NASA Astrophysics Data System (ADS)
Hermand, Jean-Pierre; Berrada, Mohamed; Meyer, Matthias; Asch, Mark
2005-09-01
Recently, an analytic adjoint-based method of optimal nonlocal boundary control has been proposed for inversion of a waveguide acoustic field using the wide-angle parabolic equation [Meyer and Hermand, J. Acoust. Soc. Am. 117, 2937-2948 (2005)]. In this paper a numerical extension of this approach is presented that allows the direct inversion for the geoacoustic parameters which are embedded in a spectral integral representation of the nonlocal boundary condition. The adjoint model is generated numerically and the inversion is carried out jointly across multiple frequencies. The paper further discusses the application of the numerical adjoint PE method for ocean acoustic tomography. To show the effectiveness of the implemented numerical adjoint, preliminary inversion results of water sound-speed profile and bottom acoustic properties will be shown for the YELLOW SHARK '94 experimental conditions.
The compressible adjoint equations in geodynamics: equations and numerical assessment
NASA Astrophysics Data System (ADS)
Ghelichkhan, Siavash; Bunge, Hans-Peter
2016-04-01
The adjoint method is a powerful means to obtain gradient information in a mantle convection model relative to past flow structure. While the adjoint equations in geodynamics have been derived for the conservation equations of mantle flow in their incompressible form, the applicability of this approximation to Earth is limited, because density increases by almost a factor of two from the surface to the Core Mantle Boundary. Here we introduce the compressible adjoint equations for the conservation equations in the anelastic-liquid approximation. Our derivation applies an operator formulation in Hilbert spaces, to connect to recent work in seismology (Fichtner et al (2006)) and geodynamics (Horbach et al (2014)), where the approach was used to derive the adjoint equations for the wave equation and incompressible mantle flow. We present numerical tests of the newly derived equations based on twin experiments, focusing on three simulations. A first, termed Compressible, assumes the compressible forward and adjoint equations, and represents the consistent means of including compressibility effects. A second, termed Mixed, applies the compressible forward equation, but ignores compressibility effects in the adjoint equations, where the incompressible equations are used instead. A third simulation, termed Incompressible, neglects compressibility effects entirely in the forward and adjoint equations relative to the reference twin. The compressible and mixed formulations successfully restore earlier mantle flow structure, while the incompressible formulation yields noticeable artifacts. Our results suggest the use of a compressible formulation, when applying the adjoint method to seismically derived mantle heterogeneity structure.
Ayyoubzadeh, Seyed Mohsen; Vosoughi, Naser
2011-09-14
Obtaining the set of algebraic equations that directly correspond to a physical phenomenon has been viable in the recent direct discrete method (DDM). Although this method may find its roots in physical and geometrical considerations, there are still some degrees of freedom that one may suspect optimize-able. Here we have used the information embedded in the corresponding adjoint equation to form a local functional, which in turn by its minimization, yield suitable dual mesh positioning.
Hekmat, Mohamad Hamed; Mirzaei, Masoud
2015-01-01
In the present research, we tried to improve the performance of the lattice Boltzmann (LB) -based adjoint approach by utilizing the mesoscopic inherent of the LB method. In this regard, two macroscopic discrete adjoint (MADA) and microscopic discrete adjoint (MIDA) approaches are used to answer the following two challenging questions. Is it possible to extend the concept of the macroscopic and microscopic variables of the flow field to the corresponding adjoint ones? Further, similar to the conservative laws in the LB method, is it possible to find the comparable conservation equations in the adjoint approach? If so, then a definite framework, similar to that used in the flow solution by the LB method, can be employed in the flow sensitivity analysis by the MIDA approach. This achievement can decrease the implementation cost and coding efforts of the MIDA method in complicated sensitivity analysis problems. First, the MADA and MIDA equations are extracted based on the LB method using the duality viewpoint. Meanwhile, using an elementary case, inverse design of a two-dimensional unsteady Poiseuille flow in a periodic channel with constant body forces, the procedure of analytical evaluation of the adjoint variables is described. The numerical results show that similar correlations between the distribution functions can be seen between the corresponding adjoint ones. Besides, the results are promising, emphasizing the flow field adjoint variables can be evaluated via the adjoint distribution functions. Finally, the adjoint conservative laws are introduced. PMID:25679735
Healy, R.W.; Russell, T.F.
1993-01-01
Test results demonstrate that the finite-volume Eulerian-Lagrangian localized adjoint method (FVELLAM) outperforms standard finite-difference methods for solute transport problems that are dominated by advection. FVELLAM systematically conserves mass globally with all types of boundary conditions. Integrated finite differences, instead of finite elements, are used to approximate the governing equation. This approach, in conjunction with a forward tracking scheme, greatly facilitates mass conservation. The mass storage integral is numerically evaluated at the current time level, and quadrature points are then tracked forward in time to the next level. Forward tracking permits straightforward treatment of inflow boundaries, thus avoiding the inherent problem in backtracking of characteristic lines intersecting inflow boundaries. FVELLAM extends previous results by obtaining mass conservation locally on Lagrangian space-time elements. -from Authors
FAST TRACK COMMUNICATION Quasi self-adjoint nonlinear wave equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.; Torrisi, M.; Tracinà, R.
2010-11-01
In this paper we generalize the classification of self-adjoint second-order linear partial differential equation to a family of nonlinear wave equations with two independent variables. We find a class of quasi self-adjoint nonlinear equations which includes the self-adjoint linear equations as a particular case. The property of a differential equation to be quasi self-adjoint is important, e.g. for constructing conservation laws associated with symmetries of the differential equation.
Shape optimization governed by the Euler equations using an adjoint method
NASA Technical Reports Server (NTRS)
Iollo, Angelo; Salas, Manuel D.; Taasan, Shlomo
1993-01-01
A numerical approach for the treatment of optimal shape problems governed by the Euler equations is discussed. Focus is on flows with embedded shocks. A very simple problem is considered: the design of a quasi-one-dimensional Laval nozzle. A cost function and a set of Lagrange multipliers are introduced to achieve the minimum. The nature of the resulting costate equations is discussed. A theoretical difficulty that arises for cases with embedded shocks is pointed out and solved. Finally, some results are given to illustrate the effectiveness of the method.
Healy, R.W.; Russell, T.F.
1992-01-01
A finite-volume Eulerian-Lagrangian local adjoint method for solution of the advection-dispersion equation is developed and discussed. The method is mass conservative and can solve advection-dominated ground-water solute-transport problems accurately and efficiently. An integrated finite-difference approach is used in the method. A key component of the method is that the integral representing the mass-storage term is evaluated numerically at the current time level. Integration points, and the mass associated with these points, are then forward tracked up to the next time level. The number of integration points required to reach a specified level of accuracy is problem dependent and increases as the sharpness of the simulated solute front increases. Integration points are generally equally spaced within each grid cell. For problems involving variable coefficients it has been found to be advantageous to include additional integration points at strategic locations in each well. These locations are determined by backtracking. Forward tracking of boundary fluxes by the method alleviates problems that are encountered in the backtracking approaches of most characteristic methods. A test problem is used to illustrate that the new method offers substantial advantages over other numerical methods for a wide range of problems.
Wang, H.; Man, S.; Ewing, R.E.; Qin, G.; Lyons, S.L.; Al-Lawatia, M.
1999-06-10
Many difficult problems arise in the numerical simulation of fluid flow processes within porous media in petroleum reservoir simulation and in subsurface contaminant transport and remediation. The authors develop a family of Eulerian-Lagrangian localized adjoint methods for the solution of the initial-boundary value problems for first-order advection-reaction equations on general multi-dimensional domains. Different tracking algorithms, including the Euler and Runge-Kutta algorithms, are used. The derived schemes, which are full mass conservative, naturally incorporate inflow boundary conditions into their formulations and do not need any artificial outflow boundary conditions. Moreover, they have regularly structured, well-conditioned, symmetric, and positive-definite coefficient matrices, which can be efficiently solved by the conjugate gradient method in an optimal order number of iterations without any preconditioning needed. Numerical results are presented to compare the performance of the ELLAM schemes with many well studied and widely used methods, including the upwind finite difference method, the Galerkin and the Petrov-Galerkin finite element methods with backward-Euler or Crank-Nicolson temporal discretization, the streamline diffusion finite element methods, the monotonic upstream-centered scheme for conservation laws (MUSCL), and the Minmod scheme.
AN EULERIAN-LAGRANGIAN LOCALIZED ADJOINT METHOD FOR THE ADVECTION-DIFFUSION EQUATION
Many numerical methods use characteristic analysis to accommodate the advective component of transport. Such characteristic methods include Eulerian-Lagrangian methods (ELM), modified method of characteristics (MMOC), and operator splitting methods. A generalization of characteri...
EULERIAN-LAGRANGIAN LOCALIZED ADJOINT METHOD FOR THE ADVECTION-DIFFUSION EQUATION
Many numerical methods use characteristic analysis to accommodate the advective component of transport. uch characteristic methods include Eulerian-Lagrangian methods (ELM), modified method of characteristics (MMOC), and operator splitting methods. eneralization of characteristic...
Aerodynamic design optimization by using a continuous adjoint method
NASA Astrophysics Data System (ADS)
Luo, JiaQi; Xiong, JunTao; Liu, Feng
2014-07-01
This paper presents the fundamentals of a continuous adjoint method and the applications of this method to the aerodynamic design optimization of both external and internal flows. General formulation of the continuous adjoint equations and the corresponding boundary conditions are derived. With the adjoint method, the complete gradient information needed in the design optimization can be obtained by solving the governing flow equations and the corresponding adjoint equations only once for each cost function, regardless of the number of design parameters. An inverse design of airfoil is firstly performed to study the accuracy of the adjoint gradient and the effectiveness of the adjoint method as an inverse design method. Then the method is used to perform a series of single and multiple point design optimization problems involving the drag reduction of airfoil, wing, and wing-body configuration, and the aerodynamic performance improvement of turbine and compressor blade rows. The results demonstrate that the continuous adjoint method can efficiently and significantly improve the aerodynamic performance of the design in a shape optimization problem.
A new mathematical adjoint for the modified SAAF_{-SN} equations
Schunert, Sebastian; Wang, Yaqi; Martineau, Richard; DeHart, Mark D.
2015-01-01
We present a new adjoint FEM weak form, which can be directly used for evaluating the mathematical adjoint, suitable for perturbation calculations, of the self-adjoint angular flux SN equations (SAAF_{-SN}) without construction and transposition of the underlying coefficient matrix. Stabilization schemes incorporated in the described SAAF_{-SN} method make the mathematical adjoint distinct from the physical adjoint, i.e. the solution of the continuous adjoint equation with SAAF_{-SN} . This weak form is implemented into RattleSnake, the MOOSE (Multiphysics Object-Oriented Simulation Environment) based transport solver. Numerical results verify the correctness of the implementation and show its utility both for fixed source and eigenvalue problems.
Nonlinear self-adjointness and conservation laws of Klein-Gordon-Fock equation with central symmetry
NASA Astrophysics Data System (ADS)
Abdulwahhab, Muhammad Alim
2015-05-01
The concept of nonlinear self-adjointness, introduced by Ibragimov, has significantly extends approaches to constructing conservation laws associated with symmetries since it incorporates the strict self-adjointness, the quasi self-adjointness as well as the usual linear self-adjointness. Using this concept, the nonlinear self-adjointness condition for the Klein-Gordon-Fock equation was established and subsequently used to construct simplified but infinitely many nontrivial and independent conserved vectors. The Noether's theorem was further applied to the Klein-Gordon-Fock equation to explore more distinct first integrals, result shows that conservation laws constructed through this approach are exactly the same as those obtained under strict self-adjointness of Ibragimov's method.
Self-adjointness and conservation laws of difference equations
NASA Astrophysics Data System (ADS)
Peng, Linyu
2015-06-01
A general theorem on conservation laws for arbitrary difference equations is proved. The theorem is based on an introduction of an adjoint system related with a given difference system, and it does not require the existence of a difference Lagrangian. It is proved that the system, combined by the original system and its adjoint system, is governed by a variational principle, which inherits all symmetries of the original system. Noether's theorem can then be applied. With some special techniques, e.g. self-adjointness properties, this allows us to obtain conservation laws for difference equations, which are not necessary governed by Lagrangian formalisms.
Kim, Min-Geun; Jang, Hong-Lae; Cho, Seonho
2013-05-01
An efficient adjoint design sensitivity analysis method is developed for reduced atomic systems. A reduced atomic system and the adjoint system are constructed in a locally confined region, utilizing generalized Langevin equation (GLE) for periodic lattice structures. Due to the translational symmetry of lattice structures, the size of time history kernel function that accounts for the boundary effects of the reduced atomic systems could be reduced to a single atom’s degrees of freedom. For the problems of highly nonlinear design variables, the finite difference method is impractical for its inefficiency and inaccuracy. However, the adjoint method is very efficient regardless of the number of design variables since one additional time integration is required for the adjoint GLE. Through numerical examples, the derived adjoint sensitivity turns out to be accurate and efficient through the comparison with finite difference sensitivity.
Mesh-free adjoint methods for nonlinear filters
NASA Astrophysics Data System (ADS)
Daum, Fred
2005-09-01
We apply a new industrial strength numerical approximation, called the "mesh-free adjoint method", to solve the nonlinear filtering problem. This algorithm exploits the smoothness of the problem, unlike particle filters, and hence we expect that mesh-free adjoints are superior to particle filters for many practical applications. The nonlinear filter problem is equivalent to solving the Fokker-Planck equation in real time. The key idea is to use a good adaptive non-uniform quantization of state space to approximate the solution of the Fokker-Planck equation. In particular, the adjoint method computes the location of the nodes in state space to minimize errors in the final answer. This use of an adjoint is analogous to optimal control algorithms, but it is more interesting. The adjoint method is also analogous to importance sampling in particle filters, but it is better for four reasons: (1) it exploits the smoothness of the problem; (2) it explicitly minimizes the errors in the relevant functional; (3) it explicitly models the dynamics in state space; and (4) it can be used to compute a corrected value for the desired functional using the residuals. We will attempt to make this paper accessible to normal engineers who do not have PDEs for breakfast.
Healy, R.W.; Russell, T.F.
1998-01-01
We extend the finite-volume Eulerian-Lagrangian localized adjoint method (FVELLAM) for solution of the advection-dispersion equation to two dimensions. The method can conserve mass globally and is not limited by restrictions on the size of the grid Peclet or Courant number. Therefore, it is well suited for solution of advection-dominated ground-water solute transport problems. In test problem comparisons with standard finite differences, FVELLAM is able to attain accurate solutions on much coarser space and time grids. On fine grids, the accuracy of the two methods is comparable. A critical aspect of FVELLAM (and all other ELLAMs) is evaluation of the mass storage integral from the preceding time level. In FVELLAM this may be accomplished with either a forward or backtracking approach. The forward tracking approach conserves mass globally and is the preferred approach. The backtracking approach is less computationally intensive, but not globally mass conservative. Boundary terms are systematically represented as integrals in space and time which are evaluated by a common integration scheme in conjunction with forward tracking through time. Unlike the one-dimensional case, local mass conservation cannot be guaranteed, so slight oscillations in concentration can develop, particularly in the vicinity of inflow or outflow boundaries. Published by Elsevier Science Ltd.
Adjoint Formulation for an Embedded-Boundary Cartesian Method
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.; Murman, Scott M.; Pulliam, Thomas H.
2004-01-01
Many problems in aerodynamic design can be characterized by smooth and convex objective functions. This motivates the use of gradient-based algorithms, particularly for problems with a large number of design variables, to efficiently determine optimal shapes and configurations that maximize aerodynamic performance. Accurate and efficient computation of the gradient, however, remains a challenging task. In optimization problems where the number of design variables dominates the number of objectives and flow- dependent constraints, the cost of gradient computations can be significantly reduced by the use of the adjoint method. The problem of aerodynamic optimization using the adjoint method has been analyzed and validated for both structured and unstructured grids. The method has been applied to design problems governed by the potential, Euler, and Navier-Stokes equations and can be subdivided into the continuous and discrete formulations. Giles and Pierce provide a detailed review of both approaches. Most implementations rely on grid-perturbation or mapping procedures during the gradient computation that explicitly couple changes in the surface shape to the volume grid. The solution of the adjoint equation is usually accomplished using the same scheme that solves the governing flow equations. Examples of such code reuse include multistage Runge-Kutta schemes coupled with multigrid, approximate-factorization, line-implicit Gauss-Seidel, and also preconditioned GMRES. The development of the adjoint method for aerodynamic optimization problems on Cartesian grids has been limited. In contrast to implementations on structured and unstructured grids, Cartesian grid methods decouple the surface discretization from the volume grid. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin e t al. developed an adjoint formulation for the TRANAIR code
Nonlinear self adjointness, conservation laws and exact solutions of ill-posed Boussinesq equation
NASA Astrophysics Data System (ADS)
Yaşar, Emrullah; San, Sait; Özkan, Yeşim Sağlam
2016-01-01
In this work, we consider the ill-posed Boussinesq equation which arises in shallow water waves and non-linear lattices. We prove that the ill-posed Boussinesq equation is nonlinearly self-adjoint. Using this property and Lie point symmetries, we construct conservation laws for the underlying equation. In addition, the generalized solitonary, periodic and compact-like solutions are constructed by the exp-function method.
Wing planform optimization via an adjoint method
NASA Astrophysics Data System (ADS)
Leoviriyakit, Kasidit
This dissertation focuses on the problem of wing planform optimization for transonic aircraft based on flow simulation using Computational Fluid Dynamics (CFD) combined with an adjoint-gradient based numerical optimization procedure. The adjoint method, traditionally used for wing section design has been extended to cover planform variations and to compute the sensitivities of the structural weight of both the wing section and planform variations. The two relevant disciplines accounted for are the aerodynamics and structural weight. A simplified structural weight model is used for the optimization. Results of a variety of long range transports indicate that significant improvement in both aerodynamics and structures can be achieved simultaneously. The proof-of-concept optimal results indicate large improvements for both drag and structural weight. The work is an "enabling step" towards a realistic automated wing designed by a computer.
2004-04-21
Version 04 NESTLE solves the few-group neutron diffusion equation utilizing the NEM. The NESTLE code can solve the eigenvalue (criticality), eigenvalue adjoint, external fixed-source steady-state, and external fixed-source or eigenvalue initiated transient problems. The eigenvalue problem allows criticality searches to be completed, and the external fixed-source steady-state problem can search to achieve a specified power level. Transient problems model delayed neutrons via precursor groups. Several core properties can be input as time dependent. Two- ormore » four-energy groups can be utilized, with all energy groups being thermal groups (i.e., upscatter exits) if desired. Core geometries modeled include Cartesian and hexagonal. Three-, two-, and one-dimensional models can be utilized with various symmetries. The thermal conditions predicted by the thermal-hydraulic model of the core are used to correct cross sections for temperature and density effects. Cross sections are parameterized by color, control rod state (i.e., in or out), and burnup, allowing fuel depletion to be modeled. Either a macroscopic or microscopic model may be employed.« less
Adjoint methods for external beam inverse treatment planning
NASA Astrophysics Data System (ADS)
Kowalok, Michael E.
Forward and adjoint radiation transport methods may both be used to determine the dosimetric relationship between source parameters and voxel elements of a phantom. Forward methods consider one specific tuple of source parameters and calculate the response in all voxels of interest. This response is often cast as the dose delivered per unit source-weight. Adjoint transport methods, conversely, consider one particular voxel and calculate the response of that voxel in relation to all possible source parameters. In this regard, adjoint methods provide an "adjoint function" in addition to a dose value. Although the dose is for a single voxel only, the adjoint function illustrates the source parameters, (e.g. beam positions and directions) that are most important to delivering the dose to that voxel. In this regard, adjoint methods of analysis lend themselves in a natural way to optimization problems and perturbation studies. This work investigates the utility of adjoint analytic methods for treatment planning and for Monte Carlo dose calculations. Various methods for implementing this approach are discussed, along with their strengths and weaknesses. The complementary nature of adjoint and forward techniques is illustrated and exploited. Also, several features of the Monte Carlo codes MCNP and MCNPX are reviewed for treatment planning applications.
NASA Technical Reports Server (NTRS)
Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.
2009-01-01
.We study local-in-time adjoint-based methods for minimization of ow matching functionals subject to the 2-D unsteady compressible Euler equations. The key idea of the local-in-time method is to construct a very accurate approximation of the global-in-time adjoint equations and the corresponding sensitivity derivative by using only local information available on each time subinterval. In contrast to conventional time-dependent adjoint-based optimization methods which require backward-in-time integration of the adjoint equations over the entire time interval, the local-in-time method solves local adjoint equations sequentially over each time subinterval. Since each subinterval contains relatively few time steps, the storage cost of the local-in-time method is much lower than that of the global adjoint formulation, thus making the time-dependent optimization feasible for practical applications. The paper presents a detailed comparison of the local- and global-in-time adjoint-based methods for minimization of a tracking functional governed by the Euler equations describing the ow around a circular bump. Our numerical results show that the local-in-time method converges to the same optimal solution obtained with the global counterpart, while drastically reducing the memory cost as compared to the global-in-time adjoint formulation.
Adjoint equations and analysis of complex systems: Application to virus infection modelling
NASA Astrophysics Data System (ADS)
Marchuk, G. I.; Shutyaev, V.; Bocharov, G.
2005-12-01
Recent development of applied mathematics is characterized by ever increasing attempts to apply the modelling and computational approaches across various areas of the life sciences. The need for a rigorous analysis of the complex system dynamics in immunology has been recognized since more than three decades ago. The aim of the present paper is to draw attention to the method of adjoint equations. The methodology enables to obtain information about physical processes and examine the sensitivity of complex dynamical systems. This provides a basis for a better understanding of the causal relationships between the immune system's performance and its parameters and helps to improve the experimental design in the solution of applied problems. We show how the adjoint equations can be used to explain the changes in hepatitis B virus infection dynamics between individual patients.
Adjoint Algorithm for CAD-Based Shape Optimization Using a Cartesian Method
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.
2004-01-01
Adjoint solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape optimization. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (geometric parameters that control the shape). More recently, emerging adjoint applications focus on the analysis problem, where the adjoint solution is used to drive mesh adaptation, as well as to provide estimates of functional error bounds and corrections. The attractive feature of this approach is that the mesh-adaptation procedure targets a specific functional, thereby localizing the mesh refinement and reducing computational cost. Our focus is on the development of adjoint-based optimization techniques for a Cartesian method with embedded boundaries.12 In contrast t o implementations on structured and unstructured grids, Cartesian methods decouple the surface discretization from the volume mesh. This feature makes Cartesian methods well suited for the automated analysis of complex geometry problems, and consequently a promising approach to aerodynamic optimization. Melvin et developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the Euler equations. In both approaches, a boundary condition is introduced to approximate the effects of the evolving surface shape that results in accurate gradient computation. Central to automated shape optimization algorithms is the issue of geometry modeling and control. The need to optimize complex, "real-life" geometry provides a strong incentive for the use of parametric-CAD systems within the optimization procedure. In previous work, we presented
Periodic differential equations with self-adjoint monodromy operator
NASA Astrophysics Data System (ADS)
Yudovich, V. I.
2001-04-01
A linear differential equation \\dot u=A(t)u with p-periodic (generally speaking, unbounded) operator coefficient in a Euclidean or a Hilbert space \\mathbb H is considered. It is proved under natural constraints that the monodromy operator U_p is self-adjoint and strictly positive if A^*(-t)=A(t) for all t\\in\\mathbb R.It is shown that Hamiltonian systems in the class under consideration are usually unstable and, if they are stable, then the operator U_p reduces to the identity and all solutions are p-periodic.For higher frequencies averaged equations are derived. Remarkably, high-frequency modulation may double the number of critical values.General results are applied to rotational flows with cylindrical components of the velocity a_r=a_z=0, a_\\theta=\\lambda c(t)r^\\beta, \\beta<-1, c(t) is an even p-periodic function, and also to several problems of free gravitational convection of fluids in periodic fields.
Neural network training by integration of adjoint systems of equations forward in time
NASA Technical Reports Server (NTRS)
Toomarian, Nikzad (Inventor); Barhen, Jacob (Inventor)
1992-01-01
A method and apparatus for supervised neural learning of time dependent trajectories exploits the concepts of adjoint operators to enable computation of the gradient of an objective functional with respect to the various parameters of the network architecture in a highly efficient manner. Specifically, it combines the advantage of dramatic reductions in computational complexity inherent in adjoint methods with the ability to solve two adjoint systems of equations together forward in time. Not only is a large amount of computation and storage saved, but the handling of real-time applications becomes also possible. The invention has been applied it to two examples of representative complexity which have recently been analyzed in the open literature and demonstrated that a circular trajectory can be learned in approximately 200 iterations compared to the 12000 reported in the literature. A figure eight trajectory was achieved in under 500 iterations compared to 20000 previously required. The trajectories computed using our new method are much closer to the target trajectories than was reported in previous studies.
Neural Network Training by Integration of Adjoint Systems of Equations Forward in Time
NASA Technical Reports Server (NTRS)
Toomarian, Nikzad (Inventor); Barhen, Jacob (Inventor)
1999-01-01
A method and apparatus for supervised neural learning of time dependent trajectories exploits the concepts of adjoint operators to enable computation of the gradient of an objective functional with respect to the various parameters of the network architecture in a highly efficient manner. Specifically. it combines the advantage of dramatic reductions in computational complexity inherent in adjoint methods with the ability to solve two adjoint systems of equations together forward in time. Not only is a large amount of computation and storage saved. but the handling of real-time applications becomes also possible. The invention has been applied it to two examples of representative complexity which have recently been analyzed in the open literature and demonstrated that a circular trajectory can be learned in approximately 200 iterations compared to the 12000 reported in the literature. A figure eight trajectory was achieved in under 500 iterations compared to 20000 previously required. Tbc trajectories computed using our new method are much closer to the target trajectories than was reported in previous studies.
Sensitivity of Lumped Constraints Using the Adjoint Method
NASA Technical Reports Server (NTRS)
Akgun, Mehmet A.; Haftka, Raphael T.; Wu, K. Chauncey; Walsh, Joanne L.
1999-01-01
Adjoint sensitivity calculation of stress, buckling and displacement constraints may be much less expensive than direct sensitivity calculation when the number of load cases is large. Adjoint stress and displacement sensitivities are available in the literature. Expressions for local buckling sensitivity of isotropic plate elements are derived in this study. Computational efficiency of the adjoint method is sensitive to the number of constraints and, therefore, the method benefits from constraint lumping. A continuum version of the Kreisselmeier-Steinhauser (KS) function is chosen to lump constraints. The adjoint and direct methods are compared for three examples: a truss structure, a simple HSCT wing model, and a large HSCT model. These sensitivity derivatives are then used in optimization.
A practical discrete-adjoint method for high-fidelity compressible turbulence simulations
NASA Astrophysics Data System (ADS)
Vishnampet, Ramanathan; Bodony, Daniel J.; Freund, Jonathan B.
2015-03-01
Methods and computing hardware advances have enabled accurate predictions of complex compressible turbulence phenomena, such as the generation of jet noise that motivates the present effort. However, limited understanding of underlying physical mechanisms restricts the utility of such predictions since they do not, by themselves, indicate a route to design improvements. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs, though this is predicated on the availability of a sufficiently accurate solution of the forward and adjoint systems. These are challenging to obtain, since both the chaotic character of the turbulence and the typical use of discretizations near their resolution limits in order to efficiently represent its smaller scales will amplify any approximation errors made in the adjoint formulation. Formulating a practical exact adjoint that avoids such errors is especially challenging if it is to be compatible with state-of-the-art simulation methods used for the turbulent flow itself. Automatic differentiation (AD) can provide code to calculate a nominally exact adjoint, but existing general-purpose AD codes are inefficient to the point of being prohibitive for large-scale turbulence simulations. Here, we analyze the compressible flow equations as discretized using the same high-order workhorse methods used for many high-fidelity compressible turbulence simulations, and formulate a practical space-time discrete-adjoint method without changing the basic discretization. A key step is the definition of a particular discrete analog of the continuous norm that defines our cost functional; our selection leads directly to an efficient Runge-Kutta-like scheme, though it would be just first-order accurate if used outside the adjoint formulation for time integration, with finite-difference spatial operators for the adjoint system. Its computational cost only modestly exceeds that of the flow equations. We confirm that its
A practical discrete-adjoint method for high-fidelity compressible turbulence simulations
Vishnampet, Ramanathan; Bodony, Daniel J.; Freund, Jonathan B.
2015-03-15
Methods and computing hardware advances have enabled accurate predictions of complex compressible turbulence phenomena, such as the generation of jet noise that motivates the present effort. However, limited understanding of underlying physical mechanisms restricts the utility of such predictions since they do not, by themselves, indicate a route to design improvements. Gradient-based optimization using adjoints can circumvent the flow complexity to guide designs, though this is predicated on the availability of a sufficiently accurate solution of the forward and adjoint systems. These are challenging to obtain, since both the chaotic character of the turbulence and the typical use of discretizations near their resolution limits in order to efficiently represent its smaller scales will amplify any approximation errors made in the adjoint formulation. Formulating a practical exact adjoint that avoids such errors is especially challenging if it is to be compatible with state-of-the-art simulation methods used for the turbulent flow itself. Automatic differentiation (AD) can provide code to calculate a nominally exact adjoint, but existing general-purpose AD codes are inefficient to the point of being prohibitive for large-scale turbulence simulations. Here, we analyze the compressible flow equations as discretized using the same high-order workhorse methods used for many high-fidelity compressible turbulence simulations, and formulate a practical space–time discrete-adjoint method without changing the basic discretization. A key step is the definition of a particular discrete analog of the continuous norm that defines our cost functional; our selection leads directly to an efficient Runge–Kutta-like scheme, though it would be just first-order accurate if used outside the adjoint formulation for time integration, with finite-difference spatial operators for the adjoint system. Its computational cost only modestly exceeds that of the flow equations. We confirm that
Eulerian-Lagrangian localized adjoint methods for reactive transport in groundwater
Ewing, R.E.; Wang, Hong
1996-12-31
In this paper, we present Eulerian-Lagrangian localized adjoint methods (ELLAM) to solve convection-diffusion-reaction equations governing contaminant transport in groundwater flowing through an adsorbing porous medium. These ELLAM schemes can treat various combinations of boundary conditions and conserve mass. Numerical results are presented to demonstrate the strong potential of ELLAM schemes.
Adjoint sensitivity analysis of plasmonic structures using the FDTD method.
Zhang, Yu; Ahmed, Osman S; Bakr, Mohamed H
2014-05-15
We present an adjoint variable method for estimating the sensitivities of arbitrary responses with respect to the parameters of dispersive discontinuities in nanoplasmonic devices. Our theory is formulated in terms of the electric field components at the vicinity of perturbed discontinuities. The adjoint sensitivities are computed using at most one extra finite-difference time-domain (FDTD) simulation regardless of the number of parameters. Our approach is illustrated through the sensitivity analysis of an add-drop coupler consisting of a square ring resonator between two parallel waveguides. The computed adjoint sensitivities of the scattering parameters are compared with those obtained using the accurate but computationally expensive central finite difference approach. PMID:24978258
Solution of the self-adjoint radiative transfer equation on hybrid computer systems
NASA Astrophysics Data System (ADS)
Gasilov, V. A.; Kuchugov, P. A.; Olkhovskaya, O. G.; Chetverushkin, B. N.
2016-06-01
A new technique for simulating three-dimensional radiative energy transfer for the use in the software designed for the predictive simulation of plasma with high energy density on parallel computers is proposed. A highly scalable algorithm that takes into account the angular dependence of the radiation intensity and is free of the ray effect is developed based on the solution of a second-order equation with a self-adjoint operator. A distinctive feature of this algorithm is a preliminary transformation of rotation to eliminate mixed derivatives with respect to the spatial variables, simplify the structure of the difference operator, and accelerate the convergence of the iterative solution of the equation. It is shown that the proposed method correctly reproduces the limiting cases—isotropic radiation and the directed radiation with a δ-shaped angular distribution.
On the proper treatment of grid sensitivities in continuous adjoint methods for shape optimization
NASA Astrophysics Data System (ADS)
Kavvadias, I. S.; Papoutsis-Kiachagias, E. M.; Giannakoglou, K. C.
2015-11-01
The continuous adjoint method for shape optimization problems, in flows governed by the Navier-Stokes equations, can be formulated in two different ways, each of which leads to a different expression for the sensitivity derivatives of the objective function with respect to the control variables. The first formulation leads to an expression including only boundary integrals; it, thus, has low computational cost but, when used with coarse grids, its accuracy becomes questionable. The second formulation comprises a sum of boundary and field integrals; due to the field integrals, it has noticeably higher computational cost, obtaining though higher accuracy. In this paper, the equivalence of the two formulations is revisited from the mathematical and, particularly, the numerical point of view. Internal and external aerodynamics cases, in which the objective function is either the total pressure losses or the force exerted on a solid body, are examined and differences in the computed gradients are discussed. After identifying the reason behind these discrepancies, the adjoint formulation is enhanced by the adjoint to a (hypothetical) grid displacement model and the new approach is proved to reproduce the accuracy of the second adjoint formulation while maintaining the low cost of the first one.
Adjoint-Based Design of Rotors Using the Navier-Stokes Equations in a Noninertial Reference Frame
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Lee-Rausch, Elizabeth M.; Jones, William T.
2010-01-01
Optimization of rotorcraft flowfields using an adjoint method generally requires a time-dependent implementation of the equations. The current study examines an intermediate approach in which a subset of rotor flowfields are cast as steady problems in a noninertial reference frame. This technique permits the use of an existing steady-state adjoint formulation with minor modifications to perform sensitivity analyses. The formulation is valid for isolated rigid rotors in hover or where the freestream velocity is aligned with the axis of rotation. Discrete consistency of the implementation is demonstrated by using comparisons with a complex-variable technique, and a number of single- and multipoint optimizations for the rotorcraft figure of merit function are shown for varying blade collective angles. Design trends are shown to remain consistent as the grid is refined.
Adjoint-Based Design of Rotors using the Navier-Stokes Equations in a Noninertial Reference Frame
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Lee-Rausch, Elizabeth M.; Jones, William T.
2009-01-01
Optimization of rotorcraft flowfields using an adjoint method generally requires a time-dependent implementation of the equations. The current study examines an intermediate approach in which a subset of rotor flowfields are cast as steady problems in a noninertial reference frame. This technique permits the use of an existing steady-state adjoint formulation with minor modifications to perform sensitivity analyses. The formulation is valid for isolated rigid rotors in hover or where the freestream velocity is aligned with the axis of rotation. Discrete consistency of the implementation is demonstrated using comparisons with a complex-variable technique, and a number of single- and multi-point optimizations for the rotorcraft figure of merit function are shown for varying blade collective angles. Design trends are shown to remain consistent as the grid is refined.
An Exact Dual Adjoint Solution Method for Turbulent Flows on Unstructured Grids
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Lu, James; Park, Michael A.; Darmofal, David L.
2003-01-01
An algorithm for solving the discrete adjoint system based on an unstructured-grid discretization of the Navier-Stokes equations is presented. The method is constructed such that an adjoint solution exactly dual to a direct differentiation approach is recovered at each time step, yielding a convergence rate which is asymptotically equivalent to that of the primal system. The new approach is implemented within a three-dimensional unstructured-grid framework and results are presented for inviscid, laminar, and turbulent flows. Improvements to the baseline solution algorithm, such as line-implicit relaxation and a tight coupling of the turbulence model, are also presented. By storing nearest-neighbor terms in the residual computation, the dual scheme is computationally efficient, while requiring twice the memory of the flow solution. The scheme is expected to have a broad impact on computational problems related to design optimization as well as error estimation and grid adaptation efforts.
NASA Astrophysics Data System (ADS)
Shi, Lei; Wang, Z. J.
2015-08-01
Adjoint-based mesh adaptive methods are capable of distributing computational resources to areas which are important for predicting an engineering output. In this paper, we develop an adjoint-based h-adaptation approach based on the high-order correction procedure via reconstruction formulation (CPR) to minimize the output or functional error. A dual-consistent CPR formulation of hyperbolic conservation laws is developed and its dual consistency is analyzed. Super-convergent functional and error estimate for the output with the CPR method are obtained. Factors affecting the dual consistency, such as the solution point distribution, correction functions, boundary conditions and the discretization approach for the non-linear flux divergence term, are studied. The presented method is then used to perform simulations for the 2D Euler and Navier-Stokes equations with mesh adaptation driven by the adjoint-based error estimate. Several numerical examples demonstrate the ability of the presented method to dramatically reduce the computational cost comparing with uniform grid refinement.
NASA Astrophysics Data System (ADS)
Kocaogul, Ibrahim; Hu, Fang; Li, Xiaodong
2014-03-01
Radiation of acoustic waves at all frequencies can be obtained by Time Domain Wave Packet (TDWP) method in a single time domain computation. Other benefit of the TDWP method is that it makes possible the separation of acoustic and instability wave in the shear flow. The TDWP method is also particularly useful for computations in the ducted or waveguide environments where incident wave modes can be imposed cleanly without a potentially long transient period. The adjoint equations for the linearized Euler equations are formulated for the Cartesian coordinates. Analytical solution for adjoint equations is derived by using Green's function in 2D and 3D. The derivation of reciprocal relations is presented for closed and open ducts. The adjoint equations are then solved numerically in reversed time by the TDWP method. Reciprocal relation between the duct mode amplitudes and far field point sources in the presence of the exhaust shear flow is computed and confirmed numerically. Applications of the adjoint problem to closed and open ducts are also presented.
Adaptive mesh refinement and adjoint methods in geophysics simulations
NASA Astrophysics Data System (ADS)
Burstedde, Carsten
2013-04-01
required by human intervention and analysis. Specifying an objective functional that quantifies the misfit between the simulation outcome and known constraints and then minimizing it through numerical optimization can serve as an automated technique for parameter identification. As suggested by the similarity in formulation, the numerical algorithm is closely related to the one used for goal-oriented error estimation. One common point is that the so-called adjoint equation needs to be solved numerically. We will outline the derivation and implementation of these methods and discuss some of their pros and cons, supported by numerical results.
Adjoint-based deviational Monte Carlo methods for phonon transport calculations
NASA Astrophysics Data System (ADS)
Péraud, Jean-Philippe M.; Hadjiconstantinou, Nicolas G.
2015-06-01
In the field of linear transport, adjoint formulations exploit linearity to derive powerful reciprocity relations between a variety of quantities of interest. In this paper, we develop an adjoint formulation of the linearized Boltzmann transport equation for phonon transport. We use this formulation for accelerating deviational Monte Carlo simulations of complex, multiscale problems. Benefits include significant computational savings via direct variance reduction, or by enabling formulations which allow more efficient use of computational resources, such as formulations which provide high resolution in a particular phase-space dimension (e.g., spectral). We show that the proposed adjoint-based methods are particularly well suited to problems involving a wide range of length scales (e.g., nanometers to hundreds of microns) and lead to computational methods that can calculate quantities of interest with a cost that is independent of the system characteristic length scale, thus removing the traditional stiffness of kinetic descriptions. Applications to problems of current interest, such as simulation of transient thermoreflectance experiments or spectrally resolved calculation of the effective thermal conductivity of nanostructured materials, are presented and discussed in detail.
Reentry-Vehicle Shape Optimization Using a Cartesian Adjoint Method and CAD Geometry
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.
2006-01-01
A DJOINT solutions of the governing flow equations are becoming increasingly important for the development of efficient analysis and optimization algorithms. A well-known use of the adjoint method is gradient-based shape. Given an objective function that defines some measure of performance, such as the lift and drag functionals, its gradient is computed at a cost that is essentially independent of the number of design variables (e.g., geometric parameters that control the shape). Classic aerodynamic applications of gradient-based optimization include the design of cruise configurations for transonic and supersonic flow, as well as the design of high-lift systems. are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric computer-aided design (CAD). In previous work on Cartesian adjoint solvers, Melvin et al. developed an adjoint formulation for the TRANAIR code, which is based on the full-potential equation with viscous corrections. More recently, Dadone and Grossman presented an adjoint formulation for the two-dimensional Euler equations using a ghost-cell method to enforce the wall boundary conditions. In Refs. 18 and 19, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm were the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The accuracy of the gradient computation was verified using several three-dimensional test cases, which included design
Self-Adjoint Angular Flux Equation for Coupled Electron-Photon Transport
Liscum-Powell, J.L.; Lorence, L.J. Jr.; Morel, J.E.; Prinja, A.K.
1999-07-08
Recently, Morel and McGhee described an alternate second-order form of the transport equation called the self adjoint angular flux (SAAF) equation that has the angular flux as its unknown. The SAAF formulation has all the advantages of the traditional even- and odd-parity self-adjoint equations, with the added advantages that it yields the full angular flux when it is numerically solved, it is significantly easier to implement reflective and reflective-like boundary conditions, and in the appropriate form it can be solved in void regions. The SAAF equation has the disadvantage that the angular domain is the full unit sphere and, like the even- and odd- parity form, S{sub n} source iteration cannot be implemented using the standard sweeping algorithm. Also, problems arise in pure scattering media. Morel and McGhee demonstrated the efficacy of the SAAF formulation for neutral particle transport. Here we apply the SAAF formulation to coupled electron-photon transport problems using multigroup cross-sections from the CEPXS code and S{sub n} discretization.
Pricing of American style options with an adjoint process correction method
NASA Astrophysics Data System (ADS)
Jaekel, Uwe
2005-07-01
Pricing of American options is a more complicated problem than pricing of European options. In this work a formula is derived that allows the computation of the early exercise premium, i.e. the price difference between these two option types in terms of an adjoint process evolving in the reversed time direction of the original process determining the evolution of the European price. We show how this equation can be utilised to improve option price estimates from numerical schemes like finite difference or Monte Carlo methods.
Comparison of the Monte Carlo adjoint-weighted and differential operator perturbation methods
Kiedrowski, Brian C; Brown, Forrest B
2010-01-01
Two perturbation theory methodologies are implemented for k-eigenvalue calculations in the continuous-energy Monte Carlo code, MCNP6. A comparison of the accuracy of these techniques, the differential operator and adjoint-weighted methods, is performed numerically and analytically. Typically, the adjoint-weighted method shows better performance over a larger range; however, there are exceptions.
Use of adjoint methods in the probabilistic finite element approach to fracture mechanics
NASA Technical Reports Server (NTRS)
Liu, Wing Kam; Besterfield, Glen; Lawrence, Mark; Belytschko, Ted
1988-01-01
The adjoint method approach to probabilistic finite element methods (PFEM) is presented. When the number of objective functions is small compared to the number of random variables, the adjoint method is far superior to the direct method in evaluating the objective function derivatives with respect to the random variables. The PFEM is extended to probabilistic fracture mechanics (PFM) using an element which has the near crack-tip singular strain field embedded. Since only two objective functions (i.e., mode I and II stress intensity factors) are needed for PFM, the adjoint method is well suited.
NASA Technical Reports Server (NTRS)
Nguyen, Nhan T.; Hornby, Gregory; Ishihara, Abe
2013-01-01
This paper describes two methods of trajectory optimization to obtain an optimal trajectory of minimum-fuel- to-climb for an aircraft. The first method is based on the adjoint method, and the second method is based on a direct trajectory optimization method using a Chebyshev polynomial approximation and cubic spine approximation. The approximate optimal trajectory will be compared with the adjoint-based optimal trajectory which is considered as the true optimal solution of the trajectory optimization problem. The adjoint-based optimization problem leads to a singular optimal control solution which results in a bang-singular-bang optimal control.
Multigrid methods for bifurcation problems: The self adjoint case
NASA Technical Reports Server (NTRS)
Taasan, Shlomo
1987-01-01
This paper deals with multigrid methods for computational problems that arise in the theory of bifurcation and is restricted to the self adjoint case. The basic problem is to solve for arcs of solutions, a task that is done successfully with an arc length continuation method. Other important issues are, for example, detecting and locating singular points as part of the continuation process, switching branches at bifurcation points, etc. Multigrid methods have been applied to continuation problems. These methods work well at regular points and at limit points, while they may encounter difficulties in the vicinity of bifurcation points. A new continuation method that is very efficient also near bifurcation points is presented here. The other issues mentioned above are also treated very efficiently with appropriate multigrid algorithms. For example, it is shown that limit points and bifurcation points can be solved for directly by a multigrid algorithm. Moreover, the algorithms presented here solve the corresponding problems in just a few work units (about 10 or less), where a work unit is the work involved in one local relaxation on the finest grid.
Adjoint Sensitivity Computations for an Embedded-Boundary Cartesian Mesh Method and CAD Geometry
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis,Michael J.
2006-01-01
Cartesian-mesh methods are perhaps the most promising approach for addressing the issues of flow solution automation for aerodynamic design problems. In these methods, the discretization of the wetted surface is decoupled from that of the volume mesh. This not only enables fast and robust mesh generation for geometry of arbitrary complexity, but also facilitates access to geometry modeling and manipulation using parametric Computer-Aided Design (CAD) tools. Our goal is to combine the automation capabilities of Cartesian methods with an eficient computation of design sensitivities. We address this issue using the adjoint method, where the computational cost of the design sensitivities, or objective function gradients, is esseutially indepeudent of the number of design variables. In previous work, we presented an accurate and efficient algorithm for the solution of the adjoint Euler equations discretized on Cartesian meshes with embedded, cut-cell boundaries. Novel aspects of the algorithm included the computation of surface shape sensitivities for triangulations based on parametric-CAD models and the linearization of the coupling between the surface triangulation and the cut-cells. The objective of the present work is to extend our adjoint formulation to problems involving general shape changes. Central to this development is the computation of volume-mesh sensitivities to obtain a reliable approximation of the objective finction gradient. Motivated by the success of mesh-perturbation schemes commonly used in body-fitted unstructured formulations, we propose an approach based on a local linearization of a mesh-perturbation scheme similar to the spring analogy. This approach circumvents most of the difficulties that arise due to non-smooth changes in the cut-cell layer as the boundary shape evolves and provides a consistent approximation tot he exact gradient of the discretized abjective function. A detailed gradient accurace study is presented to verify our approach
Introduction to Adjoint Models
NASA Technical Reports Server (NTRS)
Errico, Ronald M.
2015-01-01
In this lecture, some fundamentals of adjoint models will be described. This includes a basic derivation of tangent linear and corresponding adjoint models from a parent nonlinear model, the interpretation of adjoint-derived sensitivity fields, a description of methods of automatic differentiation, and the use of adjoint models to solve various optimization problems, including singular vectors. Concluding remarks will attempt to correct common misconceptions about adjoint models and their utilization.
Adjoint-Based Methods for Estimating CO2 Sources and Sinks from Atmospheric Concentration Data
NASA Technical Reports Server (NTRS)
Andrews, Arlyn E.
2003-01-01
Work to develop adjoint-based methods for estimating CO2 sources and sinks from atmospheric concentration data was initiated in preparation for last year's summer institute on Carbon Data Assimilation (CDAS) at the National Center for Atmospheric Research in Boulder, CO. The workshop exercises used the GSFC Parameterized Chemistry and Transport Model and its adjoint. Since the workshop, a number of simulations have been run to evaluate the performance of the model adjoint. Results from these simulations will be presented, along with an outline of challenges associated with incorporating a variety of disparate data sources, from sparse, but highly precise, surface in situ observations to less accurate, global future satellite observations.
Ocean acoustic tomography from different receiver geometries using the adjoint method.
Zhao, Xiaofeng; Wang, Dongxiao
2015-12-01
In this paper, an ocean acoustic tomography inversion using the adjoint method in a shallow water environment is presented. The propagation model used is an implicit Crank-Nicolson finite difference parabolic equation solver with a non-local boundary condition. Unlike previous matched-field processing works using the complex pressure fields as the observations, here, the observed signals are the transmission losses. Based on the code tests of the tangent linear model, the adjoint model, and the gradient, the optimization problem is solved by a gradient-based minimization algorithm. The inversions are performed in numerical simulations for two geometries: one in which hydrophones are sparsely distributed in the horizontal direction, and another in which the hydrophones are distributed vertically. The spacing in both cases is well beyond the half-wavelength threshold at which beamforming could be used. To deal with the ill-posedness of the inverse problem, a linear differential regularization operator of the sound-speed profile is used to smooth the inversion results. The L-curve criterion is adopted to select the regularization parameter, and the optimal value can be easily determined at the elbow of the logarithms of the residual norm of the measured-predicted fields and the norm of the penalty function. PMID:26723329
NASA Astrophysics Data System (ADS)
Stück, Arthur
2015-11-01
Inconsistent discrete expressions in the boundary treatment of Navier-Stokes solvers and in the definition of force objective functionals can lead to discrete-adjoint boundary treatments that are not a valid representation of the boundary conditions to the corresponding adjoint partial differential equations. The underlying problem is studied for an elementary 1D advection-diffusion problem first using a node-centred finite-volume discretisation. The defect of the boundary operators in the inconsistently defined discrete-adjoint problem leads to oscillations and becomes evident with the additional insight of the continuous-adjoint approach. A homogenisation of the discretisations for the primal boundary treatment and the force objective functional yields second-order functional accuracy and eliminates the defect in the discrete-adjoint boundary treatment. Subsequently, the issue is studied for aerodynamic Reynolds-averaged Navier-Stokes problems in conjunction with a standard finite-volume discretisation on median-dual grids and a strong implementation of noslip walls, found in many unstructured general-purpose flow solvers. Going out from a base-line discretisation of force objective functionals which is independent of the boundary treatment in the flow solver, two improved flux-consistent schemes are presented; based on either body wall-defined or farfield-defined control-volumes they resolve the dual inconsistency. The behaviour of the schemes is investigated on a sequence of grids in 2D and 3D.
Martien, Philip T; Harley, Robert A; Cacuci, Dan G
2006-04-15
Photochemical air pollution forms when emissions of nitrogen oxides (NO(x)) and volatile organic compounds (VOC) react in the atmosphere in the presence of sunlight. The goal of applying three-dimensional photochemical air quality models is usually to conduct sensitivity analysis: for example, to predict changes in an ozone response due to changes in NO(x) and VOC emissions or other model data. Forward sensitivity analysis methods are best suited to investigating sensitivities of many model responses to changes in a few inputs or parameters. Here we develop a continuous adjoint model and demonstrate an adjoint sensitivity analysis procedure that is well-suited to the complementary case of determining sensitivity of a small number of model responses to many parameters. Sensitivities generated using the adjoint method agree with those generated using other methods. Compared to the forward method, the adjoint method had large disk storage requirements but was more efficient in terms of computer processor time for receptor-based investigations focused on a single response at a specified site and time. The adjoint method also generates sensitivity apportionment fields, which reveal when and where model data are important to the target response. PMID:16683606
NASA Astrophysics Data System (ADS)
Edwards, S.; Reuther, J.; Chattot, J. J.
The objective of this paper is to present a control theory approach for the design of airfoils in the presence of viscous compressible flows. A coupled system of the integral boundary layer and the Euler equations is solved to provide rapid flow simulations. An adjoint approach consistent with the complete coupled state equations is employed to obtain the sensitivities needed to drive a numerical optimization algorithm. Design to a target pressure distribution is demonstrated on an RAE 2822 airfoil at transonic speeds.
NASA Technical Reports Server (NTRS)
Ustinov, E.
1999-01-01
Sensitivity analysis based on using of the adjoint equation of radiative transfer is applied to the case of atmospheric remote sensing in the thermal spectral region with non-negligeable atmospheric scattering.
Adjoint Method and Predictive Control for 1-D Flow in NASA Ames 11-Foot Transonic Wind Tunnel
NASA Technical Reports Server (NTRS)
Nguyen, Nhan; Ardema, Mark
2006-01-01
This paper describes a modeling method and a new optimal control approach to investigate a Mach number control problem for the NASA Ames 11-Foot Transonic Wind Tunnel. The flow in the wind tunnel is modeled by the 1-D unsteady Euler equations whose boundary conditions prescribe a controlling action by a compressor. The boundary control inputs to the compressor are in turn controlled by a drive motor system and an inlet guide vane system whose dynamics are modeled by ordinary differential equations. The resulting Euler equations are thus coupled to the ordinary differential equations via the boundary conditions. Optimality conditions are established by an adjoint method and are used to develop a model predictive linear-quadratic optimal control for regulating the Mach number due to a test model disturbance during a continuous pitch
Seismic Imaging of VTI, HTI and TTI based on Adjoint Methods
NASA Astrophysics Data System (ADS)
Rusmanugroho, H.; Tromp, J.
2014-12-01
Recent studies show that isotropic seismic imaging based on adjoint method reduces low-frequency artifact caused by diving waves, which commonly occur in two-wave wave-equation migration, such as Reverse Time Migration (RTM). Here, we derive new expressions of sensitivity kernels for Vertical Transverse Isotropy (VTI) using the Thomsen parameters (ɛ, δ, γ) plus the P-, and S-wave speeds (α, β) as well as via the Chen & Tromp (GJI 2005) parameters (A, C, N, L, F). For Horizontal Transverse Isotropy (HTI), these parameters depend on an azimuthal angle φ, where the tilt angle θ is equivalent to 90°, and for Tilted Transverse Isotropy (TTI), these parameters depend on both the azimuth and tilt angles. We calculate sensitivity kernels for each of these two approaches. Individual kernels ("images") are numerically constructed based on the interaction between the regular and adjoint wavefields in smoothed models which are in practice estimated through Full-Waveform Inversion (FWI). The final image is obtained as a result of summing all shots, which are well distributed to sample the target model properly. The impedance kernel, which is a sum of sensitivity kernels of density and the Thomsen or Chen & Tromp parameters, looks crisp and promising for seismic imaging. The other kernels suffer from low-frequency artifacts, similar to traditional seismic imaging conditions. However, all sensitivity kernels are important for estimating the gradient of the misfit function, which, in combination with a standard gradient-based inversion algorithm, is used to minimize the objective function in FWI.
Assessing the Impact of Observations on Numerical Weather Forecasts Using the Adjoint Method
NASA Technical Reports Server (NTRS)
Gelaro, Ronald
2012-01-01
The adjoint of a data assimilation system provides a flexible and efficient tool for estimating observation impacts on short-range weather forecasts. The impacts of any or all observations can be estimated simultaneously based on a single execution of the adjoint system. The results can be easily aggregated according to data type, location, channel, etc., making this technique especially attractive for examining the impacts of new hyper-spectral satellite instruments and for conducting regular, even near-real time, monitoring of the entire observing system. This talk provides a general overview of the adjoint method, including the theoretical basis and practical implementation of the technique. Results are presented from the adjoint-based observation impact monitoring tool in NASA's GEOS-5 global atmospheric data assimilation and forecast system. When performed in conjunction with standard observing system experiments (OSEs), the adjoint results reveal both redundancies and dependencies between observing system impacts as observations are added or removed from the assimilation system. Understanding these dependencies may be important for optimizing the use of the current observational network and defining requirements for future observing systems
Hep, J.; Konecna, A.; Krysl, V.; Smutny, V.
2011-07-01
This paper describes the application of effective source in forward calculations and the adjoint method to the solution of fast neutron fluence and activation detector activities in the reactor pressure vessel (RPV) and RPV cavity of a VVER-440 reactor. Its objective is the demonstration of both methods on a practical task. The effective source method applies the Boltzmann transport operator to time integrated source data in order to obtain neutron fluence and detector activities. By weighting the source data by time dependent decay of the detector activity, the result of the calculation is the detector activity. Alternatively, if the weighting is uniform with respect to time, the result is the fluence. The approach works because of the inherent linearity of radiation transport in non-multiplying time-invariant media. Integrated in this way, the source data are referred to as the effective source. The effective source in the forward calculations method thereby enables the analyst to replace numerous intensive transport calculations with a single transport calculation in which the time dependence and magnitude of the source are correctly represented. In this work, the effective source method has been expanded slightly in the following way: neutron source data were performed with few group method calculation using the active core calculation code MOBY-DICK. The follow-up neutron transport calculation was performed using the neutron transport code TORT to perform multigroup calculations. For comparison, an alternative method of calculation has been used based upon adjoint functions of the Boltzmann transport equation. Calculation of the three-dimensional (3-D) adjoint function for each required computational outcome has been obtained using the deterministic code TORT and the cross section library BGL440. Adjoint functions appropriate to the required fast neutron flux density and neutron reaction rates have been calculated for several significant points within the RPV
NASA Technical Reports Server (NTRS)
Li, Y.; Navon, I. M.; Courtier, P.; Gauthier, P.
1993-01-01
An adjoint model is developed for variational data assimilation using the 2D semi-Lagrangian semi-implicit (SLSI) shallow-water equation global model of Bates et al. with special attention being paid to the linearization of the interpolation routines. It is demonstrated that with larger time steps the limit of the validity of the tangent linear model will be curtailed due to the interpolations, especially in regions where sharp gradients in the interpolated variables coupled with strong advective wind occur, a synoptic situation common in the high latitudes. This effect is particularly evident near the pole in the Northern Hemisphere during the winter season. Variational data assimilation experiments of 'identical twin' type with observations available only at the end of the assimilation period perform well with this adjoint model. It is confirmed that the computational efficiency of the semi-Lagrangian scheme is preserved during the minimization process, related to the variational data assimilation procedure.
Sanchez, R.
2012-07-01
Nonlinear acceleration of a continuous finite element (CFE) discretization of the transport equation requires a modification of the transport solution in order to achieve local conservation, a condition used in nonlinear acceleration to define the stopping criterion. In this work we implement a coarse-mesh finite difference acceleration for a CFE discretization of the second-order self adjoint angular flux (SAAF) form of the transport equation and use a post processing to enforce local conservation. Numerical results are given for one-group source calculations of one-dimensional slabs. We also give a formal derivation of the boundary conditions for the SAAF. (authors)
Richard Sanchez; Cristian Rabiti; Yaqi Wang
2013-11-01
Nonlinear acceleration of a continuous finite element (CFE) discretization of the transport equation requires a modification of the transport solution in order to achieve local conservation, a condition used in nonlinear acceleration to define the stopping criterion. In this work we implement a coarse-mesh finite difference acceleration for a CFE discretization of the second-order self-adjoint angular flux (SAAF) form of the transport equation and use a postprocessing to enforce local conservation. Numerical results are given for one-group source calculations of one-dimensional slabs. We also give a novel formal derivation of the boundary conditions for the SAAF.
NASA Astrophysics Data System (ADS)
Ren, L.; Liu, Q.
2012-12-01
We present multiple moment-tensor solution of the December 26, 2004 Sumatra earthquake based upon adjoint methods. An objective function Φ that measures the goodness of waveform fit between data and synthetics is minimized. Synthetics are calculated by spectral-element simulations (SPECFEM3D_GLOBE) in a 3D global earth model S362ANI to reduce the effect of heterogeneous structures. The Fréchet derivatives of Φ in the form δΦ = ∫T ∫VI(ɛ †ij)(x,T-t) δ(m_dot)ij(x,t)d3xdt, where δmij is the perturbation of moment density function and I(ɛ†ij)(x,T-t) denotes the time-integrated adjoint strain tensor, are calculated based upon adjoint methods implemented in SPECFEM3D_GLOBE. Our initial source model is obtained by monitoring the time-integrated adjoint strain tensors in the vicinity of the presumed source region. Source model parameters are iteratively updated by a preconditioned conjugate-gradient method to iteratively utilizing the calculated Φ and δΦ values. Our final inversion results show both similarities to and differences from previous source inversion results based on 1D background models.
NASA Astrophysics Data System (ADS)
Ren, L.; Liu, Q.; Hjörleifsdóttir, V.
2010-12-01
We present multiple moment-tensor solution of the Dec 26, 2004 Sumatra earthquake based upon the adjoint methods. An objective function Φ(m), where m is the multiple source model, measures the goodness of waveform fit between data and synthetics. The Fréchet derivatives of Φ in the form δΦ = ∫∫I(ɛ†)(x,T-t)δmij_dot(x,t)dVdt, where δmij is the source model perturbation and I(ɛ†)(x,T-t) denotes the time-integrated adjoint strain tensor, are calculated based upon adjoint methods and spectral-element simulations (SPECFEM3D_GLOBE) in a 3D global earth model S362ANI. Our initial source model is obtained independently by monitoring the time-integrated adjoint strain tensors around the presumed source region. We then utilize the Φ and δΦ calculations in a conjugate-gradient method to iteratively invert for the source model. Our final inversion results show both similarities with and differences to previous source inversion results based on 1D earth models.
NASA Astrophysics Data System (ADS)
Morency, C.; Tromp, J.
2008-12-01
successfully performed. We present finite-frequency sensitivity kernels for wave propagation in porous media based upon adjoint methods. We first show that the adjoint equations in porous media are similar to the regular Biot equations upon defining an appropriate adjoint source. Then we present finite-frequency kernels for seismic phases in porous media (e.g., fast P, slow P, and S). These kernels illustrate the sensitivity of seismic observables to structural parameters and form the basis of tomographic inversions. Finally, we show an application of this imaging technique related to the detection of buried landmines and unexploded ordnance (UXO) in porous environments.
NASA Technical Reports Server (NTRS)
1977-01-01
Basic differential equations governing compressible turbulent boundary layer flow are reviewed, including conservation of mass and energy, momentum equations derived from Navier-Stokes equations, and equations of state. Closure procedures were broken down into: (1) simple or zeroth-order methods, (2) first-order or mean field closure methods, and (3) second-order or mean turbulence field methods.
Sensitivity analysis of a model of CO2 exchange in tundra ecosystems by the adjoint method
NASA Technical Reports Server (NTRS)
Waelbroek, C.; Louis, J.-F.
1995-01-01
A model of net primary production (NPP), decomposition, and nitrogen cycling in tundra ecosystems has been developed. The adjoint technique is used to study the sensitivity of the computed annual net CO2 flux to perturbation in initial conditions, climatic inputs, and model's main parameters describing current seasonal CO2 exchange in wet sedge tundra at Barrow, Alaska. The results show that net CO2 flux is most sensitive to parameters characterizing litter chemical composition and more sensitive to decomposition parameters than to NPP parameters. This underlines the fact that in nutrient-limited ecosystems, decomposition drives net CO2 exchange by controlling mineralization of main nutrients. The results also indicate that the short-term (1 year) response of wet sedge tundra to CO2-induced warming is a significant increase in CO2 emission, creating a positive feedback to atmosphreic CO2 accumulation. However, a cloudiness increase during the same year can severely alter this response and lead to either a slight decrease or a strong increase in emitted CO2, depending on its exact timing. These results demonstrate that the adjoint method is well suited to study systems encountering regime changes, as a single run of the adjoint model provides sensitivities of the net CO2 flux to perturbations in all parameters and variables at any time of the year. Moreover, it is shown that large errors due to the presence of thresholds can be avoided by first delimiting the range of applicability of the adjoint results.
Active adjoint modeling method in microwave induced thermoacoustic tomography for breast tumor.
Zhu, Xiaozhang; Zhao, Zhiqin; Wang, Jinguo; Chen, Guoping; Liu, Qing Huo
2014-07-01
To improve the model-based inversion performance of microwave induced thermoacoustic tomography for breast tumor imaging, an active adjoint modeling (AAM) method is proposed. It aims to provide a more realistic breast acoustic model used for tumor inversion as the background by actively measuring and reconstructing the structural heterogeneity of human breast environment. It utilizes the reciprocity of acoustic sensors, and adapts the adjoint tomography method from seismic exploration. With the reconstructed acoustic model of breast environment, the performance of model-based inversion method such as time reversal mirror is improved significantly both in contrast and accuracy. To prove the advantage of AAM, a checkerboard pattern model and anatomical realistic breast models have been used in full wave numerical simulations. PMID:24956614
NASA Astrophysics Data System (ADS)
Al-Attar, D.; Woodhouse, J. H.
2011-12-01
Normal mode spectra provide a valuable data set for global seismic tomography, and, notably, are amongst the few geophysical observables that are sensitive to lateral variations in density structure within the Earth. Nonetheless, the effects of lateral density variations on mode spectra are rather subtle. In order, therefore, to reliably determine density variations with in the earth, it is necessary to make use of sufficiently accurate methods for calculating synthetic mode spectra. In particular, recent work has highlighted the need to perform 'full-coupling calculations' that take into account the interaction of large numbers of spherical earth multiplets. However, present methods for performing such full-coupling calculations require diagonalization of large coupling matrices, and so become computationally inefficient as the number of coupled modes is increased. In order to perform full-coupling calculations more efficiently, we describe a new implementation of the direct solution method for calculating synthetic spectra in laterally heterogeneous earth models. This approach is based on the solution of the inhomogeneous mode coupling equations in the frequency domain, and does not require the diagonalization of large matrices. Early implementations of the direct solution method used LU-decomposition to solve the mode coupling equations. However, as the number of coupled modes is increased, this method becomes impractically slow. To circumvent this problem, we solve the mode coupling equations iteratively using the preconditioned biconjugate gradient algorithm. We present a number of numerical tests to display the accuracy and efficiency of this method for performing large full-coupling calculations. In addition, we describe a frequency-domain formulation of the adjoint method for the calculation of Frechet kernels that show the sensitivity of normal mode observations to variations in earth structure. The calculation of such Frechet kernels involves one solution
NASA Technical Reports Server (NTRS)
Andrews, A.
2002-01-01
A detailed mechanistic understanding of the sources and sinks of CO2 will be required to reliably predict future COS levels and climate. A commonly used technique for deriving information about CO2 exchange with surface reservoirs is to solve an "inverse problem," where CO2 observations are used with an atmospheric transport model to find the optimal distribution of sources and sinks. Synthesis inversion methods are powerful tools for addressing this question, but the results are disturbingly sensitive to the details of the calculation. Studies done using different atmospheric transport models and combinations of surface station data have produced substantially different distributions of surface fluxes. Adjoint methods are now being developed that will more effectively incorporate diverse datasets in estimates of surface fluxes of CO2. In an adjoint framework, it will be possible to combine CO2 concentration data from long-term surface monitoring stations with data from intensive field campaigns and with proposed future satellite observations. A major advantage of the adjoint approach is that meteorological and surface data, as well as data for other atmospheric constituents and pollutants can be efficiently included in addition to observations of CO2 mixing ratios. This presentation will provide an overview of potentially useful datasets for carbon cycle research in general with an emphasis on planning for the North American Carbon Project. Areas of overlap with ongoing and proposed work on air quality/air pollution issues will be highlighted.
Source attribution of particulate matter pollution over North China with the adjoint method
NASA Astrophysics Data System (ADS)
Zhang, Lin; Liu, Licheng; Zhao, Yuanhong; Gong, Sunling; Zhang, Xiaoye; Henze, Daven K.; Capps, Shannon L.; Fu, Tzung-May; Zhang, Qiang; Wang, Yuxuan
2015-08-01
We quantify the source contributions to surface PM2.5 (fine particulate matter) pollution over North China from January 2013 to 2015 using the GEOS-Chem chemical transport model and its adjoint with improved model horizontal resolution (1/4° × 5/16°) and aqueous-phase chemistry for sulfate production. The adjoint method attributes the PM2.5 pollution to emissions from different source sectors and chemical species at the model resolution. Wintertime surface PM2.5 over Beijing is contributed by emissions of organic carbon (27% of the total source contribution), anthropogenic fine dust (27%), and SO2 (14%), which are mainly from residential and industrial sources, followed by NH3 (13%) primarily from agricultural activities. About half of the Beijing pollution originates from sources outside of the city municipality. Adjoint analyses for other cities in North China all show significant regional pollution transport, supporting a joint regional control policy for effectively mitigating the PM2.5 air pollution.
The adjoint method of data assimilation used operationally for shelf circulation
NASA Astrophysics Data System (ADS)
Griffin, David A.; Thompson, Keith R.
1996-02-01
A real-time shelf circulation model with data assimilation has been successfully used, possibly for the first time, on the outer Nova Scotian Shelf. The adjoint method was used to infer the time histories of flows across the four open boundaries of a 60 km × 60 km shallow-water equation model of Western Bank. The aim was to hindcast and nowcast currents over the bank so that a patch of water (initially 15 km in diameter) could be resampled over a 3-week period as part of a study of the early life history of Atlantic cod. Observations available in near real time for assimilation were from 14 drifting buoys, 2 telemetering moored current meters, the ship's acoustic Doppler current profiler and the local wind. For the postcruise hindcasts presented here, data from two bottom pressure gauges and two more current meters are also available. The experiment was successful, and the patch was sampled over a 19-day period that included two intense storms. In this paper we (1) document the model and how the data are assimilated, (2) present and discuss the observations, (3) demonstrate that the interpolative skill of the model exceeds that of simpler schemes that use just the current velocity data, and (4) provide examples of how particle tracking with the model enables asynoptically acquired data to be displayed as synoptic maps, greatly facilitating both underway cruise planning and postcruise data analysis. An interesting feature of the circulation on the bank was a nearly stationary eddy atop the bank crest. Larvae within the eddy were retained on the bank in a favorable environment until the onset of the storms. The variable integrity of the eddy may contribute to fluctuations of year-class success.
Spectral multigrid methods for elliptic equations
NASA Technical Reports Server (NTRS)
Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.
1981-01-01
An alternative approach which employs multigrid concepts in the iterative solution of spectral equations was examined. Spectral multigrid methods are described for self adjoint elliptic equations with either periodic or Dirichlet boundary conditions. For realistic fluid calculations the relevant boundary conditions are periodic in at least one (angular) coordinate and Dirichlet (or Neumann) in the remaining coordinates. Spectral methods are always effective for flows in strictly rectangular geometries since corners generally introduce singularities into the solution. If the boundary is smooth, then mapping techniques are used to transform the problem into one with a combination of periodic and Dirichlet boundary conditions. It is suggested that spectral multigrid methods in these geometries can be devised by combining the techniques.
Parallelized Three-Dimensional Resistivity Inversion Using Finite Elements And Adjoint State Methods
NASA Astrophysics Data System (ADS)
Schaa, Ralf; Gross, Lutz; Du Plessis, Jaco
2015-04-01
The resistivity method is one of the oldest geophysical exploration methods, which employs one pair of electrodes to inject current into the ground and one or more pairs of electrodes to measure the electrical potential difference. The potential difference is a non-linear function of the subsurface resistivity distribution described by an elliptic partial differential equation (PDE) of the Poisson type. Inversion of measured potentials solves for the subsurface resistivity represented by PDE coefficients. With increasing advances in multichannel resistivity acquisition systems (systems with more than 60 channels and full waveform recording are now emerging), inversion software require efficient storage and solver algorithms. We developed the finite element solver Escript, which provides a user-friendly programming environment in Python to solve large-scale PDE-based problems (see https://launchpad.net/escript-finley). Using finite elements, highly irregular shaped geology and topography can readily be taken into account. For the 3D resistivity problem, we have implemented the secondary potential approach, where the PDE is decomposed into a primary potential caused by the source current and the secondary potential caused by changes in subsurface resistivity. The primary potential is calculated analytically, and the boundary value problem for the secondary potential is solved using nodal finite elements. This approach removes the singularity caused by the source currents and provides more accurate 3D resistivity models. To solve the inversion problem we apply a 'first optimize then discretize' approach using the quasi-Newton scheme in form of the limited-memory Broyden-Fletcher-Goldfarb-Shanno (L-BFGS) method (see Gross & Kemp 2013). The evaluation of the cost function requires the solution of the secondary potential PDE for each source current and the solution of the corresponding adjoint-state PDE for the cost function gradients with respect to the subsurface
Imaging the slab beneath central Chile using the Spectral Elements Method and adjoint techniques
NASA Astrophysics Data System (ADS)
Mercerat, E. D.; Nolet, G.; Marot, M.; Deshayes, P.; Monfret, T.
2010-12-01
This work focuses on imaging the subducting slab beneath Central Chile using novel inversion techniques based on the adjoint method and accurate wave propagation simulations using the Spectral Elements Method. The study area comprises the flat slab portion of the Nazca plate between 29 S and 34 S subducting beneath South America. We will use a database of regional seismicity consisting of both crustal and deep slab earthquakes with magnitude 3 < Mw < 6 recorded by different temporary and permanent seismological networks. Our main goal is to determine both the kinematics and the geometry of the subducting slab in order to help the geodynamical interpretation of such particular active margin. The Spectral Elements Method (SPECFEM3D code) is used to generate the synthetic seismograms and it will be applied for the iterative minimization based on adjoint techniques. The numerical mesh is 600 km x 600 km in horizontal coordinates and 220 km depth. As a first step, we are faced to well-known issues concerning mesh generation (resolution, quality, absorbing boundary conditions). In particular, we must evaluate the influence of free surface topography, as well as the MOHO and other geological interfaces in the synthetic seismograms. The initial velocity model from a previous travel-time tomography study, is linearly interpolated to the Gauss-Lobatto-Legendre grid. The comparison between the first forward simulations (up to 4 seconds minimum period) validate the initial velocity model of the study area, although many features not reproduced by the initial model have already been identified. Next step will concentrate in the comparison between finite-frequency kernels calculated by travel-time methods with ones based on adjoint methods, in order to highlight advantages and disadvantages in terms of resolution, accuracy, but also computational cost.
NASA Astrophysics Data System (ADS)
Cirpka, Olaf A.; Kitanidis, Peter K.
Including tracer data into geostatistically based methods of inverse modeling is computationally very costly when all concentration measurements are used and the sensitivities of many observations are calculated by the direct differentiation approach. Harvey and Gorelick (Water Resour Res 1995;31(7):1615-26) have suggested the use of the first temporal moment instead of the complete concentration record at a point. We derive a computationally efficient adjoint-state method for the sensitivities of the temporal moments that require the solution of the steady-state flow equation and two steady-state transport equations for the forward problem and the same number of equations for each first-moment measurement. The efficiency of the method makes it feasible to evaluate the sensitivity matrix many times in large domains. We incorporate our approach for the calculation of sensitivities in the quasi-linear geostatistical method of inversing ("iterative cokriging"). The application to an artificial example of a tracer introduced into an injection well shows good convergence behavior when both head and first-moment data are used for inversing, whereas inversing of arrival times alone is less stable.
NASA Astrophysics Data System (ADS)
Chen, H.; Li, K.
2012-12-01
We applied a wave-equation based adjoint wavefield method for seismic illumination/resolution analyses and full waveform inversion. A two-way wave-equation is used to calculate directional and diffracted energy fluxes for waves propagating between sources and receivers to the subsurface target. The first-order staggered-grid pressure-velocity formulation, which lacks the characteristic of being self-adjoint is further validated and corrected to render the modeling operator before its practical application. Despite most published papers on synthetic kernel research, realistic applications to two field experiments are demonstrated and emphasize its practical needs. The Fréchet sensitivity kernels are used to quantify the target illumination conditions. For realistic illumination measurements and resolution analyses, two completely different survey geometries and nontrivial pre-conditioning strategies based on seismic data type are demonstrated and compared. From illumination studies, particle velocity responses are more sensitive to lateral velocity variations than pressure records. For waveform inversion, the more accurately estimated velocity model obtained the deeper the depth of investigation would be reached. To achieve better resolution and illumination, closely spaced OBS receiver interval is preferred. Based on the results, waveform inversion is applied for a gas hydrate site in Taiwan for shallow structure and BSR detection. Full waveform approach potentially provides better depth resolution than ray approach. The quantitative analyses, a by-product of full waveform inversion, are useful for quantifying seismic processing and depth migration strategies.llumination/resolution analysis for a 3D MCS/OBS survey in 2008. Analysis of OBS data shows that pressure (top), horizontal (middle) and vertical (bottom) velocity records produce different resolving power for gas hydrate exploration. ull waveform inversion of 8 OBS data along Yuan-An Ridge in SW Taiwan
Numerical Computation of Sensitivities and the Adjoint Approach
NASA Technical Reports Server (NTRS)
Lewis, Robert Michael
1997-01-01
We discuss the numerical computation of sensitivities via the adjoint approach in optimization problems governed by differential equations. We focus on the adjoint problem in its weak form. We show how one can avoid some of the problems with the adjoint approach, such as deriving suitable boundary conditions for the adjoint equation. We discuss the convergence of numerical approximations of the costate computed via the weak form of the adjoint problem and show the significance for the discrete adjoint problem.
Reconstruction of ocean circulation from sparse data using the adjoint method: LGM and the present
NASA Astrophysics Data System (ADS)
Kurahashi-Nakamura, T.; Losch, M. J.; Paul, A.; Mulitza, S.; Schulz, M.
2010-12-01
Understanding the behavior of the Earth's climate system under different conditions in the past is the basis for more robust projections of future climate. It is thought that the ocean circulation plays a very important role in the climate system, because it can greatly affect climate by dynamic-thermodynamic (as a medium of heat transport) and biogeochemical processes (by affecting the global carbon cycle). In this context, studying the period of the Last Glacial Maximum (LGM) is particularly promising, as it represents a climate state that is very different from today. Furthermore the LGM, compared to other paleoperiods, is characterized by a relatively good paleo-data coverage. Unfortunately, the ocean circulation during the LGM is still uncertain, with a range of climate models estimating both a stronger and a weaker formation rate of North Atlantic Deep Water (NADW) as compared to the present rate. Here, we present a project aiming at reducing this uncertainty by combining proxy data with a numerical ocean model using variational techniques. Our approach, the so-called adjoint method, employs a quadratic cost function of model-data differences weighted by their prior error estimates. We seek an optimal state estimate at the global minimum of the cost function by varying the independent control variables such as initial conditions (e.g. temperature), boundary conditions (e.g. surface winds, heat flux), or internal parameters (e.g. vertical diffusivity). The adjoint or dual model computes the gradient of the cost function with respect to these control variables and thus provides the information required by gradient descent algorithms. The gradients themselves provide valuable information about the sensitivity of the system to perturbations in the control variables. We use the Massachusetts Institute of Technology ocean general circulation model (MITgcm) with a cubed-sphere grid system that avoids converging grid lines and pole singularities. This model code is
NASA Astrophysics Data System (ADS)
Kuksin, Sergei; Maiocchi, Alberto
In this chapter we present a general method of constructing the effective equation which describes the behavior of small-amplitude solutions for a nonlinear PDE in finite volume, provided that the linear part of the equation is a hamiltonian system with a pure imaginary discrete spectrum. The effective equation is obtained by retaining only the resonant terms of the nonlinearity (which may be hamiltonian, or may be not); the assertion that it describes the limiting behavior of small-amplitude solutions is a rigorous mathematical theorem. In particular, the method applies to the three- and four-wave systems. We demonstrate that different possible types of energy transport are covered by this method, depending on whether the set of resonances splits into finite clusters (this happens, e.g. in case of the Charney-Hasegawa-Mima equation), or is connected (this happens, e.g. in the case of the NLS equation if the space-dimension is at least two). For equations of the first type the energy transition to high frequencies does not hold, while for equations of the second type it may take place. Our method applies to various weakly nonlinear wave systems, appearing in plasma, meteorology and oceanography.
Sensitivity analysis of numerically-simulated convective storms using direct and adjoint methods
Park, S.K.; Droegemeier, K.K.; Bischof, C.; Knauff, T.
1994-06-01
The goal of this project is to evaluate the sensitivity of numerically modeled convective storms to control parameters such as the initial conditions, boundary conditions, environment, and various physical and computational parameters. In other words, the authors seek the gradient of the solution vector with respect to specified parameters. One can use two approaches to accomplish this task. In the first or so-called brute force method, one uses a fully nonlinear model to generate a control forecast starting from a specified initial state. Then, a number of other forecasts are made in which chosen parameters (e.g., initial conditions) are systematically varied. The obvious drawback is that a large number of full model predictions are needed to examine the effects of only a single parameter. The authors describe herein an alternative, essentially automated method (ADIFOR, or Automatic DIfferentiation of FORtran) for obtaining the solution gradient that bypasses the adjoint altogether yet provides even more information about the gradient. (ADIFOR, like the adjoint technique, is constrained by the linearity assumption.) Applied to a 1-D moist cloud model, the authors assess the utility of ADIFOR relative to the brute force approach and evaluate the validity of the tangent linear approximation in the context of deep convection.
Source attribution of PM2.5 pollution over North China using the adjoint method
NASA Astrophysics Data System (ADS)
Zhang, L.; Liu, L.; Zhao, Y.; Gong, S.; Henze, D. K.
2014-12-01
Conventional methods for source attribution of air pollution are based on measurement statistics (such as Positive Matrix Factorization) or sensitivity simulations with a chemical transport model (CTM). These methods generally ignore the nonlinear chemistry associated with the pollution formation or require unaffordable computational time. Here we use the adjoint of GEOS-Chem CTM at 0.25x0.3125 degree resolution to examine the sources contributing to the PM2.5 pollution over North China in winter 2013. We improved the model sulfate simulation by implementing the aqueous-phase oxidation of S(IV) by nitrogen dioxide. The adjoint results provide detailed source information at the model underlying grid resolution including source types and sectors. We show that PM2.5 pollution over Beijing and Baoding (Hebei) in winter was largely contributed by the large-scale residential and industrial burnings, and ammonia (NH3) emissions from agriculture activities. Nearly half of pollution was transported from outside of the city domains, and accumulated over 2-3 days. We also show under the current emission conditions, the PM2.5 concentrations over North China are more sensitive to NH3 emissions than NOx and SO2 emissions.
Heberton, C.I.; Russell, T.F.; Konikow, L.F.; Hornberger, G.Z.
2000-01-01
This report documents the U.S. Geological Survey Eulerian-Lagrangian Localized Adjoint Method (ELLAM) algorithm that solves an integral form of the solute-transport equation, incorporating an implicit-in-time difference approximation for the dispersive and sink terms. Like the algorithm in the original version of the U.S. Geological Survey MOC3D transport model, ELLAM uses a method of characteristics approach to solve the transport equation on the basis of the velocity field. The ELLAM algorithm, however, is based on an integral formulation of conservation of mass and uses appropriate numerical techniques to obtain global conservation of mass. The implicit procedure eliminates several stability criteria required for an explicit formulation. Consequently, ELLAM allows large transport time increments to be used. ELLAM can produce qualitatively good results using a small number of transport time steps. A description of the ELLAM numerical method, the data-input requirements and output options, and the results of simulator testing and evaluation are presented. The ELLAM algorithm was evaluated for the same set of problems used to test and evaluate Version 1 and Version 2 of MOC3D. These test results indicate that ELLAM offers a viable alternative to the explicit and implicit solvers in MOC3D. Its use is desirable when mass balance is imperative or a fast, qualitative model result is needed. Although accurate solutions can be generated using ELLAM, its efficiency relative to the two previously documented solution algorithms is problem dependent.
Adjoint Function: Physical Basis of Variational & Perturbation Theory in Transport
2009-07-27
Version 00 Dr. J.D. Lewins has now released the following legacy book for free distribution: Importance: The Adjoint Function: The Physical Basis of Variational and Perturbation Theory in Transport and Diffusion Problems, North-Holland Publishing Company - Amsterdam, 582 pages, 1966 Introduction: Continuous Systems and the Variational Principle 1. The Fundamental Variational Principle 2. The Importance Function 3. Adjoint Equations 4. Variational Methods 5. Perturbation and Iterative Methods 6. Non-Linear Theory
Using Adjoint Methods to Improve 3-D Velocity Models of Southern California
NASA Astrophysics Data System (ADS)
Liu, Q.; Tape, C.; Maggi, A.; Tromp, J.
2006-12-01
We use adjoint methods popular in climate and ocean dynamics to calculate Fréchet derivatives for tomographic inversions in southern California. The Fréchet derivative of an objective function χ(m), where m denotes the Earth model, may be written in the generic form δχ=int Km(x) δln m(x) d3x, where δln m=δ m/m denotes the relative model perturbation. For illustrative purposes, we construct the 3-D finite-frequency banana-doughnut kernel Km, corresponding to the misfit of a single traveltime measurement, by simultaneously computing the 'adjoint' wave field s† forward in time and reconstructing the regular wave field s backward in time. The adjoint wave field is produced by using the time-reversed velocity at the receiver as a fictitious source, while the regular wave field is reconstructed on the fly by propagating the last frame of the wave field saved by a previous forward simulation backward in time. The approach is based upon the spectral-element method, and only two simulations are needed to produce density, shear-wave, and compressional-wave sensitivity kernels. This method is applied to the SCEC southern California velocity model. Various density, shear-wave, and compressional-wave sensitivity kernels are presented for different phases in the seismograms. We also generate 'event' kernels for Pnl, S and surface waves, which are the Fréchet kernels of misfit functions that measure the P, S or surface wave traveltime residuals at all the receivers simultaneously for one particular event. Effectively, an event kernel is a sum of weighted Fréchet kernels, with weights determined by the associated traveltime anomalies. By the nature of the 3-D simulation, every event kernel is also computed based upon just two simulations, i.e., its construction costs the same amount of computation time as an individual banana-doughnut kernel. One can think of the sum of the event kernels for all available earthquakes, called the 'misfit' kernel, as a graphical
Full waveform seismic tomography of the Vrancea region using the adjoint method
NASA Astrophysics Data System (ADS)
Baron, J.; Danecek, P.; Morelli, A.; Tondi, R.
2013-12-01
constrained by the quantity of usable seismic data as well as a poor signal-to-noise ratio, which imposes to carry out the analysis in a frequency band of relatively high frequencies. The adjoint tomographic inversion is implemented with the SPECFEM3D solver (a community code applying the spectral element method) to generate synthetic data and traveltime misfit kernels in a fine computational mesh that satisfies the data frequency band requirements. The computation is run on a BlueGene/Q massively parallel computer available at the CINECA supercomputing centre. We show what information can be retrieved about the tomographic model applying the full-waveform inversion and adjoint methods even applied to a modest-quality, mostly high-frequency content, regional dataset.
Comparison of adjoint and nudging methods to initialise ice sheet model basal conditions
NASA Astrophysics Data System (ADS)
Mosbeux, Cyrille; Gillet-Chaulet, Fabien; Gagliardini, Olivier
2016-07-01
Ice flow models are now routinely used to forecast the ice sheets' contribution to 21st century sea-level rise. For such short term simulations, the model response is greatly affected by the initial conditions. Data assimilation algorithms have been developed to invert for the friction of the ice on its bedrock using observed surface velocities. A drawback of these methods is that remaining uncertainties, especially in the bedrock elevation, lead to non-physical ice flux divergence anomalies resulting in undesirable transient effects. In this study, we compare two different assimilation algorithms based on adjoints and nudging to constrain both bedrock friction and elevation. Using synthetic twin experiments with realistic observation errors, we show that the two algorithms lead to similar performances in reconstructing both variables and allow the flux divergence anomalies to be significantly reduced.
NASA Technical Reports Server (NTRS)
Pulliam, T. H.; Nemec, M.; Holst, T.; Zingg, D. W.; Kwak, Dochan (Technical Monitor)
2002-01-01
A comparison between an Evolutionary Algorithm (EA) and an Adjoint-Gradient (AG) Method applied to a two-dimensional Navier-Stokes code for airfoil design is presented. Both approaches use a common function evaluation code, the steady-state explicit part of the code,ARC2D. The parameterization of the design space is a common B-spline approach for an airfoil surface, which together with a common griding approach, restricts the AG and EA to the same design space. Results are presented for a class of viscous transonic airfoils in which the optimization tradeoff between drag minimization as one objective and lift maximization as another, produces the multi-objective design space. Comparisons are made for efficiency, accuracy and design consistency.
NASA Technical Reports Server (NTRS)
Rozvany, G. I. N.; Sobieszczanski-Sobieski, J.
1992-01-01
In new, iterative continuum-based optimality criteria (COC) methods, the strain in the adjoint structure becomes non-unique if the number of active local constraints is greater than the number of design variables for an element. This brief note discusses the use of smooth envelope functions (SEFs) in overcoming economically computational problems caused by the above non-uniqueness.
Arnal, B; Pinton, G; Garapon, P; Pernot, M; Fink, M; Tanter, M
2013-10-01
Shear wave imaging (SWI) maps soft tissue elasticity by measuring shear wave propagation with ultrafast ultrasound acquisitions (10 000 frames s(-1)). This spatiotemporal data can be used as an input for an inverse problem that determines a shear modulus map. Common inversion methods are local: the shear modulus at each point is calculated based on the values of its neighbour (e.g. time-of-flight, wave equation inversion). However, these approaches are sensitive to the information loss such as noise or the lack of the backscattered signal. In this paper, we evaluate the benefits of a global approach for elasticity inversion using a least-squares formulation, which is derived from full waveform inversion in geophysics known as the adjoint method. We simulate an acoustic waveform in a medium with a soft and a hard lesion. For this initial application, full elastic propagation and viscosity are ignored. We demonstrate that the reconstruction of the shear modulus map is robust with a non-uniform background or in the presence of noise with regularization. Compared to regular local inversions, the global approach leads to an increase of contrast (∼+3 dB) and a decrease of the quantification error (∼+2%). We demonstrate that the inversion is reliable in the case when there is no signal measured within the inclusions like hypoechoic lesions which could have an impact on medical diagnosis. PMID:24018867
Diagnositcs With Adjoint Modelling
NASA Astrophysics Data System (ADS)
Blessing, S.; Fraedrich, K.; Kirk, E.; Lunkeit, F.
The potential usefulness of an adjoint primitive equations global atmospheric circu- lation model for climate diagnostics is demonstrated in a feasibility study. A daily NAO-type index is calculated as one-point correlation of the 300 hPa streamfunction anomaly. By application of the adjoint model we diagnose its temperature forcing on short timescales in terms of spatial temperature sensitivity patterns at different time lags, which, in a first order approximation, induce growth of the index. The dynamical relevance of these sensitivity patterns is confirmed by lag-correlating the index time series and the projection time series of the model temperature on these sensitivity patterns.
Preconditioned conjugate residual methods for the solution of spectral equations
NASA Technical Reports Server (NTRS)
Wong, Y. S.; Zang, T. A.; Hussaini, M. Y.
1986-01-01
Conjugate residual methods for the solution of spectral equations are described. An inexact finite-difference operator is introduced as a preconditioner in the iterative procedures. Application of these techniques is limited to problems for which the symmetric part of the coefficient matrix is positive definite. Although the spectral equation is a very ill-conditioned and full matrix problem, the computational effort of the present iterative methods for solving such a system is comparable to that for the sparse matrix equations obtained from the application of either finite-difference or finite-element methods to the same problems. Numerical experiments are shown for a self-adjoint elliptic partial differential equation with Dirichlet boundary conditions, and comparison with other solution procedures for spectral equations is presented.
NASA Astrophysics Data System (ADS)
Tsuboi, S.; Miyoshi, T.; Obayashi, M.; Tono, Y.; Ando, K.
2014-12-01
Recent progress in large scale computing by using waveform modeling technique and high performance computing facility has demonstrated possibilities to perform full-waveform inversion of three dimensional (3D) seismological structure inside the Earth. We apply the adjoint method (Liu and Tromp, 2006) to obtain 3D structure beneath Japanese Islands. First we implemented Spectral-Element Method to K-computer in Kobe, Japan. We have optimized SPECFEM3D_GLOBE (Komatitsch and Tromp, 2002) by using OpenMP so that the code fits hybrid architecture of K-computer. Now we could use 82,134 nodes of K-computer (657,072 cores) to compute synthetic waveform with about 1 sec accuracy for realistic 3D Earth model and its performance was 1.2 PFLOPS. We use this optimized SPECFEM3D_GLOBE code and take one chunk around Japanese Islands from global mesh and compute synthetic seismograms with accuracy of about 10 second. We use GAP-P2 mantle tomography model (Obayashi et al., 2009) as an initial 3D model and use as many broadband seismic stations available in this region as possible to perform inversion. We then use the time windows for body waves and surface waves to compute adjoint sources and calculate adjoint kernels for seismic structure. We have performed several iteration and obtained improved 3D structure beneath Japanese Islands. The result demonstrates that waveform misfits between observed and theoretical seismograms improves as the iteration proceeds. We now prepare to use much shorter period in our synthetic waveform computation and try to obtain seismic structure for basin scale model, such as Kanto basin, where there are dense seismic network and high seismic activity. Acknowledgements: This research was partly supported by MEXT Strategic Program for Innovative Research. We used F-net seismograms of the National Research Institute for Earth Science and Disaster Prevention.
MCNP: Multigroup/adjoint capabilities
Wagner, J.C.; Redmond, E.L. II; Palmtag, S.P.; Hendricks, J.S.
1994-04-01
This report discusses various aspects related to the use and validity of the general purpose Monte Carlo code MCNP for multigroup/adjoint calculations. The increased desire to perform comparisons between Monte Carlo and deterministic codes, along with the ever-present desire to increase the efficiency of large MCNP calculations has produced a greater user demand for the multigroup/adjoint capabilities. To more fully utilize these capabilities, we review the applications of the Monte Carlo multigroup/adjoint method, describe how to generate multigroup cross sections for MCNP with the auxiliary CRSRD code, describe how to use the multigroup/adjoint capability in MCNP, and provide examples and results indicating the effectiveness and validity of the MCNP multigroup/adjoint treatment. This information should assist users in taking advantage of the MCNP multigroup/adjoint capabilities.
NASA Astrophysics Data System (ADS)
Clemo, T. M.; Ramarao, B.; Kelly, V. A.; Lavenue, M.
2011-12-01
Capture is a measure of the impact of groundwater pumping upon groundwater and surface water systems. The computation of capture through analytical or numerical methods has been the subject of articles in the literature for several decades (Bredehoeft et al., 1982). Most recently Leake et al. (2010) described a systematic way to produce capture maps in three-dimensional systems using a numerical perturbation approach in which capture from streams was computed using unit rate pumping at many locations within a MODFLOW model. The Leake et al. (2010) method advances the current state of computing capture. A limitation stems from the computational demand required by the perturbation approach wherein days or weeks of computational time might be required to obtain a robust measure of capture. In this paper, we present an efficient method to compute capture in three-dimensional systems based upon adjoint states. The efficiency of the adjoint method will enable uncertainty analysis to be conducted on capture calculations. The USGS and INTERA have collaborated to extend the MODFLOW Adjoint code (Clemo, 2007) to include stream-aquifer interaction and have applied it to one of the examples used in Leake et al. (2010), the San Pedro Basin MODFLOW model. With five layers and 140,800 grid blocks per layer, the San Pedro Basin model, provided an ideal example data set to compare the capture computed from the perturbation and the adjoint methods. The capture fraction map produced from the perturbation method for the San Pedro Basin model required significant computational time to compute and therefore the locations for the pumping wells were limited to 1530 locations in layer 4. The 1530 direct simulations of capture require approximately 76 CPU hours. Had capture been simulated in each grid block in each layer, as is done in the adjoint method, the CPU time would have been on the order of 4 years. The MODFLOW-Adjoint produced the capture fraction map of the San Pedro Basin model
NASA Astrophysics Data System (ADS)
Gao, YingYing; He, Feng; Shen, MengYu
2011-04-01
Based on the idea of adjoint method and the dynamic evolution method, a new optimum aerodynamic design technique is presented in this paper. It can be applied to the optimum problems with a large number of design variables and is time saving. The key of the new method lies in that the optimization process is regarded as an unsteady evolution, i.e., the optimization is executed, simultaneously with solving the unsteady flow governing equations and adjoint equations. Numerical examples for both the inverse problem and drag minimization using Euler equations have been presented, and the results show that the method presented in this paper is more efficient than the optimum methods based on the steady flow solution and the steady solution of adjoint equations.
Adjoint-Based Methodology for Time-Dependent Optimization
NASA Technical Reports Server (NTRS)
Yamaleev, N. K.; Diskin, B.; Nielsen, E. J.
2008-01-01
This paper presents a discrete adjoint method for a broad class of time-dependent optimization problems. The time-dependent adjoint equations are derived in terms of the discrete residual of an arbitrary finite volume scheme which approximates unsteady conservation law equations. Although only the 2-D unsteady Euler equations are considered in the present analysis, this time-dependent adjoint method is applicable to the 3-D unsteady Reynolds-averaged Navier-Stokes equations with minor modifications. The discrete adjoint operators involving the derivatives of the discrete residual and the cost functional with respect to the flow variables are computed using a complex-variable approach, which provides discrete consistency and drastically reduces the implementation and debugging cycle. The implementation of the time-dependent adjoint method is validated by comparing the sensitivity derivative with that obtained by forward mode differentiation. Our numerical results show that O(10) optimization iterations of the steepest descent method are needed to reduce the objective functional by 3-6 orders of magnitude for test problems considered.
High-resolution array imaging using teleseismic converted waves based on adjoint methods
NASA Astrophysics Data System (ADS)
Liu, Q.; Chen, C.
2011-12-01
Seismic coda waves and converted phases have been used extensively to image detailed subsurface structures underneath seismic arrays, based on methods such as receiver functions, Kirchhoff migration and generalized Radon transform (GRT). Utilizing the same coda and converted waves, we propose to image both discontinuity interfaces and 3D velocity anomalies by combining full numerical simulations of wave propagation with adjoint methods recently adopted in global and regional tomography inversions. The `sensitivities' of these coda/converted waves to density, P and S velocities are calculated based on the interaction of the forward wave field that produces the main P phase, and the adjoint wave field generated by injecting the coda/converted phases at array stations as virtual sources, similar to the computation of isochrons in previous techniques. The density kernels generally highlight discontinuity interfaces and sharp velocity contrasts, while P and S velocity kernels provide hints to the update of volumetric velocity structures. The application of numerical solvers also allows the incorporation of 3D regional tomography models as background velocity models, providing better focusing of velocity anomalies. We show the feasibility of this technique on a synthetic case built based on the imaging geometry for Slave craton in the northwestern Canadian Shield by the POLARIS broadband seismic network. The main challenge of this technique lies in reproducing the forward wave field generated by tele-seismic sources in a limited simulation domain encompassing only local heterogeneous structures underneath array receivers. For simple homogeneous and layer-over-half-space background models, this can be solved by setting the incoming plane waves as initial conditions based on analytical formulae. For more sophisticated background models, a hybrid spectral-element solver is implemented by defining a fictitious boundary encompassing all local heterogeneities within the
NASA Astrophysics Data System (ADS)
Hagedoorn, J. M.; Martinec, Z.
2012-12-01
Recent models of the Earth's geomagnetic field at the core-mantle boundary (CMB) are based on satellite measurements and/or observatory data, which are mostly harmonically downward continued to the CMB. One aim of the upcoming satellite mission Swarm is to determine the three-dimensional distribution of electric conductivity of the Earth's mantle. On this background, we developed an adjoint sensitivity downward continuation approach that is capable to consider three-dimensional electric conductivity distributions. Martinec (Geophys. J. Int., 136, 1999) developed a time-domain spectral-finite element approach for the forward modelling of vector electromagnetic induction data as measured on ground-based magnetic observatory or by satellites. We design a new method to compute the sensitivity of the magnetic induction data to a magnetic field prescribed at the core-mantle boundary, which we term the adjoint sensitivity method. The forward and adjoint initial boundary-value problems, both solved in the time domain, are identical, except for the specification of prescribed boundary conditions. The respective boundary-value data are the measured X magnetic component for the forward method and the difference between the measured and predicted Z magnetic component for the adjoint method. The squares of the differences in Z magnetic component summed up over the time of observation and all spatial positions of observations determine the misfit. Then the sensitivities of observed data, i.e. the partial derivatives of the misfit with respect to the parameters characterizing the magnetic field at the core-mantle boundary, are obtained by the surface integral over the core-mantle boundary of the product of the adjoint solution multiplied by the time-dependent functions describing the time variability of magnetic field at the core-mantle boundary, and integrated over the time of observation. The time variability of boundary data is represented in terms of locally supported B
NASA Technical Reports Server (NTRS)
Martin, William G.; Cairns, Brian; Bal, Guillaume
2014-01-01
This paper derives an efficient procedure for using the three-dimensional (3D) vector radiative transfer equation (VRTE) to adjust atmosphere and surface properties and improve their fit with multi-angle/multi-pixel radiometric and polarimetric measurements of scattered sunlight. The proposed adjoint method uses the 3D VRTE to compute the measurement misfit function and the adjoint 3D VRTE to compute its gradient with respect to all unknown parameters. In the remote sensing problems of interest, the scalar-valued misfit function quantifies agreement with data as a function of atmosphere and surface properties, and its gradient guides the search through this parameter space. Remote sensing of the atmosphere and surface in a three-dimensional region may require thousands of unknown parameters and millions of data points. Many approaches would require calls to the 3D VRTE solver in proportion to the number of unknown parameters or measurements. To avoid this issue of scale, we focus on computing the gradient of the misfit function as an alternative to the Jacobian of the measurement operator. The resulting adjoint method provides a way to adjust 3D atmosphere and surface properties with only two calls to the 3D VRTE solver for each spectral channel, regardless of the number of retrieval parameters, measurement view angles or pixels. This gives a procedure for adjusting atmosphere and surface parameters that will scale to the large problems of 3D remote sensing. For certain types of multi-angle/multi-pixel polarimetric measurements, this encourages the development of a new class of three-dimensional retrieval algorithms with more flexible parametrizations of spatial heterogeneity, less reliance on data screening procedures, and improved coverage in terms of the resolved physical processes in the Earth?s atmosphere.
ADGEN: ADjoint GENerator for computer models
Worley, B.A.; Pin, F.G.; Horwedel, J.E.; Oblow, E.M.
1989-05-01
This paper presents the development of a FORTRAN compiler and an associated supporting software library called ADGEN. ADGEN reads FORTRAN models as input and produces and enhanced version of the input model. The enhanced version reproduces the original model calculations but also has the capability to calculate derivatives of model results of interest with respect to any and all of the model data and input parameters. The method for calculating the derivatives and sensitivities is the adjoint method. Partial derivatives are calculated analytically using computer calculus and saved as elements of an adjoint matrix on direct assess storage. The total derivatives are calculated by solving an appropriate adjoint equation. ADGEN is applied to a major computer model of interest to the Low-Level Waste Community, the PRESTO-II model. PRESTO-II sample problem results reveal that ADGEN correctly calculates derivatives of response of interest with respect to 300 parameters. The execution time to create the adjoint matrix is a factor of 45 times the execution time of the reference sample problem. Once this matrix is determined, the derivatives with respect to 3000 parameters are calculated in a factor of 6.8 that of the reference model for each response of interest. For a single 3000 for determining these derivatives by parameter perturbations. The automation of the implementation of the adjoint technique for calculating derivatives and sensitivities eliminates the costly and manpower-intensive task of direct hand-implementation by reprogramming and thus makes the powerful adjoint technique more amenable for use in sensitivity analysis of existing models. 20 refs., 1 fig., 5 tabs.
Automated divertor target design by adjoint shape sensitivity analysis and a one-shot method
Dekeyser, W.; Reiter, D.; Baelmans, M.
2014-12-01
As magnetic confinement fusion progresses towards the development of first reactor-scale devices, computational tokamak divertor design is a topic of high priority. Presently, edge plasma codes are used in a forward approach, where magnetic field and divertor geometry are manually adjusted to meet design requirements. Due to the complex edge plasma flows and large number of design variables, this method is computationally very demanding. On the other hand, efficient optimization-based design strategies have been developed in computational aerodynamics and fluid mechanics. Such an optimization approach to divertor target shape design is elaborated in the present paper. A general formulation of the design problems is given, and conditions characterizing the optimal designs are formulated. Using a continuous adjoint framework, design sensitivities can be computed at a cost of only two edge plasma simulations, independent of the number of design variables. Furthermore, by using a one-shot method the entire optimization problem can be solved at an equivalent cost of only a few forward simulations. The methodology is applied to target shape design for uniform power load, in simplified edge plasma geometry.
Probability density adjoint for sensitivity analysis of the Mean of Chaos
Blonigan, Patrick J. Wang, Qiqi
2014-08-01
Sensitivity analysis, especially adjoint based sensitivity analysis, is a powerful tool for engineering design which allows for the efficient computation of sensitivities with respect to many parameters. However, these methods break down when used to compute sensitivities of long-time averaged quantities in chaotic dynamical systems. This paper presents a new method for sensitivity analysis of ergodic chaotic dynamical systems, the density adjoint method. The method involves solving the governing equations for the system's invariant measure and its adjoint on the system's attractor manifold rather than in phase-space. This new approach is derived for and demonstrated on one-dimensional chaotic maps and the three-dimensional Lorenz system. It is found that the density adjoint computes very finely detailed adjoint distributions and accurate sensitivities, but suffers from large computational costs.
NASA Astrophysics Data System (ADS)
Sikarwar, Nidhi
multiple experiments or numerical simulations. Alternatively an inverse design method can be used. An adjoint optimization method can be used to achieve the optimum blowing rate. It is shown that the method works for both geometry optimization and active control of the flow in order to deflect the flow in desirable ways. An adjoint optimization method is described. It is used to determine the blowing distribution in the diverging section of a convergent-divergent nozzle that gives a desired pressure distribution in the nozzle. Both the direct and adjoint problems and their associated boundary conditions are developed. The adjoint method is used to determine the blowing distribution required to minimize the shock strength in the nozzle to achieve a known target pressure and to achieve close to an ideally expanded flow pressure. A multi-block structured solver is developed to calculate the flow solution and associated adjoint variables. Two and three-dimensional calculations are performed for internal and external of the nozzle domains. A two step MacCormack scheme based on predictor- corrector technique is was used for some calculations. The four and five stage Runge-Kutta schemes are also used to artificially march in time. A modified Runge-Kutta scheme is used to accelerate the convergence to a steady state. Second order artificial dissipation has been added to stabilize the calculations. The steepest decent method has been used for the optimization of the blowing velocity after the gradients of the cost function with respect to the blowing velocity are calculated using adjoint method. Several examples are given of the optimization of blowing using the adjoint method.
Comparison of Observation Impacts in Two Forecast Systems using Adjoint Methods
NASA Technical Reports Server (NTRS)
Gelaro, Ronald; Langland, Rolf; Todling, Ricardo
2009-01-01
An experiment is being conducted to compare directly the impact of all assimilated observations on short-range forecast errors in different operational forecast systems. We use the adjoint-based method developed by Langland and Baker (2004), which allows these impacts to be efficiently calculated. This presentation describes preliminary results for a "baseline" set of observations, including both satellite radiances and conventional observations, used by the Navy/NOGAPS and NASA/GEOS-5 forecast systems for the month of January 2007. In each system, about 65% of the total reduction in 24-h forecast error is provided by satellite observations, although the impact of rawinsonde, aircraft, land, and ship-based observations remains significant. Only a small majority (50- 55%) of all observations assimilated improves the forecast, while the rest degrade it. It is found that most of the total forecast error reduction comes from observations with moderate-size innovations providing small to moderate impacts, not from outliers with very large positive or negative innovations. In a global context, the relative impacts of the major observation types are fairly similar in each system, although regional differences in observation impact can be significant. Of particular interest is the fact that while satellite radiances have a large positive impact overall, they degrade the forecast in certain locations common to both systems, especially over land and ice surfaces. Ongoing comparisons of this type, with results expected from other operational centers, should lead to more robust conclusions about the impacts of the various components of the observing system as well as about the strengths and weaknesses of the methodologies used to assimilate them.
Sonic Boom Mitigation Through Aircraft Design and Adjoint Methodology
NASA Technical Reports Server (NTRS)
Rallabhandi, Siriam K.; Diskin, Boris; Nielsen, Eric J.
2012-01-01
This paper presents a novel approach to design of the supersonic aircraft outer mold line (OML) by optimizing the A-weighted loudness of sonic boom signature predicted on the ground. The optimization process uses the sensitivity information obtained by coupling the discrete adjoint formulations for the augmented Burgers Equation and Computational Fluid Dynamics (CFD) equations. This coupled formulation links the loudness of the ground boom signature to the aircraft geometry thus allowing efficient shape optimization for the purpose of minimizing the impact of loudness. The accuracy of the adjoint-based sensitivities is verified against sensitivities obtained using an independent complex-variable approach. The adjoint based optimization methodology is applied to a configuration previously optimized using alternative state of the art optimization methods and produces additional loudness reduction. The results of the optimizations are reported and discussed.
Adjoint simulation of stream depletion due to aquifer pumping.
Neupauer, Roseanna M; Griebling, Scott A
2012-01-01
If an aquifer is hydraulically connected to an adjacent stream, a pumping well operating in the aquifer will draw some water from aquifer storage and some water from the stream, causing stream depletion. Several analytical, semi-analytical, and numerical approaches have been developed to estimate stream depletion due to pumping. These approaches are effective if the well location is known. If a new well is to be installed, it may be desirable to install the well at a location where stream depletion is minimal. If several possible locations are considered for the location of a new well, stream depletion would have to be estimated for all possible well locations, which can be computationally inefficient. The adjoint approach for estimating stream depletion is a more efficient alternative because with one simulation of the adjoint model, stream depletion can be estimated for pumping at a well at any location. We derive the adjoint equations for a coupled system with a confined aquifer, an overlying unconfined aquifer, and a river that is hydraulically connected to the unconfined aquifer. We assume that the stage in the river is known, and is independent of the stream depletion, consistent with the assumptions of the MODFLOW river package. We describe how the adjoint equations can be solved using MODFLOW. In an illustrative example, we show that for this scenario, the adjoint approach is as accurate as standard forward numerical simulation methods, and requires substantially less computational effort. PMID:22182421
Support Operators Method for the Diffusion Equation in Multiple Materials
Winters, Andrew R.; Shashkov, Mikhail J.
2012-08-14
A second-order finite difference scheme for the solution of the diffusion equation on non-uniform meshes is implemented. The method allows the heat conductivity to be discontinuous. The algorithm is formulated on a one dimensional mesh and is derived using the support operators method. A key component of the derivation is that the discrete analog of the flux operator is constructed to be the negative adjoint of the discrete divergence, in an inner product that is a discrete analog of the continuum inner product. The resultant discrete operators in the fully discretized diffusion equation are symmetric and positive definite. The algorithm is generalized to operate on meshes with cells which have mixed material properties. A mechanism to recover intermediate temperature values in mixed cells using a limited linear reconstruction is introduced. The implementation of the algorithm is verified and the linear reconstruction mechanism is compared to previous results for obtaining new material temperatures.
Adjoint Based Data Assimilation for an Ionospheric Model
NASA Astrophysics Data System (ADS)
Rosen, I. G.; Hajj, G. A.; Hajj, G. A.; Pi, X.; Pi, X.; Wang, C.; Wilson, B. D.
2001-05-01
The success of ionospheric modeling depends primarily on accurate knowledge of the forces (drivers) which enter into the collisional plasma hydrodynamic equations for the ionosphere and control the ionization as well as other dynamical and chemical processes. These include solar EUV and UV radiation, magnetospheric electric fields, particle precipitation, dynamo electric fields, thermospheric winds, neutral densities, and temperature. The determination of these model parameters from observational data is known as data assimilation. The data assimilation problem is formulated as a problem of minimizing a nonlinear functional, J (typically least squares) under a system of constraints consisting primarily of the underlying model equations. The performance index, J, can, in principle, be minimized using standard techniques such as the Newton's steepest decent method. There are however major technical challenges in practice. Since J is highly nonlinear and each evaluation of the functional requires the integration of the ionospheric model equations, computing the gradient vector of J with respect to the unknown parameters is time consuming. This problem is solved by use of the adjoint method. The ionospheric model used in this effort is for mid- and low-latitudes and consists of solving the continuity and momentum partial differential equations in four dimensional (three spatial dimensions and time) to compute the O+ density in the ionosphere and plasmasphere. We have developed codes for solving the forward model on a fixed grid. This makes it relatively straight forward to apply the adjoint method for computing gradients when doing nonlinear least squares based data assimilation. Because of the significant cost (in computational effort and CPU time) involved in performing a forward integration of the underlying 3-D model at any reasonable grid resolution, the use of the adjoint method for computing the gradients is indispensable. The adjoint method provides an elegant
NASA Astrophysics Data System (ADS)
Virieux, J.; Bretaudeau, F.; Metivier, L.; Brossier, R.
2013-12-01
Simultaneous inversion of seismic velocities and source parameters have been a long standing challenge in seismology since the first attempts to mitigate trade-off between very different parameters influencing travel-times (Spencer and Gubbins 1980, Pavlis and Booker 1980) since the early development in the 1970s (Aki et al 1976, Aki and Lee 1976, Crosson 1976). There is a strong trade-off between earthquake source positions, initial times and velocities during the tomographic inversion: mitigating these trade-offs is usually carried empirically (Lemeur et al 1997). This procedure is not optimal and may lead to errors in the velocity reconstruction as well as in the source localization. For a better simultaneous estimation of such multi-parametric reconstruction problem, one may take benefit of improved local optimization such as full Newton method where the Hessian influence helps balancing between different physical parameter quantities and improving the coverage at the point of reconstruction. Unfortunately, the computation of the full Hessian operator is not easily computed in large models and with large datasets. Truncated Newton (TCN) is an alternative optimization approach (Métivier et al. 2012) that allows resolution of the normal equation H Δm = - g using a matrix-free conjugate gradient algorithm. It only requires to be able to compute the gradient of the misfit function and Hessian-vector products. Traveltime maps can be computed in the whole domain by numerical modeling (Vidale 1998, Zhao 2004). The gradient and the Hessian-vector products for velocities can be computed without ray-tracing using 1st and 2nd order adjoint-state methods for the cost of 1 and 2 additional modeling step (Plessix 2006, Métivier et al. 2012). Reciprocity allows to compute accurately the gradient and the full Hessian for each coordinates of the sources and for their initial times. Then the resolution of the problem is done through two nested loops. The model update Δm is
NASA Astrophysics Data System (ADS)
Anis, Fatima; Lou, Yang; Conjusteau, André; Su, Richard; Oruganti, Tanmayi; Ermilov, Sergey A.; Oraevsky, Alexander A.; Anastasio, Mark A.
2014-03-01
In this work, we investigate a novel reconstruction method for laser-induced ultrasound computed tomography (USCT) breast imaging that circumvents limitations of existing methods that rely on ray-tracing. There is currently great interest in developing hybrid imaging systems that combine optoacoustic tomography (OAT) and USCT. There are two primary motivations for this: (1) the speed-of-sound (SOS) distribution reconstructed by USCT can provide complementary diagnostic information; and (2) the reconstructed SOS distribution can be incorporated in the OAT reconstruction algorithm to improve OAT image quality. However, image reconstruction in USCT remains challenging. The majority of existing approaches for USCT breast imaging involve ray-tracing to establish the imaging operator. This process is cumbersome and can lead to inaccuracies in the reconstructed SOS images in the presence of multiple ray-paths and/or shadow zones. To circumvent these problems, we implemented a partial differential equation-based Eulerian approach to USCT that was proposed in the mathematics literature but never investigated for medical imaging applications. This method operates by directly inverting the Eikonal equation without ray-tracing. A numerical implementation of this method was developed and compared to existing reconstruction methods for USCT breast imaging. We demonstrated the ability of the new method to reconstruct SOS maps from TOF data obtained by a hybrid OAT/USCT imager built by our team.
Comparison of Kernel Equating and Item Response Theory Equating Methods
ERIC Educational Resources Information Center
Meng, Yu
2012-01-01
The kernel method of test equating is a unified approach to test equating with some advantages over traditional equating methods. Therefore, it is important to evaluate in a comprehensive way the usefulness and appropriateness of the Kernel equating (KE) method, as well as its advantages and disadvantages compared with several popular item…
Comparison of four stable numerical methods for Abel's integral equation
NASA Technical Reports Server (NTRS)
Murio, Diego A.; Mejia, Carlos E.
1991-01-01
The 3-D image reconstruction from cone-beam projections in computerized tomography leads naturally, in the case of radial symmetry, to the study of Abel-type integral equations. If the experimental information is obtained from measured data, on a discrete set of points, special methods are needed in order to restore continuity with respect to the data. A new combined Regularized-Adjoint-Conjugate Gradient algorithm, together with two different implementations of the Mollification Method (one based on a data filtering technique and the other on the mollification of the kernal function) and a regularization by truncation method (initially proposed for 2-D ray sample schemes and more recently extended to 3-D cone-beam image reconstruction) are extensively tested and compared for accuracy and numerical stability as functions of the level of noise in the data.
NASA Astrophysics Data System (ADS)
Wang, Brian; Goldstein, Moshe; Xu, X. George; Sahoo, Narayan
2005-03-01
Recently, the theoretical framework of the adjoint Monte Carlo (AMC) method has been developed using a simplified patient geometry. In this study, we extended our previous work by applying the AMC framework to a 3D anatomical model called VIP-Man constructed from the Visible Human images. First, the adjoint fluxes for the prostate (PTV) and rectum and bladder (organs at risk (OARs)) were calculated on a spherical surface of 1 m radius, centred at the centre of gravity of PTV. An importance ratio, defined as the PTV dose divided by the weighted OAR doses, was calculated for each of the available beamlets to select the beam angles. Finally, the detailed doses in PTV and OAR were calculated using a forward Monte Carlo simulation to include the electron transport. The dose information was then used to generate dose volume histograms (DVHs). The Pinnacle treatment planning system was also used to generate DVHs for the 3D plans with beam angles obtained from the AMC (3D-AMC) and a standard six-field conformal radiation therapy plan (3D-CRT). Results show that the DVHs for prostate from 3D-AMC and the standard 3D-CRT are very similar, showing that both methods can deliver prescribed dose to the PTV. A substantial improvement in the DVHs for bladder and rectum was found for the 3D-AMC method in comparison to those obtained from 3D-CRT. However, the 3D-AMC plan is less conformal than the 3D-CRT plan because only bladder, rectum and PTV are considered for calculating the importance ratios. Nevertheless, this study clearly demonstrated the feasibility of the AMC in selecting the beam directions as a part of a treatment planning based on the anatomical information in a 3D and realistic patient anatomy.
Improved beam propagation method equations.
Nichelatti, E; Pozzi, G
1998-01-01
Improved beam propagation method (BPM) equations are derived for the general case of arbitrary refractive-index spatial distributions. It is shown that in the paraxial approximation the discrete equations admit an analytical solution for the propagation of a paraxial spherical wave, which converges to the analytical solution of the paraxial Helmholtz equation. The generalized Kirchhoff-Fresnel diffraction integral between the object and the image planes can be derived, with its coefficients expressed in terms of the standard ABCD matrix. This result allows the substitution, in the case of an unaberrated system, of the many numerical steps with a single analytical step. We compared the predictions of the standard and improved BPM equations by considering the cases of a Maxwell fish-eye and of a Luneburg lens. PMID:18268554
NASA Astrophysics Data System (ADS)
Kavvadias, I. S.; Papoutsis-Kiachagias, E. M.; Dimitrakopoulos, G.; Giannakoglou, K. C.
2015-11-01
In this article, the gradient of aerodynamic objective functions with respect to design variables, in problems governed by the incompressible Navier-Stokes equations coupled with the k-ω SST turbulence model, is computed using the continuous adjoint method, for the first time. Shape optimization problems for minimizing drag, in external aerodynamics (flows around isolated airfoils), or viscous losses in internal aerodynamics (duct flows) are considered. Sensitivity derivatives computed with the proposed adjoint method are compared to those computed with finite differences or a continuous adjoint variant based on the frequently used assumption of frozen turbulence; the latter proves the need for differentiating the turbulence model. Geometries produced by optimization runs performed with sensitivities computed by the proposed method and the 'frozen turbulence' assumption are also compared to quantify the gain from formulating and solving the adjoint to the turbulence model equations.
Adjoint-Based Algorithms for Adaptation and Design Optimizations on Unstructured Grids
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.
2006-01-01
Schemes based on discrete adjoint algorithms present several exciting opportunities for significantly advancing the current state of the art in computational fluid dynamics. Such methods provide an extremely efficient means for obtaining discretely consistent sensitivity information for hundreds of design variables, opening the door to rigorous, automated design optimization of complex aerospace configuration using the Navier-Stokes equation. Moreover, the discrete adjoint formulation provides a mathematically rigorous foundation for mesh adaptation and systematic reduction of spatial discretization error. Error estimates are also an inherent by-product of an adjoint-based approach, valuable information that is virtually non-existent in today's large-scale CFD simulations. An overview of the adjoint-based algorithm work at NASA Langley Research Center is presented, with examples demonstrating the potential impact on complex computational problems related to design optimization as well as mesh adaptation.
NASA Astrophysics Data System (ADS)
Kopacz, Monika; Jacob, Daniel J.; Henze, Daven K.; Heald, Colette L.; Streets, David G.; Zhang, Qiang
2008-04-01
We apply the adjoint of an atmospheric chemical transport model (GEOS-Chem CTM) to constrain Asian sources of carbon monoxide (CO) with 2° × 2.5° spatial resolution using Measurement of Pollution in the Troposphere (MOPITT) satellite observations of CO columns in February-April 2001. Results are compared to the more common analytical method for solving the same Bayesian inverse problem and applied to the same data set. The analytical method is more exact but because of computational limitations it can only constrain emissions over coarse regions. We find that the correction factors to the a priori CO emission inventory from the adjoint inversion are consistent with those of the analytical inversion when averaged over the large regions of the latter. Unlike the analytical solution, the adjoint correction factors are not subject to compensating errors between adjacent regions (error anticorrelation). The adjoint solution also reveals fine-scale variability that the analytical inversion cannot resolve. For example, India shows both large emissions underestimates in the densely populated Ganges Valley and large overestimates in the eastern part of the country where springtime emissions are dominated by biomass burning. Correction factors to Chinese emissions are largest in central and eastern China, consistent with a recent bottom-up inventory though there are disagreements in the fine structure. Correction factors for biomass burning are consistent with a recent bottom-up inventory based on MODIS satellite fire data.
A Generalized Adjoint Approach for Quantifying Reflector Assembly Discontinuity Factor Uncertainties
Yankov, Artem; Collins, Benjamin; Jessee, Matthew Anderson; Downar, Thomas
2012-01-01
Sensitivity-based uncertainty analysis of assembly discontinuity factors (ADFs) can be readily performed using adjoint methods for infinite lattice models. However, there is currently no adjoint-based methodology to obtain uncertainties for ADFs along an interface between a fuel and reflector region. To accommodate leakage effects in a reflector region, a 1D approximation is usually made in order to obtain the homogeneous interface flux required to calculate the ADF. Within this 1D framework an adjoint-based method is proposed that is capable of efficiently calculating ADF uncertainties. In the proposed method the sandwich rule is utilized to relate the covariance of the input parameters of 1D diffusion theory in the reflector region to the covariance of the interface ADFs. The input parameters covariance matrix can be readily obtained using sampling-based codes such as XSUSA or adjoint-based codes such as TSUNAMI. The sensitivity matrix is constructed using a fixed-source adjoint approach for inputs characterizing the reflector region. An analytic approach is then used to determine the sensitivity of the ADFs to fuel parameters using the neutron balance equation. A stochastic approach is used to validate the proposed adjoint-based method.
Accurate adjoint design sensitivities for nano metal optics.
Hansen, Paul; Hesselink, Lambertus
2015-09-01
We present a method for obtaining accurate numerical design sensitivities for metal-optical nanostructures. Adjoint design sensitivity analysis, long used in fluid mechanics and mechanical engineering for both optimization and structural analysis, is beginning to be used for nano-optics design, but it fails for sharp-cornered metal structures because the numerical error in electromagnetic simulations of metal structures is highest at sharp corners. These locations feature strong field enhancement and contribute strongly to design sensitivities. By using high-accuracy FEM calculations and rounding sharp features to a finite radius of curvature we obtain highly-accurate design sensitivities for 3D metal devices. To provide a bridge to the existing literature on adjoint methods in other fields, we derive the sensitivity equations for Maxwell's equations in the PDE framework widely used in fluid mechanics. PMID:26368483
NASA Technical Reports Server (NTRS)
Edwards, S.; Reuther, J.; Chattot, J. J.
1997-01-01
The objective of this paper is to present a control theory approach for the design of airfoils in the presence of viscous compressible flows. A coupled system of the integral boundary layer and the Euler equations is solved to provide rapid flow simulations. An adjunct approach consistent with the complete coupled state equations is employed to obtain the sensitivities needed to drive a numerical optimization algorithm. Design to target pressure distribution is demonstrated on an RAE 2822 airfoil at transonic speed.
Adjoint Error Estimation for Linear Advection
Connors, J M; Banks, J W; Hittinger, J A; Woodward, C S
2011-03-30
An a posteriori error formula is described when a statistical measurement of the solution to a hyperbolic conservation law in 1D is estimated by finite volume approximations. This is accomplished using adjoint error estimation. In contrast to previously studied methods, the adjoint problem is divorced from the finite volume method used to approximate the forward solution variables. An exact error formula and computable error estimate are derived based on an abstractly defined approximation of the adjoint solution. This framework allows the error to be computed to an arbitrary accuracy given a sufficiently well resolved approximation of the adjoint solution. The accuracy of the computable error estimate provably satisfies an a priori error bound for sufficiently smooth solutions of the forward and adjoint problems. The theory does not currently account for discontinuities. Computational examples are provided that show support of the theory for smooth solutions. The application to problems with discontinuities is also investigated computationally.
D.L. Henderson; S. Yoo; M. Kowalok; T.R. Mackie; B.R. Thomadsen
2001-10-30
The goal of this project is to investigate the use of the adjoint method, commonly used in the reactor physics community, for the optimization of radiation therapy patient treatment plans. Two different types of radiation therapy are being examined, interstitial brachytherapy and radiotherapy. In brachytherapy radioactive sources are surgically implanted within the diseased organ such as the prostate to treat the cancerous tissue. With radiotherapy, the x-ray source is usually located at a distance of about 1-metere from the patient and focused on the treatment area. For brachytherapy the optimization phase of the treatment plan consists of determining the optimal placement of the radioactive sources, which delivers the prescribed dose to the disease tissue while simultaneously sparing (reducing) the dose to sensitive tissue and organs. For external beam radiation therapy the optimization phase of the treatment plan consists of determining the optimal direction and intensity of beam, which provides complete coverage of the tumor region with the prescribed dose while simultaneously avoiding sensitive tissue areas. For both therapy methods, the optimal treatment plan is one in which the diseased tissue has been treated with the prescribed dose and dose to the sensitive tissue and organs has been kept to a minimum.
NASA Astrophysics Data System (ADS)
Martinec, Zdenek; Sasgen, Ingo; Velimsky, Jakub
2014-05-01
In this study, two new methods for computing the sensitivity of the glacial isostatic adjustment (GIA) forward solution with respect to the Earth's mantle viscosity are presented: the forward sensitivity method (FSM) and the adjoint sensitivity method (ASM). These advanced formal methods are based on the time-domain,spectral-finite element method for modelling the GIA response of laterally heterogeneous earth models developed by Martinec (2000). There are many similarities between the forward method and the FSM and ASM for a general physical system. However, in the case of GIA, there are also important differences between the forward and sensitivity methods. The analysis carried out in this study results in the following findings. First, the forward method of GIA is unconditionally solvable, regardless of whether or not a combined ice and ocean-water load contains the first-degree spherical harmonics. This is also the case for the FSM, however, the ASM must in addition be supplemented by nine conditions on the misfit between the given GIA-related data and the forward model predictions to guarantee the existence of a solution. This constrains the definition of data least-squares misfit. Second, the forward method of GIA implements an ocean load as a free boundary-value function over an ocean area with a free geometry. That is, an ocean load and the shape of ocean, the so-called ocean function, are being sought, in addition to deformation and gravity-increment fields, by solving the forward method. The FSM and ASM also apply the adjoint ocean load as a free boundary-value function, but instead over an ocean area with the fixed geometry given by the ocean function determined by the forward method. In other words, a boundary-value problem for the forward method of GIA is free with respect to determining (i) the boundary-value data over an ocean area and (ii) the ocean function itself, while the boundary-value problems for the FSM and ASM are free only with respect to
NASA Technical Reports Server (NTRS)
Ibrahim, A. H.; Tiwari, S. N.; Smith, R. E.
1997-01-01
Variational methods (VM) sensitivity analysis employed to derive the costate (adjoint) equations, the transversality conditions, and the functional sensitivity derivatives. In the derivation of the sensitivity equations, the variational methods use the generalized calculus of variations, in which the variable boundary is considered as the design function. The converged solution of the state equations together with the converged solution of the costate equations are integrated along the domain boundary to uniquely determine the functional sensitivity derivatives with respect to the design function. The application of the variational methods to aerodynamic shape optimization problems is demonstrated for internal flow problems at supersonic Mach number range. The study shows, that while maintaining the accuracy of the functional sensitivity derivatives within the reasonable range for engineering prediction purposes, the variational methods show a substantial gain in computational efficiency, i.e., computer time and memory, when compared with the finite difference sensitivity analysis.
NASA Astrophysics Data System (ADS)
Truchet, G.; Leconte, P.; Peneliau, Y.; Santamarina, A.; Malvagi, F.
2014-06-01
Pile-oscillation experiments are performed in the MINERVE reactor at the CEA Cadarache to improve nuclear data accuracy. In order to precisely calculate small reactivity variations (<10 pcm) obtained in these experiments, a reference calculation need to be achieved. This calculation may be accomplished using the continuous-energy Monte Carlo code TRIPOLI-4® by using the eigenvalue difference method. This "direct" method has shown limitations in the evaluation of very small reactivity effects because it needs to reach a very small variance associated to the reactivity in both states. To answer this problem, it has been decided to implement the exact perturbation theory in TRIPOLI-4® and, consequently, to calculate a continuous-energy adjoint flux. The Iterated Fission Probability (IFP) method was chosen because it has shown great results in some other Monte Carlo codes. The IFP method uses a forward calculation to compute the adjoint flux, and consequently, it does not rely on complex code modifications but on the physical definition of the adjoint flux as a phase-space neutron importance. In the first part of this paper, the IFP method implemented in TRIPOLI-4® is described. To illustrate the effciency of the method, several adjoint fluxes are calculated and compared with their equivalent obtained by the deterministic code APOLLO-2. The new implementation can calculate angular adjoint flux. In the second part, a procedure to carry out an exact perturbation calculation is described. A single cell benchmark has been used to test the accuracy of the method, compared with the "direct" estimation of the perturbation. Once again the method based on the IFP shows good agreement for a calculation time far more inferior to the "direct" method. The main advantage of the method is that the relative accuracy of the reactivity variation does not depend on the magnitude of the variation itself, which allows us to calculate very small reactivity perturbations with high
Application of adjoint operators to neural learning
NASA Technical Reports Server (NTRS)
Barhen, J.; Toomarian, N.; Gulati, S.
1990-01-01
A technique for the efficient analytical computation of such parameters of the neural architecture as synaptic weights and neural gain is presented as a single solution of a set of adjoint equations. The learning model discussed concentrates on the adiabatic approximation only. A problem of interest is represented by a system of N coupled equations, and then adjoint operators are introduced. A neural network is formalized as an adaptive dynamical system whose temporal evolution is governed by a set of coupled nonlinear differential equations. An approach based on the minimization of a constrained neuromorphic energylike function is applied, and the complete learning dynamics are obtained as a result of the calculations.
NASA Astrophysics Data System (ADS)
Masson, Y.; Pierre, C.; Romanowicz, B. A.; French, S. W.; Yuan, H.
2014-12-01
Yuan et al. (2013) developed a 3D radially anisotropic shear wave model of North America (NA) upper mantle based on full waveform tomography, combining teleseismic and regional distance data sampling the NA. In this model, synthetic seismograms associated with regional events (i.e. events located inside in the region imaged NA) were computed exactly using the Spectral Element method (Cupillard et al., 2012), while, synthetic seismograms associated with teleseismic events were performed approximately using non-linear asymptotic coupling theory (NACT, Li and Romanowicz, 1995). Both the regional and the teleseismic dataset have been inverted using approximate sensitivity kernels based upon normal mode theory. Our objective is to improve our current model and to build the next generation model of NA by introducing new methodological developments (Masson et al., 2014) that allow us to compute exact synthetic seismograms as well as adjoint sensitivity kernels associated with teleseismic events, using mostly regional computations of wave propagation. The principle of the method is to substitute a teleseismic source (i.e. an earthquake) by an "equivalent" set of seismic sources acting on the boundaries of the region to be imaged that is producing exactly the same wavefield. Computing the equivalent set of sources associated with each one of the teleseismic events requires a few global simulations of the seismic wavefield that can be done once for all, prior to the regional inversion. Then, the regional full waveform inversion can be preformed using regional simulations only. We present a 3D model of NA demonstrating the advantages of the proposed method.
NASA Astrophysics Data System (ADS)
Chen, De-Xiang; Xu, Zi-Li; Liu, Shi; Feng, Yong-Xin
2014-03-01
Modern least squares finite element method (LSFEM) has advantage over mixed finite element method for non-self-adjoint problem like Navier-Stokes equations, but has problem to be norm equivalent and mass conservative when using C0 type basis. In this paper, LSFEM with non-uniform B-splines (NURBS) is proposed for Navier-Stokes equations. High order continuity NURBS is used to construct the finite-dimensional spaces for both velocity and pressure. Variational form is derived from the governing equations with primitive variables and the DOFs due to additional variables are not necessary. There is a novel k-refinement which has spectral convergence of least squares functional. The method also has same advantages as isogeometric analysis like automatic mesh generation and exact geometry representation. Several benchmark problems are solved using the proposed method. The results agree well with the benchmark solutions available in literature. The results also show good performance in mass conservation.
Design sensitivity analysis with Applicon IFAD using the adjoint variable method
NASA Technical Reports Server (NTRS)
Frederick, Marjorie C.; Choi, Kyung K.
1984-01-01
A numerical method is presented to implement structural design sensitivity analysis using the versatility and convenience of existing finite element structural analysis program and the theoretical foundation in structural design sensitivity analysis. Conventional design variables, such as thickness and cross-sectional areas, are considered. Structural performance functionals considered include compliance, displacement, and stress. It is shown that calculations can be carried out outside existing finite element codes, using postprocessing data only. That is, design sensitivity analysis software does not have to be imbedded in an existing finite element code. The finite element structural analysis program used in the implementation presented is IFAD. Feasibility of the method is shown through analysis of several problems, including built-up structures. Accurate design sensitivity results are obtained without the uncertainty of numerical accuracy associated with selection of a finite difference perturbation.
Extended Trial Equation Method for Nonlinear Partial Differential Equations
NASA Astrophysics Data System (ADS)
Gepreel, Khaled A.; Nofal, Taher A.
2015-04-01
The main objective of this paper is to use the extended trial equation method to construct a series of some new solutions for some nonlinear partial differential equations (PDEs) in mathematical physics. We will construct the solutions in many different functions such as hyperbolic function solutions, trigonometric function solutions, Jacobi elliptic function solutions, and rational functional solutions for the nonlinear PDEs when the balance number is a real number via the Zhiber-Shabat nonlinear differential equation. The balance number of this method is not constant as we shown in other methods, but it is changed by changing the trial equation derivative definition. This method allowed us to construct many new types of solutions. It is shown by using the Maple software package that all obtained solutions satisfy the original PDEs.
NASA Astrophysics Data System (ADS)
Bozdag, Ebru; Lefebvre, Matthieu; Lei, Wenjie; Peter, Daniel; Smith, James; Komatitsch, Dimitri; Tromp, Jeroen
2015-04-01
We will present our initial results of global adjoint tomography based on 3D seismic wave simulations which is one of the most challenging examples in seismology in terms of intense computational requirements and vast amount of high-quality seismic data that can potentially be assimilated in inversions. Using a spectral-element method, we incorporate full 3D wave propagation in seismic tomography by running synthetic seismograms and adjoint simulations to compute exact sensitivity kernels in realistic 3D background models. We run our global simulations on the Oak Ridge National Laboratory's Cray XK7 "Titan" system taking advantage of the GPU version of the SPECFEM3D_GLOBE package. We have started iterations with initially selected 253 earthquakes within the magnitude range of 5.5 < Mw < 7.0 and numerical simulations having resolution down to ~27 s to invert for a transversely isotropic crust and mantle model using a non-linear conjugate gradient algorithm. The measurements are currently based on frequency-dependent traveltime misfits. We use both minor- and major-arc body and surface waves by running 200 min simulations where inversions are performed with more than 2.6 million measurements. Our initial results after 12 iterations already indicate several prominent features such as enhanced slab (e.g., Hellenic, Japan, Bismarck, Sandwich), plume/hotspot (e.g., the Pacific superplume, Caroline, Yellowstone, Hawaii) images, etc. To improve the resolution and ray coverage, particularly in the lower mantle, our aim is to increase the resolution of numerical simulations first going down to ~17 s and then to ~9 s to incorporate high-frequency body waves in inversions. While keeping track of the progress and illumination of features in our models with a limited data set, we work towards to assimilate all available data in inversions from all seismic networks and earthquakes in the global CMT catalogue.
NASA Technical Reports Server (NTRS)
Gelaro, Ron; Liu, Emily; Sienkiewicz, Meta
2011-01-01
The adjoint of a data assimilation system provides a flexible and efficient tool for estimating observation impacts on short-range weather forecasts. The impacts of any or all observations can be estimated simultaneously based on a single execution of the adjoint system. The results can be easily aggregated according to data type, location, channel, etc., making this technique especially attractive for examining the impacts of new hyper-spectral satellite instruments and for conducting regular, even near-real time, monitoring of the entire observing system. In this talk, we present results from the adjoint-based observation impact monitoring tool in NASA's GEOS-5 global atmospheric data assimilation and forecast system. The tool has been running in various off-line configurations for some time, and is scheduled to run as a regular part of the real-time forecast suite beginning in autumn 20 I O. We focus on the impacts of the newest components of the satellite observing system, including AIRS, IASI and GPS. For AIRS and IASI, it is shown that the vast majority of the channels assimilated have systematic positive impacts (of varying magnitudes), although some channels degrade the forecast. Of the latter, most are moisture-sensitive or near-surface channels. The impact of GPS observations in the southern hemisphere is found to be a considerable overall benefit to the system. In addition, the spatial variability of observation impacts reveals coherent patterns of positive and negative impacts that may point to deficiencies in the use of certain observations over, for example, specific surface types. When performed in conjunction with selected observing system experiments (OSEs), the adjoint results reveal both redundancies and dependencies between observing system impacts as observations are added or removed from the assimilation system. Understanding these dependencies appears to pose a major challenge for optimizing the use of the current observational network and
Adjoint active surfaces for localization and imaging.
Cook, Daniel A; Mueller, Martin Fritz; Fedele, Francesco; Yezzi, Anthony J
2015-01-01
This paper addresses the problem of localizing and segmenting regions embedded within a surrounding medium by characterizing their boundaries, as opposed to imaging the entirety of the volume. Active surfaces are used to directly reconstruct the shape of the region of interest. We describe the procedure for finding the optimal surface, which is computed iteratively via gradient descent that exploits the sensitivity of an error minimization functional to changes of the active surface. In doing so, we introduce the adjoint model to compute the sensitivity, and in this respect, the method shares common ground with several other disciplines, such as optimal control. Finally, we illustrate the proposed active surface technique in the framework of wave propagation governed by the scalar Helmholtz equation. Potential applications include electromagnetics, acoustics, geophysics, nondestructive testing, and medical imaging. PMID:25438311
NASA Astrophysics Data System (ADS)
Kano, Masayuki; Miyazaki, Shin'ichi; Ishikawa, Yoichi; Hiyoshi, Yoshihisa; Ito, Kosuke; Hirahara, Kazuro
2015-10-01
Data assimilation is a technique that optimizes the parameters used in a numerical model with a constraint of model dynamics achieving the better fit to observations. Optimized parameters can be utilized for the subsequent prediction with a numerical model and predicted physical variables are presumably closer to observations that will be available in the future, at least, comparing to those obtained without the optimization through data assimilation. In this work, an adjoint data assimilation system is developed for optimizing a relatively large number of spatially inhomogeneous frictional parameters during the afterslip period in which the physical constraints are a quasi-dynamic equation of motion and a laboratory derived rate and state dependent friction law that describe the temporal evolution of slip velocity at subduction zones. The observed variable is estimated slip velocity on the plate interface. Before applying this method to the real data assimilation for the afterslip of the 2003 Tokachi-oki earthquake, a synthetic data assimilation experiment is conducted to examine the feasibility of optimizing the frictional parameters in the afterslip area. It is confirmed that the current system is capable of optimizing the frictional parameters A-B, A and L by adopting the physical constraint based on a numerical model if observations capture the acceleration and decaying phases of slip on the plate interface. On the other hand, it is unlikely to constrain the frictional parameters in the region where the amplitude of afterslip is less than 1.0 cm d-1. Next, real data assimilation for the 2003 Tokachi-oki earthquake is conducted to incorporate slip velocity data inferred from time dependent inversion of Global Navigation Satellite System time-series. The optimized values of A-B, A and L are O(10 kPa), O(102 kPa) and O(10 mm), respectively. The optimized frictional parameters yield the better fit to the observations and the better prediction skill of slip
Towards Global Adjoint Tomography
NASA Astrophysics Data System (ADS)
Bozdag, E.; Zhu, H.; Peter, D. B.; Tromp, J.
2012-12-01
Seismic tomography is at a stage where we can harness entire seismograms using the opportunities offered by advances in numerical wave propagation solvers and high-performance computing. Adjoint methods provide an efficient way for incorporating full nonlinearity of wave propagation and 3D Fréchet kernels in iterative seismic inversions which have so far given promising results at continental and regional scales. Our goal is to take adjoint tomography forward to image the entire planet. Using an iterative conjugate gradient scheme, we initially set the aim to obtain a global crustal and mantle model with confined transverse isotropy in the upper mantle. We have started with around 255 global CMT events having moment magnitudes between 5.8 and 7, and used GSN stations as well as some local networks such as USArray, European stations etc. Prior to the structure inversion, we reinvert global CMT solutions by computing Green functions in our 3D reference model to take into account effects of crustal variations on source parameters. Using the advantages of numerical simulations, our strategy is to invert crustal and mantle structure together to avoid any bias introduced into upper-mantle images due to "crustal corrections", which are commonly used in classical tomography. 3D simulations dramatically increase the usable amount of data so that, with the current earthquake-station setup, we perform each iteration with more than two million measurements. Multi-resolution smoothing based on ray density is applied to the gradient to better deal with the imperfect source-station distribution on the globe and extract more information underneath regions with dense ray coverage and vice versa. Similar to frequency domain approach, we reduce nonlinearities by starting from long periods and gradually increase the frequency content of data after successive model updates. To simplify the problem, we primarily focus on the elastic structure and therefore our measurements are based on
Improved Adjoint-Operator Learning For A Neural Network
NASA Technical Reports Server (NTRS)
Toomarian, Nikzad; Barhen, Jacob
1995-01-01
Improved method of adjoint-operator learning reduces amount of computation and associated computational memory needed to make electronic neural network learn temporally varying pattern (e.g., to recognize moving object in image) in real time. Method extension of method described in "Adjoint-Operator Learning for a Neural Network" (NPO-18352).
Analytical methods for solving the Boltzmann equation
NASA Astrophysics Data System (ADS)
Struminskii, V. V.
The principal analytical methods for solving the Boltzmann equation are reviewed, and a very general solution is proposed. The method makes it possible to obtain a solution to the Cauchy problem for the nonlinear Boltzmann equation and thus determine the applicability regions for the various analytical methods. The method proposed here also makes it possible to demonstrate that Hilbert's theorem of macroscopic causality does not apply and Hilbert's paradox does not exist.
Entropy viscosity method applied to Euler equations
Delchini, M. O.; Ragusa, J. C.; Berry, R. A.
2013-07-01
The entropy viscosity method [4] has been successfully applied to hyperbolic systems of equations such as Burgers equation and Euler equations. The method consists in adding dissipative terms to the governing equations, where a viscosity coefficient modulates the amount of dissipation. The entropy viscosity method has been applied to the 1-D Euler equations with variable area using a continuous finite element discretization in the MOOSE framework and our results show that it has the ability to efficiently smooth out oscillations and accurately resolve shocks. Two equations of state are considered: Ideal Gas and Stiffened Gas Equations Of State. Results are provided for a second-order time implicit schemes (BDF2). Some typical Riemann problems are run with the entropy viscosity method to demonstrate some of its features. Then, a 1-D convergent-divergent nozzle is considered with open boundary conditions. The correct steady-state is reached for the liquid and gas phases with a time implicit scheme. The entropy viscosity method correctly behaves in every problem run. For each test problem, results are shown for both equations of state considered here. (authors)
Fully automatic adjoints: a robust and efficient mechanism for generating adjoint ocean models
NASA Astrophysics Data System (ADS)
Ham, D. A.; Farrell, P. E.; Funke, S. W.; Rognes, M. E.
2012-04-01
The problem of generating and maintaining adjoint models is sufficiently difficult that typically only the most advanced and well-resourced community ocean models achieve it. There are two current technologies which each suffer from their own limitations. Algorithmic differentiation, also called automatic differentiation, is employed by models such as the MITGCM [2] and the Alfred Wegener Institute model FESOM [3]. This technique is very difficult to apply to existing code, and requires a major initial investment to prepare the code for automatic adjoint generation. AD tools may also have difficulty with code employing modern software constructs such as derived data types. An alternative is to formulate the adjoint differential equation and to discretise this separately. This approach, known as the continuous adjoint and employed in ROMS [4], has the disadvantage that two different model code bases must be maintained and manually kept synchronised as the model develops. The discretisation of the continuous adjoint is not automatically consistent with that of the forward model, producing an additional source of error. The alternative presented here is to formulate the flow model in the high level language UFL (Unified Form Language) and to automatically generate the model using the software of the FEniCS project. In this approach it is the high level code specification which is differentiated, a task very similar to the formulation of the continuous adjoint [5]. However since the forward and adjoint models are generated automatically, the difficulty of maintaining them vanishes and the software engineering process is therefore robust. The scheduling and execution of the adjoint model, including the application of an appropriate checkpointing strategy is managed by libadjoint [1]. In contrast to the conventional algorithmic differentiation description of a model as a series of primitive mathematical operations, libadjoint employs a new abstraction of the simulation
Hybrid method for the chemical master equation
Hellander, Andreas Loetstedt, Per
2007-11-10
The chemical master equation is solved by a hybrid method coupling a macroscopic, deterministic description with a mesoscopic, stochastic model. The molecular species are divided into one subset where the expected values of the number of molecules are computed and one subset with species with a stochastic variation in the number of molecules. The macroscopic equations resemble the reaction rate equations and the probability distribution for the stochastic variables satisfy a master equation. The probability distribution is obtained by the Stochastic Simulation Algorithm due to Gillespie. The equations are coupled via a summation over the mesoscale variables. This summation is approximated by Quasi-Monte Carlo methods. The error in the approximations is analyzed. The hybrid method is applied to three chemical systems from molecular cell biology.
The solution of non-linear hyperbolic equation systems by the finite element method
NASA Technical Reports Server (NTRS)
Loehner, R.; Morgan, K.; Zienkiewicz, O. C.
1984-01-01
A finite-element method for the solution of nonlinear hyperbolic systems of equations, such as those encountered in non-self-adjoint problems of transient phenomena in convection-diffusion or in the mixed representation of wave problems, is developed and demonstrated. The problem is rewritten in moving coordinates and reinterpolated to the original mesh by a Taylor expansion prior to a standard Galerkin spatial discretization, and it is shown that this procedure is equivalent to the time-discretization approach of Donea (1984). Numerical results for sample problems are presented graphically, including such shallow-water problems as the breaking of a dam, the shoaling of a wave, and the outflow of a river; compressible flows such as the isothermal flow in a nozzle and the Riemann shock-tube problem; and the two-dimensional scalar-advection, nonlinear-shallow-water, and Euler equations.
Adjoint affine fusion and tadpoles
NASA Astrophysics Data System (ADS)
Urichuk, Andrew; Walton, Mark A.
2016-06-01
We study affine fusion with the adjoint representation. For simple Lie algebras, elementary and universal formulas determine the decomposition of a tensor product of an integrable highest-weight representation with the adjoint representation. Using the (refined) affine depth rule, we prove that equally striking results apply to adjoint affine fusion. For diagonal fusion, a coefficient equals the number of nonzero Dynkin labels of the relevant affine highest weight, minus 1. A nice lattice-polytope interpretation follows and allows the straightforward calculation of the genus-1 1-point adjoint Verlinde dimension, the adjoint affine fusion tadpole. Explicit formulas, (piecewise) polynomial in the level, are written for the adjoint tadpoles of all classical Lie algebras. We show that off-diagonal adjoint affine fusion is obtained from the corresponding tensor product by simply dropping non-dominant representations.
Double-difference adjoint seismic tomography
NASA Astrophysics Data System (ADS)
Yuan, Yanhua O.; Simons, Frederik J.; Tromp, Jeroen
2016-06-01
We introduce a `double-difference' method for the inversion for seismic wavespeed structure based on adjoint tomography. Differences between seismic observations and model predictions at individual stations may arise from factors other than structural heterogeneity, such as errors in the assumed source-time function, inaccurate timings, and systematic uncertainties. To alleviate the corresponding nonuniqueness in the inverse problem, we construct differential measurements between stations, thereby reducing the influence of the source signature and systematic errors. We minimize the discrepancy between observations and simulations in terms of the differential measurements made on station pairs. We show how to implement the double-difference concept in adjoint tomography, both theoretically and in practice. We compare the sensitivities of absolute and differential measurements. The former provide absolute information on structure along the ray paths between stations and sources, whereas the latter explain relative (and thus higher-resolution) structural variations in areas close to the stations. Whereas in conventional tomography a measurement made on a single earthquake-station pair provides very limited structural information, in double-difference tomography one earthquake can actually resolve significant details of the structure. The double-difference methodology can be incorporated into the usual adjoint tomography workflow by simply pairing up all conventional measurements; the computational cost of the necessary adjoint simulations is largely unaffected. Rather than adding to the computational burden, the inversion of double-difference measurements merely modifies the construction of the adjoint sources for data assimilation.
Adjoint-Based Sensitivity Maps for the Nearshore
NASA Astrophysics Data System (ADS)
Orzech, Mark; Veeramony, Jay; Ngodock, Hans
2013-04-01
The wave model SWAN (Booij et al., 1999) solves the spectral action balance equation to produce nearshore wave forecasts and climatologies. It is widely used by the coastal modeling community and is part of a variety of coupled ocean-wave-atmosphere model systems. A variational data assimilation system (Orzech et al., 2013) has recently been developed for SWAN and is presently being transitioned to operational use by the U.S. Naval Oceanographic Office. This system is built around a numerical adjoint to the fully nonlinear, nonstationary SWAN code. When provided with measured or artificial "observed" spectral wave data at a location of interest on a given nearshore bathymetry, the adjoint can compute the degree to which spectral energy levels at other locations are correlated with - or "sensitive" to - variations in the observed spectrum. Adjoint output may be used to construct a sensitivity map for the entire domain, tracking correlations of spectral energy throughout the grid. When access is denied to the actual locations of interest, sensitivity maps can be used to determine optimal alternate locations for data collection by identifying regions of greatest sensitivity in the mapped domain. The present study investigates the properties of adjoint-generated sensitivity maps for nearshore wave spectra. The adjoint and forward SWAN models are first used in an idealized test case at Duck, NC, USA, to demonstrate the system's effectiveness at optimizing forecasts of shallow water wave spectra for an inaccessible surf-zone location. Then a series of simulations is conducted for a variety of different initializing conditions, to examine the effects of seasonal changes in wave climate, errors in bathymetry, and variations in size and shape of the inaccessible region of interest. Model skill is quantified using two methods: (1) a more traditional correlation of observed and modeled spectral statistics such as significant wave height, and (2) a recently developed RMS
Solution Methods for Certain Evolution Equations
NASA Astrophysics Data System (ADS)
Vega-Guzman, Jose Manuel
Solution methods for certain linear and nonlinear evolution equations are presented in this dissertation. Emphasis is placed mainly on the analytical treatment of nonautonomous differential equations, which are challenging to solve despite the existent numerical and symbolic computational software programs available. Ideas from the transformation theory are adopted allowing one to solve the problems under consideration from a non-traditional perspective. First, the Cauchy initial value problem is considered for a class of nonautonomous and inhomogeneous linear diffusion-type equation on the entire real line. Explicit transformations are used to reduce the equations under study to their corresponding standard forms emphasizing on natural relations with certain Riccati(and/or Ermakov)-type systems. These relations give solvability results for the Cauchy problem of the parabolic equation considered. The superposition principle allows to solve formally this problem from an unconventional point of view. An eigenfunction expansion approach is also considered for this general evolution equation. Examples considered to corroborate the efficacy of the proposed solution methods include the Fokker-Planck equation, the Black-Scholes model and the one-factor Gaussian Hull-White model. The results obtained in the first part are used to solve the Cauchy initial value problem for certain inhomogeneous Burgers-type equation. The connection between linear (the Diffusion-type) and nonlinear (Burgers-type) parabolic equations is stress in order to establish a strong commutative relation. Traveling wave solutions of a nonautonomous Burgers equation are also investigated. Finally, it is constructed explicitly the minimum-uncertainty squeezed states for quantum harmonic oscillators. They are derived by the action of corresponding maximal kinematical invariance group on the standard ground state solution. It is shown that the product of the variances attains the required minimum value
Adjoint Techniques for Topology Optimization of Structures Under Damage Conditions
NASA Technical Reports Server (NTRS)
Akgun, Mehmet A.; Haftka, Raphael T.
2000-01-01
The objective of this cooperative agreement was to seek computationally efficient ways to optimize aerospace structures subject to damage tolerance criteria. Optimization was to involve sizing as well as topology optimization. The work was done in collaboration with Steve Scotti, Chauncey Wu and Joanne Walsh at the NASA Langley Research Center. Computation of constraint sensitivity is normally the most time-consuming step of an optimization procedure. The cooperative work first focused on this issue and implemented the adjoint method of sensitivity computation (Haftka and Gurdal, 1992) in an optimization code (runstream) written in Engineering Analysis Language (EAL). The method was implemented both for bar and plate elements including buckling sensitivity for the latter. Lumping of constraints was investigated as a means to reduce the computational cost. Adjoint sensitivity computation was developed and implemented for lumped stress and buckling constraints. Cost of the direct method and the adjoint method was compared for various structures with and without lumping. The results were reported in two papers (Akgun et al., 1998a and 1999). It is desirable to optimize topology of an aerospace structure subject to a large number of damage scenarios so that a damage tolerant structure is obtained. Including damage scenarios in the design procedure is critical in order to avoid large mass penalties at later stages (Haftka et al., 1983). A common method for topology optimization is that of compliance minimization (Bendsoe, 1995) which has not been used for damage tolerant design. In the present work, topology optimization is treated as a conventional problem aiming to minimize the weight subject to stress constraints. Multiple damage configurations (scenarios) are considered. Each configuration has its own structural stiffness matrix and, normally, requires factoring of the matrix and solution of the system of equations. Damage that is expected to be tolerated is local
Dynamic discretization method for solving Kepler's equation
NASA Astrophysics Data System (ADS)
Feinstein, Scott A.; McLaughlin, Craig A.
2006-09-01
Kepler’s equation needs to be solved many times for a variety of problems in Celestial Mechanics. Therefore, computing the solution to Kepler’s equation in an efficient manner is of great importance to that community. There are some historical and many modern methods that address this problem. Of the methods known to the authors, Fukushima’s discretization technique performs the best. By taking more of a system approach and combining the use of discretization with the standard computer science technique known as dynamic programming, we were able to achieve even better performance than Fukushima. We begin by defining Kepler’s equation for the elliptical case and describe existing solution methods. We then present our dynamic discretization method and show the results of a comparative analysis. This analysis will demonstrate that, for the conditions of our tests, dynamic discretization performs the best.
A Collocation Method for Volterra Integral Equations
NASA Astrophysics Data System (ADS)
Kolk, Marek
2010-09-01
We propose a piecewise polynomial collocation method for solving linear Volterra integral equations of the second kind with logarithmic kernels which, in addition to a diagonal singularity, may have a singularity at the initial point of the interval of integration. An attainable order of the convergence of the method is studied. We illustrate our results with a numerical example.
NASA Astrophysics Data System (ADS)
Galanti, Eli; Kaspi, Yohai
2016-04-01
During 2016-17, the Juno and Cassini spacecraft will both perform close eccentric orbits of Jupiter and Saturn, respectively, obtaining high-precision gravity measurements for these planets. These data will be used to estimate the depth of the observed surface flows on these planets. All models to date, relating the winds to the gravity field, have been in the forward direction, thus only allowing the calculation of the gravity field from given wind models. However, there is a need to do the inverse problem since the new observations will be of the gravity field. Here, an inverse dynamical model is developed to relate the expected measurable gravity field, to perturbations of the density and wind fields, and therefore to the observed cloud-level winds. In order to invert the gravity field into the 3D circulation, an adjoint model is constructed for the dynamical model, thus allowing backward integration. This tool is used for the examination of various scenarios, simulating cases in which the depth of the wind depends on latitude. We show that it is possible to use the gravity measurements to derive the depth of the winds, both on Jupiter and Saturn, also taking into account measurement errors. Calculating the solution uncertainties, we show that the wind depth can be determined more precisely in the low-to-mid-latitudes. In addition, the gravitational moments are found to be particularly sensitive to flows at the equatorial intermediate depths. Therefore, we expect that if deep winds exist on these planets they will have a measurable signature by Juno and Cassini.
Using adjoint-based optimization to study wing flexibility in flapping flight
NASA Astrophysics Data System (ADS)
Wei, Mingjun; Xu, Min; Dong, Haibo
2014-11-01
In the study of flapping-wing flight of birds and insects, it is important to understand the impact of wing flexibility/deformation on aerodynamic performance. However, the large control space from the complexity of wing deformation and kinematics makes usual parametric study very difficult or sometimes impossible. Since the adjoint-based approach for sensitivity study and optimization strategy is a process with its cost independent of the number of input parameters, it becomes an attractive approach in our study. Traditionally, adjoint equation and sensitivity are derived in a fluid domain with fixed solid boundaries. Moving boundary is only allowed when its motion is not part of control effort. Otherwise, the derivation becomes either problematic or too complex to be feasible. Using non-cylindrical calculus to deal with boundary deformation solves this problem in a very simple and still mathematically rigorous manner. Thus, it allows to apply adjoint-based optimization in the study of flapping wing flexibility. We applied the ``improved'' adjoint-based method to study the flexibility of both two-dimensional and three-dimensional flapping wings, where the flapping trajectory and deformation are described by either model functions or real data from the flight of dragonflies. Supported by AFOSR.
Conservation Laws of a Family of Reaction-Diffusion-Convection Equations
NASA Astrophysics Data System (ADS)
Bruzón, M. S.; Gandarias, M. L.; de la Rosa, R.
Ibragimov introduced the concept of nonlinear self-adjoint equations. This definition generalizes the concept of self-adjoint and quasi-self-adjoint equations. Gandarias defined the concept of weak self-adjoint. In this paper, we found a class of nonlinear self-adjoint nonlinear reaction-diffusion-convection equations which are neither self-adjoint nor quasi-self-adjoint nor weak self-adjoint. From a general theorem on conservation laws proved by Ibragimov we obtain conservation laws for these equations.
NASA Technical Reports Server (NTRS)
Arian, Eyal; Salas, Manuel D.
1997-01-01
We derive the adjoint equations for problems in aerodynamic optimization which are improperly considered as "inadmissible." For example, a cost functional which depends on the density, rather than on the pressure, is considered "inadmissible" for an optimization problem governed by the Euler equations. We show that for such problems additional terms should be included in the Lagrangian functional when deriving the adjoint equations. These terms are obtained from the restriction of the interior PDE to the control surface. Demonstrations of the explicit derivation of the adjoint equations for "inadmissible" cost functionals are given for the potential, Euler, and Navier-Stokes equations.
NASA Astrophysics Data System (ADS)
Galanti, E.; Finocchiaro, S.; Kaspi, Y.; Iess, L.
2013-12-01
The upcoming high precision measurements of the Juno flybys around Jupiter, have the potential of improving the estimation of Jupiter's gravity field. The analysis of the Juno Doppler data will provide a very accurate reconstruction of spacial gravity variations, but these measurements will be over a limited latitudinal and longitudinal range. In order to deduce the full gravity field of Jupiter, additional information needs to be incorporated into the analysis, especially with regards to the Jovian wind structure and its depth at high latitudes. In this work we propose a new iterative method for the estimation of the Jupiter gravity field, using the Juno expected measurements, a trajectory estimation model, and an adjoint based inverse thermal wind model. Beginning with an artificial gravitational field, the trajectory estimation model together with an optimization procedure is used to obtain an initial solution of the gravitational moments. As upper limit constraints, the model applies the gravity harmonics obtained from a thermal wind model in which the winds are assumed to penetrate barotropicaly along the direction of the spin axis. The solution from the trajectory model is then used as an initial guess for the thermal wind model, and together with an adjoint optimization method, the optimal penetration depth of the winds is computed. As a final step, the gravity harmonics solution from the thermal wind model is given back to the trajectory model, along with an uncertainties estimate, to be used as constraints for a new calculation of the gravity field. We test this method for several cases, some with zonal harmonics only, and some with the full gravity field including longitudinal variations that include the tesseral harmonics as well. The results show that using this method some of the gravitational moments are fitted better to the 'observed' ones, mainly due to the fact that the thermal wind model is taking into consideration the wind structure and depth
ERIC Educational Resources Information Center
Savoye, Philippe
2009-01-01
In recent years, I started covering difference equations and z transform methods in my introductory differential equations course. This allowed my students to extend the "classical" methods for (ordinary differential equation) ODE's to discrete time problems arising in many applications.
A multigrid method for the Euler equations
NASA Technical Reports Server (NTRS)
Jespersen, D. C.
1983-01-01
A multigrid algorithm has been developed for the numerical solution of the steady two-dimensional Euler equations. Flux vector splitting and one-sided differencing are employed to define the spatial discretization. Newton's method is used to solve the nonlinear equations, and a multigrid solver is used on each linear problem. The relaxation scheme for the linear problems is symmetric Gauss-Seidel. Standard restriction and interpolation operators are employed. Local mode analysis is used to predict the convergence rate of the multigrid process on the linear problems. Computed results for transonic flows over airfoils are presented.
Adjoint-based optimal control of an airfoil in gusting flows
NASA Astrophysics Data System (ADS)
Choi, Jeesoon; Colonius, Tim; California Institute of Technology Team
2015-11-01
In this study, we apply optimal control to an airfoil in gusting flow to investigate the possibility of extracting energy. The gradients of an objective function are obtained via the adjoint method and used to minimize the cost. The immersed boundary projection method is used for our forward solver, and the relevant adjoint equations are derived by the discrete-then-differentiate approach. Translational gusts are generated by a body force in the computational domain upstream to the body, and the method finds the optimal angles of the airfoil that exploits the greatest amount of energy. The influence of a vortex traversing an airfoil is also investigated and optimized to reduce the fluctuating lift.
Solving functional flow equations with pseudospectral methods
NASA Astrophysics Data System (ADS)
Borchardt, J.; Knorr, B.
2016-07-01
We apply pseudospectral methods to integrate functional flow equations with high accuracy, extending earlier work on functional fixed point equations [J. Borchardt and B. Knorr, Phys. Rev. D 91, 105011 (2015)]. The advantages of our method are illustrated with the help of two classes of models: first, to make contact with literature, we investigate flows of the O (N ) model in three dimensions, for N =1 , 4 and in the large N limit. For the case of a fractal dimension, d =2.4 , and N =1 , we follow the flow along a separatrix from a multicritical fixed point to the Wilson-Fisher fixed point over almost 13 orders of magnitude. As a second example, we consider flows of bounded quantum-mechanical potentials, which can be considered as a toy model for Higgs inflation. Such flows pose substantial numerical difficulties, and represent a perfect test bed to exemplify the power of pseudospectral methods.
Adjoint-Operator Learning For A Neural Network
NASA Technical Reports Server (NTRS)
Barhen, Jacob; Toomarian, Nikzad
1993-01-01
Electronic neural networks made to synthesize initially unknown mathematical models of time-dependent phenomena or to learn temporally evolving patterns by use of algorithms based on adjoint operators. Algorithms less complicated, involve less computation and solve learning equations forward in time possibly simultaneously with equations of evolution of neural network, thereby both increasing computational efficiency and making real-time applications possible.
Development of CO2 inversion system based on the adjoint of the global coupled transport model
NASA Astrophysics Data System (ADS)
Belikov, Dmitry; Maksyutov, Shamil; Chevallier, Frederic; Kaminski, Thomas; Ganshin, Alexander; Blessing, Simon
2014-05-01
We present the development of an inverse modeling system employing an adjoint of the global coupled transport model consisting of the National Institute for Environmental Studies (NIES) Eulerian transport model (TM) and the Lagrangian plume diffusion model (LPDM) FLEXPART. NIES TM is a three-dimensional atmospheric transport model, which solves the continuity equation for a number of atmospheric tracers on a grid spanning the entire globe. Spatial discretization is based on a reduced latitude-longitude grid and a hybrid sigma-isentropic coordinate in the vertical. NIES TM uses a horizontal resolution of 2.5°×2.5°. However, to resolve synoptic-scale tracer distributions and to have the ability to optimize fluxes at resolutions of 0.5° and higher we coupled NIES TM with the Lagrangian model FLEXPART. The Lagrangian component of the forward and adjoint models uses precalculated responses of the observed concentration to the surface fluxes and 3-D concentrations field simulated with the FLEXPART model. NIES TM and FLEXPART are driven by JRA-25/JCDAS reanalysis dataset. Construction of the adjoint of the Lagrangian part is less complicated, as LPDMs calculate the sensitivity of measurements to the surrounding emissions field by tracking a large number of "particles" backwards in time. Developing of the adjoint to Eulerian part was performed with automatic differentiation tool the Transformation of Algorithms in Fortran (TAF) software (http://www.FastOpt.com). This method leads to the discrete adjoint of NIES TM. The main advantage of the discrete adjoint is that the resulting gradients of the numerical cost function are exact, even for nonlinear algorithms. The overall advantages of our method are that: 1. No code modification of Lagrangian model is required, making it applicable to combination of global NIES TM and any Lagrangian model; 2. Once run, the Lagrangian output can be applied to any chemically neutral gas; 3. High-resolution results can be obtained over
Wave-equation-based travel-time seismic tomography - Part 1: Method
NASA Astrophysics Data System (ADS)
Tong, P.; Zhao, D.; Yang, D.; Yang, X.; Chen, J.; Liu, Q.
2014-11-01
In this paper, we propose a wave-equation-based travel-time seismic tomography method with a detailed description of its step-by-step process. First, a linear relationship between the travel-time residual Δt = Tobs-Tsyn and the relative velocity perturbation δ c(x)/c(x) connected by a finite-frequency travel-time sensitivity kernel K(x) is theoretically derived using the adjoint method. To accurately calculate the travel-time residual Δt, two automatic arrival-time picking techniques including the envelop energy ratio method and the combined ray and cross-correlation method are then developed to compute the arrival times Tsyn for synthetic seismograms. The arrival times Tobs of observed seismograms are usually determined by manual hand picking in real applications. Travel-time sensitivity kernel K(x) is constructed by convolving a~forward wavefield u(t,x) with an adjoint wavefield q(t,x). The calculations of synthetic seismograms and sensitivity kernels rely on forward modeling. To make it computationally feasible for tomographic problems involving a large number of seismic records, the forward problem is solved in the two-dimensional (2-D) vertical plane passing through the source and the receiver by a high-order central difference method. The final model is parameterized on 3-D regular grid (inversion) nodes with variable spacings, while model values on each 2-D forward modeling node are linearly interpolated by the values at its eight surrounding 3-D inversion grid nodes. Finally, the tomographic inverse problem is formulated as a regularized optimization problem, which can be iteratively solved by either the LSQR solver or a~nonlinear conjugate-gradient method. To provide some insights into future 3-D tomographic inversions, Fréchet kernels for different seismic phases are also demonstrated in this study.
Sensitivity Analysis of Differential-Algebraic Equations and Partial Differential Equations
Petzold, L; Cao, Y; Li, S; Serban, R
2005-08-09
Sensitivity analysis generates essential information for model development, design optimization, parameter estimation, optimal control, model reduction and experimental design. In this paper we describe the forward and adjoint methods for sensitivity analysis, and outline some of our recent work on theory, algorithms and software for sensitivity analysis of differential-algebraic equation (DAE) and time-dependent partial differential equation (PDE) systems.
A Posteriori Analysis for Hydrodynamic Simulations Using Adjoint Methodologies
Woodward, C S; Estep, D; Sandelin, J; Wang, H
2009-02-26
This report contains results of analysis done during an FY08 feasibility study investigating the use of adjoint methodologies for a posteriori error estimation for hydrodynamics simulations. We developed an approach to adjoint analysis for these systems through use of modified equations and viscosity solutions. Targeting first the 1D Burgers equation, we include a verification of the adjoint operator for the modified equation for the Lax-Friedrichs scheme, then derivations of an a posteriori error analysis for a finite difference scheme and a discontinuous Galerkin scheme applied to this problem. We include some numerical results showing the use of the error estimate. Lastly, we develop a computable a posteriori error estimate for the MAC scheme applied to stationary Navier-Stokes.
Numerical Methods for Stochastic Partial Differential Equations
Sharp, D.H.; Habib, S.; Mineev, M.B.
1999-07-08
This is the final report of a Laboratory Directed Research and Development (LDRD) project at the Los Alamos National laboratory (LANL). The objectives of this proposal were (1) the development of methods for understanding and control of spacetime discretization errors in nonlinear stochastic partial differential equations, and (2) the development of new and improved practical numerical methods for the solutions of these equations. The authors have succeeded in establishing two methods for error control: the functional Fokker-Planck equation for calculating the time discretization error and the transfer integral method for calculating the spatial discretization error. In addition they have developed a new second-order stochastic algorithm for multiplicative noise applicable to the case of colored noises, and which requires only a single random sequence generation per time step. All of these results have been verified via high-resolution numerical simulations and have been successfully applied to physical test cases. They have also made substantial progress on a longstanding problem in the dynamics of unstable fluid interfaces in porous media. This work has lead to highly accurate quasi-analytic solutions of idealized versions of this problem. These may be of use in benchmarking numerical solutions of the full stochastic PDEs that govern real-world problems.
Efficient Construction of Discrete Adjoint Operators on Unstructured Grids Using Complex Variables
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Kleb, William L.
2005-01-01
A methodology is developed and implemented to mitigate the lengthy software development cycle typically associated with constructing a discrete adjoint solver for aerodynamic simulations. The approach is based on a complex-variable formulation that enables straightforward differentiation of complicated real-valued functions. An automated scripting process is used to create the complex-variable form of the set of discrete equations. An efficient method for assembling the residual and cost function linearizations is developed. The accuracy of the implementation is verified through comparisons with a discrete direct method as well as a previously developed handcoded discrete adjoint approach. Comparisons are also shown for a large-scale configuration to establish the computational efficiency of the present scheme. To ultimately demonstrate the power of the approach, the implementation is extended to high temperature gas flows in chemical nonequilibrium. Finally, several fruitful research and development avenues enabled by the current work are suggested.
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Kleb, William L.
2005-01-01
A methodology is developed and implemented to mitigate the lengthy software development cycle typically associated with constructing a discrete adjoint solver for aerodynamic simulations. The approach is based on a complex-variable formulation that enables straightforward differentiation of complicated real-valued functions. An automated scripting process is used to create the complex-variable form of the set of discrete equations. An efficient method for assembling the residual and cost function linearizations is developed. The accuracy of the implementation is verified through comparisons with a discrete direct method as well as a previously developed handcoded discrete adjoint approach. Comparisons are also shown for a large-scale configuration to establish the computational efficiency of the present scheme. To ultimately demonstrate the power of the approach, the implementation is extended to high temperature gas flows in chemical nonequilibrium. Finally, several fruitful research and development avenues enabled by the current work are suggested.
LORENE: Spectral methods differential equations solver
NASA Astrophysics Data System (ADS)
Gourgoulhon, Eric; Grandclément, Philippe; Marck, Jean-Alain; Novak, Jérôme; Taniguchi, Keisuke
2016-08-01
LORENE (Langage Objet pour la RElativité NumériquE) solves various problems arising in numerical relativity, and more generally in computational astrophysics. It is a set of C++ classes and provides tools to solve partial differential equations by means of multi-domain spectral methods. LORENE classes implement basic structures such as arrays and matrices, but also abstract mathematical objects, such as tensors, and astrophysical objects, such as stars and black holes.
Extrapolation discontinuous Galerkin method for ultraparabolic equations
NASA Astrophysics Data System (ADS)
Marcozzi, Michael D.
2009-02-01
Ultraparabolic equations arise from the characterization of the performance index of stochastic optimal control relative to ultradiffusion processes; they evidence multiple temporal variables and may be regarded as parabolic along characteristic directions. We consider theoretical and approximation aspects of a temporally order and step size adaptive extrapolation discontinuous Galerkin method coupled with a spatial Lagrange second-order finite element approximation for a prototype ultraparabolic problem. As an application, we value a so-called Asian option from mathematical finance.
Generalized HPC method for the Poisson equation
NASA Astrophysics Data System (ADS)
Bardazzi, A.; Lugni, C.; Antuono, M.; Graziani, G.; Faltinsen, O. M.
2015-10-01
An efficient and innovative numerical algorithm based on the use of Harmonic Polynomials on each Cell of the computational domain (HPC method) has been recently proposed by Shao and Faltinsen (2014) [1], to solve Boundary Value Problem governed by the Laplace equation. Here, we extend the HPC method for the solution of non-homogeneous elliptic boundary value problems. The homogeneous solution, i.e. the Laplace equation, is represented through a polynomial function with harmonic polynomials while the particular solution of the Poisson equation is provided by a bi-quadratic function. This scheme has been called generalized HPC method. The present algorithm, accurate up to the 4th order, proved to be efficient, i.e. easy to be implemented and with a low computational effort, for the solution of two-dimensional elliptic boundary value problems. Furthermore, it provides an analytical representation of the solution within each computational stencil, which allows its coupling with existing numerical algorithms within an efficient domain-decomposition strategy or within an adaptive mesh refinement algorithm.
Southern California Adjoint Source Inversions
NASA Astrophysics Data System (ADS)
Tromp, J.; Kim, Y.
2007-12-01
Southern California Centroid-Moment Tensor (CMT) solutions with 9 components (6 moment tensor elements, latitude, longitude, and depth) are sought to minimize a misfit function computed from waveform differences. The gradient of a misfit function is obtained based upon two numerical simulations for each earthquake: one forward calculation for the southern California model, and an adjoint calculation that uses time-reversed signals at the receivers. Conjugate gradient and square-root variable metric methods are used to iteratively improve the earthquake source model while reducing the misfit function. The square-root variable metric algorithm has the advantage of providing a direct approximation to the posterior covariance operator. We test the inversion procedure by perturbing each component of the CMT solution, and see how the algorithm converges. Finally, we demonstrate full inversion capabilities using data for real Southern California earthquakes.
Unsteady adjoint of a gas turbine inlet guide vane
NASA Astrophysics Data System (ADS)
Talnikar, Chaitanya; Wang, Qiqi
2015-11-01
Unsteady fluid flow simulations like large eddy simulation have been shown to be crucial in accurately predicting heat transfer in turbomachinery applications like transonic flow over an inlet guide vane. To compute sensitivities of aerothermal objectives for a vane with respect to design parameters an unsteady adjoint is required. In this talk we present unsteady adjoint solutions for a vane from VKI using pressure loss and heat transfer over the vane surface as the objectives. The boundary layer on the suction side near the trailing edge of the vane is turbulent and this poses a challenge for an adjoint solver. The chaotic dynamics cause the adjoint solution to diverge exponentially to infinity from that region when simulated backwards in time. The prospect of adding artificial viscosity to the adjoint equations to dampen the adjoint fields is investigated. Results for the vane from simulations performed on the Titan supercomputer will be shown and the effect of the additional viscosity on the accuracy of the sensitivities will be discussed.
Iterative methods for mixed finite element equations
NASA Technical Reports Server (NTRS)
Nakazawa, S.; Nagtegaal, J. C.; Zienkiewicz, O. C.
1985-01-01
Iterative strategies for the solution of indefinite system of equations arising from the mixed finite element method are investigated in this paper with application to linear and nonlinear problems in solid and structural mechanics. The augmented Hu-Washizu form is derived, which is then utilized to construct a family of iterative algorithms using the displacement method as the preconditioner. Two types of iterative algorithms are implemented. Those are: constant metric iterations which does not involve the update of preconditioner; variable metric iterations, in which the inverse of the preconditioning matrix is updated. A series of numerical experiments is conducted to evaluate the numerical performance with application to linear and nonlinear model problems.
Extrapolation methods for dynamic partial differential equations
NASA Technical Reports Server (NTRS)
Turkel, E.
1978-01-01
Several extrapolation procedures are presented for increasing the order of accuracy in time for evolutionary partial differential equations. These formulas are based on finite difference schemes in both the spatial and temporal directions. On practical grounds the methods are restricted to schemes that are fourth order in time and either second, fourth or sixth order in space. For hyperbolic problems the second order in space methods are not useful while the fourth order methods offer no advantage over the Kreiss-Oliger method unless very fine meshes are used. Advantages are first achieved using sixth order methods in space coupled with fourth order accuracy in time. Computational results are presented confirming the analytic discussions.
Limitations of Adjoint-Based Optimization for Separated Flows
NASA Astrophysics Data System (ADS)
Otero, J. Javier; Sharma, Ati; Sandberg, Richard
2015-11-01
Cabin noise is generated by the transmission of turbulent pressure fluctuations through a vibrating panel and can lead to fatigue. In the present study, we model this problem by using DNS to simulate the flow separating off a backward facing step and interacting with a plate downstream of the step. An adjoint formulation of the full compressible Navier-Stokes equations with varying viscosity is used to calculate the optimal control required to minimize the fluid-structure-acoustic interaction with the plate. To achieve noise reduction, a cost function in wavenumber space is chosen to minimize the excitation of the lower structural modes of the structure. To ensure the validity of time-averaged cost functions, it is essential that the time horizon is long enough to be a representative sample of the statistical behaviour of the flow field. The results from the current study show how this scenario is not always feasible for separated flows, because the chaotic behaviour of turbulence surpasses the ability of adjoint-based methods to compute time-dependent sensitivities of the flow.
Adjoint operator approach to shape design for internal incompressible flows
NASA Technical Reports Server (NTRS)
Cabuk, H.; Sung, C.-H.; Modi, V.
1991-01-01
The problem of determining the profile of a channel or duct that provides the maximum static pressure rise is solved. Incompressible, laminar flow governed by the steady state Navier-Stokes equations is assumed. Recent advances in computational resources and algorithms have made it possible to solve the direct problem of determining such a flow through a body of known geometry. It is possible to obtain a set of adjoint equations, the solution to which permits the calculation of the direction and relative magnitude of change in the diffuser profile that leads to a higher pressure rise. The solution to the adjoint problem can be shown to represent an artificially constructed flow. This interpretation provides a means to construct numerical solutions to the adjoint equations that do not compromise the fully viscous nature of the problem. The algorithmic and computational aspects of solving the adjoint equations are addressed. The form of these set of equations is similar but not identical to the Navier-Stokes equations. In particular some issues related to boundary conditions and stability are discussed.
NASA Astrophysics Data System (ADS)
Zhao, Xiao-Feng; Huang, Si-Xun; Du, Hua-Dong
2011-02-01
This paper puts forward possibilities of refractive index profile retrieval using field measurements at an array of radio receivers in terms of variational adjoint approach. The derivation of the adjoint model begins with the parabolic wave equation for a smooth, perfectly conducting surface and horizontal polarization conditions. To deal with the ill-posed difficulties of the inversion, the regularization ideas are introduced into the establishment of the cost function. Based on steepest descent iterations, the optimal value of refractivity could be retrieved quickly at each point over height. Numerical experiments demonstrate that the method works well for low-distance signals, while it is not accurate enough for long-distance propagations. Through curve fitting processing, however, giving a good initial refractivity profile could generally improve the inversions.
Zhao, J.M.; Tan, J.Y.; Liu, L.H.
2013-01-01
A new second order form of radiative transfer equation (named MSORTE) is proposed, which overcomes the singularity problem of a previously proposed second order radiative transfer equation [J.E. Morel, B.T. Adams, T. Noh, J.M. McGhee, T.M. Evans, T.J. Urbatsch, Spatial discretizations for self-adjoint forms of the radiative transfer equations, J. Comput. Phys. 214 (1) (2006) 12-40 (where it was termed SAAI), J.M. Zhao, L.H. Liu, Second order radiative transfer equation and its properties of numerical solution using finite element method, Numer. Heat Transfer B 51 (2007) 391-409] in dealing with inhomogeneous media where some locations have very small/zero extinction coefficient. The MSORTE contains a naturally introduced diffusion (or second order) term which provides better numerical property than the classic first order radiative transfer equation (RTE). The stability and convergence characteristics of the MSORTE discretized by central difference scheme is analyzed theoretically, and the better numerical stability of the second order form radiative transfer equations than the RTE when discretized by the central difference type method is proved. A collocation meshless method is developed based on the MSORTE to solve radiative transfer in inhomogeneous media. Several critical test cases are taken to verify the performance of the presented method. The collocation meshless method based on the MSORTE is demonstrated to be capable of stably and accurately solve radiative transfer in strongly inhomogeneous media, media with void region and even with discontinuous extinction coefficient.
Solving Space-Time Fractional Differential Equations by Using Modified Simple Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2016-05-01
In this article, we establish new and more general traveling wave solutions of space-time fractional Klein–Gordon equation with quadratic nonlinearity and the space-time fractional breaking soliton equations using the modified simple equation method. The proposed method is so powerful and effective to solve nonlinear space-time fractional differential equations by with modified Riemann–Liouville derivative.
Exact solutions of the time-fractional Fisher equation by using modified trial equation method
NASA Astrophysics Data System (ADS)
Tandogan, Yusuf Ali; Bildik, Necdet
2016-06-01
In this study, modified trial equation method has been proposed to obtain precise solutions of nonlinear fractional differential equation. Using the modified test equation method, we obtained some new exact solutions of the time fractional nonlinear Fisher equation. The obtained results are classified as a soliton solution, singular solutions, rational function solutions and periodic solutions.
Aerodynamic Shape Optimization of Complex Aircraft Configurations via an Adjoint Formulation
NASA Technical Reports Server (NTRS)
Reuther, James; Jameson, Antony; Farmer, James; Martinelli, Luigi; Saunders, David
1996-01-01
This work describes the implementation of optimization techniques based on control theory for complex aircraft configurations. Here control theory is employed to derive the adjoint differential equations, the solution of which allows for a drastic reduction in computational costs over previous design methods (13, 12, 43, 38). In our earlier studies (19, 20, 22, 23, 39, 25, 40, 41, 42) it was shown that this method could be used to devise effective optimization procedures for airfoils, wings and wing-bodies subject to either analytic or arbitrary meshes. Design formulations for both potential flows and flows governed by the Euler equations have been demonstrated, showing that such methods can be devised for various governing equations (39, 25). In our most recent works (40, 42) the method was extended to treat wing-body configurations with a large number of mesh points, verifying that significant computational savings can be gained for practical design problems. In this paper the method is extended for the Euler equations to treat complete aircraft configurations via a new multiblock implementation. New elements include a multiblock-multigrid flow solver, a multiblock-multigrid adjoint solver, and a multiblock mesh perturbation scheme. Two design examples are presented in which the new method is used for the wing redesign of a transonic business jet.
Learning a trajectory using adjoint functions and teacher forcing
NASA Technical Reports Server (NTRS)
Toomarian, Nikzad B.; Barhen, Jacob
1992-01-01
A new methodology for faster supervised temporal learning in nonlinear neural networks is presented which builds upon the concept of adjoint operators to allow fast computation of the gradients of an error functional with respect to all parameters of the neural architecture, and exploits the concept of teacher forcing to incorporate information on the desired output into the activation dynamics. The importance of the initial or final time conditions for the adjoint equations is discussed. A new algorithm is presented in which the adjoint equations are solved simultaneously (i.e., forward in time) with the activation dynamics of the neural network. We also indicate how teacher forcing can be modulated in time as learning proceeds. The results obtained show that the learning time is reduced by one to two orders of magnitude with respect to previously published results, while trajectory tracking is significantly improved. The proposed methodology makes hardware implementation of temporal learning attractive for real-time applications.
NASA Astrophysics Data System (ADS)
Lee, E.; Chen, P.; Jordan, T. H.; Maechling, P. J.; Denolle, M.; Beroza, G. C.
2013-12-01
We apply a unified methodology for seismic waveform analysis and inversions to Southern California. To automate the waveform selection processes, we developed a semi-automatic seismic waveform analysis algorithm for full-wave earthquake source parameters and tomographic inversions. The algorithm is based on continuous wavelet transforms, a topological watershed method, and a set of user-adjustable criteria to select usable waveform windows for full-wave inversions. The algorithm takes advantages of time-frequency representations of seismograms and is able to separate seismic phases in both time and frequency domains. The selected wave packet pairs between observed and synthetic waveforms are then used for extracting frequency-dependent phase and amplitude misfit measurements, which are used in our seismic source and structural inversions. Our full-wave waveform tomography uses the 3D SCEC Community Velocity Model Version 4.0 as initial model, a staggered-grid finite-difference code to simulate seismic wave propagations. The sensitivity (Fréchet) kernels are calculated based on the scattering integral and adjoint methods to iteratively improve the model. We use both earthquake recordings and ambient noise Green's functions, stacking of station-to-station correlations of ambient seismic noise, in our full-3D waveform tomographic inversions. To reduce errors of earthquake sources, the epicenters and source parameters of earthquakes used in our tomographic inversion are inverted by our full-wave CMT inversion method. Our current model shows many features that relate to the geological structures at shallow depth and contrasting velocity values across faults. The velocity perturbations could up to 45% with respect to the initial model in some regions and relate to some structures that do not exist in the initial model, such as southern Great Valley. The earthquake waveform misfits reduce over 70% and the ambient noise Green's function group velocity delay time variance
Accurate upwind methods for the Euler equations
NASA Technical Reports Server (NTRS)
Huynh, Hung T.
1993-01-01
A new class of piecewise linear methods for the numerical solution of the one-dimensional Euler equations of gas dynamics is presented. These methods are uniformly second-order accurate, and can be considered as extensions of Godunov's scheme. With an appropriate definition of monotonicity preservation for the case of linear convection, it can be shown that they preserve monotonicity. Similar to Van Leer's MUSCL scheme, they consist of two key steps: a reconstruction step followed by an upwind step. For the reconstruction step, a monotonicity constraint that preserves uniform second-order accuracy is introduced. Computational efficiency is enhanced by devising a criterion that detects the 'smooth' part of the data where the constraint is redundant. The concept and coding of the constraint are simplified by the use of the median function. A slope steepening technique, which has no effect at smooth regions and can resolve a contact discontinuity in four cells, is described. As for the upwind step, existing and new methods are applied in a manner slightly different from those in the literature. These methods are derived by approximating the Euler equations via linearization and diagonalization. At a 'smooth' interface, Harten, Lax, and Van Leer's one intermediate state model is employed. A modification for this model that can resolve contact discontinuities is presented. Near a discontinuity, either this modified model or a more accurate one, namely, Roe's flux-difference splitting. is used. The current presentation of Roe's method, via the conceptually simple flux-vector splitting, not only establishes a connection between the two splittings, but also leads to an admissibility correction with no conditional statement, and an efficient approximation to Osher's approximate Riemann solver. These reconstruction and upwind steps result in schemes that are uniformly second-order accurate and economical at smooth regions, and yield high resolution at discontinuities.
Surface wave sensitivity: mode summation versus adjoint SEM
NASA Astrophysics Data System (ADS)
Zhou, Ying; Liu, Qinya; Tromp, Jeroen
2011-12-01
We compare finite-frequency phase and amplitude sensitivity kernels calculated based on frequency-domain surface wave mode summation and a time-domain adjoint method. The adjoint calculations involve a forward wavefield generated by an earthquake and an adjoint wavefield generated at a seismic receiver. We determine adjoint sources corresponding to frequency-dependent phase and amplitude measurements made using a multitaper technique, which may be applied to any single-taper measurement, including box car windowing. We calculate phase and amplitude sensitivity kernels using an adjoint method based on wave propagation simulations using a spectral element method (SEM). Sensitivity kernels calculated using the adjoint SEM are in good agreement with kernels calculated based on mode summation. In general, the adjoint SEM is more computationally expensive than mode summation in global studies. The advantage of the adjoint SEM lies in the calculation of sensitivity kernels in 3-D earth models. We compare surface wave sensitivity kernels computed in 1-D and 3-D reference earth models and show that (1) lateral wave speed heterogeneities may affect the geometry and amplitude of surface wave sensitivity; (2) sensitivity kernels of long-period surface waves calculated in 1-D model PREM and 3-D models S20RTS+CRUST2.0 and FFSW1+CRUST2.0 do not show significant differences, indicating that the use of a 1-D reference model is adequate in global inversions of long-period surface waves (periods of 50 s and longer); and (3) the differences become significant for short-period Love waves when mode coupling is sensitive to large differences in reference crustal structure. Finally, we show that sensitivity kernels in anelastic earth models may be calculated in purely elastic earth models provided physical dispersion is properly accounted for.
Method of lines solution of Richards` equation
Kelley, C.T.; Miller, C.T.; Tocci, M.D.
1996-12-31
We consider the method of lines solution of Richard`s equation, which models flow through porous media, as an example of a situation in which the method can give incorrect results because of premature termination of the nonlinear corrector iteration. This premature termination arises when the solution has a sharp moving front and the Jacobian is ill-conditioned. While this problem can be solved by tightening the tolerances provided to the ODE or DAE solver used for the temporal integration, it is more efficient to modify the termination criteria of the nonlinear solver and/or recompute the Jacobian more frequently. In this paper we continue previous work on this topic by analyzing the modifications in more detail and giving a strategy on how the modifications can be turned on and off in response to changes in the character of the solution.
Deriving average soliton equations with a perturbative method
Ballantyne, G.J.; Gough, P.T.; Taylor, D.P. )
1995-01-01
The method of multiple scales is applied to periodically amplified, lossy media described by either the nonlinear Schroedinger (NLS) equation or the Korteweg--de Vries (KdV) equation. An existing result for the NLS equation, derived in the context of nonlinear optical communications, is confirmed. The method is then applied to the KdV equation and the result is confirmed numerically.
NASA Astrophysics Data System (ADS)
Akter, Jesmin; Ali Akbar, M.
The modified simple equation (MSE) method is a competent and highly effective mathematical tool for extracting exact traveling wave solutions to nonlinear evolution equations (NLEEs) arising in science, engineering and mathematical physics. In this article, we implement the MSE method to find the exact solutions involving parameters to NLEEs via the Benney-Luke equation and the Phi-4 equations. The solitary wave solutions are derived from the exact traveling wave solutions when the parameters receive their special values.
Diffusion Acceleration Schemes for Self-Adjoint Angular Flux Formulation with a Void Treatment
Yaqi Wang; Hongbin Zhang; Richard C. Martineau
2014-02-01
A Galerkin weak form for the monoenergetic neutron transport equation with a continuous finite element method and discrete ordinate method is developed based on self-adjoint angular flux formulation. This weak form is modified for treating void regions. A consistent diffusion scheme is developed with projection. Correction terms of the diffusion scheme are derived to reproduce the transport scalar flux. A source iteration that decouples the solution of all directions with both linear and nonlinear diffusion accelerations is developed and demonstrated. One-dimensional Fourier analysis is conducted to demonstrate the stability of the linear and nonlinear diffusion accelerations. Numerical results of these schemes are presented.
Nominal Weights Mean Equating: A Method for Very Small Samples
ERIC Educational Resources Information Center
Babcock, Ben; Albano, Anthony; Raymond, Mark
2012-01-01
The authors introduced nominal weights mean equating, a simplified version of Tucker equating, as an alternative for dealing with very small samples. The authors then conducted three simulation studies to compare nominal weights mean equating to six other equating methods under the nonequivalent groups anchor test design with sample sizes of 20,…
Exact Travelling Wave Solutions of the Nonlinear Evolution Equations by Auxiliary Equation Method
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Akbulut, Arzu; Bekir, Ahmet
2015-10-01
The auxiliary equation method presents wide applicability to handling nonlinear wave equations. In this article, we establish new exact travelling wave solutions of the nonlinear Zoomeron equation, coupled Higgs equation, and equal width wave equation. The travelling wave solutions are expressed by the hyperbolic functions, trigonometric functions, and rational functions. It is shown that the proposed method provides a powerful mathematical tool for solving nonlinear wave equations in mathematical physics and engineering. Throughout the article, all calculations are made with the aid of the Maple packet program.
A Preconditioning Method for Shape Optimization Governed by the Euler Equations
NASA Technical Reports Server (NTRS)
Arian, Eyal; Vatsa, Veer N.
1998-01-01
We consider a classical aerodynamic shape optimization problem subject to the compressible Euler flow equations. The gradient of the cost functional with respect to the shape variables is derived with the adjoint method at the continuous level. The Hessian (second order derivative of the cost functional with respect to the shape variables) is approximated also at the continuous level, as first introduced by Arian and Ta'asan (1996). The approximation of the Hessian is used to approximate the Newton step which is essential to accelerate the numerical solution of the optimization problem. The design space is discretized in the maximum dimension, i.e., the location of each point on the intersection of the computational mesh with the airfoil is taken to be an independent design variable. We give numerical examples for 86 design variables in two different flow speeds and achieve an order of magnitude reduction in the cost functional at a computational effort of a full solution of the analysis partial differential equation (PDE).
NASA Astrophysics Data System (ADS)
Zheng, Xiangyang; Mayerle, Roberto; Xing, Qianguo; Fernández Jaramillo, José Manuel
2016-08-01
In this paper, a data assimilation scheme based on the adjoint free Four-Dimensional Variational(4DVar) method is applied to an existing storm surge model of the German North Sea. To avoid the need of an adjoint model, an ensemble-like method to explicitly represent the linear tangent equation is adopted. Results of twin experiments have shown that the method is able to recover the contaminated low dimension model parameters to their true values. The data assimilation scheme was applied to a severe storm surge event which occurred in the North Sea in December 5, 2013. By adjusting wind drag coefficient, the predictive ability of the model increased significantly. Preliminary experiments have shown that an increase in the predictive ability is attained by narrowing the data assimilation time window.
NASA Astrophysics Data System (ADS)
Zheng, Xiangyang; Mayerle, Roberto; Xing, Qianguo; Fernández Jaramillo, José Manuel
2016-06-01
In this paper, a data assimilation scheme based on the adjoint free Four-Dimensional Variational(4DVar) method is applied to an existing storm surge model of the German North Sea. To avoid the need of an adjoint model, an ensemble-like method to explicitly represent the linear tangent equation is adopted. Results of twin experiments have shown that the method is able to recover the contaminated low dimension model parameters to their true values. The data assimilation scheme was applied to a severe storm surge event which occurred in the North Sea in December 5, 2013. By adjusting wind drag coefficient, the predictive ability of the model increased significantly. Preliminary experiments have shown that an increase in the predictive ability is attained by narrowing the data assimilation time window.
Aerodynamic Design Optimization on Unstructured Meshes Using the Navier-Stokes Equations
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Anderson, W. Kyle
1998-01-01
A discrete adjoint method is developed and demonstrated for aerodynamic design optimization on unstructured grids. The governing equations are the three-dimensional Reynolds-averaged Navier-Stokes equations coupled with a one-equation turbulence model. A discussion of the numerical implementation of the flow and adjoint equations is presented. Both compressible and incompressible solvers are differentiated and the accuracy of the sensitivity derivatives is verified by comparing with gradients obtained using finite differences. Several simplifying approximations to the complete linearization of the residual are also presented, and the resulting accuracy of the derivatives is examined. Demonstration optimizations for both compressible and incompressible flows are given.
Introduction to Adaptive Methods for Differential Equations
NASA Astrophysics Data System (ADS)
Eriksson, Kenneth; Estep, Don; Hansbo, Peter; Johnson, Claes
Knowing thus the Algorithm of this calculus, which I call Differential Calculus, all differential equations can be solved by a common method (Gottfried Wilhelm von Leibniz, 1646-1719).When, several years ago, I saw for the first time an instrument which, when carried, automatically records the number of steps taken by a pedestrian, it occurred to me at once that the entire arithmetic could be subjected to a similar kind of machinery so that not only addition and subtraction, but also multiplication and division, could be accomplished by a suitably arranged machine easily, promptly and with sure results. For it is unworthy of excellent men to lose hours like slaves in the labour of calculations, which could safely be left to anyone else if the machine was used. And now that we may give final praise to the machine, we may say that it will be desirable to all who are engaged in computations which, as is well known, are the managers of financial affairs, the administrators of others estates, merchants, surveyors, navigators, astronomers, and those connected with any of the crafts that use mathematics (Leibniz).
A Generalized Simplest Equation Method and Its Application to the Boussinesq-Burgers Equation
Sudao, Bilige; Wang, Xiaomin
2015-01-01
In this paper, a generalized simplest equation method is proposed to seek exact solutions of nonlinear evolution equations (NLEEs). In the method, we chose a solution expression with a variable coefficient and a variable coefficient ordinary differential auxiliary equation. This method can yield a Bäcklund transformation between NLEEs and a related constraint equation. By dealing with the constraint equation, we can derive infinite number of exact solutions for NLEEs. These solutions include the traveling wave solutions, non-traveling wave solutions, multi-soliton solutions, rational solutions, and other types of solutions. As applications, we obtained wide classes of exact solutions for the Boussinesq-Burgers equation by using the generalized simplest equation method. PMID:25973605
Collocation Method for Numerical Solution of Coupled Nonlinear Schroedinger Equation
Ismail, M. S.
2010-09-30
The coupled nonlinear Schroedinger equation models several interesting physical phenomena presents a model equation for optical fiber with linear birefringence. In this paper we use collocation method to solve this equation, we test this method for stability and accuracy. Numerical tests using single soliton and interaction of three solitons are used to test the resulting scheme.
The Circle-Arc Method for Equating in Small Samples
ERIC Educational Resources Information Center
Livingston, Samuel A.; Kim, Sooyeon
2009-01-01
This article suggests a method for estimating a test-score equating relationship from small samples of test takers. The method does not require the estimated equating transformation to be linear. Instead, it constrains the estimated equating curve to pass through two pre-specified end points and a middle point determined from the data. In a…
A Photon Free Method to Solve Radiation Transport Equations
Chang, B
2006-09-05
The multi-group discrete-ordinate equations of radiation transfer is solved for the first time by Newton's method. It is a photon free method because the photon variables are eliminated from the radiation equations to yield a N{sub group}XN{sub direction} smaller but equivalent system of equations. The smaller set of equations can be solved more efficiently than the original set of equations. Newton's method is more stable than the Semi-implicit Linear method currently used by conventional radiation codes.
Group Invariant Solutions and Conservation Laws of the Fornberg- Whitham Equation
NASA Astrophysics Data System (ADS)
Hashemi, Mir Sajjad; Haji-Badali, Ali; Vafadar, Parisa
2014-09-01
In this paper, we utilize the Lie symmetry analysis method to calculate new solutions for the Fornberg-Whitham equation (FWE). Applying a reduction method introduced by M. C. Nucci, exact solutions and first integrals of reduced ordinary differential equations (ODEs) are considered. Nonlinear self-adjointness of the FWE is proved and conserved vectors are computed
NASA Astrophysics Data System (ADS)
Penenko, Vladimir; Tsvetova, Elena; Penenko, Alexey
2015-04-01
The proposed method is considered on an example of hydrothermodynamics and atmospheric chemistry models [1,2]. In the development of the existing methods for constructing numerical schemes possessing the properties of total approximation for operators of multiscale process models, we have developed a new variational technique, which uses the concept of adjoint integrating factors. The technique is as follows. First, a basic functional of the variational principle (the integral identity that unites the model equations, initial and boundary conditions) is transformed using Lagrange's identity and the second Green's formula. As a result, the action of the operators of main problem in the space of state functions is transferred to the adjoint operators defined in the space of sufficiently smooth adjoint functions. By the choice of adjoint functions the order of the derivatives becomes lower by one than those in the original equations. We obtain a set of new balance relationships that take into account the sources and boundary conditions. Next, we introduce the decomposition of the model domain into a set of finite volumes. For multi-dimensional non-stationary problems, this technique is applied in the framework of the variational principle and schemes of decomposition and splitting on the set of physical processes for each coordinate directions successively at each time step. For each direction within the finite volume, the analytical solutions of one-dimensional homogeneous adjoint equations are constructed. In this case, the solutions of adjoint equations serve as integrating factors. The results are the hybrid discrete-analytical schemes. They have the properties of stability, approximation and unconditional monotony for convection-diffusion operators. These schemes are discrete in time and analytic in the spatial variables. They are exact in case of piecewise-constant coefficients within the finite volume and along the coordinate lines of the grid area in each
Periodic intermediate long wave equation: the undressing method
Lebedev, D.R.; Radul, A.O.
1987-08-01
The periodic equation of a two-layer liquid (periodic intermediate long wave equation) is studied by the undressing method using formal Volterra operators. The method is used to construct an infinite series of conservation laws; higher equations of the two-layer liquid are written down in Hamiltonian form; it is shown that the conservation laws are preserved by the higher equations; and an involution theorem is proved.
Wavelet and multiscale methods for operator equations
NASA Astrophysics Data System (ADS)
Dahmen, Wolfgang
More than anything else, the increase of computing power seems to stimulate the greed for tackling ever larger problems involving large-scale numerical simulation. As a consequence, the need for understanding something like the intrinsic complexity of a problem occupies a more and more pivotal position. Moreover, computability often only becomes feasible if an algorithm can be found that is asymptotically optimal. This means that storage and the number of floating point operations needed to resolve the problem with desired accuracy remain proportional to the problem size when the resolution of the discretization is refined. A significant reduction of complexity is indeed often possible, when the underlying problem admits a continuous model in terms of differential or integral equations. The physical phenomena behind such a model usually exhibit characteristic features over a wide range of scales. Accordingly, the most successful numerical schemes exploit in one way or another the interaction of different scales of discretization. A very prominent representative is the multigrid methodology; see, for instance, Hackbusch (1985) and Bramble (1993). In a way it has caused a breakthrough in numerical analysis since, in an important range of cases, it does indeed provide asymptotically optimal schemes. For closely related multilevel techniques and a unified treatment of several variants, such as multiplicative or additive subspace correction methods, see Bramble, Pasciak and Xu (1990), Oswald (1994), Xu (1992), and Yserentant (1993). Although there remain many unresolved problems, multigrid or multilevel schemes in the classical framework of finite difference and finite element discretizations exhibit by now a comparatively clear profile. They are particularly powerful for elliptic and parabolic problems.
Adjoint sensitivity analysis of an ultrawideband antenna
Stephanson, M B; White, D A
2011-07-28
The frequency domain finite element method using H(curl)-conforming finite elements is a robust technique for full-wave analysis of antennas. As computers become more powerful, it is becoming feasible to not only predict antenna performance, but also to compute sensitivity of antenna performance with respect to multiple parameters. This sensitivity information can then be used for optimization of the design or specification of manufacturing tolerances. In this paper we review the Adjoint Method for sensitivity calculation, and apply it to the problem of optimizing a Ultrawideband antenna.
Embedding methods for the steady Euler equations
NASA Technical Reports Server (NTRS)
Chang, S. H.; Johnson, G. M.
1983-01-01
An approach to the numerical solution of the steady Euler equations is to embed the first-order Euler system in a second-order system and then to recapture the original solution by imposing additional boundary conditions. Initial development of this approach and computational experimentation with it were previously based on heuristic physical reasoning. This has led to the construction of a relaxation procedure for the solution of two-dimensional steady flow problems. The theoretical justification for the embedding approach is addressed. It is proven that, with the appropriate choice of embedding operator and additional boundary conditions, the solution to the embedded system is exactly the one to the original Euler equations. Hence, solving the embedded version of the Euler equations will not produce extraneous solutions.
ERIC Educational Resources Information Center
Choi, Sae Il
2009-01-01
This study used simulation (a) to compare the kernel equating method to traditional equipercentile equating methods under the equivalent-groups (EG) design and the nonequivalent-groups with anchor test (NEAT) design and (b) to apply the parametric bootstrap method for estimating standard errors of equating. A two-parameter logistic item response…
Calculation of transonic flows using an extended integral equation method
NASA Technical Reports Server (NTRS)
Nixon, D.
1976-01-01
An extended integral equation method for transonic flows is developed. In the extended integral equation method velocities in the flow field are calculated in addition to values on the aerofoil surface, in contrast with the less accurate 'standard' integral equation method in which only surface velocities are calculated. The results obtained for aerofoils in subcritical flow and in supercritical flow when shock waves are present compare satisfactorily with the results of recent finite difference methods.
Supersonic wing and wing-body shape optimization using an adjoint formulation
NASA Technical Reports Server (NTRS)
Reuther, James; Jameson, Antony
1995-01-01
This paper describes the implementation of optimization techniques based on control theory for wing and wing-body design of supersonic configurations. The work represents an extension of our earlier research in which control theory is used to devise a design procedure that significantly reduces the computational cost by employing an adjoint equation. In previous studies it was shown that control theory could be used toeviseransonic design methods for airfoils and wings in which the shape and the surrounding body-fitted mesh are both generated analytically, and the control is the mapping function. The method has also been implemented for both transonic potential flows and transonic flows governed by the Euler equations using an alternative formulation which employs numerically generated grids, so that it can treat more general configurations. Here results are presented for three-dimensional design cases subject to supersonic flows governed by the Euler equation.
A new least-squares transport equation compatible with voids
Hansen, J. B.; Morel, J. E.
2013-07-01
We define a new least-squares transport equation that is applicable in voids, can be solved using source iteration with diffusion-synthetic acceleration, and requires only the solution of an independent set of second-order self-adjoint equations for each direction during each source iteration. We derive the equation, discretize it using the S{sub n} method in conjunction with a linear-continuous finite-element method in space, and computationally demonstrate various of its properties. (authors)
A Comparison of Equating Methods under the Graded Response Model.
ERIC Educational Resources Information Center
Cohen, Allan S.; Kim, Seock-Ho
Equating tests from different calibrations under item response theory (IRT) requires calculation of the slope and intercept of the appropriate linear transformation. Two methods have been proposed recently for equating graded response items under IRT, a test characteristic curve method and a minimum chi-square method. These two methods are…
Algebraic methods for the solution of some linear matrix equations
NASA Technical Reports Server (NTRS)
Djaferis, T. E.; Mitter, S. K.
1979-01-01
The characterization of polynomials whose zeros lie in certain algebraic domains (and the unification of the ideas of Hermite and Lyapunov) is the basis for developing finite algorithms for the solution of linear matrix equations. Particular attention is given to equations PA + A'P = Q (the Lyapunov equation) and P - A'PA = Q the (discrete Lyapunov equation). The Lyapunov equation appears in several areas of control theory such as stability theory, optimal control (evaluation of quadratic integrals), stochastic control (evaluation of covariance matrices) and in the solution of the algebraic Riccati equation using Newton's method.
Solving fuzzy polynomial equation and the dual fuzzy polynomial equation using the ranking method
NASA Astrophysics Data System (ADS)
Rahman, Nurhakimah Ab.; Abdullah, Lazim
2014-06-01
Fuzzy polynomials with trapezoidal and triangular fuzzy numbers have attracted interest among some researchers. Many studies have been done by researchers to obtain real roots of fuzzy polynomials. As a result, there are many numerical methods involved in obtaining the real roots of fuzzy polynomials. In this study, we will present the solution to the fuzzy polynomial equation and dual fuzzy polynomial equation using the ranking method of fuzzy numbers and subsequently transforming fuzzy polynomials to crisp polynomials. This transformation is performed using the ranking method based on three parameters, namely Value, Ambiguity and Fuzziness. Finally, we illustrate our approach with two numerical examples for fuzzy polynomial equation and dual fuzzy polynomial equation.
Differential operator multiplication method for fractional differential equations
NASA Astrophysics Data System (ADS)
Tang, Shaoqiang; Ying, Yuping; Lian, Yanping; Lin, Stephen; Yang, Yibo; Wagner, Gregory J.; Liu, Wing Kam
2016-08-01
Fractional derivatives play a very important role in modeling physical phenomena involving long-range correlation effects. However, they raise challenges of computational cost and memory storage requirements when solved using current well developed numerical methods. In this paper, the differential operator multiplication method is proposed to address the issues by considering a reaction-advection-diffusion equation with a fractional derivative in time. The linear fractional differential equation is transformed into an integer order differential equation by the proposed method, which can fundamentally fix the aforementioned issues for select fractional differential equations. In such a transform, special attention should be paid to the initial conditions for the resulting differential equation of higher integer order. Through numerical experiments, we verify the proposed method for both fractional ordinary differential equations and partial differential equations.
A General Linear Method for Equating with Small Samples
ERIC Educational Resources Information Center
Albano, Anthony D.
2015-01-01
Research on equating with small samples has shown that methods with stronger assumptions and fewer statistical estimates can lead to decreased error in the estimated equating function. This article introduces a new approach to linear observed-score equating, one which provides flexible control over how form difficulty is assumed versus estimated…
Exact solution of some linear matrix equations using algebraic methods
NASA Technical Reports Server (NTRS)
Djaferis, T. E.; Mitter, S. K.
1977-01-01
A study is done of solution methods for Linear Matrix Equations including Lyapunov's equation, using methods of modern algebra. The emphasis is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The action f sub BA is introduced a Basic Lemma is proven. The equation PA + BP = -C as well as the Lyapunov equation are analyzed. Algorithms are given for the solution of the Lyapunov and comment is given on its arithmetic complexity. The equation P - A'PA = Q is studied and numerical examples are given.
Discrete Adjoint-Based Design Optimization of Unsteady Turbulent Flows on Dynamic Unstructured Grids
NASA Technical Reports Server (NTRS)
Nielsen, Eric J.; Diskin, Boris; Yamaleev, Nail K.
2009-01-01
An adjoint-based methodology for design optimization of unsteady turbulent flows on dynamic unstructured grids is described. The implementation relies on an existing unsteady three-dimensional unstructured grid solver capable of dynamic mesh simulations and discrete adjoint capabilities previously developed for steady flows. The discrete equations for the primal and adjoint systems are presented for the backward-difference family of time-integration schemes on both static and dynamic grids. The consistency of sensitivity derivatives is established via comparisons with complex-variable computations. The current work is believed to be the first verified implementation of an adjoint-based optimization methodology for the true time-dependent formulation of the Navier-Stokes equations in a practical computational code. Large-scale shape optimizations are demonstrated for turbulent flows over a tiltrotor geometry and a simulated aeroelastic motion of a fighter jet.
Probability Density Function Method for Langevin Equations with Colored Noise
Wang, Peng; Tartakovsky, Alexandre M.; Tartakovsky, Daniel M.
2013-04-05
We present a novel method to derive closed-form, computable PDF equations for Langevin systems with colored noise. The derived equations govern the dynamics of joint or marginal probability density functions (PDFs) of state variables, and rely on a so-called Large-Eddy-Diffusivity (LED) closure. We demonstrate the accuracy of the proposed PDF method for linear and nonlinear Langevin equations, describing the classical Brownian displacement and dispersion in porous media.
Convergence of a random walk method for the Burgers equation
Roberts, S.
1985-10-01
In this paper we consider a random walk algorithm for the solution of Burgers' equation. The algorithm uses the method of fractional steps. The non-linear advection term of the equation is solved by advecting ''fluid'' particles in a velocity field induced by the particles. The diffusion term of the equation is approximated by adding an appropriate random perturbation to the positions of the particles. Though the algorithm is inefficient as a method for solving Burgers' equation, it does model a similar method, the random vortex method, which has been used extensively to solve the incompressible Navier-Stokes equations. The purpose of this paper is to demonstrate the strong convergence of our random walk method and so provide a model for the proof of convergence for more complex random walk algorithms; for instance, the random vortex method without boundaries.
Insights: A New Method to Balance Chemical Equations.
ERIC Educational Resources Information Center
Garcia, Arcesio
1987-01-01
Describes a method designed to balance oxidation-reduction chemical equations. Outlines a method which is based on changes in the oxidation number that can be applied to both molecular reactions and ionic reactions. Provides examples and delineates the steps to follow for each type of equation balancing. (TW)
Central Difference Interval Method for Solving the Wave Equation
Szyszka, Barbara
2010-09-30
This paper presents path of construction the interval method of second order for solving the wave equation. Taken into consideration is the central difference interval method for one-dimensional partial differential equation. Numerical results, obtained by two presented algorithms, in floating-point interval arithmetic are considered.
Iterative methods for elliptic finite element equations on general meshes
NASA Technical Reports Server (NTRS)
Nicolaides, R. A.; Choudhury, Shenaz
1986-01-01
Iterative methods for arbitrary mesh discretizations of elliptic partial differential equations are surveyed. The methods discussed are preconditioned conjugate gradients, algebraic multigrid, deflated conjugate gradients, an element-by-element techniques, and domain decomposition. Computational results are included.
Extension of Euler’s method to parabolic equations
NASA Astrophysics Data System (ADS)
Ibragimov, N. H.
2009-04-01
Euler generalized d'Alembert's solution to a wide class of linear hyperbolic equations with two independent variables. He introduced in 1769 the quantities that were rediscovered by Laplace in 1773 and became known as the Laplace invariants. The present paper is devoted to an extension of Euler's method to linear parabolic equations with two independent variables. The new method allows one to derive an explicit formula for the general solution of a wide class of parabolic equations. In particular, the general solution of the Black-Scholes equation is obtained.
A Hybrid Method of Moment Equations and Rate Equations to Modeling Gas-Grain Chemistry
NASA Astrophysics Data System (ADS)
Pei, Y.; Herbst, E.
2011-05-01
Grain surfaces play a crucial role in catalyzing many important chemical reactions in the interstellar medium (ISM). The deterministic rate equation (RE) method has often been used to simulate the surface chemistry. But this method becomes inaccurate when the number of reacting particles per grain is typically less than one, which can occur in the ISM. In this condition, stochastic approaches such as the master equations are adopted. However, these methods have mostly been constrained to small chemical networks due to the large amounts of processor time and computer power required. In this study, we present a hybrid method consisting of the moment equation approximation to the stochastic master equation approach and deterministic rate equations to treat a gas-grain model of homogeneous cold cloud cores with time-independent physical conditions. In this model, we use the standard OSU gas phase network (version OSU2006V3) which involves 458 gas phase species and more than 4000 reactions, and treat it by deterministic rate equations. A medium-sized surface reaction network which consists of 21 species and 19 reactions accounts for the productions of stable molecules such as H_2O, CO, CO_2, H_2CO, CH_3OH, NH_3 and CH_4. These surface reactions are treated by a hybrid method of moment equations (Barzel & Biham 2007) and rate equations: when the abundance of a surface species is lower than a specific threshold, say one per grain, we use the ``stochastic" moment equations to simulate the evolution; when its abundance goes above this threshold, we use the rate equations. A continuity technique is utilized to secure a smooth transition between these two methods. We have run chemical simulations for a time up to 10^8 yr at three temperatures: 10 K, 15 K, and 20 K. The results will be compared with those generated from (1) a completely deterministic model that uses rate equations for both gas phase and grain surface chemistry, (2) the method of modified rate equations (Garrod
NASA Technical Reports Server (NTRS)
Reuther, James; Jameson, Antony; Alonso, Juan Jose; Rimlinger, Mark J.; Saunders, David
1997-01-01
An aerodynamic shape optimization method that treats the design of complex aircraft configurations subject to high fidelity computational fluid dynamics (CFD), geometric constraints and multiple design points is described. The design process will be greatly accelerated through the use of both control theory and distributed memory computer architectures. Control theory is employed to derive the adjoint differential equations whose solution allows for the evaluation of design gradient information at a fraction of the computational cost required by previous design methods. The resulting problem is implemented on parallel distributed memory architectures using a domain decomposition approach, an optimized communication schedule, and the MPI (Message Passing Interface) standard for portability and efficiency. The final result achieves very rapid aerodynamic design based on a higher order CFD method. In order to facilitate the integration of these high fidelity CFD approaches into future multi-disciplinary optimization (NW) applications, new methods must be developed which are capable of simultaneously addressing complex geometries, multiple objective functions, and geometric design constraints. In our earlier studies, we coupled the adjoint based design formulations with unconstrained optimization algorithms and showed that the approach was effective for the aerodynamic design of airfoils, wings, wing-bodies, and complex aircraft configurations. In many of the results presented in these earlier works, geometric constraints were satisfied either by a projection into feasible space or by posing the design space parameterization such that it automatically satisfied constraints. Furthermore, with the exception of reference 9 where the second author initially explored the use of multipoint design in conjunction with adjoint formulations, our earlier works have focused on single point design efforts. Here we demonstrate that the same methodology may be extended to treat
Spectral multigrid methods for elliptic equations II
NASA Technical Reports Server (NTRS)
Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.
1984-01-01
A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.
Spectral multigrid methods for elliptic equations 2
NASA Technical Reports Server (NTRS)
Zang, T. A.; Wong, Y. S.; Hussaini, M. Y.
1983-01-01
A detailed description of spectral multigrid methods is provided. This includes the interpolation and coarse-grid operators for both periodic and Dirichlet problems. The spectral methods for periodic problems use Fourier series and those for Dirichlet problems are based upon Chebyshev polynomials. An improved preconditioning for Dirichlet problems is given. Numerical examples and practical advice are included.
Non-isotropic solution of an OZ equation: matrix methods for integral equations
NASA Astrophysics Data System (ADS)
Chen, Zhuo-Min; Pettitt, B. Montgomery
1995-02-01
Integral equations of the Ornstein-Zernike (OZ) type have been useful constructs in the theory of liquids for nearly a century. Only a limited number of model systems yield an analytic solution; the rest must be solved numerically. For anisotropic systems the numerical problems are heightened by the coupling of more unknowns and equations. A matrix method for solving the full anisotropic OZ integral equation is presented. The method is compared in the isotropic limit with traditional approaches. Examples are given for a 1-D fluid with a corrugated (periodic) external potential. The full two point correlation functions for both isotropic and anisotropic systems are given and discussed.
Numerical methods for high-dimensional probability density function equations
NASA Astrophysics Data System (ADS)
Cho, H.; Venturi, D.; Karniadakis, G. E.
2016-01-01
In this paper we address the problem of computing the numerical solution to kinetic partial differential equations involving many phase variables. These types of equations arise naturally in many different areas of mathematical physics, e.g., in particle systems (Liouville and Boltzmann equations), stochastic dynamical systems (Fokker-Planck and Dostupov-Pugachev equations), random wave theory (Malakhov-Saichev equations) and coarse-grained stochastic systems (Mori-Zwanzig equations). We propose three different classes of new algorithms addressing high-dimensionality: The first one is based on separated series expansions resulting in a sequence of low-dimensional problems that can be solved recursively and in parallel by using alternating direction methods. The second class of algorithms relies on truncation of interaction in low-orders that resembles the Bogoliubov-Born-Green-Kirkwood-Yvon (BBGKY) framework of kinetic gas theory and it yields a hierarchy of coupled probability density function equations. The third class of algorithms is based on high-dimensional model representations, e.g., the ANOVA method and probabilistic collocation methods. A common feature of all these approaches is that they are reducible to the problem of computing the solution to high-dimensional equations via a sequence of low-dimensional problems. The effectiveness of the new algorithms is demonstrated in numerical examples involving nonlinear stochastic dynamical systems and partial differential equations, with up to 120 variables.
NASA Astrophysics Data System (ADS)
Xie, Zhinan; Komatitsch, Dimitri; Martin, Roland; Matzen, René
2014-09-01
In recent years, the application of time-domain adjoint methods to improve large, complex underground tomographic models at the regional scale has led to new challenges for the numerical simulation of forward or adjoint elastic wave propagation problems. An important challenge is to design an efficient infinite-domain truncation method suitable for accurately truncating an infinite domain governed by the second-order elastic wave equation written in displacement and computed based on a finite-element (FE) method. In this paper, we make several steps towards this goal. First, we make the 2-D convolution formulation of the complex-frequency-shifted unsplit-field perfectly matched layer (CFS-UPML) derived in previous work more flexible by providing a new treatment to analytically remove singular parameters in the formulation. We also extend this new formulation to 3-D. Furthermore, we derive the auxiliary differential equation (ADE) form of CFS-UPML, which allows for extension to higher order time schemes and is easier to implement. Secondly, we rigorously derive the CFS-UPML formulation for time-domain adjoint elastic wave problems, which to our knowledge has never been done before. Thirdly, in the case of classical low-order FE methods, we show numerically that we achieve long-time stability for both forward and adjoint problems both for the convolution and the ADE formulations. In the case of higher order Legendre spectral-element methods, we show that weak numerical instabilities can appear in both formulations, in particular if very small mesh elements are present inside the absorbing layer, but we explain how these instabilities can be delayed as much as needed by using a stretching factor to reach numerical stability in practice for applications. Fourthly, in the case of adjoint problems with perfectly matched absorbing layers we introduce a computationally efficient boundary storage strategy by saving information along the interface between the CFS-UPML and
Self-adjointness of deformed unbounded operators
Much, Albert
2015-09-15
We consider deformations of unbounded operators by using the novel construction tool of warped convolutions. By using the Kato-Rellich theorem, we show that unbounded self-adjoint deformed operators are self-adjoint if they satisfy a certain condition. This condition proves itself to be necessary for the oscillatory integral to be well-defined. Moreover, different proofs are given for self-adjointness of deformed unbounded operators in the context of quantum mechanics and quantum field theory.
Finite element methods and Navier-Stokes equations
NASA Astrophysics Data System (ADS)
Cuvelier, C.; Segal, A.; van Steenhoven, A. A.
This book is devoted to two and three-dimensional FEM analysis of the Navier-Stokes (NS) equations describing one flow of a viscous incompressible fluid. Three different approaches to the NS equations are described: a direct method, a penalty method, and a method that constructs discrete solenoidal vector fields. Subjects of current research which are important from the industrial/technological viewpoint are considered, including capillary-free boundaries, nonisothermal flows, turbulence, and non-Newtonian fluids.
Variational Iteration Method for Delay Differential Equations Using He's Polynomials
NASA Astrophysics Data System (ADS)
Mohyud-Din, Syed Tauseef; Yildirim, Ahmet
2010-12-01
January 21, 2010 In this paper, we apply the variational iteration method using He's polynomials (VIMHP) for solving delay differential equations which are otherwise too difficult to solve. These equations arise very frequently in signal processing, digital images, physics, and applied sciences. Numerical results reveal the complete reliability and efficiency of the proposed combination.
Reverse and direct methods for solving the characteristic equation
NASA Astrophysics Data System (ADS)
Lozhkin, Alexander; Bozek, Pavol; Lyalin, Vadim; Tarasov, Vladimir; Tothova, Maria; Sultanov, Ravil
2016-06-01
Fundamentals of information-linguistic interpretation of the geometry presented shortly. The method of solving the characteristic equation based on Euler's formula is described. The separation of the characteristic equation for several disassembled for Jordan curves. Applications of the theory for problems of mechatronics outlined briefly.
Exponential Methods for the Time Integration of Schroedinger Equation
Cano, B.; Gonzalez-Pachon, A.
2010-09-30
We consider exponential methods of second order in time in order to integrate the cubic nonlinear Schroedinger equation. We are interested in taking profit of the special structure of this equation. Therefore, we look at symmetry, symplecticity and approximation of invariants of the proposed methods. That will allow to integrate till long times with reasonable accuracy. Computational efficiency is also our aim. Therefore, we make numerical computations in order to compare the methods considered and so as to conclude that explicit Lawson schemes projected on the norm of the solution are an efficient tool to integrate this equation.
MS S4.03.002 - Adjoint-Based Design for Configuration Shaping
NASA Technical Reports Server (NTRS)
Nemec, Marian; Aftosmis, Michael J.
2009-01-01
This slide presentation discusses a method of inverse design for low sonic boom using adjoint-based gradient computations. It outlines a method for shaping a configuration in order to match a prescribed near-field signature.
Solid oxide fuel cell simulation and design optimization with numerical adjoint techniques
NASA Astrophysics Data System (ADS)
Elliott, Louie C.
This dissertation reports on the application of numerical optimization techniques as applied to fuel cell simulation and design. Due to the "multi-physics" inherent in a fuel cell, which results in a highly coupled and non-linear behavior, an experimental program to analyze and improve the performance of fuel cells is extremely difficult. This program applies new optimization techniques with computational methods from the field of aerospace engineering to the fuel cell design problem. After an overview of fuel cell history, importance, and classification, a mathematical model of solid oxide fuel cells (SOFC) is presented. The governing equations are discretized and solved with computational fluid dynamics (CFD) techniques including unstructured meshes, non-linear solution methods, numerical derivatives with complex variables, and sensitivity analysis with adjoint methods. Following the validation of the fuel cell model in 2-D and 3-D, the results of the sensitivity analysis are presented. The sensitivity derivative for a cost function with respect to a design variable is found with three increasingly sophisticated techniques: finite difference, direct differentiation, and adjoint. A design cycle is performed using a simple optimization method to improve the value of the implemented cost function. The results from this program could improve fuel cell performance and lessen the world's dependence on fossil fuels.
Towards adjoint-based inversion for rheological parameters in nonlinear viscous mantle flow
NASA Astrophysics Data System (ADS)
Worthen, Jennifer; Stadler, Georg; Petra, Noemi; Gurnis, Michael; Ghattas, Omar
2014-09-01
We address the problem of inferring mantle rheological parameter fields from surface velocity observations and instantaneous nonlinear mantle flow models. We formulate this inverse problem as an infinite-dimensional nonlinear least squares optimization problem governed by nonlinear Stokes equations. We provide expressions for the gradient of the cost functional of this optimization problem with respect to two spatially-varying rheological parameter fields: the viscosity prefactor and the exponent of the second invariant of the strain rate tensor. Adjoint (linearized) Stokes equations, which are characterized by a 4th order anisotropic viscosity tensor, facilitates efficient computation of the gradient. A quasi-Newton method for the solution of this optimization problem is presented, which requires the repeated solution of both nonlinear forward Stokes and linearized adjoint Stokes equations. For the solution of the nonlinear Stokes equations, we find that Newton’s method is significantly more efficient than a Picard fixed point method. Spectral analysis of the inverse operator given by the Hessian of the optimization problem reveals that the numerical eigenvalues collapse rapidly to zero, suggesting a high degree of ill-posedness of the inverse problem. To overcome this ill-posedness, we employ Tikhonov regularization (favoring smooth parameter fields) or total variation (TV) regularization (favoring piecewise-smooth parameter fields). Solution of two- and three-dimensional finite element-based model inverse problems show that a constant parameter in the constitutive law can be recovered well from surface velocity observations. Inverting for a spatially-varying parameter field leads to its reasonable recovery, in particular close to the surface. When inferring two spatially varying parameter fields, only an effective viscosity field and the total viscous dissipation are recoverable. Finally, a model of a subducting plate shows that a localized weak zone at the
Application of Block Krylov Subspace Spectral Methods to Maxwell's Equations
Lambers, James V.
2009-10-08
Ever since its introduction by Kane Yee over forty years ago, the finite-difference time-domain (FDTD) method has been a widely-used technique for solving the time-dependent Maxwell's equations. This paper presents an alternative approach to these equations in the case of spatially-varying electric permittivity and/or magnetic permeability, based on Krylov subspace spectral (KSS) methods. These methods have previously been applied to the variable-coefficient heat equation and wave equation, and have demonstrated high-order accuracy, as well as stability characteristic of implicit time-stepping schemes, even though KSS methods are explicit. KSS methods for scalar equations compute each Fourier coefficient of the solution using techniques developed by Gene Golub and Gerard Meurant for approximating elements of functions of matrices by Gaussian quadrature in the spectral, rather than physical, domain. We show how they can be generalized to coupled systems of equations, such as Maxwell's equations, by choosing appropriate basis functions that, while induced by this coupling, still allow efficient and robust computation of the Fourier coefficients of each spatial component of the electric and magnetic fields. We also discuss the implementation of appropriate boundary conditions for simulation on infinite computational domains, and how discontinuous coefficients can be handled.
Incompressible spectral-element method: Derivation of equations
NASA Technical Reports Server (NTRS)
Deanna, Russell G.
1993-01-01
A fractional-step splitting scheme breaks the full Navier-Stokes equations into explicit and implicit portions amenable to the calculus of variations. Beginning with the functional forms of the Poisson and Helmholtz equations, we substitute finite expansion series for the dependent variables and derive the matrix equations for the unknown expansion coefficients. This method employs a new splitting scheme which differs from conventional three-step (nonlinear, pressure, viscous) schemes. The nonlinear step appears in the conventional, explicit manner, the difference occurs in the pressure step. Instead of solving for the pressure gradient using the nonlinear velocity, we add the viscous portion of the Navier-Stokes equation from the previous time step to the velocity before solving for the pressure gradient. By combining this 'predicted' pressure gradient with the nonlinear velocity in an explicit term, and the Crank-Nicholson method for the viscous terms, we develop a Helmholtz equation for the final velocity.
Optimal Variational Asymptotic Method for Nonlinear Fractional Partial Differential Equations
Baranwal, Vipul K.; Pandey, Ram K.
2014-01-01
We propose optimal variational asymptotic method to solve time fractional nonlinear partial differential equations. In the proposed method, an arbitrary number of auxiliary parameters γ0, γ1, γ2,… and auxiliary functions H0(x), H1(x), H2(x),… are introduced in the correction functional of the standard variational iteration method. The optimal values of these parameters are obtained by minimizing the square residual error. To test the method, we apply it to solve two important classes of nonlinear partial differential equations: (1) the fractional advection-diffusion equation with nonlinear source term and (2) the fractional Swift-Hohenberg equation. Only few iterations are required to achieve fairly accurate solutions of both the first and second problems.
Unsteady Adjoint Approach for Design Optimization of Flapping Airfoils
NASA Technical Reports Server (NTRS)
Lee, Byung Joon; Liou, Meng-Sing
2012-01-01
This paper describes the work for optimizing the propulsive efficiency of flapping airfoils, i.e., improving the thrust under constraining aerodynamic work during the flapping flights by changing their shape and trajectory of motion with the unsteady discrete adjoint approach. For unsteady problems, it is essential to properly resolving time scales of motion under consideration and it must be compatible with the objective sought after. We include both the instantaneous and time-averaged (periodic) formulations in this study. For the design optimization with shape parameters or motion parameters, the time-averaged objective function is found to be more useful, while the instantaneous one is more suitable for flow control. The instantaneous objective function is operationally straightforward. On the other hand, the time-averaged objective function requires additional steps in the adjoint approach; the unsteady discrete adjoint equations for a periodic flow must be reformulated and the corresponding system of equations solved iteratively. We compare the design results from shape and trajectory optimizations and investigate the physical relevance of design variables to the flapping motion at on- and off-design conditions.
NASA Astrophysics Data System (ADS)
Tan, Z.; Zhuang, Q.; Henze, D. K.; Frankenberg, C.; Dlugokencky, E. J.; Sweeney, C.; Turner, A. J.
2015-12-01
Understanding CH4 emissions from wetlands and lakes are critical for the estimation of Arctic carbon balance under fast warming climatic conditions. To date, our knowledge about these two CH4 sources is almost solely built on the upscaling of discontinuous measurements in limited areas to the whole region. Many studies indicated that, the controls of CH4 emissions from wetlands and lakes including soil moisture, lake morphology and substrate content and quality are notoriously heterogeneous, thus the accuracy of those simple estimates could be questionable. Here we apply a high spatial resolution atmospheric inverse model (nested-grid GEOS-Chem Adjoint) over the Arctic by integrating SCIAMACHY and NOAA/ESRL CH4 measurements to constrain the CH4 emissions estimated with process-based wetland and lake biogeochemical models. Our modeling experiments using different wetland CH4 emission schemes and satellite and surface measurements show that the total amount of CH4 emitted from the Arctic wetlands is well constrained, but the spatial distribution of CH4 emissions is sensitive to priors. For CH4 emissions from lakes, our high-resolution inversion shows that the models overestimate CH4 emissions in Alaskan costal lowlands and East Siberian lowlands. Our study also indicates that the precision and coverage of measurements need to be improved to achieve more accurate high-resolution estimates.
Optimization of a finite difference method for nonlinear wave equations
NASA Astrophysics Data System (ADS)
Chen, Miaochao
2013-07-01
Wave equations have important fluid dynamics background, which are extensively used in many fields, such as aviation, meteorology, maritime, water conservancy, etc. This paper is devoted to the explicit difference method for nonlinear wave equations. Firstly, a three-level and explicit difference scheme is derived. It is shown that the explicit difference scheme is uniquely solvable and convergent. Moreover, a numerical experiment is conducted to illustrate the theoretical results of the presented method.
Three-Dimensional Turbulent RANS Adjoint-Based Error Correction
NASA Technical Reports Server (NTRS)
Park, Michael A.
2003-01-01
Engineering problems commonly require functional outputs of computational fluid dynamics (CFD) simulations with specified accuracy. These simulations are performed with limited computational resources. Computable error estimates offer the possibility of quantifying accuracy on a given mesh and predicting a fine grid functional on a coarser mesh. Such an estimate can be computed by solving the flow equations and the associated adjoint problem for the functional of interest. An adjoint-based error correction procedure is demonstrated for transonic inviscid and subsonic laminar and turbulent flow. A mesh adaptation procedure is formulated to target uncertainty in the corrected functional and terminate when error remaining in the calculation is less than a user-specified error tolerance. This adaptation scheme is shown to yield anisotropic meshes with corrected functionals that are more accurate for a given number of grid points then isotropic adapted and uniformly refined grids.
Differential equation based method for accurate approximations in optimization
NASA Technical Reports Server (NTRS)
Pritchard, Jocelyn I.; Adelman, Howard M.
1990-01-01
A method to efficiently and accurately approximate the effect of design changes on structural response is described. The key to this method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in most cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacements are used to approximate bending stresses.
An Extended Equation of State Modeling Method II. Mixtures
NASA Astrophysics Data System (ADS)
Scalabrin, G.; Marchi, P.; Stringari, P.; Richon, D.
2006-09-01
This work is the extension of previous work dedicated to pure fluids. The same method is extended to the representation of thermodynamic properties of a mixture through a fundamental equation of state in terms of the Helmholtz energy. The proposed technique exploits the extended corresponding-states concept of distorting the independent variables of a dedicated equation of state for a reference fluid using suitable scale factor functions to adapt the equation to experimental data of a target system. An existing equation of state for the target mixture is used instead of an equation for the reference fluid, completely avoiding the need for a reference fluid. In particular, a Soave-Redlich-Kwong cubic equation with van der Waals mixing rules is chosen. The scale factors, which are functions of temperature, density, and mole fraction of the target mixture, are expressed in the form of a multilayer feedforward neural network, whose coefficients are regressed by minimizing a suitable objective function involving different kinds of mixture thermodynamic data. As a preliminary test, the model is applied to five binary and two ternary haloalkane mixtures, using data generated from existing dedicated equations of state for the selected mixtures. The results show that the method is robust and straightforward for the effective development of a mixture- specific equation of state directly from experimental data.
An Extended Equation of State Modeling Method I. Pure Fluids
NASA Astrophysics Data System (ADS)
Scalabrin, G.; Bettio, L.; Marchi, P.; Piazza, L.; Richon, D.
2006-09-01
A new technique is proposed here to represent the thermodynamic surface of a pure fluid in the fundamental Helmholtz energy form. The peculiarity of the present method is the extension of a generic equation of state for the target fluid, which is assumed as the basic equation, through the distortion of its independent variables by individual shape functions, which are represented by a neural network used as function approximator. The basic equation of state for the target fluid can have the simple functional form of a cubic equation, as, for instance, the Soave-Redlich-Kwong equation assumed in the present study. A set of nine fluids including hydrocarbons, haloalkane refrigerants, and strongly polar substances has been considered. For each of them the model has been regressed and then validated against volumetric and caloric properties generated in the vapor, liquid, and supercritical regions from highly accurate dedicated equations of state. In comparison with the underlying cubic equation of state, the prediction accuracy is improved by a factor between 10 and 100, depending on the property and on the region. It has been verified that about 100 density experimental points, together with from 10 to 20 coexistence data, are sufficient to guarantee high prediction accuracy for different thermodynamic properties. The method is a promising modeling technique for the heuristic development of multiparameter dedicated equations of state from experimental data.
Difference methods for stiff delay differential equations. [DDESUB, in FORTRAN
Roth, Mitchell G.
1980-12-01
Delay differential equations of the form y'(t) = f(y(t), z(t)), where z(t) = (y/sub 1/(..cap alpha../sub 1/(y(t))),..., y/sub n/(..cap alpha../sub n/(y(t))))/sup T/ and ..cap alpha../sub i/(y(t)) less than or equal to t, arise in many scientific and engineering fields when transport lags and propagation times are physically significant in a dynamic process. Difference methods for approximating the solution of stiff delay systems require special stability properties that are generalizations of those employed for stiff ordinary differential equations. By use of the model equation y'(t) = py(t) + qy(t-1), with complex p and q, the definitions of A-stability, A( )-stability, and stiff stability have been generalize to delay equations. For linear multistep difference formulas, these properties extend directly from ordinary to delay equations. This straight forward extension is not true for implicit Runge-Kutta methods, as illustrated by the midpoint formula, which is A-stable for ordinary equations, but not for delay equations. A computer code for stiff delay equations was developed using the BDF. 24 figures, 5 tables.
The method of patches for solving stiff nonlinear differential equations
NASA Astrophysics Data System (ADS)
Brydon, David Van George, Jr.
1998-12-01
This dissertation describes a new method for solving very stiff sets of ordinary differential equations. The basic idea is to replace the original nonlinear equations with a set of equally stiff equations that are piecewise linear, and therefore can be solved exactly. We demonstrate the value of the method on small systems of equations for which some other methods are inefficient or produce spurious solutions, estimate error bounds, and discuss extensions of the method to larger systems of equations and to partial differential equations. Putzer's method is developed in a novel way for efficient and accurate solution of dx/dt = Ax+b. The physical problem of interest is spatial pattern formation in open reaction-diffusion chemical systems, as studied in the experiments of Kyoung Lee, Harry Swinney, et al. I develop a new experiment model that agrees reasonably well with experimental results. I solve the model, applying the new method to the two-variable Gaspar- Showalter chemical kinetics in two space dimensions. Because of time and computer limitations, only preliminary pattern-formation results are achieved and reported.
Stabilized multilevel Monte Carlo method for stiff stochastic differential equations
NASA Astrophysics Data System (ADS)
Abdulle, Assyr; Blumenthal, Adrian
2013-10-01
A multilevel Monte Carlo (MLMC) method for mean square stable stochastic differential equations with multiple scales is proposed. For such problems, that we call stiff, the performance of MLMC methods based on classical explicit methods deteriorates because of the time step restriction to resolve the fastest scales that prevents to exploit all the levels of the MLMC approach. We show that by switching to explicit stabilized stochastic methods and balancing the stabilization procedure simultaneously with the hierarchical sampling strategy of MLMC methods, the computational cost for stiff systems is significantly reduced, while keeping the computational algorithm fully explicit and easy to implement. Numerical experiments on linear and nonlinear stochastic differential equations and on a stochastic partial differential equation illustrate the performance of the stabilized MLMC method and corroborate our theoretical findings.
Lattice Boltzmann method for the Saint-Venant equations
NASA Astrophysics Data System (ADS)
Liu, Haifei; Wang, Hongda; Liu, Shu; Hu, Changwei; Ding, Yu; Zhang, Jie
2015-05-01
The Saint-Venant equations represent the hydrodynamic principles of unsteady flows in open channel network through a set of non-linear partial differential equations. In this paper, a new lattice Boltzmann approach to solving the one-dimensional Saint-Venant equations (LABSVE) is developed, demonstrating the variation of discharge and sectional area with external forces, such as bed slope and bed friction. Our research recovers the Saint-Venant equations through deducing the Chapman-Enskog expansion on the lattice Boltzmann equation, which is a mesoscopic technique, bridging the molecular movement and macroscopic physical variables. It is also a fully explicit process, providing simplicity for programming. The model is verified by three benchmark tests: (i) a one-dimensional subcritical gradient flow; (ii) a dam-break wave flow; (iii) a flood event on the Yongding River. The results showed the accuracy of the proposed method and its good applicability in solving Saint-Venant problems.
Improved method for solving the viscous shock layer equations
NASA Technical Reports Server (NTRS)
Gordon, Rachel; Davis, R. T.
1992-01-01
An improved method for solving the viscous shock layer equations for supersonic/hypersonic flows past blunt-nosed bodies is presented. The method is capable of handling slender to thick bodies. The solution is obtained by solving a coupled set of five equations, built of the four basic viscous shock layer equations and an additional equation for the standoff distance. The coupling of the equations prevents the local iterations divergence problems encountered by previous methods of solution far downstream on slender bodies. It also eliminates the need for local iterations, which were required by previous methods of solution, for a first-order scheme in the streamwise direction. A new global iteration procedure is employed to impose the shock boundary conditions. The procedure prevents the global iteration instability encountered by the basic method of solution and improves the convergence rate of the global iteration procedure of later methods devised to overcome this difficulty. The new technique reduces the computation time by 65-95 percent as compared to previous methods of solution. The method can efficiently be implemented in vector/parallel computers.
An improved generalized Newton method for absolute value equations.
Feng, Jingmei; Liu, Sanyang
2016-01-01
In this paper, we suggest and analyze an improved generalized Newton method for solving the NP-hard absolute value equations [Formula: see text] when the singular values of A exceed 1. We show that the global and local quadratic convergence of the proposed method. Numerical experiments show the efficiency of the method and the high accuracy of calculation. PMID:27462490
On a modified streamline curvature method for the Euler equations
NASA Technical Reports Server (NTRS)
Cordova, Jeffrey Q.; Pearson, Carl E.
1988-01-01
A modification of the streamline curvature method leads to a quasilinear second-order partial differential equation for the streamline coordinate function. The existence of a stream function is not required. The method is applied to subsonic and supersonic nozzle flow, and to axially symmetric flow with swirl. For many situations, the associated numerical method is both fast and accurate.
A spectral boundary integral equation method for the 2-D Helmholtz equation
NASA Technical Reports Server (NTRS)
Hu, Fang Q.
1994-01-01
In this paper, we present a new numerical formulation of solving the boundary integral equations reformulated from the Helmholtz equation. The boundaries of the problems are assumed to be smooth closed contours. The solution on the boundary is treated as a periodic function, which is in turn approximated by a truncated Fourier series. A Fourier collocation method is followed in which the boundary integral equation is transformed into a system of algebraic equations. It is shown that in order to achieve spectral accuracy for the numerical formulation, the nonsmoothness of the integral kernels, associated with the Helmholtz equation, must be carefully removed. The emphasis of the paper is on investigating the essential elements of removing the nonsmoothness of the integral kernels in the spectral implementation. The present method is robust for a general boundary contour. Aspects of efficient implementation of the method using FFT are also discussed. A numerical example of wave scattering is given in which the exponential accuracy of the present numerical method is demonstrated.
NASA Astrophysics Data System (ADS)
Yu, Jia; Ji, Lucheng; Li, Weiwei; Yi, Weilin
2016-06-01
Adjoint method is an important tool for design refinement of multistage compressors. However, the radial static pressure distribution deviates during the optimization procedure and deteriorates the overall performance, producing final designs that are not well suited for realistic engineering applications. In previous development work on multistage turbomachinery blade optimization using adjoint method and thin shear-layer N-S equations, the entropy production is selected as the objective function with given mass flow rate and total pressure ratio as imposed constraints. The radial static pressure distribution at the interfaces between rows is introduced as a new constraint in the present paper. The approach is applied to the redesign of a five-stage axial compressor, and the results obtained with and without the constraint on the radial static pressure distribution at the interfaces between rows are discussed in detail. The results show that the redesign without the radial static pressure distribution constraint (RSPDC) gives an optimal solution that shows deviations on radial static pressure distribution, especially at rotor exit tip region. On the other hand, the redesign with the RSPDC successfully keeps the radial static pressure distribution at the interfaces between rows and make sure that the optimization results are applicable in a practical engineering design.
Extension of Gauss' method for the solution of Kepler's equation
NASA Technical Reports Server (NTRS)
Battin, R. H.; Fill, T. J.
1978-01-01
Gauss' method for solving Kepler's equation is extended to arbitrary epochs and orbital eccentricities. Although originally developed for near parabolic orbits in the vicinity of pericenter, a generalization of the method leads to a highly efficient algorithm which compares favorably to other methods in current use. A key virtue of the technique is that convergence is obtained by a method of successive substitutions with an initial approximation that is independent of the orbital parameters. The equations of the algorithm are universal, i.e., independent of the nature of the orbit whether elliptic, hyperbolic, parabolic or rectilinear.
Singularity Preserving Numerical Methods for Boundary Integral Equations
NASA Technical Reports Server (NTRS)
Kaneko, Hideaki (Principal Investigator)
1996-01-01
In the past twelve months (May 8, 1995 - May 8, 1996), under the cooperative agreement with Division of Multidisciplinary Optimization at NASA Langley, we have accomplished the following five projects: a note on the finite element method with singular basis functions; numerical quadrature for weakly singular integrals; superconvergence of degenerate kernel method; superconvergence of the iterated collocation method for Hammersteion equations; and singularity preserving Galerkin method for Hammerstein equations with logarithmic kernel. This final report consists of five papers describing these projects. Each project is preceeded by a brief abstract.
Parallel iterative methods for sparse linear and nonlinear equations
NASA Technical Reports Server (NTRS)
Saad, Youcef
1989-01-01
As three-dimensional models are gaining importance, iterative methods will become almost mandatory. Among these, preconditioned Krylov subspace methods have been viewed as the most efficient and reliable, when solving linear as well as nonlinear systems of equations. There has been several different approaches taken to adapt iterative methods for supercomputers. Some of these approaches are discussed and the methods that deal more specifically with general unstructured sparse matrices, such as those arising from finite element methods, are emphasized.
Exact solution of some linear matrix equations using algebraic methods
NASA Technical Reports Server (NTRS)
Djaferis, T. E.; Mitter, S. K.
1979-01-01
Algebraic methods are used to construct the exact solution P of the linear matrix equation PA + BP = - C, where A, B, and C are matrices with real entries. The emphasis of this equation is on the use of finite algebraic procedures which are easily implemented on a digital computer and which lead to an explicit solution to the problem. The paper is divided into six sections which include the proof of the basic lemma, the Liapunov equation, and the computer implementation for the rational, integer and modular algorithms. Two numerical examples are given and the entire calculation process is depicted.
Laplace's equation on convex polyhedra via the unified method
Ashton, A. C. L.
2015-01-01
We provide a new method to study the classical Dirichlet problem for Laplace's equation on a convex polyhedron. This new approach was motivated by Fokas’ unified method for boundary value problems. The central object in this approach is the global relation: an integral equation which couples the known boundary data and the unknown boundary values. This integral equation depends holomorphically on two complex parameters, and the resulting analysis takes place on a Banach space of complex analytic functions closely related to the classical Paley–Wiener space. We write the global relation in the form of an operator equation and prove that the relevant operator is bounded below using some novel integral identities. We give a new integral representation to the solution to the underlying boundary value problem which serves as a concrete realization of the fundamental principle of Ehrenpreis.
Adjoint tomography of the southern California crust.
Tape, Carl; Liu, Qinya; Maggi, Alessia; Tromp, Jeroen
2009-08-21
Using an inversion strategy based on adjoint methods, we developed a three-dimensional seismological model of the southern California crust. The resulting model involved 16 tomographic iterations, which required 6800 wavefield simulations and a total of 0.8 million central processing unit hours. The new crustal model reveals strong heterogeneity, including local changes of +/-30% with respect to the initial three-dimensional model provided by the Southern California Earthquake Center. The model illuminates shallow features such as sedimentary basins and compositional contrasts across faults. It also reveals crustal features at depth that aid in the tectonic reconstruction of southern California, such as subduction-captured oceanic crustal fragments. The new model enables more realistic and accurate assessments of seismic hazard. PMID:19696349
International Conference on Multiscale Methods and Partial Differential Equations.
Thomas Hou
2006-12-12
The International Conference on Multiscale Methods and Partial Differential Equations (ICMMPDE for short) was held at IPAM, UCLA on August 26-27, 2005. The conference brought together researchers, students and practitioners with interest in the theoretical, computational and practical aspects of multiscale problems and related partial differential equations. The conference provided a forum to exchange and stimulate new ideas from different disciplines, and to formulate new challenging multiscale problems that will have impact in applications.
Generalized adjoint consistent treatment of wall boundary conditions for compressible flows
NASA Astrophysics Data System (ADS)
Hartmann, Ralf; Leicht, Tobias
2015-11-01
In this article, we revisit the adjoint consistency analysis of Discontinuous Galerkin discretizations of the compressible Euler and Navier-Stokes equations with application to the Reynolds-averaged Navier-Stokes and k- ω turbulence equations. Here, particular emphasis is laid on the discretization of wall boundary conditions. While previously only one specific combination of discretizations of wall boundary conditions and of aerodynamic force coefficients has been shown to give an adjoint consistent discretization, in this article we generalize this analysis and provide a discretization of the force coefficients for any consistent discretization of wall boundary conditions. Furthermore, we demonstrate that a related evaluation of the cp- and cf-distributions is required. The freedom gained in choosing the discretization of boundary conditions without loosing adjoint consistency is used to devise a new adjoint consistent discretization including numerical fluxes on the wall boundary which is more robust than the adjoint consistent discretization known up to now. While this work is presented in the framework of Discontinuous Galerkin discretizations, the insight gained is also applicable to (and thus valuable for) other discretization schemes. In particular, the discretization of integral quantities, like the drag, lift and moment coefficients, as well as the discretization of local quantities at the wall like surface pressure and skin friction should follow as closely as possible the discretization of the flow equations and boundary conditions at the wall boundary.
A Numerical Method for Solving Elasticity Equations with Interfaces
Li, Zhilin; Wang, Liqun; Wang, Wei
2012-01-01
Solving elasticity equations with interfaces is a challenging problem for most existing methods. Nonetheless, it has wide applications in engineering and science. An accurate and efficient method is desired. In this paper, an efficient non-traditional finite element method with non-body-fitting grids is proposed to solve elasticity equations with interfaces. The main idea is to choose the test function basis to be the standard finite element basis independent of the interface and to choose the solution basis to be piecewise linear satisfying the jump conditions across the interface. The resulting linear system of equations is shown to be positive definite under certain assumptions. Numerical experiments show that this method is second order accurate in the L∞ norm for piecewise smooth solutions. More than 1.5th order accuracy is observed for solution with singularity (second derivative blows up) on the sharp-edged interface corner. PMID:22707984
Pseudo-compressibility methods for the incompressible flow equations
NASA Technical Reports Server (NTRS)
Turkel, Eli; Arnone, A.
1993-01-01
Preconditioning methods to accelerate convergence to a steady state for the incompressible fluid dynamics equations are considered. The analysis relies on the inviscid equations. The preconditioning consists of a matrix multiplying the time derivatives. Thus the steady state of the preconditioned system is the same as the steady state of the original system. The method is compared to other types of pseudo-compressibility. For finite difference methods preconditioning can change and improve the steady state solutions. An application to viscous flow around a cascade with a non-periodic mesh is presented.
Optimal analytic method for the nonlinear Hasegawa-Mima equation
NASA Astrophysics Data System (ADS)
Baxter, Mathew; Van Gorder, Robert A.; Vajravelu, Kuppalapalle
2014-05-01
The Hasegawa-Mima equation is a nonlinear partial differential equation that describes the electric potential due to a drift wave in a plasma. In the present paper, we apply the method of homotopy analysis to a slightly more general Hasegawa-Mima equation, which accounts for hyper-viscous damping or viscous dissipation. First, we outline the method for the general initial/boundary value problem over a compact rectangular spatial domain. We use a two-stage method, where both the convergence control parameter and the auxiliary linear operator are optimally selected to minimize the residual error due to the approximation. To do the latter, we consider a family of operators parameterized by a constant which gives the decay rate of the solutions. After outlining the general method, we consider a number of concrete examples in order to demonstrate the utility of this approach. The results enable us to study properties of the initial/boundary value problem for the generalized Hasegawa-Mima equation. In several cases considered, we are able to obtain solutions with extremely small residual errors after relatively few iterations are computed (residual errors on the order of 10-15 are found in multiple cases after only three iterations). The results demonstrate that selecting a parameterized auxiliary linear operator can be extremely useful for minimizing residual errors when used concurrently with the optimal homotopy analysis method, suggesting that this approach can prove useful for a number of nonlinear partial differential equations arising in physics and nonlinear mechanics.
Tensor methods for large sparse systems of nonlinear equations
Bouaricha, A.; Schnabel, R.B.
1996-12-31
This paper introduces censor methods for solving, large sparse systems of nonlinear equations. Tensor methods for nonlinear equations were developed in the context of solving small to medium- sized dense problems. They base each iteration on a quadratic model of the nonlinear equations. where the second-order term is selected so that the model requires no more derivative or function information per iteration than standard linear model-based methods, and hardly more storage or arithmetic operations per iteration. Computational experiments on small to medium-sized problems have shown censor methods to be considerably more efficient than standard Newton-based methods, with a particularly large advantage on singular problems. This paper considers the extension of this approach to solve large sparse problems. The key issue that must be considered is how to make efficient use of sparsity in forming and solving the censor model problem at each iteration. Accomplishing this turns out to require an entirely new way of solving the tensor model that successfully exploits the sparsity of the Jacobian, whether the Jacobian is nonsingular or singular. We develop such an approach and, based upon it, an efficient tensor method for solving large sparse systems of nonlinear equations. Test results indicate that this tensor method is significantly more efficient and robust than an efficient sparse Newton-based method. in terms of iterations, function evaluations. and execution time.
Effective vs. Efficient: Teaching Methods of Solving Linear Equations
ERIC Educational Resources Information Center
Ivey, Kathy M. C.
2003-01-01
The choice of teaching an effective method--one that most students can master--or an efficient method--one that takes the fewest steps--occurs daily in Algebra I classrooms. This decision may not be made in the abstract, however, but rather in a ready-to-hand mode. This study examines how teachers solve linear equations when the purpose is…
Consistent Adjoint Driven Importance Sampling using Space, Energy and Angle
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. CADIS 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.
Multigrid methods and the surface consistent equations of Geophysics
NASA Astrophysics Data System (ADS)
Millar, John
The surface consistent equations are a large linear system that is frequently used in signal enhancement for land seismic surveys. Different signatures may be consistent with a particular dynamite (or other) source. Each receiver and the conditions around the receiver will have different impact on the signal. Seismic deconvolution operators, amplitude corrections and static shifts of traces are calculated using the surface consistent equations, both in commercial and scientific seismic processing software. The system of equations is singular, making direct methods such as Gaussian elimination impossible to implement. Iterative methods such as Gauss-Seidel and conjugate gradient are frequently used. A limitation in the nature of the methods leave the long wavelengths of the solution poorly resolved. To reduce the limitations of traditional iterative methods, we employ a multigrid method. Multigrid methods re-sample the entire system of equations on a more coarse grid. An iterative method is employed on the coarse grid. The long wavelengths of the solutions that traditional iterative methods were unable to resolve are calculated on the reduced system of equations. The coarse estimate can be interpolated back up to the original sample rate, and refined using a standard iterative procedure. Multigrid methods provide more accurate solutions to the surface consistent equations, with the largest improvement concentrated in the long wavelengths. Synthetic models and tests on field data show that multigrid solutions to the system of equations can significantly increase the resolution of the seismic data, when used to correct both static time shifts and in calculating deconvolution operators. The first chapter of this thesis is a description of the physical model we are addressing. It reviews some of the literature concerning the surface consistent equations, and provides background on the nature of the problem. Chapter 2 contains a review of iterative and multigrid methods
An efficient method for solving the steady Euler equations
NASA Technical Reports Server (NTRS)
Liou, M.-S.
1986-01-01
An efficient numerical procedure for solving a set of nonlinear partial differential equations, the steady Euler equations, using Newton's linearization procedure is presented. A theorem indicating quadratic convergence for the case of differential equations is demonstrated. A condition for the domain of quadratic convergence Omega(2) is obtained which indicates that whether an approximation lies in Omega(2) depends on the rate of change and the smoothness of the flow vectors, and hence is problem-dependent. The choice of spatial differencing, of particular importance for the present method, is discussed. The treatment of boundary conditions is addressed, and the system of equations resulting from the foregoing analysis is summarized and solution strategies are discussed. The convergence of calculated solutions is demonstrated by comparing them with exact solutions to one and two-dimensional problems.
An Artificial Neural Networks Method for Solving Partial Differential Equations
NASA Astrophysics Data System (ADS)
Alharbi, Abir
2010-09-01
While there already exists many analytical and numerical techniques for solving PDEs, this paper introduces an approach using artificial neural networks. The approach consists of a technique developed by combining the standard numerical method, finite-difference, with the Hopfield neural network. The method is denoted Hopfield-finite-difference (HFD). The architecture of the nets, energy function, updating equations, and algorithms are developed for the method. The HFD method has been used successfully to approximate the solution of classical PDEs, such as the Wave, Heat, Poisson and the Diffusion equations, and on a system of PDEs. The software Matlab is used to obtain the results in both tabular and graphical form. The results are similar in terms of accuracy to those obtained by standard numerical methods. In terms of speed, the parallel nature of the Hopfield nets methods makes them easier to implement on fast parallel computers while some numerical methods need extra effort for parallelization.
Two-derivative Runge-Kutta methods for differential equations
NASA Astrophysics Data System (ADS)
Chan, Robert P. K.; Wang, Shixiao; Tsai, Angela Y. J.
2012-09-01
Two-derivative Runge-Kutta (TDRK) methods are a special case of multi-derivative Runge-Kutta methods first studied by Kastlunger and Wanner [1, 2]. These methods incorporate derivatives of order higher than the first in their formulation but we consider only the first and second derivatives. In this paper we first present our study of both explicit [3] and implicit TDRK methods on stiff ODE problems. We then extend the applications of these TDRK methods to various partial differential equations [4]. In particular, we show how a 2-stage implicit TDRK method of order 4 and stage order 4 can be adapted to solve diffusion equations more efficiently than the popular Crank-Nicolson method.
GPU-accelerated adjoint algorithmic differentiation
NASA Astrophysics Data System (ADS)
Gremse, Felix; Höfter, Andreas; Razik, Lukas; Kiessling, Fabian; Naumann, Uwe
2016-03-01
Many scientific problems such as classifier training or medical image reconstruction can be expressed as minimization of differentiable real-valued cost functions and solved with iterative gradient-based methods. Adjoint algorithmic differentiation (AAD) enables automated computation of gradients of such cost functions implemented as computer programs. To backpropagate adjoint derivatives, excessive memory is potentially required to store the intermediate partial derivatives on a dedicated data structure, referred to as the "tape". Parallelization is difficult because threads need to synchronize their accesses during taping and backpropagation. This situation is aggravated for many-core architectures, such as Graphics Processing Units (GPUs), because of the large number of light-weight threads and the limited memory size in general as well as per thread. We show how these limitations can be mediated if the cost function is expressed using GPU-accelerated vector and matrix operations which are recognized as intrinsic functions by our AAD software. We compare this approach with naive and vectorized implementations for CPUs. We use four increasingly complex cost functions to evaluate the performance with respect to memory consumption and gradient computation times. Using vectorization, CPU and GPU memory consumption could be substantially reduced compared to the naive reference implementation, in some cases even by an order of complexity. The vectorization allowed usage of optimized parallel libraries during forward and reverse passes which resulted in high speedups for the vectorized CPU version compared to the naive reference implementation. The GPU version achieved an additional speedup of 7.5 ± 4.4, showing that the processing power of GPUs can be utilized for AAD using this concept. Furthermore, we show how this software can be systematically extended for more complex problems such as nonlinear absorption reconstruction for fluorescence-mediated tomography.
GPU-Accelerated Adjoint Algorithmic Differentiation
Gremse, Felix; Höfter, Andreas; Razik, Lukas; Kiessling, Fabian; Naumann, Uwe
2015-01-01
Many scientific problems such as classifier training or medical image reconstruction can be expressed as minimization of differentiable real-valued cost functions and solved with iterative gradient-based methods. Adjoint algorithmic differentiation (AAD) enables automated computation of gradients of such cost functions implemented as computer programs. To backpropagate adjoint derivatives, excessive memory is potentially required to store the intermediate partial derivatives on a dedicated data structure, referred to as the “tape”. Parallelization is difficult because threads need to synchronize their accesses during taping and backpropagation. This situation is aggravated for many-core architectures, such as Graphics Processing Units (GPUs), because of the large number of light-weight threads and the limited memory size in general as well as per thread. We show how these limitations can be mediated if the cost function is expressed using GPU-accelerated vector and matrix operations which are recognized as intrinsic functions by our AAD software. We compare this approach with naive and vectorized implementations for CPUs. We use four increasingly complex cost functions to evaluate the performance with respect to memory consumption and gradient computation times. Using vectorization, CPU and GPU memory consumption could be substantially reduced compared to the naive reference implementation, in some cases even by an order of complexity. The vectorization allowed usage of optimized parallel libraries during forward and reverse passes which resulted in high speedups for the vectorized CPU version compared to the naive reference implementation. The GPU version achieved an additional speedup of 7.5 ± 4.4, showing that the processing power of GPUs can be utilized for AAD using this concept. Furthermore, we show how this software can be systematically extended for more complex problems such as nonlinear absorption reconstruction for fluorescence-mediated tomography
Efficient stochastic Galerkin methods for random diffusion equations
Xiu Dongbin Shen Jie
2009-02-01
We discuss in this paper efficient solvers for stochastic diffusion equations in random media. We employ generalized polynomial chaos (gPC) expansion to express the solution in a convergent series and obtain a set of deterministic equations for the expansion coefficients by Galerkin projection. Although the resulting system of diffusion equations are coupled, we show that one can construct fast numerical methods to solve them in a decoupled fashion. The methods are based on separation of the diagonal terms and off-diagonal terms in the matrix of the Galerkin system. We examine properties of this matrix and show that the proposed method is unconditionally stable for unsteady problems and convergent for steady problems with a convergent rate independent of discretization parameters. Numerical examples are provided, for both steady and unsteady random diffusions, to support the analysis.
Semi-spectral method for the Wigner equation
NASA Astrophysics Data System (ADS)
Furtmaier, O.; Succi, S.; Mendoza, M.
2016-01-01
We propose a numerical method to solve the Wigner equation in quantum systems of spinless, non-relativistic particles. The method uses a spectral decomposition into L2 (Rd) basis functions in momentum-space to obtain a system of first-order advection-reaction equations. The resulting equations are solved by splitting the reaction and advection steps so as to allow the combination of numerical techniques from quantum mechanics and computational fluid dynamics by identifying the skew-hermitian reaction matrix as a generator of unitary rotations. The method is validated for the case of particles subject to a one-dimensional (an-)harmonic and Morse potential using finite-differences for the advection part. Thereby, we verify the second order of convergence and observe non-classical behavior in the evolution of the Wigner function.
Lattice Boltzmann method for the fractional advection-diffusion equation
NASA Astrophysics Data System (ADS)
Zhou, J. G.; Haygarth, P. M.; Withers, P. J. A.; Macleod, C. J. A.; Falloon, P. D.; Beven, K. J.; Ockenden, M. C.; Forber, K. J.; Hollaway, M. J.; Evans, R.; Collins, A. L.; Hiscock, K. M.; Wearing, C.; Kahana, R.; Villamizar Velez, M. L.
2016-04-01
Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β , the fractional order α , and the single relaxation time τ , the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering.
Lattice Boltzmann method for the fractional advection-diffusion equation.
Zhou, J G; Haygarth, P M; Withers, P J A; Macleod, C J A; Falloon, P D; Beven, K J; Ockenden, M C; Forber, K J; Hollaway, M J; Evans, R; Collins, A L; Hiscock, K M; Wearing, C; Kahana, R; Villamizar Velez, M L
2016-04-01
Mass transport, such as movement of phosphorus in soils and solutes in rivers, is a natural phenomenon and its study plays an important role in science and engineering. It is found that there are numerous practical diffusion phenomena that do not obey the classical advection-diffusion equation (ADE). Such diffusion is called abnormal or superdiffusion, and it is well described using a fractional advection-diffusion equation (FADE). The FADE finds a wide range of applications in various areas with great potential for studying complex mass transport in real hydrological systems. However, solution to the FADE is difficult, and the existing numerical methods are complicated and inefficient. In this study, a fresh lattice Boltzmann method is developed for solving the fractional advection-diffusion equation (LabFADE). The FADE is transformed into an equation similar to an advection-diffusion equation and solved using the lattice Boltzmann method. The LabFADE has all the advantages of the conventional lattice Boltzmann method and avoids a complex solution procedure, unlike other existing numerical methods. The method has been validated through simulations of several benchmark tests: a point-source diffusion, a boundary-value problem of steady diffusion, and an initial-boundary-value problem of unsteady diffusion with the coexistence of source and sink terms. In addition, by including the effects of the skewness β, the fractional order α, and the single relaxation time τ, the accuracy and convergence of the method have been assessed. The numerical predictions are compared with the analytical solutions, and they indicate that the method is second-order accurate. The method presented will allow the FADE to be more widely applied to complex mass transport problems in science and engineering. PMID:27176431
Solving nonlinear evolution equation system using two different methods
NASA Astrophysics Data System (ADS)
Kaplan, Melike; Bekir, Ahmet; Ozer, Mehmet N.
2015-12-01
This paper deals with constructing more general exact solutions of the coupled Higgs equation by using the (G0/G, 1/G)-expansion and (1/G0)-expansion methods. The obtained solutions are expressed by three types of functions: hyperbolic, trigonometric and rational functions with free parameters. It has been shown that the suggested methods are productive and will be used to solve nonlinear partial differential equations in applied mathematics and engineering. Throughout the paper, all the calculations are made with the aid of the Maple software.
Solitary Waves of the MRLW Equation by Variational Iteration Method
Hassan, Saleh M.; Alamery, D. G.
2009-09-09
In a recent publication, Soliman solved numerically the modified regularized long wave (MRLW) equation by using the variational iteration method (VIM). In this paper, corrected numerical results have been computed, plotted, tabulated, and compared with not only the exact analytical solutions but also the Adomian decomposition method results. Solitary wave solutions of the MRLW equation are exactly obtained as a convergent series with easily computable components. Propagation of single solitary wave, interaction of two and three waves, and also birth of solitons have been discussed. Three invariants of motion have been evaluated to determine the conservation properties of the problem.
Acoustic wave-equation-based earthquake location
NASA Astrophysics Data System (ADS)
Tong, Ping; Yang, Dinghui; Liu, Qinya; Yang, Xu; Harris, Jerry
2016-04-01
We present a novel earthquake location method using acoustic wave-equation-based traveltime inversion. The linear relationship between the location perturbation (δt0, δxs) and the resulting traveltime residual δt of a particular seismic phase, represented by the traveltime sensitivity kernel K(t0, xs) with respect to the earthquake location (t0, xs), is theoretically derived based on the adjoint method. Traveltime sensitivity kernel K(t0, xs) is formulated as a convolution between the forward and adjoint wavefields, which are calculated by numerically solving two acoustic wave equations. The advantage of this newly derived traveltime kernel is that it not only takes into account the earthquake-receiver geometry but also accurately honours the complexity of the velocity model. The earthquake location is obtained by solving a regularized least-squares problem. In 3-D realistic applications, it is computationally expensive to conduct full wave simulations. Therefore, we propose a 2.5-D approach which assumes the forward and adjoint wave simulations within a 2-D vertical plane passing through the earthquake and receiver. Various synthetic examples show the accuracy of this acoustic wave-equation-based earthquake location method. The accuracy and efficiency of the 2.5-D approach for 3-D earthquake location are further verified by its application to the 2004 Big Bear earthquake in Southern California.
The Boundary Integral Equation Method for Porous Media Flow
NASA Astrophysics Data System (ADS)
Anderson, Mary P.
Just as groundwater hydrologists are breathing sighs of relief after the exertions of learning the finite element method, a new technique has reared its nodes—the boundary integral equation method (BIEM) or the boundary equation method (BEM), as it is sometimes called. As Liggett and Liu put it in the preface to The Boundary Integral Equation Method for Porous Media Flow, “Lately, the Boundary Integral Equation Method (BIEM) has emerged as a contender in the computation Derby.” In fact, in July 1984, the 6th International Conference on Boundary Element Methods in Engineering will be held aboard the Queen Elizabeth II, en route from Southampton to New York. These conferences are sponsored by the Department of Civil Engineering at Southampton College (UK), whose members are proponents of BIEM. The conferences have featured papers on applications of BIEM to all aspects of engineering, including flow through porous media. Published proceedings are available, as are textbooks on application of BIEM to engineering problems. There is even a 10-minute film on the subject.
Compact finite volume methods for the diffusion equation
NASA Technical Reports Server (NTRS)
Rose, Milton E.
1989-01-01
The paper describes an approach to treating initial-boundary-value problems by finite volume methods in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second-order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and ADI methods.
Compact finite volume methods for the diffusion equation
NASA Technical Reports Server (NTRS)
Rose, Milton E.
1989-01-01
An approach to treating initial-boundary value problems by finite volume methods is described, in which the parallel between differential and difference arguments is closely maintained. By using intrinsic geometrical properties of the volume elements, it is possible to describe discrete versions of the div, curl, and grad operators which lead, using summation-by-parts techniques, to familiar energy equations as well as the div curl = 0 and curl grad = 0 identities. For the diffusion equation, these operators describe compact schemes whose convergence is assured by the energy equations and which yield both the potential and the flux vector with second order accuracy. A simplified potential form is especially useful for obtaining numerical results by multigrid and alternating direction implicit (ADI) methods. The treatment of general curvilinear coordinates is shown to result from a specialization of these general results.
NASA Astrophysics Data System (ADS)
Khalilov, E. H.
2016-07-01
The surface integral equation for a spatial mixed boundary value problem for the Helmholtz equation is considered. At a set of chosen points, the equation is replaced with a system of algebraic equations, and the existence and uniqueness of the solution of this system is established. The convergence of the solutions of this system to the exact solution of the integral equation is proven, and the convergence rate of the method is determined.
Multilevel Methods for the Poisson-Boltzmann Equation
NASA Astrophysics Data System (ADS)
Holst, Michael Jay
We consider the numerical solution of the Poisson -Boltzmann equation (PBE), a three-dimensional second order nonlinear elliptic partial differential equation arising in biophysics. This problem has several interesting features impacting numerical algorithms, including discontinuous coefficients representing material interfaces, rapid nonlinearities, and three spatial dimensions. Similar equations occur in various applications, including nuclear physics, semiconductor physics, population genetics, astrophysics, and combustion. In this thesis, we study the PBE, discretizations, and develop multilevel-based methods for approximating the solutions of these types of equations. We first outline the physical model and derive the PBE, which describes the electrostatic potential of a large complex biomolecule lying in a solvent. We next study the theoretical properties of the linearized and nonlinear PBE using standard function space methods; since this equation has not been previously studied theoretically, we provide existence and uniqueness proofs in both the linearized and nonlinear cases. We also analyze box-method discretizations of the PBE, establishing several properties of the discrete equations which are produced. In particular, we show that the discrete nonlinear problem is well-posed. We study and develop linear multilevel methods for interface problems, based on algebraic enforcement of Galerkin or variational conditions, and on coefficient averaging procedures. Using a stencil calculus, we show that in certain simplified cases the two approaches are equivalent, with different averaging procedures corresponding to different prolongation operators. We also develop methods for nonlinear problems based on a nonlinear multilevel method, and on linear multilevel methods combined with a globally convergent damped-inexact-Newton method. We derive a necessary and sufficient descent condition for the inexact-Newton direction, enabling the development of extremely
Toda Molecule Equation and Quotient-Difference Method
NASA Astrophysics Data System (ADS)
Sogo, Kiyoshi
1993-04-01
The numerical algorithm for computing eigenvalues of a given matrix using the Toda molecule equation, suggested recently by Hirota, Tsujimoto and Imai, is shown to be equivalent to the quotient-difference method. This relation, convergence of the algorithm and extension to a much wider range of matrices are described.
An Explicitly Correlated Wavelet Method for the Electronic Schroedinger Equation
Bachmayr, Markus
2010-09-30
A discretization for an explicitly correlated formulation of the electronic Schroedinger equation based on hyperbolic wavelets and exponential sum approximations of potentials is described, covering mathematical results as well as algorithmic realization, and discussing in particular the potential of methods of this type for parallel computing.
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.
Point estimation of simultaneous methods for solving polynomial equations
NASA Astrophysics Data System (ADS)
Petkovic, Miodrag S.; Petkovic, Ljiljana D.; Rancic, Lidija Z.
2007-08-01
The construction of computationally verifiable initial conditions which provide both the guaranteed and fast convergence of the numerical root-finding algorithm is one of the most important problems in solving nonlinear equations. Smale's "point estimation theory" from 1981 was a great advance in this topic; it treats convergence conditions and the domain of convergence in solving an equation f(z)=0 using only the information of f at the initial point z0. The study of a general problem of the construction of initial conditions of practical interest providing guaranteed convergence is very difficult, even in the case of algebraic polynomials. In the light of Smale's point estimation theory, an efficient approach based on some results concerning localization of polynomial zeros and convergent sequences is applied in this paper to iterative methods for the simultaneous determination of simple zeros of polynomials. We state new, improved initial conditions which provide the guaranteed convergence of frequently used simultaneous methods for solving algebraic equations: Ehrlich-Aberth's method, Ehrlich-Aberth's method with Newton's correction, Borsch-Supan's method with Weierstrass' correction and Halley-like (or Wang-Zheng) method. The introduced concept offers not only a clear insight into the convergence analysis of sequences generated by the considered methods, but also explicitly gives their order of convergence. The stated initial conditions are of significant practical importance since they are computationally verifiable; they depend only on the coefficients of a given polynomial, its degree n and initial approximations to polynomial zeros.
Differential equation based method for accurate approximations in optimization
NASA Technical Reports Server (NTRS)
Pritchard, Jocelyn I.; Adelman, Howard M.
1990-01-01
This paper describes a method to efficiently and accurately approximate the effect of design changes on structural response. The key to this new method is to interpret sensitivity equations as differential equations that may be solved explicitly for closed form approximations, hence, the method is denoted the Differential Equation Based (DEB) method. Approximations were developed for vibration frequencies, mode shapes and static displacements. The DEB approximation method was applied to a cantilever beam and results compared with the commonly-used linear Taylor series approximations and exact solutions. The test calculations involved perturbing the height, width, cross-sectional area, tip mass, and bending inertia of the beam. The DEB method proved to be very accurate, and in msot cases, was more accurate than the linear Taylor series approximation. The method is applicable to simultaneous perturbation of several design variables. Also, the approximations may be used to calculate other system response quantities. For example, the approximations for displacement are used to approximate bending stresses.
Islam, Md. Shafiqul; Khan, Kamruzzaman; Akbar, M. Ali; Mastroberardino, Antonio
2014-01-01
The purpose of this article is to present an analytical method, namely the improved F-expansion method combined with the Riccati equation, for finding exact solutions of nonlinear evolution equations. The present method is capable of calculating all branches of solutions simultaneously, even if multiple solutions are very close and thus difficult to distinguish with numerical techniques. To verify the computational efficiency, we consider the modified Benjamin–Bona–Mahony equation and the modified Korteweg-de Vries equation. Our results reveal that the method is a very effective and straightforward way of formulating the exact travelling wave solutions of nonlinear wave equations arising in mathematical physics and engineering. PMID:26064530
Immersed boundary method for Boltzmann model kinetic equations
NASA Astrophysics Data System (ADS)
Pekardan, Cem; Chigullapalli, Sruti; Sun, Lin; Alexeenko, Alina
2012-11-01
Three different immersed boundary method formulations are presented for Boltzmann model kinetic equations such as Bhatnagar-Gross-Krook (BGK) and Ellipsoidal statistical Bhatnagar-Gross-Krook (ESBGK) model equations. 1D unsteady IBM solution for a moving piston is compared with the DSMC results and 2D quasi-steady microscale gas damping solutions are verified by a conformal finite volume method solver. Transient analysis for a sinusoidally moving beam is also carried out for the different pressure conditions (1 atm, 0.1 atm and 0.01 atm) corresponding to Kn=0.05,0.5 and 5. Interrelaxation method (Method 2) is shown to provide a faster convergence as compared to the traditional interpolation scheme used in continuum IBM formulations. Unsteady damping in rarefied regime is characterized by a significant phase-lag which is not captured by quasi-steady approximations.
Tensorial Basis Spline Collocation Method for Poisson's Equation
NASA Astrophysics Data System (ADS)
Plagne, Laurent; Berthou, Jean-Yves
2000-01-01
This paper aims to describe the tensorial basis spline collocation method applied to Poisson's equation. In the case of a localized 3D charge distribution in vacuum, this direct method based on a tensorial decomposition of the differential operator is shown to be competitive with both iterative BSCM and FFT-based methods. We emphasize the O(h4) and O(h6) convergence of TBSCM for cubic and quintic splines, respectively. We describe the implementation of this method on a distributed memory parallel machine. Performance measurements on a Cray T3E are reported. Our code exhibits high performance and good scalability: As an example, a 27 Gflops performance is obtained when solving Poisson's equation on a 2563 non-uniform 3D Cartesian mesh by using 128 T3E-750 processors. This represents 215 Mflops per processors.
On an approximate method for the delay logistic equation
NASA Astrophysics Data System (ADS)
Röst, Gergely
2011-09-01
This note concerns with the asymptotic properties of solutions of the delay logistic equation. In particular, we point out some false statements in the recent paper Khan et al. [Khan H, Liao SJ, Mohapatra RN, Vajravelu K. An analytical solution for a nonlinear time-delay model in biology. Commun Nonlinear Sci Numer Simulat 2009;14:3141-3148]. Moreover, we show that the author's method is not able to reveal the basic and important features of the dynamics of the delay logistic equation, and gives misleading results.
Methods for diffusive relaxation in the Pn equation
Hauck, Cory D; Mcclarren, Ryan G; Lowrie, Robert B
2008-01-01
We present recent progress in the development of two substantially different approaches for simulating the so-called of P{sub N} equations. These are linear hyperbolic systems of PDEs that are used to model particle transport in a material medium, that in highly collisional regimes, are accurately approximated by a simple diffusion equation. This limit is based on a balance between function values and gradients of certain variables in the P{sub N} system. Conventional reconstruction methods based on upwinding approximate such gradients with an error that is dependent on the size of the computational mesh. Thus in order to capture the diffusion limit, a given mesh must resolve the dynamics of the continuum equation at the level of the mean-free-path, which tends to zero in the diffusion limit. The two methods analyzed here produce accurate solutions in both collisional and non-collisional regimes; in particular, they do not require resolution of the mean-free-path in order to properly capture the diffusion limit. The first method is a straight-forward application of the discrete Galerkin (DG) methodology, which uses additional variables in each computational cell to capture the balance between function values and gradients, which are computed locally. The second method uses a temporal splitting of the fast and slow dynamics in the P{sub N} system to derive so-called regularized equations for which the diffusion limit is built-in. We focus specifically on the P{sub N} equations for one-dimensional, slab geometries. Preliminary results for several benchmark problems are presented which highlight the advantages and disadvantages of each method. Further improvements and extensions are also discussed.
Automatic multirate methods for ordinary differential equations. [Adaptive time steps
Gear, C.W.
1980-01-01
A study is made of the application of integration methods in which different step sizes are used for different members of a system of equations. Such methods can result in savings if the cost of derivative evaluation is high or if a system is sparse; however, the estimation and control of errors is very difficult and can lead to high overheads. Three approaches are discussed, and it is shown that the least intuitive is the most promising. 2 figures.
Solving Chemical Master Equations by an Adaptive Wavelet Method
Jahnke, Tobias; Galan, Steffen
2008-09-01
Solving chemical master equations is notoriously difficult due to the tremendous number of degrees of freedom. We present a new numerical method which efficiently reduces the size of the problem in an adaptive way. The method is based on a sparse wavelet representation and an algorithm which, in each time step, detects the essential degrees of freedom required to approximate the solution up to the desired accuracy.
Equations of explicitly-correlated coupled-cluster methods.
Shiozaki, Toru; Kamiya, Muneaki; Hirata, So; Valeev, Edward F
2008-06-21
The tensor contraction expressions defining a variety of high-rank coupled-cluster energies and wave functions that include the interelectronic distances (r(12)) explicitly (CC-R12) have been derived with the aid of a newly-developed computerized symbolic algebra smith. Efficient computational sequences to perform these tensor contractions have also been suggested, defining intermediate tensors-some reusable-as a sum of binary tensor contractions. smith can elucidate the index permutation symmetry of intermediate tensors that arise from a Slater-determinant expectation value of any number of excitation, deexcitation and other general second-quantized operators. smith also automates additional algebraic transformation steps specific to R12 methods, i.e. the identification and isolation of the special intermediates that need to be evaluated analytically and the resolution-of-the-identity insertion to facilitate high-dimensional molecular integral computation. The tensor contraction expressions defining the CC-R12 methods including through the connected quadruple excitation operator (CCSDTQ-R12) have been documented and efficient computational sequences have been suggested not just for the ground state but also for excited states via the equation-of-motion formalism (EOM-CC-R12) and for the so-called Lambda equation (Lambda-CC-R12) of the CC analytical gradient theory. Additional equations (the geminal amplitude equation) arise in CC-R12 that need to be solved to determine the coefficients multiplying the r(12)-dependent factors. The operation cost of solving the geminal amplitude equations of rank-k CC-R12 and EOM-CC-R12 (right-hand side) scales as O(n(6)) (k = 2) or O(n(7)) (k > or = 3) with the number of orbitals n and is surpassed by the cost of solving the usual amplitude equations O(n(2k+2)). While the complexity of the geminal amplitude equations of Lambda- and EOM-CC-R12 (left-hand side) nominally scales as O(n(2k+2)), it is less than that of the other O(n(2k
Dirac equation in low dimensions: The factorization method
Sánchez-Monroy, J.A.; Quimbay, C.J.
2014-11-15
We present a general approach to solve the (1+1) and (2+1)-dimensional Dirac equations in the presence of static scalar, pseudoscalar and gauge potentials, for the case in which the potentials have the same functional form and thus the factorization method can be applied. We show that the presence of electric potentials in the Dirac equation leads to two Klein–Gordon equations including an energy-dependent potential. We then generalize the factorization method for the case of energy-dependent Hamiltonians. Additionally, the shape invariance is generalized for a specific class of energy-dependent Hamiltonians. We also present a condition for the absence of the Klein paradox (stability of the Dirac sea), showing how Dirac particles in low dimensions can be confined for a wide family of potentials. - Highlights: • The low-dimensional Dirac equation in the presence of static potentials is solved. • The factorization method is generalized for energy-dependent Hamiltonians. • The shape invariance is generalized for energy-dependent Hamiltonians. • The stability of the Dirac sea is related to the existence of supersymmetric partner Hamiltonians.
A new method for parameter estimation in nonlinear dynamical equations
NASA Astrophysics Data System (ADS)
Wang, Liu; He, Wen-Ping; Liao, Le-Jian; Wan, Shi-Quan; He, Tao
2015-01-01
Parameter estimation is an important scientific problem in various fields such as chaos control, chaos synchronization and other mathematical models. In this paper, a new method for parameter estimation in nonlinear dynamical equations is proposed based on evolutionary modelling (EM). This will be achieved by utilizing the following characteristics of EM which includes self-organizing, adaptive and self-learning features which are inspired by biological natural selection, and mutation and genetic inheritance. The performance of the new method is demonstrated by using various numerical tests on the classic chaos model—Lorenz equation (Lorenz 1963). The results indicate that the new method can be used for fast and effective parameter estimation irrespective of whether partial parameters or all parameters are unknown in the Lorenz equation. Moreover, the new method has a good convergence rate. Noises are inevitable in observational data. The influence of observational noises on the performance of the presented method has been investigated. The results indicate that the strong noises, such as signal noise ratio (SNR) of 10 dB, have a larger influence on parameter estimation than the relatively weak noises. However, it is found that the precision of the parameter estimation remains acceptable for the relatively weak noises, e.g. SNR is 20 or 30 dB. It indicates that the presented method also has some anti-noise performance.
An efficient method for solving the steady Euler equations
NASA Technical Reports Server (NTRS)
Liou, M. S.
1986-01-01
An efficient numerical procedure for solving a set of nonlinear partial differential equations is given, specifically for the steady Euler equations. Solutions of the equations were obtained by Newton's linearization procedure, commonly used to solve the roots of nonlinear algebraic equations. In application of the same procedure for solving a set of differential equations we give a theorem showing that a quadratic convergence rate can be achieved. While the domain of quadratic convergence depends on the problems studied and is unknown a priori, we show that firstand second-order derivatives of flux vectors determine whether the condition for quadratic convergence is satisfied. The first derivatives enter as an implicit operator for yielding new iterates and the second derivatives indicates smoothness of the flows considered. Consequently flows involving shocks are expected to require larger number of iterations. First-order upwind discretization in conjunction with the Steger-Warming flux-vector splitting is employed on the implicit operator and a diagonal dominant matrix results. However the explicit operator is represented by first- and seond-order upwind differencings, using both Steger-Warming's and van Leer's splittings. We discuss treatment of boundary conditions and solution procedures for solving the resulting block matrix system. With a set of test problems for one- and two-dimensional flows, we show detailed study as to the efficiency, accuracy, and convergence of the present method.
Iterative methods for compressible Navier-Stokes and Euler equations
Tang, W.P.; Forsyth, P.A.
1996-12-31
This workshop will focus on methods for solution of compressible Navier-Stokes and Euler equations. In particular, attention will be focused on the interaction between the methods used to solve the non-linear algebraic equations (e.g. full Newton or first order Jacobian) and the resulting large sparse systems. Various types of block and incomplete LU factorization will be discussed, as well as stability issues, and the use of Newton-Krylov methods. These techniques will be demonstrated on a variety of model transonic and supersonic airfoil problems. Applications to industrial CFD problems will also be presented. Experience with the use of C++ for solution of large scale problems will also be discussed. The format for this workshop will be four fifteen minute talks, followed by a roundtable discussion.
On improving storm surge forecasting using an adjoint optimal technique
NASA Astrophysics Data System (ADS)
Li, Yineng; Peng, Shiqiu; Yan, Jing; Xie, Lian
2013-12-01
A three-dimensional ocean model and its adjoint model are used to simultaneously optimize the initial conditions (IC) and the wind stress drag coefficient (Cd) for improving storm surge forecasting. To demonstrate the effect of this proposed method, a number of identical twin experiments (ITEs) with a prescription of different error sources and two real data assimilation experiments are performed. Results from both the idealized and real data assimilation experiments show that adjusting IC and Cd simultaneously can achieve much more improvements in storm surge forecasting than adjusting IC or Cd only. A diagnosis on the dynamical balance indicates that adjusting IC only may introduce unrealistic oscillations out of the assimilation window, which can be suppressed by the adjustment of the wind stress when simultaneously adjusting IC and Cd. Therefore, it is recommended to simultaneously adjust IC and Cd to improve storm surge forecasting using an adjoint technique.
Numerical methods for the Poisson-Fermi equation in electrolytes
NASA Astrophysics Data System (ADS)
Liu, Jinn-Liang
2013-08-01
The Poisson-Fermi equation proposed by Bazant, Storey, and Kornyshev [Phys. Rev. Lett. 106 (2011) 046102] for ionic liquids is applied to and numerically studied for electrolytes and biological ion channels in three-dimensional space. This is a fourth-order nonlinear PDE that deals with both steric and correlation effects of all ions and solvent molecules involved in a model system. The Fermi distribution follows from classical lattice models of configurational entropy of finite size ions and solvent molecules and hence prevents the long and outstanding problem of unphysical divergence predicted by the Gouy-Chapman model at large potentials due to the Boltzmann distribution of point charges. The equation reduces to Poisson-Boltzmann if the correlation length vanishes. A simplified matched interface and boundary method exhibiting optimal convergence is first developed for this equation by using a gramicidin A channel model that illustrates challenging issues associated with the geometric singularities of molecular surfaces of channel proteins in realistic 3D simulations. Various numerical methods then follow to tackle a range of numerical problems concerning the fourth-order term, nonlinearity, stability, efficiency, and effectiveness. The most significant feature of the Poisson-Fermi equation, namely, its inclusion of steric and correlation effects, is demonstrated by showing good agreement with Monte Carlo simulation data for a charged wall model and an L type calcium channel model.
Runge-Kutta Methods for Linear Ordinary Differential Equations
NASA Technical Reports Server (NTRS)
Zingg, David W.; Chisholm, Todd T.
1997-01-01
Three new Runge-Kutta methods are presented for numerical integration of systems of linear inhomogeneous ordinary differential equations (ODES) with constant coefficients. Such ODEs arise in the numerical solution of the partial differential equations governing linear wave phenomena. The restriction to linear ODEs with constant coefficients reduces the number of conditions which the coefficients of the Runge-Kutta method must satisfy. This freedom is used to develop methods which are more efficient than conventional Runge-Kutta methods. A fourth-order method is presented which uses only two memory locations per dependent variable, while the classical fourth-order Runge-Kutta method uses three. This method is an excellent choice for simulations of linear wave phenomena if memory is a primary concern. In addition, fifth- and sixth-order methods are presented which require five and six stages, respectively, one fewer than their conventional counterparts, and are therefore more efficient. These methods are an excellent option for use with high-order spatial discretizations.
Topology optimization in thermal-fluid flow using the lattice Boltzmann method
NASA Astrophysics Data System (ADS)
Yaji, Kentaro; Yamada, Takayuki; Yoshino, Masato; Matsumoto, Toshiro; Izui, Kazuhiro; Nishiwaki, Shinji
2016-02-01
This paper proposes a topology optimization method for thermal-fluid flow problems using the lattice Boltzmann method (LBM). The design sensitivities are derived based on the adjoint lattice Boltzmann method (ALBM), whose basic idea is that the adjoint problem is first formulated using a continuous adjoint approach, and the adjoint problem is then solved using the LBM. In this paper, the discrete velocity Boltzmann equation, in which only the particle velocities are discretized, is introduced to the ALBM to deal with the various boundary conditions in the LBM. The novel sensitivity analysis is applied in two flow channel topology optimization problems: 1) a pressure drop minimization problem, and 2) a heat exchange maximization problem. Several numerical examples are provided to confirm the utility of the proposed method.
Explicit Finite Difference Methods for the Delay Pseudoparabolic Equations
Amirali, I.; Amiraliyev, G. M.; Cakir, M.; Cimen, E.
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown. PMID:24688392
Explicit finite difference methods for the delay pseudoparabolic equations.
Amirali, I; Amiraliyev, G M; Cakir, M; Cimen, E
2014-01-01
Finite difference technique is applied to numerical solution of the initial-boundary value problem for the semilinear delay Sobolev or pseudoparabolic equation. By the method of integral identities two-level difference scheme is constructed. For the time integration the implicit rule is being used. Based on the method of energy estimates the fully discrete scheme is shown to be absolutely stable and convergent of order two in space and of order one in time. The error estimates are obtained in the discrete norm. Some numerical results confirming the expected behavior of the method are shown. PMID:24688392
A PDE Sensitivity Equation Method for Optimal Aerodynamic Design
NASA Technical Reports Server (NTRS)
Borggaard, Jeff; Burns, John
1996-01-01
The use of gradient based optimization algorithms in inverse design is well established as a practical approach to aerodynamic design. A typical procedure uses a simulation scheme to evaluate the objective function (from the approximate states) and its gradient, then passes this information to an optimization algorithm. Once the simulation scheme (CFD flow solver) has been selected and used to provide approximate function evaluations, there are several possible approaches to the problem of computing gradients. One popular method is to differentiate the simulation scheme and compute design sensitivities that are then used to obtain gradients. Although this black-box approach has many advantages in shape optimization problems, one must compute mesh sensitivities in order to compute the design sensitivity. In this paper, we present an alternative approach using the PDE sensitivity equation to develop algorithms for computing gradients. This approach has the advantage that mesh sensitivities need not be computed. Moreover, when it is possible to use the CFD scheme for both the forward problem and the sensitivity equation, then there are computational advantages. An apparent disadvantage of this approach is that it does not always produce consistent derivatives. However, for a proper combination of discretization schemes, one can show asymptotic consistency under mesh refinement, which is often sufficient to guarantee convergence of the optimal design algorithm. In particular, we show that when asymptotically consistent schemes are combined with a trust-region optimization algorithm, the resulting optimal design method converges. We denote this approach as the sensitivity equation method. The sensitivity equation method is presented, convergence results are given and the approach is illustrated on two optimal design problems involving shocks.
Equation-Method for correcting clipping errors in OFDM signals.
Bibi, Nargis; Kleerekoper, Anthony; Muhammad, Nazeer; Cheetham, Barry
2016-01-01
Orthogonal frequency division multiplexing (OFDM) is the digital modulation technique used by 4G and many other wireless communication systems. OFDM signals have significant amplitude fluctuations resulting in high peak to average power ratios which can make an OFDM transmitter susceptible to non-linear distortion produced by its high power amplifiers (HPA). A simple and popular solution to this problem is to clip the peaks before an OFDM signal is applied to the HPA but this causes in-band distortion and introduces bit-errors at the receiver. In this paper we discuss a novel technique, which we call the Equation-Method, for correcting these errors. The Equation-Method uses the Fast Fourier Transform to create a set of simultaneous equations which, when solved, return the amplitudes of the peaks before they were clipped. We show analytically and through simulations that this method can, correct all clipping errors over a wide range of clipping thresholds. We show that numerical instability can be avoided and new techniques are needed to enable the receiver to differentiate between correctly and incorrectly received frequency-domain constellation symbols. PMID:27386375
A multigrid method for variable coefficient Maxwell's equations
Jones, J E; Lee, B
2004-05-13
This paper presents a multigrid method for solving variable coefficient Maxwell's equations. The novelty in this method is the use of interpolation operators that do not produce multilevel commutativity complexes that lead to multilevel exactness. Rather, the effects of multilevel exactness are built into the level equations themselves--on the finest level using a discrete T-V formulation, and on the coarser grids through the Galerkin coarsening procedure of a T-V formulation. These built-in structures permit the levelwise use of an effective hybrid smoother on the curl-free near-nullspace components, and these structures permit the development of interpolation operators for handling the curl-free and divergence-free error components separately, with the resulting block diagonal interpolation operator not satisfying multilevel commutativity but having good approximation properties for both of these error components. Applying operator-dependent interpolation for each of these error components leads to an effective multigrid scheme for variable coefficient Maxwell's equations, where multilevel commutativity-based methods can degrade. Numerical results are presented to verify the effectiveness of this new scheme.
The basis spline method and associated techniques
Bottcher, C.; Strayer, M.R.
1989-01-01
We outline the Basis Spline and Collocation methods for the solution of Partial Differential Equations. Particular attention is paid to the theory of errors, and the handling of non-self-adjoint problems which are generated by the collocation method. We discuss applications to Poisson's equation, the Dirac equation, and the calculation of bound and continuum states of atomic and nuclear systems. 12 refs., 6 figs.
ERIC Educational Resources Information Center
Chen, Haiwen; Holland, Paul
2010-01-01
In this paper, we develop a new curvilinear equating for the nonequivalent groups with anchor test (NEAT) design under the assumption of the classical test theory model, that we name curvilinear Levine observed score equating. In fact, by applying both the kernel equating framework and the mean preserving linear transformation of…
NASA Astrophysics Data System (ADS)
Yaremchuk, Max; Martin, Paul; Koch, Andrey; Beattie, Christopher
2016-01-01
Performance of the adjoint and adjoint-free 4-dimensional variational (4dVar) data assimilation techniques is compared in application to the hydrographic surveys and velocity observations collected in the Adriatic Sea in 2006. Assimilating the data into the Navy Coastal Ocean Model (NCOM) has shown that both methods deliver similar reduction of the cost function and demonstrate comparable forecast skill at approximately the same computational expense. The obtained optimal states were, however, significantly different in terms of distance from the background state: application of the adjoint method resulted in a 30-40% larger departure, mostly due to the excessive level of ageostrophic motions in the southern basin of the Sea that was not covered by observations.
Receptivity in parallel flows: An adjoint approach
NASA Technical Reports Server (NTRS)
Hill, D. Christopher
1993-01-01
Linear receptivity studies in parallel flows are aimed at understanding how external forcing couples to the natural unstable motions which a flow can support. The vibrating ribbon problem models the original Schubauer and Skramstad boundary layer experiment and represents the classic boundary layer receptivity problem. The process by which disturbances are initiated in convectively-unstable jets and shear layers has also received attention. Gaster was the first to handle the boundary layer analysis with the recognition that spatial modes, rather than temporal modes, were relevant when studying convectively-unstable flows that are driven by a time-harmonic source. The amplitude of the least stable spatial mode, far downstream of the source, is related to the source strength by a coupling coefficient. The determination of this coefficient is at the heart of this type of linear receptivity study. The first objective of the present study was to determine whether the various wave number derivative factors, appearing in the coupling coefficients for linear receptivity problems, could be reexpressed in a simpler form involving adjoint eigensolutions. Secondly, it was hoped that the general nature of this simplification could be shown; indeed, a rather elegant characterization of the receptivity properties of spatial instabilities does emerge. The analysis is quite distinct from the usual Fourier-inversion procedures, although a detailed knowledge of the spectrum of the Orr-Sommerfeld equation is still required. Since the cylinder wake analysis proved very useful in addressing control considerations, the final objective was to provide a foundation upon which boundary layer control theory may be developed.
Scalable implementation of spectral methods for the Dirac equation
Wells, J.C.
1998-10-01
The author discusses the implementation and performance on massively parallel, distributed-memory computers of a message-passing program to solve the time-dependent dirac equation in three Cartesian coordinates. Luses pseudo-spectral methods to obtain a discrete representation of the dirac spinor wavefunction and all coordinate-space operators. Algorithms for the solution of the discrete equations are iterative and depend critically on the dirac hamiltonian-wavefunction product, which he implements as a series of parallel matrix products using MPI. He investigated two communication algorithms, a ring algorithm and a collective-communication algorithm, and present performance results for each on a Paragon-MP (1024 nodes) and a Cray T3E-900 (512 nodes). The ring algorithm achieves very good performance, scaling up to the maximum number of nodes on each machine. However, the collective-communication algorithm scales effectively only on the Paragon.
A Spectral Adaptive Mesh Refinement Method for the Burgers equation
NASA Astrophysics Data System (ADS)
Nasr Azadani, Leila; Staples, Anne
2013-03-01
Adaptive mesh refinement (AMR) is a powerful technique in computational fluid dynamics (CFD). Many CFD problems have a wide range of scales which vary with time and space. In order to resolve all the scales numerically, high grid resolutions are required. The smaller the scales the higher the resolutions should be. However, small scales are usually formed in a small portion of the domain or in a special period of time. AMR is an efficient method to solve these types of problems, allowing high grid resolutions where and when they are needed and minimizing memory and CPU time. Here we formulate a spectral version of AMR in order to accelerate simulations of a 1D model for isotropic homogenous turbulence, the Burgers equation, as a first test of this method. Using pseudo spectral methods, we applied AMR in Fourier space. The spectral AMR (SAMR) method we present here is applied to the Burgers equation and the results are compared with the results obtained using standard solution methods performed using a fine mesh.
NASA Astrophysics Data System (ADS)
Vich, M.; Romero, R.; Richard, E.; Arbogast, P.; Maynard, K.
2010-09-01
Heavy precipitation events occur regularly in the western Mediterranean region. These events often have a high impact on the society due to economic and personal losses. The improvement of the mesoscale numerical forecasts of these events can be used to prevent or minimize their impact on the society. In previous studies, two ensemble prediction systems (EPSs) based on perturbing the model initial and boundary conditions were developed and tested for a collection of high-impact MEDEX cyclonic episodes. These EPSs perturb the initial and boundary potential vorticity (PV) field through a PV inversion algorithm. This technique ensures modifications of all the meteorological fields without compromising the mass-wind balance. One EPS introduces the perturbations along the zones of the three-dimensional PV structure presenting the local most intense values and gradients of the field (a semi-objective choice, PV-gradient), while the other perturbs the PV field over the MM5 adjoint model calculated sensitivity zones (an objective method, PV-adjoint). The PV perturbations are set from a PV error climatology (PVEC) that characterizes typical PV errors in the ECMWF forecasts, both in intensity and displacement. This intensity and displacement perturbation of the PV field is chosen randomly, while its location is given by the perturbation zones defined in each ensemble generation method. Encouraged by the good results obtained by these two EPSs that perturb the PV field, a new approach based on a manual perturbation of the PV field has been tested and compared with the previous results. This technique uses the satellite water vapor (WV) observations to guide the correction of initial PV structures. The correction of the PV field intents to improve the match between the PV distribution and the WV image, taking advantage of the relation between dark and bright features of WV images and PV anomalies, under some assumptions. Afterwards, the PV inversion algorithm is applied to run
A stochastic Galerkin method for the Boltzmann equation with uncertainty
NASA Astrophysics Data System (ADS)
Hu, Jingwei; Jin, Shi
2016-06-01
We develop a stochastic Galerkin method for the Boltzmann equation with uncertainty. The method is based on the generalized polynomial chaos (gPC) approximation in the stochastic Galerkin framework, and can handle random inputs from collision kernel, initial data or boundary data. We show that a simple singular value decomposition of gPC related coefficients combined with the fast Fourier-spectral method (in velocity space) allows one to compute the high-dimensional collision operator very efficiently. In the spatially homogeneous case, we first prove that the analytical solution preserves the regularity of the initial data in the random space, and then use it to establish the spectral accuracy of the proposed stochastic Galerkin method. Several numerical examples are presented to illustrate the validity of the proposed scheme.
He, Xiaoyi; Lou, Li-Shi Lou, Li-Shi
1997-12-01
In this paper, the lattice Boltzmann equation is directly derived from the Boltzmann equation. It is shown that the lattice Boltzmann equation is a special discretized form of the Boltzmann equation. Various approximations for the discretization of the Boltzmann equation in both time and phase space are discussed in detail. A general procedure to derive the lattice Boltzmann model from the continuous Boltzmann equation is demonstrated explicitly. The lattice Boltzmann models derived include the two-dimensional 6-bit, 7-bit, and 9-bit, and three-dimensional 27-bit models. {copyright} {ital 1997} {ital The American Physical Society}
Preconditioned conjugate gradient methods for the Navier-Stokes equations
Ajmani, K.; Ng, Wing Fai ); Liou, Meng Sing )
1994-01-01
A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulations. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU times on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow cases are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner. 34 refs., 15 figs.
Preconditioned conjugate gradient methods for the Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Ajmani, Kumud; Ng, Wing-Fai; Liou, Meng-Sing
1994-01-01
A preconditioned Krylov subspace method (GMRES) is used to solve the linear systems of equations formed at each time-integration step of the unsteady, two-dimensional, compressible Navier-Stokes equations of fluid flow. The Navier-Stokes equations are cast in an implicit, upwind finite-volume, flux-split formulation. Several preconditioning techniques are investigated to enhance the efficiency and convergence rate of the implicit solver based on the GMRES algorithm. The superiority of the new solver is established by comparisons with a conventional implicit solver, namely line Gauss-Seidel relaxation (LGSR). Computational test results for low-speed (incompressible flow over a backward-facing step at Mach 0.1), transonic flow (trailing edge flow in a transonic turbine cascade), and hypersonic flow (shock-on-shock interactions on a cylindrical leading edge at Mach 6.0) are presented. For the Mach 0.1 case, overall speedup factors of up to 17 (in terms of time-steps) and 15 (in terms of CPU time on a CRAY-YMP/8) are found in favor of the preconditioned GMRES solver, when compared with the LGSR solver. The corresponding speedup factors for the transonic flow case are 17 and 23, respectively. The hypersonic flow case shows slightly lower speedup factors of 9 and 13, respectively. The study of preconditioners conducted in this research reveals that a new LUSGS-type preconditioner is much more efficient than a conventional incomplete LU-type preconditioner.
ERIC Educational Resources Information Center
Keller, Lisa A.; Keller, Robert R.; Parker, Pauline A.
2011-01-01
This study investigates the comparability of two item response theory based equating methods: true score equating (TSE), and estimated true equating (ETE). Additionally, six scaling methods were implemented within each equating method: mean-sigma, mean-mean, two versions of fixed common item parameter, Stocking and Lord, and Haebara. Empirical…
Comparison of Implicit Collocation Methods for the Heat Equation
NASA Technical Reports Server (NTRS)
Kouatchou, Jules; Jezequel, Fabienne; Zukor, Dorothy (Technical Monitor)
2001-01-01
We combine a high-order compact finite difference scheme to approximate spatial derivatives arid collocation techniques for the time component to numerically solve the two dimensional heat equation. We use two approaches to implement the collocation methods. The first one is based on an explicit computation of the coefficients of polynomials and the second one relies on differential quadrature. We compare them by studying their merits and analyzing their numerical performance. All our computations, based on parallel algorithms, are carried out on the CRAY SV1.
The Study of Gay-Berne Fluid:. Integral Equations Method
NASA Astrophysics Data System (ADS)
Khordad, Reza; Mohebbi, Mehran; Keshavarzi, Abolla; Poostforush, Ahmad; Ghajari Haghighi, Farnaz
We study a classical fluid of nonspherical molecules. The components of the fluid are the ellipsoidal molecules interacting through the Gay-Berne potential model. A method is described, which allows the Percus-Yevick (PY) and hypernetted-chain (HNC) integral equation theories to be solved numerically for this fluid. Explicit results are given and comparisons are made with recent Monte Carlo (MC) simulations. It is found that, at lower cutoff lmax, the HNC and the PY closures give significantly different results. The HNC and PY (approximately) theories, at higher cutoff lmax, are superior in predicting the existence of the phase transition in a qualitative agreement with computer simulation.
Gabor Wave Packet Method to Solve Plasma Wave Equations
A. Pletzer; C.K. Phillips; D.N. Smithe
2003-06-18
A numerical method for solving plasma wave equations arising in the context of mode conversion between the fast magnetosonic and the slow (e.g ion Bernstein) wave is presented. The numerical algorithm relies on the expansion of the solution in Gaussian wave packets known as Gabor functions, which have good resolution properties in both real and Fourier space. The wave packets are ideally suited to capture both the large and small wavelength features that characterize mode conversion problems. The accuracy of the scheme is compared with a standard finite element approach.
Decoupling of the DGLAP evolution equations by Laplace method
NASA Astrophysics Data System (ADS)
Boroun, G. R.; Zarrin, S.; Teimoury, F.
2015-10-01
In this paper we derive two second-order differential equations for the gluon and singlet distribution functions by using the Laplace transform method. We decoupled the solutions of the singlet and gluon distributions into the initial conditions (function and derivative of the function) at the virtuality Q 0 2 separately as these solutions are defined by F 2 s ( x, Q 2) = F( F 0 ,∂ F s0 and G( x, Q 2)= G( G 0, ∂ G 0. We compared our results with the MSTW parameterization and the experimental measurements of F 2 p ( x, Q 2.
Novel determination of differential-equation solutions: universal approximation method
NASA Astrophysics Data System (ADS)
Leephakpreeda, Thananchai
2002-09-01
In a conventional approach to numerical computation, finite difference and finite element methods are usually implemented to determine the solution of a set of differential equations (DEs). This paper presents a novel approach to solve DEs by applying the universal approximation method through an artificial intelligence utility in a simple way. In this proposed method, neural network model (NNM) and fuzzy linguistic model (FLM) are applied as universal approximators for any nonlinear continuous functions. With this outstanding capability, the solutions of DEs can be approximated by the appropriate NNM or FLM within an arbitrary accuracy. The adjustable parameters of such NNM and FLM are determined by implementing the optimization algorithm. This systematic search yields sub-optimal adjustable parameters of NNM and FLM with the satisfactory conditions and with the minimum residual errors of the governing equations subject to the constraints of boundary conditions of DEs. The simulation results are investigated for the viability of efficiently determining the solutions of the ordinary and partial nonlinear DEs.
Second order upwind Lagrangian particle method for Euler equations
Samulyak, Roman; Chen, Hsin -Chiang; Yu, Kwangmin
2016-06-01
A new second order upwind Lagrangian particle method for solving Euler equations for compressible inviscid fluid or gas flows is proposed. Similar to smoothed particle hydrodynamics (SPH), the method represents fluid cells with Lagrangian particles and is suitable for the simulation of complex free surface / multiphase flows. The main contributions of our method, which is different from SPH in all other aspects, are (a) significant improvement of approximation of differential operators based on a polynomial fit via weighted least squares approximation and the convergence of prescribed order, (b) an upwind second-order particle-based algorithm with limiter, providing accuracy and longmore » term stability, and (c) accurate resolution of states at free interfaces. In conclusion, numerical verification tests demonstrating the convergence order for fixed domain and free surface problems are presented.« less
NASA Astrophysics Data System (ADS)
Vishnampet, Ramanathan; Bodony, Daniel; Freund, Jonathan
2014-11-01
Finite-difference operators satisfying a summation-by-parts property enable discretization of PDEs such that the adjoint of the discretization is consistent with the continuous-adjoint equation. The advantages of this include smooth discrete-adjoint fields that converge with mesh refinement and superconvergence of linear functionals. We present a high-order dual-consistent discretization of the compressible flow equations with temperature-dependent viscosity and Fourier heat conduction in generalized curvilinear coordinates. We demonstrate dual-consistency for aeroacoustic control of a mixing layer by verifying superconvergence and show that the accuracy of the gradient is only limited by computing precision. We anticipate dual-consistency to play a key role in compressible turbulence control, for which the continuous-adjoint method, despite being robust, introduces adjoint-field errors that grow exponentially. Our dual-consistent formulation can leverage this robustness, while simultaneously providing an exact sensitivity gradient. We also present a strategy for extending dual-consistency to temporal discretization and show that it leads to implicit multi-stage schemes. Our formulation readily extends to multi-block grids through penalty-like enforcement of interface conditions.
Adjoint-Based Uncertainty Quantification with MCNP
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 in the simulation is acquired.
NASA Astrophysics Data System (ADS)
Mohammed, K. Elboree
2015-10-01
In this paper, we investigate the traveling wave solutions for the nonlinear dispersive equation, Korteweg-de Vries Zakharov-Kuznetsov (KdV-ZK) equation and complex coupled KdV system by using extended simplest equation method, and then derive the hyperbolic function solutions include soliton solutions, trigonometric function solutions include periodic solutions with special values for double parameters and rational solutions. The properties of such solutions are shown by figures. The results show that this method is an effective and a powerful tool for handling the solutions of nonlinear partial differential equations (NLEEs) in mathematical physics.
Adjoint-based optimal control for black-box simulators enabled by model calibration
NASA Astrophysics Data System (ADS)
Chen, Han; Wang, Qiqi; Klie, Hector
2013-11-01
Many simulations are performed using legacy code that are difficult to modify, or commercial software without available source code. Such ``black-box'' simulator often solves a partial differential equation involving some unknown parameters, functions or discretization methods. Optimal control for black-box simulators can be performed using gradient-free methods, but these methods can be computationally expensive when the controls are high dimensional. We aim at developing a more efficient optimization methodology for black-box simulations by first inferring and calibrating a ``twin model'' of the black-box simulator. The twin model is an open-box model that mirrors the behavior of the black-box simulation using data assimilation techniques. We then apply adjoint-based optimal control to the calibrated twin model. This method is applied to a 1D Buckley-Leverett equation solver, and a black-box multi-phase porous media flow solver PSIM. Special thanks to the support from the subsurface technology group of ConocoPhillips.
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. PMID:16604693
Methods for the solution of radiative transfer equation
NASA Technical Reports Server (NTRS)
Chen, M. F.; Fung, A. K.
1986-01-01
To obtain an exact solution of the radiative-transfer equation in media where both absorption and scattering are significant, the usual approach is to use a numerical method. Three methods are known in the literature: invariant imbedding, eigenvalue-eigenfunction, and matrix doubling. This paper examines the practical application of these methods to the problem of emission from an inhomogeneous (Rayleigh) layer, the effects of layer parameters on the stability. It is found that invariant imbedding is most suitable for computing emission from an inhomogeneous layer with a temperature profile but tends to be unstable as the optical thickness of the layer increases beyond 0.5. On the other hand, the matrix-doubling method is stable for arbitrary optical thickness but is not suitable for handling multilayers. The eigenvalue-eigenfunction method is more stable than the invariant imbedding as optical thickness increases up to 2.0. It also permits temperature profile in the layer, but the computation is much more complicated. It is less stable than the matrix-doubling method when optical thickness is larger than 2.0. In general, the choice of a method is dependent on the nature of the problem.
Examining Tropical Cyclone - Kelvin Wave Interactions using Adjoint Diagnostics
NASA Astrophysics Data System (ADS)
Reynolds, C. A.; Doyle, J. D.; Hong, X.
2015-12-01
Adjoint-based tools can provide valuable insight into the mechanisms that influence the evolution and predictability of atmospheric phenomena, as they allow for the efficient and rigorous computation of forecast sensitivity to changes in the initial state. We apply adjoint-based tools from the non-hydrostatic Coupled Atmosphere/Ocean Mesoscale Prediction System (COAMPS) to explore the initial-state sensitivity and interactions between a tropical cyclone and atmospheric equatorial waves associated with the Madden Julian Oscillation (MJO) in the Indian Ocean during the DYNAMO field campaign. The development of Tropical Cyclone 5 (TC05) coincided with the passage of an equatorial Kelvin wave and westerly wind burst associated with an MJO that developed in the Indian Ocean in late November 2011, but it was unclear if and how one affected the other. COAMPS 24-h and 36-h adjoint sensitivities are analyzed for both TC05 and the equatorial waves to understand how the evolution of each system is sensitive to the other. The sensitivity of equatorial westerlies in the western Indian Ocean on 23 November shares characteristics with the classic Gill (1980) Rossby and Kelvin wave response to symmetric heating about the equator, including symmetric cyclonic circulations to the north and south of the westerlies, and enhanced heating in the area of convergence between the equatorial westerlies and easterlies. In addition, there is sensitivity in the Bay of Bengal associated with the cyclonic circulation that eventually develops into TC05. At the same time, the developing TC05 system shows strongest sensitivity to local wind and heating perturbations, but sensitivity to the equatorial westerlies is also clear. On 24 November, when the Kelvin wave is immediately south of the developing tropical cyclone, both phenomena are sensitive to each other. On 25 November TC05 no longer shows sensitivity to the Kelvin wave, while the Kelvin Wave still exhibits some weak sensitivity to TC05. In
NASA Astrophysics Data System (ADS)
Saha, Ray S.; Sahoo, S.
2015-01-01
In the present paper, we construct the analytical exact solutions of some nonlinear evolution equations in mathematical physics; namely the space-time fractional Zakharov—Kuznetsov (ZK) and modified Zakharov—Kuznetsov (mZK) equations by using fractional sub-equation method. As a result, new types of exact analytical solutions are obtained. The obtained results are shown graphically. Here the fractional derivative is described in the Jumarie' modified Riemann—Liouville sense.
The reduced basis method for the electric field integral equation
Fares, M.; Hesthaven, J.S.; Maday, Y.; Stamm, B.
2011-06-20
We introduce the reduced basis method (RBM) as an efficient tool for parametrized scattering problems in computational electromagnetics for problems where field solutions are computed using a standard Boundary Element Method (BEM) for the parametrized electric field integral equation (EFIE). This combination enables an algorithmic cooperation which results in a two step procedure. The first step consists of a computationally intense assembling of the reduced basis, that needs to be effected only once. In the second step, we compute output functionals of the solution, such as the Radar Cross Section (RCS), independently of the dimension of the discretization space, for many different parameter values in a many-query context at very little cost. Parameters include the wavenumber, the angle of the incident plane wave and its polarization.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Pernice, M.; Johnson, C.R.; Smith, P.J.; Fogelson, A.
1998-12-10
OAK-B135 Final Report: Symposium on Adaptive Methods for Partial Differential Equations. Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
Multigrid lattice Boltzmann method for accelerated solution of elliptic equations
NASA Astrophysics Data System (ADS)
Patil, Dhiraj V.; Premnath, Kannan N.; Banerjee, Sanjoy
2014-05-01
A new solver for second-order elliptic partial differential equations (PDEs) based on the lattice Boltzmann method (LBM) and the multigrid (MG) technique is presented. Several benchmark elliptic equations are solved numerically with the inclusion of multiple grid-levels in two-dimensional domains at an optimal computational cost within the LB framework. The results are compared with the corresponding analytical solutions and numerical solutions obtained using the Stone's strongly implicit procedure. The classical PDEs considered in this article include the Laplace and Poisson equations with Dirichlet boundary conditions, with the latter involving both constant and variable coefficients. A detailed analysis of solution accuracy, convergence and computational efficiency of the proposed solver is given. It is observed that the use of a high-order stencil (for smoothing) improves convergence and accuracy for an equivalent number of smoothing sweeps. The effect of the type of scheduling cycle (V- or W-cycle) on the performance of the MG-LBM is analyzed. Next, a parallel algorithm for the MG-LBM solver is presented and then its parallel performance on a multi-core cluster is analyzed. Lastly, a practical example is provided wherein the proposed elliptic PDE solver is used to compute the electro-static potential encountered in an electro-chemical cell, which demonstrates the effectiveness of this new solver in complex coupled systems. Several orders of magnitude gains in convergence and parallel scaling for the canonical problems, and a factor of 5 reduction for the multiphysics problem are achieved using the MG-LBM.
Pressure updating methods for the steady-state fluid equations
NASA Technical Reports Server (NTRS)
Fiterman, A.; Turkel, E.; Vatsa, V.
1995-01-01
We consider the steady state equations for a compressible fluid. Since we wish to solve for a range of speeds we must consider the equations in conservation form. For transonic speeds these equations are of mixed type. Hence, the usual approach is to add time derivatives to the steady state equations and then march these equations in time. One then adds a time derivative of the density to the continuity equation, a derivative of the momentum to the momentum equation and a derivative of the total energy to the energy equation. This choice is dictated by the time consistent equations. However, since we are only interested in the steady state this is not necessary. Thus we shall consider the possibility of adding a time derivative of the pressure to the continuity equation and similar modifications for the energy equation. This can then be generalized to adding combinations of time derivatives to each equation since these vanish in the steady state. When using acceleration techniques such as residual smoothing, multigrid, etc. these are applied to the pressure rather than the density. Hence, the code duplicates the behavior of the incompressible equations for low speeds.
[Series: Utilization of Differential Equations and Methods for Solving Them in Medical Physics (1)].
Murase, Kenya
2014-01-01
Utilization of differential equations and methods for solving them in medical physics are presented. First, the basic concept and the kinds of differential equations were overviewed. Second, separable differential equations and well-known first-order and second-order differential equations were introduced, and the methods for solving them were described together with several examples. In the next issue, the symbolic and series expansion methods for solving differential equations will be mainly introduced. PMID:26502494
MIB method for elliptic equations with multi-material interfaces.
Xia, Kelin; Zhan, Meng; Wei, Guo-Wei
2011-06-01
Elliptic partial differential equations (PDEs) are widely used to model real-world problems. Due to the heterogeneous characteristics of many naturally occurring materials and man-made structures, devices, and equipments, one frequently needs to solve elliptic PDEs with discontinuous coefficients and singular sources. The development of high-order elliptic interface schemes has been an active research field for decades. However, challenges remain in the construction of high-order schemes and particularly, for nonsmooth interfaces, i.e., interfaces with geometric singularities. The challenge of geometric singularities is amplified when they are originated from two or more material interfaces joining together or crossing each other. High-order methods for elliptic equations with multi-material interfaces have not been reported in the literature to our knowledge. The present work develops matched interface and boundary (MIB) method based schemes for solving two-dimensional (2D) elliptic PDEs with geometric singularities of multi-material interfaces. A number of new MIB schemes are constructed to account for all possible topological variations due to two-material interfaces. The geometric singularities of three-material interfaces are significantly more difficult to handle. Three new MIB schemes are designed to handle a variety of geometric situations and topological variations, although not all of them. The performance of the proposed new MIB schemes is validated by numerical experiments with a wide range of coefficient contrasts, geometric singularities, and solution types. Extensive numerical studies confirm the designed second order accuracy of the MIB method for multi-material interfaces, including a case where the derivative of the solution diverges. PMID:21691433
Pseudospectral collocation methods for fourth order differential equations
NASA Technical Reports Server (NTRS)
Malek, Alaeddin; Phillips, Timothy N.
1994-01-01
Collocation schemes are presented for solving linear fourth order differential equations in one and two dimensions. The variational formulation of the model fourth order problem is discretized by approximating the integrals by a Gaussian quadrature rule generalized to include the values of the derivative of the integrand at the boundary points. Collocation schemes are derived which are equivalent to this discrete variational problem. An efficient preconditioner based on a low-order finite difference approximation to the same differential operator is presented. The corresponding multidomain problem is also considered and interface conditions are derived. Pseudospectral approximations which are C1 continuous at the interfaces are used in each subdomain to approximate the solution. The approximations are also shown to be C3 continuous at the interfaces asymptotically. A complete analysis of the collocation scheme for the multidomain problem is provided. The extension of the method to the biharmonic equation in two dimensions is discussed and results are presented for a problem defined in a nonrectangular domain.
NASA Astrophysics Data System (ADS)
Zayed, EL Sayed M. E.; Al-Nowehy, Abdul-Ghani
2016-04-01
In this article, we apply the generalized Kudryashov method for finding exact solutions of three nonlinear partial differential equations (PDEs), namely: the Biswas-Milovic equation with dual-power law nonlinearity; the Zakharov--Kuznetsov equation (ZK(m,n,k)); and the K(m,n) equation with the generalized evolution term. As a result, many analytical exact solutions are obtained including symmetrical Fibonacci function solutions, and hyperbolic function solutions. Physical explanations for certain solutions of the three nonlinear PDEs are obtained.
Finite-difference methods for solving loaded parabolic equations
NASA Astrophysics Data System (ADS)
Abdullayev, V. M.; Aida-zade, K. R.
2016-01-01
Loaded partial differential equations are solved numerically. For illustrative purposes, a boundary value problem for a parabolic equation with various point loads is considered. By applying difference approximations, the problems are reduced to systems of algebraic equations of special structure, which are solved using a parametric representation involving solutions of auxiliary linear systems with tridiagonal matrices. Numerical results are presented and analyzed.
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.
The mixed finite element multigrid method for stokes equations.
Muzhinji, K; Shateyi, S; Motsa, S S
2015-01-01
The stable finite element discretization of the Stokes problem produces a symmetric indefinite system of linear algebraic equations. A variety of iterative solvers have been proposed for such systems in an attempt to construct efficient, fast, and robust solution techniques. This paper investigates one of such iterative solvers, the geometric multigrid solver, to find the approximate solution of the indefinite systems. The main ingredient of the multigrid method is the choice of an appropriate smoothing strategy. This study considers the application of different smoothers and compares their effects in the overall performance of the multigrid solver. We study the multigrid method with the following smoothers: distributed Gauss Seidel, inexact Uzawa, preconditioned MINRES, and Braess-Sarazin type smoothers. A comparative study of the smoothers shows that the Braess-Sarazin smoothers enhance good performance of the multigrid method. We study the problem in a two-dimensional domain using stable Hood-Taylor Q2-Q1 pair of finite rectangular elements. We also give the main theoretical convergence results. We present the numerical results to demonstrate the efficiency and robustness of the multigrid method and confirm the theoretical results. PMID:25945361
The Mixed Finite Element Multigrid Method for Stokes Equations
Muzhinji, K.; Shateyi, S.; Motsa, S. S.
2015-01-01
The stable finite element discretization of the Stokes problem produces a symmetric indefinite system of linear algebraic equations. A variety of iterative solvers have been proposed for such systems in an attempt to construct efficient, fast, and robust solution techniques. This paper investigates one of such iterative solvers, the geometric multigrid solver, to find the approximate solution of the indefinite systems. The main ingredient of the multigrid method is the choice of an appropriate smoothing strategy. This study considers the application of different smoothers and compares their effects in the overall performance of the multigrid solver. We study the multigrid method with the following smoothers: distributed Gauss Seidel, inexact Uzawa, preconditioned MINRES, and Braess-Sarazin type smoothers. A comparative study of the smoothers shows that the Braess-Sarazin smoothers enhance good performance of the multigrid method. We study the problem in a two-dimensional domain using stable Hood-Taylor Q2-Q1 pair of finite rectangular elements. We also give the main theoretical convergence results. We present the numerical results to demonstrate the efficiency and robustness of the multigrid method and confirm the theoretical results. PMID:25945361
A multilevel method for coupling the neutron kinetics and heat transfer equations
Tamang, A.; Anistratov, D. Y.
2013-07-01
We present a computational method for adequate and efficient coupling the neutron transport equation with the precursor and heat transfer equations. It is based on the multilevel nonlinear quasidiffusion (QD) method for solving the multigroup transport equation. The system of equations includes the time-dependent high-order transport equation and time-dependent multigroup and effective one-group low-order QD equations. We also formulate a method applying the {alpha}-approximation for the time-dependent high-order transport equation. This approach enables one to avoid storing the angular flux from the previous time step. Numerical results for a model transient problem are presented. (authors)
Adjoint tomography of the Middle East
NASA Astrophysics Data System (ADS)
Peter, D. B.; Savage, B.; Rodgers, A. J.; Tromp, J.
2010-12-01
Improvements in nuclear explosion monitoring require refined seismic models of the target region. In our study, we focus on the Middle East, spanning a region from Turkey to the west and West India to the east. This area represents a complex geologic and tectonic setting with sparse seismic data coverage. This has lead to diverging interpretations of crustal and underlying upper-mantle structure by different research groups, complicating seismic monitoring of the Middle East at regional distances. We evaluated an initial 3D seismic model of this region by computing full waveforms for several regional earthquakes by a spectral-element method. We measure traveltime and multitaper phase shifts between observed broadband data and synthetic seismograms for distinct seismic phases within selected time windows using a recently developed automated measurement algorithm. Based on the remaining misfits, we setup an iterative inversion procedure for a fully numerical 3D seismic tomography approach. In order to improve the initial 3D seismic model, the sensitivity to seismic structure of the traveltime and multitaper phase measurements for all available seismic network recordings is computed. As this represents a computationally very intensive task, we take advantage of a fully numerical adjoint approach by using the efficient software package SPECFEM3D_GLOBE on a dedicated cluster. We show examples of such sensitivity kernels for different seismic events and use them in a steepest descent approach to update the 3D seismic model, starting at longer periods between 60 s and up to 200 s and moving towards shorter periods of 11 s. We highlight various improvements in the initial seismic structure during the iterations in order to better fit regional seismic waveforms in the Middle East.
Adjoint tomography of the Middle East
NASA Astrophysics Data System (ADS)
Peter, D. B.; Savage, B.; Rodgers, A.; Morency, C.; Tromp, J.
2011-12-01
Improvements in nuclear explosion monitoring require refined seismic models of the target region. In our study, we focus on the Middle East, spanning a region from Turkey to the west and West India to the east. This area represents a complex geologic and tectonic setting with sparse seismic data coverage. This has lead to diverging interpretations of crustal and underlying upper-mantle structure by different research groups, complicating seismic monitoring of the Middle East at regional distances. We evaluated an initial 3D seismic model of this region by computing full waveforms for several regional earthquakes based on a spectral-element method. We measure traveltime and multitaper phase differences between observed broadband data and synthetic seismograms for distinct seismic phases within selected time windows using a recently developed automated measurement algorithm. Based on the remaining misfits, we setup an iterative inversion procedure for a fully numerical 3D seismic tomography approach. In order to improve the initial 3D seismic model, sensitivity to seismic structures of traveltime and multitaper phase measurements for all available seismic network recordings is computed. As this represents a computationally very intensive task, we take advantage of a fully numerical adjoint approach by using the efficient software package SPECFEM3D_GLOBE on a dedicated cluster. We show examples of such sensitivity kernels for different seismic events. All these `event kernels' are then summed, smoothed and further used in a preconditioned conjugate-gradient approach. Thus we iteratively update the 3D seismic model, starting at longer periods between 60~s and up to 150~s and moving towards shorter periods of 11~s. We highlight various improvements in the initial seismic structure during the iterations in order to better fit regional seismic waveforms in the Middle East.
Analytical method for space-fractional telegraph equation by homotopy perturbation transform method
NASA Astrophysics Data System (ADS)
Prakash, Amit
2016-06-01
The object of the present article is to study spacefractional telegraph equation by fractional Homotopy perturbation transform method (FHPTM). The homotopy perturbation transform method is an innovative adjustment in Laplace transform algorithm. Three test examples are presented to show the efficiency of the proposed technique.
Efficient solution of parabolic equations by Krylov approximation methods
NASA Technical Reports Server (NTRS)
Gallopoulos, E.; Saad, Y.
1990-01-01
Numerical techniques for solving parabolic equations by the method of lines is addressed. The main motivation for the proposed approach is the possibility of exploiting a high degree of parallelism in a simple manner. The basic idea of the method is to approximate the action of the evolution operator on a given state vector by means of a projection process onto a Krylov subspace. Thus, the resulting approximation consists of applying an evolution operator of a very small dimension to a known vector which is, in turn, computed accurately by exploiting well-known rational approximations to the exponential. Because the rational approximation is only applied to a small matrix, the only operations required with the original large matrix are matrix-by-vector multiplications, and as a result the algorithm can easily be parallelized and vectorized. Some relevant approximation and stability issues are discussed. We present some numerical experiments with the method and compare its performance with a few explicit and implicit algorithms.
Adaptive Discrete Equation Method for injection of stochastic cavitating flows
NASA Astrophysics Data System (ADS)
Geraci, Gianluca; Rodio, Maria Giovanna; Iaccarino, Gianluca; Abgrall, Remi; Congedo, Pietro
2014-11-01
This work aims at the improvement of the prediction and of the control of biofuel injection for combustion. In fact, common injector should be optimized according to the specific physical/chemical properties of biofuels. In order to attain this scope, an optimized model for reproducing the injection for several biofuel blends will be considered. The originality of this approach is twofold, i) the use of cavitating two-phase compressible models, known as Baer & Nunziato, in order to reproduce the injection, and ii) the design of a global scheme for directly taking into account experimental measurements uncertainties in the simulation. In particular, stochastic intrusive methods display a high efficiency when dealing with discontinuities in unsteady compressible flows. We have recently formulated a new scheme for simulating stochastic multiphase flows relying on the Discrete Equation Method (DEM) for describing multiphase effects. The set-up of the intrusive stochastic method for multiphase unsteady compressible flows in quasi 1D configuration will be presented. The target test-case is a multiphase unsteady nozzle for injection of biofuels, described by complex thermodynamics models, for which experimental data and associated uncertainties are available.
Generation and application of the equations of condition for high order Runge-Kutta methods
NASA Technical Reports Server (NTRS)
Haley, D. C.
1972-01-01
This thesis develops the equations of condition necessary for determining the coefficients for Runge-Kutta methods used in the solution of ordinary differential equations. The equations of condition are developed for Runge-Kutta methods of order four through order nine. Once developed, these equations are used in a comparison of the local truncation errors for several sets of Runge-Kutta coefficients for methods of order three up through methods of order eight.
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
A simple and direct method for generating travelling wave solutions for nonlinear equations
Bazeia, D. Das, Ashok; Silva, A.
2008-05-15
We propose a simple and direct method for generating travelling wave solutions for nonlinear integrable equations. We illustrate how nontrivial solutions for the KdV, the mKdV and the Boussinesq equations can be obtained from simple solutions of linear equations. We describe how using this method, a soliton solution of the KdV equation can yield soliton solutions for the mKdV as well as the Boussinesq equations. Similarly, starting with cnoidal solutions of the KdV equation, we can obtain the corresponding solutions for the mKdV as well as the Boussinesq equations. Simple solutions of linear equations can also lead to cnoidal solutions of nonlinear systems. Finally, we propose and solve some new families of KdV equations and show how soliton solutions are also obtained for the higher order equations of the KdV hierarchy using this method.
Instantons and the 5D U(1) gauge theory with extra adjoint
NASA Astrophysics Data System (ADS)
Poghossian, Rubik; Samsonyan, Marine
2009-07-01
In this paper, we compute the partition function of 5D supersymmetric U(1) gauge theory with extra adjoint matter in general Ω background. It is well known that such partition functions encode very rich topological information. We show in particular that unlike the case with no extra matter, the partition function with extra adjoint at some special values of the parameters directly reproduces the generating function for the Poincare polynomial of the moduli space of instantons. We compare our results with those recently obtained by Iqbal et al (Refined topological vertex, cylindric partitions and the U(1) adjoint theory, arXiv:0803.2260), who used the so-called refined topological vertex method.
Adjoint-based sensitivity analysis for reactor safety applications
Parks, C.V.
1986-08-01
The application and usefulness of an adjoint-based methodology for performing sensitivity analysis on reactor safety computer codes is investigated. The adjoint-based methodology, referred to as differential sensitivity theory (DST), provides first-order derivatives of the calculated quantities of interest (responses) with respect to the input parameters. The basic theoretical development of DST is presented along with the needed general extensions for consideration of model discontinuities and a variety of useful response definitions. A simple analytic problem is used to highlight the general DST procedures. finally, DST procedures presented in this work are applied to two highly nonlinear reactor accident analysis codes: (1) FASTGAS, a relatively small code for analysis of a loss-of-decay-heat-removal accident in a gas-cooled fast reactor, and (2) an existing code called VENUS-II which has been employed for analyzing the core disassembly phase of a hypothetical fast reactor accident. The two codes are different both in terms of complexity and in terms of the facets of DST which can be illustrated. Sensitivity results from the adjoint codes ADJGAS and VENUS-ADJ are verified with direct recalcualtions using perturbed input parameters. The effectiveness of the DST results for parameter ranking, prediction of response changes, and uncertainty analysis are illustrated. The conclusion drawn from this study is that DST is a viable, cost-effective methodology for accurate sensitivity analysis. In addition, a useful sensitivity tool for use in the fast reactor safety area has been developed in VENUS-ADJ. Future work needs to concentrate on combining the accurate first-order derivatives/results from DST with existing methods (based solely on direct recalculations) for higher-order response surfaces.
Adjoint optimization of natural convection problems: differentially heated cavity
NASA Astrophysics Data System (ADS)
Saglietti, Clio; Schlatter, Philipp; Monokrousos, Antonios; Henningson, Dan S.
2016-06-01
Optimization of natural convection-driven flows may provide significant improvements to the performance of cooling devices, but a theoretical investigation of such flows has been rarely done. The present paper illustrates an efficient gradient-based optimization method for analyzing such systems. We consider numerically the natural convection-driven flow in a differentially heated cavity with three Prandtl numbers (Pr=0.15{-}7 ) at super-critical conditions. All results and implementations were done with the spectral element code Nek5000. The flow is analyzed using linear direct and adjoint computations about a nonlinear base flow, extracting in particular optimal initial conditions using power iteration and the solution of the full adjoint direct eigenproblem. The cost function for both temperature and velocity is based on the kinetic energy and the concept of entransy, which yields a quadratic functional. Results are presented as a function of Prandtl number, time horizons and weights between kinetic energy and entransy. In particular, it is shown that the maximum transient growth is achieved at time horizons on the order of 5 time units for all cases, whereas for larger time horizons the adjoint mode is recovered as optimal initial condition. For smaller time horizons, the influence of the weights leads either to a concentric temperature distribution or to an initial condition pattern that opposes the mean shear and grows according to the Orr mechanism. For specific cases, it could also been shown that the computation of optimal initial conditions leads to a degenerate problem, with a potential loss of symmetry. In these situations, it turns out that any initial condition lying in a specific span of the eigenfunctions will yield exactly the same transient amplification. As a consequence, the power iteration converges very slowly and fails to extract all possible optimal initial conditions. According to the authors' knowledge, this behavior is illustrated here
Motsa, S S; Magagula, V M; Sibanda, P
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252
Motsa, S. S.; Magagula, V. M.; Sibanda, P.
2014-01-01
This paper presents a new method for solving higher order nonlinear evolution partial differential equations (NPDEs). The method combines quasilinearisation, the Chebyshev spectral collocation method, and bivariate Lagrange interpolation. In this paper, we use the method to solve several nonlinear evolution equations, such as the modified KdV-Burgers equation, highly nonlinear modified KdV equation, Fisher's equation, Burgers-Fisher equation, Burgers-Huxley equation, and the Fitzhugh-Nagumo equation. The results are compared with known exact analytical solutions from literature to confirm accuracy, convergence, and effectiveness of the method. There is congruence between the numerical results and the exact solutions to a high order of accuracy. Tables were generated to present the order of accuracy of the method; convergence graphs to verify convergence of the method and error graphs are presented to show the excellent agreement between the results from this study and the known results from literature. PMID:25254252
An iterative method for systems of nonlinear hyperbolic equations
NASA Technical Reports Server (NTRS)
Scroggs, Jeffrey S.
1989-01-01
An iterative algorithm for the efficient solution of systems of nonlinear hyperbolic equations is presented. Parallelism is evident at several levels. In the formation of the iteration, the equations are decoupled, thereby providing large grain parallelism. Parallelism may also be exploited within the solves for each equation. Convergence of the interation is established via a bounding function argument. Experimental results in two-dimensions are presented.
NASA Astrophysics Data System (ADS)
Polyanin, Andrei D.; Zhurov, Alexei I.
2014-03-01
We propose a new method for constructing exact solutions to nonlinear delay reaction-diffusion equations of the form ut=kuxx+F(u,w), where u=u(x,t),w=u(x,t-τ), and τ is the delay time. The method is based on searching for solutions in the form u=∑n=1Nξn(x)ηn(t), where the functions ξn(x) and ηn(t) are determined from additional functional constraints (which are difference or functional equations) and the original delay partial differential equation. All of the equations considered contain one or two arbitrary functions of a single argument. We describe a considerable number of new exact generalized separable solutions and a few more complex solutions representing a nonlinear superposition of generalized separable and traveling wave solutions. All solutions involve free parameters (in some cases, infinitely many parameters) and so can be suitable for solving certain problems and testing approximate analytical and numerical methods for nonlinear delay PDEs. The results are extended to a wide class of nonlinear partial differential-difference equations involving arbitrary linear differential operators of any order with respect to the independent variables x and t (in particular, this class includes the nonlinear delay Klein-Gordon equation) as well as to some partial functional differential equations with time-varying delay.
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.
ERIC Educational Resources Information Center
Grant, Mary C.; Zhang, Lilly; Damiano, Michele
2009-01-01
This study investigated kernel equating methods by comparing these methods to operational equatings for two tests in the SAT Subject Tests[TM] program. GENASYS (ETS, 2007) was used for all equating methods and scaled score kernel equating results were compared to Tucker, Levine observed score, chained linear, and chained equipercentile equating…
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.
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.
Recent developments in multigrid methods for the steady Euler equations
NASA Technical Reports Server (NTRS)
Jespersen, D. C.
1984-01-01
The solution by multigrid techniques of the steady inviscid compressible equations of gas dynamics, the Euler equations is investigated. Steady two dimensional transonic flow over an airfoil section is studied intensively. Most of the material is applicable to three dimensional flow problems of aerodynamic interest.
Dual of QCD with one adjoint fermion
Mojaza, Matin; Nardecchia, Marco; Pica, Claudio; Sannino, Francesco
2011-03-15
We construct the magnetic dual of QCD with one adjoint Weyl fermion. The dual is a consistent solution of the 't Hooft anomaly matching conditions, allows for flavor decoupling, and remarkably constitutes the first nonsupersymmetric dual valid for any number of colors. The dual allows to bound the anomalous dimension of the Dirac fermion mass operator to be less than one in the conformal window.
Stochastic weighted particle methods for population balance equations
Patterson, Robert I.A.; Wagner, Wolfgang; Kraft, Markus
2011-08-10
Highlights: {yields} Weight transfer functions for Monte Carlo simulation of coagulation. {yields} Efficient support for single-particle growth processes. {yields} Comparisons to analytic solutions and soot formation problems. {yields} Better numerical accuracy for less common particles. - Abstract: A class of coagulation weight transfer functions is constructed, each member of which leads to a stochastic particle algorithm for the numerical treatment of population balance equations. These algorithms are based on systems of weighted computational particles and the weight transfer functions are constructed such that the number of computational particles does not change during coagulation events. The algorithms also facilitate the simulation of physical processes that change single particles, such as growth, or other surface reactions. Four members of the algorithm family have been numerically validated by comparison to analytic solutions to simple problems. Numerical experiments have been performed for complex laminar premixed flame systems in which members of the class of stochastic weighted particle methods were compared to each other and to a direct simulation algorithm. Two of the weighted algorithms have been shown to offer performance advantages over the direct simulation algorithm in situations where interest is focused on the larger particles in a system. The extent of this advantage depends on the particular system and on the quantities of interest.
NASA Astrophysics Data System (ADS)
Min, Xiaoyi
This thesis first presents the study of the interaction of electromagnetic waves with three-dimensional heterogeneous, dielectric, magnetic, and lossy bodies by surface integral equation modeling. Based on the equivalence principle, a set of coupled surface integral equations is formulated and then solved numerically by the method of moments. Triangular elements are used to model the interfaces of the heterogeneous body, and vector basis functions are defined to expand the unknown current in the formulation. The validity of this formulation is verified by applying it to concentric spheres for which an exact solution exists. The potential applications of this formulation to a partially coated sphere and a homogeneous human body are discussed. Next, this thesis also introduces an efficient new set of integral equations for treating the scattering problem of a perfectly conducting body coated with a thin magnetically lossy layer. These electric field integral equations and magnetic field integral equations are numerically solved by the method of moments (MoM). To validate the derived integral equations, an alternative method to solve the scattering problem of an infinite circular cylinder coated with a thin magnetic lossy layer has also been developed, based on the eigenmode expansion. Results for the radar cross section and current densities via the MoM and the eigenmode expansion method are compared. The agreement is excellent. The finite difference time domain method is subsequently implemented to solve a metallic object coated with a magnetic thin layer and numerical results are compared with that by the MoM. Finally, this thesis presents an application of the finite-difference time-domain approach to the problem of electromagnetic receiving and scattering by a cavity -backed antenna situated on an infinite conducting plane. This application involves modifications of Yee's model, which applies the difference approximations of field derivatives to differential
Towards efficient backward-in-time adjoint computations using data compression techniques
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
Towards efficient backward-in-time adjoint computations using data compression techniques
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 the 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.
Multilevel methods for transport equations in diffusive regimes
NASA Technical Reports Server (NTRS)
Manteuffel, Thomas A.; Ressel, Klaus
1993-01-01
We consider the numerical solution of the single-group, steady state, isotropic transport equation. An analysis by means of the moment equations shows that a discrete ordinate S(sub N) discretization in direction (angle) with a least squares finite element discretization in space does not behave properly in the diffusion limit. A scaling of the S(sub N) equations is introduced so that the least squares discretization has the correct diffusion limit. For the resulting discrete system a full multigrid algorithm was developed.
Calculation of unsteady transonic flows using the integral equation method
NASA Technical Reports Server (NTRS)
Nixon, D.
1978-01-01
The basic integral equations for a harmonically oscillating airfoil in a transonic flow with shock waves are derived; the reduced frequency is assumed to be small. The problems associated with shock wave motion are treated using a strained coordinate system. The integral equation is linear and consists of both line integrals and surface integrals over the flow field which are evaluated by quadrature. This leads to a set of linear algebraic equations that can be solved directly. The shock motion is obtained explicitly by enforcing the condition that the flow is continuous except at a shock wave. Results obtained for both lifting and nonlifting oscillatory flows agree satisfactorily with other accurate results.
Markov chain Mote Carlo solution of BK equation through Newton-Kantorovich method
NASA Astrophysics Data System (ADS)
BoŻek, Krzysztof; Kutak, Krzysztof; Placzek, Wieslaw
2013-07-01
We propose a new method for Monte Carlo solution of non-linear integral equations by combining the Newton-Kantorovich method for solving non-linear equations with the Markov Chain Monte Carlo (MCMC) method for solving linear equations. The Newton-Kantorovich method allows to express the non-linear equation as a system of the linear equations which then can be treated by the MCMC (random walk) algorithm. We apply this method to the Balitsky-Kovchegov (BK) equation describing evolution of gluon density at low x. Results of numerical computations show that the MCMC method is both precise and efficient. The presented algorithm may be particularly suited for solving more complicated and higher-dimensional non-linear integral equation, for which traditional methods become unfeasible.
Global solutions to two nonlinear perturbed equations by renormalization group method
NASA Astrophysics Data System (ADS)
Kai, Yue
2016-02-01
In this paper, according to the theory of envelope, the renormalization group (RG) method is applied to obtain the global approximate solutions to perturbed Burger's equation and perturbed KdV equation. The results show that the RG method is simple and powerful for finding global approximate solutions to nonlinear perturbed partial differential equations arising in mathematical physics.
Supersymmetric descendants of self-adjointly extended quantum mechanical Hamiltonians
NASA Astrophysics Data System (ADS)
Al-Hashimi, M. H.; Salman, M.; Shalaby, A.; Wiese, U.-J.
2013-10-01
We consider the descendants of self-adjointly extended Hamiltonians in supersymmetric quantum mechanics on a half-line, on an interval, and on a punctured line or interval. While there is a 4-parameter family of self-adjointly extended Hamiltonians on a punctured line, only a 3-parameter sub-family has supersymmetric descendants that are themselves self-adjoint. We also address the self-adjointness of an operator related to the supercharge, and point out that only a sub-class of its most general self-adjoint extensions is physical. Besides a general characterization of self-adjoint extensions and their supersymmetric descendants, we explicitly consider concrete examples, including a particle in a box with general boundary conditions, with and without an additional point interaction. We also discuss bulk-boundary resonances and their manifestation in the supersymmetric descendant.
Advanced methods for the solution of differential equations
NASA Technical Reports Server (NTRS)
Goldstein, M. E.; Braun, W. H.
1973-01-01
This book is based on a course presented at the Lewis Research Center for engineers and scientists who were interested in increasing their knowledge of differential equations. Those results which can actually be used to solve equations are therefore emphasized; and detailed proofs of theorems are, for the most part, omitted. However, the conclusions of the theorems are stated in a precise manner, and enough references are given so that the interested reader can find the steps of the proofs.
Nievaart, V. A.; Legrady, D.; Moss, R. L.; Kloosterman, J. L.; Hagen, T. H. J. J. van der; Dam, H. van
2007-04-15
This paper deals with the application of the adjoint transport theory in order to optimize Monte Carlo based radiotherapy treatment planning. The technique is applied to Boron Neutron Capture Therapy where most often mixed beams of neutrons and gammas are involved. In normal forward Monte Carlo simulations the particles start at a source and lose energy as they travel towards the region of interest, i.e., the designated point of detection. Conversely, with adjoint Monte Carlo simulations, the so-called adjoint particles start at the region of interest and gain energy as they travel towards the source where they are detected. In this respect, the particles travel backwards and the real source and real detector become the adjoint detector and adjoint source, respectively. At the adjoint detector, an adjoint function is obtained with which numerically the same result, e.g., dose or flux in the tumor, can be derived as with forward Monte Carlo. In many cases, the adjoint method is more efficient and by that is much quicker when, for example, the response in the tumor or organ at risk for many locations and orientations of the treatment beam around the patient is required. However, a problem occurs when the treatment beam is mono-directional as the probability of detecting adjoint Monte Carlo particles traversing the beam exit (detector plane in adjoint mode) in the negative direction of the incident beam is zero. This problem is addressed here and solved first with the use of next event estimators and second with the application of a Legendre expansion technique of the angular adjoint function. In the first approach, adjoint particles are tracked deterministically through a tube to a (adjoint) point detector far away from the geometric model. The adjoint particles will traverse the disk shaped entrance of this tube (the beam exit in the actual geometry) perpendicularly. This method is slow whenever many events are involved that are not contributing to the point
Application of the Broyden method to stiff transport equations
NASA Astrophysics Data System (ADS)
Carlsson, Johan; Cary, John R.; Cohen, Ron
2002-11-01
Plasma turbulence generates fluxes (of particles, energy, etc.) that are said to be stiff, that is a small change in temperature, density, or some other quantity, can lead to a large change in flux. The dependence of the diffusivities on the temperature and density profiles, and their gradients, also introduces nonlinearity. Irrespective of whether the fluxes are given by transport models, such as IFS/PPPL, GLF23, or MMM95, or are directly calculated, the resulting system of transport equations is thus numerically challenging to solve. Efficient transport solvers must also take into account that the evaluation of the diffusivities (or their gradients: the fluxes) is numerically costly. We have developed a new iterative transport solver that combines the stability of a relaxation scheme with the fast convergence of a Newton solver. The new solver uses a gradually decreasing relaxation parameter for the first few iterations and once it is inside the radius of convergence it switches over to a quasi-Newton method where a Broyden-like scheme is used to approximate the Jacobian. By taking advantage of the structure of the matrix (tri-diagonal if a second-order spatial finite differencing is used) the Broyden algorithm[1] gives a good approximation of the Jacobian after only a few iterations. We have implemented the new transport solver in the form of a C++ library called the Transport Analysis Tool. To make the library easy to access from codes written in other languages, a C interface is also provided. We will present the new transport solver in detail, as well as benchmark results and examples of how to use the Transport Analysis Tool library. [1] C. G. Broyden, in Mathematics of Computation, vol. 19, 1965, pp. 577--593.
Adjoint-based uncertainty quantification and sensitivity analysis for reactor depletion calculations
NASA Astrophysics Data System (ADS)
Stripling, Hayes Franklin
Depletion calculations for nuclear reactors model the dynamic coupling between the material composition and neutron flux and help predict reactor performance and safety characteristics. In order to be trusted as reliable predictive tools and inputs to licensing and operational decisions, the simulations must include an accurate and holistic quantification of errors and uncertainties in its outputs. Uncertainty quantification is a formidable challenge in large, realistic reactor models because of the large number of unknowns and myriad sources of uncertainty and error. We present a framework for performing efficient uncertainty quantification in depletion problems using an adjoint approach, with emphasis on high-fidelity calculations using advanced massively parallel computing architectures. This approach calls for a solution to two systems of equations: (a) the forward, engineering system that models the reactor, and (b) the adjoint system, which is mathematically related to but different from the forward system. We use the solutions of these systems to produce sensitivity and error estimates at a cost that does not grow rapidly with the number of uncertain inputs. We present the framework in a general fashion and apply it to both the source-driven and k-eigenvalue forms of the depletion equations. We describe the implementation and verification of solvers for the forward and ad- joint equations in the PDT code, and we test the algorithms on realistic reactor analysis problems. We demonstrate a new approach for reducing the memory and I/O demands on the host machine, which can be overwhelming for typical adjoint algorithms. Our conclusion is that adjoint depletion calculations using full transport solutions are not only computationally tractable, they are the most attractive option for performing uncertainty quantification on high-fidelity reactor analysis problems.
Generalized uncertainty principle and self-adjoint operators
Balasubramanian, Venkat; Das, Saurya; Vagenas, Elias C.
2015-09-15
In this work we explore the self-adjointness of the GUP-modified momentum and Hamiltonian operators over different domains. In particular, we utilize the theorem by von-Neumann for symmetric operators in order to determine whether the momentum and Hamiltonian operators are self-adjoint or not, or they have self-adjoint extensions over the given domain. In addition, a simple example of the Hamiltonian operator describing a particle in a box is given. The solutions of the boundary conditions that describe the self-adjoint extensions of the specific Hamiltonian operator are obtained.
Coupling of Monte Carlo adjoint leakages with three-dimensional discrete ordinates forward fluences
Slater, C.O.; Lillie, R.A.; Johnson, J.O.; Simpson, D.B.
1998-04-01
A computer code, DRC3, has been developed for coupling Monte Carlo adjoint leakages with three-dimensional discrete ordinates forward fluences in order to solve a special category of geometrically-complex deep penetration shielding problems. The code extends the capabilities of earlier methods that coupled Monte Carlo adjoint leakages with two-dimensional discrete ordinates forward fluences. The problems involve the calculation of fluences and responses in a perturbation to an otherwise simple two- or three-dimensional radiation field. In general, the perturbation complicates the geometry such that it cannot be modeled exactly using any of the discrete ordinates geometry options and thus a direct discrete ordinates solution is not possible. Also, the calculation of radiation transport from the source to the perturbation involves deep penetration. One approach to solving such problems is to perform the calculations in three steps: (1) a forward discrete ordinates calculation, (2) a localized adjoint Monte Carlo calculation, and (3) a coupling of forward fluences from the first calculation with adjoint leakages from the second calculation to obtain the response of interest (fluence, dose, etc.). A description of this approach is presented along with results from test problems used to verify the method. The test problems that were selected could also be solved directly by the discrete ordinates method. The good agreement between the DRC3 results and the direct-solution results verify the correctness of DRC3.
Extension of Nikiforov-Uvarov method for the solution of Heun equation
Karayer, H. Demirhan, D.; Büyükkılıç, F.
2015-06-15
We report an alternative method to solve second order differential equations which have at most four singular points. This method is developed by changing the degrees of the polynomials in the basic equation of Nikiforov-Uvarov (NU) method. This is called extended NU method for this paper. The eigenvalue solutions of Heun equation and confluent Heun equation are obtained via extended NU method. Some quantum mechanical problems such as Coulomb problem on a 3-sphere, two Coulombically repelling electrons on a sphere, and hyperbolic double-well potential are investigated by this method.
Solving the interval type-2 fuzzy polynomial equation using the ranking method
NASA Astrophysics Data System (ADS)
Rahman, Nurhakimah Ab.; Abdullah, Lazim
2014-07-01
Polynomial equations with trapezoidal and triangular fuzzy numbers have attracted some interest among researchers in mathematics, engineering and social sciences. There are some methods that have been developed in order to solve these equations. In this study we are interested in introducing the interval type-2 fuzzy polynomial equation and solving it using the ranking method of fuzzy numbers. The ranking method concept was firstly proposed to find real roots of fuzzy polynomial equation. Therefore, the ranking method is applied to find real roots of the interval type-2 fuzzy polynomial equation. We transform the interval type-2 fuzzy polynomial equation to a system of crisp interval type-2 fuzzy polynomial equation. This transformation is performed using the ranking method of fuzzy numbers based on three parameters, namely value, ambiguity and fuzziness. Finally, we illustrate our approach by numerical example.
A fourth-order box method for solving the boundary layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1977-01-01
A fourth order box method for calculating high accuracy numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations is presented. The method is the natural extension of the second order Keller Box scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary layer equations. Numerical results for high accuracy test cases show the method to be significantly faster than other higher order and second order methods.
Solution of the Time-Dependent Schrödinger Equation by the Laplace Transform Method
Lin, S. H.; Eyring, H.
1971-01-01
The time-dependent Schrödinger equation for two quite general types of perturbation has been solved by introducing the Laplace transforms to eliminate the time variable. The resulting time-independent differential equation can then be solved by the perturbation method, the variation method, the variation-perturbation method, and other methods. PMID:16591898
Lie group analysis method for two classes of fractional partial differential equations
NASA Astrophysics Data System (ADS)
Chen, Cheng; Jiang, Yao-Lin
2015-09-01
In this paper we deal with two classes of fractional partial differential equation: n order linear fractional partial differential equation and nonlinear fractional reaction diffusion convection equation, by using the Lie group analysis method. The infinitesimal generators general formula of n order linear fractional partial differential equation is obtained. For nonlinear fractional reaction diffusion convection equation, the properties of their infinitesimal generators are considered. The four special cases are exhaustively investigated respectively. At the same time some examples of the corresponding case are also given. So it is very convenient to solve the infinitesimal generator of some fractional partial differential equation.
Estimation of ex-core detector responses by adjoint Monte Carlo
Hoogenboom, J. E.
2006-07-01
Ex-core detector responses can be efficiently calculated by combining an adjoint Monte Carlo calculation with the converged source distribution of a forward Monte Carlo calculation. As the fission source distribution from a Monte Carlo calculation is given only as a collection of discrete space positions, the coupling requires a point flux estimator for each collision in the adjoint calculation. To avoid the infinite variance problems of the point flux estimator, a next-event finite-variance point flux estimator has been applied, witch is an energy dependent form for heterogeneous media of a finite-variance estimator known from the literature. To test the effects of this combined adjoint-forward calculation a simple geometry of a homogeneous core with a reflector was adopted with a small detector in the reflector. To demonstrate the potential of the method the continuous-energy adjoint Monte Carlo technique with anisotropic scattering was implemented with energy dependent absorption and fission cross sections and constant scattering cross section. A gain in efficiency over a completely forward calculation of the detector response was obtained, which is strongly dependent on the specific system and especially the size and position of the ex-core detector and the energy range considered. Further improvements are possible. The method works without problems for small detectors, even for a point detector and a small or even zero energy range. (authors)
Anchored Scaling and Equating: Old Conceptual Problems and New Methods.
ERIC Educational Resources Information Center
Boldt, Robert F.
This paper describes several situations in which generalization of statistical results is not possible by representative sampling but which is attempted using corrections for selection of groups. The situations include hiring, admissions, differential classification, guidance, test score equating, and test score scaling. Evidence of inaccuracies…
The Performance of a Method for the Long-Term Equating of Mixed-Format Assessment
ERIC Educational Resources Information Center
Kamata, Akihito; Tate, Richard
2005-01-01
The goal of this study was the development of a procedure to predict the equating error associated with the long-term equating method of Tate (2003) for mixed-format tests. An expression for the determination of the error of an equating based on multiple links using the error for the component links was derived and illustrated with simulated data.…
Using a Linear Regression Method to Detect Outliers in IRT Common Item Equating
ERIC Educational Resources Information Center
He, Yong; Cui, Zhongmin; Fang, Yu; Chen, Hanwei
2013-01-01
Common test items play an important role in equating alternate test forms under the common item nonequivalent groups design. When the item response theory (IRT) method is applied in equating, inconsistent item parameter estimates among common items can lead to large bias in equated scores. It is prudent to evaluate inconsistency in parameter…
ERIC Educational Resources Information Center
He, Yong
2013-01-01
Common test items play an important role in equating multiple test forms under the common-item nonequivalent groups design. Inconsistent item parameter estimates among common items can lead to large bias in equated scores for IRT true score equating. Current methods extensively focus on detection and elimination of outlying common items, which…
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.
A Procedure to Construct Conservation Laws of Nonlinear Evolution Equations
NASA Astrophysics Data System (ADS)
Yaşar, Emrullah; San, Sait
2016-05-01
In this article, we established abundant local conservation laws to some nonlinear evolution equations by a new combined approach, which is a union of multiplier and Ibragimov's new conservation theorem method. One can conclude that the solutions of the adjoint equations corresponding to the new conservation theorem can be obtained via multiplier functions. Many new families of conservation laws of the Pochammer-Chree (PC) equation and the Kaup-Boussinesq type of coupled KdV system are successfully obtained. The combined method presents a wider applicability for handling the conservation laws of nonlinear wave equations. The conserved vectors obtained here can be important for the explanation of some practical physical problems, reductions, and solutions of the underlying equations.
Reck, Kasper; Thomsen, Erik V; Hansen, Ole
2011-01-31
The scalar wave equation, or Helmholtz equation, describes within a certain approximation the electromagnetic field distribution in a given system. In this paper we show how to solve the Helmholtz equation in complex geometries using conformal mapping and the homotopy perturbation method. The solution of the mapped Helmholtz equation is found by solving an infinite series of Poisson equations using two dimensional Fourier series. The solution is entirely based on analytical expressions and is not mesh dependent. The analytical results are compared to a numerical (finite element method) solution. PMID:21368995
A new method to compute standard-weight equations that reduces length-related bias
Gerow, K.G.; Anderson-Sprecher, R. C.; Hubert, W.A.
2005-01-01
We propose a new method for developing standard-weight (Ws) equations for use in the computation of relative weight (Wr) because the regression line-percentile (RLP) method often leads to length-related biases in Ws equations. We studied the structural properties of W s equations developed by the RLP method through simulations, identified reasons for biases, and compared Ws equations computed by the RLP method and the new method. The new method is similar to the RLP method but is based on means of measured weights rather than on means of weights predicted from regression models. The new method also models curvilinear W s relationships not accounted for by the RLP method. For some length-classes in some species, the relative weights computed from Ws equations developed by the new method were more than 20 Wr units different from those using Ws equations developed by the RLP method. We recommend assessment of published Ws equations developed by the RLP method for length-related bias and use of the new method for computing new Ws equations when bias is identified. ?? Copyright by the American Fisheries Society 2005.
Laplace homotopy perturbation method for Burgers equation with space- and time-fractional order
NASA Astrophysics Data System (ADS)
Johnston, S. J.; Jafari, H.; Moshokoa, S. P.; Ariyan, V. M.; Baleanu, D.
2016-07-01
The fractional Burgers equation describes the physical processes of unidirectional propagation of weakly nonlinear acoustic waves through a gas-filled pipe. The Laplace homotopy perturbation method is discussed to obtain the approximate analytical solution of space-fractional and time-fractional Burgers equations. The method used combines the Laplace transform and the homotopy perturbation method. Numerical results show that the approach is easy to implement and accurate when applied to partial differential equations of fractional orders.
An iterative method for indefinite systems of linear equations
NASA Technical Reports Server (NTRS)
Ito, K.
1984-01-01
An iterative method for solving nonsymmetric indefinite linear systems is proposed. The method involves the successive use of a modified version of the conjugate residual method. A numerical example is given to illustrate the method.
Multigrid methods for differential equations with highly oscillatory coefficients
NASA Technical Reports Server (NTRS)
Engquist, Bjorn; Luo, Erding
1993-01-01
New coarse grid multigrid operators for problems with highly oscillatory coefficients are developed. These types of operators are necessary when the characters of the differential equations on coarser grids or longer wavelengths are different from that on the fine grid. Elliptic problems for composite materials and different classes of hyperbolic problems are practical examples. The new coarse grid operators can be constructed directly based on the homogenized differential operators or hierarchically computed from the finest grid. Convergence analysis based on the homogenization theory is given for elliptic problems with periodic coefficients and some hyperbolic problems. These are classes of equations for which there exists a fairly complete theory for the interaction between shorter and longer wavelengths in the problems. Numerical examples are presented.
Renormalization group methods for the Reynolds stress transport equations
NASA Technical Reports Server (NTRS)
Rubinstein, R.
1992-01-01
The Yakhot-Orszag renormalization group is used to analyze the pressure gradient-velocity correlation and return to isotropy terms in the Reynolds stress transport equations. The perturbation series for the relevant correlations, evaluated to lowest order in the epsilon-expansion of the Yakhot-Orszag theory, are infinite series in tensor product powers of the mean velocity gradient and its transpose. Formal lowest order Pade approximations to the sums of these series produce a rapid pressure strain model of the form proposed by Launder, Reece, and Rodi, and a return to isotropy model of the form proposed by Rotta. In both cases, the model constants are computed theoretically. The predicted Reynolds stress ratios in simple shear flows are evaluated and compared with experimental data. The possibility is discussed of deriving higher order nonlinear models by approximating the sums more accurately. The Yakhot-Orszag renormalization group provides a systematic procedure for deriving turbulence models. Typical applications have included theoretical derivation of the universal constants of isotropic turbulence theory, such as the Kolmogorov constant, and derivation of two equation models, again with theoretically computed constants and low Reynolds number forms of the equations. Recent work has applied this formalism to Reynolds stress modeling, previously in the form of a nonlinear eddy viscosity representation of the Reynolds stresses, which can be used to model the simplest normal stress effects. The present work attempts to apply the Yakhot-Orszag formalism to Reynolds stress transport modeling.
ERIC Educational Resources Information Center
Holland, Paul W.; Thayer, Dorothy T.
A new and unified approach to test equating is described that is based on log-linear models for smoothing score distributions and on the kernel method of nonparametric density estimation. The new method contains both linear and standard equipercentile methods as special cases and can handle several important equating data collection designs. An…
A Comparison of Two Methods of Test Equating in the Rasch Model.
ERIC Educational Resources Information Center
Smith, Richard M.; Kramer, Gene A.
1992-01-01
The common item equating method (weighted and unweighted) and the one-step missing data calibration method used with Rasch measurement models were compared using data from six equivalent forms of a perceptual ability test administered as part of the Dental Admission Test. Results suggest little difference among the equating methods. (SLD)
NASA Astrophysics Data System (ADS)
Wills, John M.; Mattsson, Ann E.
2012-02-01
Density functional theory (DFT) provides a formally predictive base for equation of state properties. Available approximations to the exchange/correlation functional provide accurate predictions for many materials in the periodic table. For heavy materials however, DFT calculations, using available functionals, fail to provide quantitative predictions, and often fail to be even qualitative. This deficiency is due both to the lack of the appropriate confinement physics in the exchange/correlation functional and to approximations used to evaluate the underlying equations. In order to assess and develop accurate functionals, it is essential to eliminate all other sources of error. In this talk we describe an efficient first-principles electronic structure method based on the Dirac equation and compare the results obtained with this method with other methods generally used. Implications for high-pressure equation of state of relativistic materials are demonstrated in application to Ce and the light actinides. Sandia National Laboratories is a multi-program laboratory managed andoperated by Sandia Corporation, a wholly owned subsidiary of Lockheed Martin Corporation, for the U.S. Department of Energy's National Nuclear Security Administration under contract DE-AC04-94AL85000.
ERIC Educational Resources Information Center
Wang, Tianyou
2008-01-01
Von Davier, Holland, and Thayer (2004) laid out a five-step framework of test equating that can be applied to various data collection designs and equating methods. In the continuization step, they presented an adjusted Gaussian kernel method that preserves the first two moments. This article proposes an alternative continuization method that…
Supersymmetric descendants of self-adjointly extended quantum mechanical Hamiltonians
Al-Hashimi, M.H.; Salman, M.; Shalaby, A.; Wiese, U.-J.
2013-10-15
We consider the descendants of self-adjointly extended Hamiltonians in supersymmetric quantum mechanics on a half-line, on an interval, and on a punctured line or interval. While there is a 4-parameter family of self-adjointly extended Hamiltonians on a punctured line, only a 3-parameter sub-family has supersymmetric descendants that are themselves self-adjoint. We also address the self-adjointness of an operator related to the supercharge, and point out that only a sub-class of its most general self-adjoint extensions is physical. Besides a general characterization of self-adjoint extensions and their supersymmetric descendants, we explicitly consider concrete examples, including a particle in a box with general boundary conditions, with and without an additional point interaction. We also discuss bulk-boundary resonances and their manifestation in the supersymmetric descendant. -- Highlights: •Self-adjoint extension theory and contact interactions. •Application of self-adjoint extensions to supersymmetry. •Contact interactions in finite volume with Robin boundary condition.
Adjoint sensitivity analysis of hydrodynamic stability in cyclonic flows
NASA Astrophysics Data System (ADS)
Guzman Inigo, Juan; Juniper, Matthew
2015-11-01
Cyclonic separators are used in a variety of industries to efficiently separate mixtures of fluid and solid phases by means of centrifugal forces and gravity. In certain circumstances, the vortex core of cyclonic flows is known to precess due to the instability of the flow, which leads to performance reductions. We aim to characterize the unsteadiness using linear stability analysis of the Reynolds Averaged Navier-Stokes (RANS) equations in a global framework. The system of equations, including the turbulence model, is linearised to obtain an eigenvalue problem. Unstable modes corresponding to the dynamics of the large structures of the turbulent flow are extracted. The analysis shows that the most unstable mode is a helical motion which develops around the axis of the flow. This result is in good agreement with LES and experimental analysis, suggesting the validity of the approach. Finally, an adjoint-based sensitivity analysis is performed to determine the regions of the flow that, when altered, have most influence on the frequency and growth-rate of the unstable eigenvalues.
NASA Technical Reports Server (NTRS)
Gottlieb, D.; Turkel, E.
1980-01-01
New methods are introduced for the time integration of the Fourier and Chebyshev methods of solution for dynamic differential equations. These methods are unconditionally stable, even though no matrix inversions are required. Time steps are chosen by accuracy requirements alone. For the Fourier method both leapfrog and Runge-Kutta methods are considered. For the Chebyshev method only Runge-Kutta schemes are tested. Numerical calculations are presented to verify the analytic results. Applications to the shallow water equations are presented.
NASA Astrophysics Data System (ADS)
Chen, Duan; Cai, Wei; Zinser, Brian; Cho, Min Hyung
2016-09-01
In this paper, we develop an accurate and efficient Nyström volume integral equation (VIE) method for the Maxwell equations for a large number of 3-D scatterers. The Cauchy Principal Values that arise from the VIE are computed accurately using a finite size exclusion volume together with explicit correction integrals consisting of removable singularities. Also, the hyper-singular integrals are computed using interpolated quadrature formulae with tensor-product quadrature nodes for cubes, spheres and cylinders, that are frequently encountered in the design of meta-materials. The resulting Nyström VIE method is shown to have high accuracy with a small number of collocation points and demonstrates p-convergence for computing the electromagnetic scattering of these objects. Numerical calculations of multiple scatterers of cubic, spherical, and cylindrical shapes validate the efficiency and accuracy of the proposed method.
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.
Heat equation on a network using the Fokas method
NASA Astrophysics Data System (ADS)
Sheils, N. E.; Smith, D. A.
2015-08-01
The problem of heat conduction on networks of multiply connected rods is solved by providing an explicit solution of the one-dimensional heat equation in each domain. The size and connectivity of the rods is known, but neither temperature nor heat flux are prescribed at the interface. Instead, the physical assumptions of continuity at the interfaces are the only conditions imposed. This work generalizes that of Deconinck et al (Proc. R. Soc. A 470 22) for heat conduction on a series of one-dimensional rods connected end-to-end to the case of general configurations.
Numerical methods for a general class of porous medium equations
Rose, M. E.
1980-03-01
The partial differential equation par. deltau/par. deltat + par. delta(f(u))/par. deltax = par. delta(g(u)par. deltau/par. deltax)/par. deltax, where g(u) is a non-negative diffusion coefficient that may vanish for one or more values of u, was used to model fluid flow through a porous medium. Error estimates for a numerical procedure to approximate the solution are derived. A revised version of this report will appear in Computers and Mathematics with Applications.
Phase-integral method for the radial Dirac equation
Linnæus, Staffan
2014-09-15
A phase-integral (WKB) solution of the radial Dirac equation is calculated up to the third order of approximation, retaining perfect symmetry between the two components of the wave function and introducing no singularities except at the zeroth-order transition points. The potential is allowed to be of scalar, vector, or tensor type, or any combination of these. The connection problem is investigated in detail. Explicit formulas are given for single-turning-point phase shifts and single-well energy levels.
Tsunami Simulation using CIP Method with Characteristic Curve Equations and TVD-MacCormack Method
NASA Astrophysics Data System (ADS)
Fukazawa, Souki; Tosaka, Hiroyuki
2015-04-01
After entering 21st century, we already had two big tsunami disasters associated with Mw9 earthquakes in Sumatra and Japan. To mitigate the damages of tsunami, the numerical simulation technology combined with information technologies could provide reliable predictions in planning countermeasures to prevent the damage to the social system, making safety maps, and submitting early evacuation information to the residents. Shallow water equations are still solved not only for global scale simulation of the ocean tsunami propagation but also for local scale simulation of overland inundation in many tsunami simulators though three-dimensional model starts to be used due to improvement of CPU. One-dimensional shallow water equations are below: partial bm{Q}/partial t+partial bm{E}/partial x=bm{S} in which bm{Q}=( D M )), bm{E}=( M M^2/D+gD^2/2 )), bm{S}=( 0 -gDpartial z/partial x-gn2 M|M| /D7/3 )). where D[m] is total water depth; M[m^2/s] is water flux; z[m] is topography; g[m/s^2] is the gravitational acceleration; n[s/m1/3] is Manning's roughness coefficient. To solve these, the staggered leapfrog scheme is used in a lot of wide-scale tsunami simulator. But this scheme has a problem that lagging phase error occurs when courant number is small. In some practical simulation, a kind of diffusion term is added. In this study, we developed two wide-scale tsunami simulators with different schemes and compared usual scheme and other schemes in practicability and validity. One is a total variation diminishing modification of the MacCormack method (TVD-MacCormack method) which is famous for the simulation of compressible fluids. The other is the Cubic Interpolated Profile (CIP) method with characteristic curve equations transformed from shallow water equations. Characteristic curve equations derived from shallow water equations are below: partial R_x±/partial t+C_x±partial R_x±/partial x=∓ g/2partial z/partial x in which R_x±=√{gD}± u/2, C_x±=u± √{gD}. where u
Leapfrog variants of iterative methods for linear algebra equations
NASA Technical Reports Server (NTRS)
Saylor, Paul E.
1988-01-01
Two iterative methods are considered, Richardson's method and a general second order method. For both methods, a variant of the method is derived for which only even numbered iterates are computed. The variant is called a leapfrog method. Comparisons between the conventional form of the methods and the leapfrog form are made under the assumption that the number of unknowns is large. In the case of Richardson's method, it is possible to express the final iterate in terms of only the initial approximation, a variant of the iteration called the grand-leap method. In the case of the grand-leap variant, a set of parameters is required. An algorithm is presented to compute these parameters that is related to algorithms to compute the weights and abscissas for Gaussian quadrature. General algorithms to implement the leapfrog and grand-leap methods are presented. Algorithms for the important special case of the Chebyshev method are also given.
Numerical implementation of the method of fictitious domains for elliptic equations
NASA Astrophysics Data System (ADS)
Temirbekov, Almas N.
2016-08-01
In the paper, we study the elliptical type equation with strongly changing coefficients. We are interested in studying such equation because the given type equations are yielded when we use the fictitious domain method. In this paper we suggest a special method for numerical solution of the elliptic equation with strongly changing coefficients. We have proved the theorem for the assessment of developed iteration process convergence rate. We have developed computational algorithm and numerical calculations have been done to illustrate the effectiveness of the suggested method.
On spectral methods for Volterra-type integro-differential equations
NASA Astrophysics Data System (ADS)
Jiang, Ying-Jun
2009-08-01
This paper considers the spectral methods for a Volterra-type integro-differential equation. Firstly, the Volterra-type integro-differential equation is equivalently restated as two integral equations of the second kind. Secondly, a Legendre-collocation method is used to solve them. Then the error analysis is conducted based on the L[infinity]-norm. In addition, numerical results are presented to confirm our analysis.
The method of Ritz applied to the equation of Hamilton. [for pendulum systems
NASA Technical Reports Server (NTRS)
Bailey, C. D.
1976-01-01
Without any reference to the theory of differential equations, the initial value problem of the nonlinear, nonconservative double pendulum system is solved by the application of the method of Ritz to the equation of Hamilton. Also shown is an example of the reduction of the traditional eigenvalue problem of linear, homogeneous, differential equations of motion to the solution of a set of nonhomogeneous algebraic equations. No theory of differential equations is used. Solution of the time-space path of the linear oscillator is demonstrated and compared to the exact solution.
Second derivative multistep method for solving first-order ordinary differential equations
NASA Astrophysics Data System (ADS)
Turki, Mohammed Yousif; Ismail, Fudziah; Senu, Norazak; Ibrahim, Zarina Bibi
2016-06-01
In this paper, a new second derivative multistep method was constructed to solve first order ordinary differential equations (ODEs). In particular, we used the new method as a corrector method and 5-steps Adam's Bashforth method as a predictor method to solve first order (ODEs). Numerical results were compared with the existing methods which clearly showed the efficiency of the new method.
A Modified Frequency Estimation Equating Method for the Common-Item Nonequivalent Groups Design
ERIC Educational Resources Information Center
Wang, Tianyou; Brennan, Robert L.
2009-01-01
Frequency estimation, also called poststratification, is an equating method used under the common-item nonequivalent groups design. A modified frequency estimation method is proposed here, based on altering one of the traditional assumptions in frequency estimation in order to correct for equating bias. A simulation study was carried out to…
Multigrid method for the equilibrium equations of elasticity using a compact scheme
NASA Technical Reports Server (NTRS)
Taasan, S.
1986-01-01
A compact difference scheme is derived for treating the equilibrium equations of elasticity. The scheme is inconsistent and unstable. A multigrid method which takes into account these properties is described. The solution of the discrete equations, up to the level of discretization errors, is obtained by this method in just two multigrid cycles.
NASA Astrophysics Data System (ADS)
Sweilam, N. H.; Abou Hasan, M. M.
2016-08-01
This paper reports a new spectral algorithm for obtaining an approximate solution for the Lévy-Feller diffusion equation depending on Legendre polynomials and Chebyshev collocation points. The Lévy-Feller diffusion equation is obtained from the standard diffusion equation by replacing the second-order space derivative with a Riesz-Feller derivative. A new formula expressing explicitly any fractional-order derivatives, in the sense of Riesz-Feller operator, of Legendre polynomials of any degree in terms of Jacobi polynomials is proved. Moreover, the Chebyshev-Legendre collocation method together with the implicit Euler method are used to reduce these types of differential equations to a system of algebraic equations which can be solved numerically. Numerical results with comparisons are given to confirm the reliability of the proposed method for the Lévy-Feller diffusion equation.
A fingerprint inpainting technique using improved partial differential equation methods
NASA Astrophysics Data System (ADS)
Yang, Xiukun; Wang, Dan; Yang, Zhigang
2011-10-01
In an automatic fingerprint identification system (AFIS), fingerprint inpainting is a critical step in the preprocessing procedures. Because partially fouled, breaking or scratched latent fingerprint is difficult to be correctly matched to a known fingerprint. However, fingerprint restoration proved to be a particularly challenging problem because conventional image restoration schemes can not be directly applied to fingerprint due to the unique ridge and valley structures in typical fingerprint images. Based on partial differential equations algorithm, this paper presents a fingerprint restoration algorithm composing gradient and orientation field. According to gradient and orientation field of the known pixel points, different weights are used in different orientation field in the restoration process. Experimental results demonstrate that the proposed restoration algorithm can effectively reduce the false feature points.
Projection methods for solving nonlinear systems of equations
Brown, P.N. ); Saad, Y. . Ames Research Center)
1990-04-01
This paper describes several nonlinear projection methods based on Krylov subspaces and analyzes their convergence. The prototype of these methods is a technique that generalizes the conjugate direction method by minimizing the norm of the function F over some subspace. The emphasis of this paper is on nonlinear least squares problems which can also be handled by this general approach.
Direct Coupling Method for Time-Accurate Solution of Incompressible Navier-Stokes Equations
NASA Technical Reports Server (NTRS)
Soh, Woo Y.
1992-01-01
A noniterative finite difference numerical method is presented for the solution of the incompressible Navier-Stokes equations with second order accuracy in time and space. Explicit treatment of convection and diffusion terms and implicit treatment of the pressure gradient give a single pressure Poisson equation when the discretized momentum and continuity equations are combined. A pressure boundary condition is not needed on solid boundaries in the staggered mesh system. The solution of the pressure Poisson equation is obtained directly by Gaussian elimination. This method is tested on flow problems in a driven cavity and a curved duct.
Exponential rational function method for space-time fractional differential equations
NASA Astrophysics Data System (ADS)
Aksoy, Esin; Kaplan, Melike; Bekir, Ahmet
2016-04-01
In this paper, exponential rational function method is applied to obtain analytical solutions of the space-time fractional Fokas equation, the space-time fractional Zakharov Kuznetsov Benjamin Bona Mahony, and the space-time fractional coupled Burgers' equations. As a result, some exact solutions for them are successfully established. These solutions are constructed in fractional complex transform to convert fractional differential equations into ordinary differential equations. The fractional derivatives are described in Jumarie's modified Riemann-Liouville sense. The exact solutions obtained by the proposed method indicate that the approach is easy to implement and effective.
NASA Astrophysics Data System (ADS)
Feng, Qing-Hua
2013-05-01
In this paper, an extended Riccati sub-ODE method is proposed to establish new exact solutions for fractional differential-difference equations in the sense of modified Riemann—Liouville derivative. By a fractional complex transformation, a given fractional differential-difference equation can be turned into another differential-difference equation of integer order. The validity of the method is illustrated by applying it to solve the fractional Hybrid lattice equation and the fractional relativistic Toda lattice system. As a result, some new exact solutions including hyperbolic function solutions, trigonometric function solutions and rational solutions are established.
Solution of a time-dependent equation of transfer by the F(n)-method
NASA Astrophysics Data System (ADS)
Karanjai, S.; Biswas, G.
1986-10-01
A solution of the time-dependent transfer equation for a finite, plane-parallel, nonradiating, and isotropically-scattering atmosphere of arbitrary stratification is presented. The method uses the orthogonality properties of the eigenfunctions introduced by Case (1960), Bowden (1963), and Bowden and Williams (1964) in solving the neutron transport problem to convert the Laplace-transformed time-dependent equation of transfer to singular integral equations. Then, the F(n)-method of Siewert and Benoist (1979) is used to solve these singular integral equations.
Green`s function of Maxwell`s equations and corresponding implications for iterative methods
Singer, B.S.; Fainberg, E.B.
1996-12-31
Energy conservation law imposes constraints on the norm and direction of the Hilbert space vector representing a solution of Maxwell`s equations. In this paper, we derive these constrains and discuss the corresponding implications for the Green`s function of Maxwell`s equations in a dissipative medium. It is shown that Maxwell`s equations can be reduced to an integral equation with a contracting kernel. The equation can be solved using simple iterations. Software based on this algorithm have successfully been applied to a wide range of problems dealing with high contrast models. The matrix corresponding to the integral equation has a well defined spectrum. The equation can be symmetrized and solved using different approaches, for instance one of the conjugate gradient methods.
Stochastic approach to the generalized Schrödinger equation: A method of eigenfunction expansion.
Tsuchida, Satoshi; Kuratsuji, Hiroshi
2015-05-01
Using a method of eigenfunction expansion, a stochastic equation is developed for the generalized Schrödinger equation with random fluctuations. The wave field ψ is expanded in terms of eigenfunctions: ψ=∑(n)a(n)(t)ϕ(n)(x), with ϕ(n) being the eigenfunction that satisfies the eigenvalue equation H(0)ϕ(n)=λ(n)ϕ(n), where H(0) is the reference "Hamiltonian" conventionally called the "unperturbed" Hamiltonian. The Langevin equation is derived for the expansion coefficient a(n)(t), and it is converted to the Fokker-Planck (FP) equation for a set {a(n)} under the assumption of Gaussian white noise for the fluctuation. This procedure is carried out by a functional integral, in which the functional Jacobian plays a crucial role in determining the form of the FP equation. The analyses are given for the FP equation by adopting several approximate schemes. PMID:26066158
Airfoil design method using the Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Malone, J. B.; Narramore, J. C.; Sankar, L. N.
1991-01-01
An airfoil design procedure is described that was incorporated into an existing 2-D Navier-Stokes airfoil analysis method. The resulting design method, an iterative procedure based on a residual-correction algorithm, permits the automated design of airfoil sections with prescribed surface pressure distributions. The inverse design method and the technique used to specify target pressure distributions are described. It presents several example problems to demonstrate application of the design procedure. It shows that this inverse design method develops useful airfoil configurations with a reasonable expenditure of computer resources.
Convergence of Newton's method for a single real equation
NASA Technical Reports Server (NTRS)
Campbell, C. W.
1985-01-01
Newton's method for finding the zeroes of a single real function is investigated in some detail. Convergence is generally checked using the Contraction Mapping Theorem which yields sufficient but not necessary conditions for convergence of the general single point iteration method. The resulting convergence intervals are frequently considerably smaller than actual convergence zones. For a specific single point iteration method, such as Newton's method, better estimates of regions of convergence should be possible. A technique is described which, under certain conditions (frequently satisfied by well behaved functions) gives much larger zones where convergence is guaranteed.
Conservation laws and a new expansion method for sixth order Boussinesq equation
NASA Astrophysics Data System (ADS)
Yokuş, Asıf; Kaya, Doǧan
2015-09-01
In this study, we analyze the conservation laws of a sixth order Boussinesq equation by using variational derivative. We get sixth order Boussinesq equation's traveling wave solutions with (1/G) -expansion method which we constitute newly by being inspired with (G/G) -expansion method which is suggested in [1]. We investigate conservation laws of the analytical solutions which we obtained by the new constructed method. The analytical solution's conductions which we get according to new expansion method are given graphically.
NASA Astrophysics Data System (ADS)
Ayhan, Burcu; Özer, M. Naci; Bekir, Ahmet
2016-08-01
In this article, we applied the method of multiple scales for Korteweg-de Vries (KdV) type equations and we derived nonlinear Schrödinger (NLS) type equations. So we get a relation between KdV type equations and NLS type equations. In addition, exact solutions were found for KdV type equations. The ( G'} over G )-expansion methods and the ( {G'} over G, {1 over G}} )-expansion methods were proposed to establish new exact solutions for KdV type differential equations. We obtained periodic and hyperbolic function solutions for these equations. These methods are very effective for getting travelling wave solutions of nonlinear evolution equations (NEEs).
SOME NEW FINITE DIFFERENCE METHODS FOR HELMHOLTZ EQUATIONS ON IRREGULAR DOMAINS OR WITH INTERFACES.
Wan, Xiaohai; Li, Zhilin
2012-06-01
Solving a Helmholtz equation Δu + λu = f efficiently is a challenge for many applications. For example, the core part of many efficient solvers for the incompressible Navier-Stokes equations is to solve one or several Helmholtz equations. In this paper, two new finite difference methods are proposed for solving Helmholtz equations on irregular domains, or with interfaces. For Helmholtz equations on irregular domains, the accuracy of the numerical solution obtained using the existing augmented immersed interface method (AIIM) may deteriorate when the magnitude of λ is large. In our new method, we use a level set function to extend the source term and the PDE to a larger domain before we apply the AIIM. For Helmholtz equations with interfaces, a new maximum principle preserving finite difference method is developed. The new method still uses the standard five-point stencil with modifications of the finite difference scheme at irregular grid points. The resulting coefficient matrix of the linear system of finite difference equations satisfies the sign property of the discrete maximum principle and can be solved efficiently using a multigrid solver. The finite difference method is also extended to handle temporal discretized equations where the solution coefficient λ is inversely proportional to the mesh size. PMID:22701346
Fast triangulated vortex methods for the 2D Eulen equations
NASA Astrophysics Data System (ADS)
Russo, Giovanni; Strain, John A.
1994-04-01
Vortex methods for inviscid incompressible two-dimensional fluid flow are usually based on blob approximations. This paper presents a vortex method in which the vorticity is approximated by a piecewise polynomial interpolant on a Delaunay triangulation of the vortices. An efficient reconstruction of the Delaunay triangulation at each step makes the method accurate for long times. The vertices of the triangulation move with the fluid velocity, which is reconstructed from the vorticity via a simplified fast multipole method for the Biot-Savart law with a continuous source distribution. The initial distribution of vortices is constructed from the initial vorticity field by an adaptive approximation method which produces good accuracy even for discontinuous initial data. Numerical results show that the method is highly accurate over long time intervals. Experiments with single and multiple circular and elliptical rotating patches of both piecewise constant and smooth vorticity indicate that the method produces much smaller errors than blob methods with the same number of degrees of freedom, at little additional cost. Generalizations to domains with boundaries, viscous flow, and three space dimensions are discussed.
Fast triangulated vortex methods for the 2D Euler equations
Russo, G. ); Strain, J.A. )
1994-04-01
Vortex methods for inviscid incompressible two-dimensional fluid flow are usually based on blob approximations. This paper presents a vortex method in which the vorticity is approximated by a piecewise polynomial interpolant on a Delaunay triangulation of the vortices. An efficient reconstruction of the Delaunay triangulation at each step makes the method accurate for long times. The vertices of the triangulation move with the fluid velocity, which is reconstructed from the vorticity via a simplified fast multipole method for the Biot-Savart law with a continuous source distribution. The initial distribution of vortices is constructed from the initial vorticity field by an adaptive approximation method which produces good accuracy even for discontinuous initial data. Numerical results show that the method is highly accurate over long time intervals. Experiments with single and multiple circular and elliptical rotating patches of both piecewise constant and smooth vorticity indicate that the method produces much smaller errors than blob methods with the same number of degrees of freedom, at little additional cost. Generalizations to domains with boundaries, viscous flow, and three space dimensions are discussed. 52 refs., 28 figs., 2 tabs.
Adjoints and Low-rank Covariance Representation
NASA Technical Reports Server (NTRS)
Tippett, Michael K.; Cohn, Stephen E.
2000-01-01
Quantitative measures of the uncertainty of Earth System estimates can be as important as the estimates themselves. Second moments of estimation errors are described by the covariance matrix, whose direct calculation is impractical when the number of degrees of freedom of the system state is large. Ensemble and reduced-state approaches to prediction and data assimilation replace full estimation error covariance matrices by low-rank approximations. The appropriateness of such approximations depends on the spectrum of the full error covariance matrix, whose calculation is also often impractical. Here we examine the situation where the error covariance is a linear transformation of a forcing error covariance. We use operator norms and adjoints to relate the appropriateness of low-rank representations to the conditioning of this transformation. The analysis is used to investigate low-rank representations of the steady-state response to random forcing of an idealized discrete-time dynamical system.
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.
Novel asymmetric representation method for solving the higher-order Ginzburg-Landau equation
NASA Astrophysics Data System (ADS)
Wong, Pring; Pang, Lihui; Wu, Ye; Lei, Ming; Liu, Wenjun
2016-04-01
In ultrafast optics, optical pulses are generated to be of shorter pulse duration, which has enormous significance to industrial applications and scientific research. The ultrashort pulse evolution in fiber lasers can be described by the higher-order Ginzburg-Landau (GL) equation. However, analytic soliton solutions for this equation have not been obtained by use of existing methods. In this paper, a novel method is proposed to deal with this equation. The analytic soliton solution is obtained for the first time, and is proved to be stable against amplitude perturbations. Through the split-step Fourier method, the bright soliton solution is studied numerically. The analytic results here may extend the integrable methods, and could be used to study soliton dynamics for some equations in other disciplines. It may also provide the other way to obtain two-soliton solutions for higher-order GL equations.
Novel asymmetric representation method for solving the higher-order Ginzburg-Landau equation
Wong, Pring; Pang, Lihui; Wu, Ye; Lei, Ming; Liu, Wenjun
2016-01-01
In ultrafast optics, optical pulses are generated to be of shorter pulse duration, which has enormous significance to industrial applications and scientific research. The ultrashort pulse evolution in fiber lasers can be described by the higher-order Ginzburg-Landau (GL) equation. However, analytic soliton solutions for this equation have not been obtained by use of existing methods. In this paper, a novel method is proposed to deal with this equation. The analytic soliton solution is obtained for the first time, and is proved to be stable against amplitude perturbations. Through the split-step Fourier method, the bright soliton solution is studied numerically. The analytic results here may extend the integrable methods, and could be used to study soliton dynamics for some equations in other disciplines. It may also provide the other way to obtain two-soliton solutions for higher-order GL equations. PMID:27086841
Novel asymmetric representation method for solving the higher-order Ginzburg-Landau equation.
Wong, Pring; Pang, Lihui; Wu, Ye; Lei, Ming; Liu, Wenjun
2016-01-01
In ultrafast optics, optical pulses are generated to be of shorter pulse duration, which has enormous significance to industrial applications and scientific research. The ultrashort pulse evolution in fiber lasers can be described by the higher-order Ginzburg-Landau (GL) equation. However, analytic soliton solutions for this equation have not been obtained by use of existing methods. In this paper, a novel method is proposed to deal with this equation. The analytic soliton solution is obtained for the first time, and is proved to be stable against amplitude perturbations. Through the split-step Fourier method, the bright soliton solution is studied numerically. The analytic results here may extend the integrable methods, and could be used to study soliton dynamics for some equations in other disciplines. It may also provide the other way to obtain two-soliton solutions for higher-order GL equations. PMID:27086841
NASA Technical Reports Server (NTRS)
Dinar, N.
1978-01-01
Several aspects of multigrid methods are briefly described. The main subjects include the development of very efficient multigrid algorithms for systems of elliptic equations (Cauchy-Riemann, Stokes, Navier-Stokes), as well as the development of control and prediction tools (based on local mode Fourier analysis), used to analyze, check and improve these algorithms. Preliminary research on multigrid algorithms for time dependent parabolic equations is also described. Improvements in existing multigrid processes and algorithms for elliptic equations were studied.
NASA Astrophysics Data System (ADS)
AL-Jawary, M. A.; AL-Qaissy, H. R.
2015-04-01
In this paper, we implement the new iterative method proposed by Daftardar-Gejji and Jafari namely new iterative method (DJM) to solve the linear and non-linear Volterra integro-differential equations and systems of linear and non-linear Volterra integro-differential equations. The applications of the DJM for solving the resulting equations of the non-linear Volterra integro-differential equations forms of the Lane-Emden equations are presented. The Volterra integro-differential equations forms of the Lane-Emden equation overcome the singular behaviour at the origin x = 0 of the original differential equation. Some examples are solved and different cases of the Lane-Emden equations of first kind are presented. Moreover, the DJM is applied to solve the system of the linear and non-linear Volterra integro-differential forms of the Lane-Emden equations. The results demonstrate that the method has many merits such as being derivative-free, and overcoming the difficulty arising in calculating Adomian polynomials to handle the non-linear terms in Adomian Decomposition Method (ADM). It does not require to calculate Lagrange multiplier in Variational Iteration Method (VIM) and no need to construct a homotopy in Homotopy Perturbation Method (HPM) and solve the corresponding algebraic equations.
Final Report: Symposium on Adaptive Methods for Partial Differential Equations
Pernice, Michael; Johnson, Christopher R.; Smith, Philip J.; Fogelson, Aaron
1998-12-08
Complex physical phenomena often include features that span a wide range of spatial and temporal scales. Accurate simulation of such phenomena can be difficult to obtain, and computations that are under-resolved can even exhibit spurious features. While it is possible to resolve small scale features by increasing the number of grid points, global grid refinement can quickly lead to problems that are intractable, even on the largest available computing facilities. These constraints are particularly severe for three dimensional problems that involve complex physics. One way to achieve the needed resolution is to refine the computational mesh locally, in only those regions where enhanced resolution is required. Adaptive solution methods concentrate computational effort in regions where it is most needed. These methods have been successfully applied to a wide variety of problems in computational science and engineering. Adaptive methods can be difficult to implement, prompting the development of tools and environments to facilitate their use. To ensure that the results of their efforts are useful, algorithm and tool developers must maintain close communication with application specialists. Conversely it remains difficult for application specialists who are unfamiliar with the methods to evaluate the trade-offs between the benefits of enhanced local resolution and the effort needed to implement an adaptive solution method.
SOR Methods for Coupled Elliptic Partial Differential Equations
NASA Astrophysics Data System (ADS)
Rigal, Alain
1987-07-01
The biharmonic or Navier-Stokes problems in the form of a coupled pair of Dirichlet problems (J. Smith, SIAM J. Numer. Anal. 5, 323 (1968) are numerically solved by using a two parameter point SOR method. We emphasize the dependance of the convergence domain on the discrete boundary formulae. Optimization of this SOR method is heuristic but can be foreseen with a satisfactory precision. The optimal region is rather large and although using imprecisely optimal parameters, we can greatly improve the classical block SOR method (L. W. Ehrlich, SIAM J. Numer. Anal. 8, 278 (1971); L. W. Ehrlich and M. M. Gupta, SIAM J. Numer. Anal. 12, 773 (1975); M. M. Gupta and R. P. Manohar, J. Comput. Phys. 31, 265 (1979); M. Khalil, Thesis, Université Paul Sabatier, Toulouse 1983 (unpublished)).
Chakraverty, S.
2014-01-01
This paper proposes a new technique based on double parametric form of fuzzy numbers to handle the uncertain vibration equation for very large membrane for different particular cases. Uncertainties present in the initial condition and the wave velocity of free vibration are modelled through Gaussian convex normalised fuzzy set. Using the single parametric form of fuzzy number, the original fuzzy vibration equation is converted first to an interval fuzzy vibration equation. Next this equation is transformed to crisp form by applying double parametric form of fuzzy numbers. Finally the same governing equation is solved by Adomian decomposition method (ADM) symbolically to obtain the uncertain bounds. The present methods are very simple and effective. Obtained results are depicted in terms of plots to show the efficiency and powerfulness of the present analysis. Results obtained by the methods with new techniques are compared with existing results in special cases. PMID:24790562
Tapaswini, Smita; Chakraverty, S
2014-01-01
This paper proposes a new technique based on double parametric form of fuzzy numbers to handle the uncertain vibration equation for very large membrane for different particular cases. Uncertainties present in the initial condition and the wave velocity of free vibration are modelled through Gaussian convex normalised fuzzy set. Using the single parametric form of fuzzy number, the original fuzzy vibration equation is converted first to an interval fuzzy vibration equation. Next this equation is transformed to crisp form by applying double parametric form of fuzzy numbers. Finally the same governing equation is solved by Adomian decomposition method (ADM) symbolically to obtain the uncertain bounds. The present methods are very simple and effective. Obtained results are depicted in terms of plots to show the efficiency and powerfulness of the present analysis. Results obtained by the methods with new techniques are compared with existing results in special cases. PMID:24790562
Evaluation of Maryland abutment scour equation through selected threshold velocity methods
Benedict, S.T.
2010-01-01
The U.S. Geological Survey, in cooperation with the Maryland State Highway Administration, used field measurements of scour to evaluate the sensitivity of the Maryland abutment scour equation to the critical (or threshold) velocity variable. Four selected methods for estimating threshold velocity were applied to the Maryland abutment scour equation, and the predicted scour to the field measurements were compared. Results indicated that performance of the Maryland abutment scour equation was sensitive to the threshold velocity with some threshold velocity methods producing better estimates of predicted scour than did others. In addition, results indicated that regional stream characteristics can affect the performance of the Maryland abutment scour equation with moderate-gradient streams performing differently from low-gradient streams. On the basis of the findings of the investigation, guidance for selecting threshold velocity methods for application to the Maryland abutment scour equation are provided, and limitations are noted.
Ullah, Hakeem; Islam, Saeed; Khan, Ilyas; Shafie, Sharidan; Fiza, Mehreen
2015-01-01
In this paper we applied a new analytic approximate technique Optimal Homotopy Asymptotic Method (OHAM) for treatment of coupled differential- difference equations (DDEs). To see the efficiency and reliability of the method, we consider Relativistic Toda coupled nonlinear differential-difference equation. It provides us a convenient way to control the convergence of approximate solutions when it is compared with other methods of solution found in the literature. The obtained solutions show that OHAM is effective, simpler, easier and explicit. PMID:25874457
A Fast Numerical Method for a Nonlinear Black-Scholes Equation
NASA Astrophysics Data System (ADS)
Koleva, Miglena N.; Vulkov, Lubin G.
2009-11-01
In this paper we will present an effective numerical method for the Black-Scholes equation with transaction costs for the limiting price u(s, t;a). The technique combines the Rothe method with a two-grid (coarse-fine) algorithm for computation of numerical solutions to initial boundary-values problems to this equation. Numerical experiments for comparison the accuracy ant the computational cost of the method with other known numerical schemes are discussed.
Iterative solution of a Dirac equation with an inverse Hamiltonian method
Hagino, K.; Tanimura, Y.
2010-11-15
We solve a singe-particle Dirac equation with Woods-Saxon potentials using an iterative method in the coordinate space representation. By maximizing the expectation value of the inverse of the Dirac Hamiltonian, this method avoids the variational collapse in which an iterative solution dives into the Dirac sea. We demonstrate that this method works efficiently, reproducing the exact solutions of the Dirac equation.
Conservation laws of inviscid Burgers equation with nonlinear damping
NASA Astrophysics Data System (ADS)
Abdulwahhab, Muhammad Alim
2014-06-01
In this paper, the new conservation theorem presented in Ibragimov (2007) [14] is used to find conservation laws of the inviscid Burgers equation with nonlinear damping ut+g(u)ux+λh(u)=0. We show that this equation is both quasi self-adjoint and self-adjoint, and use these concepts to simplify conserved quantities for various choices of g(u) and h(u).
Parallel solution of partial differential equations by extrapolation methods
Leland, Robert W.; Rollett, J. S.
2015-02-01
We have found, in the ROGE algorithm, an extrapolation process which is robust, effective and practically simple to implement. It removes the difficulty of needing to make a precise estimate of the over-relaxation parameter for Successive Over-Relaxation (SOR) type methods.
ERIC Educational Resources Information Center
Maslowsky, Julie; Jager, Justin; Hemken, Douglas
2015-01-01
Latent variables are common in psychological research. Research questions involving the interaction of two variables are likewise quite common. Methods for estimating and interpreting interactions between latent variables within a structural equation modeling framework have recently become available. The latent moderated structural equations (LMS)…
Singular solutions of the KdV equation and the inverse scattering method
Arkad'ev, V.A.; Pogrebkov, A.K.; Polivanov, M.K.
1985-12-20
The paper is devoted to the construction of singular solutions of the KdV equation. The presentation is based on a variant of the inverse scattering method for singular solutions of nonlinear equations developed in previous works of the authors.
Standard Errors of the Kernel Equating Methods under the Common-Item Design.
ERIC Educational Resources Information Center
Liou, Michelle; And Others
This research derives simplified formulas for computing the standard error of the frequency estimation method for equating score distributions that are continuized using a uniform or Gaussian kernel function (P. W. Holland, B. F. King, and D. T. Thayer, 1989; Holland and Thayer, 1987). The simplified formulas are applicable to equating both the…
The solutions of three dimensional Fredholm integral equations using Adomian decomposition method
NASA Astrophysics Data System (ADS)
Almousa, Mohammad
2016-06-01
This paper presents the solutions of three dimensional Fredholm integral equations by using Adomian decomposition method (ADM). Some examples of these types of equations are tested to show the reliability of the technique. The solutions obtained by ADM give an excellent agreement with exact solution.
Application of the quasi-spectral fourier method to soliton equations
NASA Astrophysics Data System (ADS)
Popov, S. P.
2010-12-01
A numerical approach combining the quasi-spectral Fourier method and the Runge-Kutta technique is proposed for the numerical study of the long wavelength regularized equation and the Camassa-Holm and Holm-Hone equations. Test results are presented for soliton and peakon solutions.
New Results on the Linear Equating Methods for the Non-Equivalent-Groups Design
ERIC Educational Resources Information Center
von Davier, Alina A.
2008-01-01
The two most common observed-score equating functions are the linear and equipercentile functions. These are often seen as different methods, but von Davier, Holland, and Thayer showed that any equipercentile equating function can be decomposed into linear and nonlinear parts. They emphasized the dominant role of the linear part of the nonlinear…
Investigation of IRT-Based Equating Methods in the Presence of Outlier Common Items
ERIC Educational Resources Information Center
Hu, Huiqin; Rogers, W. Todd; Vukmirovic, Zarko
2008-01-01
Common items with inconsistent b-parameter estimates may have a serious impact on item response theory (IRT)--based equating results. To find a better way to deal with the outlier common items with inconsistent b-parameters, the current study investigated the comparability of 10 variations of four IRT-based equating methods (i.e., concurrent…
A Simple Method to Find out when an Ordinary Differential Equation Is Separable
ERIC Educational Resources Information Center
Cid, Jose Angel
2009-01-01
We present an alternative method to that of Scott (D. Scott, "When is an ordinary differential equation separable?", "Amer. Math. Monthly" 92 (1985), pp. 422-423) to teach the students how to discover whether a differential equation y[prime] = f(x,y) is separable or not when the nonlinearity f(x, y) is not explicitly factorized. Our approach is…
Meta-Analytic Structural Equation Modeling (MASEM): Comparison of the Multivariate Methods
ERIC Educational Resources Information Center
Zhang, Ying
2011-01-01
Meta-analytic Structural Equation Modeling (MASEM) has drawn interest from many researchers recently. In doing MASEM, researchers usually first synthesize correlation matrices across studies using meta-analysis techniques and then analyze the pooled correlation matrix using structural equation modeling techniques. Several multivariate methods of…
NASA Astrophysics Data System (ADS)
Koide, T.; Kodama, T.
2015-09-01
The stochastic variational method (SVM) is the generalization of the variational approach to systems described by stochastic variables. In this paper, we investigate the applicability of SVM as an alternative field-quantization scheme, by considering the complex Klein-Gordon equation. There, the Euler-Lagrangian equation for the stochastic field variables leads to the functional Schrödinger equation, which can be interpreted as the Euler (ideal fluid) equation in the functional space. The present formulation is a quantization scheme based on commutable variables, so that there appears no ambiguity associated with the ordering of operators, e.g., in the definition of Noether charges.
A comparison of the efficiency of numerical methods for integrating chemical kinetic rate equations
NASA Technical Reports Server (NTRS)
Radhakrishnan, K.
1984-01-01
The efficiency of several algorithms used for numerical integration of stiff ordinary differential equations was compared. The methods examined included two general purpose codes EPISODE and LSODE and three codes (CHEMEQ, CREK1D and GCKP84) developed specifically to integrate chemical kinetic rate equations. The codes were applied to two test problems drawn from combustion kinetics. The comparisons show that LSODE is the fastest code available for the integration of combustion kinetic rate equations. It is shown that an iterative solution of the algebraic energy conservation equation to compute the temperature can be more efficient then evaluating the temperature by integrating its time-derivative.
Optimization methods, flux conserving methods for steady state Navier-Stokes equation
NASA Technical Reports Server (NTRS)
Adeyeye, John; Attia, Nauib
1995-01-01
Navier-Stokes equation as discretized by new flux conserving method proposed by Chang and Scott results in the system: vector F(vector x) = 0, where F is a vector valued function. The Optimization method we use is based on Quasi-Newton methods: given a nonlinear function vector F(vector x) = 0, we solve, Delta(vector x) = -BF(vector x), where Delta(vector x) is the correction term and B is the inverse Jacobian of F(x). Then, iteratively, vector(x(sub (i+1))) = vector(x (sub i)) + alpha.Delta(vector x(sub i)), where alpha is a line search correction term determined by a line search routine. We use the BFCG's update the Jacobian matrix B(sub k) at each iteration. It is well known that B(sub k) approaches B(*) at the solution X(*). This algorithm has several advantages over the Newton-Raphson method. For example, we do not need to calculate the Jacobian matrix at each iteration which is computationally very expensive.
Exact solutions for the fractional differential equations by using the first integral method
NASA Astrophysics Data System (ADS)
Aminikhah, Hossein; Sheikhani, A. Refahi; Rezazadeh, Hadi
2015-03-01
In this paper, we apply the first integral method to study the solutions of the nonlinear fractional modified Benjamin-Bona-Mahony equation, the nonlinear fractional modified Zakharov-Kuznetsov equation and the nonlinear fractional Whitham-Broer-Kaup-Like systems. This method is based on the ring theory of commutative algebra. The results obtained by the proposed method show that the approach is effective and general. This approach can also be applied to other nonlinear fractional differential equations, which are arising in the theory of solitons and other areas.
NASA Astrophysics Data System (ADS)
Hesameddini, Esmail; Rahimi, Azam
2015-05-01
In this article, we propose a new approach for solving fractional partial differential equations with variable coefficients, which is very effective and can also be applied to other types of differential equations. The main advantage of the method lies in its flexibility for obtaining the approximate solutions of time fractional and space fractional equations. The fractional derivatives are described based on the Caputo sense. Our method contains an iterative formula that can provide rapidly convergent successive approximations of the exact solution if such a closed form solution exists. Several examples are given, and the numerical results are shown to demonstrate the efficiency of the newly proposed method.
Exponential Methods for the Time Integration of Schrödinger Equation
NASA Astrophysics Data System (ADS)
Cano, B.; González-Pachón, A.
2010-09-01
We consider exponential methods of second order in time in order to integrate the cubic nonlinear Schrödinger equation. We are interested in taking profit of the special structure of this equation. Therefore, we look at symmetry, symplecticity and approximation of invariants of the proposed methods. That will allow to integrate till long times with reasonable accuracy. Computational efficiency is also our aim. Therefore, we make numerical computations in order to compare the methods considered and so as to conclude that explicit Lawson schemes projected on the norm of the solution are an efficient tool to integrate this equation.
Boyarinov, V. F.; Kondrushin, A. E.; Fomichenko, P. A.
2012-07-01
Finite-difference time-dependent equations of Surface Harmonics method have been obtained for plane geometry. Verification of these equations has been carried out by calculations of tasks from 'Benchmark Problem Book ANL-7416'. The capacity and efficiency of the Surface Harmonics method have been demonstrated by solution of the time-dependent neutron transport equation in diffusion approximation. The results of studies showed that implementation of Surface Harmonics method for full-scale calculations will lead to a significant progress in the efficient solution of the time-dependent neutron transport problems in nuclear reactors. (authors)
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
Semi-implicit spectral deferred correction methods for ordinary differential equations
Minion, Michael L.
2002-10-06
A semi-implicit formulation of the method of spectral deferred corrections (SISDC) for ordinary differential equations with both stiff and non-stiff terms is presented. Several modifications and variations to the original spectral deferred corrections method by Dutt, Greengard, and Rokhlin concerning the choice of integration points and the form of the correction iteration are presented. The stability and accuracy of the resulting ODE methods are explored analytically and numerically. The SISDC methods are intended to be combined with the method of lines approach to yield a flexible framework for creating higher-order semi-implicit methods for partial differential equations. A discussion and numerical examples of the SISDC method applied to advection-diffusion type equations are included. The results suggest that higher-order SISDC methods are more efficient than semi-implicit Runge-Kutta methods for moderately stiff problems in terms of accuracy per function evaluation.
Critical study of higher order numerical methods for solving the boundary-layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1978-01-01
A fourth order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method, which is the natural extension of the second order box scheme to fourth order, was demonstrated with application to the incompressible, laminar and turbulent, boundary layer equations. The efficiency of the present method is compared with two point and three point higher order methods, namely, the Keller box scheme with Richardson extrapolation, the method of deferred corrections, a three point spline method, and a modified finite element method. For equivalent accuracy, numerical results show the present method to be more efficient than higher order methods for both laminar and turbulent flows.
Application of higher-order numerical methods to the boundary-layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1978-01-01
A fourth-order method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations for both attached and separated flows. The efficiency of the present method is compared with other higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, the three-point spline methods, and a modified finite-element method. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.
A second order accurate embedded boundary method for the wave equation with Dirichlet data
Kreiss, H O; Petersson, N A
2004-03-02
The accuracy of Cartesian embedded boundary methods for the second order wave equation in general two-dimensional domains subject to Dirichlet boundary conditions is analyzed. Based on the analysis, we develop a numerical method where both the solution and its gradient are second order accurate. We avoid the small-cell stiffness problem without sacrificing the second order accuracy by adding a small artificial term to the Dirichlet boundary condition. Long-time stability of the method is obtained by adding a small fourth order dissipative term. Several numerical examples are provided to demonstrate the accuracy and stability of the method. The method is also used to solve the two-dimensional TM{sub z} problem for Maxwell's equations posed as a second order wave equation for the electric field coupled to ordinary differential equations for the magnetic field.
NASA Astrophysics Data System (ADS)
Sharma, Dinkar; Singh, Prince; Chauhan, Shubha
2016-01-01
In this paper, a combined form of the Laplace transform method with the homotopy perturbation method (HPTM) is applied to solve nonlinear systems of partial differential equations viz. the system of third order KdV Equations and the systems of coupled Burgers' equations in one- and two- dimensions. The nonlinear terms can be easily handled by the use of He's polynomials. The results shows that the HPTM is very efficient, simple and avoids the round-off errors. Four test examples are considered to illustrate the present scheme. Further the results are compared with Homotopy perturbation method (HPM) which shows that this method is a suitable method for solving systems of partial differential equations.
Liang, Xiao; Khaliq, Abdul Q. M.; Xing, Yulong
2015-01-23
In this paper, we study a local discontinuous Galerkin method combined with fourth order exponential time differencing Runge-Kutta time discretization and a fourth order conservative method for solving the nonlinear Schrödinger equations. Based on different choices of numerical fluxes, we propose both energy-conserving and energy-dissipative local discontinuous Galerkin methods, and have proven the error estimates for the semi-discrete methods applied to linear Schrödinger equation. The numerical methods are proven to be highly efficient and stable for long-range soliton computations. Finally, extensive numerical examples are provided to illustrate the accuracy, efficiency and reliability of the proposed methods.
NASA Technical Reports Server (NTRS)
Rosenbaum, J. S.
1976-01-01
If a system of ordinary differential equations represents a property conserving system that can be expressed linearly (e.g., conservation of mass), it is then desirable that the numerical integration method used conserve the same quantity. It is shown that both linear multistep methods and Runge-Kutta methods are 'conservative' and that Newton-type methods used to solve the implicit equations preserve the inherent conservation of the numerical method. It is further shown that a method used by several authors is not conservative.
NASA Astrophysics Data System (ADS)
Li, Xinxiu
2012-10-01
Physical processes with memory and hereditary properties can be best described by fractional differential equations due to the memory effect of fractional derivatives. For that reason reliable and efficient techniques for the solution of fractional differential equations are needed. Our aim is to generalize the wavelet collocation method to fractional differential equations using cubic B-spline wavelet. Analytical expressions of fractional derivatives in Caputo sense for cubic B-spline functions are presented. The main characteristic of the approach is that it converts such problems into a system of algebraic equations which is suitable for computer programming. It not only simplifies the problem but also speeds up the computation. Numerical results demonstrate the validity and applicability of the method to solve fractional differential equation.
A critical study of higher-order numerical methods for solving the boundary-layer equations
NASA Technical Reports Server (NTRS)
Wornom, S. F.
1977-01-01
A fourth-order box method is presented for calculating numerical solutions to parabolic, partial differential equations in two variables or ordinary differential equations. The method is the natural extension of the second-order Keller Box Scheme to fourth order and is demonstrated with application to the incompressible, laminar and turbulent boundary-layer equations. The efficiency of the present method is compared with other two-point and three-point higher-order methods; namely, the Keller Box Scheme with Richardson extrapolation, the method of deferred corrections, and the three-point spline methods. For equivalent accuracy, numerical results show the present method to be more efficient than the other higher-order methods for both laminar and turbulent flows.
A fast finite volume method for conservative space-fractional diffusion equations in convex domains
NASA Astrophysics Data System (ADS)
Jia, Jinhong; Wang, Hong
2016-04-01
We develop a fast finite volume method for variable-coefficient, conservative space-fractional diffusion equations in convex domains via a volume-penalization approach. The method has an optimal storage and an almost linear computational complexity. The method retains second-order accuracy without requiring a Richardson extrapolation. Numerical results are presented to show the utility of the method.
ERIC Educational Resources Information Center
Cui, Zhongmin; Kolen, Michael J.
2008-01-01
This article considers two methods of estimating standard errors of equipercentile equating: the parametric bootstrap method and the nonparametric bootstrap method. Using a simulation study, these two methods are compared under three sample sizes (300, 1,000, and 3,000), for two test content areas (the Iowa Tests of Basic Skills Maps and Diagrams…
Spectral (Finite) Volume Method for One Dimensional Euler Equations
NASA Technical Reports Server (NTRS)
Wang, Z. J.; Liu, Yen; Kwak, Dochan (Technical Monitor)
2002-01-01
Consider a mesh of unstructured triangular cells. Each cell is called a Spectral Volume (SV), denoted by Si, which is further partitioned into subcells named Control Volumes (CVs), indicated by C(sub i,j). To represent the solution as a polynomial of degree m in two dimensions (2D) we need N = (m+1)(m+2)/2 pieces of independent information, or degrees of freedom (DOFs). The DOFs in a SV method are the volume-averaged mean variables at the N CVs. For example, to build a quadratic reconstruction in 2D, we need at least (2+1)(3+1)/2 = 6 DOFs. There are numerous ways of partitioning a SV, and not every partition is admissible in the sense that the partition may not be capable of producing a degree m polynomial. Once N mean solutions in the CVs of a SV are given, a unique polynomial reconstruction can be obtained.
Hong Luo; Luqing Luo; Robert Nourgaliev; Vincent A. Mousseau
2010-09-01
A reconstruction-based discontinuous Galerkin (RDG) method is presented for the solution of the compressible Navier–Stokes equations on arbitrary grids. The RDG method, originally developed for the compressible Euler equations, is extended to discretize viscous and heat fluxes in the Navier–Stokes equations using a so-called inter-cell reconstruction, where a smooth solution is locally reconstructed using a least-squares method from the underlying discontinuous DG solution. Similar to the recovery-based DG (rDG) methods, this reconstructed DG method eliminates the introduction of ad hoc penalty or coupling terms commonly found in traditional DG methods. Unlike rDG methods, this RDG method does not need to judiciously choose a proper form of a recovered polynomial, thus is simple, flexible, and robust, and can be used on arbitrary grids. The developed RDG method is used to compute a variety of flow problems on arbitrary meshes to demonstrate its accuracy, efficiency, robustness, and versatility. The numerical results indicate that this RDG method is able to deliver the same accuracy as the well-known Bassi–Rebay II scheme, at a half of its computing costs for the discretization of the viscous fluxes in the Navier–Stokes equations, clearly demonstrating its superior performance over the existing DG methods for solving the compressible Navier–Stokes equations.
Hong Luo; Luqing Luo; Robert Nourgaliev; Vincent A. Mousseau
2010-01-01
A reconstruction-based discontinuous Galerkin (RDG) method is presented for the solution of the compressible Navier-Stokes equations on arbitrary grids. The RDG method, originally developed for the compressible Euler equations, is extended to discretize viscous and heat fluxes in the Navier-Stokes equations using a so-called inter-cell reconstruction, where a smooth solution is locally reconstructed using a least-squares method from the underlying discontinuous DG solution. Similar to the recovery-based DG (rDG) methods, this reconstructed DG method eliminates the introduction of ad hoc penalty or coupling terms commonly found in traditional DG methods. Unlike rDG methods, this RDG method does not need to judiciously choose a proper form of a recovered polynomial, thus is simple, flexible, and robust, and can be used on arbitrary grids. The developed RDG method is used to compute a variety of flow problems on arbitrary meshes to demonstrate its accuracy, efficiency, robustness, and versatility. The numerical results indicate that this RDG method is able to deliver the same accuracy as the well-known Bassi-Rebay II scheme, at a half of its computing costs for the discretization of the viscous fluxes in the Navier-Stokes equations, clearly demonstrating its superior performance over the existing DG methods for solving the compressible Navier-Stokes equations.
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.
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.
NASA Technical Reports Server (NTRS)
Yan, Jue; Shu, Chi-Wang; Bushnell, Dennis M. (Technical Monitor)
2002-01-01
In this paper we review the existing and develop new continuous Galerkin methods for solving time dependent partial differential equations with higher order derivatives in one and multiple space dimensions. We review local discontinuous Galerkin methods for convection diffusion equations involving second derivatives and for KdV type equations involving third derivatives. We then develop new local discontinuous Galerkin methods for the time dependent bi-harmonic type equations involving fourth derivatives, and partial differential equations involving fifth derivatives. For these new methods we present correct interface numerical fluxes and prove L(exp 2) stability for general nonlinear problems. Preliminary numerical examples are shown to illustrate these methods. Finally, we present new results on a post-processing technique, originally designed for methods with good negative-order error estimates, on the local discontinuous Galerkin methods applied to equations with higher derivatives. Numerical experiments show that this technique works as well for the new higher derivative cases, in effectively doubling the rate of convergence with negligible additional computational cost, for linear as well as some nonlinear problems, with a local uniform mesh.
A least-squares finite element method for 3D incompressible Navier-Stokes equations
NASA Technical Reports Server (NTRS)
Jiang, Bo-Nan; Lin, T. L.; Hou, Lin-Jun; Povinelli, Louis A.
1993-01-01
The least-squares finite element method (LSFEM) based on the velocity-pressure-vorticity formulation is applied to three-dimensional steady incompressible Navier-Stokes problems. This method can accommodate equal-order interpolations, and results in symmetric, positive definite algebraic system. An additional compatibility equation, i.e., the divergence of vorticity vector should be zero, is included to make the first-order system elliptic. The Newton's method is employed to linearize the partial differential equations, the LSFEM is used to obtain discretized equations, and the system of algebraic equations is solved using the Jacobi preconditioned conjugate gradient method which avoids formation of either element or global matrices (matrix-free) to achieve high efficiency. The flow in a half of 3D cubic cavity is calculated at Re = 100, 400, and 1,000 with 50 x 52 x 25 trilinear elements. The Taylor-Gortler-like vortices are observed at Re = 1,000.
Finite element modified method of characteristics for the Navier-Stokes equations
NASA Astrophysics Data System (ADS)
Allievi, Alejandro; Bermejo, Rodolfo
2000-02-01
An algorithm based on the finite element modified method of characteristics (FEMMC) is presented to solve convection-diffusion, Burgers and unsteady incompressible Navier-Stokes equations for laminar flow. Solutions for these progressively more involved problems are presented so as to give numerical evidence for the robustness, good error characteristics and accuracy of our method. To solve the Navier-Stokes equations, an approach that can be conceived as a fractional step method is used. The innovative first stage of our method is a backward search and interpolation at the foot of the characteristics, which we identify as the convective step. In this particular work, this step is followed by a conjugate gradient solution of the remaining Stokes problem. Numerical results are presented for:aConvection-diffusion equation. Gaussian hill in a uniform rotating field.bBurgers equations with viscosity.