spatially distributed hydraulic conductivity is estimated. The optimal weighting coefficients embedded in GP are identified through the maximum likelihood estimation (MLE) where the misfits between the observed and calculated groundwater heads are minimized. The conditional mean and conditional variance of the estimated hydraulic conductivity distribution using BMA are obtained to assess the estimation uncertainty.

The Hartree Equation for Infinitely Many Particles I. Well-Posedness Theory

NASA Astrophysics Data System (ADS)

Lewin, Mathieu; Sabin, Julien

2015-02-01

We show local and global well-posedness results for the Hartree equation where γ is a bounded self-adjoint operator on , ρ γ ( x) = γ( x, x) and w is a smooth short-range interaction potential. The initial datum γ(0) is assumed to be a perturbation of a translation-invariant state γ f = f(-Δ) which describes a quantum system with an infinite number of particles, such as the Fermi sea at zero temperature, or the Fermi-Dirac and Bose-Einstein gases at positive temperature. Global well-posedness follows from the conservation of the relative (free) energy of the state γ( t), counted relatively to the stationary state γ f . We indeed use a general notion of relative entropy, which allows us to treat a wide class of stationary states f(-Δ). Our results are based on a Lieb-Thirring inequality at positive density and on a recent Strichartz inequality for orthonormal functions, which are both due to Frank, Lieb, Seiringer and the first author of this article.

POD/DEIM reduced-order strategies for efficient four dimensional variational data assimilation

NASA Astrophysics Data System (ADS)

Ştefănescu, R.; Sandu, A.; Navon, I. M.

2015-08-01

This work studies reduced order modeling (ROM) approaches to speed up the solution of variational data assimilation problems with large scale nonlinear dynamical models. It is shown that a key requirement for a successful reduced order solution is that reduced order Karush-Kuhn-Tucker conditions accurately represent their full order counterparts. In particular, accurate reduced order approximations are needed for the forward and adjoint dynamical models, as well as for the reduced gradient. New strategies to construct reduced order based are developed for proper orthogonal decomposition (POD) ROM data assimilation using both Galerkin and Petrov-Galerkin projections. For the first time POD, tensorial POD, and discrete empirical interpolation method (DEIM) are employed to develop reduced data assimilation systems for a geophysical flow model, namely, the two dimensional shallow water equations. Numerical experiments confirm the theoretical framework for Galerkin projection. In the case of Petrov-Galerkin projection, stabilization strategies must be considered for the reduced order models. The new reduced order shallow water data assimilation system provides analyses similar to those produced by the full resolution data assimilation system in one tenth of the computational time.

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

NASA Astrophysics Data System (ADS)

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

2018-04-01

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

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

NASA Astrophysics Data System (ADS)

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

2018-07-01

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

Crustal wavespeed structure of North Texas and Oklahoma based on ambient noise cross-correlation functions and adjoint tomography

NASA Astrophysics Data System (ADS)

Zhu, Hejun

2018-04-01

Recently, seismologists observed increasing seismicity in North Texas and Oklahoma. Based on seismic observations and other geophysical measurements, numerous studies suggested links between the increasing seismicity and wastewater injection during unconventional oil and gas exploration. To better monitor seismic events and investigate their triggering mechanisms, we need an accurate 3D crustal wavespeed model for the study region. Considering the uneven distribution of earthquakes in this area, seismic tomography with local earthquake records have difficulties achieving even illumination. To overcome this limitation, in this study, ambient noise cross-correlation functions are used to constrain subsurface variations in wavespeeds. I use adjoint tomography to iteratively fit frequency-dependent phase differences between observed and predicted band-limited Green's functions. The spectral-element method is used to numerically calculate the band-limited Green's functions and the adjoint method is used to calculate misfit gradients with respect to wavespeeds. Twenty five preconditioned conjugate gradient iterations are used to update model parameters and minimize data misfits. Features in the new crustal model TO25 correlates well with geological provinces in the study region, including the Llano uplift, the Anadarko basin and the Ouachita orogenic front, etc. In addition, there are relatively good correlations between seismic results with gravity and magnetic observations. This new crustal model can be used to better constrain earthquake source parameters in North Texas and Oklahoma, such as epicenter location as well as moment tensor solutions, which are important for investigating triggering mechanisms between these induced earthquakes and unconventional oil and gas exploration activities.

Overdetermined shooting methods for computing standing water waves with spectral accuracy

NASA Astrophysics Data System (ADS)

Wilkening, Jon; Yu, Jia

2012-01-01

A high-performance shooting algorithm is developed to compute time-periodic solutions of the free-surface Euler equations with spectral accuracy in double and quadruple precision. The method is used to study resonance and its effect on standing water waves. We identify new nucleation mechanisms in which isolated large-amplitude solutions, and closed loops of such solutions, suddenly exist for depths below a critical threshold. We also study degenerate and secondary bifurcations related to Wilton's ripples in the traveling case, and explore the breakdown of self-similarity at the crests of extreme standing waves. In shallow water, we find that standing waves take the form of counter-propagating solitary waves that repeatedly collide quasi-elastically. In deep water with surface tension, we find that standing waves resemble counter-propagating depression waves. We also discuss the existence and non-uniqueness of solutions, and smooth versus erratic dependence of Fourier modes on wave amplitude and fluid depth. In the numerical method, robustness is achieved by posing the problem as an overdetermined nonlinear system and using either adjoint-based minimization techniques or a quadratically convergent trust-region method to minimize the objective function. Efficiency is achieved in the trust-region approach by parallelizing the Jacobian computation, so the setup cost of computing the Dirichlet-to-Neumann operator in the variational equation is not repeated for each column. Updates of the Jacobian are also delayed until the previous Jacobian ceases to be useful. Accuracy is maintained using spectral collocation with optional mesh refinement in space, a high-order Runge-Kutta or spectral deferred correction method in time and quadruple precision for improved navigation of delicate regions of parameter space as well as validation of double-precision results. Implementation issues for transferring much of the computation to a graphic processing units are briefly discussed, and the performance of the algorithm is tested for a number of hardware configurations.

A Scalable, Parallel Approach for Multi-Point, High-Fidelity Aerostructural Optimization of Aircraft Configurations

NASA Astrophysics Data System (ADS)

Kenway, Gaetan K. W.

This thesis presents new tools and techniques developed to address the challenging problem of high-fidelity aerostructural optimization with respect to large numbers of design variables. A new mesh-movement scheme is developed that is both computationally efficient and sufficiently robust to accommodate large geometric design changes and aerostructural deformations. A fully coupled Newton-Krylov method is presented that accelerates the convergence of aerostructural systems and provides a 20% performance improvement over the traditional nonlinear block Gauss-Seidel approach and can handle more exible structures. A coupled adjoint method is used that efficiently computes derivatives for a gradient-based optimization algorithm. The implementation uses only machine accurate derivative techniques and is verified to yield fully consistent derivatives by comparing against the complex step method. The fully-coupled large-scale coupled adjoint solution method is shown to have 30% better performance than the segregated approach. The parallel scalability of the coupled adjoint technique is demonstrated on an Euler Computational Fluid Dynamics (CFD) model with more than 80 million state variables coupled to a detailed structural finite-element model of the wing with more than 1 million degrees of freedom. Multi-point high-fidelity aerostructural optimizations of a long-range wide-body, transonic transport aircraft configuration are performed using the developed techniques. The aerostructural analysis employs Euler CFD with a 2 million cell mesh and a structural finite element model with 300 000 DOF. Two design optimization problems are solved: one where takeoff gross weight is minimized, and another where fuel burn is minimized. Each optimization uses a multi-point formulation with 5 cruise conditions and 2 maneuver conditions. The optimization problems have 476 design variables are optimal results are obtained within 36 hours of wall time using 435 processors. The TOGW minimization results in a 4.2% reduction in TOGW with a 6.6% fuel burn reduction, while the fuel burn optimization resulted in a 11.2% fuel burn reduction with no change to the takeoff gross weight.

A predictive control framework for optimal energy extraction of wind farms

NASA Astrophysics Data System (ADS)

Vali, M.; van Wingerden, J. W.; Boersma, S.; Petrović, V.; Kühn, M.

2016-09-01

This paper proposes an adjoint-based model predictive control for optimal energy extraction of wind farms. It employs the axial induction factor of wind turbines to influence their aerodynamic interactions through the wake. The performance index is defined here as the total power production of the wind farm over a finite prediction horizon. A medium-fidelity wind farm model is utilized to predict the inflow propagation in advance. The adjoint method is employed to solve the formulated optimization problem in a cost effective way and the first part of the optimal solution is implemented over the control horizon. This procedure is repeated at the next controller sample time providing the feedback into the optimization. The effectiveness and some key features of the proposed approach are studied for a two turbine test case through simulations.

3D tomographic reconstruction using geometrical models

NASA Astrophysics Data System (ADS)

Battle, Xavier L.; Cunningham, Gregory S.; Hanson, Kenneth M.

1997-04-01

We address the issue of reconstructing an object of constant interior density in the context of 3D tomography where there is prior knowledge about the unknown shape. We explore the direct estimation of the parameters of a chosen geometrical model from a set of radiographic measurements, rather than performing operations (segmentation for example) on a reconstructed volume. The inverse problem is posed in the Bayesian framework. A triangulated surface describes the unknown shape and the reconstruction is computed with a maximum a posteriori (MAP) estimate. The adjoint differentiation technique computes the derivatives needed for the optimization of the model parameters. We demonstrate the usefulness of the approach and emphasize the techniques of designing forward and adjoint codes. We use the system response of the University of Arizona Fast SPECT imager to illustrate this method by reconstructing the shape of a heart phantom.

Efficient Gradient-Based Shape Optimization Methodology Using Inviscid/Viscous CFD

NASA Technical Reports Server (NTRS)

Baysal, Oktay

1997-01-01

The formerly developed preconditioned-biconjugate-gradient (PBCG) solvers for the analysis and the sensitivity equations had resulted in very large error reductions per iteration; quadratic convergence was achieved whenever the solution entered the domain of attraction to the root. Its memory requirement was also lower as compared to a direct inversion solver. However, this memory requirement was high enough to preclude the realistic, high grid-density design of a practical 3D geometry. This limitation served as the impetus to the first-year activity (March 9, 1995 to March 8, 1996). Therefore, the major activity for this period was the development of the low-memory methodology for the discrete-sensitivity-based shape optimization. This was accomplished by solving all the resulting sets of equations using an alternating-direction-implicit (ADI) approach. The results indicated that shape optimization problems which required large numbers of grid points could be resolved with a gradient-based approach. Therefore, to better utilize the computational resources, it was recommended that a number of coarse grid cases, using the PBCG method, should initially be conducted to better define the optimization problem and the design space, and obtain an improved initial shape. Subsequently, a fine grid shape optimization, which necessitates using the ADI method, should be conducted to accurately obtain the final optimized shape. The other activity during this period was the interaction with the members of the Aerodynamic and Aeroacoustic Methods Branch of Langley Research Center during one stage of their investigation to develop an adjoint-variable sensitivity method using the viscous flow equations. This method had algorithmic similarities to the variational sensitivity methods and the control-theory approach. However, unlike the prior studies, it was considered for the three-dimensional, viscous flow equations. The major accomplishment in the second period of this project (March 9, 1996 to March 8, 1997) was the extension of the shape optimization methodology for the Thin-Layer Navier-Stokes equations. Both the Euler-based and the TLNS-based analyses compared with the analyses obtained using the CFL3D code. The sensitivities, again from both levels of the flow equations, also compared very well with the finite-differenced sensitivities. A fairly large set of shape optimization cases were conducted to study a number of issues previously not well understood. The testbed for these cases was the shaping of an arrow wing in Mach 2.4 flow. All the final shapes, obtained either from a coarse-grid-based or a fine-grid-based optimization, using either a Euler-based or a TLNS-based analysis, were all re-analyzed using a fine-grid, TLNS solution for their function evaluations. This allowed for a more fair comparison of their relative merits. From the aerodynamic performance standpoint, the fine-grid TLNS-based optimization produced the best shape, and the fine-grid Euler-based optimization produced the lowest cruise efficiency.

ADJOINT METHOD FOR OBTAINING BACKWARD-IN-TIME LOCATION AND TRAVEL TIME PROBABILITIES OF A CONSERVATIVE GROUNDWATER CONTAMINANT. (U915324)

EPA Science Inventory

The perspectives, information and conclusions conveyed in research project abstracts, progress reports, final reports, journal abstracts and journal publications convey the viewpoints of the principal investigator and may not represent the views and policies of ORD and EPA. Concl...

Assimilating Remote Ammonia Observations with a Refined Aerosol Thermodynamics Adjoint"

EPA Science Inventory

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

A hybrid (Monte Carlo/deterministic) approach for multi-dimensional radiation transport

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

Bal, Guillaume, E-mail: gb2030@columbia.edu; Davis, Anthony B., E-mail: Anthony.B.Davis@jpl.nasa.gov; Kavli Institute for Theoretical Physics, Kohn Hall, University of California, Santa Barbara, CA 93106-4030

2011-08-20

Highlights: {yields} We introduce a variance reduction scheme for Monte Carlo (MC) transport. {yields} The primary application is atmospheric remote sensing. {yields} The technique first solves the adjoint problem using a deterministic solver. {yields} Next, the adjoint solution is used as an importance function for the MC solver. {yields} The adjoint problem is solved quickly since it ignores the volume. - Abstract: A novel hybrid Monte Carlo transport scheme is demonstrated in a scene with solar illumination, scattering and absorbing 2D atmosphere, a textured reflecting mountain, and a small detector located in the sky (mounted on a satellite or amore » airplane). It uses a deterministic approximation of an adjoint transport solution to reduce variance, computed quickly by ignoring atmospheric interactions. This allows significant variance and computational cost reductions when the atmospheric scattering and absorption coefficient are small. When combined with an atmospheric photon-redirection scheme, significant variance reduction (equivalently acceleration) is achieved in the presence of atmospheric interactions.« less

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

NASA Astrophysics Data System (ADS)

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

2017-09-01

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

Reduction by symmetries in singular quantum-mechanical problems: General scheme and application to Aharonov-Bohm model

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

Smirnov, A. G., E-mail: smirnov@lpi.ru

2015-12-15

We develop a general technique for finding self-adjoint extensions of a symmetric operator that respects a given set of its symmetries. Problems of this type naturally arise when considering two- and three-dimensional Schrödinger operators with singular potentials. The approach is based on constructing a unitary transformation diagonalizing the symmetries and reducing the initial operator to the direct integral of a suitable family of partial operators. We prove that symmetry preserving self-adjoint extensions of the initial operator are in a one-to-one correspondence with measurable families of self-adjoint extensions of partial operators obtained by reduction. The general scheme is applied to themore » three-dimensional Aharonov-Bohm Hamiltonian describing the electron in the magnetic field of an infinitely thin solenoid. We construct all self-adjoint extensions of this Hamiltonian, invariant under translations along the solenoid and rotations around it, and explicitly find their eigenfunction expansions.« less

Adjoint-Based Uncertainty Quantification with MCNP

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

Seifried, Jeffrey E.

2011-09-01

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

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

NASA Technical Reports Server (NTRS)

Olsen, Mark A.; Andrews, Arlyn E.

2003-01-01

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

On universal knot polynomials

NASA Astrophysics Data System (ADS)

Mironov, A.; Mkrtchyan, R.; Morozov, A.

2016-02-01

We present a universal knot polynomials for 2- and 3-strand torus knots in adjoint representation, by universalization of appropriate Rosso-Jones formula. According to universality, these polynomials coincide with adjoined colored HOMFLY and Kauffman polynomials at SL and SO/Sp lines on Vogel's plane, respectively and give their exceptional group's counterparts on exceptional line. We demonstrate that [m,n]=[n,m] topological invariance, when applicable, take place on the entire Vogel's plane. We also suggest the universal form of invariant of figure eight knot in adjoint representation, and suggest existence of such universalization for any knot in adjoint and its descendant representations. Properties of universal polynomials and applications of these results are discussed.

Inversion of airborne tensor VLF data using integral equations

NASA Astrophysics Data System (ADS)

Kamm, Jochen; Pedersen, Laust B.

2014-08-01

The Geological Survey of Sweden has been collecting airborne tensor very low frequency data (VLF) over several decades, covering large parts of the country. The data has been an invaluable source of information for identifying conductive structures that can among other things be related to water-filled fault zones, wet sediments that fill valleys or ore mineralizations. Because the method only uses two differently polarized plane waves of very similar frequency, vertical resolution is low and interpretation is in most cases limited to maps that are directly derived from the data. Occasionally, 2-D inversion is carried out along selected profiles. In this paper, we present for the first time a 3-D inversion for tensor VLF data in order to further increase the usefulness of the data set. The inversion is performed using a non-linear conjugate gradient scheme (Polak-Ribière) with an inexact line-search. The gradient is obtained by an algebraic adjoint method that requires one additional forward calculation involving the adjoint system matrix. The forward modelling is based on integral equations with an analytic formulation of the half-space Green's tensor. It avoids typically required Hankel transforms and is particularly amenable to singularity removal prior to the numerical integration over the volume elements. The system is solved iteratively, thus avoiding construction and storage of the dense system matrix. By using fast 3-D Fourier transforms on nested grids, subsequently farther away interactions are represented with less detail and therefore with less computational effort, enabling us to bridge the gap between the relatively short wavelengths of the fields (tens of metres) and the large model dimensions (several square kilometres). We find that the approximation of the fields can be off by several per cent, yet the transfer functions in the air are practically unaffected. We verify our code using synthetic calculations from well-established 2-D methods, and trade modelling accuracy off against computational effort in order to keep the inversion feasible in both respects. Our compromise is to limit the permissible resistivity to not fall below 100 Ωm to maintain computational domains as large as 10 × 10 km2 and computation times on the order of a few hours on standard PCs. We investigate the effect of possible local violations of these limits. Even though the conductivity magnitude can then not be recovered correctly, we do not observe any structural artefacts related to this in our tests. We invert a data set from northern Sweden, where we find an excellent agreement of known geological features, such as contacts or fault zones, with elongated conductive structures, while high resistivity is encountered in probably less disturbed geology, often related to topographic highs, which have survived predominantly glacial erosion processes. As expected from synthetic studies, the resolution is laterally high, but vertically limited down to the top of conductive structures.

SU-G-TeP1-15: Toward a Novel GPU Accelerated Deterministic Solution to the Linear Boltzmann Transport Equation

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

Yang, R; Fallone, B; Cross Cancer Institute, Edmonton, AB

Purpose: To develop a Graphic Processor Unit (GPU) accelerated deterministic solution to the Linear Boltzmann Transport Equation (LBTE) for accurate dose calculations in radiotherapy (RT). A deterministic solution yields the potential for major speed improvements due to the sparse matrix-vector and vector-vector multiplications and would thus be of benefit to RT. Methods: In order to leverage the massively parallel architecture of GPUs, the first order LBTE was reformulated as a second order self-adjoint equation using the Least Squares Finite Element Method (LSFEM). This produces a symmetric positive-definite matrix which is efficiently solved using a parallelized conjugate gradient (CG) solver. Themore » LSFEM formalism is applied in space, discrete ordinates is applied in angle, and the Multigroup method is applied in energy. The final linear system of equations produced is tightly coupled in space and angle. Our code written in CUDA-C was benchmarked on an Nvidia GeForce TITAN-X GPU against an Intel i7-6700K CPU. A spatial mesh of 30,950 tetrahedral elements was used with an S4 angular approximation. Results: To avoid repeating a full computationally intensive finite element matrix assembly at each Multigroup energy, a novel mapping algorithm was developed which minimized the operations required at each energy. Additionally, a parallelized memory mapping for the kronecker product between the sparse spatial and angular matrices, including Dirichlet boundary conditions, was created. Atomicity is preserved by graph-coloring overlapping nodes into separate kernel launches. The one-time mapping calculations for matrix assembly, kronecker product, and boundary condition application took 452±1ms on GPU. Matrix assembly for 16 energy groups took 556±3s on CPU, and 358±2ms on GPU using the mappings developed. The CG solver took 93±1s on CPU, and 468±2ms on GPU. Conclusion: Three computationally intensive subroutines in deterministically solving the LBTE have been formulated on GPU, resulting in two orders of magnitude speedup. Funding support from Natural Sciences and Engineering Research Council and Alberta Innovates Health Solutions. Dr. Fallone is a co-founder and CEO of MagnetTx Oncology Solutions (under discussions to license Alberta bi-planar linac MR for commercialization).« less

Linear stability analysis of scramjet unstart

NASA Astrophysics Data System (ADS)

Jang, Ik; Nichols, Joseph; Moin, Parviz

2015-11-01

We investigate the bifurcation structure of unstart and restart events in a dual-mode scramjet using the Reynolds-averaged Navier-Stokes equations. The scramjet of interest (HyShot II, Laurence et al., AIAA2011-2310) operates at a free-stream Mach number of approximately 8, and the length of the combustor chamber is 300mm. A heat-release model is applied to mimic the combustion process. Pseudo-arclength continuation with Newton-Raphson iteration is used to calculate multiple solution branches. Stability analysis based on linearized dynamics about the solution curves reveals a metric that optimally forewarns unstart. By combining direct and adjoint eigenmodes, structural sensitivity analysis suggests strategies for unstart mitigation, including changing the isolator length. This work is supported by DOE/NNSA and AFOSR.

Sturm-Liouville eigenproblems with an interior pole

NASA Technical Reports Server (NTRS)

Boyd, J. P.

1981-01-01

The eigenvalues and eigenfunctions of self-adjoint Sturm-Liouville problems with a simple pole on the interior of an interval are investigated. Three general theorems are proved, and it is shown that as n approaches infinity, the eigenfunctions more and more closely resemble those of an ordinary Sturm-Liouville problem. The low-order modes differ significantly from those of a nonsingular eigenproblem in that both eigenvalues and eigenfunctions are complex, and the eigenvalues for all small n may cluster about a common value in contrast to the widely separated eigenvalues of the corresponding nonsingular problem. In addition, the WKB is shown to be accurate for all n, and all eigenvalues of a normal one-dimensional Sturm-Liouville equation with nonperiodic boundary conditions are well separated.

Novel Scalable 3-D MT Inverse Solver

NASA Astrophysics Data System (ADS)

Kuvshinov, A. V.; Kruglyakov, M.; Geraskin, A.

2016-12-01

We present a new, robust and fast, three-dimensional (3-D) magnetotelluric (MT) inverse solver. As a forward modelling engine a highly-scalable solver extrEMe [1] is used. The (regularized) inversion is based on an iterative gradient-type optimization (quasi-Newton method) and exploits adjoint sources approach for fast calculation of the gradient of the misfit. The inverse solver is able to deal with highly detailed and contrasting models, allows for working (separately or jointly) with any type of MT (single-site and/or inter-site) responses, and supports massive parallelization. Different parallelization strategies implemented in the code allow for optimal usage of available computational resources for a given problem set up. To parameterize an inverse domain a mask approach is implemented, which means that one can merge any subset of forward modelling cells in order to account for (usually) irregular distribution of observation sites. We report results of 3-D numerical experiments aimed at analysing the robustness, performance and scalability of the code. In particular, our computational experiments carried out at different platforms ranging from modern laptops to high-performance clusters demonstrate practically linear scalability of the code up to thousands of nodes. 1. Kruglyakov, M., A. Geraskin, A. Kuvshinov, 2016. Novel accurate and scalable 3-D MT forward solver based on a contracting integral equation method, Computers and Geosciences, in press.